@liberfi.io/ui-perpetuals 0.2.13 → 0.2.14

package/dist/index.d.mts

@@ -1,5 +1,5 @@
 import * as react from 'react';
-import { PropsWithChildren } from 'react';
+import { PropsWithChildren, ReactElement } from 'react';
 import * as react_jsx_runtime from 'react/jsx-runtime';
 import * as _tanstack_react_query from '@tanstack/react-query';
 import { UseQueryOptions, UseMutationOptions } from '@tanstack/react-query';
@@ -12,7 +12,7 @@ declare global {
         };
     }
 }
-declare const _default: "0.2.13";
+declare const _default: "0.2.14";
 
 /**
  * Trading pair symbol format
@@ -129,6 +129,25 @@ interface OrderBook {
     /** Timestamp (milliseconds) */
     timestamp: number;
 }
+/**
+ * Venue-agnostic order-book aggregation hint passed to
+ * {@link IPerpetualsClient.getOrderBook} and
+ * {@link IPerpetualsClient.subscribeMarketData}.
+ *
+ * Currently mirrors Hyperliquid's `l2Book` parameters because that is the
+ * only implementation with server-side aggregation today. Other venues may
+ * add new optional fields here.
+ *
+ * - `nSigFigs`: number of significant figures (2..5) to round prices to.
+ *   Omitted means full native precision.
+ * - `mantissa`: only valid when `nSigFigs === 5`. Allowed values: 1, 2, 5.
+ *
+ * @see https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint
+ */
+interface OrderBookAggregationOptions {
+    nSigFigs?: 2 | 3 | 4 | 5;
+    mantissa?: 1 | 2 | 5;
+}
 /**
  * Trade record
  */
@@ -439,10 +458,13 @@ interface IPerpetualsClient {
      * Get order book
      * @param symbol Trading pair symbol, e.g. "BTC-USDC"
      * @param maxLevel Maximum depth levels, default 10
+     * @param options Optional venue-specific aggregation params (e.g.
+     *   Hyperliquid `nSigFigs` / `mantissa`). Implementations that don't
+     *   support server-side aggregation may safely ignore them.
      * @returns Order book data
      * @throws {Error} Network error or API error
      */
-    getOrderBook(symbol: string, maxLevel?: number): Promise<OrderBook>;
+    getOrderBook(symbol: string, maxLevel?: number, options?: OrderBookAggregationOptions): Promise<OrderBook>;
     /**
      * Get recent trades
      * @param symbol Trading pair symbol, e.g. "BTC-USDC"
@@ -500,9 +522,14 @@ interface IPerpetualsClient {
      * @param type Subscription type: 'ticker' (price), 'trades' (trades), 'orderBook' (order book)
      * @param symbol Coin symbol
      * @param callback Data callback function
+     * @param options Optional subscription options. For `orderBook`, provide
+     *   `aggregation` so the server pre-aggregates levels into the desired
+     *   price buckets. Implementations may ignore unknown options.
      * @returns Subscription ID (for unsubscribing)
      */
-    subscribeMarketData(type: "ticker" | "trades" | "orderBook", symbol: string, callback: (data: any) => void): string;
+    subscribeMarketData(type: "ticker" | "trades" | "orderBook", symbol: string, callback: (data: any) => void, options?: {
+        aggregation?: OrderBookAggregationOptions;
+    }): string;
     /**
      * Subscribe to kline data
      * @param symbol Coin symbol
@@ -526,6 +553,26 @@ interface IPerpetualsClient {
     unsubscribe(subscriptionId: string): void;
 }
 
+/**
+ * Hyperliquid `l2Book` aggregation parameters.
+ *
+ * Sending these on the `subscribe` payload causes Hyperliquid to pre-aggregate
+ * raw price levels into discrete buckets server-side, so a single 20-level
+ * snapshot covers a much wider price range than at native tick resolution.
+ *
+ * - `nSigFigs`: number of significant figures (2..5) to round prices to.
+ *   `undefined` (or `null`) means full native precision.
+ * - `mantissa`: only valid when `nSigFigs === 5`. Allowed values: 1, 2, 5.
