@arcaresearch/sdk 0.1.14 → 0.1.16
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/arca.d.ts +10 -2
- package/dist/arca.d.ts.map +1 -1
- package/dist/arca.js +15 -1
- package/dist/arca.js.map +1 -1
- package/dist/index.d.ts +2 -1
- package/dist/index.d.ts.map +1 -1
- package/dist/index.js +6 -1
- package/dist/index.js.map +1 -1
- package/dist/revalue.d.ts +14 -0
- package/dist/revalue.d.ts.map +1 -0
- package/dist/revalue.js +78 -0
- package/dist/revalue.js.map +1 -0
- package/dist/streams.d.ts +16 -2
- package/dist/streams.d.ts.map +1 -1
- package/dist/streams.js +68 -4
- package/dist/streams.js.map +1 -1
- package/package.json +1 -1
package/dist/arca.d.ts
CHANGED
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@@ -2,9 +2,9 @@ import { OperationHandle, OrderHandle } from './operation-handle';
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2
2
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import type { AuthErrorListener, TokenProvider } from './types';
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3
3
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import { ArcaConfig, ArcaObject, ArcaObjectBrowseResponse, ArcaObjectDetailResponse, ArcaObjectListResponse, ArcaObjectVersionsResponse, ArcaBalance, AggregationSourceDto, BrowseObjectsOptions, EnsureArcaObjectResponse, EnsureArcaOptions, EnsureDenominatedArcaOptions, CreateWatchResponse, UpdateLabelsOptions, DeleteArcaObjectResponse, FundAccountOptions, EnsureDeletedOptions, DefundAccountOptions, DefundAccountResponse, EventDetailResponse, ExplorerSummary, FundAccountResponse, ListObjectsOptions, ListEventsOptions, ListOperationsOptions, EventListResponse, NonceResponse, Operation, OperationDetailResponse, OperationListResponse, OrderOperationResponse, PathAggregation, PnlResponse, PnlHistoryResponse, EquityHistoryResponse, ReconciliationStateListResponse, SnapshotBalancesResponse, StateDeltaListResponse, TransferOptions, TransferResponse, CancelOrderOptions, CreatePerpsExchangeOptions, PlaceOrderOptions, UpdateLeverageOptions, UpdateLeverageResponse, LeverageSetting, ExchangeState, ObjectValuation, SimOrder, SimOrderWithFills, SimPosition, SimMetaResponse, SimMidsResponse, MarketTickersResponse, SimBookResponse, InvariantCheckResponse, ActiveAssetData, CandleInterval, CandlesResponse, CreatePaymentLinkOptions, CreatePaymentLinkResponse, ListPaymentLinksOptions, PaymentLinkListResponse, FeeEstimateParams, FeeEstimate, FillListResponse, ListFillsOptions, TradeSummaryResponse, TradeSummaryOptions } from './types';
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4
4
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import { WebSocketManager } from './websocket';
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5
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-
import { OperationWatchStream, BalanceWatchStream, ObjectWatchStream, MaxOrderSizeWatchStream, PriceWatchStream, CandleWatchStream } from './streams';
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5
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+
import { OperationWatchStream, BalanceWatchStream, ObjectWatchStream, AggregationWatchStream, MaxOrderSizeWatchStream, PriceWatchStream, CandleWatchStream } from './streams';
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6
6
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import type { MaxOrderSizeWatchOptions } from './streams';
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7
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-
export { OperationWatchStream, BalanceWatchStream, ObjectWatchStream, MaxOrderSizeWatchStream, PriceWatchStream, CandleWatchStream } from './streams';
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7
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+
export { OperationWatchStream, BalanceWatchStream, ObjectWatchStream, AggregationWatchStream, MaxOrderSizeWatchStream, PriceWatchStream, CandleWatchStream } from './streams';
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8
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export type { OperationUpdate, BalanceSnapshot, BalanceUpdate, MaxOrderSizeUpdate, MaxOrderSizeWatchOptions } from './streams';
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/** @deprecated Use {@link PriceWatchStream} instead. */
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10
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export type MarketPriceStream = PriceWatchStream;
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@@ -265,6 +265,14 @@ export declare class Arca {
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265
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* Destroy an aggregation watch. The server stops tracking and pushing updates.
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*/
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destroyAggregationWatch(watchId: string): Promise<void>;
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268
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+
/**
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269
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* Subscribe to real-time aggregation updates for a set of sources.
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270
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+
* Automatically handles server-side watch creation, structural change events,
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271
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+
* and client-side revaluation from mid prices. Call `.close()` when done.
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272
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+
*/
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273
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+
watchAggregation(sources: AggregationSourceDto[], options?: {
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274
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exchange?: string;
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275
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}): Promise<AggregationWatchStream>;
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268
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/**
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* List reconciliation state entries for the realm.
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*/
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package/dist/arca.d.ts.map
CHANGED
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@@ -1 +1 @@
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1
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-
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1
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+
