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

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

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

@@ -5,8 +5,9 @@ import type { HlUserFill } from '../types/index.js';
 export { classifyFillFromPosition };
 /**
  * Spot-ness comes from the resolved market's category, not the coin string —
- * HL's canonical spot pair 0 is addressed as `PURR/USDC`, not `@0`.
+ * HL's canonical spot pair 0 is addressed as `PURR/USDC`, not `@0`. A fill with
+ * an invalid time gives `undefined`.
  * @public
  */
-export declare const mapFill: (fill: HlUserFill, market: MarketDisplay) => Fill;
+export declare const mapFill: (fill: HlUserFill, market: MarketDisplay) => Fill | undefined;
 //# sourceMappingURL=mapFill.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"mapFill.d.ts","sourceRoot":"","sources":["../../../src/utils/mapFill.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,wBAAwB,EAGzB,MAAM,iBAAiB,CAAA;AACxB,OAAO,KAAK,EAAE,IAAI,EAAE,aAAa,EAAE,MAAM,mBAAmB,CAAA;AAQ5D,OAAO,KAAK,EAAE,UAAU,EAAE,MAAM,mBAAmB,CAAA;AAEnD,0FAA0F;AAC1F,OAAO,EAAE,wBAAwB,EAAE,CAAA;AAEnC;;;;GAIG;AACH,eAAO,MAAM,OAAO,GAAI,MAAM,UAAU,EAAE,QAAQ,aAAa,KAAG,IAwCjE,CAAA"}
+{"version":3,"file":"mapFill.d.ts","sourceRoot":"","sources":["../../../src/utils/mapFill.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,wBAAwB,EAIzB,MAAM,iBAAiB,CAAA;AACxB,OAAO,KAAK,EAAE,IAAI,EAAE,aAAa,EAAE,MAAM,mBAAmB,CAAA;AAQ5D,OAAO,KAAK,EAAE,UAAU,EAAE,MAAM,mBAAmB,CAAA;AAGnD,0FAA0F;AAC1F,OAAO,EAAE,wBAAwB,EAAE,CAAA;AAEnC;;;;;GAKG;AACH,eAAO,MAAM,OAAO,GAClB,MAAM,UAAU,EAChB,QAAQ,aAAa,KACpB,IAAI,GAAG,SAkDT,CAAA"}

package/dist/esm/utils/mapFill.js

@@ -1,16 +1,28 @@
-import { classifyFillFromPosition, ExplorerChainId, explorerTxUrl, } from '@lifi/perps-sdk';
+import { classifyFillFromPosition, ExplorerChainId, explorerTxUrl, warnSkippedVenueRow, } from '@lifi/perps-sdk';
 import { FillClassification, LiquidityRole, OrderSide, OrderType, } from '@lifi/perps-types';
-import { SPOT_MARKET_ID } from '../constants.js';
+import { PROVIDER_KEY, SPOT_MARKET_ID } from '../constants.js';
+import { rowTimestampToIsoStringOrUndefined } from './rowTimestamp.js';
 /** Re-export the shared fill-position classifier used by Hyperliquid mappings. @public */
 export { classifyFillFromPosition };
 /**
  * Spot-ness comes from the resolved market's category, not the coin string —
- * HL's canonical spot pair 0 is addressed as `PURR/USDC`, not `@0`.
+ * HL's canonical spot pair 0 is addressed as `PURR/USDC`, not `@0`. A fill with
+ * an invalid time gives `undefined`.
  * @public
  */
 export const mapFill = (fill, market) => {
+    const size = fill.sz;
+    const createdAt = rowTimestampToIsoStringOrUndefined(fill.time);
+    if (createdAt === undefined) {
+        warnSkippedVenueRow(PROVIDER_KEY, 'fill', 'time', fill.time, {
+            marketId: market.id,
+            expected: 'timestamp',
+        });
+        return undefined;
+    }
     // HL charges the builder portion in the same token as the total fee.
     const feeAsset = fill.feeToken ?? market.quoteAsset.displaySymbol;
+    const side = fill.side === 'B' ? OrderSide.BUY : OrderSide.SELL;
     return {
         ...(market.categoryId === SPOT_MARKET_ID
             ? { realizedPnl: fill.closedPnl }
@@ -19,16 +31,16 @@ export const mapFill = (fill, market) => {
         orderId: String(fill.oid),
         clientOrderId: fill.cloid,
         market,
-        side: fill.side === 'B' ? OrderSide.BUY : OrderSide.SELL,
+        side,
         // HL fills don't carry the originating order type. A maker fill (crossed:
         // false) can only come from a resting order, so it's necessarily a limit;
         // a taker fill (crossed: true) may be a market OR an aggressive limit order,
         // which the payload can't distinguish, so the type is left undefined.
         type: fill.crossed ? undefined : OrderType.LIMIT,
-        size: fill.sz,
+        size,
         price: fill.px,
         liquidity: fill.crossed ? LiquidityRole.TAKER : LiquidityRole.MAKER,
-        filledSize: fill.sz,
+        filledSize: size,
         fee: {
             amount: fill.fee,
             asset: feeAsset,
@@ -39,11 +51,11 @@ export const mapFill = (fill, market) => {
         startPosition: fill.startPosition,
         explorerLink: explorerTxUrl(ExplorerChainId.HYPERLIQUID, fill.hash),
         classification: market.categoryId === SPOT_MARKET_ID
-            ? fill.side === 'B'
+            ? side === OrderSide.BUY
                 ? FillClassification.SPOT_BUY
                 : FillClassification.SPOT_SELL
-            : classifyFillFromPosition(fill.startPosition, fill.side, fill.sz),
-        createdAt: new Date(fill.time).toISOString(),
+            : classifyFillFromPosition(fill.startPosition, side, size),
+        createdAt,
     };
 };
 //# sourceMappingURL=mapFill.js.map