+ *   At BTC ~$80k with `nSigFigs=5`, mantissa controls the smallest digit:
+ *   1 → step $1, 2 → step $2, 5 → step $5.
+ *
+ * @see https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint
+ */
+interface OrderBookAggregation {
+    nSigFigs?: 2 | 3 | 4 | 5;
+    mantissa?: 1 | 2 | 5;
+}
+
 /**
  * Hyperliquid 环境类型
  */
@@ -630,13 +677,18 @@ declare class HyperliquidPerpetualsClient implements IPerpetualsClient {
      */
     getKlines(symbol: string, interval: KlineInterval, limit?: number): Promise<Kline[]>;
     /**
-     * 获取订单簿
-     * @param symbol 交易对符号
-     * @param maxLevel 最大深度档位
-     * @returns 订单簿数据
+     * Get the order book.
+     *
+     * @param symbol Trading pair symbol (e.g. `BTC-USDC`)
+     * @param maxLevel Max number of levels to keep per side (post-slice)
+     * @param options Optional Hyperliquid `l2Book` aggregation params. When
+     *   provided, Hyperliquid pre-aggregates raw levels into discrete buckets
+     *   server-side, so a single 20-level snapshot covers a much wider price
+     *   range than at native tick resolution. See {@link OrderBookAggregation}.
+     * @returns Order book data
      * @throws {HyperliquidApiError} API 请求失败
      */
-    getOrderBook(symbol: string, maxLevel?: number): Promise<OrderBook>;
+    getOrderBook(symbol: string, maxLevel?: number, options?: OrderBookAggregation): Promise<OrderBook>;
     /**
      * 获取最近成交记录
      * @param symbol 交易对符号
@@ -728,9 +780,15 @@ declare class HyperliquidPerpetualsClient implements IPerpetualsClient {
      * @param type Subscription type: 'ticker' | 'trades' | 'orderBook'
      * @param symbol Trading pair symbol (e.g., "BTC-USDC")
      * @param callback Data callback function
+     * @param options Optional subscription options. For `orderBook`, provide
+     *   `aggregation` (Hyperliquid `nSigFigs` / `mantissa`) so the server
+     *   pre-aggregates levels into discrete price buckets — required to render
+     *   wide-range books at coarse aggregation steps (e.g. $1000 buckets).
      * @returns Subscription ID (for unsubscribing)
      */
-    subscribeMarketData(type: "ticker" | "trades" | "orderBook", symbol: string, callback: (data: any) => void): string;
+    subscribeMarketData(type: "ticker" | "trades" | "orderBook", symbol: string, callback: (data: any) => void, options?: {
+        aggregation?: OrderBookAggregation;
+    }): string;
     /**
      * Subscribe to kline (candlestick) data
      *
@@ -1094,7 +1152,10 @@ declare class LiberFiPerpetualsClient implements IPerpetualsClient {
     getMarket(symbol: string): Promise<MarketData | null>;
     getMarkets(symbols?: string[]): Promise<MarketData[]>;
     getKlines(symbol: string, interval: KlineInterval, limit?: number): Promise<Kline[]>;
-    getOrderBook(symbol: string, maxLevel?: number): Promise<OrderBook>;
+    getOrderBook(symbol: string, maxLevel?: number, options?: {
+        nSigFigs?: number;
+        mantissa?: number;
+    }): Promise<OrderBook>;
     getRecentTrades(symbol: string, limit?: number): Promise<Trade[]>;
     getPositions(params?: GetPositionsParams): Promise<GetPositionsResult>;
     getOpenOrders(params?: GetOpenOrdersParams): Promise<GetOpenOrdersResult>;
@@ -1103,7 +1164,12 @@ declare class LiberFiPerpetualsClient implements IPerpetualsClient {
     cancelOrder(params: CancelOrderParams): Promise<CancelOrderResult>;
     connectWebSocket(): Promise<void>;
     disconnectWebSocket(): void;
-    subscribeMarketData(type: "ticker" | "trades" | "orderBook", symbol: string, callback: (data: unknown) => void): string;
+    subscribeMarketData(type: "ticker" | "trades" | "orderBook", symbol: string, callback: (data: unknown) => void, options?: {
+        aggregation?: {
+            nSigFigs?: 2 | 3 | 4 | 5;
+            mantissa?: 1 | 2 | 5;
+        };
+    }): string;
     subscribeCandles(symbol: string, interval: KlineInterval, callback: (candle: Kline) => void): string;
     subscribeUserData(type: "orders" | "positions" | "fills", userAddress: string, callback: (data: unknown) => void): string;
     unsubscribe(subscriptionId: string): void;
@@ -1491,9 +1557,15 @@ declare function useKlinesQuery(params: UseKlinesQueryParams, options?: Omit<Use
 interface UseOrderBookQueryParams {
     symbol: string;
     maxLevel?: number;
+    /**
+     * Optional venue aggregation params (e.g. Hyperliquid `nSigFigs` /
+     * `mantissa`). When set, the request key includes these so different
+     * aggregations cache independently.
