@lifi/perps-sdk-provider-hyperliquid 1.1.0 → 1.2.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (41) hide show
  1. package/dist/cjs/types/ws.d.ts +33 -0
  2. package/dist/cjs/types/ws.d.ts.map +1 -1
  3. package/dist/cjs/utils/decodeFastAssetCtxs.d.ts +1 -0
  4. package/dist/cjs/utils/decodeFastAssetCtxs.d.ts.map +1 -1
  5. package/dist/cjs/utils/decodeFastAssetCtxs.js +5 -1
  6. package/dist/cjs/utils/decodeFastAssetCtxs.js.map +1 -1
  7. package/dist/cjs/utils/index.d.ts +1 -1
  8. package/dist/cjs/utils/index.d.ts.map +1 -1
  9. package/dist/cjs/utils/index.js +2 -1
  10. package/dist/cjs/utils/index.js.map +1 -1
  11. package/dist/cjs/websocket/HyperliquidWsProvider.d.ts +13 -0
  12. package/dist/cjs/websocket/HyperliquidWsProvider.d.ts.map +1 -1
  13. package/dist/cjs/websocket/HyperliquidWsProvider.js +206 -22
  14. package/dist/cjs/websocket/HyperliquidWsProvider.js.map +1 -1
  15. package/dist/esm/types/ws.d.ts +37 -0
  16. package/dist/esm/types/ws.d.ts.map +1 -1
  17. package/dist/esm/utils/decodeFastAssetCtxs.d.ts +1 -0
  18. package/dist/esm/utils/decodeFastAssetCtxs.d.ts.map +1 -1
  19. package/dist/esm/utils/decodeFastAssetCtxs.js +9 -6
  20. package/dist/esm/utils/decodeFastAssetCtxs.js.map +1 -1
  21. package/dist/esm/utils/index.d.ts +1 -1
  22. package/dist/esm/utils/index.d.ts.map +1 -1
  23. package/dist/esm/utils/index.js +1 -1
  24. package/dist/esm/utils/index.js.map +1 -1
  25. package/dist/esm/websocket/HyperliquidWsProvider.d.ts +13 -0
  26. package/dist/esm/websocket/HyperliquidWsProvider.d.ts.map +1 -1
  27. package/dist/esm/websocket/HyperliquidWsProvider.js +208 -27
  28. package/dist/esm/websocket/HyperliquidWsProvider.js.map +1 -1
  29. package/dist/types/types/ws.d.ts +37 -0
  30. package/dist/types/types/ws.d.ts.map +1 -1
  31. package/dist/types/utils/decodeFastAssetCtxs.d.ts +1 -0
  32. package/dist/types/utils/decodeFastAssetCtxs.d.ts.map +1 -1
  33. package/dist/types/utils/index.d.ts +1 -1
  34. package/dist/types/utils/index.d.ts.map +1 -1
  35. package/dist/types/websocket/HyperliquidWsProvider.d.ts +13 -0
  36. package/dist/types/websocket/HyperliquidWsProvider.d.ts.map +1 -1
  37. package/package.json +3 -3
  38. package/src/types/ws.ts +35 -0
  39. package/src/utils/decodeFastAssetCtxs.ts +10 -6
  40. package/src/utils/index.ts +4 -1
  41. package/src/websocket/HyperliquidWsProvider.ts +271 -29
package/dist/cjs/types/ws.d.ts CHANGED
@@ -25,12 +25,45 @@ export type HlWsFastAssetCtx = {
25
25
  export type HlWsL2BookData = HlL2Book & {
26
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  coin: string;
27
27
  };
28
+ export type HlWsL2Data = {
29
+ s?: HlL2Book & {
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+ coin: string;
31
+ };
32
+ c?: string;
33
+ u?: HlWsCompressedL2Data;
34
+ };
35
+ export type HlWsCompressedL2Level = {
36
+ p: string;
37
+ s: string;
38
+ };
39
+ export type HlWsCompressedL2Data = {
40
+ c: string;
41
+ t: number;
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+ l: [HlWsCompressedL2Level[], HlWsCompressedL2Level[]];
43
+ r?: [
44
+ Array<number | string | {
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+ p: string;
46
+ }>,
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+ Array<number | string | {
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+ p: string;
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+ }>
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+ ];
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+ };
28
52
  export type HlWsCandleData = HlCandle & {
29
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  T: number;
30
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  s: string;
31
55
  i: string;
32
56
  n: number;
33
57
  };
