@0xarchive/sdk 0.6.2 → 0.6.3

package/README.md

@@ -127,6 +127,62 @@ const history = await client.lighter.orderbook.history('BTC', {
 
 **Note:** The `granularity` parameter is ignored for Hyperliquid orderbook history.
 
+#### Orderbook Reconstruction (Enterprise Tier)
+
+For tick-level data, the SDK provides client-side orderbook reconstruction. This efficiently reconstructs full orderbook state from a checkpoint and incremental deltas.
+
+```typescript
+import { OrderBookReconstructor } from '@0xarchive/sdk';
+
+// Option 1: Get fully reconstructed snapshots (simplest)
+const snapshots = await client.lighter.orderbook.historyReconstructed('BTC', {
+  start: Date.now() - 3600000,
+  end: Date.now()
+});
+
+for (const ob of snapshots) {
+  console.log(`${ob.timestamp}: bid=${ob.bids[0]?.px} ask=${ob.asks[0]?.px}`);
+}
+
+// Option 2: Get raw tick data for custom reconstruction
+const tickData = await client.lighter.orderbook.historyTick('BTC', {
+  start: Date.now() - 3600000,
+  end: Date.now()
+});
+
+console.log(`Checkpoint: ${tickData.checkpoint.bids.length} bids`);
+console.log(`Deltas: ${tickData.deltas.length} updates`);
+
+// Option 3: Memory-efficient iteration (for large datasets)
+const reconstructor = client.lighter.orderbook.createReconstructor();
+for (const snapshot of reconstructor.iterate(tickData.checkpoint, tickData.deltas)) {
+  // Process each snapshot without loading all into memory
+  if (someCondition(snapshot)) break; // Early exit if needed
+}
+
+// Option 4: Get only final state (most efficient)
+const final = reconstructor.reconstructFinal(tickData.checkpoint, tickData.deltas);
+
+// Check for sequence gaps
+const gaps = OrderBookReconstructor.detectGaps(tickData.deltas);
+if (gaps.length > 0) {
+  console.warn('Sequence gaps detected:', gaps);
+}
+```
+
+**Methods:**
+| Method | Description |
+|--------|-------------|
+| `historyTick(coin, params)` | Get raw checkpoint + deltas for custom reconstruction |
+| `historyReconstructed(coin, params, options)` | Get fully reconstructed snapshots |
+| `createReconstructor()` | Create a reconstructor instance for manual control |
+
+**ReconstructOptions:**
+| Option | Default | Description |
+|--------|---------|-------------|
+| `depth` | all | Maximum price levels in output |
+| `emitAll` | `true` | If `false`, only return final state |
+
 ### Trades
 
 The trades API uses cursor-based pagination for efficient retrieval of large datasets.
@@ -663,7 +719,16 @@ import type {
   WsOptions,
   WsChannel,
   WsConnectionState,
+  // Orderbook reconstruction (Enterprise)
+  OrderbookDelta,
+  TickData,
+  ReconstructedOrderBook,
+  ReconstructOptions,
+  TickHistoryParams,
 } from '@0xarchive/sdk';
+
+// Import reconstructor class
+import { OrderBookReconstructor } from '@0xarchive/sdk';
 ```
 
 ## Runtime Validation

package/dist/index.d.mts

@@ -890,6 +890,154 @@ declare class HttpClient {
     get<T>(path: string, params?: Record<string, unknown>, schema?: z.ZodType<T>): Promise<T>;
 }
 
+/**
+ * Orderbook Reconstructor for tick-level delta data.
+ *
+ * Efficiently reconstructs full orderbook state from checkpoint + deltas.
+ * All reconstruction happens client-side for optimal server performance.
+ *
+ * @example
+ * ```typescript
+ * // Get raw tick data
+ * const tickData = await client.lighter.orderbook.historyTick('BTC', { start, end });
+ *
+ * // Reconstruct to get snapshots at each delta
+ * const reconstructor = new OrderBookReconstructor();
+ * const snapshots = reconstructor.reconstructAll(tickData.checkpoint, tickData.deltas);
+ *
+ * // Or iterate efficiently (memory-friendly for large datasets)
+ * for (const snapshot of reconstructor.iterate(tickData.checkpoint, tickData.deltas)) {
+ *   console.log(snapshot.timestamp, snapshot.bids[0], snapshot.asks[0]);
+ * }
+ * ```
+ */
+
+/**
+ * Reconstructed orderbook snapshot with timestamp
+ */
+interface ReconstructedOrderBook extends OrderBook {
+    /** Sequence number of the last applied delta */
+    sequence?: number;
+}
+/**
+ * Raw tick data from the API (checkpoint + deltas)
+ */
+interface TickData {
+    /** Initial orderbook state */
+    checkpoint: OrderBook;
+    /** Incremental changes to apply */
+    deltas: OrderbookDelta[];
+}
+/**
+ * Options for reconstruction
+ */
+interface ReconstructOptions {
+    /** Maximum depth (price levels) to include in output. Default: all levels */
+    depth?: number;
+    /** If true, yield a snapshot after every delta. If false, only return final state. Default: true */
+    emitAll?: boolean;
+}
+/**
+ * Orderbook Reconstructor
+ *
+ * Maintains orderbook state and efficiently applies delta updates.