{"version":3,"file":"arca.d.ts","sourceRoot":"","sources":["../src/arca.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,eAAe,EAAE,WAAW,EAAE,MAAM,oBAAoB,CAAC;AAElE,OAAO,KAAK,EAAE,iBAAiB,EAAE,aAAa,EAAE,MAAM,SAAS,CAAC;AAChE,OAAO,EACL,UAAU,EAGV,UAAU,EACV,wBAAwB,EACxB,wBAAwB,EACxB,sBAAsB,EACtB,0BAA0B,EAC1B,WAAW,EAEX,oBAAoB,EACpB,oBAAoB,EACpB,wBAAwB,EACxB,iBAAiB,EACjB,4BAA4B,EAC5B,mBAAmB,EACnB,mBAAmB,EACnB,wBAAwB,EACxB,kBAAkB,EAClB,oBAAoB,EACpB,oBAAoB,EACpB,qBAAqB,EACrB,mBAAmB,EAEnB,eAAe,EACf,mBAAmB,EACnB,kBAAkB,EAClB,iBAAiB,EACjB,qBAAqB,EACrB,iBAAiB,EACjB,aAAa,EACb,SAAS,EACT,uBAAuB,EACvB,qBAAqB,EACrB,sBAAsB,EACtB,eAAe,EACf,WAAW,EACX,kBAAkB,EAClB,qBAAqB,EAIrB,+BAA+B,EAC/B,wBAAwB,EACxB,sBAAsB,EACtB,eAAe,EACf,gBAAgB,EAChB,kBAAkB,EAClB,0BAA0B,EAC1B,iBAAiB,EACjB,qBAAqB,EACrB,sBAAsB,EACtB,eAAe,EACf,aAAa,EACb,eAAe,EACf,QAAQ,EACR,iBAAiB,EACjB,WAAW,EACX,eAAe,EACf,eAAe,EACf,qBAAqB,EACrB,eAAe,EACf,sBAAsB,EACtB,eAAe,EACf,cAAc,EACd,eAAe,EACf,wBAAwB,EACxB,yBAAyB,EACzB,uBAAuB,EACvB,uBAAuB,EACvB,iBAAiB,EACjB,WAAW,EACX,gBAAgB,EAChB,gBAAgB,EAChB,oBAAoB,EACpB,mBAAmB,EACpB,MAAM,SAAS,CAAC;AACjB,OAAO,EAAE,gBAAgB,EAAE,MAAM,aAAa,CAAC;AAC/C,OAAO,EACL,oBAAoB,EACpB,kBAAkB,EAClB,iBAAiB,EACjB,sBAAsB,EACtB,uBAAuB,EACvB,gBAAgB,EAChB,iBAAiB,EAClB,MAAM,WAAW,CAAC;AACnB,OAAO,KAAK,EAAmB,wBAAwB,EAAE,MAAM,WAAW,CAAC;AAE3E,OAAO,EAAE,oBAAoB,EAAE,kBAAkB,EAAE,iBAAiB,EAAE,sBAAsB,EAAE,uBAAuB,EAAE,gBAAgB,EAAE,iBAAiB,EAAE,MAAM,WAAW,CAAC;AAC9K,YAAY,EAAE,eAAe,EAAE,eAAe,EAAE,aAAa,EAAE,kBAAkB,EAAE,wBAAwB,EAAE,MAAM,WAAW,CAAC;AAE/H,wDAAwD;AACxD,MAAM,MAAM,iBAAiB,GAAG,gBAAgB,CAAC;AAoCjD;;;;;;;;;;;;;;;;;GAiBG;AACH,qBAAa,IAAI;IACf,MAAM,CAAC,IAAI;;MAEA;IAEX,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAa;IACpC,OAAO,CAAC,QAAQ,CAAC,UAAU,CAAgB;IAC3C,OAAO,CAAC,eAAe,CAAuB;IAC9C,OAAO,CAAC,WAAW,CAA8B;IAGjD,OAAO,CAAC,QAAQ,CAAC,aAAa,CAA8B;IAC5D,OAAO,CAAC,cAAc,CAAgC;IACtD,OAAO,CAAC,YAAY,CAA8C;IAClE,OAAO,CAAC,iBAAiB,CAAgC;IACzD,OAAO,CAAC,kBAAkB,CAAqC;IAE/D,8CAA8C;IAC9C,SAAgB,EAAE,EAAE,gBAAgB,CAAC;gBAEzB,MAAM,EAAE,UAAU;IAgD9B;;;;;;OAMG;IACH,MAAM,CAAC,SAAS,CACd,KAAK,EAAE,MAAM,EACb,IAAI,CAAC,EAAE;QAAE,OAAO,CAAC,EAAE,MAAM,CAAC;QAAC,KAAK,CAAC,EAAE,MAAM,CAAC;QAAC,aAAa,CAAC,EAAE,aAAa,CAAA;KAAE,GACzE,IAAI;IASP;;;;;;;OAOG;IACH,MAAM,CAAC,iBAAiB,CACtB,aAAa,EAAE,aAAa,EAC5B,IAAI,CAAC,EAAE;QAAE,OAAO,CAAC,EAAE,MAAM,CAAC;QAAC,KAAK,CAAC,EAAE,MAAM,CAAC;QAAC,KAAK,CAAC,EAAE,MAAM,CAAA;KAAE,GAC1D,IAAI;IASP;;;;;;OAMG;IACH,WAAW,CAAC,KAAK,EAAE,MAAM,GAAG,IAAI;IAMhC;;;;;;;;OAQG;IACH,WAAW,CAAC,QAAQ,EAAE,iBAAiB,GAAG,MAAM,IAAI;IAKpD;;;;OAIG;IACG,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC;IAe5B;;;;;;;;;OASG;IACH,qBAAqB,CAAC,IAAI,EAAE,4BAA4B,GAAG,eAAe,CAAC,wBAAwB,CAAC;IAcpG;;;;;;;;OAQG;IACH,UAAU,CAAC,IAAI,EAAE,iBAAiB,GAAG,eAAe,CAAC,wBAAwB,CAAC;IAc9E;;;;;OAKG;IACH,aAAa,CAAC,IAAI,EAAE,oBAAoB,GAAG,eAAe,CAAC,wBAAwB,CAAC;IAYpF;;OAEG;IACG,SAAS,CAAC,IAAI,EAAE,MAAM,GAAG,OAAO,CAAC,UAAU,CAAC;IAQlD;;OAEG;IACG,eAAe,CAAC,QAAQ,EAAE,MAAM,GAAG,OAAO,CAAC,wBAAwB,CAAC;IAK1E;;OAEG;IACG,WAAW,CAAC,IAAI,CAAC,EAAE,kBAAkB,GAAG,OAAO,CAAC,sBAAsB,CAAC;IAQ7E;;OAEG;IACG,WAAW,CAAC,QAAQ,EAAE,MAAM,GAAG,OAAO,CAAC,WAAW,EAAE,CAAC;IAM3D;;;OAGG;IACG,iBAAiB,CAAC,IAAI,EAAE,MAAM,GAAG,OAAO,CAAC,WAAW,EAAE,CAAC;IAK7D;;;OAGG;IACG,aAAa,CAAC,IAAI,CAAC,EAAE,oBAAoB,GAAG,OAAO,CAAC,wBAAwB,CAAC;IAUnF;;;OAGG;IACG,YAAY,CAAC,IAAI,EAAE,mBAAmB,GAAG,OAAO,CAAC,UAAU,CAAC;IASlE;;OAEG;IACG,iBAAiB,CAAC,QAAQ,EAAE,MAAM,GAAG,OAAO,CAAC,0BAA0B,CAAC;IAK9E;;OAEG;IACG,mBAAmB,CAAC,QAAQ,EAAE,MAAM,EAAE,IAAI,EAAE,MAAM,GAAG,OAAO,CAAC,wBAAwB,CAAC;IAU5F;;;;;OAKG;IACH,QAAQ,CAAC,IAAI,EAAE,eAAe,GAAG,eAAe,CAAC,gBAAgB,CAAC;IAclE;;OAEG;IACG,WAAW,CAAC,MAAM,EAAE,iBAAiB,GAAG,OAAO,CAAC,WAAW,CAAC;IAclE;;;;;;;OAOG;IACH,WAAW,CAAC,IAAI,EAAE,kBAAkB,GAAG,eAAe,CAAC,mBAAmB,CAAC;IAc3E;;;;OAIG;IACH,aAAa,CAAC,IAAI,EAAE,oBAAoB,GAAG,eAAe,CAAC,qBAAqB,CAAC;IAcjF,iBAAiB,CAAC,IAAI,EAAE,wBAAwB,GAAG,eAAe,CAAC,yBAAyB,CAAC;IAevF,gBAAgB,CAAC,IAAI,CAAC,EAAE,uBAAuB,GAAG,OAAO,CAAC,uBAAuB,CAAC;IAUxF;;OAEG;IACG,YAAY,CAAC,WAAW,EAAE,MAAM,GAAG,OAAO,CAAC,uBAAuB,CAAC;IAKzE;;OAEG;IACG,cAAc,CAAC,IAAI,CAAC,EAAE,qBAAqB,GAAG,OAAO,CAAC,qBAAqB,CAAC;IASlF;;OAEG;IACG,UAAU,CAAC,IAAI,CAAC,EAAE,iBAAiB,GAAG,OAAO,CAAC,iBAAiB,CAAC;IAQtE;;OAEG;IACG,cAAc,CAAC,OAAO,EAAE,MAAM,GAAG,OAAO,CAAC,mBAAmB,CAAC;IAOnE;;OAEG;IACG,UAAU,CAAC,QAAQ,EAAE,MAAM,GAAG,OAAO,CAAC,sBAAsB,CAAC;IAUnE;;;;;;;;;;;;;OAaG;IACG,KAAK,CAAC,MAAM,EAAE,MAAM,EAAE,SAAS,CAAC,EAAE,MAAM,GAAG,OAAO,CAAC,aAAa,CAAC;IAcvE;;OAEG;IACG,OAAO,IAAI,OAAO,CAAC,eAAe,CAAC;IASzC;;;OAGG;IACG,kBAAkB,CAAC,MAAM,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE;QAAE,IAAI,CAAC,EAAE,MAAM,CAAA;KAAE,GAAG,OAAO,CAAC,eAAe,CAAC;IAU/F;;;OAGG;IACG,MAAM,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,EAAE,MAAM,EAAE,EAAE,EAAE,MAAM,GAAG,OAAO,CAAC,WAAW,CAAC;IAU5E;;;;;OAKG;IACG,aAAa,CACjB,MAAM,EAAE,MAAM,EACd,IAAI,EAAE,MAAM,EACZ,EAAE,EAAE,MAAM,EACV,MAAM,GAAE,MAAY,GACnB,OAAO,CAAC,kBAAkB,CAAC;IAW9B;;;;OAIG;IACG,gBAAgB,CACpB,MAAM,EAAE,MAAM,EACd,IAAI,EAAE,MAAM,EACZ,EAAE,EAAE,MAAM,EACV,MAAM,GAAE,MAAY,GACnB,OAAO,CAAC,qBAAqB,CAAC;IAWjC;;;;;OAKG;IACG,sBAAsB,CAAC,OAAO,EAAE,oBAAoB,EAAE,GAAG,OAAO,CAAC,mBAAmB,CAAC;IAQ3F;;OAEG;IACG,mBAAmB,CAAC,OAAO,EAAE,MAAM,GAAG,OAAO,CAAC,eAAe,CAAC;IAKpE;;OAEG;IACG,uBAAuB,CA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|
package/dist/arca.js
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.Arca = exports.CandleWatchStream = exports.PriceWatchStream = exports.MaxOrderSizeWatchStream = exports.ObjectWatchStream = exports.BalanceWatchStream = exports.OperationWatchStream = void 0;
|
|
3
|
+
exports.Arca = exports.CandleWatchStream = exports.PriceWatchStream = exports.MaxOrderSizeWatchStream = exports.AggregationWatchStream = exports.ObjectWatchStream = exports.BalanceWatchStream = exports.OperationWatchStream = void 0;
|
|
4
4
|
const client_1 = require("./client");
|
|
5
5
|
const errors_1 = require("./errors");
|
|
6
6
|
const operation_handle_1 = require("./operation-handle");
|
|
@@ -11,6 +11,7 @@ var streams_2 = require("./streams");
|
|
|
11
11
|
Object.defineProperty(exports, "OperationWatchStream", { enumerable: true, get: function () { return streams_2.OperationWatchStream; } });
|
|
12
12
|
Object.defineProperty(exports, "BalanceWatchStream", { enumerable: true, get: function () { return streams_2.BalanceWatchStream; } });
|
|
13
13
|
Object.defineProperty(exports, "ObjectWatchStream", { enumerable: true, get: function () { return streams_2.ObjectWatchStream; } });
|
|
14
|
+
Object.defineProperty(exports, "AggregationWatchStream", { enumerable: true, get: function () { return streams_2.AggregationWatchStream; } });
|
|
14
15
|
Object.defineProperty(exports, "MaxOrderSizeWatchStream", { enumerable: true, get: function () { return streams_2.MaxOrderSizeWatchStream; } });
|
|
15
16
|
Object.defineProperty(exports, "PriceWatchStream", { enumerable: true, get: function () { return streams_2.PriceWatchStream; } });
|
|
16
17
|
Object.defineProperty(exports, "CandleWatchStream", { enumerable: true, get: function () { return streams_2.CandleWatchStream; } });
|
|
@@ -598,6 +599,19 @@ class Arca {
|
|
|
598
599
|
await this.ready();
|
|
599
600
|
await this.client.delete(`/aggregations/watch/${watchId}`);
|
|
600
601
|
}
|
|
602
|
+
/**
|
|
603
|
+
* Subscribe to real-time aggregation updates for a set of sources.
|
|
604
|
+
* Automatically handles server-side watch creation, structural change events,
|
|
605
|
+
* and client-side revaluation from mid prices. Call `.close()` when done.
|
|
606
|
+
*/
|
|
607
|
+
async watchAggregation(sources, options) {
|
|
608
|
+
await this.ready();
|
|
609
|
+
const exchange = options?.exchange ?? 'sim';
|
|
610
|
+
const { watchId, aggregation } = await this.createAggregationWatch(sources);
|
|
611
|
+
const destroyWatch = () => this.destroyAggregationWatch(watchId).catch(() => { });
|
|
612
|
+
const stream = new streams_1.AggregationWatchStream(this.ws, watchId, aggregation, destroyWatch, exchange);
|
|
613
|
+
return stream;
|
|
614
|
+
}
|
|
601
615
|
// ---- Reconciliation ----
|
|
602
616
|
/**
|
|
603
617
|
* List reconciliation state entries for the realm.
