import { BaseContract, BigNumber, BigNumberish, BytesLike, CallOverrides, PopulatedTransaction, Signer, utils } from "ethers";
import { FunctionFragment, Result } from "@ethersproject/abi";
import { Listener, Provider } from "@ethersproject/providers";
import { TypedEventFilter, TypedEvent, TypedListener, OnEvent } from "./common";
export interface IUniswapV3PoolDerivedStateInterface extends utils.Interface {
    contractName: "IUniswapV3PoolDerivedState";
    functions: {
        "observe(uint32[])": FunctionFragment;
        "snapshotCumulativesInside(int24,int24)": FunctionFragment;
    };
    encodeFunctionData(functionFragment: "observe", values: [BigNumberish[]]): string;
    encodeFunctionData(functionFragment: "snapshotCumulativesInside", values: [BigNumberish, BigNumberish]): string;
    decodeFunctionResult(functionFragment: "observe", data: BytesLike): Result;
    decodeFunctionResult(functionFragment: "snapshotCumulativesInside", data: BytesLike): Result;
    events: {};
}
export interface IUniswapV3PoolDerivedState extends BaseContract {
    contractName: "IUniswapV3PoolDerivedState";
    connect(signerOrProvider: Signer | Provider | string): this;
    attach(addressOrName: string): this;
    deployed(): Promise<this>;
    interface: IUniswapV3PoolDerivedStateInterface;
    queryFilter<TEvent extends TypedEvent>(event: TypedEventFilter<TEvent>, fromBlockOrBlockhash?: string | number | undefined, toBlock?: string | number | undefined): Promise<Array<TEvent>>;
    listeners<TEvent extends TypedEvent>(eventFilter?: TypedEventFilter<TEvent>): Array<TypedListener<TEvent>>;
    listeners(eventName?: string): Array<Listener>;
    removeAllListeners<TEvent extends TypedEvent>(eventFilter: TypedEventFilter<TEvent>): this;
    removeAllListeners(eventName?: string): this;
    off: OnEvent<this>;
    on: OnEvent<this>;
    once: OnEvent<this>;
    removeListener: OnEvent<this>;
    functions: {
        /**
         * To get a time weighted average tick or liquidity-in-range, you must call this with two values, one representing the beginning of the period and another for the end of the period. E.g., to get the last hour time-weighted average tick, you must call it with secondsAgos = [3600, 0].The time weighted average tick represents the geometric time weighted average price of the pool, in log base sqrt(1.0001) of token1 / token0. The TickMath library can be used to go from a tick value to a ratio.
         * Returns the cumulative tick and liquidity as of each timestamp `secondsAgo` from the current block timestamp
         * @param secondsAgos From how long ago each cumulative tick and liquidity value should be returned
         */
        observe(secondsAgos: BigNumberish[], overrides?: CallOverrides): Promise<[
            BigNumber[],
            BigNumber[]
        ] & {
            tickCumulatives: BigNumber[];
            secondsPerLiquidityCumulativeX128s: BigNumber[];
        }>;
        /**
         * Snapshots must only be compared to other snapshots, taken over a period for which a position existed. I.e., snapshots cannot be compared if a position is not held for the entire period between when the first snapshot is taken and the second snapshot is taken.
         * Returns a snapshot of the tick cumulative, seconds per liquidity and seconds inside a tick range
         * @param tickLower The lower tick of the range
         * @param tickUpper The upper tick of the range
         */
        snapshotCumulativesInside(tickLower: BigNumberish, tickUpper: BigNumberish, overrides?: CallOverrides): Promise<[
            BigNumber,
            BigNumber,
            number
        ] & {
            tickCumulativeInside: BigNumber;
            secondsPerLiquidityInsideX128: BigNumber;
            secondsInside: number;
        }>;
    };
    /**
     * To get a time weighted average tick or liquidity-in-range, you must call this with two values, one representing the beginning of the period and another for the end of the period. E.g., to get the last hour time-weighted average tick, you must call it with secondsAgos = [3600, 0].The time weighted average tick represents the geometric time weighted average price of the pool, in log base sqrt(1.0001) of token1 / token0. The TickMath library can be used to go from a tick value to a ratio.
     * Returns the cumulative tick and liquidity as of each timestamp `secondsAgo` from the current block timestamp
     * @param secondsAgos From how long ago each cumulative tick and liquidity value should be returned
     */
    observe(secondsAgos: BigNumberish[], overrides?: CallOverrides): Promise<[
        BigNumber[],
        BigNumber[]
    ] & {
        tickCumulatives: BigNumber[];
        secondsPerLiquidityCumulativeX128s: BigNumber[];
    }>;
    /**
     * Snapshots must only be compared to other snapshots, taken over a period for which a position existed. I.e., snapshots cannot be compared if a position is not held for the entire period between when the first snapshot is taken and the second snapshot is taken.
