@waterx/sdk 4.0.0 → 4.1.0

package/dist/cjs/src/perp/fetch/positions.js

@@ -4,6 +4,7 @@
  * list (`waterx_perp_view`).
  */
 Object.defineProperty(exports, "__esModule", { value: true });
+exports.parseWholeDollarU64 = void 0;
 exports.positionExists = positionExists;
 exports.getPosition = getPosition;
 exports.getOrder = getOrder;
@@ -15,6 +16,8 @@ exports.getRedeemRequests = getRedeemRequests;
 const bcs_1 = require("@mysten/sui/bcs");
 const transactions_1 = require("@mysten/sui/transactions");
 const view_ts_1 = require("../../generated/waterx_perp_view/view.js");
+const validate_ts_1 = require("../../utils/validate.js");
+Object.defineProperty(exports, "parseWholeDollarU64", { enumerable: true, get: function () { return validate_ts_1.parseWholeDollarU64; } });
 const constants_ts_1 = require("../constants.js");
 const simulate_ts_1 = require("./simulate.js");
 async function positionExists(client, args) {
@@ -24,7 +27,7 @@ async function positionExists(client, args) {
         arguments: {
             marketRegistry: tx.object(client.config.packages.waterx_perp.market_registry_wlp),
             ticker: args.ticker,
-            positionId: args.positionId,
+            positionId: (0, validate_ts_1.toU64)(args.positionId, "positionId"),
         },
         typeArguments: [(0, simulate_ts_1.withLp)(client, args.lpType)],
     })(tx);
@@ -39,9 +42,9 @@ async function getPosition(client, args) {
             marketRegistry: tx.object(client.config.packages.waterx_perp.market_registry_wlp),
             ticker: args.ticker,
             pool: tx.object(client.config.packages.wlp.wlp_pool),
-            basePriceUsd: args.basePriceUsd,
-            collateralPriceUsd: args.collateralPriceUsd,
-            positionId: args.positionId,
+            basePriceUsd: (0, validate_ts_1.toU64)(args.basePriceUsd, "basePriceUsd"),
+            collateralPriceUsd: (0, validate_ts_1.toU64)(args.collateralPriceUsd, "collateralPriceUsd"),
+            positionId: (0, validate_ts_1.toU64)(args.positionId, "positionId"),
         },
         typeArguments: [(0, simulate_ts_1.withLp)(client, args.lpType)],
     })(tx);
@@ -54,10 +57,10 @@ async function getOrder(client, args) {
         arguments: {
             marketRegistry: tx.object(client.config.packages.waterx_perp.market_registry_wlp),
             ticker: args.ticker,
-            basePriceUsd: args.basePriceUsd,
-            orderTypeTag: args.orderTypeTag,
-            triggerPrice: args.triggerPrice,
-            orderId: args.orderId,
+            basePriceUsd: (0, validate_ts_1.toU64)(args.basePriceUsd, "basePriceUsd"),
+            orderTypeTag: (0, validate_ts_1.toU8)(args.orderTypeTag, "orderTypeTag"),
+            triggerPrice: (0, validate_ts_1.toU128)(args.triggerPrice, "triggerPrice"),
+            orderId: (0, validate_ts_1.toU64)(args.orderId, "orderId"),
         },
         typeArguments: [(0, simulate_ts_1.withLp)(client, args.lpType)],
     })(tx);
@@ -70,9 +73,9 @@ async function getMarketOrders(client, args) {
         arguments: {
             marketRegistry: tx.object(client.config.packages.waterx_perp.market_registry_wlp),
             ticker: args.ticker,
-            basePriceUsd: args.basePriceUsd ?? 0n,
-            cursor: args.cursor ?? 0n,
-            pageSize: args.pageSize ?? 100n,
+            basePriceUsd: (0, validate_ts_1.toU64)(args.basePriceUsd ?? 0n, "basePriceUsd"),
+            cursor: (0, validate_ts_1.toU64)(args.cursor ?? 0n, "cursor"),
+            pageSize: (0, validate_ts_1.toU64)(args.pageSize ?? 100n, "pageSize"),
         },
         typeArguments: [(0, simulate_ts_1.withLp)(client, args.lpType)],
     })(tx);
@@ -104,10 +107,10 @@ async function getMarketPositions(client, args) {
             marketRegistry: tx.object(client.config.packages.waterx_perp.market_registry_wlp),
             ticker: args.ticker,
             pool: tx.object(client.config.packages.wlp.wlp_pool),
-            basePriceUsd: args.basePriceUsd,
-            collateralPriceUsd: args.collateralPriceUsd ?? 0n,
-            cursor: args.cursor ?? 0n,
-            pageSize: args.pageSize ?? 100n,
+            basePriceUsd: (0, validate_ts_1.toU64)(args.basePriceUsd, "basePriceUsd"),
+            collateralPriceUsd: (0, validate_ts_1.toU64)(args.collateralPriceUsd ?? 0n, "collateralPriceUsd"),
+            cursor: (0, validate_ts_1.toU64)(args.cursor ?? 0n, "cursor"),
+            pageSize: (0, validate_ts_1.toU64)(args.pageSize ?? 100n, "pageSize"),
         },
         typeArguments: [(0, simulate_ts_1.withLp)(client, args.lpType)],
     })(tx);
@@ -140,8 +143,8 @@ async function getAccountPositions(client, args) {
             ticker: args.ticker,
             pool: tx.object(client.config.packages.wlp.wlp_pool),
             wxaRegistry: tx.object(client.config.packages.waterx_account.account_registry),
-            basePriceUsd: args.basePriceUsd,
-            collateralPriceUsd: args.collateralPriceUsd ?? 0n,
+            basePriceUsd: (0, validate_ts_1.toU64)(args.basePriceUsd, "basePriceUsd"),
+            collateralPriceUsd: (0, validate_ts_1.toU64)(args.collateralPriceUsd ?? 0n, "collateralPriceUsd"),
             accountObjectAddress: args.accountObjectAddress,
         },
         typeArguments: [(0, simulate_ts_1.withLp)(client, args.lpType)],
@@ -155,7 +158,7 @@ async function getAccountOrders(client, args) {
         arguments: {
             marketRegistry: tx.object(client.config.packages.waterx_perp.market_registry_wlp),
             ticker: args.ticker,
-            basePriceUsd: args.basePriceUsd ?? 0n,
+            basePriceUsd: (0, validate_ts_1.toU64)(args.basePriceUsd ?? 0n, "basePriceUsd"),
             accountObjectAddress: args.accountObjectAddress,
         },
         typeArguments: [(0, simulate_ts_1.withLp)(client, args.lpType)],
@@ -168,8 +171,8 @@ async function getRedeemRequests(client, args = {}) {
         package: client.config.packages.waterx_perp_view.published_at,
         arguments: {
             pool: tx.object(client.config.packages.wlp.wlp_pool),
-            cursor: args.cursor ?? 0n,
-            pageSize: args.pageSize ?? 100n,
+            cursor: (0, validate_ts_1.toU64)(args.cursor ?? 0n, "cursor"),
+            pageSize: (0, validate_ts_1.toU64)(args.pageSize ?? 100n, "pageSize"),
         },
         typeArguments: [(0, simulate_ts_1.withLp)(client, args.lpType)],
     })(tx);

