@lifi/perps-sdk-provider-hyperliquid 1.0.1 → 1.2.0

package/dist/types/types/ws.d.ts

@@ -1,21 +1,77 @@
 import type { HlClearinghouseState, HlSpotBalance } from './account.js';
-import type { HlAllMids, HlCandle, HlL2Book } from './asset.js';
+import type { HlCandle, HlL2Book } from './asset.js';
 import type { HlUserFill } from './fill.js';
+/**
+ * Perp asset context as carried on the `allDexsAssetCtxs` WS feed. Extends the
+ * REST `/info` `HlAssetCtx` shape with the wire-only `coin` tag, the order-book
+ * `midPx` (null when the book is empty), and `oraclePx`.
+ * @public
+ */
+export type HlWsPerpAssetCtx = {
+    coin: string;
+    funding: string;
+    openInterest: string;
+    dayNtlVlm: string;
+    prevDayPx: string;
+    markPx: string;
+    midPx: string | null;
+    oraclePx: string;
+};
+/**
+ * `allDexsAssetCtxs` carries one `[dex, ctxs]` pair per perp sub-DEX, mirroring
+ * `allDexsClearinghouseState`. Spot contexts arrive separately.
+ * @public
+ */
+export type HlWsAllDexsAssetCtxsData = {
+    assetCtxs: [string, HlWsPerpAssetCtx[]][];
+};
 /** @public */
 export type HlWsMessage = {
     channel: string;
     data: unknown;
 };
-/** @public */
-export type HlWsAllMidsData = {
-    mids: HlAllMids;
-    dex?: string;
+/**
+ * Per-coin entry from the compressed `fastAssetCtxs` feed (mark + mid only,
+ * keyed by coin across all dexes). `midPx` is null when the book is empty;
+ * fields are omitted from incremental frames when unchanged.
+ * @public
+ */
+export type HlWsFastAssetCtx = {
+    markPx?: string;
+    midPx?: string | null;
 };
 /** @public */
 export type HlWsL2BookData = HlL2Book & {
     coin: string;
 };
 /** @public */
+export type HlWsL2Data = {
+    s?: HlL2Book & {
+        coin: string;
+    };
+    c?: string;
+    u?: HlWsCompressedL2Data;
+};
+/** @public */
+export type HlWsCompressedL2Level = {
+    p: string;
+    s: string;
+};
+/** @public */
+export type HlWsCompressedL2Data = {
+    c: string;
+    t: number;
+    l: [HlWsCompressedL2Level[], HlWsCompressedL2Level[]];
+    r?: [
+        Array<number | string | {
+            p: string;
+        }>,
+        Array<number | string | {
+            p: string;
+        }>
+    ];
+};
+/** @public */
 export type HlWsCandleData = HlCandle & {
     T: number;
     s: string;
@@ -23,6 +79,16 @@ export type HlWsCandleData = HlCandle & {
     n: number;
 };
 /** @public */
+export type HlWsTrade = {
+    coin: string;
+    side: string;
+    px: string;
+    sz: string;
+    time: number;
+    tid?: number;
+    hash?: string;
+};
+/** @public */
 export type HlWsUserFillsData = {
     isSnapshot: boolean;
     user: string;

