type ExecutionSlippageStage = 'entry' | 'exit';
type ExecutionSlippageDirection = 'LONG' | 'SHORT';
type ExecutionSlippageModelParams = {
    baseSlippageBps?: number | null;
    spreadBps?: number | null;
    spreadMultiplier?: number | null;
    marketImpactBps?: number | null;
    delayRiskBps?: number | null;
};
type ExecutionSlippageBreakdown = {
    baseSlippageBps: number;
    spreadBps: number;
    spreadMultiplier: number;
    spreadSlippageBps: number;
    marketImpactBps: number;
    delayRiskBps: number;
    effectiveSlippageBps: number;
};
type ExecutionDelayRiskParams = {
    closes?: unknown[] | null;
    candles?: unknown[] | null;
    intervalMs?: number | null;
    expectedDelayMs?: number | null;
    lookbackCandles?: number | null;
    multiplier?: number | null;
    maxBps?: number | null;
};
type ApplyExecutionSlippageParams = ExecutionSlippageModelParams & {
    price: number;
    direction: ExecutionSlippageDirection;
    stage: ExecutionSlippageStage;
};
declare const calculateEffectiveSlippageBps: ({ baseSlippageBps, spreadBps, spreadMultiplier, marketImpactBps, delayRiskBps, }?: ExecutionSlippageModelParams) => number;
declare const calculateExecutionSlippageBreakdown: ({ baseSlippageBps, spreadBps, spreadMultiplier, marketImpactBps, delayRiskBps, }?: ExecutionSlippageModelParams) => ExecutionSlippageBreakdown;
declare const calculateDelayRiskBps: ({ closes, candles, intervalMs, expectedDelayMs, lookbackCandles, multiplier, maxBps, }?: ExecutionDelayRiskParams) => number | null;
declare const slippageBpsToRate: (slippageBps: number) => number;
declare const applyExecutionSlippage: ({ price, direction, stage, ...modelParams }: ApplyExecutionSlippageParams) => number;
declare const extractExecutionSpreadBps: (signal?: {
    additionalIndicators?: Record<string, unknown>;
}) => number | null;
declare const extractExecutionMarketImpactBps: (signal?: {
    additionalIndicators?: Record<string, unknown>;
}) => number | null;
declare const extractExecutionDelayRiskBps: (signal?: {
    interval?: unknown;
    indicators?: Record<string, unknown>;
    additionalIndicators?: Record<string, unknown>;
}) => number | null;

declare const normalizeStrategyOrderLinkKey: (strategyName: string | null | undefined) => string | null;
declare const createRuntimeOrderLinkPrefix: (strategyName: string | null | undefined) => string;
declare const parseStrategyOrderLinkKey: (orderLinkId: string | null | undefined) => string | null;

export { type ApplyExecutionSlippageParams, type ExecutionDelayRiskParams, type ExecutionSlippageBreakdown, type ExecutionSlippageDirection, type ExecutionSlippageModelParams, type ExecutionSlippageStage, applyExecutionSlippage, calculateDelayRiskBps, calculateEffectiveSlippageBps, calculateExecutionSlippageBreakdown, createRuntimeOrderLinkPrefix, extractExecutionDelayRiskBps, extractExecutionMarketImpactBps, extractExecutionSpreadBps, normalizeStrategyOrderLinkKey, parseStrategyOrderLinkKey, slippageBpsToRate };