|
package/dist/arca.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
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1
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+
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package/dist/index.d.ts
CHANGED
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@@ -2,12 +2,13 @@ export { Arca } from './arca';
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|
|
2
2
|
export { ArcaAdmin } from './admin';
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|
3
3
|
export { WebSocketManager } from './websocket';
|
|
4
4
|
export { OperationHandle, OrderHandle } from './operation-handle';
|
|
5
|
-
export { OperationWatchStream, BalanceWatchStream, ObjectWatchStream, MaxOrderSizeWatchStream, PriceWatchStream, CandleWatchStream, } from './streams';
|
|
5
|
+
export { OperationWatchStream, BalanceWatchStream, ObjectWatchStream, AggregationWatchStream, MaxOrderSizeWatchStream, PriceWatchStream, CandleWatchStream, } from './streams';
|
|
6
6
|
export type { WatchStreamState, OperationUpdate, BalanceSnapshot, BalanceUpdate, MaxOrderSizeUpdate, MaxOrderSizeWatchOptions, } from './streams';
|
|
7
7
|
/** @deprecated Use {@link PriceWatchStream} instead. */
|
|
8
8
|
export type { MarketPriceStream } from './arca';
|
|
9
9
|
export type { WaitOptions, OrderHandleDeps } from './operation-handle';
|
|
10
10
|
export type { TokenProvider, AuthErrorListener, ArcaConfig, ArcaApiKeyConfig, ArcaTokenConfig, ArcaObject, ArcaObjectType, ArcaObjectStatus, ArcaObjectListResponse, ArcaObjectBrowseResponse, ArcaObjectDetailResponse, ArcaObjectVersionsResponse, ArcaBalance, ArcaBalanceListResponse, EnsureArcaObjectResponse, DeleteArcaObjectResponse, Operation, OperationType, OperationState, OperationListResponse, OperationDetailResponse, OperationContext, FillContext, FeeBreakdown, TransferContext, DepositContext, WithdrawalContext, OrderPlacedContext, CancelContext, DeleteContext, ArcaEvent, EventListResponse, EventDetailResponse, StateDelta, DeltaType, StateDeltaListResponse, FundAccountResponse, TransferResponse, NonceResponse, ExplorerSummary, CanonicalPosition, SnapshotBalancesResponse, AssetBreakdown, BalanceValue, PositionValue, ReservedValue, ObjectValuation, PathAggregation, PnlResponse, PnlHistoryResponse, PnlPoint, ExternalFlowEntry, EquityHistoryResponse, EquityPoint, AggregationSourceDto, CreateWatchResponse, ReconciliationState, ReconciliationStateListResponse, BuilderProfile, AuthResponse, RefreshResponse, ApiKeyStatus, ApiKey, ApiKeyCreatedResponse, ApiKeyListResponse, BrowseObjectsOptions, Realm, RealmSettings, RealmType, EnsureDenominatedArcaOptions, EnsureArcaOptions, UpdateLabelsOptions, EnsureDeletedOptions, TransferOptions, FundAccountOptions, DefundAccountOptions, DefundAccountResponse, ListObjectsOptions, ListEventsOptions, ListOperationsOptions, EventConnectionStatus, EventCallback, RealmEvent, TypedRealmEvent, OperationCreatedEvent, OperationUpdatedEvent, EventCreatedEvent, ObjectCreatedEvent, ObjectUpdatedEvent, ObjectDeletedEvent, BalanceUpdatedEvent, ExchangeFillEvent, AggregationUpdatedEvent, ObjectValuationEvent, MidsUpdatedEvent, RealmCreatedEvent, PolicyEffect, PolicyStatement, TokenScope, MintTokenRequest, MintTokenResponse, ActionCatalogEntry, AliasCatalogEntry, PermissionCatalogResponse, ReservedBalance, ReservedBalanceStatus, ArcaPositionCurrent, RealmListResponse, CreatePerpsExchangeOptions, PlaceOrderOptions, CancelOrderOptions, OrderOperationResponse, UpdateLeverageOptions, UpdateLeverageResponse, LeverageSetting, SimAccount, SimMarginSummary, OrderSide, PositionSide, OrderStatus, LeverageType, SimPosition, SimPositionId, SimOrder, SimFill, SimOrderWithFills, ExchangeState, Fill, FillDirection, FillResultingPosition, FillListResponse, ListFillsOptions, MarketTradeSummary, TradeSummaryTotals, TradeSummaryResponse, TradeSummaryOptions, ActiveAssetData, SimFeeRates, SimFeeTierEntry, SimMetaAsset, SimMetaResponse, SimMidsResponse, MarketTicker, MarketTickersResponse, SimBookLevel, SimBookResponse, CandleInterval, Candle, CandlesResponse, CandleEvent, InvariantViolation, InvariantCheckResult, InvariantCheckResponse, AuthAuditEventType, AuthAuditEntry, AuthAuditListResponse, AuthAuditFilters, CredentialScopeResponse, OrgRole, MemberType, InvitationStatus, Organization, OrgMember, OrgMemberListResponse, Invitation, InvitationListResponse, InvitationPreview, InviteMemberRequest, MyOrgMembership, CreateOrgResponse, UpdateMemberRequest, AgentEvent, AgentTextEvent, AgentToolUseEvent, AgentPlanEvent, AgentPlanStep, AgentConversationLogEvent, AgentDoneEvent, AgentStepUpdatedEvent, AgentExecutionDoneEvent, } from './types';
|
|
11
11
|
export { EventType, Channel } from './types';
|
|
12
|
+
export { revalueObject, revalueAggregation } from './revalue';
|
|
12
13
|
export { ArcaError, ValidationError, UnauthorizedError, NotFoundError, ConflictError, InternalError, ExchangeError, OperationFailedError, } from './errors';
|
|
13
14
|
//# sourceMappingURL=index.d.ts.map
|
package/dist/index.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,IAAI,EAAE,MAAM,QAAQ,CAAC;AAC9B,OAAO,EAAE,SAAS,EAAE,MAAM,SAAS,CAAC;AACpC,OAAO,EAAE,gBAAgB,EAAE,MAAM,aAAa,CAAC;AAC/C,OAAO,EAAE,eAAe,EAAE,WAAW,EAAE,MAAM,oBAAoB,CAAC;AAClE,OAAO,EACL,oBAAoB,EACpB,kBAAkB,EAClB,iBAAiB,EACjB,uBAAuB,EACvB,gBAAgB,EAChB,iBAAiB,GAClB,MAAM,WAAW,CAAC;AACnB,YAAY,EACV,gBAAgB,EAChB,eAAe,EACf,eAAe,EACf,aAAa,EACb,kBAAkB,EAClB,wBAAwB,GACzB,MAAM,WAAW,CAAC;AAEnB,wDAAwD;AACxD,YAAY,EAAE,iBAAiB,EAAE,MAAM,QAAQ,CAAC;AAChD,YAAY,EAAE,WAAW,EAAE,eAAe,EAAE,MAAM,oBAAoB,CAAC;AAGvE,YAAY,EACV,aAAa,EACb,iBAAiB,EACjB,UAAU,EACV,gBAAgB,EAChB,eAAe,EACf,UAAU,EACV,cAAc,EACd,gBAAgB,EAChB,sBAAsB,EACtB,wBAAwB,EACxB,wBAAwB,EACxB,0BAA0B,EAC1B,WAAW,EACX,uBAAuB,EACvB,wBAAwB,EACxB,wBAAwB,EACxB,SAAS,EACT,aAAa,EACb,cAAc,EACd,qBAAqB,EACrB,uBAAuB,EACvB,gBAAgB,EAChB,WAAW,EACX,YAAY,EACZ,eAAe,EACf,cAAc,EACd,iBAAiB,EACjB,kBAAkB,EAClB,aAAa,EACb,aAAa,EACb,SAAS,EACT,iBAAiB,EACjB,mBAAmB,EACnB,UAAU,EACV,SAAS,EACT,sBAAsB,EACtB,mBAAmB,EACnB,gBAAgB,EAChB,aAAa,EACb,eAAe,EACf,iBAAiB,EACjB,wBAAwB,EACxB,cAAc,EACd,YAAY,EACZ,aAAa,EACb,aAAa,EACb,eAAe,EACf,eAAe,EACf,WAAW,EACX,kBAAkB,EAClB,QAAQ,EACR,iBAAiB,EACjB,qBAAqB,EACrB,WAAW,EACX,oBAAoB,EACpB,mBAAmB,EACnB,mBAAmB,EACnB,+BAA+B,EAC/B,cAAc,EACd,YAAY,EACZ,eAAe,EACf,YAAY,EACZ,MAAM,EACN,qBAAqB,EACrB,kBAAkB,EAClB,oBAAoB,EACpB,KAAK,EACL,aAAa,EACb,SAAS,EACT,4BAA4B,EAC5B,iBAAiB,EACjB,mBAAmB,EACnB,oBAAoB,EACpB,eAAe,EACf,kBAAkB,EAClB,oBAAoB,EACpB,qBAAqB,EACrB,kBAAkB,EAClB,iBAAiB,EACjB,qBAAqB,EACrB,qBAAqB,EACrB,aAAa,EACb,UAAU,EACV,eAAe,EACf,qBAAqB,EACrB,qBAAqB,EACrB,iBAAiB,EACjB,kBAAkB,EAClB,kBAAkB,EAClB,kBAAkB,EAClB,mBAAmB,EACnB,iBAAiB,EACjB,uBAAuB,EACvB,oBAAoB,EACpB,gBAAgB,EAChB,iBAAiB,EACjB,YAAY,EACZ,eAAe,EACf,UAAU,EACV,gBAAgB,EAChB,iBAAiB,EACjB,kBAAkB,EAClB,iBAAiB,EACjB,yBAAyB,EACzB,eAAe,EACf,qBAAqB,EACrB,mBAAmB,EACnB,iBAAiB,EACjB,0BAA0B,EAC1B,iBAAiB,EACjB,kBAAkB,EAClB,sBAAsB,EACtB,qBAAqB,EACrB,sBAAsB,EACtB,eAAe,EACf,UAAU,EACV,gBAAgB,EAChB,SAAS,EACT,YAAY,EACZ,WAAW,EACX,YAAY,EACZ,WAAW,EACX,aAAa,EACb,QAAQ,EACR,OAAO,EACP,iBAAiB,EACjB,aAAa,EACb,IAAI,EACJ,aAAa,EACb,qBAAqB,EACrB,gBAAgB,EAChB,gBAAgB,EAChB,kBAAkB,EAClB,kBAAkB,EAClB,oBAAoB,EACpB,mBAAmB,EACnB,eAAe,EACf,WAAW,EACX,eAAe,EACf,YAAY,EACZ,eAAe,EACf,eAAe,EACf,YAAY,EACZ,qBAAqB,EACrB,YAAY,EACZ,eAAe,EACf,cAAc,EACd,MAAM,EACN,eAAe,EACf,WAAW,EACX,kBAAkB,EAClB,oBAAoB,EACpB,sBAAsB,EACtB,kBAAkB,EAClB,cAAc,EACd,qBAAqB,EACrB,gBAAgB,EAChB,uBAAuB,EACvB,OAAO,EACP,UAAU,EACV,gBAAgB,EAChB,YAAY,EACZ,SAAS,EACT,qBAAqB,EACrB,UAAU,EACV,sBAAsB,EACtB,iBAAiB,EACjB,mBAAmB,EACnB,eAAe,EACf,iBAAiB,EACjB,mBAAmB,EACnB,UAAU,EACV,cAAc,EACd,iBAAiB,EACjB,cAAc,EACd,aAAa,EACb,yBAAyB,EACzB,cAAc,EACd,qBAAqB,EACrB,uBAAuB,GACxB,MAAM,SAAS,CAAC;AAGjB,OAAO,EAAE,SAAS,EAAE,OAAO,EAAE,MAAM,SAAS,CAAC;AAG7C,OAAO,EACL,SAAS,EACT,eAAe,EACf,iBAAiB,EACjB,aAAa,EACb,aAAa,EACb,aAAa,EACb,aAAa,EACb,oBAAoB,GACrB,MAAM,UAAU,CAAC"}
|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,IAAI,EAAE,MAAM,QAAQ,CAAC;AAC9B,OAAO,EAAE,SAAS,EAAE,MAAM,SAAS,CAAC;AACpC,OAAO,EAAE,gBAAgB,EAAE,MAAM,aAAa,CAAC;AAC/C,OAAO,EAAE,eAAe,EAAE,WAAW,EAAE,MAAM,oBAAoB,CAAC;AAClE,OAAO,EACL,oBAAoB,EACpB,kBAAkB,EAClB,iBAAiB,EACjB,sBAAsB,EACtB,uBAAuB,EACvB,gBAAgB,EAChB,iBAAiB,GAClB,MAAM,WAAW,CAAC;AACnB,YAAY,EACV,gBAAgB,EAChB,eAAe,EACf,eAAe,EACf,aAAa,EACb,kBAAkB,EAClB,wBAAwB,GACzB,MAAM,WAAW,CAAC;AAEnB,wDAAwD;AACxD,YAAY,EAAE,iBAAiB,EAAE,MAAM,QAAQ,CAAC;AAChD,YAAY,EAAE,WAAW,EAAE,eAAe,EAAE,MAAM,oBAAoB,CAAC;AAGvE,YAAY,EACV,aAAa,EACb,iBAAiB,EACjB,UAAU,EACV,gBAAgB,EAChB,eAAe,EACf,UAAU,EACV,cAAc,EACd,gBAAgB,EAChB,sBAAsB,EACtB,wBAAwB,EACxB,wBAAwB,EACxB,0BAA0B,EAC1B,WAAW,EACX,uBAAuB,EACvB,wBAAwB,EACxB,wBAAwB,EACxB,SAAS,EACT,aAAa,EACb,cAAc,EACd,qBAAqB,EACrB,uBAAuB,EACvB,gBAAgB,EAChB,WAAW,EACX,YAAY,EACZ,eAAe,EACf,cAAc,EACd,iBAAiB,EACjB,kBAAkB,EAClB,aAAa,EACb,aAAa,EACb,SAAS,EACT,iBAAiB,EACjB,mBAAmB,EACnB,UAAU,EACV,SAAS,EACT,sBAAsB,EACtB,mBAAmB,EACnB,gBAAgB,EAChB,aAAa,EACb,eAAe,EACf,iBAAiB,EACjB,wBAAwB,EACxB,cAAc,EACd,YAAY,EACZ,aAAa,EACb,aAAa,EACb,eAAe,EACf,eAAe,EACf,WAAW,EACX,kBAAkB,EAClB,QAAQ,EACR,iBAAiB,EACjB,qBAAqB,EACrB,WAAW,EACX,oBAAoB,EACpB,mBAAmB,EACnB,mBAAmB,EACnB,+BAA+B,EAC/B,cAAc,EACd,YAAY,EACZ,eAAe,EACf,YAAY,EACZ,MAAM,EACN,qBAAqB,EACrB,kBAAkB,EAClB,oBAAoB,EACpB,KAAK,EACL,aAAa,EACb,SAAS,EACT,4BAA4B,EAC5B,iBAAiB,EACjB,mBAAmB,EACnB,oBAAoB,EACpB,eAAe,EACf,kBAAkB,EAClB,oBAAoB,EACpB,qBAAqB,EACrB,kBAAkB,EAClB,iBAAiB,EACjB,qBAAqB,EACrB,qBAAqB,EACrB,aAAa,EACb,UAAU,EACV,eAAe,EACf,qBAAqB,EACrB,qBAAqB,EACrB,iBAAiB,EACjB,kBAAkB,EAClB,kBAAkB,EAClB,kBAAkB,EAClB,mBAAmB,EACnB,iBAAiB,EACjB,uBAAuB,EACvB,oBAAoB,EACpB,gBAAgB,EAChB,iBAAiB,EACjB,YAAY,EACZ,eAAe,EACf,UAAU,EACV,gBAAgB,EAChB,iBAAiB,EACjB,kBAAkB,EAClB,iBAAiB,EACjB,yBAAyB,EACzB,eAAe,EACf,qBAAqB,EACrB,mBAAmB,EACnB,iBAAiB,EACjB,0BAA0B,EAC1B,iBAAiB,EACjB,kBAAkB,EAClB,sBAAsB,EACtB,qBAAqB,EACrB,sBAAsB,EACtB,eAAe,EACf,UAAU,EACV,gBAAgB,EAChB,SAAS,EACT,YAAY,EACZ,WAAW,EACX,YAAY,EACZ,WAAW,EACX,aAAa,EACb,QAAQ,EACR,OAAO,EACP,iBAAiB,EACjB,aAAa,EACb,IAAI,EACJ,aAAa,EACb,qBAAqB,EACrB,gBAAgB,EAChB,gBAAgB,EAChB,kBAAkB,EAClB,kBAAkB,EAClB,oBAAoB,EACpB,mBAAmB,EACnB,eAAe,EACf,WAAW,EACX,eAAe,EACf,YAAY,EACZ,eAAe,EACf,eAAe,EACf,YAAY,EACZ,qBAAqB,EACrB,YAAY,EACZ,eAAe,EACf,cAAc,EACd,MAAM,EACN,eAAe,EACf,WAAW,EACX,kBAAkB,EAClB,oBAAoB,EACpB,sBAAsB,EACtB,kBAAkB,EAClB,cAAc,EACd,qBAAqB,EACrB,gBAAgB,EAChB,uBAAuB,EACvB,OAAO,EACP,UAAU,EACV,gBAAgB,EAChB,YAAY,EACZ,SAAS,EACT,qBAAqB,EACrB,UAAU,EACV,sBAAsB,EACtB,iBAAiB,EACjB,mBAAmB,EACnB,eAAe,EACf,iBAAiB,EACjB,mBAAmB,EACnB,UAAU,EACV,cAAc,EACd,iBAAiB,EACjB,cAAc,EACd,aAAa,EACb,yBAAyB,EACzB,cAAc,EACd,qBAAqB,EACrB,uBAAuB,GACxB,MAAM,SAAS,CAAC;AAGjB,OAAO,EAAE,SAAS,EAAE,OAAO,EAAE,MAAM,SAAS,CAAC;AAG7C,OAAO,EAAE,aAAa,EAAE,kBAAkB,EAAE,MAAM,WAAW,CAAC;AAG9D,OAAO,EACL,SAAS,EACT,eAAe,EACf,iBAAiB,EACjB,aAAa,EACb,aAAa,EACb,aAAa,EACb,aAAa,EACb,oBAAoB,GACrB,MAAM,UAAU,CAAC"}
|
package/dist/index.js
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.OperationFailedError = exports.ExchangeError = exports.InternalError = exports.ConflictError = exports.NotFoundError = exports.UnauthorizedError = exports.ValidationError = exports.ArcaError = exports.Channel = exports.EventType = exports.CandleWatchStream = exports.PriceWatchStream = exports.MaxOrderSizeWatchStream = exports.ObjectWatchStream = exports.BalanceWatchStream = exports.OperationWatchStream = exports.OrderHandle = exports.OperationHandle = exports.WebSocketManager = exports.ArcaAdmin = exports.Arca = void 0;
|
|
3
|
+
exports.OperationFailedError = exports.ExchangeError = exports.InternalError = exports.ConflictError = exports.NotFoundError = exports.UnauthorizedError = exports.ValidationError = exports.ArcaError = exports.revalueAggregation = exports.revalueObject = exports.Channel = exports.EventType = exports.CandleWatchStream = exports.PriceWatchStream = exports.MaxOrderSizeWatchStream = exports.AggregationWatchStream = exports.ObjectWatchStream = exports.BalanceWatchStream = exports.OperationWatchStream = exports.OrderHandle = exports.OperationHandle = exports.WebSocketManager = exports.ArcaAdmin = exports.Arca = void 0;
|
|
4
4
|
