@imbingox/acex 0.3.1-beta.0 → 0.4.0-beta.1

package/README.md

@@ -30,7 +30,7 @@ const book = client.market.getL1Book({
   symbol: "BTC/USDT:USDT",
 });
 const books = client.market.getL1Books("BTC/USDT:USDT");
-console.log(`bid=${book?.bidPrice.toFixed()} ask=${book?.askPrice.toFixed()}`);
+console.log(`bid=${book?.bidPrice} ask=${book?.askPrice}`);
 console.log(`venues=${books.length}`);
 console.log(`book freshness=${book?.status.freshness}`);
 
@@ -44,14 +44,14 @@ const funding = client.market.getFundingRate({
   symbol: "BTC/USDT:USDT",
 });
 const fundingRates = client.market.getFundingRates("BTC/USDT:USDT");
-console.log(`funding=${funding?.fundingRate.toFixed()}`);
+console.log(`funding=${funding?.fundingRate}`);
 console.log(`funding venues=${fundingRates.length}`);
 
 for await (const event of client.market.events.l1BookUpdates({
   venue: "binance",
   symbol: "BTC/USDT:USDT",
 })) {
-  console.log(event.snapshot.bidPrice.toFixed());
+  console.log(event.snapshot.bidPrice);
   break;
 }
 
@@ -113,11 +113,11 @@ const juplendRisk = client.account.getRiskSnapshot("jup-loop-a");
 const juplendBalances = client.account.getBalances("jup-loop-a");
 
 for (const balance of juplendBalances) {
-  console.log(balance.asset, balance.lending?.netAsset.toFixed());
+  console.log(balance.asset, balance.lending?.netAsset);
 }
 console.log({
-  binanceRiskRatio: binanceRisk?.riskRatio?.toFixed(),
-  juplendRiskRatio: juplendRisk?.riskRatio?.toFixed(),
+  binanceRiskRatio: binanceRisk?.riskRatio,
+  juplendRiskRatio: juplendRisk?.riskRatio,
 });
 
 await client.stop();
@@ -141,7 +141,7 @@ console.log(juplend.order.reason); // "read_only"
 const capabilities = client.listVenueCapabilities();
 ```
 
-价格、数量等输出字段统一是 `BigNumber`；`createOrder()` 的 `price` / `amount` 输入仍接受 decimal string。详见手册 [§3 核心概念](./docs/api.md#3-核心概念)。
+价格、数量等公共输出字段统一是 canonical decimal string（无科学计数法、不补尾零）；输入侧保持宽进严出，`createOrder()` 的 `price` / `amount` 是 decimal string，`DecimalInput` 仍接受 string / number / `BigNumber`。如需运算，使用 SDK re-export 的 `BigNumber`：`new BigNumber(field)`。详见手册 [§3 核心概念](./docs/api.md#3-核心概念)。
 
 ## 核心能力
 

package/docs/api.md

@@ -51,13 +51,13 @@ const book = client.market.getL1Book({
   venue: "binance",
   symbol: "BTC/USDT:USDT",
 });
-console.log(`bid=${book?.bidPrice.toFixed()} ask=${book?.askPrice.toFixed()}`);
+console.log(`bid=${book?.bidPrice} ask=${book?.askPrice}`);
 
 for await (const event of client.market.events.l1BookUpdates({
   venue: "binance",
   symbol: "BTC/USDT:USDT",
 })) {
-  console.log(event.snapshot.bidPrice.toFixed());
+  console.log(event.snapshot.bidPrice);
   break;
 }
 
@@ -114,8 +114,8 @@ await client.account.subscribeAccount({ accountId: "jup-loop-a" });
 const binanceRisk = client.account.getRiskSnapshot("main-binance");
 const juplendRisk = client.account.getRiskSnapshot("jup-loop-a");
 
-console.log(binanceRisk?.riskRatio?.toFixed());
-console.log(juplendRisk?.riskRatio?.toFixed());
+console.log(binanceRisk?.riskRatio);
+console.log(juplendRisk?.riskRatio);
 ```
 
 需要账户或订单能力时，在 `start()` 前后任意时刻 `registerAccount()`：
@@ -182,19 +182,19 @@ await client.market.subscribeL1Book({ venue, symbol });
 
 退订后 `activity` 变为 `"inactive"`，但最后一份快照仍可读——不要把它当实时值。
 
-### 3.5 BigNumber 约定
+### 3.5 Decimal string 约定
 
-输出侧的价格、数量、金额统一是 `BigNumber`（来自 [bignumber.js](https://github.com/MikeMcl/bignumber.js)，SDK 已 re-export）：
+输出侧的价格、数量、金额统一是 canonical 十进制 string：无损、无科学计数法、不补尾零。SDK 仍 re-export `BigNumber`（来自 [bignumber.js](https://github.com/MikeMcl/bignumber.js)）作为可选工具；需要运算时由调用方显式解析：
 
 ```ts
 import { BigNumber } from "@imbingox/acex";
 
 const book = client.market.getL1Book({ venue, symbol });
-const spread = book!.askPrice.minus(book!.bidPrice); // BigNumber
+const spread = new BigNumber(book!.askPrice).minus(new BigNumber(book!.bidPrice));
 console.log(spread.toFixed());
 ```
 
