import type * as Markets from "./markets.js";
import type { PortfolioOptions } from "./binary/portfolio.js";
/**
 *  Default lower time bound for every portfolio read's trades leg: the last seven days.
 *
 *  The trades leg scopes a wallet's fills to one market type by pool set. That is fast
 *  when the wallet's fills are dense in the requested type and slow when they are sparse:
 *  a spot market-maker asking for its BINARY fills walks every fill it has, rejecting each,
 *  before it can return nothing. Measured on the development indexer: 24.8s unbounded,
 *  208ms bounded to a week. A bound is the only shape that is fast for every wallet
 *  without a schema change, so it is the default rather than an option — the SDK's
 *  standing position on wallet-scoped trade history. Pass `since` to widen it.
 */
export declare const DEFAULT_TRADES_SINCE_SEC: number;
/**
 *  The trades `where`, the open-orders `where`, and the bound the trades leg was read
 *  with, for a portfolio read of one market type. Scoped by pool set, never by the
 *  `market` relationship (a correlated EXISTS per row — see pools.ts, "type scope, as
 *  pools"). The pool set is memoized, so after the first call this adds no round-trip.
 */
export declare function portfolioScope(type: Markets.MarketType, acct: string, opts: PortfolioOptions, indexerUrl: string): Promise<{
    since: number;
    fillWhere: Record<string, unknown>;
    orderWhere: Record<string, unknown>;
}>;