package/dist/types/types/ws.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"ws.d.ts","sourceRoot":"","sources":["../../../src/types/ws.ts"],"names":[],"mappings":"AAEA,OAAO,KAAK,EAAE,oBAAoB,EAAE,aAAa,EAAE,MAAM,cAAc,CAAA;AACvE,OAAO,KAAK,EAAE,QAAQ,EAAE,QAAQ,EAAE,MAAM,YAAY,CAAA;AACpD,OAAO,KAAK,EAAE,UAAU,EAAE,MAAM,WAAW,CAAA;AAE3C;;;;;GAKG;AACH,MAAM,MAAM,gBAAgB,GAAG;IAC7B,IAAI,EAAE,MAAM,CAAA;IACZ,OAAO,EAAE,MAAM,CAAA;IACf,YAAY,EAAE,MAAM,CAAA;IACpB,SAAS,EAAE,MAAM,CAAA;IACjB,SAAS,EAAE,MAAM,CAAA;IACjB,MAAM,EAAE,MAAM,CAAA;IACd,KAAK,EAAE,MAAM,GAAG,IAAI,CAAA;IACpB,QAAQ,EAAE,MAAM,CAAA;CACjB,CAAA;AAED;;;;GAIG;AACH,MAAM,MAAM,wBAAwB,GAAG;IACrC,SAAS,EAAE,CAAC,MAAM,EAAE,gBAAgB,EAAE,CAAC,EAAE,CAAA;CAC1C,CAAA;AAED,cAAc;AACd,MAAM,MAAM,WAAW,GAAG;IACxB,OAAO,EAAE,MAAM,CAAA;IACf,IAAI,EAAE,OAAO,CAAA;CACd,CAAA;AAED;;;;;GAKG;AACH,MAAM,MAAM,gBAAgB,GAAG;IAC7B,MAAM,CAAC,EAAE,MAAM,CAAA;IACf,KAAK,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;CACtB,CAAA;AAED,cAAc;AACd,MAAM,MAAM,cAAc,GAAG,QAAQ,GAAG;IAAE,IAAI,EAAE,MAAM,CAAA;CAAE,CAAA;AAExD,cAAc;AACd,MAAM,MAAM,UAAU,GAAG;IACvB,CAAC,CAAC,EAAE,QAAQ,GAAG;QAAE,IAAI,EAAE,MAAM,CAAA;KAAE,CAAA;IAC/B,CAAC,CAAC,EAAE,MAAM,CAAA;IACV,CAAC,CAAC,EAAE,oBAAoB,CAAA;CACzB,CAAA;AAED,cAAc;AACd,MAAM,MAAM,qBAAqB,GAAG;IAClC,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;CACV,CAAA;AAED,cAAc;AACd,MAAM,MAAM,oBAAoB,GAAG;IACjC,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,CAAC,qBAAqB,EAAE,EAAE,qBAAqB,EAAE,CAAC,CAAA;IACrD,CAAC,CAAC,EAAE;QACF,KAAK,CAAC,MAAM,GAAG,MAAM,GAAG;YAAE,CAAC,EAAE,MAAM,CAAA;SAAE,CAAC;QACtC,KAAK,CAAC,MAAM,GAAG,MAAM,GAAG;YAAE,CAAC,EAAE,MAAM,CAAA;SAAE,CAAC;KACvC,CAAA;CACF,CAAA;AAED,cAAc;AACd,MAAM,MAAM,cAAc,GAAG,QAAQ,GAAG;IACtC,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;CACV,CAAA;AAED,cAAc;AACd,MAAM,MAAM,SAAS,GAAG;IACtB,IAAI,EAAE,MAAM,CAAA;IACZ,IAAI,EAAE,MAAM,CAAA;IACZ,EAAE,EAAE,MAAM,CAAA;IACV,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE,MAAM,CAAA;IACZ,GAAG,CAAC,EAAE,MAAM,CAAA;IACZ,IAAI,CAAC,EAAE,MAAM,CAAA;CACd,CAAA;AAED,cAAc;AACd,MAAM,MAAM,iBAAiB,GAAG;IAC9B,UAAU,EAAE,OAAO,CAAA;IACnB,IAAI,EAAE,MAAM,CAAA;IACZ,KAAK,EAAE,UAAU,EAAE,CAAA;CACpB,CAAA;AAED,cAAc;AACd,MAAM,MAAM,iCAAiC,GAAG;IAC9C,IAAI,EAAE,MAAM,CAAA;IACZ,mBAAmB,EAAE,CAAC,MAAM,EAAE,IAAI,CAAC,oBAAoB,EAAE,gBAAgB,CAAC,CAAC,EAAE,CAAA;CAC9E,CAAA;AAED,cAAc;AACd,MAAM,MAAM,iBAAiB,GAAG;IAC9B,IAAI,EAAE,MAAM,CAAA;IACZ,SAAS,EAAE;QAAE,QAAQ,EAAE,aAAa,EAAE,CAAA;KAAE,CAAA;CACzC,CAAA"}

package/dist/types/utils/decodeFastAssetCtxs.d.ts

@@ -0,0 +1,12 @@
+import type { HlWsFastAssetCtx } from '../types/index.js';
+export declare function decodeCompressedJson<T>(base64: string): Promise<T>;
+/**
+ * Decode a Hyperliquid `fastAssetCtxs` frame. HL sends the payload as a
+ * base64-encoded, raw-DEFLATE-compressed (RFC 1951 — no zlib/gzip wrapper) JSON
+ * object keyed by coin. Decoded via the web-standard `DecompressionStream`
+ * (Node 18+, modern browsers), so no dependency is needed.
+ *
+ * @throws If the input is not valid base64 / raw-DEFLATE / JSON.
+ */
+export declare function decodeFastAssetCtxs(base64: string): Promise<Record<string, HlWsFastAssetCtx>>;
+//# sourceMappingURL=decodeFastAssetCtxs.d.ts.map

package/dist/types/utils/decodeFastAssetCtxs.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"decodeFastAssetCtxs.d.ts","sourceRoot":"","sources":["../../../src/utils/decodeFastAssetCtxs.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAEzD,wBAAsB,oBAAoB,CAAC,CAAC,EAAE,MAAM,EAAE,MAAM,GAAG,OAAO,CAAC,CAAC,CAAC,CAOxE;AAED;;;;;;;GAOG;AACH,wBAAsB,mBAAmB,CACvC,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,MAAM,CAAC,MAAM,EAAE,gBAAgB,CAAC,CAAC,CAE3C"}