+     */
+    aggregation?: OrderBookAggregationOptions;
 }
 declare function orderBookQueryKey(params: UseOrderBookQueryParams): string[];
-declare function fetchOrderBook(client: IPerpetualsClient, { symbol, maxLevel }: UseOrderBookQueryParams): Promise<OrderBook>;
+declare function fetchOrderBook(client: IPerpetualsClient, { symbol, maxLevel, aggregation }: UseOrderBookQueryParams): Promise<OrderBook>;
 declare function useOrderBookQuery(params: UseOrderBookQueryParams, options?: Omit<UseQueryOptions<OrderBook, Error, OrderBook, string[]>, "queryKey" | "queryFn">): _tanstack_react_query.UseQueryResult<OrderBook, Error>;
 
 interface UseRecentTradesQueryParams {
@@ -1538,6 +1610,24 @@ interface UseMarketDataSubscriptionParams {
     type: MarketDataType;
     symbol: string;
     enabled?: boolean;
+    /**
+     * Optional venue aggregation hint (only meaningful when
+     * `type === "orderBook"`). Changing it tears down and re-creates the
+     * subscription so the upstream stream is re-keyed with the new
+     * `nSigFigs` / `mantissa`.
+     */
+    aggregation?: OrderBookAggregationOptions;
+    /**
+     * If set, coalesce upstream pushes into a single React `setData` call no
+     * more than once every `throttleMs` milliseconds. The latest payload
+     * always wins; intermediate pushes are dropped. Use this for high-rate
+     * streams (e.g. orderBook on active markets) where the human eye can't
+     * tell the difference between 30 Hz and 10 Hz but React reconciliation
+     * cost scales linearly.
+     *
+     * Leave undefined to forward every push immediately (default).
+     */
+    throttleMs?: number;
 }
 interface UseMarketDataSubscriptionResult<T> {
     data: T | null;
@@ -1914,13 +2004,35 @@ type UseSearchCoinsScriptResult = {
 };
 declare function useSearchCoinsScript({ onSelectCoin, }?: UseSearchCoinsScriptParams): UseSearchCoinsScriptResult;
 
+/**
+ * Default tick-aggregation steps offered to the user via the spread dropdown.
+ *
+ * Mirrors Axiom / Hyperliquid's perpetuals UI for major USD-quoted pairs
+ * (BTC, ETH, SOL): users can collapse the book into 1, 2, 5, 10, 100, or
+ * 1000-USD buckets to see liquidity at coarser granularities.
+ */
+declare const DEFAULT_ORDER_BOOK_PRECISION_OPTIONS: readonly [1, 2, 5, 10, 100, 1000];
 type OrderBookWidgetProps = {
     symbol: string;
+    /**
+     * How many price levels to fetch + render per side. Defaults to `40` so
+     * that asks and bids always have enough rows to overflow their containers
+     * and show their independent scroll bars.
+     */
     maxLevel?: number;
+    /**
+     * Steps shown in the "Spread" dropdown. Defaults to
+     * `[1, 2, 5, 10, 100, 1000]` (Axiom's BTC perpetuals options).
