@lifi/perps-sdk-provider-hyperliquid 13.0.0 → 14.0.0

package/src/websocket/HyperliquidWsProvider.ts

@@ -3,6 +3,7 @@ import {
   isActiveMarket,
   isActiveOrderStatus,
   type MarketRegistry,
+  PerpsError,
   type PerpsSDKClient,
   type ProviderGetQuoteParams,
   type QuoteListener,
@@ -21,13 +22,13 @@ import type {
   AccountResponse,
   Balance,
   MarketContext,
-  OpenOrder,
+  Order,
   OrderbookLevel,
   OrderbookResponse,
   Position,
   Subscription,
-  TriggerOrder,
 } from '@lifi/perps-types'
+import { PerpsErrorCode } from '@lifi/perps-types'
 import Big from 'big.js'
 import { isAddress } from 'viem'
 import {
@@ -38,6 +39,7 @@ import {
 import type {
   HlAssetPosition,
   HlOrderDetail,
+  HlOrderStatusResponse,
   HlUserFill,
   HlWsActiveAssetCtxData,
   HlWsActiveSpotAssetCtxData,
@@ -49,6 +51,7 @@ import type {
   HlWsL2BookData,
   HlWsL2Data,
   HlWsMessage,
+  HlWsOrder,
   HlWsPacData,
   HlWsPerpAssetCtx,
   HlWsPerpAssetCtxPayload,
@@ -61,18 +64,16 @@ import type {
 import { HlAbstractionMode } from '../types/index.js'
 import { toWireBig } from '../utils/decimal.js'
 import {
+  assetIsOutcome,
   decodeCompressedJson,
   decodeFastAssetCtxs,
   hlInfoOptions,
   infoRequest,
   isOpenAssetPosition,
-  isTriggerOrder,
   mapFill,
   mapMarketContext,
-  mapOpenOrder,
-  mapOrderStatus,
+  mapOrder,
   mapPosition,
-  mapTriggerOrder,
   partitionSpotBalances,
   priceStepToAggregation,
   spotAssetFromToken,
@@ -119,6 +120,8 @@ export const hyperliquidWsProvider = (): WsProviderFactory =>
  */
 export class HyperliquidWsProvider extends WsProviderBase<object> {
   private orderUpdatesKey: string | undefined
+  private orderUpdatesEpoch = 0
+  private readonly orderApiUrl: string
   private readonly clearinghouseRefs = new Map<string, number>()
   private readonly client: PerpsSDKClient | undefined
   private readonly registry: MarketRegistry | undefined
@@ -191,6 +194,10 @@ export class HyperliquidWsProvider extends WsProviderBase<object> {
     'every',
     this.reportDecodeFailure
   )
+  private readonly orderUpdateChain = new DecodeChain(
+    'every',
+    this.reportDecodeFailure
+  )
 
   constructor(wsUrl: string, providerKey: string, client?: PerpsSDKClient) {
     super(
@@ -199,6 +206,9 @@ export class HyperliquidWsProvider extends WsProviderBase<object> {
     )
     this.client = client
     this.registry = client && getMarketRegistry(client, providerKey)
+    const orderApiUrl = new URL(wsUrl)
+    orderApiUrl.protocol = orderApiUrl.protocol === 'wss:' ? 'https:' : 'http:'
+    this.orderApiUrl = orderApiUrl.origin
   }
 
   override async subscribe(
@@ -350,6 +360,7 @@ export class HyperliquidWsProvider extends WsProviderBase<object> {
       this.unregisterSub(key)
       if (this.orderUpdatesKey === key) {
         this.orderUpdatesKey = undefined
+        this.orderUpdatesEpoch++
       }
       this.rws.send(
         JSON.stringify({
@@ -383,6 +394,9 @@ export class HyperliquidWsProvider extends WsProviderBase<object> {
           `${key.slice('orderUpdates:'.length)}.`
       )
     }
+    if (active !== key) {
+      this.orderUpdatesEpoch++
+    }
     this.orderUpdatesKey = key
   }
 