58
+ export type HlWsTrade = {
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+ coin: string;
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+ side: string;
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+ px: string;
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+ sz: string;
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+ time: number;
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+ tid?: number;
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+ hash?: string;
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+ };
34
67
  export type HlWsUserFillsData = {
35
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  isSnapshot: boolean;
36
69
  user: string;
package/dist/cjs/types/ws.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"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;AAQ3C,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;AAOD,MAAM,MAAM,wBAAwB,GAAG;IACrC,SAAS,EAAE,CAAC,MAAM,EAAE,gBAAgB,EAAE,CAAC,EAAE,CAAA;CAC1C,CAAA;AAGD,MAAM,MAAM,WAAW,GAAG;IACxB,OAAO,EAAE,MAAM,CAAA;IACf,IAAI,EAAE,OAAO,CAAA;CACd,CAAA;AAQD,MAAM,MAAM,gBAAgB,GAAG;IAC7B,MAAM,CAAC,EAAE,MAAM,CAAA;IACf,KAAK,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;CACtB,CAAA;AAGD,MAAM,MAAM,cAAc,GAAG,QAAQ,GAAG;IAAE,IAAI,EAAE,MAAM,CAAA;CAAE,CAAA;AAGxD,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;AAGD,MAAM,MAAM,iBAAiB,GAAG;IAC9B,UAAU,EAAE,OAAO,CAAA;IACnB,IAAI,EAAE,MAAM,CAAA;IACZ,KAAK,EAAE,UAAU,EAAE,CAAA;CACpB,CAAA;AAGD,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;AAGD,MAAM,MAAM,iBAAiB,GAAG;IAC9B,IAAI,EAAE,MAAM,CAAA;IACZ,SAAS,EAAE;QAAE,QAAQ,EAAE,aAAa,EAAE,CAAA;KAAE,CAAA;CACzC,CAAA"}
1
+ {"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;AAQ3C,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;AAOD,MAAM,MAAM,wBAAwB,GAAG;IACrC,SAAS,EAAE,CAAC,MAAM,EAAE,gBAAgB,EAAE,CAAC,EAAE,CAAA;CAC1C,CAAA;AAGD,MAAM,MAAM,WAAW,GAAG;IACxB,OAAO,EAAE,MAAM,CAAA;IACf,IAAI,EAAE,OAAO,CAAA;CACd,CAAA;AAQD,MAAM,MAAM,gBAAgB,GAAG;IAC7B,MAAM,CAAC,EAAE,MAAM,CAAA;IACf,KAAK,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;CACtB,CAAA;AAGD,MAAM,MAAM,cAAc,GAAG,QAAQ,GAAG;IAAE,IAAI,EAAE,MAAM,CAAA;CAAE,CAAA;AAGxD,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;AAGD,MAAM,MAAM,qBAAqB,GAAG;IAClC,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;CACV,CAAA;AAGD,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;AAGD,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;AAGD,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;AAGD,MAAM,MAAM,iBAAiB,GAAG;IAC9B,UAAU,EAAE,OAAO,CAAA;IACnB,IAAI,EAAE,MAAM,CAAA;IACZ,KAAK,EAAE,UAAU,EAAE,CAAA;CACpB,CAAA;AAGD,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;AAGD,MAAM,MAAM,iBAAiB,GAAG;IAC9B,IAAI,EAAE,MAAM,CAAA;IACZ,SAAS,EAAE;QAAE,QAAQ,EAAE,aAAa,EAAE,CAAA;KAAE,CAAA;CACzC,CAAA"}
package/dist/cjs/utils/decodeFastAssetCtxs.d.ts CHANGED
@@ -1,3 +1,4 @@
1
1
  import type { HlWsFastAssetCtx } from '../types/index.js';
2
+ export declare function decodeCompressedJson<T>(base64: string): Promise<T>;
2
3
  export declare function decodeFastAssetCtxs(base64: string): Promise<Record<string, HlWsFastAssetCtx>>;
3
4
  //# sourceMappingURL=decodeFastAssetCtxs.d.ts.map
package/dist/cjs/utils/decodeFastAssetCtxs.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"decodeFastAssetCtxs.d.ts","sourceRoot":"","sources":["../../../src/utils/decodeFastAssetCtxs.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAUzD,wBAAsB,mBAAmB,CACvC,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,MAAM,CAAC,MAAM,EAAE,gBAAgB,CAAC,CAAC,CAO3C"}
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;AAUD,wBAAsB,mBAAmB,CACvC,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,MAAM,CAAC,MAAM,EAAE,gBAAgB,CAAC,CAAC,CAE3C"}
