npm - @lifi/perps-sdk-provider-hyperliquid - Versions diffs - 31.0.1 → 31.0.2 - Mend

@lifi/perps-sdk-provider-hyperliquid 31.0.1 → 31.0.2

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Files changed (57) hide show

package/README.md +20 -0
package/dist/cjs/constants.d.ts +1 -0
package/dist/cjs/constants.d.ts.map +1 -1
package/dist/cjs/constants.js +2 -1
package/dist/cjs/constants.js.map +1 -1
package/dist/cjs/services/getFills.d.ts.map +1 -1
package/dist/cjs/services/getFills.js +14 -11
package/dist/cjs/services/getFills.js.map +1 -1
package/dist/cjs/services/twapSliceFills.d.ts.map +1 -1
package/dist/cjs/services/twapSliceFills.js +3 -3
package/dist/cjs/services/twapSliceFills.js.map +1 -1
package/dist/cjs/types/ws.d.ts +6 -1
package/dist/cjs/types/ws.d.ts.map +1 -1
package/dist/cjs/utils/mapFill.d.ts.map +1 -1
package/dist/cjs/utils/mapFill.js +2 -1
package/dist/cjs/utils/mapFill.js.map +1 -1
package/dist/cjs/websocket/HyperliquidWsProvider.d.ts +4 -0
package/dist/cjs/websocket/HyperliquidWsProvider.d.ts.map +1 -1
package/dist/cjs/websocket/HyperliquidWsProvider.js +59 -31
package/dist/cjs/websocket/HyperliquidWsProvider.js.map +1 -1
package/dist/esm/constants.d.ts +6 -0
package/dist/esm/constants.d.ts.map +1 -1
package/dist/esm/constants.js +6 -0
package/dist/esm/constants.js.map +1 -1
package/dist/esm/services/getFills.d.ts +6 -3
package/dist/esm/services/getFills.d.ts.map +1 -1
package/dist/esm/services/getFills.js +19 -13
package/dist/esm/services/getFills.js.map +1 -1
package/dist/esm/services/twapSliceFills.d.ts.map +1 -1
package/dist/esm/services/twapSliceFills.js +3 -4
package/dist/esm/services/twapSliceFills.js.map +1 -1
package/dist/esm/types/ws.d.ts +7 -1
package/dist/esm/types/ws.d.ts.map +1 -1
package/dist/esm/utils/mapFill.d.ts.map +1 -1
package/dist/esm/utils/mapFill.js +3 -1
package/dist/esm/utils/mapFill.js.map +1 -1
package/dist/esm/websocket/HyperliquidWsProvider.d.ts +10 -0
package/dist/esm/websocket/HyperliquidWsProvider.d.ts.map +1 -1
package/dist/esm/websocket/HyperliquidWsProvider.js +68 -31
package/dist/esm/websocket/HyperliquidWsProvider.js.map +1 -1
package/dist/types/constants.d.ts +6 -0
package/dist/types/constants.d.ts.map +1 -1
package/dist/types/services/getFills.d.ts +6 -3
package/dist/types/services/getFills.d.ts.map +1 -1
package/dist/types/services/twapSliceFills.d.ts.map +1 -1
package/dist/types/types/ws.d.ts +7 -1
package/dist/types/types/ws.d.ts.map +1 -1
package/dist/types/utils/mapFill.d.ts.map +1 -1
package/dist/types/websocket/HyperliquidWsProvider.d.ts +10 -0
package/dist/types/websocket/HyperliquidWsProvider.d.ts.map +1 -1
package/package.json +2 -2
package/src/constants.ts +6 -0
package/src/services/getFills.ts +37 -25
package/src/services/twapSliceFills.ts +3 -5
package/src/types/ws.ts +8 -1
package/src/utils/mapFill.ts +6 -1
package/src/websocket/HyperliquidWsProvider.ts +88 -32

package/dist/cjs/websocket/HyperliquidWsProvider.js.map CHANGED Viewed

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package/dist/esm/constants.d.ts CHANGED Viewed

