npm - @lifi/perps-sdk-provider-hyperliquid - Versions diffs - 12.0.0 → 12.1.0 - Mend

@lifi/perps-sdk-provider-hyperliquid 12.0.0 → 12.1.0

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 (47) hide show

package/dist/cjs/services/getAccount.d.ts.map +1 -1
package/dist/cjs/services/getAccount.js +7 -3
package/dist/cjs/services/getAccount.js.map +1 -1
package/dist/cjs/utils/decimal.d.ts +3 -0
package/dist/cjs/utils/decimal.d.ts.map +1 -0
package/dist/cjs/utils/decimal.js +19 -0
package/dist/cjs/utils/decimal.js.map +1 -0
package/dist/cjs/utils/mapMarketContext.d.ts +2 -2
package/dist/cjs/utils/mapMarketContext.d.ts.map +1 -1
package/dist/cjs/utils/mapMarketContext.js +21 -4
package/dist/cjs/utils/mapMarketContext.js.map +1 -1
package/dist/cjs/utils/spotCollateral.d.ts.map +1 -1
package/dist/cjs/utils/spotCollateral.js +4 -0
package/dist/cjs/utils/spotCollateral.js.map +1 -1
package/dist/cjs/websocket/HyperliquidWsProvider.d.ts.map +1 -1
package/dist/cjs/websocket/HyperliquidWsProvider.js +7 -9
package/dist/cjs/websocket/HyperliquidWsProvider.js.map +1 -1
package/dist/esm/services/getAccount.d.ts.map +1 -1
package/dist/esm/services/getAccount.js +7 -3
package/dist/esm/services/getAccount.js.map +1 -1
package/dist/esm/utils/decimal.d.ts +10 -0
package/dist/esm/utils/decimal.d.ts.map +1 -0
package/dist/esm/utils/decimal.js +19 -0
package/dist/esm/utils/decimal.js.map +1 -0
package/dist/esm/utils/mapMarketContext.d.ts +7 -4
package/dist/esm/utils/mapMarketContext.d.ts.map +1 -1
package/dist/esm/utils/mapMarketContext.js +27 -6
package/dist/esm/utils/mapMarketContext.js.map +1 -1
package/dist/esm/utils/spotCollateral.d.ts.map +1 -1
package/dist/esm/utils/spotCollateral.js +4 -0
package/dist/esm/utils/spotCollateral.js.map +1 -1
package/dist/esm/websocket/HyperliquidWsProvider.d.ts.map +1 -1
package/dist/esm/websocket/HyperliquidWsProvider.js +7 -9
package/dist/esm/websocket/HyperliquidWsProvider.js.map +1 -1
package/dist/types/services/getAccount.d.ts.map +1 -1
package/dist/types/utils/decimal.d.ts +10 -0
package/dist/types/utils/decimal.d.ts.map +1 -0
package/dist/types/utils/mapMarketContext.d.ts +7 -4
package/dist/types/utils/mapMarketContext.d.ts.map +1 -1
package/dist/types/utils/spotCollateral.d.ts.map +1 -1
package/dist/types/websocket/HyperliquidWsProvider.d.ts.map +1 -1
package/package.json +3 -3
package/src/services/getAccount.ts +9 -4
package/src/utils/decimal.ts +21 -0
package/src/utils/mapMarketContext.ts +32 -7
package/src/utils/spotCollateral.ts +4 -0
package/src/websocket/HyperliquidWsProvider.ts +14 -10

package/dist/esm/utils/mapMarketContext.js CHANGED Viewed

@@ -1,21 +1,42 @@
+import Big from 'big.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, markPrice) => {
+    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, ctx) => {
+export const mapMarketContext = (marketId, ctx, fast) => {
     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/dist/esm/utils/mapMarketContext.js.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/esm/utils/spotCollateral.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"spotCollateral.d.ts","sourceRoot":"","sources":["../../../src/utils/spotCollateral.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,mBAAmB,CAAA;AAgBhD;;;;GAIG;AACH,MAAM,WAAW,aAAa;IAC5B,kBAAkB,EAAE,OAAO,EAAE,CAAA;IAC7B,QAAQ,EAAE,OAAO,EAAE,CAAA;CACpB;AAED;;;;;GAKG;AACH,eAAO,MAAM,qBAAqB,GAChC,cAAc,SAAS,OAAO,EAAE,EAChC,eAAe,WAAW,CAAC,MAAM,CAAC,EAClC,iBAAiB,OAAO,KACvB,aAqBF,CAAA"}

package/dist/esm/utils/spotCollateral.js CHANGED Viewed

@@ -1,3 +1,4 @@
+import { toWireBig } from './decimal.js';
 /**
  * Portfolio-margin collateral beyond the category quote assets, keyed by spot
  * display symbol with its loan-to-value weight. Hyperliquid credits these
@@ -20,6 +21,9 @@ export const partitionSpotBalances = (spotBalances, quoteAssetIds, portfolioMarg
     const collateralBalances = [];
     const balances = [];
     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/dist/esm/utils/spotCollateral.js.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/esm/websocket/HyperliquidWsProvider.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/esm/websocket/HyperliquidWsProvider.js CHANGED Viewed

