@lifi/perps-sdk-provider-hyperliquid 20.0.0 → 20.1.0
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.
- package/README.md +45 -0
- package/dist/cjs/services/getActivity.d.ts.map +1 -1
- package/dist/cjs/services/getActivity.js +68 -44
- package/dist/cjs/services/getActivity.js.map +1 -1
- package/dist/cjs/services/getFills.d.ts.map +1 -1
- package/dist/cjs/services/getFills.js +30 -38
- package/dist/cjs/services/getFills.js.map +1 -1
- package/dist/cjs/services/historyPagination.d.ts +22 -0
- package/dist/cjs/services/historyPagination.d.ts.map +1 -0
- package/dist/cjs/services/historyPagination.js +125 -0
- package/dist/cjs/services/historyPagination.js.map +1 -0
- package/dist/cjs/websocket/HyperliquidWsProvider.d.ts +6 -0
- package/dist/cjs/websocket/HyperliquidWsProvider.d.ts.map +1 -1
- package/dist/cjs/websocket/HyperliquidWsProvider.js +129 -37
- package/dist/cjs/websocket/HyperliquidWsProvider.js.map +1 -1
- package/dist/esm/services/getActivity.d.ts +3 -13
- package/dist/esm/services/getActivity.d.ts.map +1 -1
- package/dist/esm/services/getActivity.js +74 -64
- package/dist/esm/services/getActivity.js.map +1 -1
- package/dist/esm/services/getFills.d.ts +2 -14
- package/dist/esm/services/getFills.d.ts.map +1 -1
- package/dist/esm/services/getFills.js +32 -58
- package/dist/esm/services/getFills.js.map +1 -1
- package/dist/esm/services/historyPagination.d.ts +22 -0
- package/dist/esm/services/historyPagination.d.ts.map +1 -0
- package/dist/esm/services/historyPagination.js +121 -0
- package/dist/esm/services/historyPagination.js.map +1 -0
- package/dist/esm/websocket/HyperliquidWsProvider.d.ts +6 -0
- package/dist/esm/websocket/HyperliquidWsProvider.d.ts.map +1 -1
- package/dist/esm/websocket/HyperliquidWsProvider.js +131 -49
- package/dist/esm/websocket/HyperliquidWsProvider.js.map +1 -1
- package/dist/types/services/getActivity.d.ts +3 -13
- package/dist/types/services/getActivity.d.ts.map +1 -1
- package/dist/types/services/getFills.d.ts +2 -14
- package/dist/types/services/getFills.d.ts.map +1 -1
- package/dist/types/services/historyPagination.d.ts +22 -0
- package/dist/types/services/historyPagination.d.ts.map +1 -0
- package/dist/types/websocket/HyperliquidWsProvider.d.ts +6 -0
- package/dist/types/websocket/HyperliquidWsProvider.d.ts.map +1 -1
- package/package.json +2 -2
- package/src/services/getActivity.ts +133 -104
- package/src/services/getFills.ts +42 -95
- package/src/services/historyPagination.ts +169 -0
- package/src/websocket/HyperliquidWsProvider.ts +141 -63
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@@ -32,7 +32,12 @@ export declare class HyperliquidWsProvider extends WsProviderBase<object> {
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private readonly client;
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private readonly registry;
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private readonly abstractionByUser;
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private readonly summaryUsers;
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private readonly abstractionReadsByUser;
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private readonly spotRefs;
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private spotWireEpoch;
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private readonly latestSpotByUser;
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private readonly revalueSpotBalances;
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private readonly unifiedSummaryByUser;
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private readonly latestPerpsByUser;
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private readonly heldSummaryByUser;
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@@ -136,6 +141,7 @@ export declare class HyperliquidWsProvider extends WsProviderBase<object> {
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private fetchAbstractionMode;
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private handleActiveAssetData;
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private handleSpotState;