package/dist/cjs/src/perp/index.d.ts

@@ -1,11 +1,15 @@
 export { PerpClient } from "./client.ts";
 export type { CreateClientOptions } from "./client.ts";
-export { PYTH_DEFAULTS, PYTH_PRO_DEFAULTS, WORMHOLE_DEFAULTS, clearConfigCache, loadConfig, } from "./config.ts";
-export type { BasePackageEntry, ConstantFeedEntry, WaterxReferralPackage, LoadConfigOptions, NativeCustodyAsset, NativeCustodyPackage, PythGeneration, PythInfraConfig, PythLazerRulePackage, PythRulePackage, PythSponsorRulePackage, SupraFeedEntry, SupraRulePackage, TestnetFaucetPackage, TrustedEmitterRow, WaterXConfig, WaterXPackages, WaterxCreditPackage, WaterxOraclePackage, WaterxPerpMarketEntry, WaterxPerpPackage, WaterxStakingPackage, WithdrawalQueuePackage, WlpPackage, WormholeBridgePackage, WormholeInfraConfig, WxaAccountPackage, } from "./config.ts";
-export { ACTION_ADD_PRE_ORDER, ACTION_CANCEL_ORDER, ACTION_CANCEL_PRE_ORDER, ACTION_CLOSE_POSITION, ACTION_DECREASE_POSITION, ACTION_DEPOSIT_COLLATERAL, ACTION_INCREASE_POSITION, ACTION_LIQUIDATE, ACTION_OPEN_POSITION, ACTION_PLACE_ORDER, ACTION_UPDATE_ORDER, ACTION_WITHDRAW_COLLATERAL, BPS_SCALE, CRYPTO_FEE_RATE, DOUBLE_SCALE, DRY_RUN_SENDER, FLOAT_SCALE, MAINTENANCE_MARGIN_RATE, ORDER_LIMIT_BUY, ORDER_LIMIT_SELL, ORDER_STOP_BUY, ORDER_STOP_SELL, ORDER_TAG_WILDCARD, PERM_ALL, PERM_ALL_TRADING, PERM_CANCEL_ORDER, PERM_CLOSE_POSITION, PERM_DECREASE_POSITION, PERM_DEPOSIT_COLLATERAL, PERM_INCREASE_POSITION, PERM_MINT_WLP, PERM_OPEN_POSITION, PERM_PLACE_ORDER, PERM_REDEEM_WLP, PERM_WITHDRAW_COLLATERAL, STAKING_PERM_DEPOSIT_STAKE, STAKING_PERM_REDEEM_STAKE, STAKING_PERM_CLAIM_REWARD, STAKING_PERM_ALL, STOCK_FEE_RATE, MS_PER_YEAR, SUI_DECIMALS, WLP_DECIMALS, COLLATERAL_DECIMALS, TOKEN_DECIMALS, } from "./constants.ts";
+export { PYTH_DEFAULTS, WORMHOLE_DEFAULTS, clearConfigCache, loadConfig } from "./config.ts";
+export type { BasePackageEntry, ConstantFeedEntry, WaterxReferralPackage, LoadConfigOptions, NativeCustodyAsset, NativeCustodyPackage, PythFetchPolicy, PythInfraConfig, PythLazerRulePackage, PythRulePackage, PythSponsorRulePackage, SupraFeedEntry, SupraRulePackage, TestnetFaucetPackage, WaterXConfig, WaterXPackages, WaterxCreditPackage, WaterxOraclePackage, WaterxPerpMarketEntry, WaterxPerpPackage, WaterxStakingPackage, WithdrawalQueuePackage, WlpPackage, WormholeBridgePackage, WormholeInfraConfig, WxaAccountPackage, } from "./config.ts";
+export { ACTION_ADD_PRE_ORDER, ACTION_CANCEL_ORDER, ACTION_CANCEL_PRE_ORDER, ACTION_CLOSE_POSITION, ACTION_DECREASE_POSITION, ACTION_DEPOSIT_COLLATERAL, ACTION_INCREASE_POSITION, ACTION_LIQUIDATE, ACTION_OPEN_POSITION, ACTION_PLACE_ORDER, ACTION_UPDATE_ORDER, ACTION_WITHDRAW_COLLATERAL, BPS_SCALE, DOUBLE_SCALE, DRY_RUN_SENDER, FLOAT_SCALE, ORDER_LIMIT_BUY, ORDER_LIMIT_SELL, ORDER_STOP_BUY, ORDER_STOP_SELL, ORDER_TAG_WILDCARD, PERM_ALL, PERM_ALL_TRADING, PERM_CANCEL_ORDER, PERM_CLOSE_POSITION, PERM_DECREASE_POSITION, PERM_DEPOSIT_COLLATERAL, PERM_INCREASE_POSITION, PERM_MINT_WLP, PERM_OPEN_POSITION, PERM_PLACE_ORDER, PERM_REDEEM_WLP, PERM_WITHDRAW_COLLATERAL, STAKING_PERM_DEPOSIT_STAKE, STAKING_PERM_REDEEM_STAKE, STAKING_PERM_CLAIM_REWARD, STAKING_PERM_ALL, MS_PER_MINUTE, MS_PER_HOUR, MS_PER_YEAR, SUI_DECIMALS, WLP_DECIMALS, COLLATERAL_DECIMALS, TOKEN_DECIMALS, } from "./constants.ts";
 export type { Network } from "./constants.ts";
 export { getMarketTickers, getCollateralAssets } from "../utils/config.ts";
-export { annualizedApyFromRatio, annualizeFundingRate, calcBorrowRate, calcBorrowRateAccrual, calcDynamicFeeBps, calcEffectiveCollateralUsd, calcEstLiqPrice, calcFee, calcFundingFeeUsd, calcFundingRate, calcImpactFeeRate, calcLeverage, calcMaxReducibleCollateralUsd, calcNotional, calcPositionBorrowFee, calcTokenUtilizationBps, calcTotalTradingFeeRate, calcUnrealizedPnl, calcWlpIncentiveApy, calcWlpMintOut, calcWlpPrice, calcWlpRedeemOut, decodeFundingIndexDelta, rawPrice, } from "../utils/math.ts";
+export { annualizedApyFromRatio, annualizeFundingRate, calcBorrowRate, calcBorrowRateAccrual, calcDynamicFeeBps, calcEffectiveCollateralUsd, calcEstLiqPrice, calcEstLiqPriceRaw, calcFee, calcFundingFeeUsd, calcFundingRate, calcImpactFeeRate, calcLeverage, calcMaxReducibleCollateralUsd, calcNotional, calcPositionBorrowFee, calcRealLiqNetCostUsd, calcTokenUtilizationBps, calcTotalTradingFeeRate, calcUnrealizedPnl, calcViewEstLiqFeesUsd, calcWlpIncentiveApy, calcWlpMintOut, calcWlpPrice, calcWlpRedeemOut, decodeFundingIndexDelta, rawPrice, } from "../utils/math.ts";
+export type { ExactDecimalUsd, LiqFeeBundle, RawPriceInput } from "../utils/math.ts";
+export { formatFundingInterval } from "../utils/format.ts";
+export { calcEstLiqPriceRawFromView } from "./liq-view.ts";
+export type { EstLiqPriceViewOpts } from "./liq-view.ts";
 export * from "./user/index.ts";
 export * from "./tx-builders.ts";
 export * from "./fetch.ts";

