import { BigNumber, CallOverrides } from 'ethers';
import { SimulateMarketOrderByMarginParams, SimulateTradeResult, SimulateMarketOrderByLeverageParams, SimulateCloseParams, SimulateRemoveLiquidityParams, SimulateRemoveLiquidityResult, InstrumentIdentifier, SimulateAdjustMarginByMarginParams, SimulateAdjustMarginByLeverageParams, SimulateAdjustMarginByMarginResult, SimulateAdjustMarginByLeverageResult, SimulateCrossMarketOrderParams, SimulateCrossMarketOrderResult, SimulateLimitOrderResult, SimulateLimitOrderParams, SimulateBatchPlaceResult, SimulateBatchPlaceParams, SimulateAddLiquidityWithAsymmetricRangeParams, SimulateAddLiquidityWithAsymmetricRangeResult, SimulateAddLiquidityParams, SimulateAddLiquidityResult, SimulateScaledLimitOrderParams, SimulateScaledLimitOrderResult, SimulateImpermenantLossParams, SimulateImpermenantLossResult } from '../types';
import { SimulateInterface } from './simulate.interface';
import { Context } from '@derivation-tech/context';
export declare class SimulateModule implements SimulateInterface {
    context: Context;
    constructor(context: Context);
    private get observer();
    private getPosition;
    private getPortfolio;
    private getPriceInfo;
    private mustGetInstrumentAndAmm;
    private getInstrumentAndAmm;
    private inquireByBaseOrQuote;
    simulateCrossMarketOrder(params: SimulateCrossMarketOrderParams, overrides?: CallOverrides): Promise<SimulateCrossMarketOrderResult>;
    simulateLimitOrder(params: SimulateLimitOrderParams, overrides?: CallOverrides): Promise<SimulateLimitOrderResult>;
    protected simulateBatchPlace(params: SimulateBatchPlaceParams, overrides?: CallOverrides): Promise<SimulateBatchPlaceResult>;
    simulateScaledLimitOrder(params: SimulateScaledLimitOrderParams, overrides?: CallOverrides): Promise<SimulateScaledLimitOrderResult>;
    private _simulateOrder;
    private simulateTrade;
    simulateMarketOrderByMargin(params: SimulateMarketOrderByMarginParams, overrides?: CallOverrides): Promise<SimulateTradeResult>;
    protected _simulateMarketOrderByLeverage(params: SimulateMarketOrderByLeverageParams, overrides?: CallOverrides): Promise<SimulateTradeResult>;
    simulateMarketOrderByLeverage(params: SimulateMarketOrderByLeverageParams, overrides?: CallOverrides): Promise<SimulateTradeResult>;
    simulateClose(params: SimulateCloseParams, overrides?: CallOverrides): Promise<SimulateTradeResult>;
    private simulateAdjustMargin;
    simulateAdjustMarginByMargin(params: SimulateAdjustMarginByMarginParams, overrides?: CallOverrides): Promise<SimulateAdjustMarginByMarginResult>;
    simulateAdjustMarginByLeverage(params: SimulateAdjustMarginByLeverageParams, overrides?: CallOverrides): Promise<SimulateAdjustMarginByLeverageResult>;
    simulateBenchmarkPrice(instrumentIdentifier: InstrumentIdentifier, expiry: number, overrides?: CallOverrides): Promise<BigNumber>;
    simulateAddLiquidity(params: SimulateAddLiquidityParams, overrides?: CallOverrides): Promise<SimulateAddLiquidityResult>;
    private _getMinLiquidity;
    protected _simulateAddLiquidityWithAsymmetricRange(params: SimulateAddLiquidityWithAsymmetricRangeParams, overrides?: CallOverrides): Promise<SimulateAddLiquidityWithAsymmetricRangeResult>;
    simulateAddLiquidityWithAsymmetricRange(params: SimulateAddLiquidityWithAsymmetricRangeParams, overrides?: CallOverrides): Promise<SimulateAddLiquidityWithAsymmetricRangeResult>;
    simulateRemoveLiquidity(params: SimulateRemoveLiquidityParams, overrides?: CallOverrides): Promise<SimulateRemoveLiquidityResult>;
    simulateImpermanentLoss(params: SimulateImpermenantLossParams, overrides?: CallOverrides): Promise<SimulateImpermenantLossResult[]>;
}
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