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

@@ -1 +1 @@
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+{"version":3,"file":"mapFill.js","sourceRoot":"","sources":["../../../src/utils/mapFill.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,wBAAwB,EACxB,eAAe,EACf,aAAa,EACb,mBAAmB,GACpB,MAAM,iBAAiB,CAAA;AAExB,OAAO,EACL,kBAAkB,EAClB,aAAa,EACb,SAAS,EACT,SAAS,GACV,MAAM,mBAAmB,CAAA;AAC1B,OAAO,EAAE,YAAY,EAAE,cAAc,EAAE,MAAM,iBAAiB,CAAA;AAE9D,OAAO,EAAE,kCAAkC,EAAE,MAAM,mBAAmB,CAAA;AAEtE,0FAA0F;AAC1F,OAAO,EAAE,wBAAwB,EAAE,CAAA;AAEnC;;;;;GAKG;AACH,MAAM,CAAC,MAAM,OAAO,GAAG,CACrB,IAAgB,EAChB,MAAqB,EACH,EAAE;IACpB,MAAM,IAAI,GAAG,IAAI,CAAC,EAAE,CAAA;IACpB,MAAM,SAAS,GAAG,kCAAkC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAA;IAC/D,IAAI,SAAS,KAAK,SAAS,EAAE,CAAC;QAC5B,mBAAmB,CAAC,YAAY,EAAE,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,IAAI,EAAE;YAC3D,QAAQ,EAAE,MAAM,CAAC,EAAE;YACnB,QAAQ,EAAE,WAAW;SACtB,CAAC,CAAA;QACF,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,qEAAqE;IACrE,MAAM,QAAQ,GAAG,IAAI,CAAC,QAAQ,IAAI,MAAM,CAAC,UAAU,CAAC,aAAa,CAAA;IACjE,MAAM,IAAI,GAAG,IAAI,CAAC,IAAI,KAAK,GAAG,CAAC,CAAC,CAAC,SAAS,CAAC,GAAG,CAAC,CAAC,CAAC,SAAS,CAAC,IAAI,CAAA;IAE/D,OAAO;QACL,GAAG,CAAC,MAAM,CAAC,UAAU,KAAK,cAAc;YACtC,CAAC,CAAC,EAAE,WAAW,EAAE,IAAI,CAAC,SAAS,EAAE;YACjC,CAAC,CAAC,EAAE,WAAW,EAAE,IAAI,CAAC,SAAS,KAAK,GAAG,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,EAAE,CAAC;QACpE,EAAE,EAAE,MAAM,CAAC,IAAI,CAAC,GAAG,CAAC;QACpB,OAAO,EAAE,MAAM,CAAC,IAAI,CAAC,GAAG,CAAC;QACzB,aAAa,EAAE,IAAI,CAAC,KAAK;QACzB,MAAM;QACN,IAAI;QACJ,0EAA0E;QAC1E,0EAA0E;QAC1E,6EAA6E;QAC7E,sEAAsE;QACtE,IAAI,EAAE,IAAI,CAAC,OAAO,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,SAAS,CAAC,KAAK;QAChD,IAAI;QACJ,KAAK,EAAE,IAAI,CAAC,EAAE;QACd,SAAS,EAAE,IAAI,CAAC,OAAO,CAAC,CAAC,CAAC,aAAa,CAAC,KAAK,CAAC,CAAC,CAAC,aAAa,CAAC,KAAK;QACnE,UAAU,EAAE,IAAI;QAChB,GAAG,EAAE;YACH,MAAM,EAAE,IAAI,CAAC,GAAG;YAChB,KAAK,EAAE,QAAQ;SAChB;QACD,UAAU,EACR,IAAI,CAAC,UAAU,KAAK,SAAS;YAC3B,CAAC,CAAC,SAAS;YACX,CAAC,CAAC,EAAE,MAAM,EAAE,IAAI,CAAC,UAAU,EAAE,KAAK,EAAE,QAAQ,EAAE;QAClD,aAAa,EAAE,IAAI,CAAC,aAAa;QACjC,YAAY,EAAE,aAAa,CAAC,eAAe,CAAC,WAAW,EAAE,IAAI,CAAC,IAAI,CAAC;QACnE,cAAc,EACZ,MAAM,CAAC,UAAU,KAAK,cAAc;YAClC,CAAC,CAAC,IAAI,KAAK,SAAS,CAAC,GAAG;gBACtB,CAAC,CAAC,kBAAkB,CAAC,QAAQ;gBAC7B,CAAC,CAAC,kBAAkB,CAAC,SAAS;YAChC,CAAC,CAAC,wBAAwB,CAAC,IAAI,CAAC,aAAa,EAAE,IAAI,EAAE,IAAI,CAAC;QAC9D,SAAS;KACV,CAAA;AACH,CAAC,CAAA"}