package/dist/cjs/src/perp/index.js

@@ -36,15 +36,14 @@ var __importStar = (this && this.__importStar) || (function () {
     };
 })();
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.COLLATERAL_DECIMALS = exports.WLP_DECIMALS = exports.SUI_DECIMALS = exports.MS_PER_YEAR = exports.STOCK_FEE_RATE = exports.STAKING_PERM_ALL = exports.STAKING_PERM_CLAIM_REWARD = exports.STAKING_PERM_REDEEM_STAKE = exports.STAKING_PERM_DEPOSIT_STAKE = exports.PERM_WITHDRAW_COLLATERAL = exports.PERM_REDEEM_WLP = exports.PERM_PLACE_ORDER = exports.PERM_OPEN_POSITION = exports.PERM_MINT_WLP = exports.PERM_INCREASE_POSITION = exports.PERM_DEPOSIT_COLLATERAL = exports.PERM_DECREASE_POSITION = exports.PERM_CLOSE_POSITION = exports.PERM_CANCEL_ORDER = exports.PERM_ALL_TRADING = exports.PERM_ALL = exports.ORDER_TAG_WILDCARD = exports.ORDER_STOP_SELL = exports.ORDER_STOP_BUY = exports.ORDER_LIMIT_SELL = exports.ORDER_LIMIT_BUY = exports.MAINTENANCE_MARGIN_RATE = exports.FLOAT_SCALE = exports.DRY_RUN_SENDER = exports.DOUBLE_SCALE = exports.CRYPTO_FEE_RATE = exports.BPS_SCALE = exports.ACTION_WITHDRAW_COLLATERAL = exports.ACTION_UPDATE_ORDER = exports.ACTION_PLACE_ORDER = exports.ACTION_OPEN_POSITION = exports.ACTION_LIQUIDATE = exports.ACTION_INCREASE_POSITION = exports.ACTION_DEPOSIT_COLLATERAL = exports.ACTION_DECREASE_POSITION = exports.ACTION_CLOSE_POSITION = exports.ACTION_CANCEL_PRE_ORDER = exports.ACTION_CANCEL_ORDER = exports.ACTION_ADD_PRE_ORDER = exports.loadConfig = exports.clearConfigCache = exports.WORMHOLE_DEFAULTS = exports.PYTH_PRO_DEFAULTS = exports.PYTH_DEFAULTS = exports.PerpClient = void 0;
-exports.AccountDataBcs = exports.waitForVaa = exports.vaaBytesToBase64 = exports.vaaBase64ToHex = exports.vaaBase64ToBytes = exports.toWormholescanEmitter = exports.padEvmEmitter = exports.listVaasByEmitter = exports.listBridgeWithdrawalVaas = exports.fetchVaa = exports.fetchDepositVaa = exports.updatePythPrices = exports.refreshOraclePrices = exports.fetchPriceFeedsUpdateData = exports.buildPythPriceUpdateCalls = exports.aggregateTickerWithPyth = exports.aggregateTickerWithConstant = exports.aggregateTicker = exports.PythCache = exports.OracleSourceNotImplementedError = exports.OracleFeeSourceUnavailableError = exports.LazerApiKeyMissingError = exports.FetchPolicyError = exports.rawPrice = exports.decodeFundingIndexDelta = exports.calcWlpRedeemOut = exports.calcWlpPrice = exports.calcWlpMintOut = exports.calcWlpIncentiveApy = exports.calcUnrealizedPnl = exports.calcTotalTradingFeeRate = exports.calcTokenUtilizationBps = exports.calcPositionBorrowFee = exports.calcNotional = exports.calcMaxReducibleCollateralUsd = exports.calcLeverage = exports.calcImpactFeeRate = exports.calcFundingRate = exports.calcFundingFeeUsd = exports.calcFee = exports.calcEstLiqPrice = exports.calcEffectiveCollateralUsd = exports.calcDynamicFeeBps = exports.calcBorrowRateAccrual = exports.calcBorrowRate = exports.annualizeFundingRate = exports.annualizedApyFromRatio = exports.getCollateralAssets = exports.getMarketTickers = exports.TOKEN_DECIMALS = void 0;
-exports.withdrawalQueueCalls = exports.nativeCustodyCalls = exports.referralCalls = exports.pythSponsorRuleCalls = exports.pythRuleCalls = exports.oracleCalls = exports.stakingCalls = exports.wxaAccountCalls = exports.viewCalls = exports.lpPoolCalls = exports.tradingCalls = exports.MarketConfigBcs = exports.MarketBcs = exports.OrderBcs = exports.PositionBcs = exports.TokenPoolDataBcs = exports.RedeemRequestDataBcs = exports.PositionDataBcs = exports.PoolDataBcs = exports.OrderDataBcs = exports.MarketDataBcs = exports.GlobalConfigDataBcs = void 0;
+exports.getMarketTickers = exports.TOKEN_DECIMALS = exports.COLLATERAL_DECIMALS = exports.WLP_DECIMALS = exports.SUI_DECIMALS = exports.MS_PER_YEAR = exports.MS_PER_HOUR = exports.MS_PER_MINUTE = exports.STAKING_PERM_ALL = exports.STAKING_PERM_CLAIM_REWARD = exports.STAKING_PERM_REDEEM_STAKE = exports.STAKING_PERM_DEPOSIT_STAKE = exports.PERM_WITHDRAW_COLLATERAL = exports.PERM_REDEEM_WLP = exports.PERM_PLACE_ORDER = exports.PERM_OPEN_POSITION = exports.PERM_MINT_WLP = exports.PERM_INCREASE_POSITION = exports.PERM_DEPOSIT_COLLATERAL = exports.PERM_DECREASE_POSITION = exports.PERM_CLOSE_POSITION = exports.PERM_CANCEL_ORDER = exports.PERM_ALL_TRADING = exports.PERM_ALL = exports.ORDER_TAG_WILDCARD = exports.ORDER_STOP_SELL = exports.ORDER_STOP_BUY = exports.ORDER_LIMIT_SELL = exports.ORDER_LIMIT_BUY = exports.FLOAT_SCALE = exports.DRY_RUN_SENDER = exports.DOUBLE_SCALE = exports.BPS_SCALE = exports.ACTION_WITHDRAW_COLLATERAL = exports.ACTION_UPDATE_ORDER = exports.ACTION_PLACE_ORDER = exports.ACTION_OPEN_POSITION = exports.ACTION_LIQUIDATE = exports.ACTION_INCREASE_POSITION = exports.ACTION_DEPOSIT_COLLATERAL = exports.ACTION_DECREASE_POSITION = exports.ACTION_CLOSE_POSITION = exports.ACTION_CANCEL_PRE_ORDER = exports.ACTION_CANCEL_ORDER = exports.ACTION_ADD_PRE_ORDER = exports.loadConfig = exports.clearConfigCache = exports.WORMHOLE_DEFAULTS = exports.PYTH_DEFAULTS = exports.PerpClient = void 0;
+exports.vaaBase64ToHex = exports.vaaBase64ToBytes = exports.toWormholescanEmitter = exports.padEvmEmitter = exports.listVaasByEmitter = exports.listBridgeWithdrawalVaas = exports.fetchVaa = exports.fetchDepositVaa = exports.updatePythPrices = exports.refreshOraclePrices = exports.fetchPriceFeedsUpdateData = exports.buildPythPriceUpdateCalls = exports.aggregateTickerWithPyth = exports.aggregateTickerWithConstant = exports.aggregateTicker = exports.PythCache = exports.OracleSourceNotImplementedError = exports.OracleFeeSourceUnavailableError = exports.LazerApiKeyMissingError = exports.FetchPolicyError = exports.calcEstLiqPriceRawFromView = exports.formatFundingInterval = exports.rawPrice = exports.decodeFundingIndexDelta = exports.calcWlpRedeemOut = exports.calcWlpPrice = exports.calcWlpMintOut = exports.calcWlpIncentiveApy = exports.calcViewEstLiqFeesUsd = exports.calcUnrealizedPnl = exports.calcTotalTradingFeeRate = exports.calcTokenUtilizationBps = exports.calcRealLiqNetCostUsd = exports.calcPositionBorrowFee = exports.calcNotional = exports.calcMaxReducibleCollateralUsd = exports.calcLeverage = exports.calcImpactFeeRate = exports.calcFundingRate = exports.calcFundingFeeUsd = exports.calcFee = exports.calcEstLiqPriceRaw = exports.calcEstLiqPrice = exports.calcEffectiveCollateralUsd = exports.calcDynamicFeeBps = exports.calcBorrowRateAccrual = exports.calcBorrowRate = exports.annualizeFundingRate = exports.annualizedApyFromRatio = exports.getCollateralAssets = void 0;
+exports.withdrawalQueueCalls = exports.nativeCustodyCalls = exports.referralCalls = exports.pythSponsorRuleCalls = exports.pythRuleCalls = exports.oracleCalls = exports.stakingCalls = exports.wxaAccountCalls = exports.viewCalls = exports.lpPoolCalls = exports.tradingCalls = exports.MarketConfigBcs = exports.MarketBcs = exports.OrderBcs = exports.PositionBcs = exports.TokenPoolDataBcs = exports.RedeemRequestDataBcs = exports.PositionDataBcs = exports.PoolDataBcs = exports.OrderDataBcs = exports.MarketDataBcs = exports.GlobalConfigDataBcs = exports.AccountDataBcs = exports.waitForVaa = exports.vaaBytesToBase64 = void 0;
 // ======== Core ========
 var client_ts_1 = require("./client.js");