+ * Uses sorted arrays with binary search for O(log n) insertions.
+ *
+ * Thread-safe for single-threaded JavaScript; for worker threads,
+ * create a separate instance per thread.
+ */
+declare class OrderBookReconstructor {
+    private bids;
+    private asks;
+    private coin;
+    private lastTimestamp;
+    private lastSequence;
+    /**
+     * Initialize or reset the reconstructor with a checkpoint
+     */
+    initialize(checkpoint: OrderBook): void;
+    /**
+     * Apply a single delta to the current state
+     */
+    applyDelta(delta: OrderbookDelta): void;
+    /**
+     * Get the current orderbook state as a snapshot
+     */
+    getSnapshot(depth?: number): ReconstructedOrderBook;
+    /**
+     * Convert internal level to API format
+     */
+    private toLevel;
+    /**
+     * Reconstruct all orderbook states from checkpoint + deltas.
+     * Returns an array of snapshots, one after each delta.
+     *
+     * For large datasets, prefer `iterate()` to avoid memory issues.
+     *
+     * @param checkpoint - Initial orderbook state
+     * @param deltas - Array of delta updates
+     * @param options - Reconstruction options
+     * @returns Array of reconstructed orderbook snapshots
+     */
+    reconstructAll(checkpoint: OrderBook, deltas: OrderbookDelta[], options?: ReconstructOptions): ReconstructedOrderBook[];
+    /**
+     * Iterate over reconstructed orderbook states (memory-efficient).
+     * Yields a snapshot after each delta is applied.
+     *
+     * @param checkpoint - Initial orderbook state
+     * @param deltas - Array of delta updates
+     * @param options - Reconstruction options
+     * @yields Reconstructed orderbook snapshots
+     */
+    iterate(checkpoint: OrderBook, deltas: OrderbookDelta[], options?: ReconstructOptions): Generator<ReconstructedOrderBook>;
+    /**
+     * Get the final reconstructed state without intermediate snapshots.
+     * Most efficient when you only need the end result.
+     *
+     * @param checkpoint - Initial orderbook state
+     * @param deltas - Array of delta updates
+     * @param depth - Maximum price levels to include
+     * @returns Final orderbook state after all deltas applied
+     */
+    reconstructFinal(checkpoint: OrderBook, deltas: OrderbookDelta[], depth?: number): ReconstructedOrderBook;
+    /**
+     * Check for sequence gaps in deltas.
+     * Returns array of missing sequence numbers.
+     *
+     * @param deltas - Array of delta updates
+     * @returns Array of [expectedSeq, actualSeq] tuples where gaps exist
+     */
+    static detectGaps(deltas: OrderbookDelta[]): Array<[number, number]>;
+}
+/**
+ * Convenience function for one-shot reconstruction.
+ * Creates a new reconstructor, processes data, and returns snapshots.
+ *
+ * @param tickData - Checkpoint and deltas from API
+ * @param options - Reconstruction options
+ * @returns Array of reconstructed orderbook snapshots
+ */
+declare function reconstructOrderBook(tickData: TickData, options?: ReconstructOptions): ReconstructedOrderBook[];
+/**
+ * Convenience function to get final orderbook state.
+ *
+ * @param tickData - Checkpoint and deltas from API
+ * @param depth - Maximum price levels
+ * @returns Final orderbook state
+ */
+declare function reconstructFinal(tickData: TickData, depth?: number): ReconstructedOrderBook;
+
+/**
+ * Parameters for tick-level orderbook history (Enterprise tier only)
+ */
+interface TickHistoryParams {
+    /** Start timestamp (Unix ms or ISO string) - REQUIRED */
+    start: number | string;
+    /** End timestamp (Unix ms or ISO string) - REQUIRED */
+    end: number | string;
+    /** Number of price levels in checkpoint (default: all) */
+    depth?: number;
+}
 /**
  * Order book API resource
  *
@@ -910,6 +1058,18 @@ declare class HttpClient {
  *   end: Date.now(),
  *   limit: 100
  * });
+ *
+ * // Enterprise: Get tick-level data with reconstruction
+ * const snapshots = await client.lighter.orderbook.historyReconstructed('BTC', {
+ *   start: Date.now() - 3600000,
+ *   end: Date.now()
+ * });
+ *
+ * // Enterprise: Get raw tick data for custom reconstruction
+ * const tickData = await client.lighter.orderbook.historyTick('BTC', {
+ *   start: Date.now() - 3600000,
+ *   end: Date.now()
+ * });
  * ```
  */
 declare class OrderBookResource {
@@ -952,6 +1112,97 @@ declare class OrderBookResource {
      * ```
      */
     history(coin: string, params: OrderBookHistoryParams): Promise<CursorResponse<OrderBook[]>>;
+    /**
+     * Get raw tick-level orderbook data (Enterprise tier only).
