timelock-sdk 0.0.120 → 0.0.121

package/dist/client.d.cts

@@ -1,3 +1,3 @@
 import "./uniswapMathLens-DtacRMPz.cjs";
-import { B as useClosedUserPerps, G as OptionTimelineData, H as usePerpsOperator, I as useSetOperatorPerms, J as useOptionPremium, K as useOptionTimeline, L as useUserOperators, R as useOperatorPerms, U as useClosePerp, V as useUserPerps, W as useMintPerp, X as useMintOption, Y as useOptionPnl, Z as useMaxPositionSize, _t as useClosedUserOptions, a as batchGetAmountsFromLiquidity, bt as useTimelockConfig, c as useLiquidityBlocks, d as usePriceAtTick, f as usePriceSqrtPriceX96, g as useCurrentPrice, gt as useActiveUserOptions, h as useCurrentTick, ht as OptionData, i as useVaultData, l as useBurnLiquidity, m as usePoolData, mt as useExerciseOption, n as useLens, o as useMintLiquidity, p as UniswapPoolData, pt as useMarketData, q as useExtendOption, r as useVaultTVL, s as LiquidityBlockData, t as useApproval, u as usePriceHistory, vt as TimelockProvider, yt as useCurrentMarket, z as useActiveUserPerps } from "./client-r3O6AK_5.cjs";
+import { $ as useOptionPnl, B as useSetOperatorPerms, Ct as useCurrentMarket, G as useUserPerps, H as useOperatorPerms, J as useMintPerp, K as usePerpsOperator, Q as useOptionPremium, St as TimelockProvider, U as useActiveUserPerps, V as useUserOperators, W as useClosedUserPerps, X as useOptionTimeline, Y as OptionTimelineData, Z as useExtendOption, _t as useMarketData, a as batchGetAmountsFromLiquidity, bt as useActiveUserOptions, c as useLiquidityBlocks, d as usePriceAtTick, et as useMintOption, f as usePriceSqrtPriceX96, g as useCurrentPrice, h as useCurrentTick, i as useVaultData, l as useBurnLiquidity, m as usePoolData, n as useLens, o as useMintLiquidity, p as UniswapPoolData, q as useClosePerp, r as useVaultTVL, s as LiquidityBlockData, t as useApproval, tt as useMaxPositionSize, u as usePriceHistory, vt as useExerciseOption, wt as useTimelockConfig, xt as useClosedUserOptions, yt as OptionData } from "./client-bCuyjf6z.cjs";
 export { LiquidityBlockData, OptionData, OptionTimelineData, TimelockProvider, UniswapPoolData, batchGetAmountsFromLiquidity, useActiveUserOptions, useActiveUserPerps, useApproval, useBurnLiquidity, useClosePerp, useClosedUserOptions, useClosedUserPerps, useCurrentMarket, useCurrentPrice, useCurrentTick, useExerciseOption, useExtendOption, useLens, useLiquidityBlocks, useMarketData, useMaxPositionSize, useMintLiquidity, useMintOption, useMintPerp, useOperatorPerms, useOptionPnl, useOptionPremium, useOptionTimeline, usePerpsOperator, usePoolData, usePriceAtTick, usePriceHistory, usePriceSqrtPriceX96, useSetOperatorPerms, useTimelockConfig, useUserOperators, useUserPerps, useVaultData, useVaultTVL };

