@lifi/perps-sdk-provider-hyperliquid 11.0.0 → 12.1.0

package/src/utils/infoClient.ts

@@ -1,4 +1,5 @@
 import {
+  errorCodeFromStatus,
   fetchWithRetry,
   PerpsError,
   type PerpsSDKClient,
@@ -28,6 +29,11 @@ const normalizeInfoValue = (value: unknown): unknown => {
   return value
 }
 
+const HYPERLIQUID_STATUS_ERROR_CODES = {
+  401: PerpsErrorCode.Unauthorized,
+  403: PerpsErrorCode.AgentUnauthorized,
+} as const
+
 /** @internal */
 export const HYPERLIQUID_RETRY_DEFAULTS: ResolvedRetryPolicy = {
   enabled: true,
@@ -88,7 +94,10 @@ export const hlInfoOptions = (
  * upstream-controlled and normalise into `@lifi/perps-types` shapes before
  * surfacing.
  *
- * Non-2xx responses raise a {@link PerpsError} with the Hyperliquid provider key.
+ * Non-2xx responses raise a {@link PerpsError} tagged with the Hyperliquid
+ * provider key, carrying the code the status resolves to: `RateLimitExceeded`
+ * for a 429, `Unauthorized` for a 401, `AgentUnauthorized` for a 403, and
+ * `ThirdPartyError` for every other status.
  * @public
  */
 export async function infoRequest<T>(
@@ -124,7 +133,11 @@ export async function infoRequest<T>(
 
   if (!response.ok) {
     const err = new PerpsError(
-      PerpsErrorCode.ThirdPartyError,
+      errorCodeFromStatus(
+        response.status,
+        PerpsErrorCode.ThirdPartyError,
+        HYPERLIQUID_STATUS_ERROR_CODES
+      ),
       `Hyperliquid info request failed: ${response.status}`
     )
     err.tool = PROVIDER_KEY

package/src/utils/mapMarketContext.ts

@@ -1,30 +1,55 @@
 import type { MarketContext } from '@lifi/perps-types'
-import type { HlWsPerpAssetCtx } from '../types/index.js'
+import Big from 'big.js'
+import type { HlWsFastAssetCtx, HlWsPerpAssetCtx } from '../types/index.js'
 
 const NEXT_FUNDING_INTERVAL_MS = 60 * 60 * 1000 // 1 hour
 
+/**
+ * Convert venue base-unit open interest to a quote-asset notional. A mark that
+ * is not a positive number leaves the notional unknown rather than zero.
+ */
+const toOpenInterestNotional = (
+  openInterest: string,
+  markPrice: string
+): string | undefined => {
+  try {
+    const mark = new Big(markPrice)
+    if (mark.lte(0)) {
+      return undefined
+    }
+    return new Big(openInterest).times(mark).toFixed()
+  } catch {
+    return undefined
+  }
+}
+
 /**
  * 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.
+ * {@link MarketContext}, with mid and mark overlaid from a `fastAssetCtxs`
+ * context where one is given. `midPx` is null when the book is empty; mid then
+ * falls back to the mark so the context always carries a usable mid. The
+ * open-interest notional follows the emitted mark, so it never mixes the two
+ * feeds' prices.
  * @public
  */
 export const mapMarketContext = (
   marketId: string,
-  ctx: HlWsPerpAssetCtx
+  ctx: HlWsPerpAssetCtx,
+  fast?: HlWsFastAssetCtx
 ): MarketContext => {
   const now = Date.now()
   const nextFundingTime =
     Math.ceil(now / NEXT_FUNDING_INTERVAL_MS) * NEXT_FUNDING_INTERVAL_MS
+  const markPrice = fast?.markPx != null ? fast.markPx : ctx.markPx
 
   return {
     marketId,
-    midPrice: ctx.midPx ?? ctx.markPx,
-    markPrice: ctx.markPx,
+    midPrice: fast?.midPx != null ? fast.midPx : (ctx.midPx ?? ctx.markPx),
+    markPrice,
     oraclePrice: ctx.oraclePx,
     prevDayPrice: ctx.prevDayPx,
     volume24h: ctx.dayNtlVlm,
-    openInterest: ctx.openInterest,
+    openInterest: toOpenInterestNotional(ctx.openInterest, markPrice),
     funding: {
       rate: ctx.funding,
       nextFundingTime,

package/src/utils/spotCollateral.ts

@@ -1,4 +1,5 @@
 import type { Balance } from '@lifi/perps-types'
+import { toWireBig } from './decimal.js'
 
 /**
  * Portfolio-margin collateral beyond the category quote assets, keyed by spot
@@ -37,6 +38,9 @@ export const partitionSpotBalances = (
   const collateralBalances: Balance[] = []
   const balances: Balance[] = []
   for (const balance of spotBalances) {
+    if (!toWireBig(balance.units, 'spotBalance.units').gt(0)) {
+      continue
+    }
     if (quoteAssetIds.has(balance.asset.id)) {
       collateralBalances.push(balance)
       continue

package/src/websocket/HyperliquidWsProvider.ts

@@ -58,6 +58,7 @@ import type {
   HlWsUserFillsData,
 } from '../types/index.js'
 import { HlAbstractionMode } from '../types/index.js'
+import { toWireBig } from '../utils/decimal.js'
 import {
   decodeCompressedJson,
   decodeFastAssetCtxs,
@@ -786,12 +787,7 @@ export class HyperliquidWsProvider extends WsProviderBase<object> {
       perpCtx = byMarketId[marketId] ?? perpCtx
     }
     if (perpCtx !== undefined) {
-      const base = mapMarketContext(marketId, perpCtx)
-      return {
-        ...base,
-        midPrice: fast?.midPx != null ? fast.midPx : base.midPrice,
-        markPrice: fast?.markPx != null ? fast.markPx : base.markPrice,
-      }
+      return mapMarketContext(marketId, perpCtx, fast)
     }
     const midPrice = fast?.midPx ?? fast?.markPx
     const markPrice = fast?.markPx ?? fast?.midPx
@@ -1254,10 +1250,18 @@ export class HyperliquidWsProvider extends WsProviderBase<object> {
     const user = data.user.toLowerCase()
     const markets = this.registry?.activeMarkets ?? []
     const priceById = spotPriceById(markets, this.mergedMids())
-    const rows = data.spotState.balances.map((b) => ({
-      balance: spotBalance(spotAssetFromToken(b), b.total, priceById),
-      hold: b.hold,
-    }))
+    const rows = data.spotState.balances
+      .filter((balance) =>
+        toWireBig(balance.total, 'spotState.balances.total').gt(0)
+      )
+      .map((balance) => ({
+        balance: spotBalance(
+          spotAssetFromToken(balance),
+          balance.total,
+          priceById
+        ),
+        hold: balance.hold,
+      }))
     this.emit(`spotState:${user}`, {
       channel: 'spotBalances',
       data: rows.map(({ balance, hold }) => ({ ...balance, locked: hold })),