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

@@ -2,8 +2,8 @@ import type { PerpsMarket } from '@lifi/perps-types';
 import type { HlMaxMarketOrderNtls, HlUniverseItem } from '../types/index.js';
 /**
  * Map Hyperliquid universe metadata and optional `maxMarketOrderNtls` tiers to
- * a {@link PerpsMarket}. Missing tiers leave both order caps unset. Live stats
- * stay on {@link MarketContext}; callers supply the provider category id
+ * a {@link PerpsMarket}. Missing tiers or an invalid cap leave both order caps
+ * unset. Live stats stay on {@link MarketContext}; callers supply the provider category id
  * because the coin string does not contain it.
  * @public
  */

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

@@ -1 +1 @@
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+{"version":3,"file":"mapMarket.d.ts","sourceRoot":"","sources":["../../../src/utils/mapMarket.ts"],"names":[],"mappings":"AACA,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,mBAAmB,CAAA;AAGpD,OAAO,KAAK,EAAE,oBAAoB,EAAE,cAAc,EAAE,MAAM,mBAAmB,CAAA;AAqC7E;;;;;;GAMG;AACH,eAAO,MAAM,SAAS,GACpB,UAAU,cAAc,EACxB,YAAY,MAAM,EAClB,qBAAqB,oBAAoB,KACxC,WAyBD,CAAA"}

package/dist/esm/utils/mapMarket.js

@@ -1,13 +1,13 @@
+import { safeMultiplyDecimalString } from '@lifi/perps-sdk';
 import { PositionMarginAdjustment } from '@lifi/perps-types';
-import Big from 'big.js';
 import { PROVIDER_KEY } from '../constants.js';
-import { calculateMaintenanceMarginRate } from './liquidation.js';
+import { safeCalculateMaintenanceMarginRate } from './liquidation.js';
 import { coinAsset } from './marketDisplay.js';
 import { getMaxPriceDecimals } from './orderFormatting.js';
 /** Hyperliquid quotes every perp market in USDC. */
 const QUOTE_SYMBOL = 'USDC';
 /** Hyperliquid documents the limit-order notional cap as 10x the market-order cap. */
-const LIMIT_ORDER_VALUE_MULTIPLIER = 10;
+const LIMIT_ORDER_VALUE_MULTIPLIER = '10';
 const mapMarketOrderLimits = (maxLeverage, tiers) => {
     const selected = tiers
         ?.slice()
@@ -16,18 +16,17 @@ const mapMarketOrderLimits = (maxLeverage, tiers) => {
     if (selected === undefined) {
         return {};
     }
-    const maxMarketOrderUsd = new Big(selected[1]);
-    return {
-        maxMarketOrderUsd: maxMarketOrderUsd.toFixed(),
-        maxLimitOrderUsd: maxMarketOrderUsd
-            .times(LIMIT_ORDER_VALUE_MULTIPLIER)
-            .toFixed(),
-    };
+    const [, maxMarketOrderUsd] = selected;
+    const maxLimitOrderUsd = safeMultiplyDecimalString(maxMarketOrderUsd, LIMIT_ORDER_VALUE_MULTIPLIER);
+    if (maxLimitOrderUsd === undefined) {
+        return {};
+    }
+    return { maxMarketOrderUsd, maxLimitOrderUsd };
 };
 /**
  * Map Hyperliquid universe metadata and optional `maxMarketOrderNtls` tiers to
- * a {@link PerpsMarket}. Missing tiers leave both order caps unset. Live stats
- * stay on {@link MarketContext}; callers supply the provider category id
+ * a {@link PerpsMarket}. Missing tiers or an invalid cap leave both order caps
+ * unset. Live stats stay on {@link MarketContext}; callers supply the provider category id
  * because the coin string does not contain it.
  * @public
  */
@@ -51,6 +50,6 @@ export const mapMarket = (universe, categoryId, maxMarketOrderNtls) => ({
         (universe.marginMode === undefined && universe.onlyIsolated !== true)
         ? PositionMarginAdjustment.ADD_AND_REMOVE
         : PositionMarginAdjustment.ADD_ONLY,
-    maintenanceMarginRate: calculateMaintenanceMarginRate(universe.maxLeverage),
+    maintenanceMarginRate: safeCalculateMaintenanceMarginRate(universe.maxLeverage),
 });
 //# sourceMappingURL=mapMarket.js.map