package/dist/client.d.ts

@@ -1,3 +1,3 @@
 import "./uniswapMathLens-JKcBN1v_.js";
-import { B as useClosedUserPerps, G as OptionTimelineData, H as usePerpsOperator, I as useSetOperatorPerms, J as useOptionPremium, K as useOptionTimeline, L as useUserOperators, R as useOperatorPerms, U as useClosePerp, V as useUserPerps, W as useMintPerp, X as useMintOption, Y as useOptionPnl, Z as useMaxPositionSize, _t as useClosedUserOptions, a as batchGetAmountsFromLiquidity, bt as useTimelockConfig, c as useLiquidityBlocks, d as usePriceAtTick, f as usePriceSqrtPriceX96, g as useCurrentPrice, gt as useActiveUserOptions, h as useCurrentTick, ht as OptionData, i as useVaultData, l as useBurnLiquidity, m as usePoolData, mt as useExerciseOption, n as useLens, o as useMintLiquidity, p as UniswapPoolData, pt as useMarketData, q as useExtendOption, r as useVaultTVL, s as LiquidityBlockData, t as useApproval, u as usePriceHistory, vt as TimelockProvider, yt as useCurrentMarket, z as useActiveUserPerps } from "./client-CTL-mr5n.js";
+import { $ as useOptionPnl, B as useSetOperatorPerms, Ct as useCurrentMarket, G as useUserPerps, H as useOperatorPerms, J as useMintPerp, K as usePerpsOperator, Q as useOptionPremium, St as TimelockProvider, U as useActiveUserPerps, V as useUserOperators, W as useClosedUserPerps, X as useOptionTimeline, Y as OptionTimelineData, Z as useExtendOption, _t as useMarketData, a as batchGetAmountsFromLiquidity, bt as useActiveUserOptions, c as useLiquidityBlocks, d as usePriceAtTick, et as useMintOption, f as usePriceSqrtPriceX96, g as useCurrentPrice, h as useCurrentTick, i as useVaultData, l as useBurnLiquidity, m as usePoolData, n as useLens, o as useMintLiquidity, p as UniswapPoolData, q as useClosePerp, r as useVaultTVL, s as LiquidityBlockData, t as useApproval, tt as useMaxPositionSize, u as usePriceHistory, vt as useExerciseOption, wt as useTimelockConfig, xt as useClosedUserOptions, yt as OptionData } from "./client-D7objc4l.js";
 export { LiquidityBlockData, OptionData, OptionTimelineData, TimelockProvider, UniswapPoolData, batchGetAmountsFromLiquidity, useActiveUserOptions, useActiveUserPerps, useApproval, useBurnLiquidity, useClosePerp, useClosedUserOptions, useClosedUserPerps, useCurrentMarket, useCurrentPrice, useCurrentTick, useExerciseOption, useExtendOption, useLens, useLiquidityBlocks, useMarketData, useMaxPositionSize, useMintLiquidity, useMintOption, useMintPerp, useOperatorPerms, useOptionPnl, useOptionPremium, useOptionTimeline, usePerpsOperator, usePoolData, usePriceAtTick, usePriceHistory, usePriceSqrtPriceX96, useSetOperatorPerms, useTimelockConfig, useUserOperators, useUserPerps, useVaultData, useVaultTVL };

package/dist/client.js

@@ -2,7 +2,7 @@
 
 
 import { r as lensAbi, t as optionsMarketAbi } from "./optionsMarket-Dkwpa2uO.js";
-import { A as getPriceHistory, D as token0ToToken1, F as swappers, I as timelockLenses, L as uniswapMathLenses, M as getTimelockLens, N as getTimelockMarket, O as token1ToToken0, P as getUniswapMathLens, T as roundTickDown, _ as getAmountsFromLiquidity, b as getPriceSqrtPriceX96, d as wrapAmount, j as getErc20, n as EMPTY_ARRAY$1, p as wrapPrice, t as getPayoutAtTick, v as getNearestValidStrikeTick, y as getPriceAtTick } from "./optionUtils-CtGcjfvf.js";
+import { A as token0ToToken1AtTick, B as timelockLenses, D as roundTickDown, F as getErc20, I as getTimelockLens, L as getTimelockMarket, M as token1ToToken0AtTick, P as getPriceHistory, R as getUniswapMathLens, V as uniswapMathLenses, b as getPriceAtSqrtPriceX96, f as wrapAmount, j as token1ToToken0, k as token0ToToken1, m as wrapPrice, r as EMPTY_ARRAY$1, t as getPayoutAtPrice, v as getAmountsFromLiquidity, x as getPriceAtTick, y as getNearestValidStrikeTick, z as swappers } from "./optionUtils-MZU-Gklx.js";
 import { n as uniswapV3PoolAbi, t as singleOwnerVaultAbi } from "./singleOwnerVault-BeJChjfJ.js";
 import { encodeAbiParameters, encodeFunctionData, erc20Abi, maxUint256, zeroAddress } from "viem";
 import React, { createContext, useContext, useEffect, useMemo } from "react";
@@ -26,7 +26,6 @@ const UserOptionFieldsFragmentDoc = gql`
     }
     optionType
     strikeTick
-    entryTick
     startTick
     strikePrice
     entryPrice
@@ -151,7 +150,7 @@ const GetOptionEventsDocument = gql`
       id
       optionType
       strikeTick
-      currentTick
+      price
       expiresAt
       premium
       protocolFee
@@ -171,7 +170,7 @@ const GetOptionEventsDocument = gql`
     ) {
       id
       liquidities
-      currentTick
+      price
       payout
       timestamp
       blockNumber
@@ -189,7 +188,7 @@ const GetOptionEventsDocument = gql`
       id
       premium
       protocolFee
-      currentTick
+      price
       addedDuration
       timestamp
       blockNumber
@@ -662,31 +661,71 @@ const useMintOption = (marketAddr) => {
 	return useMutation({ mutationFn: mintOption });
 };
 