// Main SDK entry point
|
|
5
5
|
var arca_1 = require("./arca");
|
|
6
6
|
Object.defineProperty(exports, "Arca", { enumerable: true, get: function () { return arca_1.Arca; } });
|
|
@@ -15,6 +15,7 @@ var streams_1 = require("./streams");
|
|
|
15
15
|
Object.defineProperty(exports, "OperationWatchStream", { enumerable: true, get: function () { return streams_1.OperationWatchStream; } });
|
|
16
16
|
Object.defineProperty(exports, "BalanceWatchStream", { enumerable: true, get: function () { return streams_1.BalanceWatchStream; } });
|
|
17
17
|
Object.defineProperty(exports, "ObjectWatchStream", { enumerable: true, get: function () { return streams_1.ObjectWatchStream; } });
|
|
18
|
+
Object.defineProperty(exports, "AggregationWatchStream", { enumerable: true, get: function () { return streams_1.AggregationWatchStream; } });
|
|
18
19
|
Object.defineProperty(exports, "MaxOrderSizeWatchStream", { enumerable: true, get: function () { return streams_1.MaxOrderSizeWatchStream; } });
|
|
19
20
|
Object.defineProperty(exports, "PriceWatchStream", { enumerable: true, get: function () { return streams_1.PriceWatchStream; } });
|
|
20
21
|
Object.defineProperty(exports, "CandleWatchStream", { enumerable: true, get: function () { return streams_1.CandleWatchStream; } });
|
|
@@ -22,6 +23,10 @@ Object.defineProperty(exports, "CandleWatchStream", { enumerable: true, get: fun
|
|
|
22
23
|
var types_1 = require("./types");
|
|
23
24
|
Object.defineProperty(exports, "EventType", { enumerable: true, get: function () { return types_1.EventType; } });
|
|
24
25
|
Object.defineProperty(exports, "Channel", { enumerable: true, get: function () { return types_1.Channel; } });
|
|
26
|
+
// Revalue helpers
|
|
27
|
+
var revalue_1 = require("./revalue");
|
|
28
|
+
Object.defineProperty(exports, "revalueObject", { enumerable: true, get: function () { return revalue_1.revalueObject; } });
|
|
29
|
+
Object.defineProperty(exports, "revalueAggregation", { enumerable: true, get: function () { return revalue_1.revalueAggregation; } });
|
|
25
30
|
// Errors
|
|
26
31
|
var errors_1 = require("./errors");
|
|
27
32
|
Object.defineProperty(exports, "ArcaError", { enumerable: true, get: function () { return errors_1.ArcaError; } });
|
package/dist/index.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;AAAA,uBAAuB;AACvB,+BAA8B;AAArB,4FAAA,IAAI,OAAA;AACb,iCAAoC;AAA3B,kGAAA,SAAS,OAAA;AAClB,yCAA+C;AAAtC,6GAAA,gBAAgB,OAAA;AACzB,uDAAkE;AAAzD,mHAAA,eAAe,OAAA;AAAE,+GAAA,WAAW,OAAA;AACrC,
|
|
1
|
+
{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;AAAA,uBAAuB;AACvB,+BAA8B;AAArB,4FAAA,IAAI,OAAA;AACb,iCAAoC;AAA3B,kGAAA,SAAS,OAAA;AAClB,yCAA+C;AAAtC,6GAAA,gBAAgB,OAAA;AACzB,uDAAkE;AAAzD,mHAAA,eAAe,OAAA;AAAE,+GAAA,WAAW,OAAA;AACrC,qCAQmB;AAPjB,+GAAA,oBAAoB,OAAA;AACpB,6GAAA,kBAAkB,OAAA;AAClB,4GAAA,iBAAiB,OAAA;AACjB,iHAAA,sBAAsB,OAAA;AACtB,kHAAA,uBAAuB,OAAA;AACvB,2GAAA,gBAAgB,OAAA;AAChB,4GAAA,iBAAiB,OAAA;AAuMnB,YAAY;AACZ,iCAA6C;AAApC,kGAAA,SAAS,OAAA;AAAE,gGAAA,OAAO,OAAA;AAE3B,kBAAkB;AAClB,qCAA8D;AAArD,wGAAA,aAAa,OAAA;AAAE,6GAAA,kBAAkB,OAAA;AAE1C,SAAS;AACT,mCASkB;AARhB,mGAAA,SAAS,OAAA;AACT,yGAAA,eAAe,OAAA;AACf,2GAAA,iBAAiB,OAAA;AACjB,uGAAA,aAAa,OAAA;AACb,uGAAA,aAAa,OAAA;AACb,uGAAA,aAAa,OAAA;AACb,uGAAA,aAAa,OAAA;AACb,8GAAA,oBAAoB,OAAA"}
|
|
@@ -0,0 +1,14 @@
|
|
|
1
|
+
import type { ObjectValuation, PathAggregation } from './types';
|
|
2
|
+
type Mids = Record<string, string>;
|
|
3
|
+
/**
|
|
4
|
+
* Recompute all price-derived fields on an ObjectValuation using fresh mid prices.
|
|
5
|
+
* Static data (amounts, sizes, entry prices, paths) is preserved unchanged.
|
|
6
|
+
*/
|
|
7
|
+
export declare function revalueObject(obj: ObjectValuation, mids: Mids): ObjectValuation;
|
|
8
|
+
/**
|
|
9
|
+
* Recompute all price-derived fields on a PathAggregation using fresh mid prices.
|
|
10
|
+
* Objects are revalued individually and totals are recomputed.
|
|
11
|
+
*/
|
|
12
|
+
export declare function revalueAggregation(agg: PathAggregation, mids: Mids): PathAggregation;
|
|
13
|
+
export {};
|
|
14
|
+
//# sourceMappingURL=revalue.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"revalue.d.ts","sourceRoot":"","sources":["../src/revalue.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,eAAe,EAAE,eAAe,EAA8C,MAAM,SAAS,CAAC;AAE5G,KAAK,IAAI,GAAG,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;AA4BnC;;;GAGG;AACH,wBAAgB,aAAa,CAAC,GAAG,EAAE,eAAe,EAAE,IAAI,EAAE,IAAI,GAAG,eAAe,CA2B/E;AAED;;;GAGG;AACH,wBAAgB,kBAAkB,CAAC,GAAG,EAAE,eAAe,EAAE,IAAI,EAAE,IAAI,GAAG,eAAe,CAcpF"}
|
package/dist/revalue.js
ADDED
|
@@ -0,0 +1,78 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.revalueObject = revalueObject;
|
|
4
|
+
exports.revalueAggregation = revalueAggregation;
|
|
5
|
+
function revalueBalance(b, mids) {
|
|
6
|
+
const mid = mids[b.denomination] ?? '1';
|
|
7
|
+
const amount = Number(b.amount) || 0;
|
|
8
|
+
const price = Number(mid) || 1;
|
|
9
|
+
return { ...b, price: mid, valueUsd: String(amount * price) };
|
|
10
|
+
}
|
|
11
|
+
function revaluePosition(p, mids) {
|
|
12
|
+
const mid = mids[p.coin];
|
|
13
|
+
if (!mid)
|
|
14
|
+
return p;
|
|
15
|
+
const markPrice = Number(mid);
|
|
16
|
+
if (!Number.isFinite(markPrice))
|
|
17
|
+
return p;
|
|
18
|
+
const size = Number(p.size) || 0;
|
|
19
|
+
const entry = Number(p.entryPrice) || 0;
|
|
20
|
+
const signedSize = p.side === 'SHORT' ? -size : size;
|
|
21
|
+
const pnl = signedSize * (markPrice - entry);
|
|
22
|
+
return { ...p, markPrice: mid, unrealizedPnl: String(pnl), valueUsd: String(pnl) };
|
|
23
|
+
}
|
|
24
|
+
function revalueReserved(r, mids) {
|
|
25
|
+
const mid = mids[r.denomination] ?? '1';
|
|
26
|
+
const amount = Number(r.amount) || 0;
|
|
27
|
+
const price = Number(mid) || 1;
|
|
28
|
+
return { ...r, price: mid, valueUsd: String(amount * price) };
|
|
29
|
+
}
|
|
30
|
+
/**
|
|
31
|
+
* Recompute all price-derived fields on an ObjectValuation using fresh mid prices.
|
|
32
|
+
* Static data (amounts, sizes, entry prices, paths) is preserved unchanged.
