@acta-markets/ts-sdk 0.0.19-beta → 0.0.21-beta

package/dist/ws/apy.test.js

@@ -5,7 +5,7 @@ describe("ws apy helpers", () => {
             positionType: "covered_call",
             underlyingAmount: 10,
             spotPrice: 150,
-            strikePrice: 150, // not used for calls
+            strikePrice: 150, // not used for collateral, kept for API compat
             premiumPerUnderlying: 1.5,
             secondsToExpiry: 7 * 24 * 60 * 60,
         });
@@ -20,8 +20,44 @@ describe("ws apy helpers", () => {
             underlyingAmount: 10,
             grossPremiumPerUnit1e9: 1_500_000_000, // 1.5
             strike1e9: 150_000_000_000, // 150
+            spotPrice1e9: 150_000_000_000, // 150 (ATM)
             secondsToExpiry: 7 * 24 * 60 * 60,
         });
         expect(res.premiumNotional).toBeCloseTo(15, 10);
     });
+    it("put APR uses spot as collateral (not strike)", () => {
+        const spot = 150;
+        const strike = 120; // OTM put
+        const res = computeApyFromAmounts({
+            positionType: "cash_secured_put",
+            underlyingAmount: 1,
+            spotPrice: spot,
+            strikePrice: strike,
+            premiumPerUnderlying: 1.5,
+            secondsToExpiry: 30 * 24 * 60 * 60,
+        });
+        // collateral should be spot-based, not strike-based
+        expect(res.collateralNotional).toBeCloseTo(spot, 10);
+    });
+    it("put APR is monotonically decreasing for OTM strikes", () => {
+        const spot1e9 = 150_000_000_000; // 150
+        const strikes = [140, 130, 120, 110].map(s => s * 1_000_000_000);
+        // Premiums decrease with OTM (roughly realistic)
+        const premiums = [5, 2.5, 1, 0.3].map(p => p * 1_000_000_000);
+        const aprs = strikes.map((strike, i) => {
+            const res = computeApyFromScaledPrices({
+                positionType: "cash_secured_put",
+                underlyingAmount: 1,
+                grossPremiumPerUnit1e9: premiums[i],
+                strike1e9: strike,
+                spotPrice1e9: spot1e9,
+                secondsToExpiry: 30 * 24 * 60 * 60,
+            });
+            return res.apr;
+        });
+        // Each APR should be less than the previous
+        for (let i = 1; i < aprs.length; i++) {
+            expect(aprs[i]).toBeLessThan(aprs[i - 1]);
+        }
+    });
 });

package/dist/ws/client.d.ts

@@ -2,7 +2,7 @@
 import type { AuthProvider } from "./auth";
 import type { SignerLike } from "../chain/orders";
 import type { Address } from "@solana/addresses";
-import type { ActiveRfqInfo, ChainEventMessage, EarnSummaryData, TokenMarketsInfoData, GlobalStats, MarketDescriptorInfo, MarketInfo, MyActiveRfqInfo, MyActiveRfqsMessage, OrderStatusMessage, PositionInfo, QuoteAcknowledgedMessage, QuoteBestStatusMessage, QuoteCancelledMessage, QuoteMessage, QuoteRefreshRequestedMessage, QuoteOutbidMessage, QuoteReceivedMessage, QuoteSelectedMessage, QuotesUpdateMessage, RfqBroadcastMessage, RfqClosedMessage, RfqCreatedMessage, RfqSkippedMessage, RfqRequestMessage, RfqAvailableAgainMessage, QuoteExpiredMessage, QuoteFilledMessage, IndicativePricesMessage, IndicativePricesRequestMessage, IndicativePricesResponseMessage, GetIndicativePricesMessage, RequestId, ServerError, ServerMessage, SnapshotMessage, StatsDelta, SubscriptionsMessage, TokenInfo, TradeInfo, UuidString, VersionMismatchMessage, WelcomeMessage, WsChannel } from "./types";
+import type { ActiveRfqInfo, ChainEventMessage, EarnSummaryData, TokenMarketsInfoData, GlobalStats, MarketDescriptorInfo, MarketInfo, MyActiveRfqInfo, MyActiveRfqsMessage, OrderStatusMessage, PositionInfo, QuoteAcknowledgedMessage, QuoteBestStatusMessage, QuoteCancelledMessage, QuoteMessage, QuoteRefreshRequestedMessage, QuoteOutbidMessage, QuoteReceivedMessage, QuoteSelectedMessage, QuotesUpdateMessage, RfqBroadcastMessage, RfqClosedMessage, RfqCreatedMessage, RfqSkippedMessage, RfqRequestMessage, RfqAvailableAgainMessage, QuoteExpiredMessage, QuoteFilledMessage, IndicativePricesMessage, IndicativePricesRequestMessage, IndicativePricesResponseMessage, GetIndicativePricesMessage, MakerBalancesMessage, MakerMarketsMessage, MakerPositionsMessage, MyCapsMessage, MyQuotesMessage, MyTradesMessage, RequestId, ServerError, ServerMessage, SnapshotMessage, StatsDelta, SubscriptionsMessage, TokenInfo, TradeInfo, UuidString, VersionMismatchMessage, WelcomeMessage, WsChannel } from "./types";