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private emitSpotBalances;
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/** Read the venue buying power over REST when the spot frame omits it. */
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private fetchAvailableAfterMaintenance;
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}
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"HyperliquidWsProvider.d.ts","sourceRoot":"","sources":["../../../src/websocket/HyperliquidWsProvider.ts"],"names":[],"mappings":"AAAA,OAAO,EAOL,KAAK,cAAc,EACnB,KAAK,sBAAsB,EAC3B,KAAK,aAAa,EAGlB,KAAK,oBAAoB,EAGzB,cAAc,EACd,KAAK,iBAAiB,EAEtB,KAAK,gBAAgB,EAEtB,MAAM,iBAAiB,CAAA;AACxB,OAAO,KAAK,EAOV,YAAY,EACb,MAAM,mBAAmB,CAAA;AAyE1B;;;;;;;;GAQG;AACH,eAAO,MAAM,qBAAqB,QAAO,iBAKtC,CAAA;AAEH;;;;;;;;;;;;;GAaG;AACH,qBAAa,qBAAsB,SAAQ,cAAc,CAAC,MAAM,CAAC;IAC/D,OAAO,CAAC,eAAe,CAAoB;IAC3C,OAAO,CAAC,iBAAiB,CAAI;IAC7B,OAAO,CAAC,QAAQ,CAAC,WAAW,CAAQ;IACpC,OAAO,CAAC,QAAQ,CAAC,iBAAiB,CAA4B;IAC9D,OAAO,CAAC,QAAQ,CAAC,MAAM,CAA4B;IACnD,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAA4B;
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1
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+
{"version":3,"file":"HyperliquidWsProvider.d.ts","sourceRoot":"","sources":["../../../src/websocket/HyperliquidWsProvider.ts"],"names":[],"mappings":"AAAA,OAAO,EAOL,KAAK,cAAc,EACnB,KAAK,sBAAsB,EAC3B,KAAK,aAAa,EAGlB,KAAK,oBAAoB,EAGzB,cAAc,EACd,KAAK,iBAAiB,EAEtB,KAAK,gBAAgB,EAEtB,MAAM,iBAAiB,CAAA;AACxB,OAAO,KAAK,EAOV,YAAY,EACb,MAAM,mBAAmB,CAAA;AAyE1B;;;;;;;;GAQG;AACH,eAAO,MAAM,qBAAqB,QAAO,iBAKtC,CAAA;AAEH;;;;;;;;;;;;;GAaG;AACH,qBAAa,qBAAsB,SAAQ,cAAc,CAAC,MAAM,CAAC;IAC/D,OAAO,CAAC,eAAe,CAAoB;IAC3C,OAAO,CAAC,iBAAiB,CAAI;IAC7B,OAAO,CAAC,QAAQ,CAAC,WAAW,CAAQ;IACpC,OAAO,CAAC,QAAQ,CAAC,iBAAiB,CAA4B;IAC9D,OAAO,CAAC,QAAQ,CAAC,MAAM,CAA4B;IACnD,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAA4B;IAErD,OAAO,CAAC,QAAQ,CAAC,iBAAiB,CAG/B;IACH,OAAO,CAAC,QAAQ,CAAC,YAAY,CAAoB;IACjD,OAAO,CAAC,QAAQ,CAAC,sBAAsB,CAA4B;IACnE,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAA4B;IACrD,OAAO,CAAC,aAAa,CAAI;IACzB,OAAO,CAAC,QAAQ,CAAC,gBAAgB,CAAuC;IACxE,OAAO,CAAC,QAAQ,CAAC,mBAAmB,CAInC;IAID,OAAO,CAAC,QAAQ,CAAC,oBAAoB,CAQlC;IAGH,OAAO,CAAC,QAAQ,CAAC,iBAAiB,CAG/B;IACH,OAAO,CAAC,QAAQ,CAAC,iBAAiB,CAQ/B;IACH,OAAO,CAAC,eAAe,CAAsD;IAC7E,OAAO,CAAC,iBAAiB,CAAuC;IAChE,OAAO,CAAC,wBAAwB,CAAoC;IACpE,OAAO,CAAC,uBAAuB,CAAiC;IAChE,OAAO,CAAC,yBAAyB,CAAuC;IAKxE,OAAO,CAAC,iBAAiB,CAAuC;IAChE,OAAO,CAAC,QAAQ,CAAC,mBAAmB,CACW;IAM/C,OAAO,CAAC,QAAQ,CAAC,eAAe,CAG/B;IACD,OAAO,CAAC,QAAQ,CAAC,cAAc,CAG9B;IACD,OAAO,CAAC,QAAQ,CAAC,cAAc,CAG9B;IACD,OAAO,CAAC,QAAQ,CAAC,oBAAoB,CAGpC;IACD,OAAO,CAAC,QAAQ,CAAC,gBAAgB,CAGhC;gBAEW,KAAK,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,EAAE,MAAM,CAAC,EAAE,cAAc;IAYxD,SAAS,CACtB,GAAG,EAAE,YAAY,EACjB,QAAQ,EAAE,oBAAoB,EAC9B,QAAQ,CAAC,EAAE,gBAAgB,GAC1B,OAAO,CAAC,MAAM,IAAI,CAAC;IAuBhB,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;IA6InE;;;;;OAKG;IACH,OAAO,CAAC,oBAAoB;IAoB5B,OAAO,CAAC,iBAAiB;IAmBzB;;;;OAIG;IACH,OAAO,CAAC,2BAA2B;IAWnC,OAAO,CAAC,iBAAiB;IAUzB,OAAO,CAAC,gBAAgB;cAcL,OAAO,IAAI,IAAI;IA0BlC,SAAS,CAAC,aAAa,CAAC,OAAO,EAAE,MAAM,GAAG,IAAI;IAM9C,SAAS,CAAC,KAAK,CAAC,GAAG,EAAE,YAAY,GAAG,MAAM;IA8B1C,OAAO,CAAC,oBAAoB;IAa5B,OAAO,CAAC,uBAAuB;IAa/B,OAAO,CAAC,WAAW;IAuDnB,SAAS,CAAC,aAAa,CAAC,GAAG,EAAE,MAAM;IAiFnC,OAAO,CAAC,sBAAsB;IAM9B,OAAO,CAAC,SAAS;IAUjB,oFAAoF;IACpF,OAAO,CAAC,wBAAwB;IAyBhC,OAAO,CAAC,SAAS;IAuBjB,OAAO,CAAC,oBAAoB;IAe5B;;;;;;OAMG;IACH,OAAO,CAAC,mBAAmB;IAmB3B;;;;;OAKG;IACH,OAAO,CAAC,kBAAkB;IAgB1B;;;;;;OAMG;IACH,OAAO,CAAC,oBAAoB;IA8B5B,OAAO,CAAC,oBAAoB;IAe5B,OAAO,CAAC,wBAAwB;IAchC,sEAAsE;IACtE,OAAO,CAAC,UAAU;IAuBlB,OAAO,CAAC,uBAAuB;IAgB/B,OAAO,CAAC,YAAY;IAgBpB,OAAO,CAAC,QAAQ;IAkBhB,OAAO,CAAC,oBAAoB;IAmC5B,OAAO,CAAC,aAAa;IAUrB,OAAO,CAAC,YAAY;IAiBpB,OAAO,CAAC,YAAY;IAsBpB,OAAO,CAAC,kBAAkB;IAyE1B,OAAO,CAAC,eAAe;IAqBvB,OAAO,CAAC,+BAA+B;IA6CvC;0EACsE;IACtE,OAAO,CAAC,MAAM,CAAC,oBAAoB;YAOrB,eAAe;IA8C7B,8EAA8E;IAC9E,OAAO,CAAC,mBAAmB;IA8B3B,OAAO,CAAC,kBAAkB;IA+B1B;2EACuE;IACvE,OAAO,CAAC,MAAM,CAAC,QAAQ,CAAC,kBAAkB,CAAS;IAEnD;;+BAE2B;IAC3B,OAAO,CAAC,MAAM,CAAC,QAAQ,CAAC,mBAAmB,CAAM;IAEjD,OAAO,CAAC,uBAAuB;IA4C/B,OAAO,CAAC,oBAAoB;IAsD5B,OAAO,CAAC,qBAAqB;IAqB7B,OAAO,CAAC,eAAe;IAsBvB,OAAO,CAAC,gBAAgB;IAuCxB,0EAA0E;IAC1E,OAAO,CAAC,8BAA8B;CAsCvC"}