|
|
33
|
+
*/
|
|
34
|
+
function revalueObject(obj, mids) {
|
|
35
|
+
if (obj.type === 'exchange') {
|
|
36
|
+
const newPositions = obj.positions?.map(p => revaluePosition(p, mids)) ?? null;
|
|
37
|
+
const cashStr = obj.balances[0]?.amount ?? '0';
|
|
38
|
+
const cash = Number(cashStr) || 0;
|
|
39
|
+
const totalPnl = newPositions?.reduce((s, p) => s + (Number(p.unrealizedPnl) || 0), 0) ?? 0;
|
|
40
|
+
const equity = cash + totalPnl;
|
|
41
|
+
return {
|
|
42
|
+
...obj,
|
|
43
|
+
valueUsd: String(equity),
|
|
44
|
+
positions: newPositions,
|
|
45
|
+
reservedBalances: obj.reservedBalances?.map(r => revalueReserved(r, mids)),
|
|
46
|
+
pendingInbound: obj.pendingInbound?.map(r => revalueReserved(r, mids)),
|
|
47
|
+
};
|
|
48
|
+
}
|
|
49
|
+
const newBalances = obj.balances.map(b => revalueBalance(b, mids));
|
|
50
|
+
const newReserved = obj.reservedBalances?.map(r => revalueReserved(r, mids));
|
|
51
|
+
const objValue = newBalances.reduce((s, b) => s + (Number(b.valueUsd) || 0), 0)
|
|
52
|
+
+ (newReserved?.reduce((s, r) => s + (Number(r.valueUsd) || 0), 0) ?? 0);
|
|
53
|
+
return {
|
|
54
|
+
...obj,
|
|
55
|
+
valueUsd: String(objValue),
|
|
56
|
+
balances: newBalances,
|
|
57
|
+
reservedBalances: newReserved,
|
|
58
|
+
pendingInbound: obj.pendingInbound?.map(r => revalueReserved(r, mids)),
|
|
59
|
+
};
|
|
60
|
+
}
|
|
61
|
+
/**
|
|
62
|
+
* Recompute all price-derived fields on a PathAggregation using fresh mid prices.
|
|
63
|
+
* Objects are revalued individually and totals are recomputed.
|
|
64
|
+
*/
|
|
65
|
+
function revalueAggregation(agg, mids) {
|
|
66
|
+
const newObjects = agg.objects.map(o => revalueObject(o, mids));
|
|
67
|
+
const totalEquity = newObjects.reduce((s, o) => s + (Number(o.valueUsd) || 0), 0);
|
|
68
|
+
const departing = newObjects.reduce((s, o) => s + (o.reservedBalances?.reduce((rs, r) => rs + (Number(r.valueUsd) || 0), 0) ?? 0), 0);
|
|
69
|
+
const arriving = newObjects.reduce((s, o) => s + (o.pendingInbound?.reduce((rs, r) => rs + (Number(r.valueUsd) || 0), 0) ?? 0), 0);
|
|
70
|
+
return {
|
|
71
|
+
...agg,
|
|
72
|
+
totalEquityUsd: String(totalEquity),
|
|
73
|
+
departingUsd: String(departing),
|
|
74
|
+
arrivingUsd: String(arriving),
|
|
75
|
+
objects: newObjects,
|
|
76
|
+
};
|
|
77
|
+
}
|
|
78
|
+
//# sourceMappingURL=revalue.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"revalue.js","sourceRoot":"","sources":["../src/revalue.ts"],"names":[],"mappings":";;AAkCA,sCA2BC;AAMD,gDAcC;AA7ED,SAAS,cAAc,CAAC,CAAe,EAAE,IAAU;IACjD,MAAM,GAAG,GAAG,IAAI,CAAC,CAAC,CAAC,YAAY,CAAC,IAAI,GAAG,CAAC;IACxC,MAAM,MAAM,GAAG,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC;IACrC,MAAM,KAAK,GAAG,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;IAC/B,OAAO,EAAE,GAAG,CAAC,EAAE,KAAK,EAAE,GAAG,EAAE,QAAQ,EAAE,MAAM,CAAC,MAAM,GAAG,KAAK,CAAC,EAAE,CAAC;AAChE,CAAC;AAED,SAAS,eAAe,CAAC,CAAgB,EAAE,IAAU;IACnD,MAAM,GAAG,GAAG,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC;IACzB,IAAI,CAAC,GAAG;QAAE,OAAO,CAAC,CAAC;IACnB,MAAM,SAAS,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC;IAC9B,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,SAAS,CAAC;QAAE,OAAO,CAAC,CAAC;IAC1C,MAAM,IAAI,GAAG,MAAM,CAAC,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;IACjC,MAAM,KAAK,GAAG,MAAM,CAAC,CAAC,CAAC,UAAU,CAAC,IAAI,CAAC,CAAC;IACxC,MAAM,UAAU,GAAG,CAAC,CAAC,IAAI,KAAK,OAAO,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC;IACrD,MAAM,GAAG,GAAG,UAAU,GAAG,CAAC,SAAS,GAAG,KAAK,CAAC,CAAC;IAC7C,OAAO,EAAE,GAAG,CAAC,EAAE,SAAS,EAAE,GAAG,EAAE,aAAa,EAAE,MAAM,CAAC,GAAG,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC;AACrF,CAAC;AAED,SAAS,eAAe,CAAC,CAAgB,EAAE,IAAU;IACnD,MAAM,GAAG,GAAG,IAAI,CAAC,CAAC,CAAC,YAAY,CAAC,IAAI,GAAG,CAAC;IACxC,MAAM,MAAM,GAAG,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC;IACrC,MAAM,KAAK,GAAG,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;IAC/B,OAAO,EAAE,GAAG,CAAC,EAAE,KAAK,EAAE,GAAG,EAAE,QAAQ,EAAE,MAAM,CAAC,MAAM,GAAG,KAAK,CAAC,EAAE,CAAC;AAChE,CAAC;AAED;;;GAGG;AACH,SAAgB,aAAa,CAAC,GAAoB,EAAE,IAAU;IAC5D,IAAI,GAAG,CAAC,IAAI,KAAK,UAAU,EAAE,CAAC;QAC5B,MAAM,YAAY,GAAG,GAAG,CAAC,SAAS,EAAE,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,eAAe,CAAC,CAAC,EAAE,IAAI,CAAC,CAAC,IAAI,IAAI,CAAC;QAC/E,MAAM,OAAO,GAAG,GAAG,CAAC,QAAQ,CAAC,CAAC,CAAC,EAAE,MAAM,IAAI,GAAG,CAAC;QAC/C,MAAM,IAAI,GAAG,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QAClC,MAAM,QAAQ,GAAG,YAAY,EAAE,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,aAAa,CAAC,IAAI,CAAC,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC;QAC5F,MAAM,MAAM,GAAG,IAAI,GAAG,QAAQ,CAAC;QAC/B,OAAO;YACL,GAAG,GAAG;YACN,QAAQ,EAAE,MAAM,CAAC,MAAM,CAAC;YACxB,SAAS,EAAE,YAAY;YACvB,gBAAgB,EAAE,GAAG,CAAC,gBAAgB,EAAE,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,eAAe,CAAC,CAAC,EAAE,IAAI,CAAC,CAAC;YAC1E,cAAc,EAAE,GAAG,CAAC,cAAc,EAAE,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,eAAe,CAAC,CAAC,EAAE,IAAI,CAAC,CAAC;SACvE,CAAC;IACJ,CAAC;IAED,MAAM,WAAW,GAAG,GAAG,CAAC,QAAQ,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,cAAc,CAAC,CAAC,EAAE,IAAI,CAAC,CAAC,CAAC;IACnE,MAAM,WAAW,GAAG,GAAG,CAAC,gBAAgB,EAAE,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,eAAe,CAAC,CAAC,EAAE,IAAI,CAAC,CAAC,CAAC;IAC7E,MAAM,QAAQ,GAAG,WAAW,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,EAAE,CAAC,CAAC;UAC3E,CAAC,WAAW,EAAE,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC;IAC3E,OAAO;QACL,GAAG,GAAG;QACN,QAAQ,EAAE,MAAM,CAAC,QAAQ,CAAC;QAC1B,QAAQ,EAAE,WAAW;QACrB,gBAAgB,EAAE,WAAW;QAC7B,cAAc,EAAE,GAAG,CAAC,cAAc,EAAE,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,eAAe,CAAC,CAAC,EAAE,IAAI,CAAC,CAAC;KACvE,CAAC;AACJ,CAAC;AAED;;;GAGG;AACH,SAAgB,kBAAkB,CAAC,GAAoB,EAAE,IAAU;IACjE,MAAM,UAAU,GAAG,GAAG,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,aAAa,CAAC,CAAC,EAAE,IAAI,CAAC,CAAC,CAAC;IAChE,MAAM,WAAW,GAAG,UAAU,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;IAClF,MAAM,SAAS,GAAG,UAAU,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAC3C,CAAC,GAAG,CAAC,CAAC,CAAC,gBAAgB,EAAE,MAAM,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;IAC1F,MAAM,QAAQ,GAAG,UAAU,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAC1C,CAAC,GAAG,CAAC,CAAC,CAAC,cAAc,EAAE,MAAM,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;IACxF,OAAO;QACL,GAAG,GAAG;QACN,cAAc,EAAE,MAAM,CAAC,WAAW,CAAC;QACnC,YAAY,EAAE,MAAM,CAAC,SAAS,CAAC;QAC/B,WAAW,EAAE,MAAM,CAAC,QAAQ,CAAC;QAC7B,OAAO,EAAE,UAAU;KACpB,CAAC;AACJ,CAAC"}
