@lifi/perps-sdk-provider-hyperliquid 1.1.0 → 1.3.0

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 +48 -1
  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 +20 -0
  12. package/dist/cjs/websocket/HyperliquidWsProvider.d.ts.map +1 -1
  13. package/dist/cjs/websocket/HyperliquidWsProvider.js +359 -29
  14. package/dist/cjs/websocket/HyperliquidWsProvider.js.map +1 -1
  15. package/dist/esm/types/ws.d.ts +65 -1
  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 +25 -8
  26. package/dist/esm/websocket/HyperliquidWsProvider.d.ts.map +1 -1
  27. package/dist/esm/websocket/HyperliquidWsProvider.js +368 -48
  28. package/dist/esm/websocket/HyperliquidWsProvider.js.map +1 -1
  29. package/dist/types/types/ws.d.ts +65 -1
  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 +25 -8
  36. package/dist/types/websocket/HyperliquidWsProvider.d.ts.map +1 -1
  37. package/package.json +3 -3
  38. package/src/types/ws.ts +67 -1
  39. package/src/utils/decodeFastAssetCtxs.ts +10 -6
  40. package/src/utils/index.ts +4 -1
  41. package/src/websocket/HyperliquidWsProvider.ts +464 -50
package/dist/esm/websocket/HyperliquidWsProvider.js.map CHANGED
@@ -1 +1 @@
1
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package/dist/types/types/ws.d.ts CHANGED
@@ -1,6 +1,7 @@
1
1
  import type { HlClearinghouseState, HlSpotBalance } from './account.js';
2
2
  import type { HlCandle, HlL2Book } from './asset.js';
3
3
  import type { HlUserFill } from './fill.js';
4
+ type HlWsNumberString = string | number;
4
5
  /**
5
6
  * Perp asset context as carried on the `allDexsAssetCtxs` WS feed. Extends the
6
7
  * REST `/info` `HlAssetCtx` shape with the wire-only `coin` tag, the order-book
@@ -17,14 +18,24 @@ export type HlWsPerpAssetCtx = {
17
18
  midPx: string | null;
18
19
  oraclePx: string;
19
20
  };
21
+ /** @public */
22
+ export type HlWsPerpAssetCtxPayload = Partial<HlWsPerpAssetCtx>;
20
23
  /**
21
24
  * `allDexsAssetCtxs` carries one `[dex, ctxs]` pair per perp sub-DEX, mirroring
22
25
  * `allDexsClearinghouseState`. Spot contexts arrive separately.
23
26
  * @public
24
27
  */
25
28
  export type HlWsAllDexsAssetCtxsData = {
26
- assetCtxs: [string, HlWsPerpAssetCtx[]][];
29
+ assetCtxs?: [string, HlWsPerpAssetCtx[]][];
30
+ ctxs?: [string, HlWsPerpAssetCtxPayload[]][];
27
31
  };
32
+ /**
33
+ * Compressed perp asset-context feed. Snapshot/update frames carry one
34
+ * `[dex, ctxs]` pair per perp sub-DEX. Updates can omit unchanged fields inside
35
+ * each context.
36
+ * @public
37
+ */
38
+ export type HlWsPacData = [string, HlWsPerpAssetCtxPayload[]][];
28
39
  /** @public */
29
40
  export type HlWsMessage = {
30
41
  channel: string;
@@ -41,10 +52,52 @@ export type HlWsFastAssetCtx = {
41
52
  midPx?: string | null;
42
53
  };
43
54
  /** @public */
55
+ export type HlWsSpotAssetCtx = {
56
+ dayNtlVlm?: HlWsNumberString;
57
+ prevDayPx?: HlWsNumberString;
58
+ markPx?: HlWsNumberString;
59
+ midPx?: HlWsNumberString | null;
60
+ dayBaseVlm?: HlWsNumberString;
61
+ circulatingSupply?: HlWsNumberString;
62
+ };
63
+ /**
64
+ * Compressed spot asset-context feed. The first frame is a broad snapshot; later
65
+ * frames only carry changed fields.
66
+ * @public
67
+ */
68
+ export type HlWsSacData = Record<string, HlWsSpotAssetCtx>;
69
+ /** @public */
44
70
  export type HlWsL2BookData = HlL2Book & {
45
71
  coin: string;
46
72
  };
47
73
  /** @public */
74
+ export type HlWsL2Data = {
75
+ s?: HlL2Book & {
76
+ coin: string;
77
+ };
78
+ c?: string;
79
+ u?: HlWsCompressedL2Data;
80
+ };
81
+ /** @public */
82
+ export type HlWsCompressedL2Level = {
83
+ p: string;
84
+ s: string;
85
+ };
86
+ /** @public */
87
+ export type HlWsCompressedL2Data = {
88
+ c: string;
89
+ t: number;
90
+ l: [HlWsCompressedL2Level[], HlWsCompressedL2Level[]];
91
+ r?: [
92
+ Array<number | string | {
93
+ p: string;
94
+ }>,
95
+ Array<number | string | {
96
+ p: string;
97
+ }>
98
+ ];
99
+ };
100