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package/package.json
CHANGED
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@@ -1,6 +1,6 @@
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{
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"name": "@lifi/perps-sdk-provider-hyperliquid",
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"version": "20.
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"version": "20.1.0",
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"description": "Hyperliquid provider plugin for @lifi/perps-sdk",
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"homepage": "https://github.com/lifinance/perps-sdk",
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"bugs": {
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@@ -52,7 +52,7 @@
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"@lifi/perps-types": "^18.0.0"
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},
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"peerDependencies": {
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"@lifi/perps-sdk": "^20.
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"@lifi/perps-sdk": "^20.1.0"
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},
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"publishConfig": {
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"access": "public"
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@@ -2,6 +2,7 @@ import {
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type AssetRegistry,
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getAssetRegistry,
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getMarketRegistry,
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PerpsError,
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type SDKRequestOptions,
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} from '@lifi/perps-sdk'
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import type {
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@@ -10,13 +11,9 @@ import type {
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FundingActivity,
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MarketDisplay,
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} from '@lifi/perps-types'
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import { ActivityType } from '@lifi/perps-types'
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import { ActivityType, PerpsErrorCode } from '@lifi/perps-types'
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import type { Address } from 'viem'
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import {
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DEFAULT_HISTORY_LIMIT,
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MAX_HISTORY_LIMIT,
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PROVIDER_KEY,
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} from '../constants.js'
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import { PROVIDER_KEY } from '../constants.js'
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import type { HyperliquidContext } from '../context.js'
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import type {
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HlUserFills,
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@@ -44,6 +41,7 @@ import {
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type InfoRequestOptions,
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infoRequest,
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} from '../utils/infoClient.js'
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import { getHistoryLimit, historyPage } from './historyPagination.js'
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/**
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* Parameters for {@link getActivity}.
