src/risk/index.ts

// Public API of the risk module: fees, fill accounting, builder fee, margin,
// liquidation approximation, ROE-to-price math for stops and fee-tier arithmetic.
// Everything here is pure math except `readUserFees`, which reads through an
// InfoRequester.

export {
  PERP_FEE_TIERS,
  PERP_MM_REBATE,
  MAX_STAKING_DISCOUNT,
  MAX_STAKING_DISCOUNT_HYPE,
  USER_FEES_WEIGHT,
  bpsToRate,
  rateToBps,
  feeTierForVolume,
  feeRatesForVolume,
  parseUserFees,
  parseFeeScheduleTiers,
  readUserFees,
  fillNotional,
  fillFee,
  roundTripFeeUsd,
  backtestTradePnlUsd,
  fundingPaymentUsd,
} from './fees.js';
export type {
  Numeric,
  PerpFeeTierId,
  PerpFeeTier,
  FeeRates,
  TierFeeRates,
  FeeDiscountOptions,
  AccountFeeRates,
  FeeFillInput,
  BacktestTradeInput,
} from './fees.js';

export { summarizeFills, isLiquidationFill } from './fill-summary.js';
export type { SummaryFill, SummarizeFillsOptions, FillsSummary } from './fill-summary.js';

export {
  PERP_BUILDER_FEE_CAP,
  builderFeeToBps,
  builderFeeToPercent,
  builderFeeToRate,
  builderFeeUsd,
  builderFeeToMaxFeeRate,
  parseMaxFeeRate,
  resolveBuilderFee,
} from './builder-fee.js';
export type { ResolveBuilderFeeInput } from './builder-fee.js';

export {
  sideSign,
  sideOfSzi,
  clampLeverage,
  assetAllowsCross,
  leverageUpdateParams,
  leverageMatches,
  roeFromPnl,
  roe,
  entryRoe,
  maintenanceMarginFraction,
  liquidationRoe,
  liquidationPriceMove,
  estimateLiquidationPrice,
  stopLiquidationBuffer,
  positionMargin,
  grossLeverage,
  marginRatio,
} from './margin.js';
export type {
  PositionSide,
  LeverageAssetMeta,
  LiquidationPriceInput,
} from './margin.js';

export { roeToPrice, roeToTriggerPrice, tpslLegPrices, averageEntryPx } from './stops.js';
export type { RoeBasis, RoeToPriceInput, TpslLegInput, TpslLegPrices, AverageEntryInput } from './stops.js';