package/dist/cjs/utils/decodeFastAssetCtxs.js CHANGED
@@ -1,7 +1,8 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.decodeCompressedJson = decodeCompressedJson;
3
4
  exports.decodeFastAssetCtxs = decodeFastAssetCtxs;
4
- async function decodeFastAssetCtxs(base64) {
5
+ async function decodeCompressedJson(base64) {
5
6
  const bytes = Uint8Array.from(atob(base64), (c) => c.charCodeAt(0));
6
7
  const stream = new Blob([bytes])
7
8
  .stream()
@@ -9,4 +10,7 @@ async function decodeFastAssetCtxs(base64) {
9
10
  const text = await new Response(stream).text();
10
11
  return JSON.parse(text);
11
12
  }
13
+ async function decodeFastAssetCtxs(base64) {
14
+ return decodeCompressedJson(base64);
15
+ }
12
16
  //# sourceMappingURL=decodeFastAssetCtxs.js.map
package/dist/cjs/utils/decodeFastAssetCtxs.js.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"decodeFastAssetCtxs.js","sourceRoot":"","sources":["../../../src/utils/decodeFastAssetCtxs.ts"],"names":[],"mappings":";;AAUA,kDASC;AATM,KAAK,UAAU,mBAAmB,CACvC,MAAc;IAEd,MAAM,KAAK,GAAG,UAAU,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,CAAA;IACnE,MAAM,MAAM,GAAG,IAAI,IAAI,CAAC,CAAC,KAAK,CAAC,CAAC;SAC7B,MAAM,EAAE;SACR,WAAW,CAAC,IAAI,mBAAmB,CAAC,aAAa,CAAC,CAAC,CAAA;IACtD,MAAM,IAAI,GAAG,MAAM,IAAI,QAAQ,CAAC,MAAM,CAAC,CAAC,IAAI,EAAE,CAAA;IAC9C,OAAO,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,CAAA;AACzB,CAAC"}
1
+ {"version":3,"file":"decodeFastAssetCtxs.js","sourceRoot":"","sources":["../../../src/utils/decodeFastAssetCtxs.ts"],"names":[],"mappings":";;AAEA,oDAOC;AAUD,kDAIC;AArBM,KAAK,UAAU,oBAAoB,CAAI,MAAc;IAC1D,MAAM,KAAK,GAAG,UAAU,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,CAAA;IACnE,MAAM,MAAM,GAAG,IAAI,IAAI,CAAC,CAAC,KAAK,CAAC,CAAC;SAC7B,MAAM,EAAE;SACR,WAAW,CAAC,IAAI,mBAAmB,CAAC,aAAa,CAAC,CAAC,CAAA;IACtD,MAAM,IAAI,GAAG,MAAM,IAAI,QAAQ,CAAC,MAAM,CAAC,CAAC,IAAI,EAAE,CAAA;IAC9C,OAAO,IAAI,CAAC,KAAK,CAAC,IAAI,CAAM,CAAA;AAC9B,CAAC;AAUM,KAAK,UAAU,mBAAmB,CACvC,MAAc;IAEd,OAAO,oBAAoB,CAAmC,MAAM,CAAC,CAAA;AACvE,CAAC"}
package/dist/cjs/utils/index.d.ts CHANGED
@@ -1,5 +1,5 @@
1
1
  export { assetIsSpot, calculateAssetId, getProviderIndex } from './assetId.js';
2
- export { decodeFastAssetCtxs } from './decodeFastAssetCtxs.js';
2
+ export { decodeCompressedJson, decodeFastAssetCtxs, } from './decodeFastAssetCtxs.js';
3
3
  export type { InfoRequestOptions } from './infoClient.js';
4
4
  export { hlInfoOptions, infoRequest } from './infoClient.js';
5
5
  export { calculateLiquidationPrice, calculateMaintenanceMarginRate, } from './liquidation.js';
package/dist/cjs/utils/index.d.ts.map CHANGED
@@ -1 +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,OAAO,EAAE,mBAAmB,EAAE,MAAM,0BAA0B,CAAA;AAC9D,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"}
1
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package/dist/cjs/utils/index.js CHANGED
@@ -1,11 +1,12 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.spotPriceById = exports.spotBalance = exports.spotAssetFromToken = exports.priceStepToAggregation = exports.getMaxPriceDecimals = exports.formatOrderSize = exports.formatOrderPrice = exports.perpsDexNames = exports.coinAsset = exports.mapPosition = exports.isOpenAssetPosition = exports.mapTriggerOrder = exports.mapStatusReason = exports.mapOrderType = exports.mapOrderStatus = exports.mapOrder = exports.mapOpenOrder = exports.isTriggerType = exports.isTriggerOrder = exports.mapMarketContext = exports.mapMarket = exports.mapFill = exports.classifyFillFromPosition = exports.mapLedgerEntry = exports.mapFundingActivity = exports.calculateMaintenanceMarginRate = exports.calculateLiquidationPrice = exports.infoRequest = exports.hlInfoOptions = exports.decodeFastAssetCtxs = exports.getProviderIndex = exports.calculateAssetId = exports.assetIsSpot = void 0;