+     *
+     * Returns a checkpoint (full orderbook state) and array of deltas.
+     * Use this when you want to implement custom reconstruction logic
+     * (e.g., in Rust for maximum performance).
+     *
+     * For automatic reconstruction, use `historyReconstructed()` instead.
+     *
+     * @param coin - The coin symbol (e.g., 'BTC', 'ETH')
+     * @param params - Time range parameters
+     * @returns Tick data with checkpoint and deltas
+     *
+     * @example
+     * ```typescript
+     * const tickData = await client.lighter.orderbook.historyTick('BTC', {
+     *   start: Date.now() - 3600000,
+     *   end: Date.now()
+     * });
+     *
+     * console.log('Checkpoint:', tickData.checkpoint);
+     * console.log('Deltas:', tickData.deltas.length);
+     *
+     * // Implement your own reconstruction...
+     * for (const delta of tickData.deltas) {
+     *   // delta: { timestamp, side, price, size, sequence }
+     * }
+     * ```
+     */
+    historyTick(coin: string, params: TickHistoryParams): Promise<TickData>;
+    /**
+     * Get reconstructed tick-level orderbook history (Enterprise tier only).
+     *
+     * Fetches raw tick data and reconstructs full orderbook state at each delta.
+     * All reconstruction happens client-side for optimal server performance.
+     *
+     * For large time ranges, consider using `historyTick()` with the
+     * `OrderBookReconstructor.iterate()` method for memory efficiency.
+     *
+     * @param coin - The coin symbol (e.g., 'BTC', 'ETH')
+     * @param params - Time range parameters
+     * @param options - Reconstruction options
+     * @returns Array of reconstructed orderbook snapshots
+     *
+     * @example
+     * ```typescript
+     * // Get all snapshots
+     * const snapshots = await client.lighter.orderbook.historyReconstructed('BTC', {
+     *   start: Date.now() - 3600000,
+     *   end: Date.now()
+     * });
+     *
+     * for (const ob of snapshots) {
+     *   console.log(ob.timestamp, 'Best bid:', ob.bids[0]?.px, 'Best ask:', ob.asks[0]?.px);
+     * }
+     *
+     * // Get only final state
+     * const [final] = await client.lighter.orderbook.historyReconstructed('BTC',
+     *   { start, end },
+     *   { emitAll: false }
+     * );
+     * ```
+     */
+    historyReconstructed(coin: string, params: TickHistoryParams, options?: ReconstructOptions): Promise<ReconstructedOrderBook[]>;
+    /**
+     * Create a reconstructor for streaming tick-level data.
+     *
+     * Returns an OrderBookReconstructor instance that you can use
+     * to process tick data incrementally or with custom logic.
+     *
+     * @returns A new OrderBookReconstructor instance
+     *
+     * @example
+     * ```typescript
+     * const reconstructor = client.lighter.orderbook.createReconstructor();
+     * const tickData = await client.lighter.orderbook.historyTick('BTC', { start, end });
+     *
+     * // Memory-efficient iteration
+     * for (const snapshot of reconstructor.iterate(tickData.checkpoint, tickData.deltas)) {
+     *   // Process each snapshot
+     *   if (someCondition(snapshot)) break; // Early exit if needed
+     * }
+     *
+     * // Check for gaps
+     * const gaps = OrderBookReconstructor.detectGaps(tickData.deltas);
+     * if (gaps.length > 0) {
+     *   console.warn('Sequence gaps detected:', gaps);
+     * }
+     * ```
+     */
+    createReconstructor(): OrderBookReconstructor;
 }
 
 /**
@@ -3713,4 +3964,4 @@ type ValidatedCandle = z.infer<typeof CandleSchema>;
 type ValidatedLiquidation = z.infer<typeof LiquidationSchema>;
 type ValidatedWsServerMessage = z.infer<typeof WsServerMessageSchema>;
 
-export { type ApiError, type ApiMeta, ApiMetaSchema, type ApiResponse, ApiResponseSchema, type Candle, CandleArrayResponseSchema, type CandleHistoryParams, type CandleInterval, CandleIntervalSchema, CandleSchema, type ClientOptions, type CompletenessMetrics, type CoverageGap, type CoverageResponse, type CursorResponse, type DataFreshness, type DataTypeCoverage, type DataTypeStatus, type ExchangeCoverage, type ExchangeLatency, type ExchangeStatus, type FundingRate, FundingRateArrayResponseSchema, FundingRateResponseSchema, FundingRateSchema, type GetOrderBookParams, type GetTradesCursorParams, HyperliquidClient, type Incident, type IncidentSeverityValue, type IncidentStatusValue, type IncidentsResponse, type Instrument, InstrumentArrayResponseSchema, InstrumentResponseSchema, InstrumentSchema, type