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@@ -52,9 +50,9 @@ import {
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*/
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export interface GetActivityParams {
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address: Address
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/**
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/** Positive safe integer; defaults to 50 and is capped at 200. */
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limit?: number
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/**
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/** Opaque cursor returned in the previous page's `pagination.cursor`. */
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cursor?: string
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/** Inclusive lower bound in milliseconds since epoch. */
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startTime?: number
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@@ -78,23 +76,100 @@ const ASSET_BEARING_TYPES: ReadonlySet<ActivityType> = new Set([
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const needsMarkets = (typeFilter: ActivityType[] | undefined): boolean =>
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!typeFilter || typeFilter.some((t) => MARKET_BEARING_TYPES.has(t))
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const fetchLiquidationHistory = async (
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apiUrl: string,
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user: Address,
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startTime: number,
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endTime: number,
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resolveMarket: (coin: string) => MarketDisplay | undefined,
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options?: InfoRequestOptions
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): Promise<ActivityItem[]> => {
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const retained = new Map<number, HlUserFills[number]>()
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while (startTime <= endTime) {
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options?.signal?.throwIfAborted()
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const fills = await infoRequest<HlUserFills>(
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apiUrl,
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{ type: 'userFillsByTime', user, startTime, endTime },
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options
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)
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options?.signal?.throwIfAborted()
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let latest = startTime
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for (const fill of fills) {
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retained.set(fill.tid, fill)
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latest = Math.max(latest, fill.time)
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}
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if (fills.length < 2000 || retained.size >= 10000) {
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break
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}
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if (latest === startTime) {
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throw new PerpsError(
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PerpsErrorCode.ThirdPartyError,
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'Hyperliquid fills saturate a single millisecond; liquidation history cannot be paginated safely'
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)
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}
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// Inclusive overlap retains all same-time fills at the venue page boundary.
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startTime = latest
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}
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const queried = user.toLowerCase()
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const fills = [...retained.values()].filter(
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(fill) => fill.liquidation?.liquidatedUser.toLowerCase() === queried
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)
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if (fills.length === 0) {
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return []
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}
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const hashes = new Set<string>()
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let firstTime = Infinity
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let lastTime = 0
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for (const fill of fills) {
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if (fill.hash !== undefined) {
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hashes.add(fill.hash)
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}
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firstTime = Math.min(firstTime, fill.time)
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lastTime = Math.max(lastTime, fill.time)
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}
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// Exclusions must cover the entire order, not the current SDK page's ledger window.
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const ledger = await historyPage(
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{ startTime: firstTime, endTime: lastTime },
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Number.MAX_SAFE_INTEGER,
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async (startTime, endTime) => {
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const updates = await infoRequest<HlUserNonFundingLedgerUpdates>(
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apiUrl,
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{ type: 'userNonFundingLedgerUpdates', user, startTime, endTime },
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options
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)
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return {
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items: updates.filter(
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(entry) => isLiquidationDelta(entry.delta) && hashes.has(entry.hash)
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),
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saturated: updates.length >= 500,
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}
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},
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(entry) => ({ time: entry.time, key: entry.hash }),
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options?.signal
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)
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return mapLiquidationFills(
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fills,
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152
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PROVIDER_KEY,
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user,
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resolveMarket,
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new Set(ledger.items.map((entry) => entry.hash))
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)
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}
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const fetchActivityData = async (
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apiUrl: string,
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typeFilter: ActivityType[] | undefined,
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-
timeParams: { user: Address; startTime
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timeParams: { user: Address; startTime: number; endTime: number },
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assetRegistry: AssetRegistry,
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resolveMarket: (coin: string) => MarketDisplay | undefined,
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liquidationHistory: Promise<ActivityItem[]> | undefined,
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options?: InfoRequestOptions
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88
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-
): Promise<ActivityItem[]> => {
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167
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+
): Promise<{ items: ActivityItem[]; saturated: boolean }> => {
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89
168
|
const needLedger =
|
|
90
169
|
!typeFilter || typeFilter.some((t) => t !== ActivityType.FUNDING)
|
|
91
170
|
const needFunding = !typeFilter || typeFilter.includes(ActivityType.FUNDING)
|
|
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|
-
// A liquidation executed as a market order reaches the account as fills
|
|
93
|
-
// with a `liquidation` field and never as a ledger `liquidation` delta.