3
+ exports.spotPriceById = exports.spotBalance = exports.spotAssetFromToken = exports.priceStepToAggregation = exports.getMaxPriceDecimals = exports.formatOrderSize = exports.formatOrderPrice = exports.perpsDexNames = exports.coinAsset = exports.mapPosition = exports.isOpenAssetPosition = exports.mapTriggerOrder = exports.mapStatusReason = exports.mapOrderType = exports.mapOrderStatus = exports.mapOrder = exports.mapOpenOrder = exports.isTriggerType = exports.isTriggerOrder = exports.mapMarketContext = exports.mapMarket = exports.mapFill = exports.classifyFillFromPosition = exports.mapLedgerEntry = exports.mapFundingActivity = exports.calculateMaintenanceMarginRate = exports.calculateLiquidationPrice = exports.infoRequest = exports.hlInfoOptions = exports.decodeFastAssetCtxs = exports.decodeCompressedJson = exports.getProviderIndex = exports.calculateAssetId = exports.assetIsSpot = void 0;
4
4
  var assetId_js_1 = require("./assetId.js");
5
5
  Object.defineProperty(exports, "assetIsSpot", { enumerable: true, get: function () { return assetId_js_1.assetIsSpot; } });
6
6
  Object.defineProperty(exports, "calculateAssetId", { enumerable: true, get: function () { return assetId_js_1.calculateAssetId; } });
7
7
  Object.defineProperty(exports, "getProviderIndex", { enumerable: true, get: function () { return assetId_js_1.getProviderIndex; } });
8
8
  var decodeFastAssetCtxs_js_1 = require("./decodeFastAssetCtxs.js");
9
+ Object.defineProperty(exports, "decodeCompressedJson", { enumerable: true, get: function () { return decodeFastAssetCtxs_js_1.decodeCompressedJson; } });
9
10
  Object.defineProperty(exports, "decodeFastAssetCtxs", { enumerable: true, get: function () { return decodeFastAssetCtxs_js_1.decodeFastAssetCtxs; } });
10
11
  var infoClient_js_1 = require("./infoClient.js");
11
12
  Object.defineProperty(exports, "hlInfoOptions", { enumerable: true, get: function () { return infoClient_js_1.hlInfoOptions; } });
package/dist/cjs/utils/index.js.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/utils/index.ts"],"names":[],"mappings":";;;AAIA,2CAA8E;AAArE,yGAAA,WAAW,OAAA;AAAE,8GAAA,gBAAgB,OAAA;AAAE,8GAAA,gBAAgB,OAAA;AACxD,mEAA8D;AAArD,6HAAA,mBAAmB,OAAA;AAE5B,iDAA4D;AAAnD,8GAAA,aAAa,OAAA;AAAE,4GAAA,WAAW,OAAA;AACnC,mDAGyB;AAFvB,2HAAA,yBAAyB,OAAA;AACzB,gIAAA,8BAA8B,OAAA;AAEhC,mDAAqE;AAA5D,oHAAA,kBAAkB,OAAA;AAAE,gHAAA,cAAc,OAAA;AAC3C,2CAAgE;AAAvD,sHAAA,wBAAwB,OAAA;AAAE,qGAAA,OAAO,OAAA;AAC1C,+CAA0C;AAAjC,yGAAA,SAAS,OAAA;AAClB,6DAAwD;AAA/C,uHAAA,gBAAgB,OAAA;AACzB,6CASsB;AARpB,6GAAA,cAAc,OAAA;AACd,4GAAA,aAAa,OAAA;AACb,2GAAA,YAAY,OAAA;AACZ,uGAAA,QAAQ,OAAA;AACR,6GAAA,cAAc,OAAA;AACd,2GAAA,YAAY,OAAA;AACZ,8GAAA,eAAe,OAAA;AACf,8GAAA,eAAe,OAAA;AAEjB,mDAAmE;AAA1D,qHAAA,mBAAmB,OAAA;AAAE,6GAAA,WAAW,OAAA;AACzC,uDAA6D;AAApD,6GAAA,SAAS,OAAA;AAAE,iHAAA,aAAa,OAAA;AACjC,2DAI6B;AAH3B,sHAAA,gBAAgB,OAAA;AAChB,qHAAA,eAAe,OAAA;AACf,yHAAA,mBAAmB,OAAA;AAErB,yEAAoE;AAA3D,mIAAA,sBAAsB,OAAA;AAC/B,mDAIyB;AAHvB,oHAAA,kBAAkB,OAAA;AAClB,6GAAA,WAAW,OAAA;AACX,+GAAA,aAAa,OAAA"}
1
+ {"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/utils/index.ts"],"names":[],"mappings":";;;AAIA,2CAA8E;AAArE,yGAAA,WAAW,OAAA;AAAE,8GAAA,gBAAgB,OAAA;AAAE,8GAAA,gBAAgB,OAAA;AACxD,mEAGiC;AAF/B,8HAAA,oBAAoB,OAAA;AACpB,6HAAA,mBAAmB,OAAA;AAGrB,iDAA4D;AAAnD,8GAAA,aAAa,OAAA;AAAE,4GAAA,WAAW,OAAA;AACnC,mDAGyB;AAFvB,2HAAA,yBAAyB,OAAA;AACzB,gIAAA,8BAA8B,OAAA;AAEhC,mDAAqE;AAA5D,oHAAA,kBAAkB,OAAA;AAAE,gHAAA,cAAc,OAAA;AAC3C,2CAAgE;AAAvD,sHAAA,wBAAwB,OAAA;AAAE,qGAAA,OAAO,OAAA;AAC1C,+CAA0C;AAAjC,yGAAA,SAAS,OAAA;AAClB,6DAAwD;AAA/C,uHAAA,gBAAgB,OAAA;AACzB,6CASsB;AARpB,6GAAA,cAAc,OAAA;AACd,4GAAA,aAAa,OAAA;AACb,2GAAA,YAAY,OAAA;AACZ,uGAAA,QAAQ,OAAA;AACR,6GAAA,cAAc,OAAA;AACd,2GAAA,YAAY,OAAA;AACZ,8GAAA,eAAe,OAAA;AACf,8GAAA,eAAe,OAAA;AAEjB,mDAAmE;AAA1D,qHAAA,mBAAmB,OAAA;AAAE,6GAAA,WAAW,OAAA;AACzC,uDAA6D;AAApD,6GAAA,SAAS,OAAA;AAAE,iHAAA,aAAa,OAAA;AACjC,2DAI6B;AAH3B,sHAAA,gBAAgB,OAAA;AAChB,qHAAA,eAAe,OAAA;AACf,yHAAA,mBAAmB,OAAA;AAErB,yEAAoE;AAA3D,mIAAA,sBAAsB,OAAA;AAC/B,mDAIyB;AAHvB,oHAAA,kBAAkB,OAAA;AAClB,6GAAA,WAAW,OAAA;AACX,+GAAA,aAAa,OAAA"}