 Object.defineProperty(exports, "PerpClient", { enumerable: true, get: function () { return client_ts_1.PerpClient; } });
 var config_ts_1 = require("./config.js");
 Object.defineProperty(exports, "PYTH_DEFAULTS", { enumerable: true, get: function () { return config_ts_1.PYTH_DEFAULTS; } });
-Object.defineProperty(exports, "PYTH_PRO_DEFAULTS", { enumerable: true, get: function () { return config_ts_1.PYTH_PRO_DEFAULTS; } });
 Object.defineProperty(exports, "WORMHOLE_DEFAULTS", { enumerable: true, get: function () { return config_ts_1.WORMHOLE_DEFAULTS; } });
 Object.defineProperty(exports, "clearConfigCache", { enumerable: true, get: function () { return config_ts_1.clearConfigCache; } });
 Object.defineProperty(exports, "loadConfig", { enumerable: true, get: function () { return config_ts_1.loadConfig; } });
@@ -63,11 +62,9 @@ Object.defineProperty(exports, "ACTION_PLACE_ORDER", { enumerable: true, get: fu
 Object.defineProperty(exports, "ACTION_UPDATE_ORDER", { enumerable: true, get: function () { return constants_ts_1.ACTION_UPDATE_ORDER; } });
 Object.defineProperty(exports, "ACTION_WITHDRAW_COLLATERAL", { enumerable: true, get: function () { return constants_ts_1.ACTION_WITHDRAW_COLLATERAL; } });
 Object.defineProperty(exports, "BPS_SCALE", { enumerable: true, get: function () { return constants_ts_1.BPS_SCALE; } });
-Object.defineProperty(exports, "CRYPTO_FEE_RATE", { enumerable: true, get: function () { return constants_ts_1.CRYPTO_FEE_RATE; } });
 Object.defineProperty(exports, "DOUBLE_SCALE", { enumerable: true, get: function () { return constants_ts_1.DOUBLE_SCALE; } });
 Object.defineProperty(exports, "DRY_RUN_SENDER", { enumerable: true, get: function () { return constants_ts_1.DRY_RUN_SENDER; } });
 Object.defineProperty(exports, "FLOAT_SCALE", { enumerable: true, get: function () { return constants_ts_1.FLOAT_SCALE; } });
-Object.defineProperty(exports, "MAINTENANCE_MARGIN_RATE", { enumerable: true, get: function () { return constants_ts_1.MAINTENANCE_MARGIN_RATE; } });
 Object.defineProperty(exports, "ORDER_LIMIT_BUY", { enumerable: true, get: function () { return constants_ts_1.ORDER_LIMIT_BUY; } });
 Object.defineProperty(exports, "ORDER_LIMIT_SELL", { enumerable: true, get: function () { return constants_ts_1.ORDER_LIMIT_SELL; } });
 Object.defineProperty(exports, "ORDER_STOP_BUY", { enumerable: true, get: function () { return constants_ts_1.ORDER_STOP_BUY; } });
@@ -89,7 +86,8 @@ Object.defineProperty(exports, "STAKING_PERM_DEPOSIT_STAKE", { enumerable: true,
 Object.defineProperty(exports, "STAKING_PERM_REDEEM_STAKE", { enumerable: true, get: function () { return constants_ts_1.STAKING_PERM_REDEEM_STAKE; } });
 Object.defineProperty(exports, "STAKING_PERM_CLAIM_REWARD", { enumerable: true, get: function () { return constants_ts_1.STAKING_PERM_CLAIM_REWARD; } });
 Object.defineProperty(exports, "STAKING_PERM_ALL", { enumerable: true, get: function () { return constants_ts_1.STAKING_PERM_ALL; } });
-Object.defineProperty(exports, "STOCK_FEE_RATE", { enumerable: true, get: function () { return constants_ts_1.STOCK_FEE_RATE; } });
+Object.defineProperty(exports, "MS_PER_MINUTE", { enumerable: true, get: function () { return constants_ts_1.MS_PER_MINUTE; } });
+Object.defineProperty(exports, "MS_PER_HOUR", { enumerable: true, get: function () { return constants_ts_1.MS_PER_HOUR; } });
 Object.defineProperty(exports, "MS_PER_YEAR", { enumerable: true, get: function () { return constants_ts_1.MS_PER_YEAR; } });
 Object.defineProperty(exports, "SUI_DECIMALS", { enumerable: true, get: function () { return constants_ts_1.SUI_DECIMALS; } });
 Object.defineProperty(exports, "WLP_DECIMALS", { enumerable: true, get: function () { return constants_ts_1.WLP_DECIMALS; } });
@@ -107,6 +105,7 @@ Object.defineProperty(exports, "calcBorrowRateAccrual", { enumerable: true, get:
 Object.defineProperty(exports, "calcDynamicFeeBps", { enumerable: true, get: function () { return math_ts_1.calcDynamicFeeBps; } });
 Object.defineProperty(exports, "calcEffectiveCollateralUsd", { enumerable: true, get: function () { return math_ts_1.calcEffectiveCollateralUsd; } });
 Object.defineProperty(exports, "calcEstLiqPrice", { enumerable: true, get: function () { return math_ts_1.calcEstLiqPrice; } });
+Object.defineProperty(exports, "calcEstLiqPriceRaw", { enumerable: true, get: function () { return math_ts_1.calcEstLiqPriceRaw; } });
 Object.defineProperty(exports, "calcFee", { enumerable: true, get: function () { return math_ts_1.calcFee; } });
 Object.defineProperty(exports, "calcFundingFeeUsd", { enumerable: true, get: function () { return math_ts_1.calcFundingFeeUsd; } });
 Object.defineProperty(exports, "calcFundingRate", { enumerable: true, get: function () { return math_ts_1.calcFundingRate; } });
@@ -115,15 +114,21 @@ Object.defineProperty(exports, "calcLeverage", { enumerable: true, get: function
 Object.defineProperty(exports, "calcMaxReducibleCollateralUsd", { enumerable: true, get: function () { return math_ts_1.calcMaxReducibleCollateralUsd; } });
 Object.defineProperty(exports, "calcNotional", { enumerable: true, get: function () { return math_ts_1.calcNotional; } });
 Object.defineProperty(exports, "calcPositionBorrowFee", { enumerable: true, get: function () { return math_ts_1.calcPositionBorrowFee; } });
+Object.defineProperty(exports, "calcRealLiqNetCostUsd", { enumerable: true, get: function () { return math_ts_1.calcRealLiqNetCostUsd; } });
 Object.defineProperty(exports, "calcTokenUtilizationBps", { enumerable: true, get: function () { return math_ts_1.calcTokenUtilizationBps; } });
 Object.defineProperty(exports, "calcTotalTradingFeeRate", { enumerable: true, get: function () { return math_ts_1.calcTotalTradingFeeRate; } });
 Object.defineProperty(exports, "calcUnrealizedPnl", { enumerable: true, get: function () { return math_ts_1.calcUnrealizedPnl; } });
+Object.defineProperty(exports, "calcViewEstLiqFeesUsd", { enumerable: true, get: function () { return math_ts_1.calcViewEstLiqFeesUsd; } });
 Object.defineProperty(exports, "calcWlpIncentiveApy", { enumerable: true, get: function () { return math_ts_1.calcWlpIncentiveApy; } });
 Object.defineProperty(exports, "calcWlpMintOut", { enumerable: true, get: function () { return math_ts_1.calcWlpMintOut; } });
 Object.defineProperty(exports, "calcWlpPrice", { enumerable: true, get: function () { return math_ts_1.calcWlpPrice; } });
 Object.defineProperty(exports, "calcWlpRedeemOut", { enumerable: true, get: function () { return math_ts_1.calcWlpRedeemOut; } });
 Object.defineProperty(exports, "decodeFundingIndexDelta", { enumerable: true, get: function () { return math_ts_1.decodeFundingIndexDelta; } });
 Object.defineProperty(exports, "rawPrice", { enumerable: true, get: function () { return math_ts_1.rawPrice; } });
+var format_ts_1 = require("../utils/format.js");
+Object.defineProperty(exports, "formatFundingInterval", { enumerable: true, get: function () { return format_ts_1.formatFundingInterval; } });
+var liq_view_ts_1 = require("./liq-view.js");
+Object.defineProperty(exports, "calcEstLiqPriceRawFromView", { enumerable: true, get: function () { return liq_view_ts_1.calcEstLiqPriceRawFromView; } });
 // ======== Transaction builders (user-side) ========
 __exportStar(require("./user/index.js"), exports);
 // ======== High-level Tx builders ========

