@lifi/perps-sdk-provider-hyperliquid 30.0.2 → 31.0.1

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

@@ -0,0 +1,11 @@
+import type { Address } from 'viem';
+import type { HlTwapHistoryEntry, HlTwapSliceFill } from '../types/index.js';
+import { type InfoRequestOptions } from '../utils/infoClient.js';
+/**
+ * Read the slice fills of each `activated` TWAP in `entries`, or none without
+ * a request when no entry is `activated`. `userTwapSliceFills` holds only the
+ * newest rows of the account, so a full window that does not reach back to a
+ * TWAP start gets its older rows from `userTwapSliceFillsByTime`.
+ */
+export declare const fetchTwapSliceFills: (apiUrl: string, user: Address, entries: readonly HlTwapHistoryEntry[], options?: InfoRequestOptions) => Promise<HlTwapSliceFill[]>;
+//# sourceMappingURL=twapSliceFills.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"twapSliceFills.d.ts","sourceRoot":"","sources":["../../../src/services/twapSliceFills.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,MAAM,CAAA;AACnC,OAAO,KAAK,EAAE,kBAAkB,EAAE,eAAe,EAAE,MAAM,mBAAmB,CAAA;AAC5E,OAAO,EAAE,KAAK,kBAAkB,EAAe,MAAM,wBAAwB,CAAA;AAM7E;;;;;GAKG;AACH,eAAO,MAAM,mBAAmB,GAC9B,QAAQ,MAAM,EACd,MAAM,OAAO,EACb,SAAS,SAAS,kBAAkB,EAAE,EACtC,UAAU,kBAAkB,KAC3B,OAAO,CAAC,eAAe,EAAE,CA6C3B,CAAA"}