package/dist/cjs/websocket/HyperliquidWsProvider.d.ts CHANGED
@@ -6,24 +6,37 @@ export declare class HyperliquidWsProvider extends WsProviderBase<object> {
6
6
  private readonly client;
7
7
  private readonly registry;
8
8
  private perpCtxBySubDex;
9
+ private orderbookKeysByMarketId;
10
+ private latestOrderbookByMarketId;
9
11
  private fastCtxByMarketId;
10
12
  private fastDecodeChain;
13
+ private orderbookDecodeChain;
11
14
  constructor(wsUrl: string, providerKey: string, client?: PerpsSDKClient);
12
15
  subscribeQuote(params: ProviderGetQuoteParams, onQuote: QuoteListener): Promise<() => void>;
13
16
  protected openChannel(sub: Subscription): Promise<() => void>;
14
17
  private claimOrderUpdatesKey;
18
+ private claimOrderbookKey;
15
19
  private getMarketsContextSubEntries;
20
+ private registerOrderbook;
21
+ private releaseOrderbook;
16
22
  protected onClose(): void;
17
23
  protected sendSubscribe(payload: object): void;
18
24
  protected toKey(sub: Subscription): string;
25
+ private orderbookAggregation;
26
+ private orderbookAggregationKey;
19
27
  private toHlPayload;
20
28
  protected handleMessage(raw: string): void;
21
29
  private handleAllDexsAssetCtxs;
22
30
  private handleFastAssetCtxs;
23
31
  private emitMarketsContext;
24
32
  private mergedMids;
33
+ private orderbookReferencePrice;
25
34
  private handleL2Book;
35
+ private handleL2;
36
+ private handleCompactL2Delta;
37
+ private emitOrderbook;
26
38
  private handleCandle;
39
+ private handleTrades;
27
40
  private handleOrderUpdates;
28
41
  private handleUserFills;
29
42
  private handleAllDexsClearinghouseState;
package/dist/cjs/websocket/HyperliquidWsProvider.d.ts.map CHANGED
@@ -1 +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,EAKL,KAAK,YAAY,EAElB,MAAM,mBAAmB,CAAA;AA2C1B,eAAO,MAAM,qBAAqB,QAC5B,iBAEgD,CAAA;AAgBtD,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;IAK7E,OAAO,CAAC,iBAAiB,CAAuC;IAGhE,OAAO,CAAC,eAAe,CAAmC;gBAE9C,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;IAyDnE,OAAO,CAAC,oBAAoB;IAsB5B,OAAO,CAAC,2BAA2B;cAUhB,OAAO,IAAI,IAAI;IAMlC,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;IA4DnC,OAAO,CAAC,sBAAsB;IAiB9B,OAAO,CAAC,mBAAmB;IAuB3B,OAAO,CAAC,kBAAkB;IA6B1B,OAAO,CAAC,UAAU;IAiBlB,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"}
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,EAOL,KAAK,YAAY,EAElB,MAAM,mBAAmB,CAAA;AA+C1B,eAAO,MAAM,qBAAqB,QAC5B,iBAEgD,CAAA;AAgBtD,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;IAqEnE,OAAO,CAAC,oBAAoB;IAiB5B,OAAO,CAAC,iBAAiB;IAwBzB,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;IAiB9B,OAAO,CAAC,mBAAmB;IAuB3B,OAAO,CAAC,kBAAkB;IA6B1B,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/dist/cjs/websocket/HyperliquidWsProvider.js CHANGED
@@ -13,8 +13,11 @@ class HyperliquidWsProvider extends perps_sdk_1.WsProviderBase {
13
13
  client;
14
14
  registry;
15
15
  perpCtxBySubDex = new Map();
16
+ orderbookKeysByMarketId = new Map();
17
+ latestOrderbookByMarketId = new Map();
16
18
  fastCtxByMarketId = {};
17
19
  fastDecodeChain = Promise.resolve();
20
+ orderbookDecodeChain = Promise.resolve();
18
21
  constructor(wsUrl, providerKey, client) {
19
22
  super(new perps_sdk_1.ReconnectingWebSocket(wsUrl, { pingPayload: '{"method":"ping"}' }), providerKey);
20
23
  this.client = client;
@@ -49,15 +52,27 @@ class HyperliquidWsProvider extends perps_sdk_1.WsProviderBase {
49
52
  };
50