-**输入侧不对称**：`createOrder()` 的 `price` / `amount` 仍接受 decimal string。这是为了让调用方直接从交易所精度（`MarketDefinition.priceStep` / `amountStep`）做字符串格式化，不必先转 BigNumber 再转字符串。
+不要用 `parseFloat()` 解析输出字段，否则会退回 JS 浮点精度。输入侧保持宽进严出：`createOrder()` 的 `price` / `amount` 是 decimal string，`normalizeOrderInput()` 的 `DecimalInput` 仍接受 string / number / `BigNumber`，但公共输出一律是 canonical decimal string。
 
 ## 4. Client 生命周期
 
@@ -378,7 +378,7 @@ const allBtcPerp = client.market.getMarkets("BTC/USDT:USDT");
 
 `getMarkets(symbol)` 严格按完整统一 symbol 匹配。
 
-`MarketDefinition` 见 [§9](#9-数据类型参考)。价格/数量相关字段（`priceStep`、`amountStep`、`contractSize`、`minAmount`、`minNotional`）都是 `BigNumber`。
+`MarketDefinition` 见 [§9](#9-数据类型参考)。价格/数量相关字段（`priceStep`、`amountStep`、`contractSize`、`minAmount`、`minNotional`）都是 canonical decimal string；需要运算时用 `new BigNumber(field)` 自行解析。
 
 归一化下单价格和数量：
 
@@ -459,7 +459,7 @@ const book = client.market.getL1Book({
 });
 
 if (book) {
-  const spread = book.askPrice.minus(book.bidPrice);
+  const spread = new BigNumber(book.askPrice).minus(new BigNumber(book.bidPrice));
   console.log(`spread=${spread.toFixed()}`);
 }
 ```
@@ -471,7 +471,7 @@ for await (const event of client.market.events.l1BookUpdates({
   venue: "binance",
   symbol: "BTC/USDT:USDT",
 })) {
-  console.log(event.snapshot.bidPrice.toFixed());
+  console.log(event.snapshot.bidPrice);
 }
 ```
 
@@ -529,9 +529,9 @@ const funding = client.market.getFundingRate({
 });
 
 if (funding) {
-  console.log(funding.fundingRate.toFixed());
-  console.log(funding.markPrice?.toFixed());
-  console.log(funding.indexPrice?.toFixed());
+  console.log(funding.fundingRate);
+  console.log(funding.markPrice);
+  console.log(funding.indexPrice);
   console.log(funding.nextFundingTime);
   console.log(funding.status.freshness);
 }
@@ -544,7 +544,7 @@ for await (const event of client.market.events.fundingRateUpdates({
   venue: "binance",
   symbol: "BTC/USDT:USDT",
 })) {
-  console.log(event.snapshot.fundingRate.toFixed());
+  console.log(event.snapshot.fundingRate);
 }
 ```
 
@@ -638,7 +638,7 @@ const btcPosition = client.account.getPosition({
 const risk = client.account.getRiskSnapshot("main-binance");
 ```
 
-所有数量字段（`free` / `used` / `total` / `size` / `entryPrice` / `netEquity` / `riskEquity` / ...）都是 `BigNumber`。
+所有数量字段（`free` / `used` / `total` / `size` / `entryPrice` / `netEquity` / `riskEquity` / ...）都是 canonical decimal string；需要运算时用 `new BigNumber(field)` 自行解析。
 
 `RiskSnapshot.netEquity` 表示不含风控折算的净资产价值；`riskEquity` 表示抵押系数或清算阈值折算后的风控净权益。Binance 使用 `actualEquity` / `accountEquity` 映射这两个字段；Juplend 使用 `totalCollateralUsd - totalDebtUsd` / `Σ(suppliedValue × liquidationThreshold) - totalDebtUsd`。
 