@@ -32,6 +32,12 @@ export declare const HYPERLIQUID_FEE_TIER_FALLBACK: FeeTier;
 export declare const DEFAULT_HISTORY_LIMIT = 50;
 /** @internal */
 export declare const MAX_HISTORY_LIMIT = 200;
+/**
+ * Row cap of `userFills`, `userFillsByTime`, `userTwapSliceFills`, and
+ * `userTwapSliceFillsByTime`.
+ * @internal
+ */
+export declare const FILL_ROWS_CAP = 2000;
 /**
  * Main perps DEX uses an empty sub-dex name on the wire; surfaced as
  * 'hyperliquid' in normalised market IDs.

package/dist/esm/constants.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"constants.d.ts","sourceRoot":"","sources":["../../src/constants.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,mBAAmB,CAAA;AAEhD;;;;;GAKG;AACH,eAAO,MAAM,YAAY,gBAAgB,CAAA;AAEzC;;;;GAIG;AACH,eAAO,MAAM,2BAA2B,gCAAgC,CAAA;AAExE;;;;;;GAMG;AACH,eAAO,MAAM,4BAA4B,yCACD,CAAA;AAExC;;;;;;GAMG;AACH,eAAO,MAAM,6BAA6B,EAAE,OAG3C,CAAA;AAED,gBAAgB;AAChB,eAAO,MAAM,qBAAqB,KAAK,CAAA;AACvC,gBAAgB;AAChB,eAAO,MAAM,iBAAiB,MAAM,CAAA;~~AAEpC~~;;;;;GAKG;AACH,eAAO,MAAM,aAAa,KAAK,CAAA;AAC/B,gBAAgB;AAChB,eAAO,MAAM,cAAc,gBAAgB,CAAA;AAC3C,gBAAgB;AAChB,eAAO,MAAM,cAAc,SAAS,CAAA"}
1	+ {"version":3,"file":"constants.d.ts","sourceRoot":"","sources":["../../src/constants.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,mBAAmB,CAAA;AAEhD;;;;;GAKG;AACH,eAAO,MAAM,YAAY,gBAAgB,CAAA;AAEzC;;;;GAIG;AACH,eAAO,MAAM,2BAA2B,gCAAgC,CAAA;AAExE;;;;;;GAMG;AACH,eAAO,MAAM,4BAA4B,yCACD,CAAA;AAExC;;;;;;GAMG;AACH,eAAO,MAAM,6BAA6B,EAAE,OAG3C,CAAA;AAED,gBAAgB;AAChB,eAAO,MAAM,qBAAqB,KAAK,CAAA;AACvC,gBAAgB;AAChB,eAAO,MAAM,iBAAiB,MAAM,CAAA;AACpC;;;;GAIG;AACH,eAAO,MAAM,aAAa,OAAO,CAAA;AAEjC;;;;;GAKG;AACH,eAAO,MAAM,aAAa,KAAK,CAAA;AAC/B,gBAAgB;AAChB,eAAO,MAAM,cAAc,gBAAgB,CAAA;AAC3C,gBAAgB;AAChB,eAAO,MAAM,cAAc,SAAS,CAAA"}

package/dist/esm/constants.js CHANGED Viewed

@@ -34,6 +34,12 @@ export const HYPERLIQUID_FEE_TIER_FALLBACK = {
 export const DEFAULT_HISTORY_LIMIT = 50;
 /** @internal */
 export const MAX_HISTORY_LIMIT = 200;
+/**
+ * Row cap of `userFills`, `userFillsByTime`, `userTwapSliceFills`, and
+ * `userTwapSliceFillsByTime`.
+ * @internal
+ */
+export const FILL_ROWS_CAP = 2000;
 /**
  * Main perps DEX uses an empty sub-dex name on the wire; surfaced as
  * 'hyperliquid' in normalised market IDs.