+ /** @public */
48
101
  export type HlWsCandleData = HlCandle & {
49
102
  T: number;
50
103
  s: string;
@@ -52,6 +105,16 @@ export type HlWsCandleData = HlCandle & {
52
105
  n: number;
53
106
  };
54
107
  /** @public */
108
+ export type HlWsTrade = {
109
+ coin: string;
110
+ side: string;
111
+ px: string;
112
+ sz: string;
113
+ time: number;
114
+ tid?: number;
115
+ hash?: string;
116
+ };
117
+ /** @public */
55
118
  export type HlWsUserFillsData = {
56
119
  isSnapshot: boolean;
57
120
  user: string;
@@ -69,4 +132,5 @@ export type HlWsSpotStateData = {
69
132
  balances: HlSpotBalance[];
70
133
  };
71
134
  };
135
+ export {};
72
136
  //# sourceMappingURL=ws.d.ts.map
package/dist/types/types/ws.d.ts.map CHANGED
@@ -1 +1 @@
1
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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;AAE3C,KAAK,gBAAgB,GAAG,MAAM,GAAG,MAAM,CAAA;AAEvC;;;;;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,cAAc;AACd,MAAM,MAAM,uBAAuB,GAAG,OAAO,CAAC,gBAAgB,CAAC,CAAA;AAE/D;;;;GAIG;AACH,MAAM,MAAM,wBAAwB,GAAG;IACrC,SAAS,CAAC,EAAE,CAAC,MAAM,EAAE,gBAAgB,EAAE,CAAC,EAAE,CAAA;IAC1C,IAAI,CAAC,EAAE,CAAC,MAAM,EAAE,uBAAuB,EAAE,CAAC,EAAE,CAAA;CAC7C,CAAA;AAED;;;;;GAKG;AACH,MAAM,MAAM,WAAW,GAAG,CAAC,MAAM,EAAE,uBAAuB,EAAE,CAAC,EAAE,CAAA;AAE/D,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,gBAAgB,GAAG;IAC7B,SAAS,CAAC,EAAE,gBAAgB,CAAA;IAC5B,SAAS,CAAC,EAAE,gBAAgB,CAAA;IAC5B,MAAM,CAAC,EAAE,gBAAgB,CAAA;IACzB,KAAK,CAAC,EAAE,gBAAgB,GAAG,IAAI,CAAA;IAC/B,UAAU,CAAC,EAAE,gBAAgB,CAAA;IAC7B,iBAAiB,CAAC,EAAE,gBAAgB,CAAA;CACrC,CAAA;AAED;;;;GAIG;AACH,MAAM,MAAM,WAAW,GAAG,MAAM,CAAC,MAAM,EAAE,gBAAgB,CAAC,CAAA;AAE1D,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 CHANGED
@@ -1,4 +1,5 @@
1
1
  import type { HlWsFastAssetCtx } from '../types/index.js';
2
+ export declare function decodeCompressedJson<T>(base64: string): Promise<T>;
2
3
  /**
3
4
  * Decode a Hyperliquid `fastAssetCtxs` frame. HL sends the payload as a
4
5
  * base64-encoded, raw-DEFLATE-compressed (RFC 1951 — no zlib/gzip wrapper) JSON
package/dist/types/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;AAEzD;;;;;;;GAOG;AACH,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;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 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/types/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
+ {"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/websocket/HyperliquidWsProvider.d.ts CHANGED
@@ -29,8 +29,14 @@ export declare class HyperliquidWsProvider extends WsProviderBase<object> {
29
29
  private readonly client;
30
30
  private readonly registry;
31
31
  private perpCtxBySubDex;
32
+ private spotCtxByMarketId;
33
+ private orderbookKeysByMarketId;
34
+ private latestOrderbookByMarketId;
32
35
  private fastCtxByMarketId;
33
36
  private fastDecodeChain;
37
+ private pacDecodeChain;
38
+ private sacDecodeChain;
39
+ private orderbookDecodeChain;
34
40
  constructor(wsUrl: string, providerKey: string, client?: PerpsSDKClient);
35
41
  subscribeQuote(params: ProviderGetQuoteParams, onQuote: QuoteListener): Promise<() => void>;
36
42
  protected openChannel(sub: Subscription): Promise<() => void>;
@@ -41,18 +47,27 @@ export declare class HyperliquidWsProvider extends WsProviderBase<object> {
41
47
  * so a wallet switch needn't wait out the teardown linger; a live one throws.
42
48
  */
43
49
  private claimOrderUpdatesKey;
50
+ private claimOrderbookKey;
44
51
  /**
45
- * Sub-key + payload pairs for the markets-context aggregation: the all-dexs
46
- * perp asset-context feed (oracle/funding/OI/metadata) plus the compressed
52
+ * Sub-key + payload pairs for the markets-context aggregation: compressed
53
+ * all-perp (`pac`) and all-spot (`sac`) asset contexts plus the documented
47
54
  * `fastAssetCtxs` feed (high-frequency mid + mark across every dex).
48
55
  */
49
56
  private getMarketsContextSubEntries;
57
+ private registerOrderbook;
58