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

@@ -1 +1 @@
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+{"version":3,"file":"mapMarket.js","sourceRoot":"","sources":["../../../src/utils/mapMarket.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,yBAAyB,EAAE,MAAM,iBAAiB,CAAA;AAE3D,OAAO,EAAE,wBAAwB,EAAE,MAAM,mBAAmB,CAAA;AAC5D,OAAO,EAAE,YAAY,EAAE,MAAM,iBAAiB,CAAA;AAE9C,OAAO,EAAE,kCAAkC,EAAE,MAAM,kBAAkB,CAAA;AACrE,OAAO,EAAE,SAAS,EAAE,MAAM,oBAAoB,CAAA;AAC9C,OAAO,EAAE,mBAAmB,EAAE,MAAM,sBAAsB,CAAA;AAE1D,oDAAoD;AACpD,MAAM,YAAY,GAAG,MAAM,CAAA;AAC3B,sFAAsF;AACtF,MAAM,4BAA4B,GAAG,IAAI,CAAA;AAOzC,MAAM,oBAAoB,GAAG,CAC3B,WAAmB,EACnB,KAA4B,EACT,EAAE;IACrB,MAAM,QAAQ,GAAG,KAAK;QACpB,EAAE,KAAK,EAAE;SACR,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC;SACzB,IAAI,CAAC,CAAC,CAAC,cAAc,CAAC,EAAE,EAAE,CAAC,cAAc,IAAI,WAAW,CAAC,CAAA;IAC5D,IAAI,QAAQ,KAAK,SAAS,EAAE,CAAC;QAC3B,OAAO,EAAE,CAAA;IACX,CAAC;IACD,MAAM,CAAC,EAAE,iBAAiB,CAAC,GAAG,QAAQ,CAAA;IACtC,MAAM,gBAAgB,GAAG,yBAAyB,CAChD,iBAAiB,EACjB,4BAA4B,CAC7B,CAAA;IACD,IAAI,gBAAgB,KAAK,SAAS,EAAE,CAAC;QACnC,OAAO,EAAE,CAAA;IACX,CAAC;IACD,OAAO,EAAE,iBAAiB,EAAE,gBAAgB,EAAE,CAAA;AAChD,CAAC,CAAA;AAED;;;;;;GAMG;AACH,MAAM,CAAC,MAAM,SAAS,GAAG,CACvB,QAAwB,EACxB,UAAkB,EAClB,kBAAyC,EAC5B,EAAE,CAAC,CAAC;IACjB,UAAU,EAAE,YAAY;IACxB,EAAE,EAAE,QAAQ,CAAC,IAAI;IACjB,GAAG,CAAC,QAAQ,CAAC,UAAU,KAAK,SAAS;QACnC,CAAC,CAAC,EAAE;QACJ,CAAC,CAAC,EAAE,UAAU,EAAE,QAAQ,CAAC,UAAU,EAAE,CAAC;IACxC,UAAU;IACV,SAAS,EAAE,SAAS,CAAC,QAAQ,CAAC,IAAI,CAAC;IACnC,UAAU,EAAE,SAAS,CAAC,YAAY,CAAC;IACnC,UAAU,EAAE,QAAQ,CAAC,UAAU;IAC/B,aAAa,EAAE,mBAAmB,CAAC,QAAQ,CAAC,UAAU,CAAC;IACvD,WAAW,EAAE,QAAQ,CAAC,WAAW;IACjC,GAAG,oBAAoB,CAAC,QAAQ,CAAC,WAAW,EAAE,kBAAkB,CAAC;IACjE,YAAY,EACV,QAAQ,CAAC,UAAU,KAAK,SAAS,IAAI,QAAQ,CAAC,YAAY,KAAK,IAAI;IACrE,oEAAoE;IACpE,oEAAoE;IACpE,wBAAwB,EACtB,QAAQ,CAAC,UAAU,KAAK,SAAS;QACjC,CAAC,QAAQ,CAAC,UAAU,KAAK,SAAS,IAAI,QAAQ,CAAC,YAAY,KAAK,IAAI,CAAC;QACnE,CAAC,CAAC,wBAAwB,CAAC,cAAc;QACzC,CAAC,CAAC,wBAAwB,CAAC,QAAQ;IACvC,qBAAqB,EAAE,kCAAkC,CACvD,QAAQ,CAAC,WAAW,CACrB;CACF,CAAC,CAAA"}

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

@@ -1 +1 @@
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+{"version":3,"file":"mapMarketContext.d.ts","sourceRoot":"","sources":["../../../src/utils/mapMarketContext.ts"],"names":[],"mappings":"AAIA,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,mBAAmB,CAAA;AACtD,OAAO,KAAK,EAAE,gBAAgB,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAkB3E;;;;;;;;GAQG;AACH,eAAO,MAAM,gBAAgB,GAC3B,UAAU,MAAM,EAChB,KAAK,gBAAgB,EACrB,OAAO,gBAAgB,KACtB,aAmBF,CAAA"}

package/dist/esm/utils/mapMarketContext.js

@@ -1,20 +1,14 @@
-import Big from 'big.js';
+import { safeIsDecimalStringGreaterThan, safeMultiplyDecimalString, } from '@lifi/perps-sdk';
 const NEXT_FUNDING_INTERVAL_MS = 60 * 60 * 1000; // 1 hour
 /**
  * Convert venue base-unit open interest to a quote-asset notional. A mark that
  * is not a positive number leaves the notional unknown rather than zero.
  */
 const toOpenInterestNotional = (openInterest, markPrice) => {
-    try {
-        const mark = new Big(markPrice);
-        if (mark.lte(0)) {
-            return undefined;
-        }
-        return new Big(openInterest).times(mark).toFixed();
-    }
-    catch {
+    if (safeIsDecimalStringGreaterThan(markPrice, '0') !== true) {
         return undefined;
     }
+    return safeMultiplyDecimalString(openInterest, markPrice);
 };
 /**
  * Map a Hyperliquid perp asset context from the `allDexsAssetCtxs` feed to a