@@ -456,6 +470,8 @@ export class HyperliquidWsProvider extends WsProviderBase<object> {
     this.pacDecodeChain.reset()
     this.sacDecodeChain.reset()
     this.orderbookDecodeChain.reset()
+    this.orderUpdateChain.reset()
+    this.orderUpdatesEpoch++
     this.orderUpdatesKey = undefined
   }
 
@@ -627,7 +643,7 @@ export class HyperliquidWsProvider extends WsProviderBase<object> {
           this.handleTrades(msg.data as HlWsTrade[])
           break
         case 'orderUpdates':
-          this.handleOrderUpdates(msg.data as HlOrderDetail[])
+          this.handleOrderUpdates(msg.data as HlWsOrder[])
           break
         case 'userFills':
           this.handleUserFills(msg.data as HlWsUserFillsData)
@@ -675,7 +691,7 @@ export class HyperliquidWsProvider extends WsProviderBase<object> {
       }
       for (const ctx of ctxs) {
         const marketId = ctx.coin
-        if (marketId === undefined) {
+        if (marketId === undefined || assetIsOutcome(marketId)) {
           continue
         }
         const merged = mergePerpAssetCtx(byMarketId[marketId], marketId, ctx)
@@ -694,6 +710,9 @@ export class HyperliquidWsProvider extends WsProviderBase<object> {
       const ctxs = await decodeCompressedJson<HlWsSacData>(base64)
       const touched = new Set<string>()
       for (const [sacKey, ctx] of Object.entries(ctxs)) {
+        if (assetIsOutcome(sacKey)) {
+          continue
+        }
         const marketId = spotMarketIdBySacKey.get(sacKey)
         if (marketId === undefined) {
           continue
@@ -733,14 +752,19 @@ export class HyperliquidWsProvider extends WsProviderBase<object> {
   private handleFastAssetCtxs(base64: string) {
     this.fastDecodeChain.push(async () => {
       const ctxs = await decodeFastAssetCtxs(base64)
+      const touched: string[] = []
       for (const [marketId, ctx] of Object.entries(ctxs)) {
+        if (assetIsOutcome(marketId)) {
+          continue
+        }
         const prev = this.fastCtxByMarketId[marketId]
         this.fastCtxByMarketId[marketId] = {
           markPx: 'markPx' in ctx ? ctx.markPx : prev?.markPx,
           midPx: 'midPx' in ctx ? ctx.midPx : prev?.midPx,
         }
+        touched.push(marketId)
       }
-      this.emitMarketsContext(Object.keys(ctxs))
+      this.emitMarketsContext(touched)
     })
   }
 
@@ -770,12 +794,15 @@ export class HyperliquidWsProvider extends WsProviderBase<object> {
    * Context for one market from the cached feeds: spot asset context when it
    * maps, else perp asset context with mid + mark overlaid from
    * `fastAssetCtxs`, else the fast feed alone — each price standing in for the
-   * other where it carries only one of mid/mark.
+   * other where it carries only one of mid/mark. An attached registry gates the
+   * market id: an id it does not list, or lists as delisted, yields no context.
    */
   private computeMarketContext(marketId: string): MarketContext | undefined {
-    const market = this.registry?.get(marketId)
-    if (market !== undefined && !isActiveMarket(market)) {
-      return undefined
+    if (this.registry !== undefined) {
+      const market = this.registry.get(marketId)
+      if (market === undefined || !isActiveMarket(market)) {
+        return undefined
+      }
     }
     const fast = this.fastCtxByMarketId[marketId]
     const spotCtx = this.spotCtxByMarketId[marketId]
@@ -801,6 +828,9 @@ export class HyperliquidWsProvider extends WsProviderBase<object> {
   }
 
   private handleActiveAssetCtx(data: HlWsActiveAssetCtxData, raw: string) {
+    if (assetIsOutcome(data.coin)) {
+      return
+    }
     const ctx = activePerpAssetCtx(data.coin, data.ctx)
     if (ctx === undefined) {
       wsLog.parseFailure(this.providerKey, raw)
@@ -813,6 +843,9 @@ export class HyperliquidWsProvider extends WsProviderBase<object> {
   }
 