 export type ConnectionState = "disconnected" | "connecting" | "authenticating" | "authenticated" | "error";
 export type ClientRole = "taker" | "maker";
 export type PendingMessagesOverflowPolicy = "drop_oldest" | "drop_newest" | "throw";
@@ -88,6 +88,12 @@ export type ActaWsClientEvents = {
     earnSummary: (data: EarnSummaryData) => void;
     tokenMarketsInfo: (data: TokenMarketsInfoData) => void;
     subscriptions: (msg: SubscriptionsMessage) => void;
+    subscriptionUpdated: (data: {
+        request_id: RequestId;
+        channels: WsChannel[];
+        underlying_mints?: string[];
+        quote_mints?: string[];
+    }) => void;
     activeRfqs: (rfqs: ActiveRfqInfo[]) => void;
     rfqBroadcast: (rfq: RfqBroadcastMessage) => void;
     rfqSkipped: (msg: RfqSkippedMessage) => void;
@@ -106,6 +112,12 @@ export type ActaWsClientEvents = {
     quoteExpired: (msg: QuoteExpiredMessage) => void;
     indicativePrices: (msg: IndicativePricesMessage) => void;
     indicativePricesRequest: (msg: IndicativePricesRequestMessage) => void;
+    makerBalances: (msg: MakerBalancesMessage) => void;
+    makerPositions: (msg: MakerPositionsMessage) => void;
+    myTrades: (msg: MyTradesMessage) => void;
+    myCaps: (msg: MyCapsMessage) => void;
+    makerMarkets: (msg: MakerMarketsMessage) => void;
+    myQuotes: (msg: MyQuotesMessage) => void;
     myActiveRfqs: (msg: MyActiveRfqsMessage) => void;
     orderStatus: (msg: OrderStatusMessage) => void;
     orderAccepted: (orderId: string) => void;
@@ -176,8 +188,8 @@ export declare class ActaWsClient extends TypedEventEmitter<ActaWsClientEvents>
     private pingTimer;
     private shouldReconnect;
     private subscribedChannels;
-    private subscribedMarkets;
-    private hasMarketScope;
+    private underlyingMintScope;
+    private quoteMintScope;
     private marketDescriptorsByMarket;
     readonly state: ClientState;
     constructor(options: ActaWsClientOptions);
@@ -233,6 +245,37 @@ export declare class ActaWsClient extends TypedEventEmitter<ActaWsClientEvents>
     }): RequestId;
     getEarnSummary(): RequestId;
     getTokenMarketsInfo(underlyingMint: string): RequestId;
+    /** Maker-only: get balances per deposited token (total, locked, available). */
+    getMakerBalances(): RequestId;
+    /** Maker-only: get open positions with optional filters. */
+    getMakerPositions(args?: {
+        market?: string;
+        underlying_mint?: string;
+        status?: string[];
+        min_expiry_ts?: number;
+    }): RequestId;
+    /** Maker-only: get trade history with keyset pagination. */
+    getMyTrades(args?: {
+        limit?: number;
+        cursor?: number;
+        cursor_id?: string;
+        market?: string;
+    }): RequestId;
+    /** Maker-only: get position, notional, and balance caps. */
+    getMyCaps(): RequestId;
+    /** Maker-only: get markets where maker has deposits, with optional filters and stats. */
+    getMarketsForMaker(args?: {
+        underlying_mints?: string[];
+        quote_mints?: string[];
+        min_expiry_ts?: number;
+        max_expiry_ts?: number;
+        is_put?: boolean;
+        include_stats?: boolean;
+    }): RequestId;
+    /** Maker-only: get submitted quotes with status. */
+    getMyQuotes(args?: {
+        active_only?: boolean;
+    }): RequestId;
     logout(): void;
     getOrderStatus(orderIdHex: string): RequestId;
     cancelRfq(rfqId: string): RequestId;
@@ -253,8 +296,21 @@ export declare class ActaWsClient extends TypedEventEmitter<ActaWsClientEvents>
         makerSigner: SignerLike;
     }): Promise<void>;
     cancelQuote(rfqId: string): RequestId;
-    subscribe(channels: WsChannel[], markets?: string[]): RequestId;
+    subscribe(channels: WsChannel[], opts?: {
+        underlying_mints?: string[];
