@lifi/perps-sdk-provider-hyperliquid 25.0.0 → 27.0.0

package/dist/esm/services/getOrders.js

@@ -1,38 +1,10 @@
-import { ACTIVE_ORDER_STATUSES, createWarnOnce, getMarketRegistry, isActiveOrderStatus, PerpsError, } from '@lifi/perps-sdk';
+import { ACTIVE_ORDER_STATUSES, getMarketRegistry, isActiveOrderStatus, } from '@lifi/perps-sdk';
 import { PROVIDER_KEY } from '../constants.js';
 import { withExplorerLinks } from '../utils/explorer.js';
-import { assetIsOutcome, mapOrder, perpsDexNames } from '../utils/index.js';
+import { mapOrder, perpsDexNames } from '../utils/index.js';
 import { hlInfoOptions, infoRequest } from '../utils/infoClient.js';
+import { mapOrderRow } from '../utils/mapOrder.js';
 import { requireAccountExists } from './getAccountExists.js';
-const warn = createWarnOnce();
-const warnOnce = (key) => {
-    warn(key, `[${PROVIDER_KEY}] ${key}`);
-};
-/**
- * Map one venue row, or drop it. An outcome market identity, a coin the backend
- * market list does not hold, and a row the mapper rejects each drop only their
- * own row instead of rejecting the whole page; each distinct mapper message
- * warns once.
- */
-const mapRow = (coin, registry, map) => {
-    if (assetIsOutcome(coin)) {
-        return undefined;
-    }
-    const market = registry.get(coin);
-    if (market === undefined) {
-        return undefined;
-    }
-    try {
-        return map(market);
-    }
-    catch (error) {
-        if (!(error instanceof PerpsError)) {
-            throw error;
-        }
-        warnOnce(`dropped order row: ${error.message}`);
-        return undefined;
-    }
-};
 /** Read regular, trigger, and TWAP orders from the requested lifecycle feeds. */
 export const getOrders = async ({ client, apiUrl }, params, options) => {
     const statuses = params.statuses ?? [...ACTIVE_ORDER_STATUSES];
@@ -68,29 +40,32 @@ export const getOrders = async ({ client, apiUrl }, params, options) => {
             rows.set(key, order);
         }
     };
+    const seenHistorical = new Set();
     for (const detail of historical) {
         const key = String(detail.order.oid);
         // The feed carries one row per lifecycle transition, newest first, and a
         // terminal row shares its timestamp with the `open` row beneath it, so
-        // only the first row of an id states that order's current status.
-        if (rows.has(key)) {
+        // only the first row of an id states that order's current status, even
+        // when the mapper skips that row.
+        if (seenHistorical.has(key)) {
             continue;
         }
-        keep(key, mapRow(detail.order.coin, registry, (market) => mapOrder(detail, market)));
+        seenHistorical.add(key);
+        keep(key, mapOrderRow(detail.order.coin, registry, (market) => mapOrder(detail, market)));
     }
     const raw = open.flat();
     const childIds = new Set(raw.flatMap((order) => (order.children ?? []).map((child) => child.oid)));
     for (const order of raw) {
         if (!childIds.has(order.oid)) {
-            keep(String(order.oid), mapRow(order.coin, registry, (market) => mapOrder(order, market)));
+            keep(String(order.oid), mapOrderRow(order.coin, registry, (market) => mapOrder(order, market)));
         }
         for (const child of order.children ?? []) {
-            keep(String(child.oid), mapRow(child.coin, registry, (market) => mapOrder(child, market, String(order.oid))));
+            keep(String(child.oid), mapOrderRow(child.coin, registry, (market) => mapOrder(child, market, String(order.oid))));
         }
     }
     // TWAP ids and regular order ids occupy separate venue namespaces.
     for (const twap of twaps) {
-        keep(`twap:${twap.twapId}`, mapRow(twap.state.coin, registry, (market) => mapOrder(twap, market)));
+        keep(`twap:${twap.twapId}`, mapOrderRow(twap.state.coin, registry, (market) => mapOrder(twap, market)));
     }
     const matching = [...rows.values()].filter((order) => statuses.includes(order.status) &&
         (params.marketId === undefined || order.market.id === params.marketId));

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

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

@@ -1 +1 @@
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+{"version":3,"file":"getPortfolioHistory.d.ts","sourceRoot":"","sources":["../../../src/services/getPortfolioHistory.ts"],"names":[],"mappings":"AAAA,OAAO,EAEL,KAAK,iBAAiB,EAEvB,MAAM,iBAAiB,CAAA;AACxB,OAAO,EAIL,KAAK,qBAAqB,EAC1B,KAAK,wBAAwB,EAC9B,MAAM,mBAAmB,CAAA;AAC1B,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,MAAM,CAAA;AAEnC,OAAO,KAAK,EAAE,kBAAkB,EAAE,MAAM,eAAe,CAAA;AAWvD,0DAA0D;AAC1D,MAAM,WAAW,yBAAyB;IACxC,OAAO,EAAE,OAAO,CAAA;IAChB,KAAK,EAAE,qBAAqB,CAAA;CAC7B;AAiED;;;;;;GAMG;AACH,wBAAsB,mBAAmB,CACvC,GAAG,EAAE,kBAAkB,EACvB,MAAM,EAAE,yBAAyB,EACjC,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,wBAAwB,CAAC,CAyCnC"}