+ private releaseOrderbook;
50
59
  protected onClose(): void;
51
60
  protected sendSubscribe(payload: object): void;
52
61
  protected toKey(sub: Subscription): string;
62
+ private orderbookAggregation;
63
+ private orderbookAggregationKey;
53
64
  private toHlPayload;
54
65
  protected handleMessage(raw: string): void;
55
66
  private handleAllDexsAssetCtxs;
67
+ private handlePac;
68
+ private mergePerpAssetCtxEntries;
69
+ private handleSac;
70
+ private spotMarketIdBySacKey;
56
71
  /**
57
72
  * Decode a `fastAssetCtxs` frame (base64 + raw-DEFLATE) and merge its changed
58
73
  * coins into the per-market fast-context store. Frames are incremental, so a
@@ -61,17 +76,19 @@ export declare class HyperliquidWsProvider extends WsProviderBase<object> {
61
76
  */
62
77
  private handleFastAssetCtxs;
63
78
  /**
64
- * Build the all-markets context map: every perp asset context across sub-dexs
65
- * (oracle/funding/OI/metadata), with mid + mark overlaid from the
66
- * high-frequency `fastAssetCtxs` feed. A market present in `fastAssetCtxs` but
67
- * without an asset-context frame yet (the aggregate feed is slow/idle) still
68
- * gets a mid+mark entry, so price ticks without waiting on the aggregate.
79
+ * Build the all-markets context map from perp + spot asset contexts, with mid
80
+ * + mark overlaid from `fastAssetCtxs`.
69
81
  */
70
82
  private emitMarketsContext;
71
- /** Latest mid per `Market.id` across the perp ctx feed and `fastAssetCtxs`. */
83
+ /** Latest mid per `Market.id` across asset-context and fast feeds. */
72
84
  private mergedMids;
85
+ private orderbookReferencePrice;
73
86
  private handleL2Book;
87
+ private handleL2;
88
+ private handleCompactL2Delta;
89
+ private emitOrderbook;
74
90
  private handleCandle;
91
+ private handleTrades;
75
92
  private handleOrderUpdates;
76
93
  private handleUserFills;
77
94
  private handleAllDexsClearinghouseState;
package/dist/types/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;AAkC1B;;;;;;;;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;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;IAmDnE;;;;;OAKG;IACH,OAAO,CAAC,oBAAoB;IAiB5B;;;;OAIG;IACH,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;IAW9B;;;;;OAKG;IACH,OAAO,CAAC,mBAAmB;IAgB3B;;;;;;OAMG;IACH,OAAO,CAAC,kBAAkB;IA4B1B,+EAA+E;IAC/E,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;AA2C1B;;;;;;;;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,iBAAiB,CAAuC;IAChE,OAAO,CAAC,uBAAuB,CAAiC;IAChE,OAAO,CAAC,yBAAyB,CAAuC;IAKxE,OAAO,CAAC,iBAAiB,CAAuC;IAGhE,OAAO,CAAC,eAAe,CAAmC;IAC1D,OAAO,CAAC,cAAc,CAAmC;IACzD,OAAO,CAAC,cAAc,CAAmC;IACzD,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;IAWnC,OAAO,CAAC,iBAAiB;IAUzB,OAAO,CAAC,gBAAgB;cAcL,OAAO,IAAI,IAAI;IAalC,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;IAwEnC,OAAO,CAAC,sBAAsB;IAK9B,OAAO,CAAC,SAAS;IAWjB,OAAO,CAAC,wBAAwB;IAsBhC,OAAO,CAAC,SAAS;IAoBjB,OAAO,CAAC,oBAAoB;IAe5B;;;;;OAKG;IACH,OAAO,CAAC,mBAAmB;IAgB3B;;;OAGG;IACH,OAAO,CAAC,kBAAkB;IA6C1B,sEAAsE;IACtE,OAAO,CAAC,UAAU;IAuBlB,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 CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@lifi/perps-sdk-provider-hyperliquid",
3
- "version": "1.1.0",
3
+ "version": "1.3.0",
4
4
  "description": "Hyperliquid provider plugin for @lifi/perps-sdk",
5
5
  "homepage": "https://github.com/lifinance/perps-sdk",
6
6
  "bugs": {
@@ -48,10 +48,10 @@
48
48
  "dependencies": {
49
49
  "big.js": "^7.0.1",
50
50
  "viem": "^2.48.8",
51
- "@lifi/perps-types": "^1.1.0"
51
+ "@lifi/perps-types": "^1.3.0"
52
52
  },
53
53
  "peerDependencies": {
54
- "@lifi/perps-sdk": "^1.1.0"
54
+ "@lifi/perps-sdk": "^1.3.0"
55
55
  },
56
56
  "publishConfig": {
57
57
  "access": "public"
package/src/types/ws.ts CHANGED
@@ -4,6 +4,8 @@ import type { HlClearinghouseState, HlSpotBalance } from './account.js'
4
4
  import type { HlCandle, HlL2Book } from './asset.js'
5
5
  import type { HlUserFill } from './fill.js'
6
6
 