+        quote_mints?: string[];
+    }): RequestId;
     unsubscribe(channels: WsChannel[]): RequestId;
+    addMints(opts: {
+        underlying_mints?: string[];
+        quote_mints?: string[];
+    }): RequestId;
+    removeMints(opts: {
+        underlying_mints?: string[];
+        quote_mints?: string[];
+    }): RequestId;
+    addChannels(channels: WsChannel[]): RequestId;
+    removeChannels(channels: WsChannel[]): RequestId;
     ping(): void;
     resumeAuth(sessionId: string): void;
     private doConnect;

package/dist/ws/client.js

@@ -107,8 +107,8 @@ export class ActaWsClient extends TypedEventEmitter {
     pingTimer = null;
     shouldReconnect = true;
     subscribedChannels = new Set(["rfqs"]);
-    subscribedMarkets = new Set();
-    hasMarketScope = false;
+    underlyingMintScope = null; // null = all
+    quoteMintScope = null; // null = all
     marketDescriptorsByMarket = new Map();
     state = {
         stats: null,
@@ -336,6 +336,70 @@ export class ActaWsClient extends TypedEventEmitter {
         });
         return requestId;
     }
+    /** Maker-only: get balances per deposited token (total, locked, available). */
+    getMakerBalances() {
+        this.ensureAuthenticated();
+        const requestId = this.nextRequestId();
+        this.send({
+            type: "GetMakerBalances",
+            data: { request_id: requestId },
+        });
+        return requestId;
+    }
+    /** Maker-only: get open positions with optional filters. */
+    getMakerPositions(args) {
+        this.ensureAuthenticated();
+        const requestId = this.nextRequestId();
+        const data = {
+            request_id: requestId,
+            ...args,
+        };
+        this.send({ type: "GetMakerPositions", data });
+        return requestId;
+    }
+    /** Maker-only: get trade history with keyset pagination. */
+    getMyTrades(args) {
+        this.ensureAuthenticated();
+        const requestId = this.nextRequestId();
+        const data = {
+            request_id: requestId,
+            ...args,
+        };
+        this.send({ type: "GetMyTrades", data });
+        return requestId;
+    }
+    /** Maker-only: get position, notional, and balance caps. */
+    getMyCaps() {
+        this.ensureAuthenticated();
+        const requestId = this.nextRequestId();
+        this.send({
+            type: "GetMyCaps",
+            data: { request_id: requestId },
+        });
+        return requestId;
+    }
+    /** Maker-only: get markets where maker has deposits, with optional filters and stats. */
+    getMarketsForMaker(args) {
+        this.ensureAuthenticated();
+        const requestId = this.nextRequestId();
+        const data = {
+            request_id: requestId,
+            ...args,
+        };
+        this.send({ type: "GetMarketsForMaker", data });
+        return requestId;
+    }
+    /** Maker-only: get submitted quotes with status. */
+    getMyQuotes(args) {
+        this.ensureAuthenticated();
+        const requestId = this.nextRequestId();
+        const data = {
+            request_id: requestId,
+            active_only: args?.active_only ?? true,
+        };
+        this.send({ type: "GetMyQuotes", data });
+        return requestId;
+    }
     logout() {
         this.send({ type: "Logout" });
     }
@@ -392,21 +456,25 @@ export class ActaWsClient extends TypedEventEmitter {
         });
         return requestId;
     }
-    subscribe(channels, markets) {
+    subscribe(channels, opts) {
         this.ensureAuthenticated();
         const request_id = this.nextRequestId();
         for (const c of channels)
             this.subscribedChannels.add(c);
-        if (markets) {
-            this.hasMarketScope = true;
-            this.subscribedMarkets = new Set(markets);
+        if (opts?.underlying_mints) {
+            this.underlyingMintScope = new Set(opts.underlying_mints);
         }
-        this.send({
-            type: "Subscribe",
-            data: this.hasMarketScope
-                ? { request_id, channels, markets: Array.from(this.subscribedMarkets) }