+     */
+    precisionOptions?: readonly number[];
+    /**
+     * Initial selected step. Defaults to the first entry in `precisionOptions`.
+     */
+    defaultPrecision?: number;
     onPriceClick?: (price: number) => void;
     className?: string;
 };
-declare function OrderBookWidget({ symbol, maxLevel, onPriceClick, className, }: OrderBookWidgetProps): react_jsx_runtime.JSX.Element;
+declare function OrderBookWidget({ symbol, maxLevel, precisionOptions, defaultPrecision, onPriceClick, className, }: OrderBookWidgetProps): react_jsx_runtime.JSX.Element;
 
 type PriceLevel = OrderBookLevel & {
     total: number;
@@ -1929,12 +2041,48 @@ type PriceLevel = OrderBookLevel & {
 type UseOrderBookScriptParams = {
     symbol: string;
     maxLevel?: number;
+    /**
+     * Initial price-bucket size. Defaults to `1` which matches major perpetual
+     * pairs like BTC-USDC. Callers can change it dynamically via the returned
+     * `setPrecision`.
+     */
     precision?: number;
 };
+/**
+ * Map a desired bucket step (in quote currency, e.g. USD) to the closest
+ * Hyperliquid `l2Book` aggregation params at the given reference price.
+ *
+ * Hyperliquid only emits 20 levels per side per snapshot. To make those 20
+ * levels span a wide enough range (e.g. ±$20k for a $1000 step), we ask the
+ * server to pre-aggregate via `nSigFigs` / `mantissa`. This function picks the
+ * coarsest server step that is still ≤ the user's chosen step, so any
+ * remaining mismatch is corrected by client-side `aggregateByPrecision`
+ * (which is idempotent when the steps already match).
+ *
+ * Examples (BTC, price ≈ $80,740):
+ *   step $1     → { nSigFigs: 5 }                 (Hyperliquid step $1)
+ *   step $2     → { nSigFigs: 5, mantissa: 2 }    (Hyperliquid step $2)
+ *   step $5     → { nSigFigs: 5, mantissa: 5 }    (Hyperliquid step $5)
+ *   step $10    → { nSigFigs: 4 }                 (Hyperliquid step $10)
+ *   step $100   → { nSigFigs: 3 }                 (Hyperliquid step $100)
+ *   step $1000  → { nSigFigs: 2 }                 (Hyperliquid step $1000)
+ *
+ * Examples (ETH, price ≈ $4,000):
+ *   step $1     → { nSigFigs: 4 }                 (Hyperliquid step $1)
+ *   step $2     → { nSigFigs: 4 } + client agg    (server $1, client → $2)
+ *   step $10    → { nSigFigs: 3 }                 (Hyperliquid step $10)
+ *
+ * @param price Reference price (mid / mark) used to compute the magnitude.
+ * @param step Desired bucket size in the same quote currency as `price`.
+ * @returns Aggregation hint, or empty object when inputs are invalid.
+ */
+declare function aggregationFromStep(price: number, step: number): OrderBookAggregationOptions;
 type UseOrderBookScriptResult = {
     bids: PriceLevel[];
     asks: PriceLevel[];
+    /** Raw `bestAsk - bestBid` after aggregation. */
     spread: number;
+    /** `spread / bestBid * 100`. */
     spreadPercentage: number;
     isLoading: boolean;
     precision: number;
@@ -1945,11 +2093,46 @@ declare function useOrderBookScript({ symbol, maxLevel, precision: initialPrecis
 type OrderBookUIProps = {
     bids: PriceLevel[];
     asks: PriceLevel[];
-    spread: number;
+    /** `(bestAsk - bestBid) / bestBid * 100`, rendered next to the precision dropdown. */
     spreadPercentage: number;
+    /** Currently selected aggregation step. */
+    precision: number;
+    /** Available steps shown in the dropdown. */
+    precisionOptions: readonly number[];
+    /** Notify parent when the user picks a new step. */
+    onPrecisionChange: (precision: number) => void;
     onPriceClick?: (price: number) => void;
 };
-declare function OrderBookUI({ bids, asks, spread, spreadPercentage, onPriceClick, }: OrderBookUIProps): react_jsx_runtime.JSX.Element;
+/**
+ * Order book layout (top to bottom):
+ *
+ *   ┌─ Header (Price / Amount / Total) ────┐  fixed height
+ *   ├─ Asks scroll region ─────────────────┤  flex-1, independent scroll
+ *   │   highest ask                         │
+ *   │   ...                                 │
+ *   │   best ask  ◄── default visible      │
+ *   ├─ Spread bar with precision dropdown ─┤  fixed height
+ *   ├─ Bids scroll region ─────────────────┤  flex-1, independent scroll
+ *   │   best bid  ◄── default visible      │
+ *   │   ...                                 │
+ *   │   lowest bid                          │
+ *   └──────────────────────────────────────┘
+ *
+ * Both scroll regions consume any leftover container height equally; if the
+ * widget is short, each side scrolls on its own without dragging the other.
