/**
 * Universal perpetual futures calculation utilities.
 *
 * Pure functions for computing position-related values that any consumer
 * of the perps SDK would need. All parameters are required — no default
 * values for critical financial parameters.
 */
import type { FeeTier, Market, MarketContext, OrderbookLevel, Quote, QuoteSide, TradeType } from '@lifi/perps-types';
/**
 * Calculate position size in asset units from margin.
 *
 * @param marginUsd - Margin amount in USD
 * @param leverage - Position leverage
 * @param price - Current asset price
 * @returns Position size in asset units
 * @example
 * ```ts
 * calculatePositionSize(100, 10, 2000) // 0.5 (ETH at $2000)
 * ```
 * @public
 */
export declare function calculatePositionSize(marginUsd: number, leverage: number, price: number): number;
/**
 * Calculate notional value of a position.
 *
 * @param size - Position size in asset units
 * @param price - Current asset price
 * @returns Notional value in USD
 * @public
 */
export declare function calculateNotionalValue(size: number, price: number): number;
/**
 * Calculate unrealized PnL.
 *
 * @param entryPrice - Position entry price
 * @param currentPrice - Current market price
 * @param size - Position size (positive for long, negative for short)
 * @returns Unrealized PnL in USD
 * @public
 */
export declare function calculateUnrealizedPnl(entryPrice: number, currentPrice: number, size: number): number;
/**
 * Calculate return on equity (ROE) percentage.
 *
 * @param pnl - Profit/loss in USD
 * @param margin - Initial margin in USD
 * @returns ROE as percentage (e.g., 10 for 10%)
 * @public
 */
export declare function calculateRoe(pnl: number, margin: number): number;
/**
 * Calculate required margin for a position.
 *
 * @param notionalValue - Position notional value in USD
 * @param leverage - Position leverage
 * @returns Required margin in USD
 * @public
 */
export declare function calculateRequiredMargin(notionalValue: number, leverage: number): number;
/**
 * Estimate trading fees.
 *
 * @param sizeUsd - Position size in USD (notional value)
 * @param feeRate - Fee rate as decimal (e.g., 0.00035 for 0.035%)
 * @returns Estimated fee in USD
 * @public
 */
export declare function estimateFees(sizeUsd: number, feeRate: number): number;
/**
 * Apply slippage to a price for order execution.
 *
 * @param price - Base price
 * @param slippagePercent - Slippage tolerance as percentage (e.g., 0.5 for 0.5%)
 * @param isBuy - True if buying (price goes up), false if selling (price goes down)
 * @returns Price adjusted for slippage
 * @public
 */
export declare function applySlippage(price: number, slippagePercent: number, isBuy: boolean): number;
/**
 * Distance from the current price to the liquidation price, as a percentage of
 * the current price.
 *
 * @param liquidationPrice - The position's liquidation price
 * @param currentPrice - Current market price
 * @returns Absolute distance as a percentage, or 0 when current price is zero
 * @public
 */
export declare function liquidationDistancePercent(params: {
    liquidationPrice: number;
    currentPrice: number;
}): number;
/**
 * Effective leverage of an open position.
 *
 * leverage = positionValueUsd / marginUsd
 *
 * @param positionValueUsd - Position notional value in USD
 * @param marginUsd - Margin backing the position in USD
 * @returns Effective leverage, or 0 when margin is zero
 * @public
 */
export declare function effectiveLeverage(params: {
    positionValueUsd: number;
    marginUsd: number;
}): number;
/**
 * Margin that can be removed from a position while keeping its leverage at or
 * below the asset's maximum.
 *
 * The minimum margin to stay within `maxLeverage` is the required margin for
 * the position's notional (see {@link calculateRequiredMargin}); anything above
 * that is removable.