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

@@ -1 +1 @@
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+{"version":3,"file":"mapMarketContext.js","sourceRoot":"","sources":["../../../src/utils/mapMarketContext.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,8BAA8B,EAC9B,yBAAyB,GAC1B,MAAM,iBAAiB,CAAA;AAIxB,MAAM,wBAAwB,GAAG,EAAE,GAAG,EAAE,GAAG,IAAI,CAAA,CAAC,SAAS;AAEzD;;;GAGG;AACH,MAAM,sBAAsB,GAAG,CAC7B,YAAoB,EACpB,SAAiB,EACG,EAAE;IACtB,IAAI,8BAA8B,CAAC,SAAS,EAAE,GAAG,CAAC,KAAK,IAAI,EAAE,CAAC;QAC5D,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,OAAO,yBAAyB,CAAC,YAAY,EAAE,SAAS,CAAC,CAAA;AAC3D,CAAC,CAAA;AAED;;;;;;;;GAQG;AACH,MAAM,CAAC,MAAM,gBAAgB,GAAG,CAC9B,QAAgB,EAChB,GAAqB,EACrB,IAAuB,EACR,EAAE;IACjB,MAAM,GAAG,GAAG,IAAI,CAAC,GAAG,EAAE,CAAA;IACtB,MAAM,eAAe,GACnB,IAAI,CAAC,IAAI,CAAC,GAAG,GAAG,wBAAwB,CAAC,GAAG,wBAAwB,CAAA;IACtE,MAAM,SAAS,GAAG,IAAI,EAAE,MAAM,IAAI,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC,GAAG,CAAC,MAAM,CAAA;IAEjE,OAAO;QACL,QAAQ;QACR,QAAQ,EAAE,IAAI,EAAE,KAAK,IAAI,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,KAAK,IAAI,GAAG,CAAC,MAAM,CAAC;QACtE,SAAS;QACT,WAAW,EAAE,GAAG,CAAC,QAAQ;QACzB,YAAY,EAAE,GAAG,CAAC,SAAS;QAC3B,SAAS,EAAE,GAAG,CAAC,SAAS;QACxB,YAAY,EAAE,sBAAsB,CAAC,GAAG,CAAC,YAAY,EAAE,SAAS,CAAC;QACjE,OAAO,EAAE;YACP,IAAI,EAAE,GAAG,CAAC,OAAO;YACjB,eAAe;SAChB;KACF,CAAA;AACH,CAAC,CAAA"}

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

@@ -1,3 +1,4 @@
+import { type MarketRegistry } from '@lifi/perps-sdk';
 import type { MarketDisplay, Order } from '@lifi/perps-types';
 import { OrderStatus, OrderType } from '@lifi/perps-types';
 import type { HlFrontendOpenOrder, HlOrderDetail, HlTwapHistoryEntry } from '../types/index.js';
@@ -7,6 +8,15 @@ export type HlOrderLike = HlFrontendOpenOrder | HlOrderDetail['order'];
 export declare const mapOrderType: (orderType: string) => Exclude<OrderType, OrderType.TWAP>;
 /** Translate venue lifecycle statuses; unknown statuses are errors. */
 export declare const mapOrderStatus: (status: string) => OrderStatus;
-/** Normalize regular, trigger, and TWAP rows through one lifecycle model. */
-export declare const mapOrder: (raw: HlOrderLike | HlOrderDetail | HlTwapHistoryEntry, market: MarketDisplay, parentOrderId?: string) => Order;
+/**
+ * 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; each distinct mapper message warns once.
+ */
+export declare const mapOrderRow: (coin: string, registry: MarketRegistry | undefined, map: (market: MarketDisplay) => Order | undefined) => Order | undefined;
+/**
+ * Normalize regular, trigger, and TWAP rows through one lifecycle model. A row
+ * whose filled or remaining size or timestamp cannot be derived gives `undefined`.
+ */
+export declare const mapOrder: (raw: HlOrderLike | HlOrderDetail | HlTwapHistoryEntry, market: MarketDisplay, parentOrderId?: string) => Order | undefined;
 //# sourceMappingURL=mapOrder.d.ts.map