package/dist/types/utils/index.d.ts

@@ -1,11 +1,12 @@
 export { assetIsSpot, calculateAssetId, getProviderIndex } from './assetId.js';
+export { decodeCompressedJson, decodeFastAssetCtxs, } from './decodeFastAssetCtxs.js';
 export type { InfoRequestOptions } from './infoClient.js';
 export { hlInfoOptions, infoRequest } from './infoClient.js';
 export { calculateLiquidationPrice, calculateMaintenanceMarginRate, } from './liquidation.js';
 export { mapFundingActivity, mapLedgerEntry } from './mapActivity.js';
 export { classifyFillFromPosition, mapFill } from './mapFill.js';
 export { mapMarket } from './mapMarket.js';
-export { mapMarketPrice } from './mapMarketPrice.js';
+export { mapMarketContext } from './mapMarketContext.js';
 export { isTriggerOrder, isTriggerType, mapOpenOrder, mapOrder, mapOrderStatus, mapOrderType, mapStatusReason, mapTriggerOrder, } from './mapOrder.js';
 export { isOpenAssetPosition, mapPosition } from './mapPosition.js';
 export { coinAsset, perpsDexNames } from './marketDisplay.js';

package/dist/types/utils/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/utils/index.ts"],"names":[],"mappings":"AAIA,OAAO,EAAE,WAAW,EAAE,gBAAgB,EAAE,gBAAgB,EAAE,MAAM,cAAc,CAAA;AAC9E,YAAY,EAAE,kBAAkB,EAAE,MAAM,iBAAiB,CAAA;AACzD,OAAO,EAAE,aAAa,EAAE,WAAW,EAAE,MAAM,iBAAiB,CAAA;AAC5D,OAAO,EACL,yBAAyB,EACzB,8BAA8B,GAC/B,MAAM,kBAAkB,CAAA;AACzB,OAAO,EAAE,kBAAkB,EAAE,cAAc,EAAE,MAAM,kBAAkB,CAAA;AACrE,OAAO,EAAE,wBAAwB,EAAE,OAAO,EAAE,MAAM,cAAc,CAAA;AAChE,OAAO,EAAE,SAAS,EAAE,MAAM,gBAAgB,CAAA;AAC1C,OAAO,EAAE,cAAc,EAAE,MAAM,qBAAqB,CAAA;AACpD,OAAO,EACL,cAAc,EACd,aAAa,EACb,YAAY,EACZ,QAAQ,EACR,cAAc,EACd,YAAY,EACZ,eAAe,EACf,eAAe,GAChB,MAAM,eAAe,CAAA;AACtB,OAAO,EAAE,mBAAmB,EAAE,WAAW,EAAE,MAAM,kBAAkB,CAAA;AACnE,OAAO,EAAE,SAAS,EAAE,aAAa,EAAE,MAAM,oBAAoB,CAAA;AAC7D,OAAO,EACL,gBAAgB,EAChB,eAAe,EACf,mBAAmB,GACpB,MAAM,sBAAsB,CAAA;AAC7B,OAAO,EAAE,sBAAsB,EAAE,MAAM,6BAA6B,CAAA;AACpE,OAAO,EACL,kBAAkB,EAClB,WAAW,EACX,aAAa,GACd,MAAM,kBAAkB,CAAA"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/utils/index.ts"],"names":[],"mappings":"AAIA,OAAO,EAAE,WAAW,EAAE,gBAAgB,EAAE,gBAAgB,EAAE,MAAM,cAAc,CAAA;AAC9E,OAAO,EACL,oBAAoB,EACpB,mBAAmB,GACpB,MAAM,0BAA0B,CAAA;AACjC,YAAY,EAAE,kBAAkB,EAAE,MAAM,iBAAiB,CAAA;AACzD,OAAO,EAAE,aAAa,EAAE,WAAW,EAAE,MAAM,iBAAiB,CAAA;AAC5D,OAAO,EACL,yBAAyB,EACzB,8BAA8B,GAC/B,MAAM,kBAAkB,CAAA;AACzB,OAAO,EAAE,kBAAkB,EAAE,cAAc,EAAE,MAAM,kBAAkB,CAAA;AACrE,OAAO,EAAE,wBAAwB,EAAE,OAAO,EAAE,MAAM,cAAc,CAAA;AAChE,OAAO,EAAE,SAAS,EAAE,MAAM,gBAAgB,CAAA;AAC1C,OAAO,EAAE,gBAAgB,EAAE,MAAM,uBAAuB,CAAA;AACxD,OAAO,EACL,cAAc,EACd,aAAa,EACb,YAAY,EACZ,QAAQ,EACR,cAAc,EACd,YAAY,EACZ,eAAe,EACf,eAAe,GAChB,MAAM,eAAe,CAAA;AACtB,OAAO,EAAE,mBAAmB,EAAE,WAAW,EAAE,MAAM,kBAAkB,CAAA;AACnE,OAAO,EAAE,SAAS,EAAE,aAAa,EAAE,MAAM,oBAAoB,CAAA;AAC7D,OAAO,EACL,gBAAgB,EAChB,eAAe,EACf,mBAAmB,GACpB,MAAM,sBAAsB,CAAA;AAC7B,OAAO,EAAE,sBAAsB,EAAE,MAAM,6BAA6B,CAAA;AACpE,OAAO,EACL,kBAAkB,EAClB,WAAW,EACX,aAAa,GACd,MAAM,kBAAkB,CAAA"}