     * Returns a snapshot of the tick cumulative, seconds per liquidity and seconds inside a tick range
     * @param tickLower The lower tick of the range
     * @param tickUpper The upper tick of the range
     */
    snapshotCumulativesInside(tickLower: BigNumberish, tickUpper: BigNumberish, overrides?: CallOverrides): Promise<[
        BigNumber,
        BigNumber,
        number
    ] & {
        tickCumulativeInside: BigNumber;
        secondsPerLiquidityInsideX128: BigNumber;
        secondsInside: number;
    }>;
    callStatic: {
        /**
         * To get a time weighted average tick or liquidity-in-range, you must call this with two values, one representing the beginning of the period and another for the end of the period. E.g., to get the last hour time-weighted average tick, you must call it with secondsAgos = [3600, 0].The time weighted average tick represents the geometric time weighted average price of the pool, in log base sqrt(1.0001) of token1 / token0. The TickMath library can be used to go from a tick value to a ratio.
         * Returns the cumulative tick and liquidity as of each timestamp `secondsAgo` from the current block timestamp
         * @param secondsAgos From how long ago each cumulative tick and liquidity value should be returned
         */
        observe(secondsAgos: BigNumberish[], overrides?: CallOverrides): Promise<[
            BigNumber[],
            BigNumber[]
        ] & {
            tickCumulatives: BigNumber[];
            secondsPerLiquidityCumulativeX128s: BigNumber[];
        }>;
        /**
         * Snapshots must only be compared to other snapshots, taken over a period for which a position existed. I.e., snapshots cannot be compared if a position is not held for the entire period between when the first snapshot is taken and the second snapshot is taken.
         * Returns a snapshot of the tick cumulative, seconds per liquidity and seconds inside a tick range
         * @param tickLower The lower tick of the range
         * @param tickUpper The upper tick of the range
         */
        snapshotCumulativesInside(tickLower: BigNumberish, tickUpper: BigNumberish, overrides?: CallOverrides): Promise<[
            BigNumber,
            BigNumber,
            number
        ] & {
            tickCumulativeInside: BigNumber;
            secondsPerLiquidityInsideX128: BigNumber;
            secondsInside: number;
        }>;
    };
    filters: {};
    estimateGas: {
        /**
         * To get a time weighted average tick or liquidity-in-range, you must call this with two values, one representing the beginning of the period and another for the end of the period. E.g., to get the last hour time-weighted average tick, you must call it with secondsAgos = [3600, 0].The time weighted average tick represents the geometric time weighted average price of the pool, in log base sqrt(1.0001) of token1 / token0. The TickMath library can be used to go from a tick value to a ratio.
         * Returns the cumulative tick and liquidity as of each timestamp `secondsAgo` from the current block timestamp
         * @param secondsAgos From how long ago each cumulative tick and liquidity value should be returned
         */
        observe(secondsAgos: BigNumberish[], overrides?: CallOverrides): Promise<BigNumber>;
        /**
         * Snapshots must only be compared to other snapshots, taken over a period for which a position existed. I.e., snapshots cannot be compared if a position is not held for the entire period between when the first snapshot is taken and the second snapshot is taken.
         * Returns a snapshot of the tick cumulative, seconds per liquidity and seconds inside a tick range
         * @param tickLower The lower tick of the range
         * @param tickUpper The upper tick of the range
         */
        snapshotCumulativesInside(tickLower: BigNumberish, tickUpper: BigNumberish, overrides?: CallOverrides): Promise<BigNumber>;
    };
    populateTransaction: {
        /**
         * To get a time weighted average tick or liquidity-in-range, you must call this with two values, one representing the beginning of the period and another for the end of the period. E.g., to get the last hour time-weighted average tick, you must call it with secondsAgos = [3600, 0].The time weighted average tick represents the geometric time weighted average price of the pool, in log base sqrt(1.0001) of token1 / token0. The TickMath library can be used to go from a tick value to a ratio.
         * Returns the cumulative tick and liquidity as of each timestamp `secondsAgo` from the current block timestamp
         * @param secondsAgos From how long ago each cumulative tick and liquidity value should be returned
         */
        observe(secondsAgos: BigNumberish[], overrides?: CallOverrides): Promise<PopulatedTransaction>;
        /**
         * Snapshots must only be compared to other snapshots, taken over a period for which a position existed. I.e., snapshots cannot be compared if a position is not held for the entire period between when the first snapshot is taken and the second snapshot is taken.
         * Returns a snapshot of the tick cumulative, seconds per liquidity and seconds inside a tick range
         * @param tickLower The lower tick of the range
         * @param tickUpper The upper tick of the range
         */
        snapshotCumulativesInside(tickLower: BigNumberish, tickUpper: BigNumberish, overrides?: CallOverrides): Promise<PopulatedTransaction>;
    };
}