package/dist/esm/services/twapSliceFills.js

@@ -0,0 +1,41 @@
+import { infoRequest } from '../utils/infoClient.js';
+import { historyPage } from './historyPagination.js';
+/** Row cap of both `userTwapSliceFills` and `userTwapSliceFillsByTime`. */
+const TWAP_SLICE_FILLS_CAP = 2000;
+/**
+ * Read the slice fills of each `activated` TWAP in `entries`, or none without
+ * a request when no entry is `activated`. `userTwapSliceFills` holds only the
+ * newest rows of the account, so a full window that does not reach back to a
+ * TWAP start gets its older rows from `userTwapSliceFillsByTime`.
+ */
+export const fetchTwapSliceFills = async (apiUrl, user, entries, options) => {
+    const starts = entries.flatMap((entry) => entry.twapId !== undefined && entry.status.status === 'activated'
+        ? [entry.state.timestamp]
+        : []);
+    if (starts.length === 0) {
+        return [];
+    }
+    const window = await infoRequest(apiUrl, { type: 'userTwapSliceFills', user }, options);
+    if (window.length < TWAP_SLICE_FILLS_CAP) {
+        return window;
+    }
+    const oldest = Math.min(...window.map(({ fill }) => fill.time));
+    const startTime = Math.min(...starts);
+    if (startTime > oldest) {
+        return window;
+    }
+    // The window can end inside its oldest millisecond, so read that millisecond again.
+    const older = await historyPage({ startTime, endTime: oldest }, Number.MAX_SAFE_INTEGER, async (rangeStart, rangeEnd) => {
+        const fills = await infoRequest(apiUrl, {
+            type: 'userTwapSliceFillsByTime',
+            user,
+            startTime: rangeStart,
+            endTime: rangeEnd,
+        }, options);
+        return fills.length >= TWAP_SLICE_FILLS_CAP
+            ? { items: [], saturated: true }
+            : { items: fills, saturated: false };
+    }, ({ fill }) => ({ time: fill.time, key: fill.tid }), options?.signal);
+    return [...window.filter(({ fill }) => fill.time > oldest), ...older.items];
+};
+//# sourceMappingURL=twapSliceFills.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"twapSliceFills.js","sourceRoot":"","sources":["../../../src/services/twapSliceFills.ts"],"names":[],"mappings":"AAEA,OAAO,EAA2B,WAAW,EAAE,MAAM,wBAAwB,CAAA;AAC7E,OAAO,EAAE,WAAW,EAAE,MAAM,wBAAwB,CAAA;AAEpD,2EAA2E;AAC3E,MAAM,oBAAoB,GAAG,IAAI,CAAA;AAEjC;;;;;GAKG;AACH,MAAM,CAAC,MAAM,mBAAmB,GAAG,KAAK,EACtC,MAAc,EACd,IAAa,EACb,OAAsC,EACtC,OAA4B,EACA,EAAE;IAC9B,MAAM,MAAM,GAAG,OAAO,CAAC,OAAO,CAAC,CAAC,KAAK,EAAE,EAAE,CACvC,KAAK,CAAC,MAAM,KAAK,SAAS,IAAI,KAAK,CAAC,MAAM,CAAC,MAAM,KAAK,WAAW;QAC/D,CAAC,CAAC,CAAC,KAAK,CAAC,KAAK,CAAC,SAAS,CAAC;QACzB,CAAC,CAAC,EAAE,CACP,CAAA;IACD,IAAI,MAAM,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QACxB,OAAO,EAAE,CAAA;IACX,CAAC;IACD,MAAM,MAAM,GAAG,MAAM,WAAW,CAC9B,MAAM,EACN,EAAE,IAAI,EAAE,oBAAoB,EAAE,IAAI,EAAE,EACpC,OAAO,CACR,CAAA;IACD,IAAI,MAAM,CAAC,MAAM,GAAG,oBAAoB,EAAE,CAAC;QACzC,OAAO,MAAM,CAAA;IACf,CAAC;IACD,MAAM,MAAM,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,EAAE,EAAE,EAAE,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAA;IAC/D,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,MAAM,CAAC,CAAA;IACrC,IAAI,SAAS,GAAG,MAAM,EAAE,CAAC;QACvB,OAAO,MAAM,CAAA;IACf,CAAC;IACD,oFAAoF;IACpF,MAAM,KAAK,GAAG,MAAM,WAAW,CAC7B,EAAE,SAAS,EAAE,OAAO,EAAE,MAAM,EAAE,EAC9B,MAAM,CAAC,gBAAgB,EACvB,KAAK,EAAE,UAAU,EAAE,QAAQ,EAAE,EAAE;QAC7B,MAAM,KAAK,GAAG,MAAM,WAAW,CAC7B,MAAM,EACN;YACE,IAAI,EAAE,0BAA0B;YAChC,IAAI;YACJ,SAAS,EAAE,UAAU;YACrB,OAAO,EAAE,QAAQ;SAClB,EACD,OAAO,CACR,CAAA;QACD,OAAO,KAAK,CAAC,MAAM,IAAI,oBAAoB;YACzC,CAAC,CAAC,EAAE,KAAK,EAAE,EAAE,EAAE,SAAS,EAAE,IAAI,EAAE;YAChC,CAAC,CAAC,EAAE,KAAK,EAAE,KAAK,EAAE,SAAS,EAAE,KAAK,EAAE,CAAA;IACxC,CAAC,EACD,CAAC,EAAE,IAAI,EAAE,EAAE,EAAE,CAAC,CAAC,EAAE,IAAI,EAAE,IAAI,CAAC,IAAI,EAAE,GAAG,EAAE,IAAI,CAAC,GAAG,EAAE,CAAC,EAClD,OAAO,EAAE,MAAM,CAChB,CAAA;IACD,OAAO,CAAC,GAAG,MAAM,CAAC,MAAM,CAAC,CAAC,EAAE,IAAI,EAAE,EAAE,EAAE,CAAC,IAAI,CAAC,IAAI,GAAG,MAAM,CAAC,EAAE,GAAG,KAAK,CAAC,KAAK,CAAC,CAAA;AAC7E,CAAC,CAAA"}

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

@@ -16,8 +16,11 @@ export type HlPosition = {
     entryPx: string;
     /** Position notional value as a decimal string. */
     positionValue: string;
-    /** Estimated liquidation price; may be an empty string when unavailable. */
-    liquidationPx: string;
+    /**
+     * Estimated liquidation price. `null` when no price liquidates the
+     * position, which Hyperliquid reports for a cross position.
+     */
+    liquidationPx: string | null;
     /** Unrealized PnL in quote-asset units. */
     unrealizedPnl: string;
     /** Margin currently assigned to this position. */