package/dist/types/utils/mapMarket.d.ts

@@ -2,8 +2,8 @@ import type { PerpsMarket } from '@lifi/perps-types';
 import type { HlUniverseItem } from '../types/index.js';
 /**
  * Map a Hyperliquid universe entry to a {@link PerpsMarket}'s static instrument
- * metadata. Live mark/stats fields live on the `/prices` item — see
- * {@link mapMarketPrice}. `categoryId` is the `Provider.categories[].id` of the
+ * metadata. Live mark/stats fields live on the {@link MarketContext} — see
+ * {@link mapMarketContext}. `categoryId` is the `Provider.categories[].id` of the
  * dex the entry was fetched from — known to the caller at fetch time, never
  * re-derived from the coin string.
  * @public

package/dist/types/utils/mapMarketContext.d.ts

@@ -0,0 +1,10 @@
+import type { MarketContext } from '@lifi/perps-types';
+import type { HlWsPerpAssetCtx } from '../types/index.js';
+/**
+ * Map a Hyperliquid perp asset context from the `allDexsAssetCtxs` feed to a
+ * {@link MarketContext}. `midPx` is null when the book is empty; mid then falls
+ * back to the mark so the context always carries a usable mid.
+ * @public
+ */
+export declare const mapMarketContext: (marketId: string, ctx: HlWsPerpAssetCtx) => MarketContext;
+//# sourceMappingURL=mapMarketContext.d.ts.map

package/dist/types/utils/mapMarketContext.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"mapMarketContext.d.ts","sourceRoot":"","sources":["../../../src/utils/mapMarketContext.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,mBAAmB,CAAA;AACtD,OAAO,KAAK,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAIzD;;;;;GAKG;AACH,eAAO,MAAM,gBAAgB,GAC3B,UAAU,MAAM,EAChB,KAAK,gBAAgB,KACpB,aAkBF,CAAA"}