|
|
94
|
-
const needLiquidationFills =
|
|
95
|
-
!typeFilter || typeFilter.includes(ActivityType.LIQUIDATION)
|
|
96
171
|
|
|
97
|
-
const [ledgerUpdates, fundingUpdates,
|
|
172
|
+
const [ledgerUpdates, fundingUpdates, liquidations] = await Promise.all([
|
|
98
173
|
needLedger
|
|
99
174
|
? infoRequest<HlUserNonFundingLedgerUpdates>(
|
|
100
175
|
apiUrl,
|
|
@@ -109,16 +184,11 @@ const fetchActivityData = async (
|
|
|
109
184
|
options
|
|
110
185
|
)
|
|
111
186
|
: Promise.resolve([] as HlUserFunding),
|
|
112
|
-
|
|
113
|
-
? infoRequest<HlUserFills>(
|
|
114
|
-
apiUrl,
|
|
115
|
-
timeParams.startTime === undefined
|
|
116
|
-
? { type: 'userFills', user: timeParams.user }
|
|
117
|
-
: { type: 'userFillsByTime', ...timeParams },
|
|
118
|
-
options
|
|
119
|
-
)
|
|
120
|
-
: Promise.resolve([] as HlUserFills),
|
|
187
|
+
liquidationHistory,
|
|
121
188
|
])
|
|
189
|
+
if (ledgerUpdates.length >= 500 || fundingUpdates.length >= 500) {
|
|
190
|
+
return { items: [], saturated: true }
|
|
191
|
+
}
|
|
122
192
|
|
|
123
193
|
const ledgerItems: ActivityItem[] = ledgerUpdates.flatMap(
|
|
124
194
|
(entry): ActivityItem[] => {
|
|
@@ -156,46 +226,20 @@ const fetchActivityData = async (
|
|
|
156
226
|
}
|
|
157
227
|
)
|
|
158
228
|
|
|
159
|
-
const
|
|
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|
-
|
|
161
|
-
|
|
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|
-
|
|
163
|
-
|
|
164
|
-
const liquidationItems = mapLiquidationFills(
|
|
165
|
-
fills,
|
|
166
|
-
PROVIDER_KEY,
|
|
167
|
-
timeParams.user,
|
|
168
|
-
resolveMarket,
|
|
169
|
-
ledgerLiquidationHashes
|
|
170
|
-
)
|
|
171
|
-
|
|
172
|
-
const merged = [...ledgerItems, ...fundingItems, ...liquidationItems].sort(
|
|
173
|
-
(a, b) => new Date(b.timestamp).getTime() - new Date(a.timestamp).getTime()
|
|
174
|
-
)
|
|
175
|
-
|
|
176
|
-
if (!typeFilter) {
|
|
177
|
-
return merged
|
|
178
|
-
}
|
|
179
|
-
const typeSet = new Set(typeFilter)
|
|
180
|
-
return merged.filter((item) => typeSet.has(item.type))
|
|
229
|
+
const merged = [...ledgerItems, ...fundingItems, ...(liquidations ?? [])]
|
|
230
|
+
const items = typeFilter
|
|
231
|
+
? merged.filter((item) => typeFilter.includes(item.type))
|
|
232
|
+
: merged
|
|
233
|
+
return { items, saturated: false }
|
|
181
234
|
}
|
|
182
235
|
|
|
183
|
-
/**
|
|
184
|
-
* Fetch a chronological activity feed (deposits, withdrawals, transfers,
|
|
185
|
-
* liquidations, funding) for `address`. Combines results from Hyperliquid's
|
|
186
|
-
* `userNonFundingLedgerUpdates`, `userFunding`, and `userFills` endpoints,
|
|
187
|
-
* sorted newest-first.
|
|
188
|
-
*
|
|
189
|
-
* Cursor-based pagination uses the ms-since-epoch timestamp of the last item
|
|
190
|
-
* on the current page.
|
|
191
|
-
* @throws {PerpsError} On Hyperliquid REST error, network, or parsing failures.