+ *
+ * Asks come in sorted ascending (best ask = lowest price = `asks[0]`). To
+ * pin the best ask flush against the spread bar we render asks reversed
+ * (highest first → best last in DOM order) inside a normal column scroll
+ * container, then default-scroll to the bottom on mount. We re-stick the
+ * scroll position to the bottom whenever the user is already near it, so
+ * websocket updates don't bounce the view off the best ask.
+ *
+ * Bids are sorted descending (`bids[0]` = best) and rendered top-down,
+ * so the best bid sits at `scrollTop = 0` flush against the spread bar
+ * by default.
+ */
+declare function OrderBookUI({ bids, asks, spreadPercentage, precision, precisionOptions, onPrecisionChange, onPriceClick, }: OrderBookUIProps): react_jsx_runtime.JSX.Element;
 
 type TradesWidgetProps = {
     symbol: string;
@@ -1963,7 +2146,7 @@ type TradesUIProps = {
     trades: Trade[];
     onTradeClick?: (trade: Trade) => void;
 };
-declare function TradesUI({ trades, onTradeClick }: TradesUIProps): react_jsx_runtime.JSX.Element;
+declare function TradesUI({ trades, onTradeClick, }: TradesUIProps): ReactElement;
 
 type UseTradesScriptParams = {
     symbol: string;
@@ -2402,4 +2585,4 @@ interface HyperliquidInitWidgetProps extends Pick<UseHyperliquidSetupOptions, "a
 }
 declare function HyperliquidInitWidget({ adapter, userAddress, steps, autoLoad, onComplete, onError, onDismiss, className, }: HyperliquidInitWidgetProps): react_jsx_runtime.JSX.Element;
 
-export { type Account, type ApproveBuilderFeeParams, type CancelOrderParams, type CancelOrderResult, type Coin, CoinInfoNotFoundUI, CoinInfoSkeletonsUI, CoinInfoUI, type CoinInfoUIProps, CoinInfoWidget, type CoinInfoWidgetProps, type DepositBreakdown, DepositConfirmUI, type DepositConfirmUIProps, type DepositErrorInfo, type DepositEvent, DepositFlowWidget, type DepositFlowWidgetProps, DepositFormUI, type DepositFormUIProps, type DepositPhase, type DepositQuoteRequest, type DepositQuoteResponse, type DepositSource, type DepositState, type DepositStatus, type DepositStatusResponse, type DepositStatusTransition, DepositStatusUI, type DepositStatusUIProps, type DepositSubmitRequest, type DepositSubmitResponse, type ExecuteDepositInput, type GetOpenOrdersParams, type GetOpenOrdersResult, type GetPositionsParams, type GetPositionsResult, type GetTradesParams, type GetTradesResult, HL_USDC_DECIMALS, type HyperliquidAccountState, HyperliquidApiError, type HyperliquidClientConfig, type HyperliquidEnvironment, HyperliquidInitUI, type HyperliquidInitUIProps, HyperliquidInitWidget, type HyperliquidInitWidgetProps, HyperliquidPerpetualsClient, type HyperliquidSetupActionResult, type IHyperliquidSetupAdapter, type IPerpDepositClient, type IPerpetualsClient, type Kline, type KlineInterval, LiberFiApiError, type LiberFiHttpMethod, type RequestOptions as LiberFiHttpRequestOptions, LiberFiHttpTransport, type LiberFiHttpTransportConfig, LiberFiPerpDepositClient, type LiberFiPerpDepositClientConfig, LiberFiPerpetualsClient, type LiberFiPerpetualsClientConfig, type MarketData, type MarketDataType, OpenOrdersEmpty, OpenOrdersSkeleton, OpenOrdersUI, type OpenOrdersUIProps, OpenOrdersWidget, type