package/dist/esm/constants.js.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"constants.js","sourceRoot":"","sources":["../../src/constants.ts"],"names":[],"mappings":"AAEA;;;;;GAKG;AACH,MAAM,CAAC,MAAM,YAAY,GAAG,aAAa,CAAA;AAEzC;;;;GAIG;AACH,MAAM,CAAC,MAAM,2BAA2B,GAAG,6BAA6B,CAAA;AAExE;;;;;;GAMG;AACH,MAAM,CAAC,MAAM,4BAA4B,GACvC,sCAAsC,CAAA;AAExC;;;;;;GAMG;AACH,MAAM,CAAC,MAAM,6BAA6B,GAAY;IACpD,KAAK,EAAE,SAAS;IAChB,KAAK,EAAE,SAAS;CACjB,CAAA;AAED,gBAAgB;AAChB,MAAM,CAAC,MAAM,qBAAqB,GAAG,EAAE,CAAA;AACvC,gBAAgB;AAChB,MAAM,CAAC,MAAM,iBAAiB,GAAG,GAAG,CAAA;AACpC;;;;GAIG;AACH,MAAM,CAAC,MAAM,aAAa,GAAG,IAAI,CAAA;AAEjC;;;;;GAKG;AACH,MAAM,CAAC,MAAM,aAAa,GAAG,EAAE,CAAA;AAC/B,gBAAgB;AAChB,MAAM,CAAC,MAAM,cAAc,GAAG,aAAa,CAAA;AAC3C,gBAAgB;AAChB,MAAM,CAAC,MAAM,cAAc,GAAG,MAAM,CAAA"}

package/dist/esm/services/getFills.d.ts CHANGED Viewed

@@ -13,11 +13,14 @@ export interface GetFillsParams {
     limit?: number;
     /** Opaque cursor returned in the previous page's `pagination.cursor`. */
     cursor?: string;
-    /** Inclusive lower bound in milliseconds; selects `userFillsByTime`. */
+    /** Inclusive lower bound in milliseconds; selects the `...ByTime` feeds. */
     startTime?: number;
-    /** Inclusive upper bound in milliseconds; selects `userFillsByTime`. */
+    /** Inclusive upper bound in milliseconds; selects the `...ByTime` feeds. */
     endTime?: number;
 }
-/** Fetch retained fills newest-first, using opaque cursors across inclusive time ranges. */
+/**
+ * Fetch retained regular and TWAP slice fills newest-first, using opaque
+ * cursors across inclusive time ranges.
+ */
 export declare const getFills: ({ client, apiUrl }: HyperliquidContext, params: GetFillsParams, options?: SDKRequestOptions) => Promise<FillsResponse>;
 //# sourceMappingURL=getFills.d.ts.map

package/dist/esm/services/getFills.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"getFills.d.ts","sourceRoot":"","sources":["../../../src/services/getFills.ts"],"names":[],"mappings":"AAAA,OAAO,EAAqB,KAAK,iBAAiB,EAAE,MAAM,iBAAiB,CAAA;AAC3E,OAAO,KAAK,EAAQ,aAAa,EAAE,MAAM,mBAAmB,CAAA;AAC5D,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,MAAM,CAAA;AAEnC,OAAO,KAAK,EAAE,kBAAkB,EAAE,MAAM,eAAe,CAAA;AAOvD;;;;GAIG;AACH,MAAM,WAAW,cAAc;IAC7B,OAAO,EAAE,OAAO,CAAA;IAChB,kEAAkE;IAClE,KAAK,CAAC,EAAE,MAAM,CAAA;IACd,yEAAyE;IACzE,MAAM,CAAC,EAAE,MAAM,CAAA;IACf,~~wEAAwE~~;~~IACxE~~,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,~~wEAAwE~~;~~IACxE~~,OAAO,CAAC,EAAE,MAAM,CAAA;CACjB;AAED~~,4FAA4F~~;~~AAC5F~~,eAAO,MAAM,QAAQ,GACnB,oBAAoB,kBAAkB,EACtC,QAAQ,cAAc,EACtB,UAAU,iBAAiB,KAC1B,OAAO,CAAC,aAAa,~~CAgDvB~~,CAAA"}
1	+ {"version":3,"file":"getFills.d.ts","sourceRoot":"","sources":["../../../src/services/getFills.ts"],"names":[],"mappings":"AAAA,OAAO,EAAqB,KAAK,iBAAiB,EAAE,MAAM,iBAAiB,CAAA;AAC3E,OAAO,KAAK,EAAQ,aAAa,EAAE,MAAM,mBAAmB,CAAA;AAC5D,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,MAAM,CAAA;AAEnC,OAAO,KAAK,EAAE,kBAAkB,EAAE,MAAM,eAAe,CAAA;AAOvD;;;;GAIG;AACH,MAAM,WAAW,cAAc;IAC7B,OAAO,EAAE,OAAO,CAAA;IAChB,kEAAkE;IAClE,KAAK,CAAC,EAAE,MAAM,CAAA;IACd,yEAAyE;IACzE,MAAM,CAAC,EAAE,MAAM,CAAA;IACf,4EAA4E;IAC5E,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,4EAA4E;IAC5E,OAAO,CAAC,EAAE,MAAM,CAAA;CACjB;AAED;;;GAGG;AACH,eAAO,MAAM,QAAQ,GACnB,oBAAoB,kBAAkB,EACtC,QAAQ,cAAc,EACtB,UAAU,iBAAiB,KAC1B,OAAO,CAAC,aAAa,CAyDvB,CAAA"}