package/dist/types/websocket/HyperliquidWsProvider.d.ts

@@ -4,17 +4,16 @@ import { type Subscription } from '@lifi/perps-types';
  * `WsProviderFactory` constructor for Hyperliquid — pass to
  * `new PerpsWsClient(client, { wsProviders: { hyperliquid: hyperliquidWsProvider() } })`.
  *
- * Derives the active sub-DEX set from the `markets` list `PerpsWsClient`
- * passes in (the provider's own key and `'spot'` are excluded — they
- * aren't sub-DEX subscriptions on the HL wire). Higher-order shape mirrors
- * `lighterWsProvider(options)` so the two factories register identically.
+ * Higher-order shape mirrors `lighterWsProvider(options)` so the two factories
+ * register identically.
  *
  * @public
  */
 export declare const hyperliquidWsProvider: () => WsProviderFactory;
 /**
- * Hyperliquid realtime {@link WsProvider}: multiplexes prices, positions,
- * orders, fills and spot balances over a single {@link ReconnectingWebSocket}.
+ * Hyperliquid realtime {@link WsProvider}: multiplexes markets context,
+ * positions, orders, fills and spot balances over a single
+ * {@link ReconnectingWebSocket}.
  * Construct via {@link hyperliquidWsProvider}.
  *
  * `orderUpdates` supports a single address per provider instance: HL delivers
@@ -27,11 +26,15 @@ export declare const hyperliquidWsProvider: () => WsProviderFactory;
  */
 export declare class HyperliquidWsProvider extends WsProviderBase<object> {
     private orderUpdatesKey;
-    private readonly subDexes;
     private readonly client;
     private readonly registry;
-    private midsBySubDex;
-    constructor(wsUrl: string, providerKey: string, subDexes: string[], client?: PerpsSDKClient);
+    private perpCtxBySubDex;
+    private orderbookKeysByMarketId;
+    private latestOrderbookByMarketId;
+    private fastCtxByMarketId;
+    private fastDecodeChain;
+    private orderbookDecodeChain;
+    constructor(wsUrl: string, providerKey: string, client?: PerpsSDKClient);
     subscribeQuote(params: ProviderGetQuoteParams, onQuote: QuoteListener): Promise<() => void>;
     protected openChannel(sub: Subscription): Promise<() => void>;
     /**
@@ -41,18 +44,47 @@ export declare class HyperliquidWsProvider extends WsProviderBase<object> {
      * so a wallet switch needn't wait out the teardown linger; a live one throws.
      */
     private claimOrderUpdatesKey;
-    /** Build sub-key + payload pairs for each sub-dex allMids subscription. */
-    private getPriceSubEntries;
+    private claimOrderbookKey;
+    /**
+     * Sub-key + payload pairs for the markets-context aggregation: the all-dexs
+     * perp asset-context feed (oracle/funding/OI/metadata) plus the compressed
+     * `fastAssetCtxs` feed (high-frequency mid + mark across every dex).
+     */
+    private getMarketsContextSubEntries;
+    private registerOrderbook;
+    private releaseOrderbook;
     protected onClose(): void;
     protected sendSubscribe(payload: object): void;
     protected toKey(sub: Subscription): string;
+    private orderbookAggregation;
+    private orderbookAggregationKey;
     private toHlPayload;
     protected handleMessage(raw: string): void;
-    private handleAllMids;
-    /** Latest mid per `Market.id`, merged across sub-dex allMids frames. */
+    private handleAllDexsAssetCtxs;
+    /**
+     * Decode a `fastAssetCtxs` frame (base64 + raw-DEFLATE) and merge its changed
+     * coins into the per-market fast-context store. Frames are incremental, so a
+     * field absent from this frame keeps its prior value. Decodes are chained to
+     * preserve arrival order across the async boundary.
+     */
+    private handleFastAssetCtxs;
+    /**
+     * Build the all-markets context map: every perp asset context across sub-dexs
+     * (oracle/funding/OI/metadata), with mid + mark overlaid from the
+     * high-frequency `fastAssetCtxs` feed. A market present in `fastAssetCtxs` but
+     * without an asset-context frame yet (the aggregate feed is slow/idle) still
+     * gets a mid+mark entry, so price ticks without waiting on the aggregate.
+     */
+    private emitMarketsContext;
+    /** Latest mid per `Market.id` across the perp ctx feed and `fastAssetCtxs`. */
     private mergedMids;
+    private orderbookReferencePrice;
     private handleL2Book;
+    private handleL2;
+    private handleCompactL2Delta;
+    private emitOrderbook;
     private handleCandle;
+    private handleTrades;
     private handleOrderUpdates;
     private handleUserFills;
     private handleAllDexsClearinghouseState;