|
package/dist/streams.d.ts
CHANGED
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
import type { Operation, ArcaBalance, ExchangeState, ObjectValuation, ActiveAssetData, CandleInterval, CandleEvent, RealmEvent } from './types';
|
|
1
|
+
import type { Operation, ArcaBalance, ExchangeState, ObjectValuation, PathAggregation, ActiveAssetData, CandleInterval, CandleEvent, RealmEvent } from './types';
|
|
2
2
|
import type { WebSocketManager } from './websocket';
|
|
3
3
|
export type WatchStreamState = 'loading' | 'connected' | 'reconnecting';
|
|
4
4
|
type UpdateCallback<T> = (data: T) => void;
|
|
@@ -80,10 +80,24 @@ export declare class BalanceWatchStream extends WatchStream<BalanceUpdate> {
|
|
|
80
80
|
export declare class ObjectWatchStream extends WatchStream<ObjectValuation> {
|
|
81
81
|
private readonly ws;
|
|
82
82
|
private readonly path;
|
|
83
|
+
private readonly exchange;
|
|
83
84
|
valuation?: ObjectValuation;
|
|
84
85
|
private watchId?;
|
|
85
86
|
private readonly unsubs;
|
|
86
|
-
|
|
87
|
+
private latestMids;
|
|
88
|
+
private structuralValuation?;
|
|
89
|
+
constructor(ws: WebSocketManager, path: string, exchange?: string);
|
|
90
|
+
protected doClose(): void;
|
|
91
|
+
}
|
|
92
|
+
export declare class AggregationWatchStream extends WatchStream<PathAggregation> {
|
|
93
|
+
private readonly ws;
|
|
94
|
+
aggregation?: PathAggregation;
|
|
95
|
+
readonly watchId: string;
|
|
96
|
+
private readonly unsubs;
|
|
97
|
+
private latestMids;
|
|
98
|
+
private structuralAggregation?;
|
|
99
|
+
private destroyWatch?;
|
|
100
|
+
constructor(ws: WebSocketManager, watchId: string, initialAggregation: PathAggregation, destroyWatch: () => Promise<void>, exchange?: string);
|
|
87
101
|
protected doClose(): void;
|
|
88
102
|
}
|
|
89
103
|
export interface MaxOrderSizeWatchOptions {
|
package/dist/streams.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"streams.d.ts","sourceRoot":"","sources":["../src/streams.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EACV,SAAS,EACT,WAAW,EAEX,aAAa,EACb,eAAe,EACf,eAAe,EAIf,cAAc,EACd,WAAW,EACX,UAAU,EAEX,MAAM,SAAS,CAAC;AAEjB,OAAO,KAAK,EAAE,gBAAgB,EAAE,MAAM,aAAa,CAAC;
|
|
1
|
+
{"version":3,"file":"streams.d.ts","sourceRoot":"","sources":["../src/streams.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EACV,SAAS,EACT,WAAW,EAEX,aAAa,EACb,eAAe,EACf,eAAe,EACf,eAAe,EAIf,cAAc,EACd,WAAW,EACX,UAAU,EAEX,MAAM,SAAS,CAAC;AAEjB,OAAO,KAAK,EAAE,gBAAgB,EAAE,MAAM,aAAa,CAAC;AAGpD,MAAM,MAAM,gBAAgB,GAAG,SAAS,GAAG,WAAW,GAAG,cAAc,CAAC;AAExE,KAAK,cAAc,CAAC,CAAC,IAAI,CAAC,IAAI,EAAE,CAAC,KAAK,IAAI,CAAC;AAC3C,KAAK,aAAa,GAAG,CAAC,KAAK,EAAE,gBAAgB,KAAK,IAAI,CAAC;AAEvD;;;;;;;GAOG;AACH,uBAAe,WAAW,CAAC,CAAC;IAC1B,SAAS,CAAC,QAAQ,CAAC,eAAe,yBAAgC;IAClE,OAAO,CAAC,QAAQ,CAAC,cAAc,CAA4B;IAC3D,OAAO,CAAC,MAAM,CAA+B;IAC7C,OAAO,CAAC,MAAM,CAAS;IACvB,OAAO,CAAC,YAAY,CAAC,CAAa;IAClC,OAAO,CAAC,QAAQ,CAAC,YAAY,CAAgB;;IAQ7C,6CAA6C;IAC7C,IAAI,KAAK,IAAI,gBAAgB,CAE5B;IAED;;;OAGG;IACH,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC;IAItB;;OAEG;IACH,QAAQ,CAAC,EAAE,EAAE,cAAc,CAAC,CAAC,CAAC,GAAG,MAAM,IAAI;IAK3C;;OAEG;IACH,aAAa,CAAC,EAAE,EAAE,aAAa,GAAG,MAAM,IAAI;IAK5C;;OAEG;IACH,KAAK,IAAI,IAAI;IAQb,IAAI,QAAQ,IAAI,OAAO,CAEtB;IAED,SAAS,CAAC,QAAQ,CAAC,QAAQ,EAAE,gBAAgB,GAAG,IAAI;IAUpD,SAAS,CAAC,IAAI,CAAC,IAAI,EAAE,CAAC,GAAG,IAAI;IAK7B,SAAS,CAAC,QAAQ,CAAC,OAAO,IAAI,IAAI;IAElC,CAAC,MAAM,CAAC,aAAa,CAAC,IAAI,qBAAqB,CAAC,CAAC,CAAC;IA0ClD,CAAC,MAAM,CAAC,YAAY,CAAC,IAAI,OAAO,CAAC,IAAI,CAAC;CAIvC;AAID,MAAM,WAAW,eAAe;IAC9B,SAAS,EAAE,SAAS,CAAC;IACrB,KAAK,EAAE,UAAU,CAAC;CACnB;AAED,qBAAa,oBAAqB,SAAQ,WAAW,CAAC,eAAe,CAAC;IAKlE,OAAO,CAAC,QAAQ,CAAC,EAAE;IACnB,OAAO,CAAC,QAAQ,CAAC,OAAO;IAL1B,QAAQ,CAAC,UAAU,EAAE,SAAS,EAAE,CAAM;IACtC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAyB;gBAG7B,EAAE,EAAE,gBAAgB,EACpB,OAAO,EAAE,MAAM;IA6BlC,SAAS,CAAC,OAAO,IAAI,IAAI;CAI1B;AAED,MAAM,WAAW,eAAe;IAC9B,QAAQ,EAAE,MAAM,CAAC;IACjB,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,QAAQ,EAAE,WAAW,EAAE,CAAC;CACzB;AAED,MAAM,WAAW,aAAa;IAC5B,QAAQ,EAAE,MAAM,CAAC;IACjB,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,QAAQ,CAAC,EAAE,WAAW,EAAE,CAAC;IACzB,KAAK,EAAE,UAAU,CAAC;CACnB;AAED,qBAAa,kBAAmB,SAAQ,WAAW,CAAC,aAAa,CAAC;IAM9D,OAAO,CAAC,QAAQ,CAAC,EAAE;IACnB,OAAO,CAAC,QAAQ,CAAC,OAAO;IAN1B,QAAQ,CAAC,QAAQ,EAAE,GAAG,CAAC,MAAM,EAAE,eAAe,CAAC,CAAa;IAC5D,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAyB;IAChD,OAAO,CAAC,QAAQ,CAAC,UAAU,CAAC,CAAS;gBAGlB,EAAE,EAAE,gBAAgB,EACpB,OAAO,EAAE,MAAM,EAChC,UAAU,CAAC,EAAE,MAAM;IA2CrB,SAAS,CAAC,OAAO,IAAI,IAAI;CAI1B;AAED,qBAAa,iBAAkB,SAAQ,WAAW,CAAC,eAAe,CAAC;IAQ/D,OAAO,CAAC,QAAQ,CAAC,EAAE;IACnB,OAAO,CAAC,QAAQ,CAAC,IAAI;IACrB,OAAO,CAAC,QAAQ,CAAC,QAAQ;IAT3B,SAAS,CAAC,EAAE,eAAe,CAAC;IAC5B,OAAO,CAAC,OAAO,CAAC,CAAS;IACzB,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAyB;IAChD,OAAO,CAAC,UAAU,CAA8B;IAChD,OAAO,CAAC,mBAAmB,CAAC,CAAkB;gBAG3B,EAAE,EAAE,gBAAgB,EACpB,IAAI,EAAE,MAAM,EACZ,QAAQ,SAAQ;IAmCnC,SAAS,CAAC,OAAO,IAAI,IAAI;CAO1B;AAED,qBAAa,sBAAuB,SAAQ,WAAW,CAAC,eAAe,CAAC;IASpE,OAAO,CAAC,QAAQ,CAAC,EAAE;IARrB,WAAW,CAAC,EAAE,eAAe,CAAC;IAC9B,QAAQ,CAAC,OAAO,EAAE,MAAM,CAAC;IACzB,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAyB;IAChD,OAAO,CAAC,UAAU,CAA8B;IAChD,OAAO,CAAC,qBAAqB,CAAC,CAAkB;IAChD,OAAO,CAAC,YAAY,CAAC,CAAsB;gBAGxB,EAAE,EAAE,gBAAgB,EACrC,OAAO,EAAE,MAAM,EACf,kBAAkB,EAAE,eAAe,EACnC,YAAY,EAAE,MAAM,OAAO,CAAC,IAAI,CAAC,EACjC,QAAQ,SAAQ;IAqClB,SAAS,CAAC,OAAO,IAAI,IAAI;CAM1B;AAED,MAAM,WAAW,wBAAwB;IACvC,QAAQ,EAAE,MAAM,CAAC;IACjB,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE,KAAK,GAAG,MAAM,CAAC;IACrB,QAAQ,EAAE,MAAM,CAAC;IACjB,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,UAAU,CAAC,EAAE,MAAM,CAAC;CACrB;AAED,MAAM,WAAW,kBAAkB;IACjC,eAAe,EAAE,eAAe,CAAC;IACjC,KAAK,EAAE,UAAU,GAAG,MAAM,GAAG,MAAM,CAAC;CACrC;AAqBD,wBAAgB,8BAA8B,CAC5C,aAAa,EAAE,aAAa,EAC5B,IAAI,EAAE,MAAM,EACZ,MAAM,EAAE,MAAM,EACd,QAAQ,EAAE,MAAM,EAChB,IAAI,EAAE,KAAK,GAAG,MAAM,EACpB,aAAa,SAAI,EACjB,UAAU,SAAI,GACb,eAAe,GAAG,IAAI,CAwDxB;AAED,qBAAa,uBAAwB,SAAQ,WAAW,CAAC,kBAAkB,CAAC;IAC1E,eAAe,CAAC,EAAE,eAAe,CAAC;IAClC,OAAO,CAAC,aAAa,CAAC,CAAgB;IACtC,OAAO,CAAC,MAAM,CAAyB;IACvC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAyB;IAChD,OAAO,CAAC,QAAQ,CAAC,IAAI,CAA0G;IAC/H,OAAO,CAAC,QAAQ,CAAC,WAAW,CAAmB;gBAG7C,WAAW,