@@ -652,13 +652,13 @@ for await (const event of client.account.events.updates({
 })) {
   switch (event.type) {
     case "balance.updated":
-      console.log(event.asset, event.snapshot.free.toFixed());
+      console.log(event.asset, event.snapshot.free);
       break;
     case "position.updated":
-      console.log(event.symbol, event.snapshot.size.toFixed());
+      console.log(event.symbol, event.snapshot.size);
       break;
     case "risk.updated":
-      console.log(event.snapshot.riskRatio?.toFixed());
+      console.log(event.snapshot.riskRatio);
       break;
     case "account.snapshot_replaced":
       // 私有链路重连/重对账后的全量替换
@@ -801,10 +801,10 @@ for await (const event of client.order.events.updates({
 })) {
   switch (event.type) {
     case "order.updated":
-      console.log("更新", event.snapshot.status, event.snapshot.filled.toFixed());
+      console.log("更新", event.snapshot.status, event.snapshot.filled);
       break;
     case "order.filled":
-      console.log("全部成交", event.snapshot.avgFillPrice?.toFixed());
+      console.log("全部成交", event.snapshot.avgFillPrice);
       break;
     case "order.canceled":
       console.log("已撤单");
@@ -1100,13 +1100,13 @@ interface MarketDefinition {
   contract: boolean;
   linear?: boolean;
   inverse?: boolean;
-  contractSize?: BigNumber;
+  contractSize?: string;
   pricePrecision: number;
   amountPrecision: number;
-  priceStep: BigNumber;
-  amountStep: BigNumber;
-  minAmount?: BigNumber;
-  minNotional?: BigNumber;
+  priceStep: string;
+  amountStep: string;
+  minAmount?: string;
+  minNotional?: string;
   expiry?: number;
   raw: Record<string, unknown>;
 }
@@ -1155,10 +1155,10 @@ interface MarketEventFilter {
 interface L1Book {
   venue: Venue;
   symbol: string;
-  bidPrice: BigNumber;
-  bidSize: BigNumber;
-  askPrice: BigNumber;
-  askSize: BigNumber;
+  bidPrice: string;
+  bidSize: string;
+  askPrice: string;
+  askSize: string;
   exchangeTs?: number;
   receivedAt: number;
   updatedAt: number;
@@ -1169,10 +1169,10 @@ interface L1Book {
 interface FundingRateSnapshot {
   venue: Venue;
   symbol: string;
-  fundingRate: BigNumber;
+  fundingRate: string;
   nextFundingTime?: number;
-  markPrice?: BigNumber;
-  indexPrice?: BigNumber;
+  markPrice?: string;
+  indexPrice?: string;
   exchangeTs?: number;
   receivedAt: number;
   updatedAt: number;
@@ -1210,9 +1210,9 @@ interface BalanceSnapshot {
   accountId: string;
   venue: Venue;
   asset: string;
-  free: BigNumber;
-  used: BigNumber;
-  total: BigNumber;
+  free: string;
+  used: string;
+  total: string;
   exchangeTs?: number;
   receivedAt: number;
   updatedAt: number;
@@ -1221,12 +1221,12 @@ interface BalanceSnapshot {
 }
 
 interface LendingBalanceFacet {
-  supplied: BigNumber;
-  borrowed: BigNumber;
-  interest: BigNumber;
-  netAsset: BigNumber;
-  supplyAPY?: BigNumber;
-  borrowAPY?: BigNumber;
+  supplied: string;
+  borrowed: string;
+  interest: string;
+  netAsset: string;
+  supplyAPY?: string;
+  borrowAPY?: string;
 }
 
 interface PositionSnapshot {
@@ -1234,12 +1234,12 @@ interface PositionSnapshot {
   venue: Venue;
   symbol: string;
   side: PositionSide;
-  size: BigNumber;
-  entryPrice?: BigNumber;
-  markPrice?: BigNumber;
-  unrealizedPnl?: BigNumber;
-  leverage?: BigNumber;
-  liquidationPrice?: BigNumber;
+  size: string;
+  entryPrice?: string;
+  markPrice?: string;
+  unrealizedPnl?: string;
+  leverage?: string;
+  liquidationPrice?: string;
   exchangeTs?: number;
   receivedAt: number;
   updatedAt: number;
@@ -1249,12 +1249,12 @@ interface PositionSnapshot {
 interface RiskSnapshot {
   accountId: string;
   venue: Venue;
-  netEquity?: BigNumber;
-  riskEquity?: BigNumber;
-  riskRatio?: BigNumber;
-  riskLeverage?: BigNumber;
-  initialMargin?: BigNumber;
-  maintenanceMargin?: BigNumber;
+  netEquity?: string;
+  riskEquity?: string;
+  riskRatio?: string;
+  riskLeverage?: string;
+  initialMargin?: string;
+  maintenanceMargin?: string;
   exchangeTs?: number;
   receivedAt: number;
   updatedAt: number;
@@ -1263,12 +1263,12 @@ interface RiskSnapshot {
 }
 