OpenOrdersWidgetProps, type Order, type OrderBook, type OrderBookLevel, OrderBookUI, type OrderBookUIProps, OrderBookWidget, type OrderBookWidgetProps, type OrderSide, type OrderStatus, type OrderType, PerpetualsContext, type PerpetualsContextValue, PerpetualsProvider, type PerpetualsProviderProps, type PlaceOrderFormData, PlaceOrderFormUI, type PlaceOrderFormUIProps, PlaceOrderFormWidget, type PlaceOrderFormWidgetProps, type PlaceOrderParams, type PlaceOrderResult, type Position, PositionsEmpty, PositionsSkeleton, PositionsUI, type PositionsUIProps, PositionsWidget, type PositionsWidgetProps, type PriceLevel, SearchCoinsUI, type SearchCoinsUIProps, SearchCoinsWidget, type SearchCoinsWidgetProps, type SetReferrerParams, type SetupAction, type SetupPhase, type SetupState, type SetupStep, type SetupStepId, type SignAndBroadcastSolanaTx, type SignTypedDataFn, type StepRecord, type StepStatus, type Symbol, TERMINAL_DEPOSIT_STATUSES, type TimeRange, type Trade, type TradeHistory, TradeHistoryEmpty, TradeHistorySkeleton, TradeHistoryUI, type TradeHistoryUIProps, TradeHistoryWidget, type TradeHistoryWidgetProps, type TradeSide, TradesUI, type TradesUIProps, TradesWidget, type TradesWidgetProps, type TradingProvider, type UpdateLeverageParams, type UseCancelOrderMutationParams, type UseCandlesSubscriptionParams, type UseCandlesSubscriptionResult, type UseCoinInfoReturnType, type UseCreateOrderMutationParams, type UseHyperliquidSetupOptions, type UseHyperliquidSetupResult, type UseKlinesQueryParams, type UseMarketDataSubscriptionParams, type UseMarketDataSubscriptionResult, type UseMarketQueryParams, type UseMarketsQueryParams, type UseOpenOrdersScriptParams, type UseOpenOrdersScriptResult, type UseOrderBookQueryParams, type UseOrderBookScriptParams, type UseOrderBookScriptResult, type UseOrdersQueryParams, type UsePerpDepositExecuteResult, type UsePerpDepositQuoteOptions, type UsePerpDepositStatusOptions, type UsePlaceOrderFormScriptParams, type UsePlaceOrderFormScriptResult, type UsePositionsQueryParams, type UsePositionsScriptParams, type UsePositionsScriptResult, type UseRecentTradesQueryParams, type UseSearchCoinsScriptParams, type UseSearchCoinsScriptResult, type UseTradeHistoryScriptParams, type UseTradeHistoryScriptResult, type UseTradesQueryParams, type UseTradesScriptParams, type UseTradesScriptResult, type UseUserDataSubscriptionParams, type UseUserDataSubscriptionResult, type UserDataType, cancelOrder, classifyStep, coinsQueryKey, createOrder, currentBreakdown as currentDepositBreakdown, currentStatus as currentDepositStatus, fetchCoins, fetchKlines, fetchMarket, fetchMarkets, fetchOrderBook, fetchOrders, fetchPerpDepositQuote, fetchPerpDepositStatus, fetchPositions, fetchRecentTrades, fetchTrades, hlUsdcRawToUsdc, initialDepositState, initialSetupState, isPolling as isDepositPolling, isTerminal as isDepositTerminal, isTerminalLifecycle as