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

@@ -1 +1 @@
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+{"version":3,"file":"account.d.ts","sourceRoot":"","sources":["../../../src/types/account.ts"],"names":[],"mappings":"AAEA;;;;;;;;GAQG;AACH,MAAM,MAAM,UAAU,GAAG;IACvB,0CAA0C;IAC1C,IAAI,EAAE,MAAM,CAAA;IACZ,oEAAoE;IACpE,GAAG,EAAE,MAAM,CAAA;IACX,+CAA+C;IAC/C,OAAO,EAAE,MAAM,CAAA;IACf,mDAAmD;IACnD,aAAa,EAAE,MAAM,CAAA;IACrB;;;OAGG;IACH,aAAa,EAAE,MAAM,GAAG,IAAI,CAAA;IAC5B,2CAA2C;IAC3C,aAAa,EAAE,MAAM,CAAA;IACrB,kDAAkD;IAClD,UAAU,EAAE,MAAM,CAAA;IAClB,qDAAqD;IACrD,QAAQ,EAAE;QACR,IAAI,EAAE,MAAM,CAAA;QACZ,KAAK,EAAE,MAAM,CAAA;KACd,CAAA;IACD;;;;;OAKG;IACH,UAAU,EAAE;QACV,OAAO,EAAE,MAAM,CAAA;QACf,SAAS,EAAE,MAAM,CAAA;QACjB,WAAW,EAAE,MAAM,CAAA;KACpB,CAAA;CACF,CAAA;AAED;;;;GAIG;AACH,MAAM,MAAM,eAAe,GAAG;IAC5B,QAAQ,EAAE,UAAU,CAAA;CACrB,CAAA;AAED;;;;GAIG;AACH,MAAM,MAAM,eAAe,GAAG;IAC5B,+DAA+D;IAC/D,YAAY,EAAE,MAAM,CAAA;IACpB,WAAW,EAAE,MAAM,CAAA;IACnB,WAAW,EAAE,MAAM,CAAA;IACnB,eAAe,EAAE,MAAM,CAAA;CACxB,CAAA;AAED;;;;;;GAMG;AACH,MAAM,MAAM,oBAAoB,GAAG;IACjC,cAAc,EAAE,eAAe,EAAE,CAAA;IACjC,aAAa,EAAE,eAAe,CAAA;IAC9B,kBAAkB,EAAE,eAAe,CAAA;IACnC,0BAA0B,EAAE,MAAM,CAAA;IAClC,YAAY,EAAE,MAAM,CAAA;CACrB,CAAA;AAED;;;;;GAKG;AACH,MAAM,MAAM,aAAa,GAAG;IAC1B,IAAI,EAAE,MAAM,CAAA;IACZ,KAAK,EAAE,MAAM,CAAA;IACb,KAAK,EAAE,MAAM,CAAA;IACb,IAAI,EAAE,MAAM,CAAA;IACZ,QAAQ,EAAE,MAAM,CAAA;CACjB,CAAA;AAED;;;GAGG;AACH,MAAM,MAAM,wBAAwB,GAAG;IACrC,QAAQ,EAAE,aAAa,EAAE,CAAA;IACzB;;;OAGG;IACH,gCAAgC,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,CAAA;CACrD,CAAA;AAED;;;;;GAKG;AACH,MAAM,MAAM,UAAU,GAAG;IACvB,WAAW,EAAE,MAAM,CAAA;IACnB,aAAa,EAAE,MAAM,CAAA;IACrB,sBAAsB,EAAE,MAAM,CAAA;CAC/B,CAAA;AAED;;;;GAIG;AACH,MAAM,MAAM,aAAa,GAAG,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,EAAE,CAAA;AAErD;;;;;GAKG;AACH,MAAM,MAAM,kBAAkB,GAAG;IAC/B,UAAU,EAAE,OAAO,CAAA;CACpB,CAAA;AAED;;;;;GAKG;AACH,MAAM,MAAM,iBAAiB,GAAG;IAC9B,IAAI,EAAE,MAAM,CAAA;IACZ,IAAI,EAAE,MAAM,CAAA;IACZ,QAAQ,EAAE;QAAE,IAAI,EAAE,OAAO,GAAG,UAAU,CAAC;QAAC,KAAK,EAAE,MAAM,CAAA;KAAE,CAAA;IACvD,WAAW,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;IAC7B,gBAAgB,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;IAClC,MAAM,EAAE,MAAM,CAAA;CACf,CAAA;AAED;;;;;GAKG;AACH,eAAO,MAAM,iBAAiB;;;;;;CAMpB,CAAA;AAEV,wFAAwF;AACxF,MAAM,MAAM,iBAAiB,GAC3B,CAAC,OAAO,iBAAiB,CAAC,CAAC,MAAM,OAAO,iBAAiB,CAAC,CAAA"}