   private handleActiveSpotAssetCtx(data: HlWsActiveSpotAssetCtxData) {
+    if (assetIsOutcome(data.coin)) {
+      return
+    }
     const context = mapSpotMarketContext(data.coin, data.ctx)
     if (context === undefined) {
       return
@@ -943,6 +976,9 @@ export class HyperliquidWsProvider extends WsProviderBase<object> {
   }
 
   private handleCandle(data: HlWsCandleData) {
+    if (assetIsOutcome(data.s)) {
+      return
+    }
     this.emit(`candle:${data.s}:${data.i}`, {
       channel: 'candle',
       data: {
@@ -958,6 +994,9 @@ export class HyperliquidWsProvider extends WsProviderBase<object> {
 
   private handleTrades(data: HlWsTrade[]) {
     for (const trade of data) {
+      if (assetIsOutcome(trade.coin)) {
+        continue
+      }
       this.emit(`trades:${trade.coin}`, {
         channel: 'trades',
         data: [
@@ -975,36 +1014,76 @@ export class HyperliquidWsProvider extends WsProviderBase<object> {
     }
   }
 
-  private handleOrderUpdates(data: HlOrderDetail[]) {
-    // Untagged frame: attributable only via the single-address invariant.
+  private handleOrderUpdates(data: HlWsOrder[]) {
     const key = this.orderUpdatesKey
-    if (key === undefined) {
+    const client = this.client
+    const epoch = this.orderUpdatesEpoch
+    if (key === undefined || client === undefined) {
       return
     }
-    const openOrders: OpenOrder[] = []
-    const triggerOrders: TriggerOrder[] = []
-    const terminated: string[] = []
-    for (const detail of data) {
-      const o = detail.order
-      const orderId = String(o.oid)
-      if (!isActiveOrderStatus(mapOrderStatus(detail.status))) {
-        terminated.push(orderId)
-        continue
+    this.orderUpdateChain.push(async () => {
+      if (epoch !== this.orderUpdatesEpoch || key !== this.orderUpdatesKey) {
+        return
       }
-      // Unknown market id (absent from the synced snapshot); skip just this item.
-      const market = this.registry?.get(o.coin)
-      if (!market) {
-        continue
+      const mapped = await Promise.all(
+        data.map(async (update) => {
+          const basic = update.order
+          if (assetIsOutcome(basic.coin)) {
+            return undefined
+          }
+          const market = this.registry?.get(basic.coin)
+          if (market === undefined) {
+            return undefined
+          }
+          const response = await infoRequest<HlOrderStatusResponse>(
+            this.orderApiUrl,
+            {
+              type: 'orderStatus',
+              user: key.slice('orderUpdates:'.length),
+              oid: basic.oid,
+            },
+            hlInfoOptions(client)
+          )
+          if (response.status !== 'order') {
+            throw new PerpsError(
+              PerpsErrorCode.OrderNotFound,
+              `Hyperliquid order metadata not found: ${basic.oid}`
+            )
+          }
+          // REST supplies execution metadata; the stream owns this event's lifecycle and quantities.
+          const detail: HlOrderDetail = {
+            status: update.status,
+            statusTimestamp: update.statusTimestamp,
+            order: {
+              ...response.order.order,
+              coin: basic.coin,
+              side: basic.side,
+              limitPx: basic.limitPx,
+              sz: basic.sz,
+              oid: basic.oid,
+              timestamp: basic.timestamp,
+              origSz: basic.origSz,
+              cloid: basic.cloid ?? response.order.order.cloid,
+            },
+          }
+          return mapOrder(detail, market)
+        })
+      )
+      if (epoch !== this.orderUpdatesEpoch || key !== this.orderUpdatesKey) {
+        return
       }
-      if (isTriggerOrder(o)) {
-        triggerOrders.push(mapTriggerOrder(o, market))
-      } else {
-        openOrders.push(mapOpenOrder(o, market))
+      const orders: Order[] = []
+      const terminated: string[] = []
+      for (const order of mapped) {
+        if (order === undefined) {
+          continue
+        }
+        orders.push(order)
+        if (!isActiveOrderStatus(order.status)) {
+          terminated.push(order.orderId)
+        }
       }
-    }
-    this.emit(key, {
-      channel: 'orderUpdates',
-      data: { openOrders, triggerOrders, terminated },
+      this.emit(key, { channel: 'orderUpdates', data: { orders, terminated } })
     })
   }
 