|
|
192
|
-
* @public
|
|
193
|
-
*/
|
|
236
|
+
/** Fetch retained activity newest-first with opaque cursors across inclusive time ranges. */
|
|
194
237
|
export const getActivity = async (
|
|
195
238
|
{ client, apiUrl }: HyperliquidContext,
|
|
196
239
|
params: GetActivityParams,
|
|
197
240
|
options?: SDKRequestOptions
|
|
198
241
|
): Promise<ActivitiesResponse> => {
|
|
242
|
+
const limit = getHistoryLimit(params.limit)
|
|
199
243
|
const registry = getMarketRegistry(client, PROVIDER_KEY)
|
|
200
244
|
// Only funding and liquidation rows carry a market, so a Ledger-only
|
|
201
245
|
// request must not pull the market list.
|
|
@@ -211,53 +255,38 @@ export const getActivity = async (
|
|
|
211
255
|
}
|
|
212
256
|
const infoOpts = hlInfoOptions(client, options)
|
|
213
257
|
|
|
214
|
-
const
|
|
215
|
-
params.
|
|
216
|
-
|
|
217
|
-
|
|
218
|
-
|
|
219
|
-
|
|
220
|
-
|
|
221
|
-
|
|
222
|
-
|
|
223
|
-
|
|
224
|
-
|
|
225
|
-
|
|
226
|
-
|
|
227
|
-
|
|
228
|
-
|
|
229
|
-
const merged = await fetchActivityData(
|
|
230
|
-
apiUrl,
|
|
231
|
-
params.type,
|
|
232
|
-
timeParams,
|
|
233
|
-
assetRegistry,
|
|
234
|
-
(coin) => registry.get(coin),
|
|
235
|
-
infoOpts
|
|
236
|
-
)
|
|
237
|
-
|
|
238
|
-
// Drop boundary items so the next page does not return the cursor row twice.
|
|
239
|
-
const filtered =
|
|
240
|
-
params.cursor === undefined
|
|
241
|
-
? merged
|
|
242
|
-
: merged.filter(
|
|
243
|
-
(item) =>
|
|
244
|
-
new Date(item.timestamp).getTime() <
|
|
245
|
-
Number.parseInt(params.cursor!, 10)
|
|
258
|
+
const needLiquidationFills =
|
|
259
|
+
!params.type || params.type.includes(ActivityType.LIQUIDATION)
|
|
260
|
+
let liquidationHistory: Promise<ActivityItem[]> | undefined
|
|
261
|
+
const page = await historyPage(
|
|
262
|
+
params,
|
|
263
|
+
limit,
|
|
264
|
+
(startTime, endTime, snapshotEnd) => {
|
|
265
|
+
if (needLiquidationFills && liquidationHistory === undefined) {
|
|
266
|
+
liquidationHistory = fetchLiquidationHistory(
|
|
267
|
+
apiUrl,
|
|
268
|
+
params.address,
|
|
269
|
+
params.startTime ?? 0,
|
|
270
|
+
snapshotEnd,
|
|
271
|
+
(coin) => registry.get(coin),
|
|
272
|
+
infoOpts
|
|
246
273
|
)
|
|
247
|
-
|
|
248
|
-
|
|
249
|
-
|
|
250
|
-
|
|
251
|
-
|
|
252
|
-
|
|
253
|
-
|
|
254
|
-
|
|
255
|
-
|
|
256
|
-
|
|
257
|
-
cursor:
|
|
258
|
-
items.length > 0
|
|
259
|
-
? String(new Date(items[items.length - 1].timestamp).getTime())
|
|
260
|
-
: undefined,
|
|
274
|
+
}
|
|
275
|
+
return fetchActivityData(
|
|
276
|
+
apiUrl,
|
|
277
|
+
params.type,
|
|
278
|
+
{ user: params.address, startTime, endTime },
|
|
279
|
+
assetRegistry,
|
|
280
|
+
(coin) => registry.get(coin),
|
|
281
|
+
liquidationHistory,
|
|
282
|
+
infoOpts
|
|
283
|
+
)
|
|
261
284
|
},
|
|
262
|
-
|
|
285
|
+
(item) => ({
|
|
286
|
+
time: new Date(item.timestamp).getTime(),
|
|
287
|
+
key: `${item.type}:${item.id}`,
|
|
288
|
+
}),
|
|
289
|
+
options?.signal
|
|
290
|
+
)
|
|
291
|
+
return { provider: PROVIDER_KEY, ...page }
|
|
263
292
|
}
|
package/src/services/getFills.ts
CHANGED
|
@@ -1,19 +1,12 @@
|
|
|
1
1
|
import { getMarketRegistry, type SDKRequestOptions } from '@lifi/perps-sdk'
|
|
2
2
|
import type { Fill, FillsResponse } from '@lifi/perps-types'
|
|
3
3
|
import type { Address } from 'viem'
|
|
4
|
-
import {
|
|
5
|
-
DEFAULT_HISTORY_LIMIT,
|
|
6
|
-
MAX_HISTORY_LIMIT,
|
|
7
|
-
PROVIDER_KEY,
|
|
8
|
-
} from '../constants.js'
|
|
4
|
+
import { PROVIDER_KEY } from '../constants.js'
|
|
9
5
|
import type { HyperliquidContext } from '../context.js'
|
|
10
|
-
import type {
|
|
11
|
-
HlUserFill,
|
|
12
|
-
HlUserFills,
|
|
13
|
-
HlUserFillsByTime,
|
|
14
|
-
} from '../types/index.js'
|
|
6
|
+
import type { HlUserFills } from '../types/index.js'
|
|
15
7
|
import { assetIsOutcome, mapFill } from '../utils/index.js'
|
|
16
8
|
import { hlInfoOptions, infoRequest } from '../utils/infoClient.js'
|
|
9
|
+
import { getHistoryLimit, historyPage } from './historyPagination.js'
|
|
17
10
|
|
|
18
11
|
/**
|
|
19
12
|
* Parameters for {@link getFills}.