package/dist/esm/services/getFills.js CHANGED Viewed

@@ -1,10 +1,13 @@
 import { getMarketRegistry } from '@lifi/perps-sdk';
-import { PROVIDER_KEY } from '../constants.js';
+import { FILL_ROWS_CAP, PROVIDER_KEY } from '../constants.js';
 import { assetIsOutcome, mapFill } from '../utils/index.js';
 import { hlInfoOptions, infoRequest } from '../utils/infoClient.js';
 import { requireAccountExists } from './getAccountExists.js';
 import { getHistoryLimit, historyPage } from './historyPagination.js';
-/** Fetch retained fills newest-first, using opaque cursors across inclusive time ranges. */
+/**
+ * Fetch retained regular and TWAP slice fills newest-first, using opaque
+ * cursors across inclusive time ranges.
+ */
 export const getFills = async ({ client, apiUrl }, params, options) => {
     const limit = getHistoryLimit(params.limit);
     const infoOpts = hlInfoOptions(client, options);
@@ -15,22 +18,25 @@ export const getFills = async ({ client, apiUrl }, params, options) => {
         params.startTime === undefined &&
         params.endTime === undefined;
     const page = await historyPage(params, limit, async (startTime, endTime) => {
-        const fills = await infoRequest(apiUrl, useRecent
-            ? { type: 'userFills', user: params.address }
-            : {
-                type: 'userFillsByTime',
-                user: params.address,
-                startTime,
-                endTime,
-            }, infoOpts);
+        const user = params.address;
+        const [fills, sliceFills] = await Promise.all([
+            infoRequest(apiUrl, useRecent
+                ? { type: 'userFills', user }
+                : { type: 'userFillsByTime', user, startTime, endTime }, infoOpts),
+            infoRequest(apiUrl, useRecent
+                ? { type: 'userTwapSliceFills', user }
+                : { type: 'userTwapSliceFillsByTime', user, startTime, endTime }, infoOpts),
+        ]);
         useRecent = false;
-        if (fills.length >= 2000) {
+        if (fills.length >= FILL_ROWS_CAP || sliceFills.length >= FILL_ROWS_CAP) {
             return { items: [], saturated: true };
         }
-        const items = fills.flatMap((fill) => {
-            if (assetIsOutcome(fill.coin)) {
+        const seen = new Set();
+        const items = [...fills, ...sliceFills.map(({ fill }) => fill)].flatMap((fill) => {
+            if (assetIsOutcome(fill.coin) || seen.has(fill.tid)) {
                 return [];
             }
+            seen.add(fill.tid);
             const market = registry.get(fill.coin);
             const mapped = market && mapFill(fill, market, params.address);
             return mapped ? [mapped] : [];