7
+ type HlWsNumberString = string | number
8
+
7
9
  /**
8
10
  * Perp asset context as carried on the `allDexsAssetCtxs` WS feed. Extends the
9
11
  * REST `/info` `HlAssetCtx` shape with the wire-only `coin` tag, the order-book
@@ -21,15 +23,27 @@ export type HlWsPerpAssetCtx = {
21
23
  oraclePx: string
22
24
  }
23
25
 
26
+ /** @public */
27
+ export type HlWsPerpAssetCtxPayload = Partial<HlWsPerpAssetCtx>
28
+
24
29
  /**
25
30
  * `allDexsAssetCtxs` carries one `[dex, ctxs]` pair per perp sub-DEX, mirroring
26
31
  * `allDexsClearinghouseState`. Spot contexts arrive separately.
27
32
  * @public
28
33
  */
29
34
  export type HlWsAllDexsAssetCtxsData = {
30
- assetCtxs: [string, HlWsPerpAssetCtx[]][]
35
+ assetCtxs?: [string, HlWsPerpAssetCtx[]][]
36
+ ctxs?: [string, HlWsPerpAssetCtxPayload[]][]
31
37
  }
32
38
 
39
+ /**
40
+ * Compressed perp asset-context feed. Snapshot/update frames carry one
41
+ * `[dex, ctxs]` pair per perp sub-DEX. Updates can omit unchanged fields inside
42
+ * each context.
43
+ * @public
44
+ */
45
+ export type HlWsPacData = [string, HlWsPerpAssetCtxPayload[]][]
46
+
33
47
  /** @public */
34
48
  export type HlWsMessage = {
35
49
  channel: string
@@ -47,9 +61,50 @@ export type HlWsFastAssetCtx = {
47
61
  midPx?: string | null
48
62
  }
49
63
 