@@ -3,6 +3,7 @@ import Big from 'big.js';
 import { isAddress } from 'viem';
 import { DEFAULT_HYPERLIQUID_API_URL, HYPERLIQUID_FEE_TIER_FALLBACK, SPOT_MARKET_ID, } from '../constants.js';
 import { HlAbstractionMode } from '../types/index.js';
+import { toWireBig } from '../utils/decimal.js';
 import { decodeCompressedJson, decodeFastAssetCtxs, hlInfoOptions, infoRequest, isOpenAssetPosition, isTriggerOrder, mapFill, mapMarketContext, mapOpenOrder, mapOrderStatus, mapPosition, mapTriggerOrder, partitionSpotBalances, priceStepToAggregation, spotAssetFromToken, spotBalance, spotPriceById, } from '../utils/index.js';
 import { DecodeChain } from './decodeChain.js';
 /** HL's compact `l2` snapshot carries 20 levels per side. */
@@ -568,12 +569,7 @@ export class HyperliquidWsProvider extends WsProviderBase {
             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;
@@ -959,9 +955,11 @@ export class HyperliquidWsProvider extends WsProviderBase {
         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',

package/dist/esm/websocket/HyperliquidWsProvider.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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package/dist/types/services/getAccount.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"getAccount.d.ts","sourceRoot":"","sources":["../../../src/services/getAccount.ts"],"names":[],"mappings":"AAAA,OAAO,EAGL,KAAK,wBAAwB,EAC7B,KAAK,iBAAiB,EAGvB,MAAM,iBAAiB,CAAA;AACxB,OAAO,KAAK,EACV,eAAe,EAKhB,MAAM,mBAAmB,CAAA;~~AAE1B~~,OAAO,KAAK,EAAE,kBAAkB,EAAE,MAAM,eAAe,CAAA;~~AAkBvD~~;;;;GAIG;AACH,MAAM,MAAM,gBAAgB,GAAG,wBAAwB,CAAA;~~AA2FvD~~;;;;;;;;;;;;;;;;;GAiBG;AACH,eAAO,MAAM,UAAU,GACrB,oBAAoB,kBAAkB,EACtC,QAAQ,gBAAgB,EACxB,UAAU,iBAAiB,KAC1B,OAAO,CAAC,eAAe,CAgHzB,CAAA"}
1	+ {"version":3,"file":"getAccount.d.ts","sourceRoot":"","sources":["../../../src/services/getAccount.ts"],"names":[],"mappings":"AAAA,OAAO,EAGL,KAAK,wBAAwB,EAC7B,KAAK,iBAAiB,EAGvB,MAAM,iBAAiB,CAAA;AACxB,OAAO,KAAK,EACV,eAAe,EAKhB,MAAM,mBAAmB,CAAA;AAG1B,OAAO,KAAK,EAAE,kBAAkB,EAAE,MAAM,eAAe,CAAA;AAmBvD;;;;GAIG;AACH,MAAM,MAAM,gBAAgB,GAAG,wBAAwB,CAAA;AA8FvD;;;;;;;;;;;;;;;;;GAiBG;AACH,eAAO,MAAM,UAAU,GACrB,oBAAoB,kBAAkB,EACtC,QAAQ,gBAAgB,EACxB,UAAU,iBAAiB,KAC1B,OAAO,CAAC,eAAe,CAgHzB,CAAA"}

package/dist/types/utils/decimal.d.ts ADDED Viewed

@@ -0,0 +1,10 @@
+import Big from 'big.js';
+/**
+ * Exact-decimal parse of a Hyperliquid wire decimal string. `field` names the
+ * offending field on failure, so a venue contract breach is diagnosable
+ * instead of surfacing as an anonymous big.js throw or an `NaN` unit.
+ *
+ * @throws {PerpsError} `SDKError` when `value` is not a decimal numeric string.
+ */
+export declare const toWireBig: (value: string, field: string) => Big;
+//# sourceMappingURL=decimal.d.ts.map

package/dist/types/utils/decimal.d.ts.map ADDED Viewed

	@@ -0,0 +1 @@
1	+ {"version":3,"file":"decimal.d.ts","sourceRoot":"","sources":["../../../src/utils/decimal.ts"],"names":[],"mappings":"AAEA,OAAO,GAAG,MAAM,QAAQ,CAAA;AAExB;;;;;;GAMG;AACH,eAAO,MAAM,SAAS,GAAI,OAAO,MAAM,EAAE,OAAO,MAAM,KAAG,GASxD,CAAA"}