package/dist/esm/services/getFills.js.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"getFills.js","sourceRoot":"","sources":["../../../src/services/getFills.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,iBAAiB,EAA0B,MAAM,iBAAiB,CAAA;AAG3E,OAAO,EAAE,aAAa,EAAE,YAAY,EAAE,MAAM,iBAAiB,CAAA;AAG7D,OAAO,EAAE,cAAc,EAAE,OAAO,EAAE,MAAM,mBAAmB,CAAA;AAC3D,OAAO,EAAE,aAAa,EAAE,WAAW,EAAE,MAAM,wBAAwB,CAAA;AACnE,OAAO,EAAE,oBAAoB,EAAE,MAAM,uBAAuB,CAAA;AAC5D,OAAO,EAAE,eAAe,EAAE,WAAW,EAAE,MAAM,wBAAwB,CAAA;AAmBrE;;;GAGG;AACH,MAAM,CAAC,MAAM,QAAQ,GAAG,KAAK,EAC3B,EAAE,MAAM,EAAE,MAAM,EAAsB,EACtC,MAAsB,EACtB,OAA2B,EACH,EAAE;IAC1B,MAAM,KAAK,GAAG,eAAe,CAAC,MAAM,CAAC,KAAK,CAAC,CAAA;IAC3C,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,QAAQ,CAAC,IAAI,EAAE,CAAA;IAErB,IAAI,SAAS,GACX,MAAM,CAAC,MAAM,KAAK,SAAS;QAC3B,MAAM,CAAC,SAAS,KAAK,SAAS;QAC9B,MAAM,CAAC,OAAO,KAAK,SAAS,CAAA;IAC9B,MAAM,IAAI,GAAG,MAAM,WAAW,CAC5B,MAAM,EACN,KAAK,EACL,KAAK,EAAE,SAAS,EAAE,OAAO,EAAE,EAAE;QAC3B,MAAM,IAAI,GAAG,MAAM,CAAC,OAAO,CAAA;QAC3B,MAAM,CAAC,KAAK,EAAE,UAAU,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;YAC5C,WAAW,CACT,MAAM,EACN,SAAS;gBACP,CAAC,CAAC,EAAE,IAAI,EAAE,WAAW,EAAE,IAAI,EAAE;gBAC7B,CAAC,CAAC,EAAE,IAAI,EAAE,iBAAiB,EAAE,IAAI,EAAE,SAAS,EAAE,OAAO,EAAE,EACzD,QAAQ,CACT;YACD,WAAW,CACT,MAAM,EACN,SAAS;gBACP,CAAC,CAAC,EAAE,IAAI,EAAE,oBAAoB,EAAE,IAAI,EAAE;gBACtC,CAAC,CAAC,EAAE,IAAI,EAAE,0BAA0B,EAAE,IAAI,EAAE,SAAS,EAAE,OAAO,EAAE,EAClE,QAAQ,CACT;SACF,CAAC,CAAA;QACF,SAAS,GAAG,KAAK,CAAA;QACjB,IAAI,KAAK,CAAC,MAAM,IAAI,aAAa,IAAI,UAAU,CAAC,MAAM,IAAI,aAAa,EAAE,CAAC;YACxE,OAAO,EAAE,KAAK,EAAE,EAAE,EAAE,SAAS,EAAE,IAAI,EAAE,CAAA;QACvC,CAAC;QACD,MAAM,IAAI,GAAG,IAAI,GAAG,EAAU,CAAA;QAC9B,MAAM,KAAK,GAAG,CAAC,GAAG,KAAK,EAAE,GAAG,UAAU,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,EAAE,EAAE,EAAE,CAAC,IAAI,CAAC,CAAC,CAAC,OAAO,CACrE,CAAC,IAAI,EAAU,EAAE;YACf,IAAI,cAAc,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC;gBACpD,OAAO,EAAE,CAAA;YACX,CAAC;YACD,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,CAAA;YAClB,MAAM,MAAM,GAAG,QAAQ,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,CAAA;YACtC,MAAM,MAAM,GAAG,MAAM,IAAI,OAAO,CAAC,IAAI,EAAE,MAAM,EAAE,MAAM,CAAC,OAAO,CAAC,CAAA;YAC9D,OAAO,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,EAAE,CAAA;QAC/B,CAAC,CACF,CAAA;QACD,OAAO,EAAE,KAAK,EAAE,SAAS,EAAE,KAAK,EAAE,CAAA;IACpC,CAAC,EACD,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC;QACT,IAAI,EAAE,IAAI,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC,OAAO,EAAE;QACxC,GAAG,EAAE,MAAM,CAAC,IAAI,CAAC,EAAE,CAAC;KACrB,CAAC,EACF,OAAO,EAAE,MAAM,CAChB,CAAA;IACD,OAAO,EAAE,QAAQ,EAAE,YAAY,EAAE,GAAG,IAAI,EAAE,CAAA;AAC5C,CAAC,CAAA"}