package/dist/types/websocket/HyperliquidWsProvider.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"HyperliquidWsProvider.d.ts","sourceRoot":"","sources":["../../../src/websocket/HyperliquidWsProvider.ts"],"names":[],"mappings":"AAAA,OAAO,EAIL,KAAK,cAAc,EACnB,KAAK,sBAAsB,EAC3B,KAAK,aAAa,EAGlB,cAAc,EACd,KAAK,iBAAiB,EAEvB,MAAM,iBAAiB,CAAA;AACxB,OAAO,EAIL,KAAK,YAAY,EAElB,MAAM,mBAAmB,CAAA;AA8B1B;;;;;;;;;;GAUG;AACH,eAAO,MAAM,qBAAqB,QAC5B,iBAIH,CAAA;AAEH;;;;;;;;;;;;GAYG;AACH,qBAAa,qBAAsB,SAAQ,cAAc,CAAC,MAAM,CAAC;IAC/D,OAAO,CAAC,eAAe,CAAoB;IAC3C,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAU;IACnC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAA4B;IACnD,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAA4B;IACrD,OAAO,CAAC,YAAY,CAA4C;gBAG9D,KAAK,EAAE,MAAM,EACb,WAAW,EAAE,MAAM,EACnB,QAAQ,EAAE,MAAM,EAAE,EAClB,MAAM,CAAC,EAAE,cAAc;IAWnB,cAAc,CAClB,MAAM,EAAE,sBAAsB,EAC9B,OAAO,EAAE,aAAa,GACrB,OAAO,CAAC,MAAM,IAAI,CAAC;cAkBN,WAAW,CAAC,GAAG,EAAE,YAAY,GAAG,OAAO,CAAC,MAAM,IAAI,CAAC;IAgDnE;;;;;OAKG;IACH,OAAO,CAAC,oBAAoB;IAiB5B,2EAA2E;IAC3E,OAAO,CAAC,kBAAkB;cAaP,OAAO,IAAI,IAAI;IAKlC,SAAS,CAAC,aAAa,CAAC,OAAO,EAAE,MAAM,GAAG,IAAI;IAM9C,SAAS,CAAC,KAAK,CAAC,GAAG,EAAE,YAAY,GAAG,MAAM;IAmB1C,OAAO,CAAC,WAAW;IAqCnB,SAAS,CAAC,aAAa,CAAC,GAAG,EAAE,MAAM;IAyDnC,OAAO,CAAC,aAAa;IAYrB,wEAAwE;IACxE,OAAO,CAAC,UAAU;IAUlB,OAAO,CAAC,YAAY;IAiBpB,OAAO,CAAC,YAAY;IAcpB,OAAO,CAAC,kBAAkB;IA0D1B,OAAO,CAAC,eAAe;IAWvB,OAAO,CAAC,+BAA+B;IAkBvC,OAAO,CAAC,eAAe;CAaxB"}
+{"version":3,"file":"HyperliquidWsProvider.d.ts","sourceRoot":"","sources":["../../../src/websocket/HyperliquidWsProvider.ts"],"names":[],"mappings":"AAAA,OAAO,EAIL,KAAK,cAAc,EACnB,KAAK,sBAAsB,EAC3B,KAAK,aAAa,EAGlB,cAAc,EACd,KAAK,iBAAiB,EAEvB,MAAM,iBAAiB,CAAA;AACxB,OAAO,EAOL,KAAK,YAAY,EAElB,MAAM,mBAAmB,CAAA;AAsC1B;;;;;;;;GAQG;AACH,eAAO,MAAM,qBAAqB,QAC5B,iBAEgD,CAAA;AAEtD;;;;;;;;;;;;;GAaG;AACH,qBAAa,qBAAsB,SAAQ,cAAc,CAAC,MAAM,CAAC;IAC/D,OAAO,CAAC,eAAe,CAAoB;IAC3C,OAAO,CAAC,QAAQ,CAAC,MAAM,CAA4B;IACnD,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAA4B;IACrD,OAAO,CAAC,eAAe,CAAsD;IAC7E,OAAO,CAAC,uBAAuB,CAAiC;IAChE,OAAO,CAAC,yBAAyB,CAAuC;IAKxE,OAAO,CAAC,iBAAiB,CAAuC;IAGhE,OAAO,CAAC,eAAe,CAAmC;IAC1D,OAAO,CAAC,oBAAoB,CAAmC;gBAEnD,KAAK,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,EAAE,MAAM,CAAC,EAAE,cAAc;IASjE,cAAc,CAClB,MAAM,EAAE,sBAAsB,EAC9B,OAAO,EAAE,aAAa,GACrB,OAAO,CAAC,MAAM,IAAI,CAAC;cAkBN,WAAW,CAAC,GAAG,EAAE,YAAY,GAAG,OAAO,CAAC,MAAM,IAAI,CAAC;IA+DnE;;;;;OAKG;IACH,OAAO,CAAC,oBAAoB;IAiB5B,OAAO,CAAC,iBAAiB;IAmBzB;;;;OAIG;IACH,OAAO,CAAC,2BAA2B;IAUnC,OAAO,CAAC,iBAAiB;IAUzB,OAAO,CAAC,gBAAgB;cAcL,OAAO,IAAI,IAAI;IAQlC,SAAS,CAAC,aAAa,CAAC,OAAO,EAAE,MAAM,GAAG,IAAI;IAM9C,SAAS,CAAC,KAAK,CAAC,GAAG,EAAE,YAAY,GAAG,MAAM;IAwB1C,OAAO,CAAC,oBAAoB;IAa5B,OAAO,CAAC,uBAAuB;IAa/B,OAAO,CAAC,WAAW;IAwCnB,SAAS,CAAC,aAAa,CAAC,GAAG,EAAE,MAAM;IAkEnC,OAAO,CAAC,sBAAsB;IAW9B;;;;;OAKG;IACH,OAAO,CAAC,mBAAmB;IAgB3B;;;;;;OAMG;IACH,OAAO,CAAC,kBAAkB;IA4B1B,+EAA+E;IAC/E,OAAO,CAAC,UAAU;IAiBlB,OAAO,CAAC,uBAAuB;IAgB/B,OAAO,CAAC,YAAY;IAgBpB,OAAO,CAAC,QAAQ;IAoBhB,OAAO,CAAC,oBAAoB;IA2B5B,OAAO,CAAC,aAAa;IAUrB,OAAO,CAAC,YAAY;IAcpB,OAAO,CAAC,YAAY;IAmBpB,OAAO,CAAC,kBAAkB;IA0D1B,OAAO,CAAC,eAAe;IAWvB,OAAO,CAAC,+BAA+B;IAkBvC,OAAO,CAAC,eAAe;CAaxB"}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@lifi/perps-sdk-provider-hyperliquid",
-  "version": "1.0.1",
+  "version": "1.2.0",
   "description": "Hyperliquid provider plugin for @lifi/perps-sdk",
   "homepage": "https://github.com/lifinance/perps-sdk",
   "bugs": {
@@ -11,7 +11,7 @@
     "url": "https://github.com/lifinance/perps-sdk.git"
   },
   "license": "Apache-2.0",
-  "author": "LI.FI <dev@li.fi>",
+  "author": "Aaron Boyd <aaron@li.finance>",
   "type": "module",
   "main": "./dist/cjs/index.js",
   "module": "./dist/esm/index.js",
@@ -47,11 +47,11 @@
   ],
   "dependencies": {
     "big.js": "^7.0.1",
-    "@lifi/perps-types": "1.0.1"
+    "viem": "^2.48.8",
+    "@lifi/perps-types": "^1.2.0"
   },
   "peerDependencies": {
-    "viem": "^2.48.8",
-    "@lifi/perps-sdk": "1.0.1"
+    "@lifi/perps-sdk": "^1.2.0"
   },
   "publishConfig": {
     "access": "public"