|
|
@@ -22,7 +15,7 @@ import { hlInfoOptions, infoRequest } from '../utils/infoClient.js'
|
|
|
22
15
|
*/
|
|
23
16
|
export interface GetFillsParams {
|
|
24
17
|
address: Address
|
|
25
|
-
/**
|
|
18
|
+
/** Positive safe integer; defaults to 50 and is capped at 200. */
|
|
26
19
|
limit?: number
|
|
27
20
|
/** Opaque cursor returned in the previous page's `pagination.cursor`. */
|
|
28
21
|
cursor?: string
|
|
@@ -32,101 +25,55 @@ export interface GetFillsParams {
|
|
|
32
25
|
endTime?: number
|
|
33
26
|
}
|
|
34
27
|
|
|
35
|
-
|
|
36
|
-
time: number
|
|
37
|
-
tid: number
|
|
38
|
-
}
|
|
39
|
-
|
|
40
|
-
// HL's docs specify neither newest-first ordering nor monotonic `tid` for
|
|
41
|
-
// `userFills`/`userFillsByTime`, so pagination can't rely on upstream order —
|
|
42
|
-
// it must impose its own (time desc, tid desc as tiebreaker for same-time fills).
|
|
43
|
-
const compareFillsDesc = (a: FillCursor, b: FillCursor): number =>
|
|
44
|
-
b.time - a.time || b.tid - a.tid
|
|
45
|
-
|
|
46
|
-
const encodeCursor = (fill: FillCursor): string => `${fill.time}:${fill.tid}`
|
|
47
|
-
|
|
48
|
-
const decodeCursor = (cursor: string): FillCursor => {
|
|
49
|
-
const [time, tid] = cursor.split(':').map(Number)
|
|
50
|
-
return { time, tid }
|
|
51
|
-
}
|
|
52
|
-
|
|
53
|
-
/**
|
|
54
|
-
* Fetch the user's fills history. When `startTime` or `endTime` is provided,
|
|
55
|
-
* Hyperliquid's `userFillsByTime` endpoint is used; otherwise the unbounded
|
|
56
|
-
* `userFills` endpoint returns the full history. The backend's enriched asset
|
|
57
|
-
* list supplies the display fields; only the fills endpoint is read direct
|
|
58
|
-
* from HL.
|
|
59
|
-
*
|
|
60
|
-
* The response is sorted (time desc, `tid` as tiebreaker) before pagination —
|
|
61
|
-
* see {@link compareFillsDesc}. The cursor encodes the last returned fill's
|
|
62
|
-
* `(time, tid)`; the next page keeps fills that sort strictly after it.
|
|
63
|
-
* @throws {PerpsError} On Hyperliquid REST error, network, or parsing failures.
|
|
64
|
-
* @public
|
|
65
|
-
*/
|
|
28
|
+
/** Fetch retained fills newest-first, using opaque cursors across inclusive time ranges. */
|
|
66
29
|
export const getFills = async (
|
|
67
30
|
{ client, apiUrl }: HyperliquidContext,
|
|
68
31
|
params: GetFillsParams,
|
|
69
32
|
options?: SDKRequestOptions
|
|
70
33
|
): Promise<FillsResponse> => {
|
|
34
|
+
const limit = getHistoryLimit(params.limit)
|
|
71
35
|
const registry = getMarketRegistry(client, PROVIDER_KEY)
|
|
72
36
|
await registry.sync()
|
|
73
37
|
const infoOpts = hlInfoOptions(client, options)
|
|
74
38
|
|
|
75
|
-
|
|
76
|
-
params.
