import type { FeeTier, Market, MarketContext, OrderbookLevel, Quote, QuoteSide, TradeType } from '@lifi/perps-types';
export declare function calculatePositionSize(marginUsd: number, leverage: number, price: number): number;
export declare function calculateNotionalValue(size: number, price: number): number;
export declare function calculateUnrealizedPnl(entryPrice: number, currentPrice: number, size: number): number;
export declare function calculateRoe(pnl: number, margin: number): number;
export declare function calculateRequiredMargin(notionalValue: number, leverage: number): number;
export declare function estimateFees(sizeUsd: number, feeRate: number): number;
export declare function applySlippage(price: number, slippagePercent: number, isBuy: boolean): number;
export declare function liquidationDistancePercent(params: {
    liquidationPrice: number;
    currentPrice: number;
}): number;
export declare function effectiveLeverage(params: {
    positionValueUsd: number;
    marginUsd: number;
}): number;
export declare function removableMargin(params: {
    marginUsed: number;
    positionValueUsd: number;
    maxLeverage: number;
}): number;
export interface ExpectedPnl {
    amount: number;
    percent: number;
}
export declare function calculateExpectedPnl(triggerPrice: number, entryPrice: number, leverage: number, isLong: boolean, margin: number): ExpectedPnl | null;
export declare function priceFromPercent(percent: number, entryPrice: number, leverage: number, isLong: boolean): number;
export declare function percentFromPrice(price: number, entryPrice: number, leverage: number, isLong: boolean): number;
export declare function calculateRealizedPnlPercent(realizedPnl: number, size: number, price: number): number;
interface BookWalk {
    baseSize: number;
    filledNotional: number;
    vwap: number;
    insufficientLiquidity: boolean;
}
export declare function walkOrderbook(levels: OrderbookLevel[], sizeUsd: number): BookWalk;
interface BuildQuoteInput {
    provider: string;
    symbol: string;
    type: TradeType;
    side: QuoteSide;
    sizeUsd: number;
    market: Market;
    price: MarketContext;
    bids: OrderbookLevel[];
    asks: OrderbookLevel[];
    feeTier: FeeTier;
    timestamp: number;
}
export declare function buildQuote(input: BuildQuoteInput): Quote;
export {};
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