package/src/services/getAccount.ts

@@ -1,6 +1,6 @@
 import {
   getMarketRegistry,
-  getPrices,
+  getMarketsContext,
   type ProviderGetAccountParams,
   type SDKRequestOptions,
   stringToFloat,
@@ -208,7 +208,7 @@ export const getAccount = async (
         )
       )
     ),
-    getPrices(client, { provider: PROVIDER_KEY }, options),
+    getMarketsContext(client, { provider: PROVIDER_KEY }, options),
   ])
 
   const priceById = spotPriceById(

package/src/types/asset.ts

@@ -29,9 +29,6 @@ export type HlMetaAndAssetCtxs = [HlMeta, HlAssetCtx[]]
 /** @public */
 export type HlUniverse = HlMeta['universe']
 
-/** @public */
-export type HlAllMids = Record<string, string>
-
 /** @public */
 export type HlCandle = {
   t: number

package/src/types/ws.ts

@@ -1,24 +1,79 @@
 // Hyperliquid WebSocket incoming message types.
 
 import type { HlClearinghouseState, HlSpotBalance } from './account.js'
-import type { HlAllMids, HlCandle, HlL2Book } from './asset.js'
+import type { HlCandle, HlL2Book } from './asset.js'
 import type { HlUserFill } from './fill.js'
 
+/**
+ * Perp asset context as carried on the `allDexsAssetCtxs` WS feed. Extends the
+ * REST `/info` `HlAssetCtx` shape with the wire-only `coin` tag, the order-book
+ * `midPx` (null when the book is empty), and `oraclePx`.
+ * @public
+ */
+export type HlWsPerpAssetCtx = {
+  coin: string
+  funding: string
+  openInterest: string
+  dayNtlVlm: string
+  prevDayPx: string
+  markPx: string
+  midPx: string | null
+  oraclePx: string
+}
+
+/**
+ * `allDexsAssetCtxs` carries one `[dex, ctxs]` pair per perp sub-DEX, mirroring
+ * `allDexsClearinghouseState`. Spot contexts arrive separately.
+ * @public
+ */
+export type HlWsAllDexsAssetCtxsData = {
+  assetCtxs: [string, HlWsPerpAssetCtx[]][]
+}
+
 /** @public */
 export type HlWsMessage = {
   channel: string
   data: unknown
 }
 
-/** @public */
-export type HlWsAllMidsData = {
-  mids: HlAllMids
-  dex?: string
+/**
+ * Per-coin entry from the compressed `fastAssetCtxs` feed (mark + mid only,
+ * keyed by coin across all dexes). `midPx` is null when the book is empty;
+ * fields are omitted from incremental frames when unchanged.
+ * @public
+ */
+export type HlWsFastAssetCtx = {
+  markPx?: string
+  midPx?: string | null
 }
 
 /** @public */
 export type HlWsL2BookData = HlL2Book & { coin: string }
 
+/** @public */
+export type HlWsL2Data = {
+  s?: HlL2Book & { coin: string }
+  c?: string
+  u?: HlWsCompressedL2Data
+}
+
+/** @public */
+export type HlWsCompressedL2Level = {
+  p: string
+  s: string
+}
+
+/** @public */
+export type HlWsCompressedL2Data = {
+  c: string
+  t: number
+  l: [HlWsCompressedL2Level[], HlWsCompressedL2Level[]]
+  r?: [
+    Array<number | string | { p: string }>,
+    Array<number | string | { p: string }>,
+  ]
+}
+
 /** @public */
 export type HlWsCandleData = HlCandle & {
   T: number
@@ -27,6 +82,17 @@ export type HlWsCandleData = HlCandle & {
   n: number
 }
 