@@ -1017,6 +1096,9 @@ export class HyperliquidWsProvider extends WsProviderBase<object> {
     const items = data.isSnapshot
       ? []
       : data.fills.flatMap((f) => {
+          if (assetIsOutcome(f.coin)) {
+            return []
+          }
           const market = this.registry?.get(f.coin)
           return market ? [mapFill(f as HlUserFill, market)] : []
         })
@@ -1031,7 +1113,10 @@ export class HyperliquidWsProvider extends WsProviderBase<object> {
   ) {
     const positions = data.clearinghouseStates.flatMap(([, state]) =>
       state.assetPositions.flatMap((ap) => {
-        if (!isOpenAssetPosition(ap as HlAssetPosition)) {
+        if (
+          assetIsOutcome(ap.position.coin) ||
+          !isOpenAssetPosition(ap as HlAssetPosition)
+        ) {
           return []
         }
         const market = this.registry?.get(ap.position.coin)
@@ -1254,8 +1339,10 @@ export class HyperliquidWsProvider extends WsProviderBase<object> {
     const markets = this.registry?.activeMarkets ?? []
     const priceById = spotPriceById(markets, this.mergedMids())
     const rows = data.spotState.balances
-      .filter((balance) =>
-        toWireBig(balance.total, 'spotState.balances.total').gt(0)
+      .filter(
+        (balance) =>
+          !assetIsOutcome(balance.coin) &&
+          toWireBig(balance.total, 'spotState.balances.total').gt(0)
       )
       .map((balance) => ({
         balance: spotBalance(

package/dist/cjs/services/getRunningTwaps.d.ts

@@ -1,10 +0,0 @@
-import { type SDKRequestOptions } from '@lifi/perps-sdk';
-import { type TwapOrder } from '@lifi/perps-types';
-import type { Address } from 'viem';
-import type { HyperliquidContext } from '../context.js';
-export interface GetRunningTwapsParams {
-    address: Address;
-    marketId?: string;
-}
-export declare const getRunningTwaps: ({ client, apiUrl }: HyperliquidContext, params: GetRunningTwapsParams, options?: SDKRequestOptions) => Promise<TwapOrder[]>;
-//# sourceMappingURL=getRunningTwaps.d.ts.map

package/dist/cjs/services/getRunningTwaps.d.ts.map

@@ -1 +0,0 @@
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package/dist/cjs/services/getRunningTwaps.js

@@ -1,46 +0,0 @@
-"use strict";
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getRunningTwaps = void 0;
-const perps_sdk_1 = require("@lifi/perps-sdk");
-const perps_types_1 = require("@lifi/perps-types");
-const big_js_1 = __importDefault(require("big.js"));
-const constants_js_1 = require("../constants.js");
-const infoClient_js_1 = require("../utils/infoClient.js");
-const getRunningTwaps = async ({ client, apiUrl }, params, options) => {
-    const registry = (0, perps_sdk_1.getMarketRegistry)(client, constants_js_1.PROVIDER_KEY);
-    const [history] = await Promise.all([
-        (0, infoClient_js_1.infoRequest)(apiUrl, { type: 'twapHistory', user: params.address }, (0, infoClient_js_1.hlInfoOptions)(client, options)),
-        registry.sync(),
-    ]);
-    return history
-        .filter((entry) => entry.status.status === 'activated' &&
-        (params.marketId === undefined || entry.state.coin === params.marketId))
-        .map((entry) => {
-        if (entry.twapId === undefined) {
-            throw new perps_sdk_1.PerpsError(perps_types_1.PerpsErrorCode.ThirdPartyError, 'Hyperliquid returned an active TWAP without a twapId.');
-        }
-        const filledSize = new big_js_1.default(entry.state.executedSz);
-        return {
-            twapId: String(entry.twapId),
-            market: (0, perps_sdk_1.toMarketDisplay)(registry.require(entry.state.coin)),
-            side: entry.state.side === 'B' ? perps_types_1.OrderSide.BUY : perps_types_1.OrderSide.SELL,
-            totalSize: entry.state.sz,
-            filledSize: entry.state.executedSz,
-            ...(filledSize.eq(0)
-                ? {}
-                : {
-                    avgFillPrice: new big_js_1.default(entry.state.executedNtl)
-                        .div(filledSize)
-                        .toString(),
-                }),
-            startedAt: new Date(entry.state.timestamp).toISOString(),
-            durationSeconds: entry.state.minutes * 60,
-            status: perps_types_1.TwapOrderStatus.RUNNING,
-        };
-    });
-};
-exports.getRunningTwaps = getRunningTwaps;
-//# sourceMappingURL=getRunningTwaps.js.map