package/dist/esm/types/account.js.map

@@ -1 +1 @@
-{"version":3,"file":"account.js","sourceRoot":"","sources":["../../../src/types/account.ts"],"names":[],"mappings":"AAAA,uDAAuD;AAwJvD;;;;;GAKG;AACH,MAAM,CAAC,MAAM,iBAAiB,GAAG;IAC/B,OAAO,EAAE,SAAS;IAClB,QAAQ,EAAE,UAAU;IACpB,eAAe,EAAE,gBAAgB;IACjC,gBAAgB,EAAE,iBAAiB;IACnC,eAAe,EAAE,gBAAgB;CACzB,CAAA"}
+{"version":3,"file":"account.js","sourceRoot":"","sources":["../../../src/types/account.ts"],"names":[],"mappings":"AAAA,uDAAuD;AA2JvD;;;;;GAKG;AACH,MAAM,CAAC,MAAM,iBAAiB,GAAG;IAC/B,OAAO,EAAE,SAAS;IAClB,QAAQ,EAAE,UAAU;IACpB,eAAe,EAAE,gBAAgB;IACjC,gBAAgB,EAAE,iBAAiB;IACnC,eAAe,EAAE,gBAAgB;CACzB,CAAA"}

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

@@ -49,8 +49,10 @@ export type HlUserFills = HlUserFill[];
 /** Fills returned by the time-bounded `userFillsByTime` query. @public */
 export type HlUserFillsByTime = HlUserFill[];
 /**
- * One row of the `userTwapSliceFills` query: a fill that a TWAP slice made.
- * The venue returns at most 2,000 recent rows, newest first.
+ * One row of the `userTwapSliceFills` or `userTwapSliceFillsByTime` query: a
+ * fill that a TWAP slice made. Each query returns at most 2,000 rows:
+ * `userTwapSliceFills` the newest, newest first, and `userTwapSliceFillsByTime`
+ * the oldest of its inclusive range, oldest first.
  * @public
  */
 export type HlTwapSliceFill = {

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

@@ -1 +1 @@
-{"version":3,"file":"fill.d.ts","sourceRoot":"","sources":["../../../src/types/fill.ts"],"names":[],"mappings":"AAEA;;;;;;GAMG;AACH,MAAM,MAAM,UAAU,GAAG;IACvB,GAAG,EAAE,MAAM,CAAA;IACX,GAAG,EAAE,MAAM,CAAA;IACX,IAAI,CAAC,EAAE,MAAM,CAAA;IACb,IAAI,EAAE,MAAM,CAAA;IACZ,IAAI,EAAE,MAAM,CAAA;IACZ,EAAE,EAAE,MAAM,CAAA;IACV,EAAE,EAAE,MAAM,CAAA;IACV,GAAG,EAAE,MAAM,CAAA;IACX,GAAG,EAAE,MAAM,CAAA;IACX;;;OAGG;IACH,QAAQ,CAAC,EAAE,MAAM,CAAA;IACjB;;;;OAIG;IACH,UAAU,CAAC,EAAE,MAAM,CAAA;IACnB,6EAA6E;IAC7E,KAAK,CAAC,EAAE,MAAM,CAAA;IACd,SAAS,EAAE,MAAM,CAAA;IACjB,OAAO,EAAE,OAAO,CAAA;IAChB,IAAI,EAAE,MAAM,CAAA;IACZ,aAAa,EAAE,MAAM,CAAA;IACrB;;;OAGG;IACH,WAAW,CAAC,EAAE,iBAAiB,CAAA;CAChC,CAAA;AAED,iEAAiE;AACjE,MAAM,MAAM,iBAAiB,GAAG;IAC9B,cAAc,EAAE,MAAM,CAAA;IACtB,MAAM,EAAE,MAAM,CAAA;IACd,MAAM,EAAE,MAAM,CAAA;CACf,CAAA;AAED,qEAAqE;AACrE,MAAM,MAAM,WAAW,GAAG,UAAU,EAAE,CAAA;AAEtC,0EAA0E;AAC1E,MAAM,MAAM,iBAAiB,GAAG,UAAU,EAAE,CAAA;AAE5C;;;;GAIG;AACH,MAAM,MAAM,eAAe,GAAG;IAC5B,IAAI,EAAE,UAAU,CAAA;IAChB,MAAM,EAAE,MAAM,CAAA;CACf,CAAA"}
+{"version":3,"file":"fill.d.ts","sourceRoot":"","sources":["../../../src/types/fill.ts"],"names":[],"mappings":"AAEA;;;;;;GAMG;AACH,MAAM,MAAM,UAAU,GAAG;IACvB,GAAG,EAAE,MAAM,CAAA;IACX,GAAG,EAAE,MAAM,CAAA;IACX,IAAI,CAAC,EAAE,MAAM,CAAA;IACb,IAAI,EAAE,MAAM,CAAA;IACZ,IAAI,EAAE,MAAM,CAAA;IACZ,EAAE,EAAE,MAAM,CAAA;IACV,EAAE,EAAE,MAAM,CAAA;IACV,GAAG,EAAE,MAAM,CAAA;IACX,GAAG,EAAE,MAAM,CAAA;IACX;;;OAGG;IACH,QAAQ,CAAC,EAAE,MAAM,CAAA;IACjB;;;;OAIG;IACH,UAAU,CAAC,EAAE,MAAM,CAAA;IACnB,6EAA6E;IAC7E,KAAK,CAAC,EAAE,MAAM,CAAA;IACd,SAAS,EAAE,MAAM,CAAA;IACjB,OAAO,EAAE,OAAO,CAAA;IAChB,IAAI,EAAE,MAAM,CAAA;IACZ,aAAa,EAAE,MAAM,CAAA;IACrB;;;OAGG;IACH,WAAW,CAAC,EAAE,iBAAiB,CAAA;CAChC,CAAA;AAED,iEAAiE;AACjE,MAAM,MAAM,iBAAiB,GAAG;IAC9B,cAAc,EAAE,MAAM,CAAA;IACtB,MAAM,EAAE,MAAM,CAAA;IACd,MAAM,EAAE,MAAM,CAAA;CACf,CAAA;AAED,qEAAqE;AACrE,MAAM,MAAM,WAAW,GAAG,UAAU,EAAE,CAAA;AAEtC,0EAA0E;AAC1E,MAAM,MAAM,iBAAiB,GAAG,UAAU,EAAE,CAAA;AAE5C;;;;;;GAMG;AACH,MAAM,MAAM,eAAe,GAAG;IAC5B,IAAI,EAAE,UAAU,CAAA;IAChB,MAAM,EAAE,MAAM,CAAA;CACf,CAAA"}