package/dist/esm/services/getPortfolioHistory.js

@@ -1,5 +1,6 @@
-import { PerpsError } from '@lifi/perps-sdk';
+import { PerpsError, warnSkippedVenueRow, } from '@lifi/perps-sdk';
 import { PerpsErrorCode, } from '@lifi/perps-types';
+import { PROVIDER_KEY } from '../constants.js';
 import { isUnifiedAbstraction } from '../utils/abstractionMode.js';
 import { hlInfoOptions, infoRequest } from '../utils/infoClient.js';
 import { requireAccountExists } from './getAccountExists.js';
@@ -15,16 +16,26 @@ const PERP_PERIOD_BY_RANGE = {
     '30d': 'perpMonth',
     all: 'perpAllTime',
 };
+/** The samples with a finite timestamp; each other sample is skipped. */
+const validSamples = (samples, row) => samples.flatMap(([timestamp, value]) => {
+    if (!Number.isFinite(timestamp)) {
+        warnSkippedVenueRow(PROVIDER_KEY, row, 'timestamp', timestamp, {
+            expected: 'timestamp',
+        });
+        return [];
+    }
+    return [[timestamp, value]];
+});
 /**
  * Join the window's two series on their timestamps. `pnlHistory` is cumulative
  * from the window's start, so a point with no PnL sample carries the last
  * sampled value — `'0'` before the first one.
  */
-const joinWindow = (window, period) => {
-    const pnlByTimestamp = new Map(window.pnlHistory);
+const joinWindow = (accountValueHistory, pnlHistory, period) => {
+    const pnlByTimestamp = new Map(pnlHistory);
     let matched = 0;
     let cumulative = '0';
-    const points = window.accountValueHistory.map(([timestamp, accountValue]) => {
+    const points = accountValueHistory.map(([timestamp, accountValue]) => {
         const sample = pnlByTimestamp.get(timestamp);
         if (sample !== undefined) {
             matched += 1;
@@ -32,7 +43,7 @@ const joinWindow = (window, period) => {
         }
         return { timestamp, accountValue, pnl: cumulative };
     });
-    if (points.length > 0 && window.pnlHistory.length > 0 && matched === 0) {
+    if (points.length > 0 && pnlHistory.length > 0 && matched === 0) {
         throw new PerpsError(PerpsErrorCode.ThirdPartyError, `Hyperliquid portfolio window '${period}' samples PnL on no ` +
             'account-value timestamp.');
     }
@@ -63,11 +74,12 @@ export async function getPortfolioHistory(ctx, params, options) {
     if (window === undefined) {
         throw new PerpsError(PerpsErrorCode.ThirdPartyError, `Hyperliquid portfolio response has no '${period}' window.`);
     }
+    const pnlHistory = validSamples(window.pnlHistory, 'portfolio PnL sample');
     return {
         range: params.range,
-        points: joinWindow(window, period),
+        points: joinWindow(validSamples(window.accountValueHistory, 'portfolio value sample'), pnlHistory, period),
         volume: window.vlm,
-        totalPnl: window.pnlHistory.at(-1)?.[1],
+        totalPnl: pnlHistory.at(-1)?.[1],
     };
 }
 //# sourceMappingURL=getPortfolioHistory.js.map

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

@@ -1 +1 @@
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+{"version":3,"file":"getPortfolioHistory.js","sourceRoot":"","sources":["../../../src/services/getPortfolioHistory.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,UAAU,EAEV,mBAAmB,GACpB,MAAM,iBAAiB,CAAA;AACxB,OAAO,EAEL,cAAc,GAIf,MAAM,mBAAmB,CAAA;AAE1B,OAAO,EAAE,YAAY,EAAE,MAAM,iBAAiB,CAAA;AAQ9C,OAAO,EAAE,oBAAoB,EAAE,MAAM,6BAA6B,CAAA;AAClE,OAAO,EAAE,aAAa,EAAE,WAAW,EAAE,MAAM,wBAAwB,CAAA;AACnE,OAAO,EAAE,oBAAoB,EAAE,MAAM,uBAAuB,CAAA;AAQ5D,MAAM,wBAAwB,GAG1B;IACF,KAAK,EAAE,KAAK;IACZ,IAAI,EAAE,MAAM;IACZ,KAAK,EAAE,OAAO;IACd,GAAG,EAAE,SAAS;CACf,CAAA;AAED,MAAM,oBAAoB,GAAqD;IAC7E,KAAK,EAAE,SAAS;IAChB,IAAI,EAAE,UAAU;IAChB,KAAK,EAAE,WAAW;IAClB,GAAG,EAAE,aAAa;CACnB,CAAA;AAED,yEAAyE;AACzE,MAAM,YAAY,GAAG,CACnB,OAAwC,EACxC,GAAW,EACgB,EAAE,CAC7B,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC,SAAS,EAAE,KAAK,CAAC,EAA6B,EAAE;IAChE,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE,CAAC;QAChC,mBAAmB,CAAC,YAAY,EAAE,GAAG,EAAE,WAAW,EAAE,SAAS,EAAE;YAC7D,QAAQ,EAAE,WAAW;SACtB,CAAC,CAAA;QACF,OAAO,EAAE,CAAA;IACX,CAAC;IACD,OAAO,CAAC,CAAC,SAAS,EAAE,KAAK,CAAC,CAAC,CAAA;AAC7B,CAAC,CAAC,CAAA;AAEJ;;;;GAIG;AACH,MAAM,UAAU,GAAG,CACjB,mBAA8C,EAC9C,UAAqC,EACrC,MAAyB,EACA,EAAE;IAC3B,MAAM,cAAc,GAAG,IAAI,GAAG,CAAC,UAAU,CAAC,CAAA;IAC1C,IAAI,OAAO,GAAG,CAAC,CAAA;IACf,IAAI,UAAU,GAAG,GAAG,CAAA;IACpB,MAAM,MAAM,GAAG,mBAAmB,CAAC,GAAG,CAAC,CAAC,CAAC,SAAS,EAAE,YAAY,CAAC,EAAE,EAAE;QACnE,MAAM,MAAM,GAAG,cAAc,CAAC,GAAG,CAAC,SAAS,CAAC,CAAA;QAC5C,IAAI,MAAM,KAAK,SAAS,EAAE,CAAC;YACzB,OAAO,IAAI,CAAC,CAAA;YACZ,UAAU,GAAG,MAAM,CAAA;QACrB,CAAC;QACD,OAAO,EAAE,SAAS,EAAE,YAAY,EAAE,GAAG,EAAE,UAAU,EAAE,CAAA;IACrD,CAAC,CAAC,CAAA;IACF,IAAI,MAAM,CAAC,MAAM,GAAG,CAAC,IAAI,UAAU,CAAC,MAAM,GAAG,CAAC,IAAI,OAAO,KAAK,CAAC,EAAE,CAAC;QAChE,MAAM,IAAI,UAAU,CAClB,cAAc,CAAC,eAAe,EAC9B,iCAAiC,MAAM,sBAAsB;YAC3D,0BAA0B,CAC7B,CAAA;IACH,CAAC;IACD,OAAO,MAAM,CAAA;AACf,CAAC,CAAA;AAED;;;;;;GAMG;AACH,MAAM,CAAC,KAAK,UAAU,mBAAmB,CACvC,GAAuB,EACvB,MAAiC,EACjC,OAA2B;IAE3B,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,GAAG,GAAG,CAAA;IAC9B,MAAM,QAAQ,GAAG,aAAa,CAAC,MAAM,EAAE,OAAO,CAAC,CAAA;IAC/C,MAAM,oBAAoB,CAAC,MAAM,EAAE,MAAM,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAA;IAC5D,MAAM,CAAC,SAAS,EAAE,WAAW,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QACjD,WAAW,CACT,MAAM,EACN,EAAE,IAAI,EAAE,WAAW,EAAE,IAAI,EAAE,MAAM,CAAC,OAAO,EAAE,EAC3C,QAAQ,CACT;QACD,0EAA0E;QAC1E,uEAAuE;QACvE,qEAAqE;QACrE,WAAW,CACT,MAAM,EACN,EAAE,IAAI,EAAE,iBAAiB,EAAE,IAAI,EAAE,MAAM,CAAC,OAAO,EAAE,EACjD,QAAQ,CACT;KACF,CAAC,CAAA;IACF,MAAM,MAAM,GAAG,oBAAoB,CAAC,WAAW,CAAC;QAC9C,CAAC,CAAC,wBAAwB,CAAC,MAAM,CAAC,KAAK,CAAC;QACxC,CAAC,CAAC,oBAAoB,CAAC,MAAM,CAAC,KAAK,CAAC,CAAA;IACtC,MAAM,MAAM,GAAG,SAAS,CAAC,IAAI,CAAC,CAAC,CAAC,GAAG,CAAC,EAAE,EAAE,CAAC,GAAG,KAAK,MAAM,CAAC,EAAE,CAAC,CAAC,CAAC,CAAA;IAC7D,IAAI,MAAM,KAAK,SAAS,EAAE,CAAC;QACzB,MAAM,IAAI,UAAU,CAClB,cAAc,CAAC,eAAe,EAC9B,0CAA0C,MAAM,WAAW,CAC5D,CAAA;IACH,CAAC;IAED,MAAM,UAAU,GAAG,YAAY,CAAC,MAAM,CAAC,UAAU,EAAE,sBAAsB,CAAC,CAAA;IAC1E,OAAO;QACL,KAAK,EAAE,MAAM,CAAC,KAAK;QACnB,MAAM,EAAE,UAAU,CAChB,YAAY,CAAC,MAAM,CAAC,mBAAmB,EAAE,wBAAwB,CAAC,EAClE,UAAU,EACV,MAAM,CACP;QACD,MAAM,EAAE,MAAM,CAAC,GAAG;QAClB,QAAQ,EAAE,UAAU,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;KACjC,CAAA;AACH,CAAC"}