 *
 * @param marginUsed - Margin currently backing the position in USD
 * @param positionValueUsd - Position notional value in USD
 * @param maxLeverage - Maximum leverage allowed for the asset
 * @returns Removable margin in USD (never negative); falls back to the full
 *   `marginUsed` when `maxLeverage` is zero (no constraint available)
 * @public
 */
export declare function removableMargin(params: {
    marginUsed: number;
    positionValueUsd: number;
    maxLeverage: number;
}): number;
/**
 * Signed expected PnL for a trigger price — see {@link calculateExpectedPnl}.
 *
 * @public
 */
export interface ExpectedPnl {
    amount: number;
    percent: number;
}
/**
 * Calculate expected gain/loss for a TP or SL trigger price.
 * Returns signed values — positive means profit, negative means loss.
 *
 * @param triggerPrice - The TP or SL target price
 * @param entryPrice - Position entry / current market price
 * @param leverage - Position leverage multiplier
 * @param isLong - True for long positions, false for short
 * @param margin - Margin amount in USD
 * @public
 */
export declare function calculateExpectedPnl(triggerPrice: number, entryPrice: number, leverage: number, isLong: boolean, margin: number): ExpectedPnl | null;
/**
 * Convert a percentage gain/loss to a target price.
 *
 * @param percent - Target gain/loss percentage (positive = profitable direction)
 * @param entryPrice - Position entry price
 * @param leverage - Position leverage multiplier
 * @param isLong - True for long positions, false for short
 * @public
 */
export declare function priceFromPercent(percent: number, entryPrice: number, leverage: number, isLong: boolean): number;
/**
 * Convert a target price to a percentage gain/loss.
 *
 * @param price - Target price
 * @param entryPrice - Position entry price
 * @param leverage - Position leverage multiplier
 * @param isLong - True for long positions, false for short
 * @public
 */
export declare function percentFromPrice(price: number, entryPrice: number, leverage: number, isLong: boolean): number;
/**
 * Calculate realized PnL as a percentage of position value at close.
 *
 * @param realizedPnl - The realized profit/loss in USD
 * @param size - Position size in asset units at close
 * @param price - Price at close
 * @returns PnL as a percentage of position value
 * @public
 */
export declare function calculateRealizedPnlPercent(realizedPnl: number, size: number, price: number): number;
/** Result of {@link walkOrderbook} — the fill obtained for a USD-notional walk. */
interface BookWalk {
    /** Base amount filled. */
    baseSize: number;
    /** Notional actually filled in USD (equals the requested size unless the book ran dry). */
    filledNotional: number;
    /** Volume-weighted average fill price, or 0 when the book is empty. */
    vwap: number;
    /** True when the levels could not absorb the requested notional. */
    insufficientLiquidity: boolean;
}
/**
 * Walk one side of an orderbook to fill `sizeUsd` notional, accumulating base
 * size and notional level-by-level to derive the VWAP fill. Levels are consumed
 * in array order — the caller passes asks for a buy and bids for a sell, each
 * already ordered best-price-first. When the book cannot absorb the full
 * notional, the walk stops at the last level and flags `insufficientLiquidity`,
 * returning the best obtainable fill.
 *
 * @public
 */
export declare function walkOrderbook(levels: OrderbookLevel[], sizeUsd: number): BookWalk;
/** Inputs to {@link buildQuote} — the resolved market, its live price, its book, and the trade ask. */
interface BuildQuoteInput {
    provider: string;
    symbol: string;
    type: TradeType;
    side: QuoteSide;
    sizeUsd: number;
    market: Market;
    price: MarketContext;
    bids: OrderbookLevel[];
    asks: OrderbookLevel[];
    /** Public base-tier fees for the venue; `isDefaultFeeTier` is always set true. */
    feeTier: FeeTier;
    timestamp: number;
}
/**
 * Build a {@link Quote} from a resolved market, its live {@link MarketContext},
 * and its orderbook snapshot. Pure: walks the relevant side (buy → asks,
 * sell → bids) for the VWAP fill, derives the price impact in basis points
 * versus mark, applies the base taker fee on the filled notional, and carries
 * the market's `funding` (`null` for spot, which has none).
 *
 * @public
 */
export declare function buildQuote(input: BuildQuoteInput): Quote;
export {};
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