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

@@ -0,0 +1,8 @@
+import type { HlUserFill } from '../types/index.js';
+/**
+ * Whether the fill liquidates `address`. Hyperliquid attaches `liquidation` to
+ * the fills of both parties, so only a fill whose `liquidatedUser` is the
+ * address counts. The address compare ignores case.
+ */
+export declare const isFillLiquidatingAccount: (fill: Pick<HlUserFill, "liquidation">, address: string) => boolean;
+//# sourceMappingURL=isFillLiquidatingAccount.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"isFillLiquidatingAccount.d.ts","sourceRoot":"","sources":["../../../src/utils/isFillLiquidatingAccount.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,UAAU,EAAE,MAAM,mBAAmB,CAAA;AAEnD;;;;GAIG;AACH,eAAO,MAAM,wBAAwB,GACnC,MAAM,IAAI,CAAC,UAAU,EAAE,aAAa,CAAC,EACrC,SAAS,MAAM,KACd,OACuE,CAAA"}

package/dist/esm/utils/isFillLiquidatingAccount.js

@@ -0,0 +1,7 @@
+/**
+ * Whether the fill liquidates `address`. Hyperliquid attaches `liquidation` to
+ * the fills of both parties, so only a fill whose `liquidatedUser` is the
+ * address counts. The address compare ignores case.
+ */
+export const isFillLiquidatingAccount = (fill, address) => fill.liquidation?.liquidatedUser.toLowerCase() === address.toLowerCase();
+//# sourceMappingURL=isFillLiquidatingAccount.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"isFillLiquidatingAccount.js","sourceRoot":"","sources":["../../../src/utils/isFillLiquidatingAccount.ts"],"names":[],"mappings":"AAEA;;;;GAIG;AACH,MAAM,CAAC,MAAM,wBAAwB,GAAG,CACtC,IAAqC,EACrC,OAAe,EACN,EAAE,CACX,IAAI,CAAC,WAAW,EAAE,cAAc,CAAC,WAAW,EAAE,KAAK,OAAO,CAAC,WAAW,EAAE,CAAA"}