+//#endregion
+//#region src/hooks/pool/usePriceAtTick.ts
+const usePriceAtTick = (tick, poolAddr) => {
+	const { token0Decimals, token1Decimals } = usePoolData(poolAddr);
+	const priceBigInt = useMemo(() => tick !== void 0 ? getPriceAtTick(tick) : void 0, [tick]);
+	return useMemo(() => priceBigInt && token0Decimals && token1Decimals ? wrapPrice(priceBigInt, token0Decimals, token1Decimals) : void 0, [
+		priceBigInt,
+		token0Decimals,
+		token1Decimals
+	]);
+};
+const usePriceSqrtPriceX96 = (sqrtPriceX96, poolAddr) => {
+	const { token0Decimals, token1Decimals } = usePoolData(poolAddr);
+	const priceBigInt = useMemo(() => sqrtPriceX96 !== void 0 ? getPriceAtSqrtPriceX96(sqrtPriceX96) : void 0, [sqrtPriceX96]);
+	return useMemo(() => priceBigInt && token0Decimals && token1Decimals ? wrapPrice(priceBigInt, token0Decimals, token1Decimals) : void 0, [
+		priceBigInt,
+		token0Decimals,
+		token1Decimals
+	]);
+};
+
+//#endregion
+//#region src/hooks/pool/useCurrentPrice.ts
+const useCurrentPrice = (poolAddr) => {
+	const { sqrtPriceX96, exact, rounded } = useCurrentTick(poolAddr);
+	const currentPrice = usePriceSqrtPriceX96(sqrtPriceX96, poolAddr);
+	return useMemo(() => ({
+		currentPrice,
+		sqrtPriceX96,
+		currentTick: {
+			exact,
+			rounded
+		}
+	}), [
+		currentPrice,
+		exact,
+		rounded
+	]);
+};
+
 //#endregion
 //#region src/hooks/options/useOptionPnl.ts
 const useOptionPnl = (option) => {
 	const { marketAddr, optionType, strikeTick, positionSizeCurrent } = option;
 	const { pool, optionAssetIsToken0, payoutAssetDecimals, tickSpacing } = useMarketData(marketAddr);
-	const { exact: currentTick } = useCurrentTick(pool);
+	const { currentPrice } = useCurrentPrice(pool);
 	const displayPnl = useMemo(() => {
-		if (optionAssetIsToken0 === void 0 || currentTick === void 0 || !payoutAssetDecimals) return void 0;
-		const strikeSize = optionAssetIsToken0 ? token0ToToken1(positionSizeCurrent, strikeTick) : token1ToToken0(positionSizeCurrent, strikeTick);
-		const delta = (optionAssetIsToken0 ? token0ToToken1(positionSizeCurrent, currentTick) : token1ToToken0(positionSizeCurrent, currentTick)) - strikeSize;
+		if (optionAssetIsToken0 === void 0 || currentPrice === void 0 || !payoutAssetDecimals) return void 0;
+		const strikeSize = optionAssetIsToken0 ? token0ToToken1AtTick(positionSizeCurrent, strikeTick) : token1ToToken0AtTick(positionSizeCurrent, strikeTick);
+		const delta = (optionAssetIsToken0 ? token0ToToken1(positionSizeCurrent, currentPrice.scaled) : token1ToToken0(positionSizeCurrent, currentPrice.scaled)) - strikeSize;
 		return wrapAmount(optionType === "CALL" ? delta : -delta, payoutAssetDecimals);
 	}, [
 		strikeTick,
 		optionType,
 		optionAssetIsToken0,
-		currentTick,
+		currentPrice,
 		positionSizeCurrent,
 		payoutAssetDecimals
 	]);
 	return {
 		unrealizedPayout: useMemo(() => {
-			if (!payoutAssetDecimals || !currentTick || !tickSpacing || optionAssetIsToken0 === void 0) return void 0;
-			return wrapAmount(getPayoutAtTick(option, option.liquiditiesCurrent, currentTick, tickSpacing, optionAssetIsToken0), payoutAssetDecimals);
+			if (!payoutAssetDecimals || !currentPrice || !tickSpacing || optionAssetIsToken0 === void 0) return void 0;
+			return wrapAmount(getPayoutAtPrice(option, option.liquiditiesCurrent, currentPrice.scaled, tickSpacing, optionAssetIsToken0), payoutAssetDecimals);
 		}, [
-			currentTick,
+			currentPrice,
 			tickSpacing,
 			optionType,
 			payoutAssetDecimals,
@@ -857,20 +896,20 @@ const useOptionTimeline = (marketAddr, optionId) => {
 				id: event.id,
 				optionType: event.optionType,
 				strikeTick: event.strikeTick,
-				currentTick: event.currentTick,
-				expiresAt: /* @__PURE__ */ new Date(Number(event.expiresAt) * 1e3),
+				price: BigInt(event.price),
 				premium: BigInt(event.premium),
 				protocolFee: BigInt(event.protocolFee),
 				liquidities: event.liquidities.map((l) => BigInt(l)),
 				timestamp: /* @__PURE__ */ new Date(Number(event.timestamp) * 1e3),
+				expiresAt: /* @__PURE__ */ new Date(Number(event.expiresAt) * 1e3),
 				blockNumber: BigInt(event.blockNumber),
 				transactionHash: event.transactionHash
 			}));
 			const exerciseEvents = result.ExerciseOptionEvent.map((event) => ({
 				id: event.id,
-				liquidities: event.liquidities.map((l) => BigInt(l)),
-				currentTick: event.currentTick,
 				payout: BigInt(event.payout),
+				price: BigInt(event.price),
+				liquidities: event.liquidities.map((l) => BigInt(l)),
 				timestamp: /* @__PURE__ */ new Date(Number(event.timestamp) * 1e3),
 				blockNumber: BigInt(event.blockNumber),
 				transactionHash: event.transactionHash
@@ -879,7 +918,7 @@ const useOptionTimeline = (marketAddr, optionId) => {
 				id: event.id,
 				premium: BigInt(event.premium),
 				protocolFee: BigInt(event.protocolFee),
-				currentTick: event.currentTick,
+				price: BigInt(event.price),
 				addedDuration: BigInt(event.addedDuration),
 				timestamp: /* @__PURE__ */ new Date(Number(event.timestamp) * 1e3),
 				blockNumber: BigInt(event.blockNumber),
@@ -1187,46 +1226,6 @@ const useOperatorPerms = (marketAddr, userAddr, operatorAddr) => {
 	};
 };
 