 interface LendingRiskFacet {
-  marginLevel?: BigNumber;
-  healthFactor?: BigNumber;
-  ltv?: BigNumber;
-  liquidationThreshold?: BigNumber;
-  totalCollateralUSD?: BigNumber;
-  totalDebtUSD?: BigNumber;
+  marginLevel?: string;
+  healthFactor?: string;
+  ltv?: string;
+  liquidationThreshold?: string;
+  totalCollateralUSD?: string;
+  totalDebtUSD?: string;
 }
 
 interface AccountSnapshot {
@@ -1350,14 +1350,14 @@ interface OrderSnapshot {
   side: OrderSide;
   type: string;              // 交易所原始 type 字符串
   status: OrderStatus;
-  price?: BigNumber;
-  triggerPrice?: BigNumber;
-  amount: BigNumber;
-  filled: BigNumber;
-  remaining?: BigNumber;
+  price?: string;
+  triggerPrice?: string;
+  amount: string;
+  filled: string;
+  remaining?: string;
   reduceOnly?: boolean;
   positionSide?: PositionSide;
-  avgFillPrice?: BigNumber;
+  avgFillPrice?: string;
   exchangeTs?: number;
   receivedAt: number;
   updatedAt: number;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@imbingox/acex",
-  "version": "0.3.1-beta.0",
+  "version": "0.4.0-beta.1",
   "description": "Multi-exchange trading SDK for market data, account, and order management",
   "repository": {
     "type": "git",

package/src/adapters/binance/market-catalog.ts

@@ -1,4 +1,4 @@
-import BigNumber from "bignumber.js";
+import { toCanonical } from "../../internal/decimal.ts";
 import type { MarketDefinition, MarketType } from "../../types/index.ts";
 
 type FetchLike = typeof fetch;
@@ -146,12 +146,12 @@ function normalizeSpotSymbol(
     contract: false,
     pricePrecision: precisionFromStep(priceStep),
     amountPrecision: precisionFromStep(amountStep),
-    priceStep: new BigNumber(priceStep),
-    amountStep: new BigNumber(amountStep),
+    priceStep: toCanonical(priceStep),
+    amountStep: toCanonical(amountStep),
     minAmount: lotSizeFilter?.minQty
-      ? new BigNumber(lotSizeFilter.minQty)
+      ? toCanonical(lotSizeFilter.minQty)
       : undefined,
-    minNotional: notionalValue ? new BigNumber(notionalValue) : undefined,
+    minNotional: notionalValue ? toCanonical(notionalValue) : undefined,
     raw: toRecord(symbol),
   };
 }
@@ -198,15 +198,15 @@ function normalizeDerivativesSymbol(
     contract: true,
     linear: family === "usdm",
     inverse: family === "coinm",
-    contractSize: contractSize ? new BigNumber(contractSize) : undefined,
+    contractSize: contractSize ? toCanonical(contractSize) : undefined,
     pricePrecision: precisionFromStep(priceStep),
     amountPrecision: precisionFromStep(amountStep),
-    priceStep: new BigNumber(priceStep),
-    amountStep: new BigNumber(amountStep),
+    priceStep: toCanonical(priceStep),
+    amountStep: toCanonical(amountStep),
     minAmount: lotSizeFilter?.minQty
-      ? new BigNumber(lotSizeFilter.minQty)
+      ? toCanonical(lotSizeFilter.minQty)
       : undefined,
-    minNotional: notionalValue ? new BigNumber(notionalValue) : undefined,
+    minNotional: notionalValue ? toCanonical(notionalValue) : undefined,
     expiry: type === "future" ? symbol.deliveryDate : undefined,
     raw: toRecord(symbol),
   };

package/src/internal/decimal.ts

@@ -0,0 +1,19 @@
+import BigNumber from "bignumber.js";
+import type { DecimalInput } from "../types/index.ts";
+
+/**
+ * Convert a decimal value to its canonical string form: full precision, no
+ * scientific notation, no trailing zeros.
+ *
+ * Throws on non-finite input (NaN / Infinity) so producers can never leak
+ * sentinel strings into public output fields. Call sites that legitimately
+ * accept non-finite input (e.g. order-input validation) must guard before
+ * calling this.
+ */
+export function toCanonical(value: DecimalInput): string {
+  const bn = new BigNumber(value);
+  if (!bn.isFinite()) {
+    throw new RangeError(`invalid non-finite DecimalInput: ${bn.toString()}`);
+  }
+  return bn.toFixed();
+}

package/src/managers/account-manager.ts

@@ -15,6 +15,7 @@ import type {
   PrivateSubscriptionState,
 } from "../client/context.ts";
 import { AsyncEventBus } from "../internal/async-event-bus.ts";
+import { toCanonical } from "../internal/decimal.ts";
 import { matchesAccountFilter } from "../internal/filters.ts";
 import type {
   AccountDataStatus,
@@ -56,6 +57,10 @@ function getBigNumber(
   return value === undefined ? fallback : new BigNumber(value);
 }
 