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

@@ -11,6 +11,7 @@
  * - side = 1 (long) or -1 (short)
  * - margin_available = isolated_margin - maintenance_margin_required
  */
+import { type LiquidationEstimateParams } from '@lifi/perps-sdk';
 import { type DecimalString } from '@lifi/perps-types';
 /**
  * Maintenance margin fraction for a Hyperliquid asset: half of the initial
@@ -26,24 +27,24 @@ export declare function calculateMaintenanceMarginRate(maxLeverage: number): Dec
 /** @public */
 export declare const safeCalculateMaintenanceMarginRate: (maxLeverage: number) => string | undefined;
 /**
- * Liquidation price of a new isolated position with the exact Hyperliquid
- * formula. For an existing position, prefer `Position.liquidationPrice` from
- * the API.
+ * Liquidation price of the isolated position that an order leaves, with the
+ * exact Hyperliquid formula: a new position, or the blend of the order into
+ * `params.position`. Hyperliquid isolated `marginUsed` includes the
+ * unrealized PnL, so the collateral of the position is `marginUsed` minus
+ * `unrealizedPnl`. For an existing position, prefer
+ * `Position.liquidationPrice` from the API.
  *
- * Formula derivation (isolated margin, single position):
- *   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).
- * @returns The estimate, or `undefined` when `leverage` is at or above
- *   `2 × maxLeverage`, as {@link estimateLiquidationPrice} documents.
+ * @returns The estimate, or `undefined` when the order or the position is
+ *   cross (the liquidation depends on the whole account), when the order
+ *   reduces the position, or when `leverage` is at or above `2 × maxLeverage`,
+ *   as {@link estimateOrderLiquidationPrice} documents.
  * @throws {PerpsError} `ValidationError` when `maxLeverage` is not a finite
- *   number above zero, or on an input that `estimateLiquidationPrice` rejects.
+ *   number above zero, or as {@link estimateOrderLiquidationPrice} documents.
  * @public
  */
-export declare function calculateLiquidationPrice(entryPrice: string, leverage: string, isLong: boolean, maxLeverage: number): string | undefined;
+export declare function calculateLiquidationPrice(params: LiquidationEstimateParams, maxLeverage: number): string | undefined;
 /** @public */
-export declare const safeCalculateLiquidationPrice: (entryPrice: string, leverage: string, isLong: boolean, maxLeverage: number) => string | undefined;
+export declare const safeCalculateLiquidationPrice: (params: LiquidationEstimateParams, 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;AAEH,OAAO,EAIL,KAAK,yBAAyB,EAI/B,MAAM,iBAAiB,CAAA;AACxB,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;;;;;;;;;;;;;;;;;GAiBG;AACH,wBAAgB,yBAAyB,CACvC,MAAM,EAAE,yBAAyB,EACjC,WAAW,EAAE,MAAM,GAClB,MAAM,GAAG,SAAS,CAMpB;AAED,cAAc;AACd,eAAO,MAAM,6BAA6B,gFAGzC,CAAA"}

package/dist/esm/utils/liquidation.js

@@ -11,7 +11,7 @@
  * - side = 1 (long) or -1 (short)
  * - margin_available = isolated_margin - maintenance_margin_required
  */
-import { createSafeFunction, divideDecimalString, estimateLiquidationPrice, numberToDecimalString, PerpsError, } from '@lifi/perps-sdk';
+import { createSafeFunction, divideDecimalString, estimateOrderLiquidationPrice, numberToDecimalString, PerpsError, subtractDecimalString, } from '@lifi/perps-sdk';
 import { PerpsErrorCode } from '@lifi/perps-types';
 /**
  * Maintenance margin fraction for a Hyperliquid asset: half of the initial
@@ -32,29 +32,27 @@ export function calculateMaintenanceMarginRate(maxLeverage) {
 /** @public */
 export const safeCalculateMaintenanceMarginRate = createSafeFunction('calculateMaintenanceMarginRate', calculateMaintenanceMarginRate);
 /**
- * Liquidation price of a new isolated position with the exact Hyperliquid
- * formula. For an existing position, prefer `Position.liquidationPrice` from
- * the API.
+ * Liquidation price of the isolated position that an order leaves, with the
+ * exact Hyperliquid formula: a new position, or the blend of the order into
+ * `params.position`. Hyperliquid isolated `marginUsed` includes the
+ * unrealized PnL, so the collateral of the position is `marginUsed` minus
+ * `unrealizedPnl`. For an existing position, prefer
+ * `Position.liquidationPrice` from the API.
  *
- * Formula derivation (isolated margin, single position):
- *   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).
- * @returns The estimate, or `undefined` when `leverage` is at or above
- *   `2 × maxLeverage`, as {@link estimateLiquidationPrice} documents.
+ * @returns The estimate, or `undefined` when the order or the position is
+ *   cross (the liquidation depends on the whole account), when the order
+ *   reduces the position, or when `leverage` is at or above `2 × maxLeverage`,
+ *   as {@link estimateOrderLiquidationPrice} documents.
  * @throws {PerpsError} `ValidationError` when `maxLeverage` is not a finite
- *   number above zero, or on an input that `estimateLiquidationPrice` rejects.
+ *   number above zero, or as {@link estimateOrderLiquidationPrice} documents.
  * @public
  */
-export function calculateLiquidationPrice(entryPrice, leverage, isLong, maxLeverage) {
-    return estimateLiquidationPrice({
-        entryPrice,
-        leverage,
-        isLong,
-        maintenanceMarginRate: calculateMaintenanceMarginRate(maxLeverage),
+export function calculateLiquidationPrice(params, maxLeverage) {
+    return estimateOrderLiquidationPrice(params, {
+        maintenanceMarginRate: () => calculateMaintenanceMarginRate(maxLeverage),
+        positionCollateral: (position) => subtractDecimalString(position.marginUsed, position.unrealizedPnl),
     });
 }
 /** @public */