InstrumentType, InstrumentTypeSchema, type LatencyResponse, LighterClient, type LighterGranularity, type LighterInstrument, type Liquidation, LiquidationArrayResponseSchema, type LiquidationHistoryParams, LiquidationSchema, LiquidationSideSchema, type LiquidationsByUserParams, type ListIncidentsParams, type OpenInterest, OpenInterestArrayResponseSchema, OpenInterestResponseSchema, OpenInterestSchema, type OrderBook, OrderBookArrayResponseSchema, type OrderBookHistoryParams, OrderBookResponseSchema, OrderBookSchema, OxArchive, OxArchiveError, OxArchiveWs, type Pagination, type PriceLevel, PriceLevelSchema, type RestApiLatency, type SlaActual, type SlaParams, type SlaResponse, type SlaTargets, type StatusResponse, type SymbolCoverageResponse, type SymbolDataTypeCoverage, type SystemStatusValue, type Timestamp, type TimestampedRecord, TimestampedRecordSchema, type Trade, TradeArrayResponseSchema, type TradeDirection, TradeDirectionSchema, TradeSchema, type TradeSide, TradeSideSchema, type ValidatedApiMeta, type ValidatedCandle, type ValidatedFundingRate, type ValidatedInstrument, type ValidatedLiquidation, type ValidatedOpenInterest, type ValidatedOrderBook, type ValidatedPriceLevel, type ValidatedTrade, type ValidatedWsServerMessage, type WebSocketLatency, type WsChannel, WsChannelSchema, type WsClientMessage, type WsConnectionState, WsConnectionStateSchema, type WsData, WsDataSchema, type WsError, WsErrorSchema, type WsEventHandlers, type WsHistoricalBatch, WsHistoricalBatchSchema, type WsHistoricalData, WsHistoricalDataSchema, type WsOptions, type WsPing, type WsPong, WsPongSchema, type WsReplay, type WsReplayCompleted, WsReplayCompletedSchema, type WsReplayPause, type WsReplayPaused, WsReplayPausedSchema, type WsReplayResume, type WsReplayResumed, WsReplayResumedSchema, type WsReplaySeek, type WsReplayStarted, WsReplayStartedSchema, type WsReplayStop, type WsReplayStopped, WsReplayStoppedSchema, type WsServerMessage, WsServerMessageSchema, type WsStream, type WsStreamCompleted, WsStreamCompletedSchema, type WsStreamProgress, WsStreamProgressSchema, type WsStreamStarted, WsStreamStartedSchema, type WsStreamStop, type WsStreamStopped, WsStreamStoppedSchema, type WsSubscribe, type WsSubscribed, WsSubscribedSchema, type WsUnsubscribe, type WsUnsubscribed, WsUnsubscribedSchema, OxArchive as default };
+export { type ApiError, type ApiMeta, ApiMetaSchema, type ApiResponse, ApiResponseSchema, type Candle, CandleArrayResponseSchema, type CandleHistoryParams, type CandleInterval, CandleIntervalSchema, CandleSchema, type ClientOptions, type CompletenessMetrics, type CoverageGap, type CoverageResponse, type CursorResponse, type DataFreshness, type DataTypeCoverage, type DataTypeStatus, type ExchangeCoverage, type ExchangeLatency, type ExchangeStatus, type FundingRate, FundingRateArrayResponseSchema, FundingRateResponseSchema, FundingRateSchema, type GetOrderBookParams, type GetTradesCursorParams, HyperliquidClient, type Incident, type IncidentSeverityValue, type IncidentStatusValue, type IncidentsResponse, type Instrument, InstrumentArrayResponseSchema, InstrumentResponseSchema, InstrumentSchema, type InstrumentType, InstrumentTypeSchema, type LatencyResponse, LighterClient, type LighterGranularity, type LighterInstrument, type Liquidation, LiquidationArrayResponseSchema, type LiquidationHistoryParams, LiquidationSchema, LiquidationSideSchema, type LiquidationsByUserParams, type ListIncidentsParams, type OpenInterest, OpenInterestArrayResponseSchema, OpenInterestResponseSchema, OpenInterestSchema, type OrderBook, OrderBookArrayResponseSchema, type OrderBookHistoryParams, OrderBookReconstructor, OrderBookResponseSchema, OrderBookSchema, type OrderbookDelta, OxArchive, OxArchiveError, OxArchiveWs, type Pagination, type PriceLevel, PriceLevelSchema, type ReconstructOptions, type ReconstructedOrderBook, type RestApiLatency, type SlaActual, type SlaParams, type SlaResponse, type SlaTargets, type StatusResponse, type SymbolCoverageResponse, type SymbolDataTypeCoverage, type SystemStatusValue, type TickData, type TickHistoryParams, type Timestamp, type TimestampedRecord, TimestampedRecordSchema, type Trade, TradeArrayResponseSchema, type TradeDirection, TradeDirectionSchema, TradeSchema, type TradeSide, TradeSideSchema, type ValidatedApiMeta, type ValidatedCandle, type ValidatedFundingRate, type ValidatedInstrument, type ValidatedLiquidation, type ValidatedOpenInterest, type ValidatedOrderBook, type ValidatedPriceLevel, type