-//#endregion
-//#region src/hooks/pool/usePriceAtTick.ts
-const usePriceAtTick = (tick, poolAddr) => {
-	const { token0Decimals, token1Decimals } = usePoolData(poolAddr);
-	const priceBigInt = useMemo(() => tick !== void 0 ? getPriceAtTick(tick) : void 0, [tick]);
-	return useMemo(() => priceBigInt && token0Decimals && token1Decimals ? wrapPrice(priceBigInt, token0Decimals, token1Decimals) : void 0, [
-		priceBigInt,
-		token0Decimals,
-		token1Decimals
-	]);
-};
-const usePriceSqrtPriceX96 = (sqrtPriceX96, poolAddr) => {
-	const { token0Decimals, token1Decimals } = usePoolData(poolAddr);
-	const priceBigInt = useMemo(() => sqrtPriceX96 !== void 0 ? getPriceSqrtPriceX96(sqrtPriceX96) : void 0, [sqrtPriceX96]);
-	return useMemo(() => priceBigInt && token0Decimals && token1Decimals ? wrapPrice(priceBigInt, token0Decimals, token1Decimals) : void 0, [
-		priceBigInt,
-		token0Decimals,
-		token1Decimals
-	]);
-};
-
-//#endregion
-//#region src/hooks/pool/useCurrentPrice.ts
-const useCurrentPrice = (poolAddr) => {
-	const { sqrtPriceX96, exact, rounded } = useCurrentTick(poolAddr);
-	const currentPrice = usePriceSqrtPriceX96(sqrtPriceX96, poolAddr);
-	return useMemo(() => ({
-		currentPrice,
-		sqrtPriceX96,
-		currentTick: {
-			exact,
-			rounded
-		}
-	}), [
-		currentPrice,
-		exact,
-		rounded
-	]);
-};
-
 //#endregion
 //#region src/hooks/pool/usePriceHistory.ts
 const usePriceHistory = (pool, resolution, startTimestamp, endTimestamp) => {