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

	@@ -1 +1 @@
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1	+ {"version":3,"file":"twapSliceFills.d.ts","sourceRoot":"","sources":["../../../src/services/twapSliceFills.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,MAAM,CAAA;AAEnC,OAAO,KAAK,EAAE,kBAAkB,EAAE,eAAe,EAAE,MAAM,mBAAmB,CAAA;AAC5E,OAAO,EAAE,KAAK,kBAAkB,EAAe,MAAM,wBAAwB,CAAA;AAG7E;;;;;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 CHANGED Viewed

@@ -1,7 +1,6 @@
+import { FILL_ROWS_CAP } from '../constants.js';
 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
@@ -16,7 +15,7 @@ export const fetchTwapSliceFills = async (apiUrl, user, entries, options) => {
         return [];
     }
     const window = await infoRequest(apiUrl, { type: 'userTwapSliceFills', user }, options);
-    if (window.length < TWAP_SLICE_FILLS_CAP) {
+    if (window.length < FILL_ROWS_CAP) {
         return window;
     }
     const oldest = Math.min(...window.map(({ fill }) => fill.time));
@@ -32,7 +31,7 @@ export const fetchTwapSliceFills = async (apiUrl, user, entries, options) => {
             startTime: rangeStart,
             endTime: rangeEnd,
         }, options);
-        return fills.length >= TWAP_SLICE_FILLS_CAP
+        return fills.length >= FILL_ROWS_CAP
             ? { items: [], saturated: true }
             : { items: fills, saturated: false };
     }, ({ fill }) => ({ time: fill.time, key: fill.tid }), options?.signal);

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

	@@ -1 +1 @@
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package/dist/esm/types/ws.d.ts CHANGED Viewed

@@ -1,7 +1,7 @@
 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';
+import type { HlTwapSliceFill, HlUserFill } from './fill.js';
 type HlWsNumberString = string | number;
 /** Sparse order update returned by the `orderUpdates` WebSocket subscription. */
 export interface HlWsOrder {
@@ -171,6 +171,12 @@ export type HlWsUserFillsData = {
     user: string;
     fills: HlUserFill[];
 };
+/** TWAP slice fills event. A live frame can omit `isSnapshot`. @public */
+export type HlWsUserTwapSliceFillsData = {
+    isSnapshot?: boolean;
+    user: string;
+    twapSliceFills: HlTwapSliceFill[];
+};
 /**
  * One sub-dex slice of an `allDexsClearinghouseState` frame. `marginSummary`
  * is absent on a frame that reports positions only, so a reader must treat it