ValidatedTrade, type ValidatedWsServerMessage, type WebSocketLatency, type WsChannel, WsChannelSchema, type WsClientMessage, type WsConnectionState, WsConnectionStateSchema, type WsData, WsDataSchema, type WsError, WsErrorSchema, type WsEventHandlers, type WsHistoricalBatch, WsHistoricalBatchSchema, type WsHistoricalData, WsHistoricalDataSchema, type WsHistoricalTickData, type WsOptions, type WsPing, type WsPong, WsPongSchema, type WsReplay, type WsReplayCompleted, WsReplayCompletedSchema, type WsReplayPause, type WsReplayPaused, WsReplayPausedSchema, type WsReplayResume, type WsReplayResumed, WsReplayResumedSchema, type WsReplaySeek, type WsReplayStarted, WsReplayStartedSchema, type WsReplayStop, type WsReplayStopped, WsReplayStoppedSchema, type WsServerMessage, WsServerMessageSchema, type WsStream, type WsStreamCompleted, WsStreamCompletedSchema, type WsStreamProgress, WsStreamProgressSchema, type WsStreamStarted, WsStreamStartedSchema, type WsStreamStop, type WsStreamStopped, WsStreamStoppedSchema, type WsSubscribe, type WsSubscribed, WsSubscribedSchema, type WsUnsubscribe, type WsUnsubscribed, WsUnsubscribedSchema, OxArchive as default, reconstructFinal, reconstructOrderBook };

package/dist/index.d.ts

@@ -890,6 +890,154 @@ declare class HttpClient {
     get<T>(path: string, params?: Record<string, unknown>, schema?: z.ZodType<T>): Promise<T>;
 }
 
+/**
+ * Orderbook Reconstructor for tick-level delta data.
+ *
+ * Efficiently reconstructs full orderbook state from checkpoint + deltas.
+ * All reconstruction happens client-side for optimal server performance.
+ *
+ * @example
+ * ```typescript
+ * // Get raw tick data
+ * const tickData = await client.lighter.orderbook.historyTick('BTC', { start, end });
+ *
+ * // Reconstruct to get snapshots at each delta
+ * const reconstructor = new OrderBookReconstructor();
+ * const snapshots = reconstructor.reconstructAll(tickData.checkpoint, tickData.deltas);
+ *
+ * // Or iterate efficiently (memory-friendly for large datasets)
+ * for (const snapshot of reconstructor.iterate(tickData.checkpoint, tickData.deltas)) {
+ *   console.log(snapshot.timestamp, snapshot.bids[0], snapshot.asks[0]);
+ * }
+ * ```
+ */
+
+/**
+ * Reconstructed orderbook snapshot with timestamp
+ */
+interface ReconstructedOrderBook extends OrderBook {
+    /** Sequence number of the last applied delta */
+    sequence?: number;
+}
+/**
+ * Raw tick data from the API (checkpoint + deltas)
+ */
+interface TickData {
+    /** Initial orderbook state */
+    checkpoint: OrderBook;
+    /** Incremental changes to apply */
+    deltas: OrderbookDelta[];
+}
+/**
+ * Options for reconstruction
+ */
+interface ReconstructOptions {
+    /** Maximum depth (price levels) to include in output. Default: all levels */
+    depth?: number;
+    /** If true, yield a snapshot after every delta. If false, only return final state. Default: true */
+    emitAll?: boolean;
+}
+/**
+ * Orderbook Reconstructor
+ *
+ * Maintains orderbook state and efficiently applies delta updates.
+ * Uses sorted arrays with binary search for O(log n) insertions.
+ *
+ * Thread-safe for single-threaded JavaScript; for worker threads,
+ * create a separate instance per thread.
+ */
+declare class OrderBookReconstructor {
+    private bids;
+    private asks;
+    private coin;
+    private lastTimestamp;
+    private lastSequence;
+    /**
+     * Initialize or reset the reconstructor with a checkpoint
+     */
+    initialize(checkpoint: OrderBook): void;
+    /**
+     * Apply a single delta to the current state
+     */
+    applyDelta(delta: OrderbookDelta): void;
+    /**
+     * Get the current orderbook state as a snapshot
+     */
+    getSnapshot(depth?: number): ReconstructedOrderBook;
+    /**
+     * Convert internal level to API format
+     */
+    private toLevel;
+    /**
+     * Reconstruct all orderbook states from checkpoint + deltas.
+     * Returns an array of snapshots, one after each delta.
+     *
+     * For large datasets, prefer `iterate()` to avoid memory issues.
+     *
+     * @param checkpoint - Initial orderbook state
+     * @param deltas - Array of delta updates
+     * @param options - Reconstruction options
+     * @returns Array of reconstructed orderbook snapshots
+     */
+    reconstructAll(checkpoint: OrderBook, deltas: OrderbookDelta[], options?: ReconstructOptions): ReconstructedOrderBook[];
+    /**
+     * Iterate over reconstructed orderbook states (memory-efficient).
