@depthhq/maker-sdk 0.1.13 → 0.1.14

package/dist/hedge/types.d.ts

@@ -39,6 +39,7 @@ export type HedgeReceipt = {
     status: "filled" | "cancelled" | "rejected" | "open" | "unknown";
     orderId?: number;
     filledSize: bigint;
+    filledAt?: number;
     averagePriceE8?: bigint;
     fee?: bigint;
     hashes?: string[];

package/dist/index.js

@@ -26419,7 +26419,7 @@ function order(value, receipt = false) {
     return false;
   if (!receipt)
     return true;
-  return ["filled", "cancelled", "rejected"].includes(String(value.status)) && integer(value.completedAt) && value.completedAt >= value.nonce && amount(value.filledSize) && BigInt(value.filledSize) >= 0n && BigInt(value.filledSize) <= BigInt(value.size) && optional(value.orderId, integer) && optional(value.averagePriceE8, amount) && optional(value.fee, amount) && optional(value.reason, text) && optional(value.hashes, (hashes) => Array.isArray(hashes) && hashes.length <= 2000 && hashes.every((hash) => typeof hash === "string" && /^0x[0-9a-fA-F]{64}$/.test(hash)));
+  return ["filled", "cancelled", "rejected"].includes(String(value.status)) && integer(value.completedAt) && value.completedAt >= value.nonce && amount(value.filledSize) && BigInt(value.filledSize) >= 0n && BigInt(value.filledSize) <= BigInt(value.size) && (value.filledAt === undefined || integer(value.filledAt) && value.filledAt >= value.nonce - 1000 && value.filledAt <= value.completedAt + 1000) && optional(value.orderId, integer) && optional(value.averagePriceE8, amount) && optional(value.fee, amount) && optional(value.reason, text) && optional(value.hashes, (hashes) => Array.isArray(hashes) && hashes.length <= 2000 && hashes.every((hash) => typeof hash === "string" && /^0x[0-9a-fA-F]{64}$/.test(hash)));
 }
 function hedgeView(value, owner) {
   if (!object(value) || value.maker !== owner || typeof value.enabled !== "boolean")

package/dist/index.node.js

@@ -24933,7 +24933,7 @@ function order(value, receipt = false) {
     return false;
   if (!receipt)
     return true;
-  return ["filled", "cancelled", "rejected"].includes(String(value.status)) && integer(value.completedAt) && value.completedAt >= value.nonce && amount(value.filledSize) && BigInt(value.filledSize) >= 0n && BigInt(value.filledSize) <= BigInt(value.size) && optional(value.orderId, integer) && optional(value.averagePriceE8, amount) && optional(value.fee, amount) && optional(value.reason, text) && optional(value.hashes, (hashes) => Array.isArray(hashes) && hashes.length <= 2000 && hashes.every((hash) => typeof hash === "string" && /^0x[0-9a-fA-F]{64}$/.test(hash)));
+  return ["filled", "cancelled", "rejected"].includes(String(value.status)) && integer(value.completedAt) && value.completedAt >= value.nonce && amount(value.filledSize) && BigInt(value.filledSize) >= 0n && BigInt(value.filledSize) <= BigInt(value.size) && (value.filledAt === undefined || integer(value.filledAt) && value.filledAt >= value.nonce - 1000 && value.filledAt <= value.completedAt + 1000) && optional(value.orderId, integer) && optional(value.averagePriceE8, amount) && optional(value.fee, amount) && optional(value.reason, text) && optional(value.hashes, (hashes) => Array.isArray(hashes) && hashes.length <= 2000 && hashes.every((hash) => typeof hash === "string" && /^0x[0-9a-fA-F]{64}$/.test(hash)));
 }
 function hedgeView(value, owner) {
   if (!object(value) || value.maker !== owner || typeof value.enabled !== "boolean")