package/dist/cjs/src/perp/liq-view.d.ts

@@ -0,0 +1,64 @@
+/**
+ * View→raw adapter for the canonical liquidation-price estimate.
+ *
+ * `calcEstLiqPriceRaw` (`utils/math.ts`) takes the twelve RAW on-chain values
+ * the Move view takes, so every consumer that already holds a fetched
+ * `PositionDataView` row had to hand-map nine of them 1:1 off the row (the
+ * other three are the probe prices + maintenance margin, which the row does not
+ * carry) — and hand-carry the price invariant below in prose. That mapping is
+ * the SDK's job, so it lives here.
+ *
+ * ## Why perp-side and not in `utils/math.ts`
+ *
+ * `PositionDataView` is a perp read type (`perp/fetch/positions.ts`, decoded
+ * from the `waterx_perp_view` BCS struct). `utils/` is the shared base that
+ * `perp/` imports FROM — pulling a perp view type down into `utils/math.ts`
+ * would invert that direction and couple the line-agnostic math to the perp
+ * read layer. So the pure math stays in `utils/`, and the adapter that knows
+ * the perp row shape sits here, one layer up. Kept out of
+ * `perp/fetch/positions.ts` too: that module is transport (build PTB →
+ * simulate → decode), this is a pure field mapping with no client.
+ */
+import type { PositionDataView } from "./fetch/positions.ts";
+/**
+ * Probe prices the position row was READ AT — see the invariant on
+ * {@link calcEstLiqPriceRawFromView}. Whole-dollar u64, exactly as passed to
+ * the `perp/fetch` read (`WholeDollarUsdPrice`), plus the market's maintenance
+ * margin, which lives on `MarketData`, not on the position row.
+ */
+export type EstLiqPriceViewOpts = {
+    /** `MarketData.maintenance_margin` — raw 1e9-scaled Float value. */
+    maintenanceMarginRaw: bigint;
+    /** The SAME `basePriceUsd` passed to the read that produced `position`. */
+    basePriceUsd: bigint;
+    /** The SAME `collateralPriceUsd` passed to the read that produced `position`. */
+    collateralPriceUsd: bigint;
+};
+/**
+ * Estimated liquidation price from a fetched `PositionDataView` row —
+ * bit-identical to that row's `est_liq_price`.
+ *
+ * Maps the row's nine raw fields onto {@link calcEstLiqPriceRaw} (the op-for-op
+ * mirror of `view.move::calculate_est_liq_price`) and takes the remaining
+ * three — the two probe prices plus the market's maintenance margin — from
+ * `opts`. Returns the raw 1e9-scaled u128 price; `0n` = already liquidatable /
+ * zero size.
+ *
+ * ## INVARIANT — the prices must be the ones the row was READ AT
+ *
+ * `opts.basePriceUsd` / `opts.collateralPriceUsd` MUST be the same whole-dollar
+ * values you passed to the `perp/fetch` read that produced `position`
+ * (`getPosition`, `getMarketPositions`, `getAccountPositions`, …).
+ *
+ * `PositionDataView` does NOT carry the probe prices it was computed at, so
+ * NOTHING — not this adapter, not the type system — can check this for you.
+ * Feed different prices and the row's fee / notional-derived fields were
+ * computed against one price while the estimate is computed against another:
+ * the result is a plausible-looking number that silently disagrees with
+ * `position.est_liq_price`. Thread the prices through from the read call site;
+ * never re-fetch or re-guess them here.
+ *
+ * @throws RangeError via `calcEstLiqPriceRaw` when any raw value is negative or
+ *   `collateral_decimal` is outside `[0, 19]`.
+ */
+export declare function calcEstLiqPriceRawFromView(position: PositionDataView, opts: EstLiqPriceViewOpts): bigint;