+function isZeroDecimal(value: string): boolean {
+  return new BigNumber(value).isZero();
+}
+
 export class AccountManagerImpl
   implements
     AccountManager,
@@ -322,7 +327,7 @@ export class AccountManagerImpl
         positions.get(key),
       );
 
-      if (nextPosition.size.isZero()) {
+      if (isZeroDecimal(nextPosition.size)) {
         positions.delete(key);
       } else {
         positions.set(key, nextPosition);
@@ -461,7 +466,7 @@ export class AccountManagerImpl
     );
     const positions = bootstrap.positions
       .map((position) => this.createPosition(accountId, venue, position))
-      .filter((position) => !position.size.isZero());
+      .filter((position) => !isZeroDecimal(position.size));
     const risk = bootstrap.risk
       ? this.createRisk(accountId, venue, bootstrap.risk)
       : undefined;
@@ -499,9 +504,12 @@ export class AccountManagerImpl
     input: RawBalanceUpdate,
     previous?: BalanceSnapshot,
   ): BalanceSnapshot {
-    const previousFree = previous?.free ?? new BigNumber(0);
-    const previousUsed = previous?.used ?? new BigNumber(0);
-    const previousTotal = previous?.total ?? previousFree.plus(previousUsed);
+    const previousFree = new BigNumber(previous?.free ?? 0);
+    const previousUsed = new BigNumber(previous?.used ?? 0);
+    const previousTotal =
+      previous?.total === undefined
+        ? previousFree.plus(previousUsed)
+        : new BigNumber(previous.total);
     const free = getBigNumber(input.free, previousFree);
     const total = getBigNumber(input.total, previousTotal);
     const used =
@@ -515,27 +523,27 @@ export class AccountManagerImpl
       accountId,
       venue,
       asset: input.asset,
-      free,
-      used,
-      total,
+      free: toCanonical(free),
+      used: toCanonical(used),
+      total: toCanonical(total),
       exchangeTs: input.exchangeTs,
       receivedAt: input.receivedAt,
       updatedAt: input.receivedAt,
       seq: (previous?.seq ?? 0) + 1,
       lending: input.lending
         ? {
-            supplied: new BigNumber(input.lending.supplied),
-            borrowed: new BigNumber(input.lending.borrowed),
-            interest: new BigNumber(input.lending.interest),
-            netAsset: new BigNumber(input.lending.netAsset),
+            supplied: toCanonical(input.lending.supplied),
+            borrowed: toCanonical(input.lending.borrowed),
+            interest: toCanonical(input.lending.interest),
+            netAsset: toCanonical(input.lending.netAsset),
             supplyAPY:
               input.lending.supplyAPY === undefined
                 ? undefined
-                : new BigNumber(input.lending.supplyAPY),
+                : toCanonical(input.lending.supplyAPY),
             borrowAPY:
               input.lending.borrowAPY === undefined
                 ? undefined
-                : new BigNumber(input.lending.borrowAPY),
+                : toCanonical(input.lending.borrowAPY),
           }
         : previous?.lending,
     };
@@ -552,27 +560,27 @@ export class AccountManagerImpl
       venue,
       symbol: input.symbol,
       side: input.side,
-      size: new BigNumber(input.size),
+      size: toCanonical(input.size),
       entryPrice:
         input.entryPrice === undefined
           ? previous?.entryPrice
-          : new BigNumber(input.entryPrice),
+          : toCanonical(input.entryPrice),
       markPrice:
         input.markPrice === undefined
           ? previous?.markPrice
-          : new BigNumber(input.markPrice),
+          : toCanonical(input.markPrice),
       unrealizedPnl:
         input.unrealizedPnl === undefined
           ? previous?.unrealizedPnl
-          : new BigNumber(input.unrealizedPnl),
+          : toCanonical(input.unrealizedPnl),
       leverage:
         input.leverage === undefined
           ? previous?.leverage
-          : new BigNumber(input.leverage),
+          : toCanonical(input.leverage),
       liquidationPrice:
         input.liquidationPrice === undefined
           ? previous?.liquidationPrice
-          : new BigNumber(input.liquidationPrice),
+          : toCanonical(input.liquidationPrice),
       exchangeTs: input.exchangeTs,
       receivedAt: input.receivedAt,
       updatedAt: input.receivedAt,
@@ -592,27 +600,27 @@ export class AccountManagerImpl
       netEquity:
         input.netEquity === undefined
           ? previous?.netEquity
-          : new BigNumber(input.netEquity),
+          : toCanonical(input.netEquity),
       riskEquity:
         input.riskEquity === undefined
           ? previous?.riskEquity
-          : new BigNumber(input.riskEquity),
+          : toCanonical(input.riskEquity),
       riskRatio:
         input.riskRatio === undefined
           ? previous?.riskRatio
-          : new BigNumber(input.riskRatio),
+          : toCanonical(input.riskRatio),
       riskLeverage:
         input.riskLeverage === undefined
           ? previous?.riskLeverage
-          : new BigNumber(input.riskLeverage),
+          : toCanonical(input.riskLeverage),
       initialMargin:
         input.initialMargin === undefined
           ? previous?.initialMargin
-          : new BigNumber(input.initialMargin),
+          : toCanonical(input.initialMargin),
       maintenanceMargin:
         input.maintenanceMargin === undefined
           ? previous?.maintenanceMargin
-          : new BigNumber(input.maintenanceMargin),
+          : toCanonical(input.maintenanceMargin),
       exchangeTs: input.exchangeTs,
       receivedAt: input.receivedAt,
       updatedAt: input.receivedAt,
@@ -622,27 +630,27 @@ export class AccountManagerImpl
             marginLevel:
               input.lending.marginLevel === undefined
                 ? undefined
-                : new BigNumber(input.lending.marginLevel),
+                : toCanonical(input.lending.marginLevel),
             healthFactor:
               input.lending.healthFactor === undefined
                 ? undefined
-                : new BigNumber(input.lending.healthFactor),
+                : toCanonical(input.lending.healthFactor),
             ltv:
               input.lending.ltv === undefined
                 ? undefined
-                : new BigNumber(input.lending.ltv),
+                : toCanonical(input.lending.ltv),
             liquidationThreshold:
               input.lending.liquidationThreshold === undefined
                 ? undefined
-                : new BigNumber(input.lending.liquidationThreshold),
+                : toCanonical(input.lending.liquidationThreshold),
             totalCollateralUSD:
               input.lending.totalCollateralUSD === undefined
                 ? undefined
-                : new BigNumber(input.lending.totalCollateralUSD),
+                : toCanonical(input.lending.totalCollateralUSD),
             totalDebtUSD:
               input.lending.totalDebtUSD === undefined
                 ? undefined
-                : new BigNumber(input.lending.totalDebtUSD),
+                : toCanonical(input.lending.totalDebtUSD),
           }
         : previous?.lending,
     };