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

@@ -1 +1 @@
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+{"version":3,"file":"mapOrder.d.ts","sourceRoot":"","sources":["../../../src/utils/mapOrder.ts"],"names":[],"mappings":"AAAA,OAAO,EAIL,KAAK,cAAc,EAQpB,MAAM,iBAAiB,CAAA;AACxB,OAAO,KAAK,EACV,aAAa,EACb,KAAK,EAGN,MAAM,mBAAmB,CAAA;AAC1B,OAAO,EAEL,WAAW,EACX,SAAS,EAGV,MAAM,mBAAmB,CAAA;AAE1B,OAAO,KAAK,EACV,mBAAmB,EACnB,aAAa,EACb,kBAAkB,EACnB,MAAM,mBAAmB,CAAA;AAI1B,4EAA4E;AAC5E,MAAM,MAAM,WAAW,GAAG,mBAAmB,GAAG,aAAa,CAAC,OAAO,CAAC,CAAA;AAEtE,gFAAgF;AAChF,eAAO,MAAM,YAAY,GACvB,WAAW,MAAM,KAChB,OAAO,CAAC,SAAS,EAAE,SAAS,CAAC,IAAI,CAiBnC,CAAA;AAED,uEAAuE;AACvE,eAAO,MAAM,cAAc,GAAI,QAAQ,MAAM,KAAG,WAuC/C,CAAA;AAaD;;;;GAIG;AACH,eAAO,MAAM,WAAW,GACtB,MAAM,MAAM,EACZ,UAAU,cAAc,GAAG,SAAS,EACpC,KAAK,CAAC,MAAM,EAAE,aAAa,KAAK,KAAK,GAAG,SAAS,KAChD,KAAK,GAAG,SAkBV,CAAA;AAQD;;;GAGG;AACH,eAAO,MAAM,QAAQ,GACnB,KAAK,WAAW,GAAG,aAAa,GAAG,kBAAkB,EACrD,QAAQ,aAAa,EACrB,gBAAgB,MAAM,KACrB,KAAK,GAAG,SAgKV,CAAA"}

package/dist/esm/utils/mapOrder.js

@@ -1,7 +1,8 @@
-import { PerpsError, triggerConditionFor } from '@lifi/perps-sdk';
+import { createWarnOnce, isDecimalString, isDecimalStringGreaterThan, PerpsError, safeDivideDecimalString, safeIsDecimalStringGreaterThan, safeIsDecimalStringZero, safeSubtractDecimalString, triggerConditionFor, warnSkippedVenueRow, } from '@lifi/perps-sdk';
 import { OrderSide, OrderStatus, OrderType, PerpsErrorCode, TimeInForce, } from '@lifi/perps-types';
-import Big from 'big.js';
 import { PROVIDER_KEY } from '../constants.js';
+import { assetIsOutcome } from './assetId.js';
+import { rowTimestampToIsoStringOrUndefined } from './rowTimestamp.js';
 /** Translate documented venue execution types without reading trigger prose. */
 export const mapOrderType = (orderType) => {
     switch (orderType) {
@@ -62,23 +63,70 @@ export const mapOrderStatus = (status) => {
             throw venueError(`Unknown Hyperliquid order status: ${status}`);
     }
 };
+const skipOrder = (marketId, field, value) => {
+    warnSkippedVenueRow(PROVIDER_KEY, 'order', field, value, { marketId });
+    return undefined;
+};
+const warnDroppedRowOnce = createWarnOnce();
+/**
+ * Map one venue row, or drop it. An outcome market identity, a coin the backend
+ * market list does not hold, and a row the mapper rejects each drop only their
+ * own row; each distinct mapper message warns once.
+ */
+export const mapOrderRow = (coin, registry, map) => {
+    if (assetIsOutcome(coin)) {
+        return undefined;
+    }
+    const market = registry?.get(coin);
+    if (market === undefined) {
+        return undefined;
+    }
+    try {
+        return map(market);
+    }
+    catch (error) {
+        if (!(error instanceof PerpsError)) {
+            throw error;
+        }
+        const message = `[${PROVIDER_KEY}] dropped order row: ${error.message}`;
+        warnDroppedRowOnce(message, message);
+        return undefined;
+    }
+};
 function venueError(message) {
     const error = new PerpsError(PerpsErrorCode.ThirdPartyError, message);
     error.tool = PROVIDER_KEY;
     return error;
 }
-/** Normalize regular, trigger, and TWAP rows through one lifecycle model. */
+/**
+ * Normalize regular, trigger, and TWAP rows through one lifecycle model. A row
+ * whose filled or remaining size or timestamp cannot be derived gives `undefined`.
+ */
 export const mapOrder = (raw, market, parentOrderId) => {
     if ('state' in raw) {
         if (raw.twapId === undefined) {
             throw venueError('Hyperliquid returned a TWAP without a twapId.');
         }
         const { state } = raw;
-        const filled = new Big(state.executedSz);
+        const remainingSize = safeSubtractDecimalString(state.sz, state.executedSz);
+        if (remainingSize === undefined) {
+            return skipOrder(market.id, 'executedSz', state.executedSz);
+        }
+        const createdAt = rowTimestampToIsoStringOrUndefined(state.timestamp);
+        if (createdAt === undefined) {
+            return skipOrder(market.id, 'timestamp', state.timestamp);
+        }
+        const updatedAt = rowTimestampToIsoStringOrUndefined(raw.time * 1000);
+        if (updatedAt === undefined) {
+            return skipOrder(market.id, 'time', raw.time);
+        }
         let status;
         switch (raw.status.status) {
             case 'activated':
-                status = filled.gt(0) ? OrderStatus.PARTIALLY_FILLED : OrderStatus.OPEN;
+                status =
+                    safeIsDecimalStringGreaterThan(state.executedSz, '0') === true
+                        ? OrderStatus.PARTIALLY_FILLED
+                        : OrderStatus.OPEN;
                 break;
             case 'waitingForTrigger':
                 status = OrderStatus.OPEN;
@@ -96,36 +144,52 @@ export const mapOrder = (raw, market, parentOrderId) => {
             default:
                 throw venueError(`Unknown Hyperliquid TWAP status: ${raw.status.status}`);
         }
+        const averagePrice = safeIsDecimalStringZero(state.executedSz) === false
+            ? safeDivideDecimalString(state.executedNtl, state.executedSz)
+            : undefined;
         return {
             orderId: String(raw.twapId),
             market,
             type: OrderType.TWAP,
             side: state.side === 'B' ? OrderSide.BUY : OrderSide.SELL,
             originalSize: state.sz,
-            remainingSize: new Big(state.sz).minus(filled).toFixed(),
+            remainingSize,
             filledSize: state.executedSz,
-            ...(filled.eq(0)
-                ? {}
-                : { averagePrice: new Big(state.executedNtl).div(filled).toFixed() }),
+            ...(averagePrice === undefined ? {} : { averagePrice }),
             reduceOnly: state.reduceOnly,
             status,
             ...(status === OrderStatus.CANCELLED || status === OrderStatus.REJECTED
                 ? { statusReason: raw.status.description ?? raw.status.status }
                 : {}),
-            createdAt: new Date(state.timestamp).toISOString(),
-            updatedAt: new Date(raw.time * 1000).toISOString(),
-            startedAt: new Date(state.timestamp).toISOString(),
+            createdAt,
+            updatedAt,
+            startedAt: createdAt,
             durationSeconds: state.minutes * 60,
         };
     }
     const o = 'order' in raw ? raw.order : raw;
     const venueStatus = 'order' in raw ? raw.status : 'open';
-    const filled = new Big(o.origSz).minus(o.sz);
+    const filledSize = safeSubtractDecimalString(o.origSz, o.sz);
+    if (filledSize === undefined) {
+        return isDecimalString(o.origSz)
+            ? skipOrder(market.id, 'sz', o.sz)
+            : skipOrder(market.id, 'origSz', o.origSz);
+    }
+    const createdAt = rowTimestampToIsoStringOrUndefined(o.timestamp);
+    if (createdAt === undefined) {
+        return skipOrder(market.id, 'timestamp', o.timestamp);
+    }
+    const statusTimestamp = 'order' in raw ? raw.statusTimestamp : o.timestamp;
+    const updatedAt = rowTimestampToIsoStringOrUndefined(statusTimestamp);
+    if (updatedAt === undefined) {
+        return skipOrder(market.id, 'statusTimestamp', statusTimestamp);
+    }
     let status = mapOrderStatus(venueStatus);
     if (parentOrderId !== undefined && !('order' in raw)) {
         status = OrderStatus.PENDING;
     }
-    else if (status === OrderStatus.OPEN && filled.gt(0)) {
+    else if (status === OrderStatus.OPEN &&
+        isDecimalStringGreaterThan(filledSize, '0')) {
         status = OrderStatus.PARTIALLY_FILLED;
     }
     const base = {
@@ -139,11 +203,11 @@ export const mapOrder = (raw, market, parentOrderId) => {
             : {}),
         originalSize: o.origSz,
         remainingSize: o.sz,
-        filledSize: filled.toFixed(),
+        filledSize,
         reduceOnly: o.reduceOnly,
         ...(parentOrderId === undefined ? {} : { parentOrderId }),
-        createdAt: new Date(o.timestamp).toISOString(),
-        updatedAt: new Date('order' in raw ? raw.statusTimestamp : o.timestamp).toISOString(),
+        createdAt,
+        updatedAt,
     };
     let type = mapOrderType(o.orderType);
     if (o.isTrigger && (type === OrderType.MARKET || type === OrderType.LIMIT)) {