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

@@ -1 +1 @@
-{"version":3,"file":"getPositions.d.ts","sourceRoot":"","sources":["../../../src/services/getPositions.ts"],"names":[],"mappings":"AAAA,OAAO,EAEL,KAAK,iBAAiB,EAEvB,MAAM,iBAAiB,CAAA;AACxB,OAAO,KAAK,EAAE,iBAAiB,EAAE,MAAM,mBAAmB,CAAA;AAC1D,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,MAAM,CAAA;AAEnC,OAAO,KAAK,EAAE,kBAAkB,EAAE,MAAM,eAAe,CAAA;AAWvD;;;;GAIG;AACH,MAAM,WAAW,kBAAkB;IACjC,OAAO,EAAE,OAAO,CAAA;IAChB,+DAA+D;IAC/D,QAAQ,CAAC,EAAE,MAAM,CAAA;IACjB,8EAA8E;IAC9E,KAAK,CAAC,EAAE,MAAM,CAAA;CACf;AAED;;;;;;;GAOG;AACH,eAAO,MAAM,YAAY,GACvB,oBAAoB,kBAAkB,EACtC,QAAQ,kBAAkB,EAC1B,UAAU,iBAAiB,KAC1B,OAAO,CAAC,iBAAiB,CA6C3B,CAAA"}
+{"version":3,"file":"getPositions.d.ts","sourceRoot":"","sources":["../../../src/services/getPositions.ts"],"names":[],"mappings":"AAAA,OAAO,EAEL,KAAK,iBAAiB,EAEvB,MAAM,iBAAiB,CAAA;AACxB,OAAO,KAAK,EAAE,iBAAiB,EAAE,MAAM,mBAAmB,CAAA;AAC1D,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,MAAM,CAAA;AAEnC,OAAO,KAAK,EAAE,kBAAkB,EAAE,MAAM,eAAe,CAAA;AAWvD;;;;GAIG;AACH,MAAM,WAAW,kBAAkB;IACjC,OAAO,EAAE,OAAO,CAAA;IAChB,+DAA+D;IAC/D,QAAQ,CAAC,EAAE,MAAM,CAAA;IACjB,8EAA8E;IAC9E,KAAK,CAAC,EAAE,MAAM,CAAA;CACf;AAED;;;;;;;GAOG;AACH,eAAO,MAAM,YAAY,GACvB,oBAAoB,kBAAkB,EACtC,QAAQ,kBAAkB,EAC1B,UAAU,iBAAiB,KAC1B,OAAO,CAAC,iBAAiB,CA8C3B,CAAA"}

package/dist/esm/services/getPositions.js

@@ -23,7 +23,10 @@ export const getPositions = async ({ client, apiUrl }, params, options) => {
     }, infoOpts)));
     let positions = stateResults.flatMap((state) => state.assetPositions
         .filter((ap) => !assetIsOutcome(ap.position.coin) && isOpenAssetPosition(ap))
-        .map((ap) => mapPosition(ap, toPerpsMarketDisplay(registry.require(ap.position.coin)))));
+        .flatMap((ap) => {
+        const position = mapPosition(ap, toPerpsMarketDisplay(registry.require(ap.position.coin)));
+        return position === undefined ? [] : [position];
+    }));
     if (params.marketId !== undefined) {
         positions = positions.filter((p) => p.market.id === params.marketId);
     }