+     * Yields a snapshot after each delta is applied.
+     *
+     * @param checkpoint - Initial orderbook state
+     * @param deltas - Array of delta updates
+     * @param options - Reconstruction options
+     * @yields Reconstructed orderbook snapshots
+     */
+    iterate(checkpoint: OrderBook, deltas: OrderbookDelta[], options?: ReconstructOptions): Generator<ReconstructedOrderBook>;
+    /**
+     * Get the final reconstructed state without intermediate snapshots.
+     * Most efficient when you only need the end result.
+     *
+     * @param checkpoint - Initial orderbook state
+     * @param deltas - Array of delta updates
+     * @param depth - Maximum price levels to include
+     * @returns Final orderbook state after all deltas applied
+     */
+    reconstructFinal(checkpoint: OrderBook, deltas: OrderbookDelta[], depth?: number): ReconstructedOrderBook;
+    /**
+     * Check for sequence gaps in deltas.
+     * Returns array of missing sequence numbers.
+     *
+     * @param deltas - Array of delta updates
+     * @returns Array of [expectedSeq, actualSeq] tuples where gaps exist
+     */
+    static detectGaps(deltas: OrderbookDelta[]): Array<[number, number]>;
+}
+/**
+ * Convenience function for one-shot reconstruction.
+ * Creates a new reconstructor, processes data, and returns snapshots.
+ *
+ * @param tickData - Checkpoint and deltas from API
+ * @param options - Reconstruction options
+ * @returns Array of reconstructed orderbook snapshots
+ */
+declare function reconstructOrderBook(tickData: TickData, options?: ReconstructOptions): ReconstructedOrderBook[];
+/**
+ * Convenience function to get final orderbook state.
+ *
+ * @param tickData - Checkpoint and deltas from API
+ * @param depth - Maximum price levels
+ * @returns Final orderbook state
+ */
+declare function reconstructFinal(tickData: TickData, depth?: number): ReconstructedOrderBook;
+
+/**
+ * Parameters for tick-level orderbook history (Enterprise tier only)
+ */
+interface TickHistoryParams {
+    /** Start timestamp (Unix ms or ISO string) - REQUIRED */
+    start: number | string;
+    /** End timestamp (Unix ms or ISO string) - REQUIRED */
+    end: number | string;
+    /** Number of price levels in checkpoint (default: all) */
+    depth?: number;
+}
 /**
  * Order book API resource
  *
@@ -910,6 +1058,18 @@ declare class HttpClient {
  *   end: Date.now(),
  *   limit: 100
  * });
+ *
+ * // Enterprise: Get tick-level data with reconstruction
+ * const snapshots = await client.lighter.orderbook.historyReconstructed('BTC', {
+ *   start: Date.now() - 3600000,
+ *   end: Date.now()
+ * });
+ *
+ * // Enterprise: Get raw tick data for custom reconstruction
+ * const tickData = await client.lighter.orderbook.historyTick('BTC', {
+ *   start: Date.now() - 3600000,
+ *   end: Date.now()
+ * });
  * ```
  */
 declare class OrderBookResource {
@@ -952,6 +1112,97 @@ declare class OrderBookResource {
      * ```
      */
     history(coin: string, params: OrderBookHistoryParams): Promise<CursorResponse<OrderBook[]>>;
+    /**
+     * Get raw tick-level orderbook data (Enterprise tier only).
+     *
+     * Returns a checkpoint (full orderbook state) and array of deltas.
+     * Use this when you want to implement custom reconstruction logic
+     * (e.g., in Rust for maximum performance).
+     *
+     * For automatic reconstruction, use `historyReconstructed()` instead.
+     *
+     * @param coin - The coin symbol (e.g., 'BTC', 'ETH')
+     * @param params - Time range parameters
+     * @returns Tick data with checkpoint and deltas
+     *
+     * @example
+     * ```typescript
+     * const tickData = await client.lighter.orderbook.historyTick('BTC', {
+     *   start: Date.now() - 3600000,
+     *   end: Date.now()
+     * });
+     *
+     * console.log('Checkpoint:', tickData.checkpoint);
+     * console.log('Deltas:', tickData.deltas.length);
+     *
+     * // Implement your own reconstruction...
+     * for (const delta of tickData.deltas) {
+     *   // delta: { timestamp, side, price, size, sequence }
+     * }
+     * ```
+     */
+    historyTick(coin: string, params: TickHistoryParams): Promise<TickData>;
+    /**
+     * Get reconstructed tick-level orderbook history (Enterprise tier only).
+     *
+     * Fetches raw tick data and reconstructs full orderbook state at each delta.
+     * All reconstruction happens client-side for optimal server performance.
+     *
+     * For large time ranges, consider using `historyTick()` with the
+     * `OrderBookReconstructor.iterate()` method for memory efficiency.