package/src/managers/market-manager.ts

@@ -16,6 +16,7 @@ import type {
 } from "../client/context.ts";
 import { AcexError } from "../errors.ts";
 import { AsyncEventBus } from "../internal/async-event-bus.ts";
+import { toCanonical } from "../internal/decimal.ts";
 import { matchesMarketFilter } from "../internal/filters.ts";
 import type {
   FundingRateSnapshot,
@@ -100,10 +101,6 @@ function floorToStep(value: BigNumber, step: BigNumber): BigNumber {
   return value.dividedToIntegerBy(step).multipliedBy(step);
 }
 
-function normalizeDecimalInput(value: BigNumber): string {
-  return value.isFinite() ? value.toFixed() : value.toString();
-}
-
 export class MarketManagerImpl
   implements MarketManager, ManagerLifecycle, HealthReporter<MarketDataStatus>
 {
@@ -262,20 +259,36 @@ export class MarketManagerImpl
     const market = this.resolveLoadedMarket(input);
     const rawPrice = new BigNumber(input.price);
     const rawAmount = new BigNumber(input.amount);
-    const price = floorToStep(rawPrice, market.priceStep);
-    const amount = floorToStep(rawAmount, market.amountStep);
+    const priceStep = new BigNumber(market.priceStep);
+    const amountStep = new BigNumber(market.amountStep);
+    const minAmount =
+      market.minAmount === undefined
+        ? undefined
+        : new BigNumber(market.minAmount);
+    const minNotional =
+      market.minNotional === undefined
+        ? undefined
+        : new BigNumber(market.minNotional);
+    const price = floorToStep(rawPrice, priceStep);
+    const amount = floorToStep(rawAmount, amountStep);
+
+    // normalizeOrderInput rejects non-finite input gracefully (see the
+    // isFinite checks below), so its echoed numeric fields fall back to the
+    // raw string instead of throwing the way toCanonical now does.
+    const echoDecimal = (value: BigNumber): string =>
+      value.isFinite() ? toCanonical(value) : value.toString();
 
     const normalized: NormalizedOrderInput = {
-      price: normalizeDecimalInput(price),
-      amount: normalizeDecimalInput(amount),
-      rawPrice: normalizeDecimalInput(rawPrice),
-      rawAmount: normalizeDecimalInput(rawAmount),
+      price: echoDecimal(price),
+      amount: echoDecimal(amount),
+      rawPrice: echoDecimal(rawPrice),
+      rawAmount: echoDecimal(rawAmount),
       adjusted: !price.isEqualTo(rawPrice) || !amount.isEqualTo(rawAmount),
       accepted: true,
-      priceStep: market.priceStep.toFixed(),
-      amountStep: market.amountStep.toFixed(),
-      minAmount: market.minAmount?.toFixed(),
-      minNotional: market.minNotional?.toFixed(),
+      priceStep: market.priceStep,
+      amountStep: market.amountStep,
+      minAmount: market.minAmount,
+      minNotional: market.minNotional,
     };
 
     if (!price.isFinite() || price.isLessThanOrEqualTo(0)) {
@@ -294,7 +307,7 @@ export class MarketManagerImpl
       };
     }
 