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

@@ -1 +1 @@
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+{"version":3,"file":"getPositions.js","sourceRoot":"","sources":["../../../src/services/getPositions.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,iBAAiB,EAEjB,oBAAoB,GACrB,MAAM,iBAAiB,CAAA;AAGxB,OAAO,EAAE,YAAY,EAAE,MAAM,iBAAiB,CAAA;AAG9C,OAAO,EACL,cAAc,EACd,mBAAmB,EACnB,WAAW,EACX,aAAa,GACd,MAAM,mBAAmB,CAAA;AAC1B,OAAO,EAAE,aAAa,EAAE,WAAW,EAAE,MAAM,wBAAwB,CAAA;AACnE,OAAO,EAAE,oBAAoB,EAAE,MAAM,uBAAuB,CAAA;AAe5D;;;;;;;GAOG;AACH,MAAM,CAAC,MAAM,YAAY,GAAG,KAAK,EAC/B,EAAE,MAAM,EAAE,MAAM,EAAsB,EACtC,MAA0B,EAC1B,OAA2B,EACC,EAAE;IAC9B,MAAM,QAAQ,GAAG,aAAa,CAAC,MAAM,EAAE,OAAO,CAAC,CAAA;IAC/C,MAAM,oBAAoB,CAAC,MAAM,EAAE,MAAM,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAA;IAC5D,MAAM,QAAQ,GAAG,iBAAiB,CAAC,MAAM,EAAE,YAAY,CAAC,CAAA;IACxD,MAAM,OAAO,GAAG,MAAM,QAAQ,CAAC,IAAI,EAAE,CAAA;IAErC,MAAM,YAAY,GAAG,MAAM,OAAO,CAAC,GAAG,CACpC,aAAa,CAAC,OAAO,CAAC,CAAC,GAAG,CAAC,CAAC,IAAI,EAAE,EAAE,CAClC,WAAW,CACT,MAAM,EACN;QACE,IAAI,EAAE,oBAAoB;QAC1B,IAAI,EAAE,MAAM,CAAC,OAAO;QACpB,GAAG,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,GAAG,EAAE,IAAI,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;KAC/B,EACD,QAAQ,CACT,CACF,CACF,CAAA;IAED,IAAI,SAAS,GAAG,YAAY,CAAC,OAAO,CAAC,CAAC,KAAK,EAAE,EAAE,CAC7C,KAAK,CAAC,cAAc;SACjB,MAAM,CACL,CAAC,EAAE,EAAE,EAAE,CAAC,CAAC,cAAc,CAAC,EAAE,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,mBAAmB,CAAC,EAAE,CAAC,CACrE;SACA,OAAO,CAAC,CAAC,EAAE,EAAE,EAAE;QACd,MAAM,QAAQ,GAAG,WAAW,CAC1B,EAAE,EACF,oBAAoB,CAAC,QAAQ,CAAC,OAAO,CAAC,EAAE,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,CACzD,CAAA;QACD,OAAO,QAAQ,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAA;IACjD,CAAC,CAAC,CACL,CAAA;IAED,IAAI,MAAM,CAAC,QAAQ,KAAK,SAAS,EAAE,CAAC;QAClC,SAAS,GAAG,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,EAAE,KAAK,MAAM,CAAC,QAAQ,CAAC,CAAA;IACtE,CAAC;IAED,OAAO;QACL,QAAQ,EAAE,YAAY;QACtB,SAAS;QACT,UAAU,EAAE;YACV,KAAK,EAAE,MAAM,CAAC,KAAK,IAAI,SAAS,CAAC,MAAM;YACvC,OAAO,EAAE,KAAK;SACf;KACF,CAAA;AACH,CAAC,CAAA"}

package/dist/esm/services/getWithdrawableBalances.d.ts

@@ -7,7 +7,7 @@ import type { HyperliquidContext } from '../context.js';
  */
 export type GetWithdrawableBalancesParams = ProviderGetWithdrawableBalancesParams;
 /**
- * The `(asset, route)` pairs `params.address` can withdraw from Hyperliquid,
+ * The `(asset, category)` pairs `params.address` can withdraw from Hyperliquid,
  * read from the venue's own `withdrawable` and spot `total`/`hold` figures.
  * Hyperliquid charges its flat withdrawal fee in USDC, so the backend's
  * `withdrawalFeeUsd` is the fee in quote-asset units on every USDC row.

package/dist/esm/services/getWithdrawableBalances.js

@@ -5,7 +5,7 @@ import { hlInfoOptions, infoRequest } from '../utils/infoClient.js';
 import { hyperliquidWithdrawableBalances } from '../utils/withdrawableBalances.js';
 import { requireAccountExists } from './getAccountExists.js';
 /**
- * The `(asset, route)` pairs `params.address` can withdraw from Hyperliquid,
+ * The `(asset, category)` pairs `params.address` can withdraw from Hyperliquid,
  * read from the venue's own `withdrawable` and spot `total`/`hold` figures.
  * Hyperliquid charges its flat withdrawal fee in USDC, so the backend's
  * `withdrawalFeeUsd` is the fee in quote-asset units on every USDC row.

package/dist/esm/types/ws.d.ts

@@ -1,3 +1,4 @@
+import type { DecimalString } from '@lifi/perps-types';
 import type { HlClearinghouseState, HlSpotBalance } from './account.js';
 import type { HlCandle, HlL2Book } from './asset.js';
 import type { HlUserFill } from './fill.js';
@@ -67,8 +68,8 @@ export type HlWsMessage = {
  * @public
  */
 export type HlWsFastAssetCtx = {
-    markPx?: string;
-    midPx?: string | null;
+    markPx?: DecimalString;
+    midPx?: DecimalString | null;
 };
 /**
  * Incremental spot asset context. Hyperliquid may encode numeric fields as

package/dist/esm/types/ws.d.ts.map

@@ -1 +1 @@
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package/dist/esm/utils/index.d.ts