-                : { request_id, channels },
-        });
+        if (opts?.quote_mints) {
+            this.quoteMintScope = new Set(opts.quote_mints);
+        }
+        const data = { request_id, channels };
+        if (this.underlyingMintScope) {
+            data.underlying_mints = Array.from(this.underlyingMintScope);
+        }
+        if (this.quoteMintScope) {
+            data.quote_mints = Array.from(this.quoteMintScope);
+        }
+        this.send({ type: "Subscribe", data });
         return request_id;
     }
     unsubscribe(channels) {
@@ -420,6 +488,58 @@ export class ActaWsClient extends TypedEventEmitter {
         });
         return request_id;
     }
+    addMints(opts) {
+        this.ensureAuthenticated();
+        const request_id = this.nextRequestId();
+        if (opts.underlying_mints) {
+            if (!this.underlyingMintScope)
+                this.underlyingMintScope = new Set();
+            for (const m of opts.underlying_mints)
+                this.underlyingMintScope.add(m);
+        }
+        if (opts.quote_mints) {
+            if (!this.quoteMintScope)
+                this.quoteMintScope = new Set();
+            for (const m of opts.quote_mints)
+                this.quoteMintScope.add(m);
+        }
+        this.send({ type: "AddMints", data: { request_id, ...opts } });
+        return request_id;
+    }
+    removeMints(opts) {
+        this.ensureAuthenticated();
+        const request_id = this.nextRequestId();
+        if (opts.underlying_mints && this.underlyingMintScope) {
+            for (const m of opts.underlying_mints)
+                this.underlyingMintScope.delete(m);
+            if (this.underlyingMintScope.size === 0)
+                this.underlyingMintScope = null;
+        }
+        if (opts.quote_mints && this.quoteMintScope) {
+            for (const m of opts.quote_mints)
+                this.quoteMintScope.delete(m);
+            if (this.quoteMintScope.size === 0)
+                this.quoteMintScope = null;
+        }
+        this.send({ type: "RemoveMints", data: { request_id, ...opts } });
+        return request_id;
+    }
+    addChannels(channels) {
+        this.ensureAuthenticated();
+        const request_id = this.nextRequestId();
+        for (const c of channels)
+            this.subscribedChannels.add(c);
+        this.send({ type: "AddChannels", data: { request_id, channels } });
+        return request_id;
+    }
+    removeChannels(channels) {
+        this.ensureAuthenticated();
+        const request_id = this.nextRequestId();
+        for (const c of channels)
+            this.subscribedChannels.delete(c);
+        this.send({ type: "RemoveChannels", data: { request_id, channels } });
+        return request_id;
+    }
     ping() {
         if (this.ws?.readyState === WS_OPEN) {
             this.send({ type: "Ping" });
@@ -570,6 +690,21 @@ export class ActaWsClient extends TypedEventEmitter {
             case "MyCaps":
                 this.emit("myCaps", message.data);
                 break;
+            case "MakerBalances":
+                this.emit("makerBalances", message.data);
+                break;
+            case "MakerPositions":
+                this.emit("makerPositions", message.data);
+                break;
+            case "MyTrades":
+                this.emit("myTrades", message.data);
+                break;
+            case "MakerMarkets":
+                this.emit("makerMarkets", message.data);
+                break;
+            case "MyQuotes":
+                this.emit("myQuotes", message.data);
+                break;
             case "MyActiveRfqs":
                 this.handleMyActiveRfqs(message.data);
                 break;
@@ -727,6 +862,18 @@ export class ActaWsClient extends TypedEventEmitter {
             case "UnsubscribeAck":
                 this.emit("unsubscribeAck", message.data);
                 break;
+            case "SubscriptionUpdated":
+                {
+                    const d = message.data;
+                    // Sync local state from the server's authoritative response.