53
  }
51
54
  const key = this.toKey(sub);
55
+ if (sub.channel === 'orderbook') {
56
+ this.claimOrderbookKey(sub.marketId, key);
57
+ }
52
58
  const payload = this.toHlPayload(sub);
53
59
  await this.registerSub(key, payload);
60
+ if (sub.channel === 'orderbook') {
61
+ this.registerOrderbook(sub.marketId, key);
62
+ }
54
63
  await this.rws.ready();
55
64
  return () => {
56
65
  this.unregisterSub(key);
57
66
  if (this.orderUpdatesKey === key) {
58
67
  this.orderUpdatesKey = undefined;
59
68
  }
60
- this.rws.send(JSON.stringify({ method: 'unsubscribe', subscription: payload }));
69
+ this.rws.send(JSON.stringify({
70
+ method: 'unsubscribe',
71
+ subscription: payload,
72
+ }));
73
+ if (sub.channel === 'orderbook') {
74
+ this.releaseOrderbook(sub.marketId, key);
75
+ }
61
76
  };
62
77
  }
63
78
  claimOrderUpdatesKey(key) {
@@ -72,15 +87,51 @@ class HyperliquidWsProvider extends perps_sdk_1.WsProviderBase {
72
87
  }
73
88
  this.orderUpdatesKey = key;
74
89
  }
90
+ claimOrderbookKey(marketId, key) {
91
+ const activeKeys = this.orderbookKeysByMarketId.get(marketId);
92
+ if (activeKeys === undefined) {
93
+ return;
94
+ }
95
+ for (const activeKey of [...activeKeys]) {
96
+ if (activeKey === key) {
97
+ continue;
98
+ }
99
+ if (!this.closeChannelIfIdle(activeKey)) {
100
+ throw new Error(`Hyperliquid supports one orderbook aggregation per market per ` +
101
+ `provider instance. Unsubscribe ${activeKey} before subscribing ${key}.`);
102
+ }
103
+ }
104
+ }
75
105
  getMarketsContextSubEntries() {
76
106
  return [
77
107
  { subKey: 'allDexsAssetCtxs', payload: { type: 'allDexsAssetCtxs' } },
78
108
  { subKey: 'fastAssetCtxs', payload: { type: 'fastAssetCtxs' } },
79
109
  ];
80
110
  }
111
+ registerOrderbook(marketId, orderbookKey) {
112
+ let activeKeys = this.orderbookKeysByMarketId.get(marketId);
113
+ if (activeKeys === undefined) {
114
+ activeKeys = new Set();
115
+ this.orderbookKeysByMarketId.set(marketId, activeKeys);
116
+ }
117
+ activeKeys.add(orderbookKey);
118
+ }
119
+ releaseOrderbook(marketId, orderbookKey) {
120
+ const activeKeys = this.orderbookKeysByMarketId.get(marketId);
121
+ if (activeKeys === undefined) {
122
+ return;
123
+ }
124
+ activeKeys.delete(orderbookKey);
125
+ if (activeKeys.size > 0) {
126
+ return;
127
+ }
128
+ this.orderbookKeysByMarketId.delete(marketId);
129
+ }
81
130
  onClose() {
82
131
  this.perpCtxBySubDex.clear();
83
132
  this.fastCtxByMarketId = {};
133
+ this.orderbookKeysByMarketId.clear();
134
+ this.latestOrderbookByMarketId.clear();
84
135
  this.orderUpdatesKey = undefined;
85
136
  }
86
137
  sendSubscribe(payload) {
@@ -91,9 +142,11 @@ class HyperliquidWsProvider extends perps_sdk_1.WsProviderBase {
91
142
  case 'marketsContext':
92
143
  return 'marketsContext';
93
144
  case 'orderbook':
94
- return `l2Book:${sub.marketId}`;
145
+ return `l2:${sub.marketId}:${this.orderbookAggregationKey(sub.marketId, sub.priceStep)}`;
95
146
  case 'candle':
96
147
  return `candle:${sub.marketId}:${sub.interval}`;
148
+ case 'trades':
149
+ return `trades:${sub.marketId}`;
97
150
  case 'orderUpdates':
98
151
  return `orderUpdates:${sub.address.toLowerCase()}`;
99
152
  case 'fills':
@@ -104,24 +157,45 @@ class HyperliquidWsProvider extends perps_sdk_1.WsProviderBase {
104
157
  return `spotState:${sub.address.toLowerCase()}`;
105
158
  }
106
159
  }
160
+ orderbookAggregation(marketId, priceStep) {
161
+ if (priceStep === undefined) {
162
+ return {};
163
+ }
164
+ return (0, index_js_1.priceStepToAggregation)(priceStep, this.orderbookReferencePrice(marketId));
165
+ }
166
+ orderbookAggregationKey(marketId, priceStep) {
167
+ const aggregation = this.orderbookAggregation(marketId, priceStep);
168