package/dist/cjs/src/perp/liq-view.js

@@ -0,0 +1,74 @@
+"use strict";
+/**
+ * View→raw adapter for the canonical liquidation-price estimate.
+ *
+ * `calcEstLiqPriceRaw` (`utils/math.ts`) takes the twelve RAW on-chain values
+ * the Move view takes, so every consumer that already holds a fetched
+ * `PositionDataView` row had to hand-map nine of them 1:1 off the row (the
+ * other three are the probe prices + maintenance margin, which the row does not
+ * carry) — and hand-carry the price invariant below in prose. That mapping is
+ * the SDK's job, so it lives here.
+ *
+ * ## Why perp-side and not in `utils/math.ts`
+ *
+ * `PositionDataView` is a perp read type (`perp/fetch/positions.ts`, decoded
+ * from the `waterx_perp_view` BCS struct). `utils/` is the shared base that
+ * `perp/` imports FROM — pulling a perp view type down into `utils/math.ts`
+ * would invert that direction and couple the line-agnostic math to the perp
+ * read layer. So the pure math stays in `utils/`, and the adapter that knows
+ * the perp row shape sits here, one layer up. Kept out of
+ * `perp/fetch/positions.ts` too: that module is transport (build PTB →
+ * simulate → decode), this is a pure field mapping with no client.
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.calcEstLiqPriceRawFromView = calcEstLiqPriceRawFromView;
+const math_ts_1 = require("../utils/math.js");
+/**
+ * Estimated liquidation price from a fetched `PositionDataView` row —
+ * bit-identical to that row's `est_liq_price`.
+ *
+ * Maps the row's nine raw fields onto {@link calcEstLiqPriceRaw} (the op-for-op
+ * mirror of `view.move::calculate_est_liq_price`) and takes the remaining
+ * three — the two probe prices plus the market's maintenance margin — from
+ * `opts`. Returns the raw 1e9-scaled u128 price; `0n` = already liquidatable /
+ * zero size.
+ *
+ * ## INVARIANT — the prices must be the ones the row was READ AT
+ *
+ * `opts.basePriceUsd` / `opts.collateralPriceUsd` MUST be the same whole-dollar
+ * values you passed to the `perp/fetch` read that produced `position`
+ * (`getPosition`, `getMarketPositions`, `getAccountPositions`, …).
+ *
+ * `PositionDataView` does NOT carry the probe prices it was computed at, so
+ * NOTHING — not this adapter, not the type system — can check this for you.
+ * Feed different prices and the row's fee / notional-derived fields were
+ * computed against one price while the estimate is computed against another:
+ * the result is a plausible-looking number that silently disagrees with
+ * `position.est_liq_price`. Thread the prices through from the read call site;
+ * never re-fetch or re-guess them here.
+ *
+ * @throws RangeError via `calcEstLiqPriceRaw` when any raw value is negative or
+ *   `collateral_decimal` is outside `[0, 19]`.
+ */
+function calcEstLiqPriceRawFromView(position, opts) {
+    return (0, math_ts_1.calcEstLiqPriceRaw)({
+        isLong: position.is_long,
+        sizeRaw: BigInt(position.size),
+        avgPriceRaw: BigInt(position.average_price),
+        collateralAmountRaw: BigInt(position.collateral_amount),
+        collateralDecimal: position.collateral_decimal,
+        basePriceUsd: opts.basePriceUsd,
+        collateralPriceUsd: opts.collateralPriceUsd,
+        maintenanceMarginRaw: opts.maintenanceMarginRaw,
+        // The view pre-combines accrued + unrealized into `borrow_fee` / `funding_fee`
+        // — take those, NOT the `unrealized_*` pair, which would UNDER-count:
+        // `view.move` sets `borrow_fee = calculate_borrow_fee(cumul) +
+        // unrealized_borrow_fee`, and `position.move::calculate_funding_fee` returns
+        // the unrealized leg combined with the current period's, so the row's
+        // `unrealized_*` fields are strict SUBSETS of the combined pair.
+        borrowFeeRaw: BigInt(position.borrow_fee),
+        fundingSign: position.funding_fee_positive,
+        fundingFeeRaw: BigInt(position.funding_fee),
+        tradingFeeRaw: BigInt(position.unrealized_trading_fee),
+    });
+}

package/dist/cjs/src/perp/user/order.d.ts

@@ -7,6 +7,19 @@
  *
  * Use `triggerPrice === undefined` (market form) to park an order at
  * tick 0 in the limit book; a keeper picks it up via `match_orders`.
+ *
+ * ## Trigger prices are exact order-book KEYS
+ *
+ * Every `triggerPrice` / `currentTriggerPrice` / `newTriggerPrice` below is the
+ * raw 1e9-scaled value the book is keyed by — off by a single 1e-9 unit and the
+ * lookup silently finds nothing. Build them with `rawPrice` in its EXACT mode
+ * (`rawPrice("95000.5")`, an `ExactDecimalUsd` string); the `number` mode
+ * round-trips through f64 and is exact only below ≈ $9,007,199.
+ *
+ * The params stay `bigint | number` (the RAW scaled value, not USD): both are
+ * legitimate raw inputs, `toU128` already rejects a non-safe-integer `number`
+ * before it can serialize wrong, and dropping `number` would break published
+ * call shapes. The mode choice belongs one level up, at `rawPrice`.
  */
 import type { Transaction, TransactionArgument } from "@mysten/sui/transactions";
 import type { PerpClient } from "../client.ts";