@@ -4,7 +4,7 @@ export { decodeCompressedJson, decodeFastAssetCtxs, } from './decodeFastAssetCtx
 export { fetchUserTransactions, getClientOrderIds, matchOrderActionHash, } from './explorer.js';
 export type { InfoRequestOptions } from './infoClient.js';
 export { hlInfoOptions, infoRequest } from './infoClient.js';
-export { calculateLiquidationPrice, calculateMaintenanceMarginRate, } from './liquidation.js';
+export { calculateLiquidationPrice, calculateMaintenanceMarginRate, safeCalculateLiquidationPrice, safeCalculateMaintenanceMarginRate, } from './liquidation.js';
 export { mapFundingActivity, mapLedgerEntry, mapLiquidationFills, } from './mapActivity.js';
 export { classifyFillFromPosition, mapFill } from './mapFill.js';
 export { mapMarket } from './mapMarket.js';

package/dist/esm/utils/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/utils/index.ts"],"names":[],"mappings":"AAIA,OAAO,EACL,cAAc,EACd,WAAW,EACX,gBAAgB,EAChB,gBAAgB,GACjB,MAAM,cAAc,CAAA;AACrB,OAAO,EACL,iBAAiB,EACjB,WAAW,EACX,gBAAgB,GACjB,MAAM,gBAAgB,CAAA;AACvB,OAAO,EACL,oBAAoB,EACpB,mBAAmB,GACpB,MAAM,0BAA0B,CAAA;AACjC,OAAO,EACL,qBAAqB,EACrB,iBAAiB,EACjB,oBAAoB,GACrB,MAAM,eAAe,CAAA;AACtB,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,EACL,kBAAkB,EAClB,cAAc,EACd,mBAAmB,GACpB,MAAM,kBAAkB,CAAA;AACzB,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,KAAK,WAAW,EAChB,QAAQ,EACR,cAAc,EACd,YAAY,GACb,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,mBAAmB,EACnB,cAAc,EACd,aAAa,GACd,MAAM,sBAAsB,CAAA;AAC7B,OAAO,EAAE,sBAAsB,EAAE,MAAM,6BAA6B,CAAA;AACpE,OAAO,EACL,kBAAkB,EAClB,WAAW,EACX,aAAa,GACd,MAAM,kBAAkB,CAAA;AACzB,OAAO,EAAE,qBAAqB,EAAE,KAAK,aAAa,EAAE,MAAM,qBAAqB,CAAA;AAC/E,OAAO,EAAE,uBAAuB,EAAE,MAAM,qBAAqB,CAAA;AAC7D,OAAO,EACL,KAAK,gBAAgB,EACrB,WAAW,EACX,gBAAgB,GACjB,MAAM,kBAAkB,CAAA;AACzB,OAAO,EAAE,+BAA+B,EAAE,MAAM,2BAA2B,CAAA"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/utils/index.ts"],"names":[],"mappings":"AAIA,OAAO,EACL,cAAc,EACd,WAAW,EACX,gBAAgB,EAChB,gBAAgB,GACjB,MAAM,cAAc,CAAA;AACrB,OAAO,EACL,iBAAiB,EACjB,WAAW,EACX,gBAAgB,GACjB,MAAM,gBAAgB,CAAA;AACvB,OAAO,EACL,oBAAoB,EACpB,mBAAmB,GACpB,MAAM,0BAA0B,CAAA;AACjC,OAAO,EACL,qBAAqB,EACrB,iBAAiB,EACjB,oBAAoB,GACrB,MAAM,eAAe,CAAA;AACtB,YAAY,EAAE,kBAAkB,EAAE,MAAM,iBAAiB,CAAA;AACzD,OAAO,EAAE,aAAa,EAAE,WAAW,EAAE,MAAM,iBAAiB,CAAA;AAC5D,OAAO,EACL,yBAAyB,EACzB,8BAA8B,EAC9B,6BAA6B,EAC7B,kCAAkC,GACnC,MAAM,kBAAkB,CAAA;AACzB,OAAO,EACL,kBAAkB,EAClB,cAAc,EACd,mBAAmB,GACpB,MAAM,kBAAkB,CAAA;AACzB,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,KAAK,WAAW,EAChB,QAAQ,EACR,cAAc,EACd,YAAY,GACb,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,mBAAmB,EACnB,cAAc,EACd,aAAa,GACd,MAAM,sBAAsB,CAAA;AAC7B,OAAO,EAAE,sBAAsB,EAAE,MAAM,6BAA6B,CAAA;AACpE,OAAO,EACL,kBAAkB,EAClB,WAAW,EACX,aAAa,GACd,MAAM,kBAAkB,CAAA;AACzB,OAAO,EAAE,qBAAqB,EAAE,KAAK,aAAa,EAAE,MAAM,qBAAqB,CAAA;AAC/E,OAAO,EAAE,uBAAuB,EAAE,MAAM,qBAAqB,CAAA;AAC7D,OAAO,EACL,KAAK,gBAAgB,EACrB,WAAW,EACX,gBAAgB,GACjB,MAAM,kBAAkB,CAAA;AACzB,OAAO,EAAE,+BAA+B,EAAE,MAAM,2BAA2B,CAAA"}

package/dist/esm/utils/index.js

@@ -6,7 +6,7 @@ export { applyLogoOverride, spotLogoURI, UNIT_TOKEN_NAMES, } from './assetLogo.j
 export { decodeCompressedJson, decodeFastAssetCtxs, } from './decodeFastAssetCtxs.js';
 export { fetchUserTransactions, getClientOrderIds, matchOrderActionHash, } from './explorer.js';
 export { hlInfoOptions, infoRequest } from './infoClient.js';
-export { calculateLiquidationPrice, calculateMaintenanceMarginRate, } from './liquidation.js';
+export { calculateLiquidationPrice, calculateMaintenanceMarginRate, safeCalculateLiquidationPrice, safeCalculateMaintenanceMarginRate, } from './liquidation.js';
 export { mapFundingActivity, mapLedgerEntry, mapLiquidationFills, } from './mapActivity.js';
 export { classifyFillFromPosition, mapFill } from './mapFill.js';
 export { mapMarket } from './mapMarket.js';

package/dist/esm/utils/index.js.map

@@ -1 +1 @@
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package/dist/esm/utils/liquidation.d.ts