+ const nSigFigs = aggregation.nSigFigs ?? null;
169
+ const mantissa = aggregation.mantissa ?? null;
170
+ if (nSigFigs === null && mantissa === null) {
171
+ return 'full';
172
+ }
173
+ return `s:${nSigFigs}:m:${mantissa}`;
174
+ }
107
175
  toHlPayload(sub) {
108
176
  switch (sub.channel) {
109
177
  case 'marketsContext':
110
178
  return { type: 'allDexsAssetCtxs' };
111
- case 'orderbook':
179
+ case 'orderbook': {
180
+ const aggregation = this.orderbookAggregation(sub.marketId, sub.priceStep);
112
181
  return {
113
- type: 'l2Book',
114
- coin: sub.marketId,
115
- ...(sub.priceStep !== undefined
116
- ? (0, index_js_1.priceStepToAggregation)(sub.priceStep, this.mergedMids().get(sub.marketId) ?? Number.NaN)
117
- : {}),
182
+ type: 'l2',
183
+ c: sub.marketId,
184
+ s: aggregation.nSigFigs ?? null,
185
+ m: aggregation.mantissa ?? null,
118
186
  };
187
+ }
119
188
  case 'candle':
120
189
  return {
121
190
  type: 'candle',
122
191
  coin: sub.marketId,
123
192
  interval: sub.interval,
124
193
  };
194
+ case 'trades':
195
+ return {
196
+ type: 'trades',
197
+ coin: sub.marketId,
198
+ };
125
199
  case 'orderUpdates':
126
200
  return { type: 'orderUpdates', user: sub.address };
127
201
  case 'fills':
@@ -162,12 +236,18 @@ class HyperliquidWsProvider extends perps_sdk_1.WsProviderBase {
162
236
  case 'fastAssetCtxs':
163
237
  this.handleFastAssetCtxs(msg.data);
164
238
  break;
239
+ case 'l2':
240
+ this.handleL2(msg.data);
241
+ break;
165
242
  case 'l2Book':
166
243
  this.handleL2Book(msg.data);
167
244
  break;
168
245
  case 'candle':
169
246
  this.handleCandle(msg.data);
170
247
  break;
248
+ case 'trades':
249
+ this.handleTrades(msg.data);
250
+ break;
171
251
  case 'orderUpdates':
172
252
  this.handleOrderUpdates(msg.data);
173
253
  break;
@@ -252,21 +332,74 @@ class HyperliquidWsProvider extends perps_sdk_1.WsProviderBase {
252
332
  }
253
333
  return map;
254
334
  }
335
+ orderbookReferencePrice(marketId) {
336
+ const mid = this.mergedMids().get(marketId);
337
+ if (mid !== undefined) {
338
+ return mid;
339
+ }
340
+ const book = this.latestOrderbookByMarketId.get(marketId);
341
+ const bid = book?.bids[0]?.price;
342
+ const ask = book?.asks[0]?.price;
343
+ if (bid !== undefined && ask !== undefined) {
344
+ return (Number(bid) + Number(ask)) / 2;
345
+ }
346
+ return Number.NaN;
347
+ }
255
348
  handleL2Book(data) {
256
- this.emit(`l2Book:${data.coin}`, {
257
- channel: 'orderbook',
258
- data: {
259
- provider: this.providerKey,
260
- marketId: data.coin,
261
- bids: data.levels[0]
262
- .slice(0, HL_L2_BOOK_MAX_LEVELS_PER_SIDE)
263
- .map((l) => ({ price: l.px, size: l.sz })),
264
- asks: data.levels[1]
265
- .slice(0, HL_L2_BOOK_MAX_LEVELS_PER_SIDE)
266
- .map((l) => ({ price: l.px, size: l.sz })),
267
- timestamp: data.time,
268
- },
269
- });
349
+ const book = {
350
+ provider: this.providerKey,
351
+ marketId: data.coin,
352
+ bids: data.levels[0]
353
+ .slice(0, HL_L2_BOOK_MAX_LEVELS_PER_SIDE)
354
+ .map((l) => ({ price: l.px, size: l.sz })),
355
+ asks: data.levels[1]
356
+ .slice(0, HL_L2_BOOK_MAX_LEVELS_PER_SIDE)
357
+ .map((l) => ({ price: l.px, size: l.sz })),
358
+ timestamp: data.time,
359
+ };
360
+ this.latestOrderbookByMarketId.set(data.coin, book);
361
+ this.emitOrderbook(data.coin, book);
362
+ }
363
+ handleL2(data) {
364
+ if (data.s !== undefined) {
365
+ this.handleL2Book(data.s);
366
+ }
367
+ if (data.u !== undefined) {
368
+ this.handleCompactL2Delta(data.u);
369
+ }
370
+ if (data.c === undefined) {
371
+ return;
372
+ }
373
+ const compressed = data.c;
374
+ this.orderbookDecodeChain = this.orderbookDecodeChain
375
+ .then(async () => {
376
+ this.handleCompactL2Delta(await (0, index_js_1.decodeCompressedJson)(compressed));