package/dist/cjs/src/perp/user/order.js

@@ -8,6 +8,19 @@
  *
  * Use `triggerPrice === undefined` (market form) to park an order at
  * tick 0 in the limit book; a keeper picks it up via `match_orders`.
+ *
+ * ## Trigger prices are exact order-book KEYS
+ *
+ * Every `triggerPrice` / `currentTriggerPrice` / `newTriggerPrice` below is the
+ * raw 1e9-scaled value the book is keyed by — off by a single 1e-9 unit and the
+ * lookup silently finds nothing. Build them with `rawPrice` in its EXACT mode
+ * (`rawPrice("95000.5")`, an `ExactDecimalUsd` string); the `number` mode
+ * round-trips through f64 and is exact only below ≈ $9,007,199.
+ *
+ * The params stay `bigint | number` (the RAW scaled value, not USD): both are
+ * legitimate raw inputs, `toU128` already rejects a non-safe-integer `number`
+ * before it can serialize wrong, and dropping `number` would break published
+ * call shapes. The mode choice belongs one level up, at `rawPrice`.
  */
 var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
     if (k2 === undefined) k2 = k;
@@ -52,6 +65,7 @@ exports.addPreOrderRequest = addPreOrderRequest;
 const account_request_ts_1 = require("../../account/account-request.js");
 const request_ts_1 = require("../../generated/waterx_perp/request.js");
 const trading = __importStar(require("../../generated/waterx_perp/trading.js"));
+const validate_ts_1 = require("../../utils/validate.js");
 const constants_ts_1 = require("../constants.js");
 /** Build a `request::PlaceOrderArgument` Move struct in the PTB. */
 function buildPlaceOrderArgument(client, tx, p) {
@@ -61,11 +75,11 @@ function buildPlaceOrderArgument(client, tx, p) {
             isLong: p.isLong,
             isStopOrder: p.isStopOrder,
             reduceOnly: p.reduceOnly,
-            size: p.size,
-            triggerPrice: p.triggerPrice ?? null,
-            linkedPositionId: p.linkedPositionId ?? null,
-            acceptablePrice: p.acceptablePrice ?? null,
-            collateralAmount: p.collateralAmount,
+            size: (0, validate_ts_1.toU128)(p.size, "size"),
+            triggerPrice: (0, validate_ts_1.toU128OrNull)(p.triggerPrice, "triggerPrice"),
+            linkedPositionId: (0, validate_ts_1.toU64OrNull)(p.linkedPositionId, "linkedPositionId"),
+            acceptablePrice: (0, validate_ts_1.toU64OrNull)(p.acceptablePrice, "acceptablePrice"),
+            collateralAmount: (0, validate_ts_1.toU64)(p.collateralAmount, "collateralAmount"),
         },
     })(tx);
     return arg;
@@ -107,9 +121,9 @@ function cancelOrderRequest(client, tx, params) {
             ticker: params.ticker,
             senderRequest: req,
             accountId: params.accountId,
-            orderId: params.orderId,
-            triggerPrice: params.triggerPrice ?? 0n,
-            orderTypeTag: params.orderTypeTag ?? constants_ts_1.ORDER_TAG_WILDCARD,
+            orderId: (0, validate_ts_1.toU64)(params.orderId, "orderId"),
+            triggerPrice: (0, validate_ts_1.toU128)(params.triggerPrice ?? 0n, "triggerPrice"),
+            orderTypeTag: (0, validate_ts_1.toU8)(params.orderTypeTag ?? constants_ts_1.ORDER_TAG_WILDCARD, "orderTypeTag"),
         },
         typeArguments: [params.collateralType, params.lpType ?? client.wlpType()],
     })(tx);
@@ -126,11 +140,11 @@ function updateOrderRequest(client, tx, params) {
             ticker: params.ticker,
             senderRequest: req,
             accountId: params.accountId,
-            orderId: params.orderId,
-            currentTriggerPrice: params.currentTriggerPrice,
-            orderTypeTag: params.orderTypeTag,
-            newSize: params.newSize,
-            newTriggerPrice: params.newTriggerPrice,
+            orderId: (0, validate_ts_1.toU64)(params.orderId, "orderId"),
+            currentTriggerPrice: (0, validate_ts_1.toU128)(params.currentTriggerPrice, "currentTriggerPrice"),
+            orderTypeTag: (0, validate_ts_1.toU8)(params.orderTypeTag, "orderTypeTag"),
+            newSize: (0, validate_ts_1.toU128)(params.newSize, "newSize"),
+            newTriggerPrice: (0, validate_ts_1.toU128)(params.newTriggerPrice, "newTriggerPrice"),
         },
         typeArguments: [params.collateralType, params.lpType ?? client.wlpType()],
     })(tx);
@@ -147,8 +161,8 @@ function cancelPreOrderRequest(client, tx, params) {
             ticker: params.ticker,
             senderRequest: req,
             accountId: params.accountId,
-            mainOrderId: params.mainOrderId,
-            preOrderId: params.preOrderId,
+            mainOrderId: (0, validate_ts_1.toU64)(params.mainOrderId, "mainOrderId"),
+            preOrderId: (0, validate_ts_1.toU64)(params.preOrderId, "preOrderId"),
         },
         typeArguments: [params.collateralType, params.lpType ?? client.wlpType()],
     })(tx);
@@ -166,7 +180,7 @@ function addPreOrderRequest(client, tx, params) {
             ticker: params.ticker,
             senderRequest: req,
             accountId: params.accountId,
-            mainOrderId: params.mainOrderId,
+            mainOrderId: (0, validate_ts_1.toU64)(params.mainOrderId, "mainOrderId"),
             preOrder: preArg,
         },
         typeArguments: [params.collateralType, params.lpType ?? client.wlpType()],

package/dist/cjs/src/perp/user/staking.js

@@ -55,6 +55,7 @@ exports.unstake = unstake;
 exports.claimReward = claimReward;
 const account_request_ts_1 = require("../../account/account-request.js");
 const staking = __importStar(require("../../generated/waterx_staking/waterx_staking.js"));
+const validate_ts_1 = require("../../utils/validate.js");
 function pool(client, stakeAlias) {
     const id = client.config.packages.waterx_staking?.pools?.[stakeAlias];
     if (!id) {
@@ -79,7 +80,7 @@ function stake(client, tx, params) {
             wxaRegistry: tx.object(client.config.packages.waterx_account.account_registry),
             accountId: params.accountId,
             accReq: req,
-            stakeAmount: params.stakeAmount,
+            stakeAmount: (0, validate_ts_1.toU64Arg)(params.stakeAmount, "stakeAmount"),
         },
         typeArguments: [params.stakeType],
     })(tx);
@@ -110,7 +111,7 @@ function unstake(client, tx, params) {
             wxaRegistry: tx.object(client.config.packages.waterx_account.account_registry),
             accountId: params.accountId,
             accReq: req,
-            withdrawalAmount: params.withdrawalAmount,
+            withdrawalAmount: (0, validate_ts_1.toU64Arg)(params.withdrawalAmount, "withdrawalAmount"),
         },
         typeArguments: [params.stakeType],
     })(tx);