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

	@@ -1 +1 @@
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1	+ {"version":3,"file":"ws.d.ts","sourceRoot":"","sources":["../../../src/types/ws.ts"],"names":[],"mappings":"AAEA,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,mBAAmB,CAAA;AACtD,OAAO,KAAK,EAAE,oBAAoB,EAAE,aAAa,EAAE,MAAM,cAAc,CAAA;AACvE,OAAO,KAAK,EAAE,QAAQ,EAAE,QAAQ,EAAE,MAAM,YAAY,CAAA;AACpD,OAAO,KAAK,EAAE,eAAe,EAAE,UAAU,EAAE,MAAM,WAAW,CAAA;AAE5D,KAAK,gBAAgB,GAAG,MAAM,GAAG,MAAM,CAAA;AAEvC,iFAAiF;AACjF,MAAM,WAAW,SAAS;IACxB,KAAK,EAAE;QACL,IAAI,EAAE,MAAM,CAAA;QACZ,IAAI,EAAE,MAAM,CAAA;QACZ,OAAO,EAAE,MAAM,CAAA;QACf,EAAE,EAAE,MAAM,CAAA;QACV,GAAG,EAAE,MAAM,CAAA;QACX,SAAS,EAAE,MAAM,CAAA;QACjB,MAAM,EAAE,MAAM,CAAA;QACd,KAAK,CAAC,EAAE,MAAM,CAAA;KACf,CAAA;IACD,MAAM,EAAE,MAAM,CAAA;IACd,eAAe,EAAE,MAAM,CAAA;CACxB;AAED;;;;;GAKG;AACH,MAAM,MAAM,gBAAgB,GAAG;IAC7B,IAAI,EAAE,MAAM,CAAA;IACZ,OAAO,EAAE,MAAM,CAAA;IACf,YAAY,EAAE,MAAM,CAAA;IACpB,SAAS,EAAE,MAAM,CAAA;IACjB,SAAS,EAAE,MAAM,CAAA;IACjB,MAAM,EAAE,MAAM,CAAA;IACd,KAAK,EAAE,MAAM,GAAG,IAAI,CAAA;IACpB,QAAQ,EAAE,MAAM,CAAA;CACjB,CAAA;AAED;;;;GAIG;AACH,MAAM,MAAM,uBAAuB,GAAG,OAAO,CAAC,gBAAgB,CAAC,CAAA;AAE/D;;;;GAIG;AACH,MAAM,MAAM,wBAAwB,GAAG;IACrC,SAAS,CAAC,EAAE,CAAC,MAAM,EAAE,gBAAgB,EAAE,CAAC,EAAE,CAAA;IAC1C,IAAI,CAAC,EAAE,CAAC,MAAM,EAAE,uBAAuB,EAAE,CAAC,EAAE,CAAA;CAC7C,CAAA;AAED;;;;;GAKG;AACH,MAAM,MAAM,WAAW,GAAG,CAAC,MAAM,EAAE,uBAAuB,EAAE,CAAC,EAAE,CAAA;AAE/D,qHAAqH;AACrH,MAAM,MAAM,WAAW,GAAG;IACxB,OAAO,EAAE,MAAM,CAAA;IACf,IAAI,EAAE,OAAO,CAAA;CACd,CAAA;AAED;;;;;GAKG;AACH,MAAM,MAAM,gBAAgB,GAAG;IAC7B,MAAM,CAAC,EAAE,aAAa,CAAA;IACtB,KAAK,CAAC,EAAE,aAAa,GAAG,IAAI,CAAA;CAC7B,CAAA;AAED;;;;;GAKG;AACH,MAAM,MAAM,gBAAgB,GAAG;IAC7B,SAAS,CAAC,EAAE,gBAAgB,CAAA;IAC5B,SAAS,CAAC,EAAE,gBAAgB,CAAA;IAC5B,MAAM,CAAC,EAAE,gBAAgB,CAAA;IACzB,KAAK,CAAC,EAAE,gBAAgB,GAAG,IAAI,CAAA;IAC/B,UAAU,CAAC,EAAE,gBAAgB,CAAA;IAC7B,iBAAiB,CAAC,EAAE,gBAAgB,CAAA;CACrC,CAAA;AAED,4EAA4E;AAC5E,MAAM,MAAM,sBAAsB,GAAG;IACnC,IAAI,EAAE,MAAM,CAAA;IACZ,GAAG,EAAE,OAAO,CAAC,MAAM,CAAC,MAAM,gBAAgB,EAAE,gBAAgB,GAAG,IAAI,CAAC,CAAC,CAAA;CACtE,CAAA;AAED,4EAA4E;AAC5E,MAAM,MAAM,0BAA0B,GAAG;IACvC,IAAI,EAAE,MAAM,CAAA;IACZ,GAAG,EAAE,gBAAgB,CAAA;CACtB,CAAA;AAED;;;;GAIG;AACH,MAAM,MAAM,WAAW,GAAG,MAAM,CAAC,MAAM,EAAE,gBAAgB,CAAC,CAAA;AAE1D,oFAAoF;AACpF,MAAM,MAAM,cAAc,GAAG,QAAQ,GAAG;IAAE,IAAI,EAAE,MAAM,CAAA;CAAE,CAAA;AAExD;;;;GAIG;AACH,MAAM,MAAM,UAAU,GAAG;IACvB,CAAC,CAAC,EAAE,QAAQ,GAAG;QAAE,IAAI,EAAE,MAAM,CAAA;KAAE,CAAA;IAC/B,CAAC,CAAC,EAAE,MAAM,CAAA;IACV,CAAC,CAAC,EAAE,oBAAoB,CAAA;CACzB,CAAA;AAED,iFAAiF;AACjF,MAAM,MAAM,qBAAqB,GAAG;IAClC,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;CACV,CAAA;AAED;;;;GAIG;AACH,MAAM,MAAM,oBAAoB,GAAG;IACjC,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,CAAC,qBAAqB,EAAE,EAAE,qBAAqB,EAAE,CAAC,CAAA;IACrD,CAAC,CAAC,EAAE;QACF,KAAK,CAAC,MAAM,GAAG,MAAM,GAAG;YAAE,CAAC,EAAE,MAAM,CAAA;SAAE,CAAC;QACtC,KAAK,CAAC,MAAM,GAAG,MAAM,GAAG;YAAE,CAAC,EAAE,MAAM,CAAA;SAAE,CAAC;KACvC,CAAA;CACF,CAAA;AAED;;;;GAIG;AACH,MAAM,MAAM,cAAc,GAAG,QAAQ,GAAG;IACtC,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;CACV,CAAA;AAED;;;;GAIG;AACH,MAAM,MAAM,SAAS,GAAG;IACtB,IAAI,EAAE,MAAM,CAAA;IACZ,IAAI,EAAE,MAAM,CAAA;IACZ,EAAE,EAAE,MAAM,CAAA;IACV,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE,MAAM,CAAA;IACZ,GAAG,CAAC,EAAE,MAAM,CAAA;IACZ,IAAI,CAAC,EAAE,MAAM,CAAA;CACd,CAAA;AAED,8FAA8F;AAC9F,MAAM,MAAM,iBAAiB,GAAG;IAC9B,UAAU,EAAE,OAAO,CAAA;IACnB,IAAI,EAAE,MAAM,CAAA;IACZ,KAAK,EAAE,UAAU,EAAE,CAAA;CACpB,CAAA;AAED,0EAA0E;AAC1E,MAAM,MAAM,0BAA0B,GAAG;IACvC,UAAU,CAAC,EAAE,OAAO,CAAA;IACpB,IAAI,EAAE,MAAM,CAAA;IACZ,cAAc,EAAE,eAAe,EAAE,CAAA;CAClC,CAAA;AAED;;;;;GAKG;AACH,MAAM,MAAM,yBAAyB,GAAG,IAAI,CAC1C,oBAAoB,EACpB,gBAAgB,CACjB,GACC,OAAO,CAAC,IAAI,CAAC,oBAAoB,EAAE,eAAe,CAAC,CAAC,CAAA;AAEtD;;;;GAIG;AACH,MAAM,MAAM,iCAAiC,GAAG;IAC9C,IAAI,EAAE,MAAM,CAAA;IACZ,mBAAmB,EAAE,CAAC,MAAM,EAAE,yBAAyB,CAAC,EAAE,CAAA;CAC3D,CAAA;AAED,kFAAkF;AAClF,MAAM,MAAM,iBAAiB,GAAG;IAC9B,IAAI,EAAE,MAAM,CAAA;IACZ,SAAS,EAAE;QACT,QAAQ,EAAE,aAAa,EAAE,CAAA;QACzB,+EAA+E;QAC/E,gCAAgC,CAAC,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,CAAA;KACtD,CAAA;CACF,CAAA"}