isTerminalDepositLifecycle, klinesQueryKey, lamportsToSol, marketQueryKey, marketsQueryKey, microUsdcToUsdc, nextRunnableStep, orderBookQueryKey, ordersQueryKey, perpDepositQuoteQueryKey, perpDepositStatusQueryKey, positionsQueryKey, recentTradesQueryKey, reduceDepositState, reduceSetupState, secondsUntil, shortAddress, solToLamports, tradesQueryKey, useCancelOrderMutation, useCandlesSubscription, useCoinInfo, useCoinsQuery, useCreateOrderMutation, useHyperliquidSetup, useKlinesQuery, useMarketDataSubscription, useMarketQuery, useMarketsQuery, useOpenOrdersScript, useOrderBookQuery, useOrderBookScript, useOrdersQuery, usePerpDepositClient, usePerpDepositClientMaybe, usePerpDepositExecute, usePerpDepositQuote, usePerpDepositStatus, usePerpetualsClient, usePlaceOrderFormScript, usePositionsQuery, usePositionsScript, useRecentTradesQuery, useSearchCoinsScript, useTradeHistoryScript, useTradesQuery, useTradesScript, useUserDataSubscription, _default as version };
+export { type Account, type ApproveBuilderFeeParams, type CancelOrderParams, type CancelOrderResult, type Coin, CoinInfoNotFoundUI, CoinInfoSkeletonsUI, CoinInfoUI, type CoinInfoUIProps, CoinInfoWidget, type CoinInfoWidgetProps, DEFAULT_ORDER_BOOK_PRECISION_OPTIONS, type DepositBreakdown, DepositConfirmUI, type DepositConfirmUIProps, type DepositErrorInfo, type DepositEvent, DepositFlowWidget, type DepositFlowWidgetProps, DepositFormUI, type DepositFormUIProps, type DepositPhase, type DepositQuoteRequest, type DepositQuoteResponse, type DepositSource, type DepositState, type DepositStatus, type DepositStatusResponse, type DepositStatusTransition, DepositStatusUI, type DepositStatusUIProps, type DepositSubmitRequest, type DepositSubmitResponse, type ExecuteDepositInput, type GetOpenOrdersParams, type GetOpenOrdersResult, type GetPositionsParams, type GetPositionsResult, type GetTradesParams, type GetTradesResult, HL_USDC_DECIMALS, type HyperliquidAccountState, HyperliquidApiError, type HyperliquidClientConfig, type HyperliquidEnvironment, HyperliquidInitUI, type HyperliquidInitUIProps, HyperliquidInitWidget, type HyperliquidInitWidgetProps, HyperliquidPerpetualsClient, type HyperliquidSetupActionResult, type IHyperliquidSetupAdapter, type IPerpDepositClient, type IPerpetualsClient, type Kline, type KlineInterval, LiberFiApiError, type LiberFiHttpMethod, type RequestOptions as LiberFiHttpRequestOptions, LiberFiHttpTransport, type LiberFiHttpTransportConfig, LiberFiPerpDepositClient, type LiberFiPerpDepositClientConfig, LiberFiPerpetualsClient, type LiberFiPerpetualsClientConfig, type MarketData, type MarketDataType, OpenOrdersEmpty, OpenOrdersSkeleton, OpenOrdersUI, type OpenOrdersUIProps, OpenOrdersWidget, type OpenOrdersWidgetProps, type Order, type OrderBook, type OrderBookAggregationOptions, type OrderBookLevel, OrderBookUI, type OrderBookUIProps, OrderBookWidget, type OrderBookWidgetProps, type OrderSide, type OrderStatus, type OrderType, PerpetualsContext, type PerpetualsContextValue, PerpetualsProvider, type PerpetualsProviderProps, type PlaceOrderFormData, PlaceOrderFormUI, type PlaceOrderFormUIProps, PlaceOrderFormWidget, type PlaceOrderFormWidgetProps, type PlaceOrderParams, type PlaceOrderResult, type Position, PositionsEmpty, PositionsSkeleton, PositionsUI, type PositionsUIProps, PositionsWidget, type PositionsWidgetProps, type PriceLevel, SearchCoinsUI, type SearchCoinsUIProps, SearchCoinsWidget, type SearchCoinsWidgetProps, type