+     *
+     * @param coin - The coin symbol (e.g., 'BTC', 'ETH')
+     * @param params - Time range parameters
+     * @param options - Reconstruction options
+     * @returns Array of reconstructed orderbook snapshots
+     *
+     * @example
+     * ```typescript
+     * // Get all snapshots
+     * const snapshots = await client.lighter.orderbook.historyReconstructed('BTC', {
+     *   start: Date.now() - 3600000,
+     *   end: Date.now()
+     * });
+     *
+     * for (const ob of snapshots) {
+     *   console.log(ob.timestamp, 'Best bid:', ob.bids[0]?.px, 'Best ask:', ob.asks[0]?.px);
+     * }
+     *
+     * // Get only final state
+     * const [final] = await client.lighter.orderbook.historyReconstructed('BTC',
+     *   { start, end },
+     *   { emitAll: false }
+     * );
+     * ```
+     */
+    historyReconstructed(coin: string, params: TickHistoryParams, options?: ReconstructOptions): Promise<ReconstructedOrderBook[]>;
+    /**
+     * Create a reconstructor for streaming tick-level data.
+     *
+     * Returns an OrderBookReconstructor instance that you can use
+     * to process tick data incrementally or with custom logic.
+     *
+     * @returns A new OrderBookReconstructor instance
+     *
+     * @example
+     * ```typescript
+     * const reconstructor = client.lighter.orderbook.createReconstructor();
+     * const tickData = await client.lighter.orderbook.historyTick('BTC', { start, end });
+     *
+     * // Memory-efficient iteration
+     * for (const snapshot of reconstructor.iterate(tickData.checkpoint, tickData.deltas)) {
+     *   // Process each snapshot
+     *   if (someCondition(snapshot)) break; // Early exit if needed
+     * }
+     *
+     * // Check for gaps
+     * const gaps = OrderBookReconstructor.detectGaps(tickData.deltas);
+     * if (gaps.length > 0) {
+     *   console.warn('Sequence gaps detected:', gaps);
+     * }
+     * ```
+     */
+    createReconstructor(): OrderBookReconstructor;
 }
 
 /**
@@ -3713,4 +3964,4 @@ type ValidatedCandle = z.infer<typeof CandleSchema>;
 type ValidatedLiquidation = z.infer<typeof LiquidationSchema>;
 type ValidatedWsServerMessage = z.infer<typeof WsServerMessageSchema>;
 
-export { type ApiError, type ApiMeta, ApiMetaSchema, type ApiResponse, ApiResponseSchema, type Candle, CandleArrayResponseSchema, type CandleHistoryParams, type CandleInterval, CandleIntervalSchema, CandleSchema, type ClientOptions, type CompletenessMetrics, type CoverageGap, type CoverageResponse, type CursorResponse, type DataFreshness, type DataTypeCoverage, type DataTypeStatus, type ExchangeCoverage, type ExchangeLatency, type ExchangeStatus, type FundingRate, FundingRateArrayResponseSchema, FundingRateResponseSchema, FundingRateSchema, type GetOrderBookParams, type GetTradesCursorParams, HyperliquidClient, type Incident, type IncidentSeverityValue, type IncidentStatusValue, type IncidentsResponse, type Instrument, InstrumentArrayResponseSchema, InstrumentResponseSchema, InstrumentSchema, type InstrumentType, InstrumentTypeSchema, type LatencyResponse, LighterClient, type LighterGranularity, type LighterInstrument, type Liquidation, LiquidationArrayResponseSchema, type LiquidationHistoryParams, LiquidationSchema, LiquidationSideSchema, type LiquidationsByUserParams, type ListIncidentsParams, type OpenInterest, OpenInterestArrayResponseSchema, OpenInterestResponseSchema, OpenInterestSchema, type OrderBook, OrderBookArrayResponseSchema, type OrderBookHistoryParams, OrderBookResponseSchema, OrderBookSchema, OxArchive, OxArchiveError, OxArchiveWs, type Pagination, type PriceLevel, PriceLevelSchema, type RestApiLatency, type SlaActual, type SlaParams, type SlaResponse, type SlaTargets, type StatusResponse, type SymbolCoverageResponse, type SymbolDataTypeCoverage, type SystemStatusValue, type Timestamp, type TimestampedRecord, TimestampedRecordSchema, type Trade, TradeArrayResponseSchema, type TradeDirection, TradeDirectionSchema, TradeSchema, type TradeSide, TradeSideSchema, type ValidatedApiMeta, type ValidatedCandle, type ValidatedFundingRate, type ValidatedInstrument, type ValidatedLiquidation, type ValidatedOpenInterest, type ValidatedOrderBook, type ValidatedPriceLevel, type ValidatedTrade, type ValidatedWsServerMessage, type WebSocketLatency, type WsChannel, WsChannelSchema, type WsClientMessage, type