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

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

@@ -12,8 +12,10 @@ export declare const isOpenAssetPosition: (ap: HlAssetPosition) => boolean;
  * position. Signed wire size determines side; decimal strings remain strings
  * in the normalized response. `cumFunding.sinceOpen` is negated because
  * Hyperliquid signs funding paid as positive and `accruedFunding` signs it as
- * negative.
+ * negative. A row with an invalid size gives `undefined`; an invalid position
+ * value, a non-positive leverage or an invalid funding leaves the derived field
+ * absent.
  * @public
  */
-export declare const mapPosition: (ap: HlAssetPosition, market: PerpsMarketDisplay) => Position;
+export declare const mapPosition: (ap: HlAssetPosition, market: PerpsMarketDisplay) => Position | undefined;
 //# sourceMappingURL=mapPosition.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"mapPosition.d.ts","sourceRoot":"","sources":["../../../src/utils/mapPosition.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,kBAAkB,EAAE,QAAQ,EAAE,MAAM,mBAAmB,CAAA;AAGrE,OAAO,KAAK,EAAE,eAAe,EAAE,MAAM,mBAAmB,CAAA;AAExD;;;;;GAKG;AACH,eAAO,MAAM,mBAAmB,GAAI,IAAI,eAAe,KAAG,OAChB,CAAA;AAE1C;;;;;;;GAOG;AACH,eAAO,MAAM,WAAW,GACtB,IAAI,eAAe,EACnB,QAAQ,kBAAkB,KACzB,QAsBF,CAAA"}
+{"version":3,"file":"mapPosition.d.ts","sourceRoot":"","sources":["../../../src/utils/mapPosition.ts"],"names":[],"mappings":"AAaA,OAAO,KAAK,EAAE,kBAAkB,EAAE,QAAQ,EAAE,MAAM,mBAAmB,CAAA;AAGrE,OAAO,KAAK,EAAE,eAAe,EAAE,MAAM,mBAAmB,CAAA;AAaxD;;;;;GAKG;AACH,eAAO,MAAM,mBAAmB,GAAI,IAAI,eAAe,KAAG,OACP,CAAA;AAEnD;;;;;;;;;GASG;AACH,eAAO,MAAM,WAAW,GACtB,IAAI,eAAe,EACnB,QAAQ,kBAAkB,KACzB,QAAQ,GAAG,SAsDb,CAAA"}