@@ -11,38 +11,37 @@
  * - side = 1 (long) or -1 (short)
  * - margin_available = isolated_margin - maintenance_margin_required
  */
+import { type DecimalString } from '@lifi/perps-types';
 /**
- * Calculate the maintenance margin fraction for a Hyperliquid asset.
- *
- * Maintenance margin is half of the initial margin at max leverage.
+ * Maintenance margin fraction for a Hyperliquid asset: half of the initial
+ * margin at max leverage, `1 / (2 × maxLeverage)`.
  *
  * @param maxLeverage - Maximum leverage for the asset (e.g., 50 for BTC)
- * @returns Maintenance margin fraction (e.g., 0.01 for 50x max leverage),
- *   or undefined if maxLeverage is zero
+ * @returns Maintenance margin fraction (`'0.01'` for 50x max leverage)
+ * @throws {PerpsError} `ValidationError` when `maxLeverage` is not a finite
+ *   number above zero.
  * @public
  */
-export declare function calculateMaintenanceMarginRate(maxLeverage: number): number | undefined;
+export declare function calculateMaintenanceMarginRate(maxLeverage: number): DecimalString;
+/** @public */
+export declare const safeCalculateMaintenanceMarginRate: (maxLeverage: number) => string | undefined;
 /**
- * Calculate liquidation price using the exact Hyperliquid formula.
- *
- * For isolated margin, new position prediction. For existing positions,
- * prefer Position.liquidationPrice from the API.
+ * Liquidation price of a new isolated position with the exact Hyperliquid
+ * formula. For an existing position, prefer `Position.liquidationPrice` from
+ * the API.
  *
  * Formula derivation (isolated margin, single position):
- *   margin_per_unit        = entryPrice / leverage
- *   maintenance_per_unit   = entryPrice * mmr
- *   margin_available       = margin_per_unit - maintenance_per_unit
- *   liq_price              = entryPrice - side * margin_available / (1 - mmr * side)
- *
- * Where mmr = 1 / (2 * maxLeverage).
- *
- * @param entryPrice - Position entry price
- * @param leverage - User-selected leverage (e.g., 10)
- * @param isLong - True if long position, false if short
- * @param maxLeverage - Asset's maximum leverage (e.g., 50 for BTC). Determines
- *   the maintenance margin rate: mmr = 1 / (2 * maxLeverage)
- * @returns Estimated liquidation price, or undefined if inputs are invalid
+ *   margin_available = entryPrice × (1 / leverage - mmr)
+ *   liq_price        = entryPrice - side × margin_available / (1 - mmr × side)
+ *
+ * @param leverage - User-selected leverage (e.g., `'10'`)
+ * @param maxLeverage - Asset's maximum leverage (e.g., 50 for BTC). Sets
+ *   mmr = 1 / (2 × maxLeverage).
+ * @throws {PerpsError} `ValidationError` when `maxLeverage` is not a finite
+ *   number above zero, or on an input that `estimateLiquidationPrice` rejects.
  * @public
  */
-export declare function calculateLiquidationPrice(entryPrice: number, leverage: number, isLong: boolean, maxLeverage: number): number | undefined;
+export declare function calculateLiquidationPrice(entryPrice: string, leverage: string, isLong: boolean, maxLeverage: number): string;
+/** @public */
+export declare const safeCalculateLiquidationPrice: (entryPrice: string, leverage: string, isLong: boolean, maxLeverage: number) => string | undefined;
 //# sourceMappingURL=liquidation.d.ts.map

package/dist/esm/utils/liquidation.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"liquidation.d.ts","sourceRoot":"","sources":["../../../src/utils/liquidation.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;GAYG;AASH,OAAO,EAAE,KAAK,aAAa,EAAkB,MAAM,mBAAmB,CAAA;AAEtE;;;;;;;;;GASG;AACH,wBAAgB,8BAA8B,CAC5C,WAAW,EAAE,MAAM,GAClB,aAAa,CAQf;AAED,cAAc;AACd,eAAO,MAAM,kCAAkC,6CAG9C,CAAA;AAED;;;;;;;;;;;;;;;GAeG;AACH,wBAAgB,yBAAyB,CACvC,UAAU,EAAE,MAAM,EAClB,QAAQ,EAAE,MAAM,EAChB,MAAM,EAAE,OAAO,EACf,WAAW,EAAE,MAAM,GAClB,MAAM,CAOR;AAED,cAAc;AACd,eAAO,MAAM,6BAA6B,oGAGzC,CAAA"}