package/dist/cjs/services/getRunningTwaps.js.map

@@ -1 +0,0 @@
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package/dist/esm/services/getRunningTwaps.d.ts

@@ -1,12 +0,0 @@
-import { type SDKRequestOptions } from '@lifi/perps-sdk';
-import { type TwapOrder } from '@lifi/perps-types';
-import type { Address } from 'viem';
-import type { HyperliquidContext } from '../context.js';
-/** Parameters for {@link getRunningTwaps}. @public */
-export interface GetRunningTwapsParams {
-    address: Address;
-    marketId?: string;
-}
-/** Fetch the user's active TWAP states from Hyperliquid's `twapHistory` info request. */
-export declare const getRunningTwaps: ({ client, apiUrl }: HyperliquidContext, params: GetRunningTwapsParams, options?: SDKRequestOptions) => Promise<TwapOrder[]>;
-//# sourceMappingURL=getRunningTwaps.d.ts.map

package/dist/esm/services/getRunningTwaps.d.ts.map

@@ -1 +0,0 @@
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package/dist/esm/services/getRunningTwaps.js

@@ -1,40 +0,0 @@
-import { getMarketRegistry, PerpsError, toMarketDisplay, } from '@lifi/perps-sdk';
-import { OrderSide, PerpsErrorCode, TwapOrderStatus, } from '@lifi/perps-types';
-import Big from 'big.js';
-import { PROVIDER_KEY } from '../constants.js';
-import { hlInfoOptions, infoRequest } from '../utils/infoClient.js';
-/** Fetch the user's active TWAP states from Hyperliquid's `twapHistory` info request. */
-export const getRunningTwaps = async ({ client, apiUrl }, params, options) => {
-    const registry = getMarketRegistry(client, PROVIDER_KEY);
-    const [history] = await Promise.all([
-        infoRequest(apiUrl, { type: 'twapHistory', user: params.address }, hlInfoOptions(client, options)),
-        registry.sync(),
-    ]);
-    return history
-        .filter((entry) => entry.status.status === 'activated' &&
-        (params.marketId === undefined || entry.state.coin === params.marketId))
-        .map((entry) => {
-        if (entry.twapId === undefined) {
-            throw new PerpsError(PerpsErrorCode.ThirdPartyError, 'Hyperliquid returned an active TWAP without a twapId.');
-        }
-        const filledSize = new Big(entry.state.executedSz);
-        return {
-            twapId: String(entry.twapId),
-            market: toMarketDisplay(registry.require(entry.state.coin)),
-            side: entry.state.side === 'B' ? OrderSide.BUY : OrderSide.SELL,
-            totalSize: entry.state.sz,
-            filledSize: entry.state.executedSz,
-            ...(filledSize.eq(0)
-                ? {}
-                : {
-                    avgFillPrice: new Big(entry.state.executedNtl)
-                        .div(filledSize)
-                        .toString(),
-                }),
-            startedAt: new Date(entry.state.timestamp).toISOString(),
-            durationSeconds: entry.state.minutes * 60,
-            status: TwapOrderStatus.RUNNING,
-        };
-    });
-};
-//# sourceMappingURL=getRunningTwaps.js.map

package/dist/esm/services/getRunningTwaps.js.map

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package/dist/types/services/getRunningTwaps.d.ts

