/**
 * Orderbook-aware split order execution.
 *
 * Unlike TWAP (time-based splitting), this strategy reads the orderbook
 * before each slice and calculates optimal slice sizes based on available
 * depth. Each slice is placed as an IOC limit order at the worst acceptable
 * price within the slippage tolerance, ensuring no sweep beyond the target.
 *
 * Flow per slice:
 *   1. Fetch fresh orderbook
 *   2. Walk levels via computeExecutableSize to find fillable amount
 *   3. Place IOC limit at best price + slippage tolerance
 *   4. Wait for book to refresh, then repeat
 */
import type { ExchangeAdapter } from "../exchanges/index.js";
export interface SplitOrderParams {
    symbol: string;
    side: "buy" | "sell";
    totalSizeUsd: number;
    maxSlippagePct?: number;
    maxSlices?: number;
    delayMs?: number;
    minSliceUsd?: number;
}
export interface SplitSlice {
    index: number;
    size: string;
    price: string;
    notionalUsd: number;
    slippagePct: number;
    method: "limit_ioc" | "market";
    status: "filled" | "partial" | "failed";
}
export interface SplitOrderResult {
    symbol: string;
    side: "buy" | "sell";
    requestedUsd: number;
    filledUsd: number;
    filledSize: number;
    avgPrice: number;
    totalSlippagePct: number;
    slices: SplitSlice[];
    status: "complete" | "partial" | "failed";
    runtime: number;
}
/**
 * Execute a split order: orderbook-aware slicing with IOC limits.
 */
export declare function runSplitOrder(adapter: ExchangeAdapter, params: SplitOrderParams, log?: (msg: string) => void): Promise<SplitOrderResult>;