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,6BAA6B,EAE7B,qBAAqB,EACrB,UAAU,EACV,qBAAqB,GACtB,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;;;;;;;;;;;;;;;;;GAiBG;AACH,MAAM,UAAU,yBAAyB,CACvC,MAAiC,EACjC,WAAmB;IAEnB,OAAO,6BAA6B,CAAC,MAAM,EAAE;QAC3C,qBAAqB,EAAE,GAAG,EAAE,CAAC,8BAA8B,CAAC,WAAW,CAAC;QACxE,kBAAkB,EAAE,CAAC,QAAQ,EAAE,EAAE,CAC/B,qBAAqB,CAAC,QAAQ,CAAC,UAAU,EAAE,QAAQ,CAAC,aAAa,CAAC;KACrE,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.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;AAiE1B;;;;;;GAMG;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,IAkNjB,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,EAyDrB,CAAA"}

package/dist/esm/utils/mapActivity.js

@@ -2,6 +2,7 @@ import { ExplorerChainId, explorerTxUrl, PerpsError, safeAddDecimalString, safeM
 import { ActivityType, PerpsErrorCode } from '@lifi/perps-types';
 import { zeroHash } from 'viem';
 import { isBorrowLendDelta, isCollateralTransferDelta, isCStakingTransferDelta, isDepositDelta, isLiquidationDelta, isSendAssetDelta, isSpotTransferDelta, isVaultTransferDelta, isWithdrawDelta, } from '../types/index.js';
+import { isFillLiquidatingAccount } from './isFillLiquidatingAccount.js';
 import { rowTimestampToIsoStringOrUndefined } from './rowTimestamp.js';
 /**
  * Hyperliquid settles every perp deposit and withdrawal in USDC, and charges
@@ -282,10 +283,9 @@ export const mapFundingActivity = (entry, providerKey, resolveMarket) => {
  * @public
  */
 export const mapLiquidationFills = (fills, providerKey, queriedAddress, resolveMarket, ledgerHashes) => {
-    const queried = queriedAddress.toLowerCase();
     const byOrder = new Map();
     for (const fill of fills) {
-        if (fill.liquidation?.liquidatedUser.toLowerCase() !== queried ||
+        if (!isFillLiquidatingAccount(fill, queriedAddress) ||
             (fill.hash !== undefined && ledgerHashes.has(fill.hash))) {
             continue;
         }

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

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

@@ -3,11 +3,10 @@ import type { Fill, MarketDisplay } from '@lifi/perps-types';
 import type { HlUserFill } from '../types/index.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`. A fill with
- * an invalid time gives `undefined`.
+/** Maps a fill using the market category; the order type stays absent.
+ * Invalid times return `undefined`. The venue does not report the order type.
+ * @param address - Fill owner; only the liquidated account carries `liquidation`.
  * @public
  */
-export declare const mapFill: (fill: HlUserFill, market: MarketDisplay) => Fill | undefined;
+export declare const mapFill: (fill: HlUserFill, market: MarketDisplay, address: string) => Fill | undefined;
 //# sourceMappingURL=mapFill.d.ts.map

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

@@ -1 +1 @@
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+{"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,EAAmB,aAAa,EAAE,MAAM,mBAAmB,CAAA;AAQ7E,OAAO,KAAK,EAAqB,UAAU,EAAE,MAAM,mBAAmB,CAAA;AAGtE,0FAA0F;AAC1F,OAAO,EAAE,wBAAwB,EAAE,CAAA;AAiCnC;;;;GAIG;AACH,eAAO,MAAM,OAAO,GAClB,MAAM,UAAU,EAChB,QAAQ,aAAa,EACrB,SAAS,MAAM,KACd,IAAI,GAAG,SA+CT,CAAA"}