|
|
77
|
-
|
|
78
|
-
|
|
79
|
-
|
|
80
|
-
|
|
81
|
-
|
|
82
|
-
|
|
83
|
-
|
|
84
|
-
? await infoRequest<HlUserFillsByTime>(
|
|
85
|
-
apiUrl,
|
|
86
|
-
{
|
|
87
|
-
type: 'userFillsByTime',
|
|
88
|
-
user: params.address,
|
|
89
|
-
startTime: params.startTime ?? 0,
|
|
90
|
-
...(params.endTime !== undefined ? { endTime: params.endTime } : {}),
|
|
91
|
-
},
|
|
92
|
-
infoOpts
|
|
93
|
-
)
|
|
94
|
-
: await infoRequest<HlUserFills>(
|
|
39
|
+
let useRecent =
|
|
40
|
+
params.cursor === undefined &&
|
|
41
|
+
params.startTime === undefined &&
|
|
42
|
+
params.endTime === undefined
|
|
43
|
+
const page = await historyPage(
|
|
44
|
+
params,
|
|
45
|
+
limit,
|
|
46
|
+
async (startTime, endTime) => {
|
|
47
|
+
const fills = await infoRequest<HlUserFills>(
|
|
95
48
|
apiUrl,
|
|
96
|
-
|
|
49
|
+
useRecent
|
|
50
|
+
? { type: 'userFills', user: params.address }
|
|
51
|
+
: {
|
|
52
|
+
type: 'userFillsByTime',
|
|
53
|
+
user: params.address,
|
|
54
|
+
startTime,
|
|
55
|
+
endTime,
|
|
56
|
+
},
|
|
97
57
|
infoOpts
|
|
98
58
|
)
|
|
99
|
-
|
|
100
|
-
|
|
101
|
-
|
|
102
|
-
|
|
103
|
-
|
|
104
|
-
|
|
105
|
-
|
|
106
|
-
|
|
107
|
-
)
|
|
108
|
-
|
|
109
|
-
|
|
110
|
-
|
|
111
|
-
// `get`, not `require`: a coin the backend market list does not hold drops
|
|
112
|
-
// only its own row instead of rejecting the whole page. The registry warns
|
|
113
|
-
// once per unresolved id. A delisted market still resolves, so its rows stay.
|
|
114
|
-
const items = page.flatMap((f): Fill[] => {
|
|
115
|
-
if (assetIsOutcome(f.coin)) {
|
|
116
|
-
return []
|
|
117
|
-
}
|
|
118
|
-
const market = registry.get(f.coin)
|
|
119
|
-
return market === undefined ? [] : [mapFill(f, market)]
|
|
120
|
-
})
|
|
121
|
-
const lastPageFill: HlUserFill | undefined = page[page.length - 1]
|
|
122
|
-
|
|
123
|
-
return {
|
|
124
|
-
provider: PROVIDER_KEY,
|
|
125
|
-
items,
|
|
126
|
-
pagination: {
|
|
127
|
-
limit,
|
|
128
|
-
hasMore,
|
|
129
|
-
cursor: lastPageFill ? encodeCursor(lastPageFill) : undefined,
|
|
59
|
+
useRecent = false
|
|
60
|
+
if (fills.length >= 2000) {
|
|
61
|
+
return { items: [], saturated: true }
|
|
62
|
+
}
|
|
63
|
+
const items = fills.flatMap((fill): Fill[] => {
|
|
64
|
+
if (assetIsOutcome(fill.coin)) {
|
|
65
|
+
return []
|
|
66
|
+
}
|
|
67
|
+
const market = registry.get(fill.coin)
|
|
68
|
+
return market === undefined ? [] : [mapFill(fill, market)]
|
|
69
|
+
})
|
|
70
|
+
return { items, saturated: false }
|
|
130
71
|
},
|
|
131
|
-
|
|
72
|
+
(fill) => ({
|
|
73
|
+
time: new Date(fill.createdAt).getTime(),
|
|
74
|
+
key: Number(fill.id),
|
|
75
|
+
}),
|
|
76
|
+
options?.signal
|
|
77
|
+
)
|
|
78
|
+
return { provider: PROVIDER_KEY, ...page }
|
|
132
79
|
}
|