+/** @public */
+export type HlWsTrade = {
+  coin: string
+  side: string
+  px: string
+  sz: string
+  time: number
+  tid?: number
+  hash?: string
+}
+
 /** @public */
 export type HlWsUserFillsData = {
   isSnapshot: boolean

package/src/utils/decodeFastAssetCtxs.ts

@@ -0,0 +1,24 @@
+import type { HlWsFastAssetCtx } from '../types/index.js'
+
+export async function decodeCompressedJson<T>(base64: string): Promise<T> {
+  const bytes = Uint8Array.from(atob(base64), (c) => c.charCodeAt(0))
+  const stream = new Blob([bytes])
+    .stream()
+    .pipeThrough(new DecompressionStream('deflate-raw'))
+  const text = await new Response(stream).text()
+  return JSON.parse(text) as T
+}
+
+/**
+ * Decode a Hyperliquid `fastAssetCtxs` frame. HL sends the payload as a
+ * base64-encoded, raw-DEFLATE-compressed (RFC 1951 — no zlib/gzip wrapper) JSON
+ * object keyed by coin. Decoded via the web-standard `DecompressionStream`
+ * (Node 18+, modern browsers), so no dependency is needed.
+ *
+ * @throws If the input is not valid base64 / raw-DEFLATE / JSON.
+ */
+export async function decodeFastAssetCtxs(
+  base64: string
+): Promise<Record<string, HlWsFastAssetCtx>> {
+  return decodeCompressedJson<Record<string, HlWsFastAssetCtx>>(base64)
+}

package/src/utils/index.ts

@@ -3,6 +3,10 @@
 // (e.g. `./assetId.js`, `./mapFill.js`) directly.
 
 export { assetIsSpot, calculateAssetId, getProviderIndex } from './assetId.js'
+export {
+  decodeCompressedJson,
+  decodeFastAssetCtxs,
+} from './decodeFastAssetCtxs.js'
 export type { InfoRequestOptions } from './infoClient.js'
 export { hlInfoOptions, infoRequest } from './infoClient.js'
 export {
@@ -12,7 +16,7 @@ export {
 export { mapFundingActivity, mapLedgerEntry } from './mapActivity.js'
 export { classifyFillFromPosition, mapFill } from './mapFill.js'
 export { mapMarket } from './mapMarket.js'
-export { mapMarketPrice } from './mapMarketPrice.js'
+export { mapMarketContext } from './mapMarketContext.js'
 export {
   isTriggerOrder,
   isTriggerType,

package/src/utils/mapMarket.ts

@@ -10,8 +10,8 @@ const QUOTE_SYMBOL = 'USDC'
 
 /**
  * Map a Hyperliquid universe entry to a {@link PerpsMarket}'s static instrument
- * metadata. Live mark/stats fields live on the `/prices` item — see
- * {@link mapMarketPrice}. `categoryId` is the `Provider.categories[].id` of the
+ * metadata. Live mark/stats fields live on the {@link MarketContext} — see
+ * {@link mapMarketContext}. `categoryId` is the `Provider.categories[].id` of the
  * dex the entry was fetched from — known to the caller at fetch time, never
  * re-derived from the coin string.
  * @public

package/src/utils/mapMarketContext.ts

@@ -0,0 +1,33 @@
+import type { MarketContext } from '@lifi/perps-types'
+import type { HlWsPerpAssetCtx } from '../types/index.js'
+
+const NEXT_FUNDING_INTERVAL_MS = 60 * 60 * 1000 // 1 hour
+
+/**
+ * Map a Hyperliquid perp asset context from the `allDexsAssetCtxs` feed to a
+ * {@link MarketContext}. `midPx` is null when the book is empty; mid then falls
+ * back to the mark so the context always carries a usable mid.
+ * @public
+ */
+export const mapMarketContext = (
+  marketId: string,
+  ctx: HlWsPerpAssetCtx
+): MarketContext => {
+  const now = Date.now()
+  const nextFundingTime =
+    Math.ceil(now / NEXT_FUNDING_INTERVAL_MS) * NEXT_FUNDING_INTERVAL_MS
+
+  return {
+    marketId,
+    midPrice: ctx.midPx ?? ctx.markPx,
+    markPrice: ctx.markPx,
+    oraclePrice: ctx.oraclePx,
+    prevDayPrice: ctx.prevDayPx,
+    volume24h: ctx.dayNtlVlm,
+    openInterest: ctx.openInterest,
+    funding: {
+      rate: ctx.funding,
+      nextFundingTime,
+    },
+  }
+}