package/dist/esm/utils/mapPosition.js

@@ -1,38 +1,69 @@
+import { absDecimalString, createWarnOnce, isDecimalString, isDecimalStringGreaterThan, isDecimalStringZero, safeAbsDecimalString, safeDivideDecimalString, safeIsDecimalStringZero, safeNumberToDecimalString, safeSubtractDecimalString, warnSkippedVenueRow, } from '@lifi/perps-sdk';
 import { MarginMode, PositionSide } from '@lifi/perps-types';
-import Big from 'big.js';
+import { PROVIDER_KEY } from '../constants.js';
+const warnNonPositiveLeverageOnce = createWarnOnce();
+const skipPosition = (marketId, field, value) => {
+    warnSkippedVenueRow(PROVIDER_KEY, 'position', field, value, { marketId });
+    return undefined;
+};
 /**
  * True when the assetPosition has non-zero size. Hyperliquid keeps zero-size
  * rows in clearinghouse states after a close; both the REST and WS positions
  * paths drop them so a close surfaces as absence from the open set.
  * @public
  */
-export const isOpenAssetPosition = (ap) => Number.parseFloat(ap.position.szi) !== 0;
+export const isOpenAssetPosition = (ap) => safeIsDecimalStringZero(ap.position.szi) !== true;
 /**
  * Map a non-zero Hyperliquid position payload to the SDK's normalized
  * position. Signed wire size determines side; decimal strings remain strings
  * in the normalized response. `cumFunding.sinceOpen` is negated because
  * Hyperliquid signs funding paid as positive and `accruedFunding` signs it as
- * negative.
+ * negative. A row with an invalid size gives `undefined`; an invalid position
+ * value, a non-positive leverage or an invalid funding leaves the derived field
+ * absent.
  * @public
  */
 export const mapPosition = (ap, market) => {
     const pos = ap.position;
-    const szi = new Big(pos.szi);
-    const positionValue = new Big(pos.positionValue).abs();
-    const leverage = new Big(pos.leverage.value);
+    if (!isDecimalString(pos.szi)) {
+        return skipPosition(market.id, 'szi', pos.szi);
+    }
+    const size = absDecimalString(pos.szi);
+    const positionValue = safeAbsDecimalString(pos.positionValue);
+    const markPrice = positionValue === undefined
+        ? undefined
+        : isDecimalStringZero(size)
+            ? '0'
+            : safeDivideDecimalString(positionValue, size);
+    const accruedFunding = safeSubtractDecimalString('0', pos.cumFunding.sinceOpen);
+    const venueLeverage = safeNumberToDecimalString(pos.leverage.value);
+    const leverage = venueLeverage !== undefined &&
+        isDecimalStringGreaterThan(venueLeverage, '0')
+        ? venueLeverage
+        : undefined;
+    if (venueLeverage !== undefined && leverage === undefined) {
+        warnNonPositiveLeverageOnce(venueLeverage, `[${PROVIDER_KEY}] position \`leverage.value\` is not positive: '${venueLeverage}'`);
+    }
+    const initialMarginRequirement = positionValue === undefined || leverage === undefined
+        ? undefined
+        : safeDivideDecimalString(positionValue, leverage);
     const marginMode = pos.leverage.type === 'cross' ? MarginMode.CROSS : MarginMode.ISOLATED;
     return {
         market,
-        side: szi.gte(0) ? PositionSide.LONG : PositionSide.SHORT,
-        size: szi.abs().toFixed(),
+        side: isDecimalStringGreaterThan('0', pos.szi)
+            ? PositionSide.SHORT
+            : PositionSide.LONG,
+        size,
         entryPrice: pos.entryPx ?? '0',
-        markPrice: szi.eq(0) ? '0' : positionValue.div(szi.abs()).toFixed(),
-        liquidationPrice: pos.liquidationPx ?? '0',
+        ...(markPrice === undefined ? {} : { markPrice }),
+        liquidationPrice: pos.liquidationPx || '0',
         unrealizedPnl: pos.unrealizedPnl,
-        accruedFunding: new Big(pos.cumFunding.sinceOpen).neg().toFixed(),
-        leverage: ap.position.leverage.value,
+        ...(accruedFunding === undefined ? {} : { accruedFunding }),
+        ...(leverage === undefined ? {} : { leverage }),
         marginUsed: pos.marginUsed,
-        initialMarginRequirement: positionValue.div(leverage).toFixed(),
+        ...(initialMarginRequirement === undefined
+            ? {}
+            : { initialMarginRequirement }),
         marginMode,
     };
 };