package/dist/esm/utils/liquidation.js

@@ -11,55 +11,50 @@
  * - side = 1 (long) or -1 (short)
  * - margin_available = isolated_margin - maintenance_margin_required
  */
-import { estimateLiquidationPrice } from '@lifi/perps-sdk';
+import { createSafeFunction, divideDecimalString, estimateLiquidationPrice, numberToDecimalString, PerpsError, } from '@lifi/perps-sdk';
+import { PerpsErrorCode } from '@lifi/perps-types';
 /**
- * Calculate the maintenance margin fraction for a Hyperliquid asset.
- *
- * Maintenance margin is half of the initial margin at max leverage.
+ * Maintenance margin fraction for a Hyperliquid asset: half of the initial
+ * margin at max leverage, `1 / (2 × maxLeverage)`.
  *
  * @param maxLeverage - Maximum leverage for the asset (e.g., 50 for BTC)
- * @returns Maintenance margin fraction (e.g., 0.01 for 50x max leverage),
- *   or undefined if maxLeverage is zero
+ * @returns Maintenance margin fraction (`'0.01'` for 50x max leverage)
+ * @throws {PerpsError} `ValidationError` when `maxLeverage` is not a finite
+ *   number above zero.
  * @public
  */
 export function calculateMaintenanceMarginRate(maxLeverage) {
-    if (maxLeverage === 0) {
-        return undefined;
+    if (!Number.isFinite(maxLeverage) || maxLeverage <= 0) {
+        throw new PerpsError(PerpsErrorCode.ValidationError, `\`maxLeverage\` must be a finite number above zero, got ${maxLeverage}.`);
     }
-    return 1 / (2 * maxLeverage);
+    return divideDecimalString('1', numberToDecimalString(2 * maxLeverage));
 }
+/** @public */
+export const safeCalculateMaintenanceMarginRate = createSafeFunction('calculateMaintenanceMarginRate', calculateMaintenanceMarginRate);
 /**
- * Calculate liquidation price using the exact Hyperliquid formula.
- *
- * For isolated margin, new position prediction. For existing positions,
- * prefer Position.liquidationPrice from the API.
+ * Liquidation price of a new isolated position with the exact Hyperliquid
+ * formula. For an existing position, prefer `Position.liquidationPrice` from
+ * the API.
  *
  * Formula derivation (isolated margin, single position):
- *   margin_per_unit        = entryPrice / leverage
- *   maintenance_per_unit   = entryPrice * mmr
- *   margin_available       = margin_per_unit - maintenance_per_unit
- *   liq_price              = entryPrice - side * margin_available / (1 - mmr * side)
- *
- * Where mmr = 1 / (2 * maxLeverage).
- *
- * @param entryPrice - Position entry price
- * @param leverage - User-selected leverage (e.g., 10)
- * @param isLong - True if long position, false if short
- * @param maxLeverage - Asset's maximum leverage (e.g., 50 for BTC). Determines
- *   the maintenance margin rate: mmr = 1 / (2 * maxLeverage)
- * @returns Estimated liquidation price, or undefined if inputs are invalid
+ *   margin_available = entryPrice × (1 / leverage - mmr)
+ *   liq_price        = entryPrice - side × margin_available / (1 - mmr × side)
+ *
+ * @param leverage - User-selected leverage (e.g., `'10'`)
+ * @param maxLeverage - Asset's maximum leverage (e.g., 50 for BTC). Sets
+ *   mmr = 1 / (2 × maxLeverage).
+ * @throws {PerpsError} `ValidationError` when `maxLeverage` is not a finite
+ *   number above zero, or on an input that `estimateLiquidationPrice` rejects.
  * @public
  */
 export function calculateLiquidationPrice(entryPrice, leverage, isLong, maxLeverage) {
-    const mmr = calculateMaintenanceMarginRate(maxLeverage);
-    if (mmr === undefined) {
-        return undefined;
-    }
     return estimateLiquidationPrice({
         entryPrice,
         leverage,
         isLong,
-        maintenanceMarginRate: mmr,
+        maintenanceMarginRate: calculateMaintenanceMarginRate(maxLeverage),
     });
 }
+/** @public */
+export const safeCalculateLiquidationPrice = createSafeFunction('calculateLiquidationPrice', calculateLiquidationPrice);
 //# sourceMappingURL=liquidation.js.map

package/dist/esm/utils/liquidation.js.map

@@ -1 +1 @@
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+{"version":3,"file":"liquidation.js","sourceRoot":"","sources":["../../../src/utils/liquidation.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;GAYG;AAEH,OAAO,EACL,kBAAkB,EAClB,mBAAmB,EACnB,wBAAwB,EACxB,qBAAqB,EACrB,UAAU,GACX,MAAM,iBAAiB,CAAA;AACxB,OAAO,EAAsB,cAAc,EAAE,MAAM,mBAAmB,CAAA;AAEtE;;;;;;;;;GASG;AACH,MAAM,UAAU,8BAA8B,CAC5C,WAAmB;IAEnB,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,WAAW,CAAC,IAAI,WAAW,IAAI,CAAC,EAAE,CAAC;QACtD,MAAM,IAAI,UAAU,CAClB,cAAc,CAAC,eAAe,EAC9B,2DAA2D,WAAW,GAAG,CAC1E,CAAA;IACH,CAAC;IACD,OAAO,mBAAmB,CAAC,GAAG,EAAE,qBAAqB,CAAC,CAAC,GAAG,WAAW,CAAC,CAAC,CAAA;AACzE,CAAC;AAED,cAAc;AACd,MAAM,CAAC,MAAM,kCAAkC,GAAG,kBAAkB,CAClE,gCAAgC,EAChC,8BAA8B,CAC/B,CAAA;AAED;;;;;;;;;;;;;;;GAeG;AACH,MAAM,UAAU,yBAAyB,CACvC,UAAkB,EAClB,QAAgB,EAChB,MAAe,EACf,WAAmB;IAEnB,OAAO,wBAAwB,CAAC;QAC9B,UAAU;QACV,QAAQ;QACR,MAAM;QACN,qBAAqB,EAAE,8BAA8B,CAAC,WAAW,CAAC;KACnE,CAAC,CAAA;AACJ,CAAC;AAED,cAAc;AACd,MAAM,CAAC,MAAM,6BAA6B,GAAG,kBAAkB,CAC7D,2BAA2B,EAC3B,yBAAyB,CAC1B,CAAA"}

package/dist/esm/utils/mapActivity.d.ts

@@ -26,7 +26,8 @@ export declare const mapFundingActivity: (entry: HlFundingUpdate, providerKey: s
  * parties, so only fills whose `liquidatedUser` is the queried address count.
  * A fill whose hash a ledger liquidation row already carries is the same
  * event and is skipped. The size sign follows the closed position: a sell
- * fill closes a long. Groups whose market does not resolve are dropped.
+ * fill closes a long. Groups whose market or time does not resolve are
+ * dropped; an invalid fill size or price leaves the derived field absent.
  * @public
  */
 export declare const mapLiquidationFills: (fills: HlUserFill[], providerKey: string, queriedAddress: string, resolveMarket: (coin: string) => MarketDisplay | undefined, ledgerHashes: ReadonlySet<string>) => LiquidationActivity[];