EAAE,gBAAgB,EAC7B,OAAO,EAAE,wBAAwB,EACjC,oBAAoB,CAAC,EAAE,aAAa,EACpC,aAAa,GAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAAM;IA2B5C,mBAAmB,CAAC,KAAK,EAAE,aAAa,GAAG,IAAI;IAK/C,UAAU,CAAC,EAAE,EAAE,MAAM,IAAI,GAAG,IAAI;IAIhC,OAAO,CAAC,SAAS;IAkBjB,SAAS,CAAC,OAAO,IAAI,IAAI;CAI1B;AAED,qBAAa,gBAAiB,SAAQ,WAAW,CAAC,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;IAKrE,OAAO,CAAC,QAAQ,CAAC,EAAE;IACnB,OAAO,CAAC,QAAQ,CAAC,QAAQ;IAL3B,OAAO,CAAC,OAAO,CAA8B;IAC7C,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAyB;gBAG7B,EAAE,EAAE,gBAAgB,EACpB,QAAQ,EAAE,MAAM;IAuBnC,IAAI,MAAM,IAAI,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAEnC;IAED,SAAS,CAAC,OAAO,IAAI,IAAI;CAI1B;AAED,qBAAa,iBAAkB,SAAQ,WAAW,CAAC,WAAW,CAAC;IAI3D,OAAO,CAAC,QAAQ,CAAC,EAAE;IACnB,OAAO,CAAC,QAAQ,CAAC,KAAK;IACtB,OAAO,CAAC,QAAQ,CAAC,SAAS;IAL5B,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAyB;gBAG7B,EAAE,EAAE,gBAAgB,EACpB,KAAK,EAAE,MAAM,EAAE,EACf,SAAS,EAAE,cAAc,EAAE;IAsB9C,OAAO,CAAC,WAAW;IAInB,SAAS,CAAC,OAAO,IAAI,IAAI;CAI1B"}
|
package/dist/streams.js
CHANGED
|
@@ -1,7 +1,8 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.CandleWatchStream = exports.PriceWatchStream = exports.MaxOrderSizeWatchStream = exports.ObjectWatchStream = exports.BalanceWatchStream = exports.OperationWatchStream = void 0;
|
|
3
|
+
exports.CandleWatchStream = exports.PriceWatchStream = exports.MaxOrderSizeWatchStream = exports.AggregationWatchStream = exports.ObjectWatchStream = exports.BalanceWatchStream = exports.OperationWatchStream = void 0;
|
|
4
4
|
exports.deriveActiveAssetDataFromState = deriveActiveAssetDataFromState;
|
|
5
|
+
const revalue_1 = require("./revalue");
|
|
5
6
|
/**
|
|
6
7
|
* Base class for all watch streams. Manages callbacks, cleanup,
|
|
7
8
|
* lifecycle state, and provides Symbol.asyncDispose / Symbol.asyncIterator support.
|
|
@@ -207,13 +208,18 @@ exports.BalanceWatchStream = BalanceWatchStream;
|
|
|
207
208
|
class ObjectWatchStream extends WatchStream {
|
|
208
209
|
ws;
|
|
209
210
|
path;
|
|
211
|
+
exchange;
|
|
210
212
|
valuation;
|
|
211
213
|
watchId;
|
|
212
214
|
unsubs = [];
|
|
213
|
-
|
|
215
|
+
latestMids = {};
|
|
216
|
+
structuralValuation;
|
|
217
|
+
constructor(ws, path, exchange = 'sim') {
|
|
214
218
|
super();
|
|
215
219
|
this.ws = ws;
|
|
216
220
|
this.path = path;
|
|
221
|
+
this.exchange = exchange;
|
|
222
|
+
this.ws.acquireMids(exchange);
|
|
217
223
|
this.unsubs.push(this.ws.onStatus((status) => {
|
|
218
224
|
if (status === 'disconnected' && this.state !== 'loading') {
|
|
219
225
|
this.setState('reconnecting');
|
|
@@ -223,20 +229,78 @@ class ObjectWatchStream extends WatchStream {
|
|
|
223
229
|
return;
|
|
224
230
|
this.watchId = watchId;
|
|
225
231
|
this.ws.trackObjectWatch(watchId, this.path);
|
|
226
|
-
this.
|
|
232
|
+
this.structuralValuation = valuation;
|
|
233
|
+
const hasPrice = Object.keys(this.latestMids).length > 0;
|
|
234
|
+
const revalued = hasPrice ? (0, revalue_1.revalueObject)(valuation, this.latestMids) : valuation;
|
|
235
|
+
this.valuation = revalued;
|
|
227
236
|
this.setState('connected');
|
|
228
|
-
this.emit(
|
|
237
|
+
this.emit(revalued);
|
|
238
|
+
}), this.ws.onMidsUpdated((mids) => {
|
|
239
|
+
Object.assign(this.latestMids, mids);
|
|
240
|
+
if (!this.structuralValuation)
|
|
241
|
+
return;
|
|
242
|
+
const revalued = (0, revalue_1.revalueObject)(this.structuralValuation, this.latestMids);
|
|
243
|
+
this.valuation = revalued;
|
|
244
|
+
this.emit(revalued);
|
|
229
245
|
}));
|
|
230
246
|
this.ws.sendWatchObject(path);
|
|
231
247
|
}
|
|
232
248
|
doClose() {
|
|
233
249
|
this.unsubs.forEach(u => u());
|
|
250
|
+
this.ws.releaseMids();
|
|
234
251
|
if (this.watchId) {
|
|
235
252
|
this.ws.sendUnwatchObject(this.watchId);
|
|
236
253
|
}
|
|
237
254
|
}
|
|
238
255
|
}
|
|
239
256
|
exports.ObjectWatchStream = ObjectWatchStream;
|
|
257
|
+
class AggregationWatchStream extends WatchStream {
|
|
258
|
+
ws;
|
|
259
|
+
aggregation;
|
|
260
|
+
watchId;
|
|
261
|
+
unsubs = [];
|
|
262
|
+
latestMids = {};
|
|
263
|
+
structuralAggregation;
|
|
264
|
+
destroyWatch;
|
|
265
|
+
constructor(ws, watchId, initialAggregation, destroyWatch, exchange = 'sim') {
|
|
266
|
+
super();
|
|
267
|
+
this.ws = ws;
|
|
268
|
+
this.watchId = watchId;
|
|
269
|
+
this.structuralAggregation = initialAggregation;
|
|
270
|
+
this.aggregation = initialAggregation;
|
|
271
|
+
this.destroyWatch = destroyWatch;
|
|
272
|
+
this.ws.acquireMids(exchange);
|
|
273
|
+
this.ws.acquireChannel('aggregation');
|
|
274
|
+
this.unsubs.push(this.ws.onStatus((status) => {
|
|
275
|
+
if (status === 'disconnected' && this.state !== 'loading') {
|
|
276
|
+
this.setState('reconnecting');
|
|
277
|
+
}
|
|
278
|
+
}), this.ws.onAggregationUpdated((eventWatchId, agg) => {
|
|
279
|
+
if (eventWatchId !== this.watchId || !agg)
|
|
280
|
+
return;
|
|
281
|
+
this.structuralAggregation = agg;
|
|
282
|
+
const hasPrice = Object.keys(this.latestMids).length > 0;
|
|
283
|
+
const revalued = hasPrice ? (0, revalue_1.revalueAggregation)(agg, this.latestMids) : agg;
|
|
284
|
+
this.aggregation = revalued;
|
|
285
|
+
this.emit(revalued);
|
|
286
|
+
}), this.ws.onMidsUpdated((mids) => {
|
|
287
|
+
Object.assign(this.latestMids, mids);
|
|
288
|
+
if (!this.structuralAggregation)
|
|
289
|
+
return;
|
|
290
|
+
const revalued = (0, revalue_1.revalueAggregation)(this.structuralAggregation, this.latestMids);
|
|
291
|
+
this.aggregation = revalued;
|
|
292
|
+
this.emit(revalued);
|
|
293
|
+
}));
|
|
294
|
+
this.setState('connected');
|
|
295
|
+
}
|
|
296
|
+
doClose() {
|
|
297
|
+
this.unsubs.forEach(u => u());
|
|
298
|
+
this.ws.releaseMids();
|
|
299
|
+
this.ws.releaseChannel('aggregation');
|
|
300
|
+
this.destroyWatch?.().catch(() => { });
|
|
301
|
+
}
|
|
302
|
+
}
|
|
303
|
+
exports.AggregationWatchStream = AggregationWatchStream;
|
|
240
304
|
const EXTRA_NOTIONAL_BUFFER_RATE = 0.00005; // 0.5 bps
|
|
241
305
|
const DEFAULT_PLATFORM_FEE_RATE = 0.0001; // 1 bps
|
|
242
306
|
function parsePositiveNumber(value) {
|
package/dist/streams.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
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1
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+
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