package/dist/cjs/src/perp/user/trading.js

@@ -60,6 +60,7 @@ exports.openPositionByKeeper = openPositionByKeeper;
 exports.closePositionByKeeper = closePositionByKeeper;
 const account_request_ts_1 = require("../../account/account-request.js");
 const trading = __importStar(require("../../generated/waterx_perp/trading.js"));
+const validate_ts_1 = require("../../utils/validate.js");
 const constants_ts_1 = require("../constants.js");
 function typeArgs(client, t) {
     return [t.collateralType, t.lpType ?? client.wlpType()];
@@ -87,8 +88,8 @@ function closePositionRequest(client, tx, params) {
             ticker: params.ticker,
             senderRequest: req,
             accountId: params.accountId,
-            positionId: params.positionId,
-            acceptablePrice: params.acceptablePrice,
+            positionId: (0, validate_ts_1.toU64)(params.positionId, "positionId"),
+            acceptablePrice: (0, validate_ts_1.toU64)(params.acceptablePrice, "acceptablePrice"),
         },
         typeArguments: typeArgs(client, params),
     })(tx);
@@ -106,11 +107,11 @@ function increasePositionRequest(client, tx, params) {
             ticker: params.ticker,
             senderRequest: req,
             accountId: params.accountId,
-            orderId: params.orderId ?? null,
-            positionId: params.positionId,
-            collateralAmount: params.collateralAmount,
-            size: params.size,
-            acceptablePrice: params.acceptablePrice,
+            orderId: (0, validate_ts_1.toU64OrNull)(params.orderId, "orderId"),
+            positionId: (0, validate_ts_1.toU64)(params.positionId, "positionId"),
+            collateralAmount: (0, validate_ts_1.toU64)(params.collateralAmount, "collateralAmount"),
+            size: (0, validate_ts_1.toU128)(params.size, "size"),
+            acceptablePrice: (0, validate_ts_1.toU64)(params.acceptablePrice, "acceptablePrice"),
         },
         typeArguments: typeArgs(client, params),
     })(tx);
@@ -128,9 +129,9 @@ function decreasePositionRequest(client, tx, params) {
             ticker: params.ticker,
             senderRequest: req,
             accountId: params.accountId,
-            positionId: params.positionId,
-            size: params.size,
-            acceptablePrice: params.acceptablePrice,
+            positionId: (0, validate_ts_1.toU64)(params.positionId, "positionId"),
+            size: (0, validate_ts_1.toU128)(params.size, "size"),
+            acceptablePrice: (0, validate_ts_1.toU64)(params.acceptablePrice, "acceptablePrice"),
         },
         typeArguments: typeArgs(client, params),
     })(tx);
@@ -148,8 +149,8 @@ function depositCollateralRequest(client, tx, params) {
             ticker: params.ticker,
             senderRequest: req,
             accountId: params.accountId,
-            positionId: params.positionId,
-            collateralAmount: params.collateralAmount,
+            positionId: (0, validate_ts_1.toU64)(params.positionId, "positionId"),
+            collateralAmount: (0, validate_ts_1.toU64)(params.collateralAmount, "collateralAmount"),
         },
         typeArguments: typeArgs(client, params),
     })(tx);
@@ -167,8 +168,8 @@ function withdrawCollateralRequest(client, tx, params) {
             ticker: params.ticker,
             senderRequest: req,
             accountId: params.accountId,
-            positionId: params.positionId,
-            amount: params.amount,
+            positionId: (0, validate_ts_1.toU64)(params.positionId, "positionId"),
+            amount: (0, validate_ts_1.toU64)(params.amount, "amount"),
         },
         typeArguments: typeArgs(client, params),
     })(tx);
@@ -202,7 +203,7 @@ function liquidate(client, tx, params) {
             ticker: params.ticker,
             pool: tx.object(obj.wlpPool),
             senderRequest: req,
-            positionId: params.positionId,
+            positionId: (0, validate_ts_1.toU64)(params.positionId, "positionId"),
             oracle: tx.object(obj.oracle),
         },
         typeArguments: typeArgs(client, params),
@@ -221,8 +222,8 @@ function batchLiquidate(client, tx, params) {
             pool: tx.object(obj.wlpPool),
             senderRequest: req,
             oracle: tx.object(obj.oracle),
-            pageSize: params.pageSize,
-            pageIndex: params.pageIndex,
+            pageSize: (0, validate_ts_1.toU64)(params.pageSize, "pageSize"),
+            pageIndex: (0, validate_ts_1.toU64)(params.pageIndex, "pageIndex"),
         },
         typeArguments: typeArgs(client, params),
     })(tx);
@@ -240,9 +241,9 @@ function matchOrders(client, tx, params) {
             pool: tx.object(obj.wlpPool),
             senderRequest: req,
             oracle: tx.object(obj.oracle),
-            orderTypeTag: params.orderTypeTag,
-            triggerPrice: params.triggerPrice,
-            maxFills: params.maxFills,
+            orderTypeTag: (0, validate_ts_1.toU8)(params.orderTypeTag, "orderTypeTag"),
+            triggerPrice: (0, validate_ts_1.toU128)(params.triggerPrice, "triggerPrice"),
+            maxFills: (0, validate_ts_1.toU64)(params.maxFills, "maxFills"),
         },
         typeArguments: typeArgs(client, params),
     })(tx);
@@ -278,8 +279,8 @@ function openPositionByKeeper(client, tx, params) {
             accountObjectAddress: params.accountObjectAddress,
             collateralCoin: params.collateralCoin,
             isLong: params.isLong,
-            size: params.size,
-            acceptablePrice: params.acceptablePrice,
+            size: (0, validate_ts_1.toU128)(params.size, "size"),
+            acceptablePrice: (0, validate_ts_1.toU64)(params.acceptablePrice, "acceptablePrice"),
             oracle: tx.object(obj.oracle),
         },
         typeArguments: typeArgs(client, params),
@@ -297,8 +298,8 @@ function closePositionByKeeper(client, tx, params) {
             ticker: params.ticker,
             pool: tx.object(obj.wlpPool),
             keeperRequest: req,
-            positionId: params.positionId,
-            acceptablePrice: params.acceptablePrice,
+            positionId: (0, validate_ts_1.toU64)(params.positionId, "positionId"),
+            acceptablePrice: (0, validate_ts_1.toU64)(params.acceptablePrice, "acceptablePrice"),
             oracle: tx.object(obj.oracle),
         },
         typeArguments: typeArgs(client, params),