package/dist/node.js

@@ -180,7 +180,7 @@ class BotStore {
         if (!/^0x[0-9a-f]{32}$/.test(order.cloid) || !Number.isSafeInteger(order.nonce) || order.nonce < 0 || !Number.isSafeInteger(order.expiresAt) || order.expiresAt <= order.nonce || typeof order.buy !== "boolean" || typeof order.reduceOnly !== "boolean" || typeof order.size !== "bigint" || order.size <= 0n || typeof order.limitPriceE8 !== "bigint" || order.limitPriceE8 <= 0n)
           throw new Error("Hedge checkpoint order is invalid");
       for (const record of hedge.history)
-        if (!["filled", "cancelled", "rejected"].includes(record.status) || typeof record.filledSize !== "bigint" || record.filledSize < 0n || record.filledSize > record.size || !Number.isSafeInteger(record.completedAt) || record.completedAt < record.nonce || record.orderId !== undefined && (!Number.isSafeInteger(record.orderId) || record.orderId < 0))
+        if (!["filled", "cancelled", "rejected"].includes(record.status) || typeof record.filledSize !== "bigint" || record.filledSize < 0n || record.filledSize > record.size || !Number.isSafeInteger(record.completedAt) || record.completedAt < record.nonce || record.filledAt !== undefined && (!Number.isSafeInteger(record.filledAt) || record.filledAt < record.nonce - 1000 || record.filledAt > record.completedAt + 1000) || record.orderId !== undefined && (!Number.isSafeInteger(record.orderId) || record.orderId < 0))
           throw new Error("Hedge checkpoint receipt is invalid");
     }
     return state;
@@ -454,8 +454,10 @@ class MakerBot {
   async hedgeTick() {
     if (!this.hedge)
       return;
-    const account = await this.maker.read("MarketAccount", this.maker.marketAccount(), "finalized");
-    const confirmed = await this.maker.read("MarketAccount", this.maker.marketAccount());
+    const [account, confirmed] = await Promise.all([
+      this.maker.read("MarketAccount", this.maker.marketAccount(), "finalized"),
+      this.maker.read("MarketAccount", this.maker.marketAccount())
+    ]);
     const write = this.state.quoteWrite;
     if (!this.state.hedge?.pending && (("reserving" in confirmed.status) || ("releasing" in confirmed.status))) {
       const ids = [
@@ -495,9 +497,14 @@ class MakerBot {
     if ("ready" in confirmed.status && (!this.position || this.position.status !== "ready" || this.position.position === undefined || (this.inventoryVersion ?? this.position.version) !== currentVersion && this.position.version !== currentVersion)) {
       const prior = this.position;
       this.position = await this.maker.position.summary({ timeoutMs: 0 });
-      const fresh = await this.maker.read("MarketAccount", this.maker.marketAccount(), "finalized");
-      const latest = await this.maker.read("MarketAccount", this.maker.marketAccount());
-      ready = "ready" in fresh.status && "ready" in latest.status && fresh.version.toString() === latest.version.toString() && this.position.status === "ready" && this.position.version === BigInt(fresh.version.toString());
+      ready = false;
+      if (this.position.status === "ready") {
+        const [fresh, latest] = await Promise.all([
+          this.maker.read("MarketAccount", this.maker.marketAccount(), "finalized"),
+          this.maker.read("MarketAccount", this.maker.marketAccount())
+        ]);
+        ready = "ready" in fresh.status && "ready" in latest.status && fresh.version.toString() === latest.version.toString() && this.position.version === BigInt(fresh.version.toString());
+      }
       if (ready) {
         this.inventoryVersion = this.position.version;
         if (write && this.position.version >= write.version) {
@@ -551,7 +558,10 @@ class MakerBot {
       await this.cancel(true);
       return snapshot.reason ?? "hedge reconciliation pending";
     }
-    this.state.inventoryPendingSince = undefined;
+    if (this.state.inventoryPendingSince !== undefined) {
+      this.state.inventoryPendingSince = undefined;
+      await this.store.save(this.state);
+    }
     const [book, costs] = await Promise.all([
       this.hedge.adapter.book(),
       this.hedge.adapter.costs()
@@ -1147,7 +1157,7 @@ class HedgeEngine {
       if (!Number.isInteger(account.leverage) || account.leverage < 1 || account.leverage > this.policy.maxLeverage)
         throw new Error("External leverage exceeds hedge policy");
       const latest = state.history[state.history.length - 1];
-      if (latest && account.timestamp < latest.completedAt)
+      if (latest && account.timestamp < (latest.filledAt ?? latest.completedAt))
         return result("pending", "Waiting for the external account to include the confirmed hedge", account.position);
       if (account.openOrders.length)
         return result("blocked", "Hedge account has unmanaged open orders", account.position);
@@ -1211,7 +1221,7 @@ class HedgeEngine {
         state.pending = undefined;
         await save();
       }
-      return result(receipt.status === "rejected" ? "blocked" : "pending", receipt.reason ?? "Hedge submitted; reconciling confirmed exposure", account.position);
+      return result(receipt.status === "rejected" ? "blocked" : "pending", receipt.status === "rejected" ? receipt.reason ?? "Hedge rejected" : state.pending ? "Hedge confirmation pending" : "Hedge submitted; reconciling confirmed exposure", account.position);
     } catch (error) {
       result("blocked", error instanceof Error ? error.message : "External hedge service unavailable");
       throw error;
@@ -1446,7 +1456,7 @@ class HyperliquidAdapter {
       return true;
     });
     const filledSize = matching.reduce((sum, fill) => sum + units(fill.sz, 9), 0n);
-    if (matching.some((fill) => fill.side === "B" !== order.buy || units(fill.sz, 9) <= 0n || units(fill.px, 8) <= 0n || fill.feeToken !== "USDC" || !/^0x[0-9a-fA-F]{64}$/.test(fill.hash)))
+    if (matching.some((fill) => fill.side === "B" !== order.buy || units(fill.sz, 9) <= 0n || units(fill.px, 8) <= 0n || !Number.isSafeInteger(fill.time) || fill.time < order.nonce - 1000 || fill.time > Date.now() + 1000 || fill.feeToken !== "USDC" || !/^0x[0-9a-fA-F]{64}$/.test(fill.hash)))
       throw new Error("Hyperliquid fill does not match the hedge order");
     if (filledSize > order.size)
       throw new Error("Hyperliquid filled size exceeds the hedge order");
@@ -1462,6 +1472,7 @@ class HyperliquidAdapter {
       status: detail.status === "filled" ? "filled" : /rejected/i.test(detail.status) ? "rejected" : "cancelled",
       orderId: detail.order.oid,
       filledSize,
+      filledAt: matching.length ? Math.max(...matching.map((fill) => fill.time)) : undefined,
       averagePriceE8: filledSize ? cost / filledSize : undefined,
       fee: matching.reduce((sum, fill) => sum + units(fill.fee, 6), 0n),
       hashes: [...new Set(matching.map((fill) => fill.hash))],

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@depthhq/maker-sdk",
-  "version": "0.1.13",
+  "version": "0.1.14",
   "publishConfig": {
     "access": "public"
   },