-    if (market.minAmount && amount.isLessThan(market.minAmount)) {
+    if (minAmount && amount.isLessThan(minAmount)) {
       return {
         ...normalized,
         accepted: false,
@@ -302,9 +315,9 @@ export class MarketManagerImpl
       };
     }
 
-    if (market.minNotional) {
+    if (minNotional) {
       const notional = amount.multipliedBy(price);
-      if (notional.isLessThan(market.minNotional)) {
+      if (notional.isLessThan(minNotional)) {
         return {
           ...normalized,
           accepted: false,
@@ -774,10 +787,10 @@ export class MarketManagerImpl
     return {
       venue,
       symbol,
-      bidPrice: new BigNumber(input.bidPrice),
-      bidSize: new BigNumber(input.bidSize),
-      askPrice: new BigNumber(input.askPrice),
-      askSize: new BigNumber(input.askSize),
+      bidPrice: toCanonical(input.bidPrice),
+      bidSize: toCanonical(input.bidSize),
+      askPrice: toCanonical(input.askPrice),
+      askSize: toCanonical(input.askSize),
       exchangeTs: input.exchangeTs,
       receivedAt: input.receivedAt,
       updatedAt: input.receivedAt,
@@ -801,12 +814,10 @@ export class MarketManagerImpl
     return {
       venue,
       symbol,
-      fundingRate: new BigNumber(input.fundingRate),
+      fundingRate: toCanonical(input.fundingRate),
       nextFundingTime: input.nextFundingTime,
-      markPrice: input.markPrice ? new BigNumber(input.markPrice) : undefined,
-      indexPrice: input.indexPrice
-        ? new BigNumber(input.indexPrice)
-        : undefined,
+      markPrice: input.markPrice ? toCanonical(input.markPrice) : undefined,
+      indexPrice: input.indexPrice ? toCanonical(input.indexPrice) : undefined,
       exchangeTs: input.exchangeTs,
       receivedAt: input.receivedAt,
       updatedAt: input.receivedAt,

package/src/managers/order-manager.ts

@@ -10,6 +10,7 @@ import type {
 } from "../client/context.ts";
 import { AcexError } from "../errors.ts";
 import { AsyncEventBus } from "../internal/async-event-bus.ts";
+import { toCanonical } from "../internal/decimal.ts";
 import { matchesOrderFilter } from "../internal/filters.ts";
 import type {
   CancelAllOrdersInput,
@@ -546,22 +547,20 @@ export class OrderManagerImpl
       type: input.type,
       status: input.status,
       price:
-        input.price === undefined
-          ? previous?.price
-          : new BigNumber(input.price),
+        input.price === undefined ? previous?.price : toCanonical(input.price),
       triggerPrice:
         input.triggerPrice === undefined
           ? previous?.triggerPrice
-          : new BigNumber(input.triggerPrice),
-      amount,
-      filled,
-      remaining,
+          : toCanonical(input.triggerPrice),
+      amount: toCanonical(amount),
+      filled: toCanonical(filled),
+      remaining: toCanonical(remaining),
       reduceOnly: input.reduceOnly ?? previous?.reduceOnly,
       positionSide: input.positionSide ?? previous?.positionSide,
       avgFillPrice:
         input.avgFillPrice === undefined
           ? previous?.avgFillPrice
-          : new BigNumber(input.avgFillPrice),
+          : toCanonical(input.avgFillPrice),
       exchangeTs: input.exchangeTs,
       receivedAt: input.receivedAt,
       updatedAt: input.receivedAt,

package/src/types/account.ts

@@ -1,4 +1,3 @@
-import type BigNumber from "bignumber.js";
 import type {
   PrivateRuntimeReason,
   PrivateRuntimeStatus,
@@ -52,9 +51,9 @@ export interface BalanceSnapshot {
   accountId: string;
   venue: Venue;
   asset: string;
-  free: BigNumber;
-  used: BigNumber;
-  total: BigNumber;
+  free: string;
+  used: string;
+  total: string;
   exchangeTs?: number;
   receivedAt: number;
   updatedAt: number;
@@ -63,12 +62,12 @@ export interface BalanceSnapshot {
 }
 