SetReferrerParams, type SetupAction, type SetupPhase, type SetupState, type SetupStep, type SetupStepId, type SignAndBroadcastSolanaTx, type SignTypedDataFn, type StepRecord, type StepStatus, type Symbol, TERMINAL_DEPOSIT_STATUSES, type TimeRange, type Trade, type TradeHistory, TradeHistoryEmpty, TradeHistorySkeleton, TradeHistoryUI, type TradeHistoryUIProps, TradeHistoryWidget, type TradeHistoryWidgetProps, type TradeSide, TradesUI, type TradesUIProps, TradesWidget, type TradesWidgetProps, type TradingProvider, type UpdateLeverageParams, type UseCancelOrderMutationParams, type UseCandlesSubscriptionParams, type UseCandlesSubscriptionResult, type UseCoinInfoReturnType, type UseCreateOrderMutationParams, type UseHyperliquidSetupOptions, type UseHyperliquidSetupResult, type UseKlinesQueryParams, type UseMarketDataSubscriptionParams, type UseMarketDataSubscriptionResult, type UseMarketQueryParams, type UseMarketsQueryParams, type UseOpenOrdersScriptParams, type UseOpenOrdersScriptResult, type UseOrderBookQueryParams, type UseOrderBookScriptParams, type UseOrderBookScriptResult, type UseOrdersQueryParams, type UsePerpDepositExecuteResult, type UsePerpDepositQuoteOptions, type UsePerpDepositStatusOptions, type UsePlaceOrderFormScriptParams, type UsePlaceOrderFormScriptResult, type UsePositionsQueryParams, type UsePositionsScriptParams, type UsePositionsScriptResult, type UseRecentTradesQueryParams, type UseSearchCoinsScriptParams, type UseSearchCoinsScriptResult, type UseTradeHistoryScriptParams, type UseTradeHistoryScriptResult, type UseTradesQueryParams, type UseTradesScriptParams, type UseTradesScriptResult, type UseUserDataSubscriptionParams, type UseUserDataSubscriptionResult, type UserDataType, aggregationFromStep, cancelOrder, classifyStep, coinsQueryKey, createOrder, currentBreakdown as currentDepositBreakdown, currentStatus as currentDepositStatus, fetchCoins, fetchKlines, fetchMarket, fetchMarkets, fetchOrderBook, fetchOrders, fetchPerpDepositQuote, fetchPerpDepositStatus, fetchPositions, fetchRecentTrades, fetchTrades, hlUsdcRawToUsdc, initialDepositState, initialSetupState, isPolling as isDepositPolling, isTerminal as isDepositTerminal, isTerminalLifecycle as isTerminalDepositLifecycle, klinesQueryKey, lamportsToSol, marketQueryKey, marketsQueryKey, microUsdcToUsdc, nextRunnableStep, orderBookQueryKey, ordersQueryKey, perpDepositQuoteQueryKey, perpDepositStatusQueryKey, positionsQueryKey, recentTradesQueryKey, reduceDepositState, reduceSetupState, secondsUntil, shortAddress, solToLamports, tradesQueryKey, useCancelOrderMutation, useCandlesSubscription, useCoinInfo, useCoinsQuery, useCreateOrderMutation, useHyperliquidSetup, useKlinesQuery, useMarketDataSubscription, useMarketQuery, useMarketsQuery, useOpenOrdersScript, useOrderBookQuery, useOrderBookScript, useOrdersQuery, usePerpDepositClient, usePerpDepositClientMaybe, usePerpDepositExecute, usePerpDepositQuote, usePerpDepositStatus, usePerpetualsClient, usePlaceOrderFormScript, usePositionsQuery, usePositionsScript, useRecentTradesQuery, useSearchCoinsScript, useTradeHistoryScript, useTradesQuery, useTradesScript, useUserDataSubscription, _default as version };