@@ -1,12 +0,0 @@
-import { type SDKRequestOptions } from '@lifi/perps-sdk';
-import { type TwapOrder } from '@lifi/perps-types';
-import type { Address } from 'viem';
-import type { HyperliquidContext } from '../context.js';
-/** Parameters for {@link getRunningTwaps}. @public */
-export interface GetRunningTwapsParams {
-    address: Address;
-    marketId?: string;
-}
-/** Fetch the user's active TWAP states from Hyperliquid's `twapHistory` info request. */
-export declare const getRunningTwaps: ({ client, apiUrl }: HyperliquidContext, params: GetRunningTwapsParams, options?: SDKRequestOptions) => Promise<TwapOrder[]>;
-//# sourceMappingURL=getRunningTwaps.d.ts.map

package/dist/types/services/getRunningTwaps.d.ts.map

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package/src/services/getRunningTwaps.ts

@@ -1,90 +0,0 @@
-import {
-  getMarketRegistry,
-  PerpsError,
-  type SDKRequestOptions,
-  toMarketDisplay,
-} from '@lifi/perps-sdk'
-import {
-  OrderSide,
-  PerpsErrorCode,
-  type TwapOrder,
-  TwapOrderStatus,
-} from '@lifi/perps-types'
-import Big from 'big.js'
-import type { Address } from 'viem'
-import { PROVIDER_KEY } from '../constants.js'
-import type { HyperliquidContext } from '../context.js'
-import { hlInfoOptions, infoRequest } from '../utils/infoClient.js'
-
-interface HlTwapState {
-  coin: string
-  executedNtl: string
-  executedSz: string
-  minutes: number
-  side: 'A' | 'B'
-  sz: string
-  timestamp: number
-}
-
-interface HlTwapHistoryEntry {
-  state: HlTwapState
-  status: { status: string; description?: string }
-  time: number
-  twapId?: number
-}
-
-/** Parameters for {@link getRunningTwaps}. @public */
-export interface GetRunningTwapsParams {
-  address: Address
-  marketId?: string
-}
-
-/** Fetch the user's active TWAP states from Hyperliquid's `twapHistory` info request. */
-export const getRunningTwaps = async (
-  { client, apiUrl }: HyperliquidContext,
-  params: GetRunningTwapsParams,
-  options?: SDKRequestOptions
-): Promise<TwapOrder[]> => {
-  const registry = getMarketRegistry(client, PROVIDER_KEY)
-  const [history] = await Promise.all([
-    infoRequest<HlTwapHistoryEntry[]>(
-      apiUrl,
-      { type: 'twapHistory', user: params.address },
-      hlInfoOptions(client, options)
-    ),
-    registry.sync(),
-  ])
-
-  return history
-    .filter(
-      (entry) =>
-        entry.status.status === 'activated' &&
-        (params.marketId === undefined || entry.state.coin === params.marketId)
-    )
-    .map((entry) => {
-      if (entry.twapId === undefined) {
-        throw new PerpsError(
-          PerpsErrorCode.ThirdPartyError,
-          'Hyperliquid returned an active TWAP without a twapId.'
-        )
-      }
-      const filledSize = new Big(entry.state.executedSz)
-      return {
-        twapId: String(entry.twapId),
-        market: toMarketDisplay(registry.require(entry.state.coin)),
-        side: entry.state.side === 'B' ? OrderSide.BUY : OrderSide.SELL,
-        totalSize: entry.state.sz,
-        filledSize: entry.state.executedSz,
-        ...(filledSize.eq(0)
-          ? {}
-          : {
-              avgFillPrice: new Big(entry.state.executedNtl)
-                .div(filledSize)
-                .toString(),
-            }),
-        startedAt: new Date(entry.state.timestamp).toISOString(),
-        durationSeconds: entry.state.minutes * 60,
-        status: TwapOrderStatus.RUNNING,
-      }
-    })
-}