WsConnectionState, WsConnectionStateSchema, type WsData, WsDataSchema, type WsError, WsErrorSchema, type WsEventHandlers, type WsHistoricalBatch, WsHistoricalBatchSchema, type WsHistoricalData, WsHistoricalDataSchema, type WsOptions, type WsPing, type WsPong, WsPongSchema, type WsReplay, type WsReplayCompleted, WsReplayCompletedSchema, type WsReplayPause, type WsReplayPaused, WsReplayPausedSchema, type WsReplayResume, type WsReplayResumed, WsReplayResumedSchema, type WsReplaySeek, type WsReplayStarted, WsReplayStartedSchema, type WsReplayStop, type WsReplayStopped, WsReplayStoppedSchema, type WsServerMessage, WsServerMessageSchema, type WsStream, type WsStreamCompleted, WsStreamCompletedSchema, type WsStreamProgress, WsStreamProgressSchema, type WsStreamStarted, WsStreamStartedSchema, type WsStreamStop, type WsStreamStopped, WsStreamStoppedSchema, type WsSubscribe, type WsSubscribed, WsSubscribedSchema, type WsUnsubscribe, type WsUnsubscribed, WsUnsubscribedSchema, OxArchive as default };
+export { type ApiError, type ApiMeta, ApiMetaSchema, type ApiResponse, ApiResponseSchema, type Candle, CandleArrayResponseSchema, type CandleHistoryParams, type CandleInterval, CandleIntervalSchema, CandleSchema, type ClientOptions, type CompletenessMetrics, type CoverageGap, type CoverageResponse, type CursorResponse, type DataFreshness, type DataTypeCoverage, type DataTypeStatus, type ExchangeCoverage, type ExchangeLatency, type ExchangeStatus, type FundingRate, FundingRateArrayResponseSchema, FundingRateResponseSchema, FundingRateSchema, type GetOrderBookParams, type GetTradesCursorParams, HyperliquidClient, type Incident, type IncidentSeverityValue, type IncidentStatusValue, type IncidentsResponse, type Instrument, InstrumentArrayResponseSchema, InstrumentResponseSchema, InstrumentSchema, type InstrumentType, InstrumentTypeSchema, type LatencyResponse, LighterClient, type LighterGranularity, type LighterInstrument, type Liquidation, LiquidationArrayResponseSchema, type LiquidationHistoryParams, LiquidationSchema, LiquidationSideSchema, type LiquidationsByUserParams, type ListIncidentsParams, type OpenInterest, OpenInterestArrayResponseSchema, OpenInterestResponseSchema, OpenInterestSchema, type OrderBook, OrderBookArrayResponseSchema, type OrderBookHistoryParams, OrderBookReconstructor, OrderBookResponseSchema, OrderBookSchema, type OrderbookDelta, OxArchive, OxArchiveError, OxArchiveWs, type Pagination, type PriceLevel, PriceLevelSchema, type ReconstructOptions, type ReconstructedOrderBook, type RestApiLatency, type SlaActual, type SlaParams, type SlaResponse, type SlaTargets, type StatusResponse, type SymbolCoverageResponse, type SymbolDataTypeCoverage, type SystemStatusValue, type TickData, type TickHistoryParams, type Timestamp, type TimestampedRecord, TimestampedRecordSchema, type Trade, TradeArrayResponseSchema, type TradeDirection, TradeDirectionSchema, TradeSchema, type TradeSide, TradeSideSchema, type ValidatedApiMeta, type ValidatedCandle, type ValidatedFundingRate, type ValidatedInstrument, type ValidatedLiquidation, type ValidatedOpenInterest, type ValidatedOrderBook, type ValidatedPriceLevel, type ValidatedTrade, type ValidatedWsServerMessage, type WebSocketLatency, type WsChannel, WsChannelSchema, type WsClientMessage, type WsConnectionState, WsConnectionStateSchema, type WsData, WsDataSchema, type WsError, WsErrorSchema, type WsEventHandlers, type WsHistoricalBatch, WsHistoricalBatchSchema, type WsHistoricalData, WsHistoricalDataSchema, type WsHistoricalTickData, type WsOptions, type WsPing, type WsPong, WsPongSchema, type WsReplay, type WsReplayCompleted, WsReplayCompletedSchema, type WsReplayPause, type WsReplayPaused, WsReplayPausedSchema, type WsReplayResume, type WsReplayResumed, WsReplayResumedSchema, type WsReplaySeek, type WsReplayStarted, WsReplayStartedSchema, type WsReplayStop, type WsReplayStopped, WsReplayStoppedSchema, type WsServerMessage, WsServerMessageSchema, type WsStream, type WsStreamCompleted, WsStreamCompletedSchema, type WsStreamProgress, WsStreamProgressSchema, type WsStreamStarted, WsStreamStartedSchema, type WsStreamStop, type WsStreamStopped, WsStreamStoppedSchema, type WsSubscribe, type WsSubscribed, WsSubscribedSchema, type WsUnsubscribe, type WsUnsubscribed, WsUnsubscribedSchema, OxArchive as default, reconstructFinal, reconstructOrderBook };