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

@@ -1,10 +1,13 @@
 import type { MarketContext } from '@lifi/perps-types';
-import type { HlWsPerpAssetCtx } from '../types/index.js';
+import type { HlWsFastAssetCtx, 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.
+ * {@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 declare const mapMarketContext: (marketId: string, ctx: HlWsPerpAssetCtx) => MarketContext;
+export declare const mapMarketContext: (marketId: string, ctx: HlWsPerpAssetCtx, fast?: HlWsFastAssetCtx) => MarketContext;
 //# sourceMappingURL=mapMarketContext.d.ts.map

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

	@@ -1 +1 @@
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package/dist/types/utils/spotCollateral.d.ts.map CHANGED Viewed

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package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "@lifi/perps-sdk-provider-hyperliquid",
-  "version": "12.0.0",
+  "version": "12.1.0",
   "description": "Hyperliquid provider plugin for @lifi/perps-sdk",
   "homepage": "https://github.com/lifinance/perps-sdk",
   "bugs": {
@@ -49,10 +49,10 @@
   "dependencies": {
     "big.js": "^7.0.1",
     "viem": "^2.55.18",
-    "@lifi/perps-types": "^12.0.1"
+    "@lifi/perps-types": "^12.2.0"
   },
   "peerDependencies": {
-    "@lifi/perps-sdk": "^12.0.0"
+    "@lifi/perps-sdk": "^12.1.0"
   },
   "publishConfig": {
     "access": "public"

package/src/services/getAccount.ts CHANGED Viewed

@@ -13,6 +13,7 @@ import type {
   HyperliquidAccountConfig,
   Position,
 } from '@lifi/perps-types'
+import type Big from 'big.js'
 import { PROVIDER_KEY } from '../constants.js'
 import type { HyperliquidContext } from '../context.js'
 import {
@@ -22,6 +23,7 @@ import {
   type HlSpotClearinghouseState,
   type HlUserFees,
 } from '../types/index.js'
+import { toWireBig } from '../utils/decimal.js'
 import {
   partitionSpotBalances,
   perpsDexNames,
@@ -42,8 +44,8 @@ export type GetAccountParams = ProviderGetAccountParams
 // `marginSummary` covers the whole account (cross AND isolated positions);
 // `crossMarginSummary` is the cross-only subset and would drop isolated
 // equity/margin.
-const getAccountValue = (state: HlClearinghouseState): number =>
-  Number.parseFloat(state.marginSummary.accountValue)
+const getAccountValue = (state: HlClearinghouseState): Big =>
+  toWireBig(state.marginSummary.accountValue, 'marginSummary.accountValue')
 const getTotalMarginUsed = (state: HlClearinghouseState): number =>
   Number.parseFloat(state.marginSummary.totalMarginUsed)
@@ -114,13 +116,16 @@ const buildBalances = (
     for (const [dex, state] of stateByDex) {
       const categoryId = dex || PROVIDER_KEY
       const value = getAccountValue(state)
+      if (!value.gt(0)) {
+        continue
+      }
       collateralBalances.push({
         categoryId,
         // Always present: every dex in `stateByDex` derives from `markets`,
         // which is what populates `quoteAssetByCategory`.
         asset: quoteAssetByCategory.get(categoryId)!,
-        units: value.toString(),
-        valueUsd: value.toString(),
+        units: value.toFixed(),
+        valueUsd: value.toFixed(),
       })
     }
   }

package/src/utils/decimal.ts ADDED Viewed

@@ -0,0 +1,21 @@
+import { PerpsError } from '@lifi/perps-sdk'
+import { PerpsErrorCode } from '@lifi/perps-types'
+import Big from 'big.js'
+/**
+ * Exact-decimal parse of a Hyperliquid wire decimal string. `field` names the
+ * offending field on failure, so a venue contract breach is diagnosable
+ * instead of surfacing as an anonymous big.js throw or an `NaN` unit.
+ *
+ * @throws {PerpsError} `SDKError` when `value` is not a decimal numeric string.
+ */
+export const toWireBig = (value: string, field: string): Big => {
+  try {
+    return new Big(value)
+  } catch {
+    throw new PerpsError(
+      PerpsErrorCode.SDKError,
+      `Hyperliquid field \`${field}\` is not a valid decimal: '${value}'`
+    )
+  }
+}

package/src/utils/mapMarketContext.ts CHANGED Viewed

@@ -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 CHANGED Viewed

@@ -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 CHANGED Viewed

@@ -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 })),