64
+ /** @public */
65
+ export type HlWsSpotAssetCtx = {
66
+ dayNtlVlm?: HlWsNumberString
67
+ prevDayPx?: HlWsNumberString
68
+ markPx?: HlWsNumberString
69
+ midPx?: HlWsNumberString | null
70
+ dayBaseVlm?: HlWsNumberString
71
+ circulatingSupply?: HlWsNumberString
72
+ }
73
+
74
+ /**
75
+ * Compressed spot asset-context feed. The first frame is a broad snapshot; later
76
+ * frames only carry changed fields.
77
+ * @public
78
+ */
79
+ export type HlWsSacData = Record<string, HlWsSpotAssetCtx>
80
+
50
81
  /** @public */
51
82
  export type HlWsL2BookData = HlL2Book & { coin: string }
52
83
 
84
+ /** @public */
85
+ export type HlWsL2Data = {
86
+ s?: HlL2Book & { coin: string }
87
+ c?: string
88
+ u?: HlWsCompressedL2Data
89
+ }
90
+
91
+ /** @public */
92
+ export type HlWsCompressedL2Level = {
93
+ p: string
94
+ s: string
95
+ }
96
+
97
+ /** @public */
98
+ export type HlWsCompressedL2Data = {
99
+ c: string
100
+ t: number
101
+ l: [HlWsCompressedL2Level[], HlWsCompressedL2Level[]]
102
+ r?: [
103
+ Array<number | string | { p: string }>,
104
+ Array<number | string | { p: string }>,
105
+ ]
106
+ }
107
+
53
108
  /** @public */
54
109
  export type HlWsCandleData = HlCandle & {
55
110
  T: number
@@ -58,6 +113,17 @@ export type HlWsCandleData = HlCandle & {
58
113
  n: number
59
114
  }
60
115
 
116
+ /** @public */
117
+ export type HlWsTrade = {
118
+ coin: string
119
+ side: string
120
+ px: string
121
+ sz: string
122
+ time: number
123
+ tid?: number
124
+ hash?: string
125
+ }
126
+
61
127
  /** @public */
62
128
  export type HlWsUserFillsData = {
63
129
  isSnapshot: boolean
package/src/utils/decodeFastAssetCtxs.ts CHANGED
@@ -1,5 +1,14 @@
1
1
  import type { HlWsFastAssetCtx } from '../types/index.js'
2
2
 
3
+ export async function decodeCompressedJson<T>(base64: string): Promise<T> {
4
+ const bytes = Uint8Array.from(atob(base64), (c) => c.charCodeAt(0))
5
+ const stream = new Blob([bytes])
6
+ .stream()
7
+ .pipeThrough(new DecompressionStream('deflate-raw'))
8
+ const text = await new Response(stream).text()
9
+ return JSON.parse(text) as T
10
+ }
11
+
3
12
  /**
4
13
  * Decode a Hyperliquid `fastAssetCtxs` frame. HL sends the payload as a
5
14
  * base64-encoded, raw-DEFLATE-compressed (RFC 1951 — no zlib/gzip wrapper) JSON
@@ -11,10 +20,5 @@ import type { HlWsFastAssetCtx } from '../types/index.js'
11
20
  export async function decodeFastAssetCtxs(
12
21
  base64: string
13
22
  ): Promise<Record<string, HlWsFastAssetCtx>> {
14
- const bytes = Uint8Array.from(atob(base64), (c) => c.charCodeAt(0))
15
- const stream = new Blob([bytes])
16
- .stream()
17
- .pipeThrough(new DecompressionStream('deflate-raw'))
18
- const text = await new Response(stream).text()
19
- return JSON.parse(text)
23
+ return decodeCompressedJson<Record<string, HlWsFastAssetCtx>>(base64)
20
24
  }
package/src/utils/index.ts CHANGED
@@ -3,7 +3,10 @@
3
3
  // (e.g. `./assetId.js`, `./mapFill.js`) directly.
4
4
 
5
5
  export { assetIsSpot, calculateAssetId, getProviderIndex } from './assetId.js'
6
- export { decodeFastAssetCtxs } from './decodeFastAssetCtxs.js'
6
+ export {
7
+ decodeCompressedJson,
8
+ decodeFastAssetCtxs,
9
+ } from './decodeFastAssetCtxs.js'
7
10
  export type { InfoRequestOptions } from './infoClient.js'
8
11
  export { hlInfoOptions, infoRequest } from './infoClient.js'
9
12
  export {