 export interface LendingBalanceFacet {
-  supplied: BigNumber;
-  borrowed: BigNumber;
-  interest: BigNumber;
-  netAsset: BigNumber;
-  supplyAPY?: BigNumber;
-  borrowAPY?: BigNumber;
+  supplied: string;
+  borrowed: string;
+  interest: string;
+  netAsset: string;
+  supplyAPY?: string;
+  borrowAPY?: string;
 }
 
 export interface PositionSnapshot {
@@ -76,12 +75,12 @@ export interface PositionSnapshot {
   venue: Venue;
   symbol: string;
   side: PositionSide;
-  size: BigNumber;
-  entryPrice?: BigNumber;
-  markPrice?: BigNumber;
-  unrealizedPnl?: BigNumber;
-  leverage?: BigNumber;
-  liquidationPrice?: BigNumber;
+  size: string;
+  entryPrice?: string;
+  markPrice?: string;
+  unrealizedPnl?: string;
+  leverage?: string;
+  liquidationPrice?: string;
   exchangeTs?: number;
   receivedAt: number;
   updatedAt: number;
@@ -91,12 +90,12 @@ export interface PositionSnapshot {
 export interface RiskSnapshot {
   accountId: string;
   venue: Venue;
-  netEquity?: BigNumber;
-  riskEquity?: BigNumber;
-  riskRatio?: BigNumber;
-  riskLeverage?: BigNumber;
-  initialMargin?: BigNumber;
-  maintenanceMargin?: BigNumber;
+  netEquity?: string;
+  riskEquity?: string;
+  riskRatio?: string;
+  riskLeverage?: string;
+  initialMargin?: string;
+  maintenanceMargin?: string;
   exchangeTs?: number;
   receivedAt: number;
   updatedAt: number;
@@ -105,12 +104,12 @@ export interface RiskSnapshot {
 }
 
 export interface LendingRiskFacet {
-  marginLevel?: BigNumber;
-  healthFactor?: BigNumber;
-  ltv?: BigNumber;
-  liquidationThreshold?: BigNumber;
-  totalCollateralUSD?: BigNumber;
-  totalDebtUSD?: BigNumber;
+  marginLevel?: string;
+  healthFactor?: string;
+  ltv?: string;
+  liquidationThreshold?: string;
+  totalCollateralUSD?: string;
+  totalDebtUSD?: string;
 }
 
 export interface AccountSnapshot {

package/src/types/market.ts

@@ -15,13 +15,13 @@ export interface MarketDefinition {
   contract: boolean;
   linear?: boolean;
   inverse?: boolean;
-  contractSize?: BigNumber;
+  contractSize?: string;
   pricePrecision: number;
   amountPrecision: number;
-  priceStep: BigNumber;
-  amountStep: BigNumber;
-  minAmount?: BigNumber;
-  minNotional?: BigNumber;
+  priceStep: string;
+  amountStep: string;
+  minAmount?: string;
+  minNotional?: string;
   expiry?: number;
   raw: Record<string, unknown>;
 }
@@ -92,10 +92,10 @@ export interface MarketEventFilter {
 export interface L1Book {
   venue: Venue;
   symbol: string;
-  bidPrice: BigNumber;
-  bidSize: BigNumber;
-  askPrice: BigNumber;
-  askSize: BigNumber;
+  bidPrice: string;
+  bidSize: string;
+  askPrice: string;
+  askSize: string;
   exchangeTs?: number;
   receivedAt: number;
   updatedAt: number;
@@ -106,10 +106,10 @@ export interface L1Book {
 export interface FundingRateSnapshot {
   venue: Venue;
   symbol: string;
-  fundingRate: BigNumber;
+  fundingRate: string;
   nextFundingTime?: number;
-  markPrice?: BigNumber;
-  indexPrice?: BigNumber;
+  markPrice?: string;
+  indexPrice?: string;
   exchangeTs?: number;
   receivedAt: number;
   updatedAt: number;

package/src/types/order.ts

@@ -1,4 +1,3 @@
-import type BigNumber from "bignumber.js";
 import type { PositionSide } from "./account.ts";
 import type {
   PrivateRuntimeReason,
@@ -102,14 +101,14 @@ export interface OrderSnapshot {
   side: OrderSide;
   type: string;
   status: OrderStatus;
-  price?: BigNumber;
-  triggerPrice?: BigNumber;
-  amount: BigNumber;
-  filled: BigNumber;
-  remaining?: BigNumber;
+  price?: string;
+  triggerPrice?: string;
+  amount: string;
+  filled: string;
+  remaining?: string;
   reduceOnly?: boolean;
   positionSide?: PositionSide;
-  avgFillPrice?: BigNumber;
+  avgFillPrice?: string;
   exchangeTs?: number;
   receivedAt: number;
   updatedAt: number;