package/dist/esm/utils/mapFill.js

@@ -1,16 +1,37 @@
 import { classifyFillFromPosition, ExplorerChainId, explorerTxUrl, warnSkippedVenueRow, } from '@lifi/perps-sdk';
-import { FillClassification, LiquidityRole, OrderSide, OrderType, } from '@lifi/perps-types';
+import { FillClassification, LiquidationMethod, LiquidityRole, OrderSide, } from '@lifi/perps-types';
 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`. A fill with
- * an invalid time gives `undefined`.
+const mapLiquidationMethod = (method) => {
+    switch (method) {
+        case 'market':
+            return LiquidationMethod.MARKET;
+        case 'backstop':
+            return LiquidationMethod.BACKSTOP;
+        default:
+            return undefined;
+    }
+};
+// Hyperliquid attaches `liquidation` to the fills of both parties.
+const mapFillLiquidation = (liquidation, address) => {
+    if (liquidation === undefined ||
+        liquidation.liquidatedUser.toLowerCase() !== address.toLowerCase()) {
+        return undefined;
+    }
+    const method = mapLiquidationMethod(liquidation.method);
+    return {
+        ...(method === undefined ? {} : { method }),
+        markPrice: liquidation.markPx,
+    };
+};
+/** Maps a fill using the market category; the order type stays absent.
+ * Invalid times return `undefined`. The venue does not report the order type.
+ * @param address - Fill owner; only the liquidated account carries `liquidation`.
  * @public
  */
-export const mapFill = (fill, market) => {
+export const mapFill = (fill, market, address) => {
     const size = fill.sz;
     const createdAt = rowTimestampToIsoStringOrUndefined(fill.time);
     if (createdAt === undefined) {
@@ -23,6 +44,7 @@ export const mapFill = (fill, market) => {
     // 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;
+    const liquidation = mapFillLiquidation(fill.liquidation, address);
     return {
         ...(market.categoryId === SPOT_MARKET_ID
             ? { realizedPnl: fill.closedPnl }
@@ -32,11 +54,6 @@ export const mapFill = (fill, market) => {
         clientOrderId: fill.cloid,
         market,
         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,
         price: fill.px,
         liquidity: fill.crossed ? LiquidityRole.TAKER : LiquidityRole.MAKER,
@@ -56,6 +73,7 @@ export const mapFill = (fill, market) => {
                 : FillClassification.SPOT_SELL
             : classifyFillFromPosition(fill.startPosition, side, size),
         createdAt,
+        ...(liquidation === undefined ? {} : { liquidation }),
     };
 };
 //# sourceMappingURL=mapFill.js.map

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

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

@@ -1 +1 @@
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package/dist/esm/utils/mapOrder.js

@@ -316,6 +316,12 @@ export const mapOrder = (raw, market, parentOrderId) => {
         default:
             throw venueError(`Unknown Hyperliquid time in force: ${o.tif}`);
     }
-    return { ...base, type, price: o.limitPx, timeInForce };
+    return {
+        ...base,
+        type,
+        price: o.limitPx,
+        timeInForce,
+        ...(o.tif === 'LiquidationMarket' ? { isLiquidation: true } : {}),
+    };
 };
 //# sourceMappingURL=mapOrder.js.map

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

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

@@ -14,7 +14,7 @@ export declare const isOpenAssetPosition: (ap: HlAssetPosition) => boolean;
  * Hyperliquid signs funding paid as positive and `accruedFunding` signs it as
  * 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.
+ * absent, and a `null` or empty `liquidationPx` leaves `liquidationPrice` absent.
  * @public
  */
 export declare const mapPosition: (ap: HlAssetPosition, market: PerpsMarketDisplay) => Position | undefined;

package/dist/esm/utils/mapPosition.js

@@ -20,7 +20,7 @@ export const isOpenAssetPosition = (ap) => safeIsDecimalStringZero(ap.position.s
  * Hyperliquid signs funding paid as positive and `accruedFunding` signs it as
  * 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.
+ * absent, and a `null` or empty `liquidationPx` leaves `liquidationPrice` absent.
  * @public
  */
 export const mapPosition = (ap, market) => {
@@ -56,7 +56,7 @@ export const mapPosition = (ap, market) => {
         size,
         entryPrice: pos.entryPx ?? '0',
         ...(markPrice === undefined ? {} : { markPrice }),
-        liquidationPrice: pos.liquidationPx || '0',
+        ...(pos.liquidationPx ? { liquidationPrice: pos.liquidationPx } : {}),
         unrealizedPnl: pos.unrealizedPnl,
         ...(accruedFunding === undefined ? {} : { accruedFunding }),
         ...(leverage === undefined ? {} : { leverage }),

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

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

@@ -929,7 +929,7 @@ export class HyperliquidWsProvider extends WsProviderBase {
                     return [];
                 }
                 const market = this.registry?.get(f.coin);
-                const mapped = market && mapFill(f, market);
+                const mapped = market && mapFill(f, market, data.user);
                 return mapped ? [mapped] : [];
             });
         this.emit(`userFills:${data.user.toLowerCase()}`, {