@0xarchive/sdk 1.2.0 → 1.3.0

package/dist/index.js

@@ -39,6 +39,8 @@ __export(index_exports, {
   InstrumentResponseSchema: () => InstrumentResponseSchema,
   InstrumentSchema: () => InstrumentSchema,
   InstrumentTypeSchema: () => InstrumentTypeSchema,
+  L2OrderBookResource: () => L2OrderBookResource,
+  L4OrderBookReconstructor: () => L4OrderBookReconstructor,
   LighterClient: () => LighterClient,
   LiquidationArrayResponseSchema: () => LiquidationArrayResponseSchema,
   LiquidationSchema: () => LiquidationSchema,
@@ -1789,6 +1791,51 @@ var L4OrderBookResource = class {
   }
 };
 
+// src/resources/l2-orderbook.ts
+var L2OrderBookResource = class {
+  constructor(http, basePath = "/v1", coinTransform = (c) => c.toUpperCase()) {
+    this.http = http;
+    this.basePath = basePath;
+    this.coinTransform = coinTransform;
+  }
+  /** Get full-depth L2 order book snapshot. */
+  async get(symbol, params) {
+    const coin = this.coinTransform(symbol);
+    const query = {};
+    if (params?.timestamp != null) query.timestamp = params.timestamp;
+    if (params?.depth != null) query.depth = params.depth;
+    const resp = await this.http.get(
+      `${this.basePath}/orderbook/${encodeURIComponent(coin)}/l2`,
+      query
+    );
+    return resp.data;
+  }
+  /** Get paginated L2 full-depth history. */
+  async history(symbol, params) {
+    const coin = this.coinTransform(symbol);
+    const resp = await this.http.get(
+      `${this.basePath}/orderbook/${encodeURIComponent(coin)}/l2/history`,
+      params
+    );
+    return {
+      data: resp.data,
+      nextCursor: resp.meta?.next_cursor ?? void 0
+    };
+  }
+  /** Get tick-level L2 order book diffs. */
+  async diffs(symbol, params) {
+    const coin = this.coinTransform(symbol);
+    const resp = await this.http.get(
+      `${this.basePath}/orderbook/${encodeURIComponent(coin)}/l2/diffs`,
+      params
+    );
+    return {
+      data: resp.data,
+      nextCursor: resp.meta?.next_cursor ?? void 0
+    };
+  }
+};
+
 // src/resources/l3-orderbook.ts
 var L3OrderBookResource = class {
   constructor(http, basePath = "/v1", coinTransform = (c) => c.toUpperCase()) {
@@ -1864,6 +1911,10 @@ var HyperliquidClient = class {
    * L4 order book (snapshots, diffs, history)
    */
   l4Orderbook;
+  /**
+   * L2 full-depth order book (derived from L4)
+   */
+  l2Orderbook;
   /**
    * HIP-3 builder-deployed perpetuals (February 2026+)
    */
@@ -1881,6 +1932,7 @@ var HyperliquidClient = class {
     this.liquidations = new LiquidationsResource(http, basePath);
     this.orders = new OrdersResource(http, basePath);
     this.l4Orderbook = new L4OrderBookResource(http, basePath);
+    this.l2Orderbook = new L2OrderBookResource(http, basePath);
     this.hip3 = new Hip3Client(http);
   }
   /**
@@ -1967,6 +2019,10 @@ var Hip3Client = class {
    * L4 order book (snapshots, diffs, history)
    */
   l4Orderbook;
+  /**
+   * L2 full-depth order book (derived from L4)
+   */
+  l2Orderbook;
   http;
   constructor(http) {
     this.http = http;
@@ -1981,6 +2037,7 @@ var Hip3Client = class {
     this.liquidations = new LiquidationsResource(http, basePath, coinTransform);
     this.orders = new OrdersResource(http, basePath, coinTransform);
     this.l4Orderbook = new L4OrderBookResource(http, basePath, coinTransform);
+    this.l2Orderbook = new L2OrderBookResource(http, basePath, coinTransform);
   }
   /**
    * Get per-symbol data freshness across all data types
@@ -2860,6 +2917,136 @@ var OxArchiveWs = class {
     }
   }
 };
+
+// src/l4-reconstructor.ts
+var L4OrderBookReconstructor = class {
+  orders = /* @__PURE__ */ new Map();
+  bidPrices = /* @__PURE__ */ new Map();
+  askPrices = /* @__PURE__ */ new Map();
+  /** Initialize from an L4 checkpoint. */
+  loadCheckpoint(checkpoint) {
+    this.orders.clear();
+    this.bidPrices.clear();
+    this.askPrices.clear();
+    for (const order of [...checkpoint.bids, ...checkpoint.asks]) {
+      const oid = order.oid;
+      const price = Number(order.price);
+      const size = Number(order.size);
+      const side = order.side;
+      this.orders.set(oid, {
+        oid,
+        userAddress: order.user_address ?? order.userAddress ?? "",
+        side,
+        price,