+                    this.subscribedChannels = new Set(d.channels);
+                    this.underlyingMintScope =
+                        d.underlying_mints != null ? new Set(d.underlying_mints) : null;
+                    this.quoteMintScope =
+                        d.quote_mints != null ? new Set(d.quote_mints) : null;
+                    this.emit("subscriptionUpdated", d);
+                }
+                break;
         }
     }
     /** Taker-only: request current indicative prices for a market + position_type. */
@@ -812,9 +959,13 @@ export class ActaWsClient extends TypedEventEmitter {
         if (this.subscribedChannels.size > 0) {
             const channels = Array.from(this.subscribedChannels);
             const request_id = this.nextRequestId();
-            const data = this.hasMarketScope
-                ? { request_id, channels, markets: Array.from(this.subscribedMarkets) }
-                : { request_id, channels };
+            const data = { request_id, channels };
+            if (this.underlyingMintScope) {
+                data.underlying_mints = Array.from(this.underlyingMintScope);
+            }
+            if (this.quoteMintScope) {
+                data.quote_mints = Array.from(this.quoteMintScope);
+            }
             this.send({ type: "Subscribe", data });
         }
     }

package/dist/ws/types.d.ts

@@ -173,7 +173,8 @@ export type ClientMessage = {
     data: {
         request_id: RequestId;
         channels: WsChannel[];
-        markets?: string[];
+        underlying_mints?: string[];
+        quote_mints?: string[];
     };
 } | {
     type: "Unsubscribe";
@@ -181,6 +182,32 @@ export type ClientMessage = {
         request_id: RequestId;
         channels: WsChannel[];
     };
+} | {
+    type: "AddMints";
+    data: {
+        request_id: RequestId;
+        underlying_mints?: string[];
+        quote_mints?: string[];
+    };
+} | {
+    type: "RemoveMints";
+    data: {
+        request_id: RequestId;
+        underlying_mints?: string[];
+        quote_mints?: string[];
+    };
+} | {
+    type: "AddChannels";
+    data: {
+        request_id: RequestId;
+        channels: WsChannel[];
+    };
+} | {
+    type: "RemoveChannels";
+    data: {
+        request_id: RequestId;
+        channels: WsChannel[];
+    };
 };
 export type GetMarketDescriptorsMessage = {
     request_id: RequestId;
@@ -503,6 +530,14 @@ export type ServerMessage = {
         request_id: RequestId;
         unsubscribed: WsChannel[];
     };
+} | {
+    type: "SubscriptionUpdated";
+    data: {
+        request_id: RequestId;
+        channels: WsChannel[];
+        underlying_mints?: string[];
+        quote_mints?: string[];
+    };
 };
 export type MarketDescriptorInfo = {
     market: MarketDescriptor;
@@ -882,7 +917,8 @@ export type MakerBalanceCapInfo = {
 export type SubscriptionsMessage = {
     request_id: RequestId;
     channels: WsChannel[];
-    markets?: string[];
+    underlying_mints?: string[];
+    quote_mints?: string[];
 };
 export type IndicativePricesRequestMessage = {
     request_id: RequestId;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@acta-markets/ts-sdk",
-  "version": "0.0.19-beta",
+  "version": "0.0.21-beta",
   "description": "TypeScript SDK for Acta Protocol",
   "type": "module",
   "main": "dist/index.js",