package/dist/esm/utils/mapActivity.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"mapActivity.d.ts","sourceRoot":"","sources":["../../../src/utils/mapActivity.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,KAAK,aAAa,EAQnB,MAAM,iBAAiB,CAAA;AACxB,OAAO,KAAK,EACV,YAAY,EAIZ,eAAe,EACf,mBAAmB,EACnB,aAAa,EAGd,MAAM,mBAAmB,CAAA;AAG1B,OAAO,KAAK,EAEV,eAAe,EACf,cAAc,EACd,UAAU,EACX,MAAM,mBAAmB,CAAA;AA4D1B;;;;;GAKG;AACH,eAAO,MAAM,cAAc,GACzB,OAAO,cAAc,EACrB,aAAa,MAAM,EACnB,gBAAgB,MAAM,EACtB,eAAe,aAAa,EAC5B,eAAe,CAAC,IAAI,EAAE,MAAM,KAAK,aAAa,GAAG,SAAS,KACzD,YAAY,GAAG,IA0MjB,CAAA;AAED;;;;;;;;;;GAUG;AACH,eAAO,MAAM,kBAAkB,GAC7B,OAAO,eAAe,EACtB,aAAa,MAAM,EACnB,eAAe,CAAC,IAAI,EAAE,MAAM,KAAK,aAAa,GAAG,SAAS,KACzD,eAAe,GAAG,IAsBpB,CAAA;AAED;;;;;;;;;GASG;AACH,eAAO,MAAM,mBAAmB,GAC9B,OAAO,UAAU,EAAE,EACnB,aAAa,MAAM,EACnB,gBAAgB,MAAM,EACtB,eAAe,CAAC,IAAI,EAAE,MAAM,KAAK,aAAa,GAAG,SAAS,EAC1D,cAAc,WAAW,CAAC,MAAM,CAAC,KAChC,mBAAmB,EA0DrB,CAAA"}

package/dist/esm/utils/mapActivity.js

@@ -1,8 +1,8 @@
-import { ExplorerChainId, explorerTxUrl, PerpsError, } from '@lifi/perps-sdk';
+import { ExplorerChainId, explorerTxUrl, PerpsError, safeAddDecimalString, safeMultiplyDecimalString, safeSubtractDecimalString, warnSkippedVenueRow, } from '@lifi/perps-sdk';
 import { ActivityType, PerpsErrorCode } from '@lifi/perps-types';
-import Big from 'big.js';
 import { zeroHash } from 'viem';
 import { isBorrowLendDelta, isCollateralTransferDelta, isCStakingTransferDelta, isDepositDelta, isLiquidationDelta, isSendAssetDelta, isSpotTransferDelta, isVaultTransferDelta, isWithdrawDelta, } from '../types/index.js';
+import { rowTimestampToIsoStringOrUndefined } from './rowTimestamp.js';
 /**
  * Hyperliquid settles every perp deposit and withdrawal in USDC, and charges
  * the `spotTransfer` fee in USDC too — that delta carries no `feeToken`.
@@ -47,11 +47,14 @@ const resolveLedgerAsset = (symbol, registry) => {
  */
 export const mapLedgerEntry = (entry, providerKey, queriedAddress, assetRegistry, resolveMarket) => {
     const { delta } = entry;
-    const base = {
-        id: entry.hash,
-        provider: providerKey,
-        timestamp: new Date(entry.time).toISOString(),
-    };
+    const timestamp = rowTimestampToIsoStringOrUndefined(entry.time);
+    if (timestamp === undefined) {
+        warnSkippedVenueRow(providerKey, 'ledger', 'time', entry.time, {
+            expected: 'timestamp',
+        });
+        return null;
+    }
+    const base = { id: entry.hash, provider: providerKey, timestamp };
     if (isSpotTransferDelta(delta) ||
         isSendAssetDelta(delta) ||
         isCollateralTransferDelta(delta)) {
@@ -238,7 +241,13 @@ export const mapFundingActivity = (entry, providerKey, resolveMarket) => {
     if (market === undefined) {
         return null;
     }
-    const timestamp = new Date(entry.time).toISOString();
+    const timestamp = rowTimestampToIsoStringOrUndefined(entry.time);
+    if (timestamp === undefined) {
+        warnSkippedVenueRow(providerKey, 'funding', 'time', entry.time, {
+            expected: 'timestamp',
+        });
+        return null;
+    }
     return {
         id: `funding:${entry.delta.coin}:${timestamp}`,
         provider: providerKey,
@@ -256,7 +265,8 @@ export const mapFundingActivity = (entry, providerKey, resolveMarket) => {
  * parties, so only fills whose `liquidatedUser` is the queried address count.
  * A fill whose hash a ledger liquidation row already carries is the same
  * event and is skipped. The size sign follows the closed position: a sell
- * fill closes a long. Groups whose market does not resolve are dropped.
+ * fill closes a long. Groups whose market or time does not resolve are
+ * dropped; an invalid fill size or price leaves the derived field absent.
  * @public
  */
 export const mapLiquidationFills = (fills, providerKey, queriedAddress, resolveMarket, ledgerHashes) => {
@@ -277,26 +287,35 @@ export const mapLiquidationFills = (fills, providerKey, queriedAddress, resolveM
         if (market === undefined) {
             return [];
         }
-        let size = new Big(0);
-        let notional = new Big(0);
-        let time = first.time;
-        for (const fill of group) {
-            size = size.plus(fill.sz);
-            notional = notional.plus(new Big(fill.px).times(fill.sz));
-            time = Math.max(time, fill.time);
+        const size = group.reduce((sum, fill) => sum === undefined ? undefined : safeAddDecimalString(sum, fill.sz), '0');
+        const notional = group.reduce((sum, fill) => {
+            const fillNotional = safeMultiplyDecimalString(fill.px, fill.sz);
+            return sum === undefined || fillNotional === undefined
+                ? undefined
+                : safeAddDecimalString(sum, fillNotional);
+        }, '0');
+        const time = Math.max(...group.map((fill) => fill.time));
+        const timestamp = rowTimestampToIsoStringOrUndefined(time);
+        if (timestamp === undefined) {
+            warnSkippedVenueRow(providerKey, 'liquidation', 'time', time, {
+                expected: 'timestamp',
+            });
+            return [];
         }
+        const closedSize = size === undefined || first.side === 'A'
+            ? size
+            : safeSubtractDecimalString('0', size);
         return [
             {
                 id: `liquidation:${oid}`,
                 provider: providerKey,
-                timestamp: new Date(time).toISOString(),
+                timestamp,
                 type: ActivityType.LIQUIDATION,
-                liquidatedNotionalPosition: notional.toFixed(),
+                ...(notional === undefined
+                    ? {}
+                    : { liquidatedNotionalPosition: notional }),
                 liquidatedPositions: [
-                    {
-                        market,
-                        size: (first.side === 'A' ? size : size.neg()).toFixed(),
-                    },
+                    { market, ...(closedSize === undefined ? {} : { size: closedSize }) },
                 ],
             },
         ];