+        size
+      });
+      const priceMap = side === "B" ? this.bidPrices : this.askPrices;
+      if (!priceMap.has(price)) priceMap.set(price, /* @__PURE__ */ new Set());
+      priceMap.get(price).add(oid);
+    }
+  }
+  /** Apply a single L4 diff with matching engine. */
+  applyDiff(diff, nonRestingOids) {
+    const dt = diff.diff_type ?? diff.diffType;
+    const oid = diff.oid;
+    if (dt === "new") {
+      if (nonRestingOids?.has(oid)) return;
+      const newSize = diff.new_size ?? diff.newSize;
+      if (newSize == null || newSize <= 0) return;
+      const { side, price } = diff;
+      const sz = newSize;
+      if (side === "B") {
+        for (const [askPx, oids] of this.askPrices) {
+          if (askPx <= price) {
+            for (const crossedOid of oids) this.orders.delete(crossedOid);
+            this.askPrices.delete(askPx);
+          }
+        }
+      } else {
+        for (const [bidPx, oids] of this.bidPrices) {
+          if (bidPx >= price) {
+            for (const crossedOid of oids) this.orders.delete(crossedOid);
+            this.bidPrices.delete(bidPx);
+          }
+        }
+      }
+      this.orders.set(oid, {
+        oid,
+        userAddress: diff.user_address ?? diff.userAddress ?? "",
+        side,
+        price,
+        size: sz
+      });
+      const priceMap = side === "B" ? this.bidPrices : this.askPrices;
+      if (!priceMap.has(price)) priceMap.set(price, /* @__PURE__ */ new Set());
+      priceMap.get(price).add(oid);
+    } else if (dt === "update") {
+      const order = this.orders.get(oid);
+      const updSize = diff.new_size ?? diff.newSize;
+      if (order && updSize != null) {
+        order.size = updSize;
+      }
+    } else if (dt === "remove") {
+      const order = this.orders.get(oid);
+      if (order) {
+        this.orders.delete(oid);
+        const priceMap = order.side === "B" ? this.bidPrices : this.askPrices;
+        const oids = priceMap.get(order.price);
+        if (oids) {
+          oids.delete(oid);
+          if (oids.size === 0) priceMap.delete(order.price);
+        }
+      }
+    }
+  }
+  /** Return bids sorted by price descending. */
+  bids() {
+    return [...this.orders.values()].filter((o) => o.side === "B" && o.size > 0).sort((a, b) => b.price - a.price);
+  }
+  /** Return asks sorted by price ascending. */
+  asks() {
+    return [...this.orders.values()].filter((o) => o.side === "A" && o.size > 0).sort((a, b) => a.price - b.price);
+  }
+  bestBid() {
+    const b = this.bids();
+    return b.length > 0 ? b[0].price : null;
+  }
+  bestAsk() {
+    const a = this.asks();
+    return a.length > 0 ? a[0].price : null;
+  }
+  /** Check if the book is crossed. Should be false after correct reconstruction. */
+  isCrossed() {
+    const bb = this.bestBid();
+    const ba = this.bestAsk();
+    return bb != null && ba != null && bb >= ba;
+  }
+  get bidCount() {
+    return [...this.orders.values()].filter((o) => o.side === "B" && o.size > 0).length;
+  }
+  get askCount() {
+    return [...this.orders.values()].filter((o) => o.side === "A" && o.size > 0).length;
+  }
+  /** Aggregate L4 orders into L2 price levels. */
+  deriveL2() {
+    const bidAgg = /* @__PURE__ */ new Map();
+    const askAgg = /* @__PURE__ */ new Map();
+    for (const o of this.orders.values()) {
+      if (o.size <= 0) continue;
+      const agg = o.side === "B" ? bidAgg : askAgg;
+      const existing = agg.get(o.price);
+      if (existing) {
+        existing.sz += o.size;
+        existing.n += 1;
+      } else {
+        agg.set(o.price, { sz: o.size, n: 1 });
+      }
+    }
+    const bids = [...bidAgg.entries()].sort(([a], [b]) => b - a).map(([px, v]) => ({ px, sz: v.sz, n: v.n }));
+    const asks = [...askAgg.entries()].sort(([a], [b]) => a - b).map(([px, v]) => ({ px, sz: v.sz, n: v.n }));
+    return { bids, asks };
+  }
+};
 // Annotate the CommonJS export names for ESM import in node:
 0 && (module.exports = {
   ApiMetaSchema,
@@ -2881,6 +3068,8 @@ var OxArchiveWs = class {
   InstrumentResponseSchema,
   InstrumentSchema,
   InstrumentTypeSchema,
+  L2OrderBookResource,
+  L4OrderBookReconstructor,
   LighterClient,
   LiquidationArrayResponseSchema,
   LiquidationSchema,