377
+ })
378
+ .catch((error) => perps_sdk_1.wsLog.handlerFailure(this.providerKey, error));
379
+ }
380
+ handleCompactL2Delta(delta) {
381
+ const previous = this.latestOrderbookByMarketId.get(delta.c);
382
+ if (previous === undefined) {
383
+ return;
384
+ }
385
+ const book = {
386
+ provider: this.providerKey,
387
+ marketId: delta.c,
388
+ bids: applyCompressedL2Side(previous.bids, delta.l[0], delta.r?.[0] ?? [], 'bid'),
389
+ asks: applyCompressedL2Side(previous.asks, delta.l[1], delta.r?.[1] ?? [], 'ask'),
390
+ timestamp: delta.t,
391
+ };
392
+ this.latestOrderbookByMarketId.set(delta.c, book);
393
+ this.emitOrderbook(delta.c, book);
394
+ }
395
+ emitOrderbook(marketId, book) {
396
+ const keys = this.orderbookKeysByMarketId.get(marketId);
397
+ if (keys === undefined) {
398
+ return;
399
+ }
400
+ for (const key of keys) {
401
+ this.emit(key, { channel: 'orderbook', data: book });
402
+ }
270
403
  }
271
404
  handleCandle(data) {
272
405
  this.emit(`candle:${data.s}:${data.i}`, {
@@ -281,6 +414,24 @@ class HyperliquidWsProvider extends perps_sdk_1.WsProviderBase {
281
414
  },
282
415
  });
283
416
  }
417
+ handleTrades(data) {
418
+ for (const trade of data) {
419
+ this.emit(`trades:${trade.coin}`, {
420
+ channel: 'trades',
421
+ data: [
422
+ {
423
+ provider: this.providerKey,
424
+ marketId: trade.coin,
425
+ price: trade.px,
426
+ size: trade.sz,
427
+ timestamp: trade.time,
428
+ side: trade.side === 'B' ? 'buy' : 'sell',
429
+ id: trade.tid !== undefined ? String(trade.tid) : trade.hash,
430
+ },
431
+ ],
432
+ });
433
+ }
434
+ }
284
435
  handleOrderUpdates(data) {
285
436
  const key = this.orderUpdatesKey;
286
437
  if (key === undefined) {
@@ -371,6 +522,35 @@ class HyperliquidWsProvider extends perps_sdk_1.WsProviderBase {
371
522
  }
372
523
  exports.HyperliquidWsProvider = HyperliquidWsProvider;
373
524
  const isObject = (v) => typeof v === 'object' && v !== null;
525
+ function compactRemovalPrice(levels, value) {
526
+ if (typeof value === 'number') {
527
+ return levels[value]?.price;
528
+ }
529
+ return typeof value === 'string' ? value : value.p;
530
+ }
531
+ function applyCompressedL2Side(previous, updates, removals, side) {
532
+ const byPrice = new Map(previous.map((level) => [level.price, level.size]));
533
+ for (const removal of removals) {
534
+ const price = compactRemovalPrice(previous, removal);
535
+ if (price !== undefined) {
536
+ byPrice.delete(price);
537
+ }
538
+ }
539
+ for (const update of updates) {
540
+ if (Number(update.s) === 0) {
541
+ byPrice.delete(update.p);
542
+ }
543
+ else {
544
+ byPrice.set(update.p, update.s);
545
+ }
546
+ }
547
+ return [...byPrice.entries()]
548
+ .map(([price, size]) => ({ price, size }))
549
+ .sort((a, b) => side === 'bid'
550
+ ? Number(b.price) - Number(a.price)
551
+ : Number(a.price) - Number(b.price))
552
+ .slice(0, HL_L2_BOOK_MAX_LEVELS_PER_SIDE);
553
+ }
374
554
  function isValidHlFrame(channel, data) {
375
555
  if (channel === 'fastAssetCtxs') {
376
556
  return typeof data === 'string';
@@ -387,8 +567,12 @@ function isValidHlFrame(channel, data) {
387
567
  Array.isArray(data.levels[0]) &&
388
568
  Array.isArray(data.levels[1]) &&
389
569
  typeof data.time === 'number');
570
+ case 'l2':
571
+ return typeof data.c === 'string' || isObject(data.s) || isObject(data.u);
390
572
  case 'candle':
391
573
  return typeof data.s === 'string' && typeof data.i === 'string';
574
+ case 'trades':
575
+ return Array.isArray(data);
392
576
  case 'orderUpdates':
393
577
  return Array.isArray(data);
394
578
  case 'userFills':
package/dist/cjs/websocket/HyperliquidWsProvider.js.map CHANGED
@@ -1 +1 @@
1
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