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

	@@ -1 +1 @@
1	- {"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"}
1	+ {"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;AAS7E,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,SAmDT,CAAA"}

package/dist/esm/utils/mapFill.js CHANGED Viewed

@@ -1,5 +1,6 @@
 import { classifyFillFromPosition, ExplorerChainId, explorerTxUrl, warnSkippedVenueRow, } from '@lifi/perps-sdk';
 import { FillClassification, LiquidationMethod, LiquidityRole, OrderSide, } from '@lifi/perps-types';
+import { zeroHash } from 'viem';
 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 */
@@ -66,7 +67,8 @@ export const mapFill = (fill, market, address) => {
             ? undefined
             : { amount: fill.builderFee, asset: feeAsset },
         startPosition: fill.startPosition,
-        explorerLink: explorerTxUrl(ExplorerChainId.HYPERLIQUID, fill.hash),
+        // A TWAP slice fill carries the zero hash: no venue transaction to link.
+        explorerLink: explorerTxUrl(ExplorerChainId.HYPERLIQUID, fill.hash === zeroHash ? undefined : fill.hash),
         classification: market.categoryId === SPOT_MARKET_ID
             ? side === OrderSide.BUY
                 ? FillClassification.SPOT_BUY

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

	@@ -1 +1 @@
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package/dist/esm/websocket/HyperliquidWsProvider.d.ts CHANGED Viewed

@@ -74,6 +74,14 @@ export declare class HyperliquidWsProvider extends WsProviderBase<object> {
      * `fastAssetCtxs` feed (high-frequency mid + mark across every dex).
      */
     private getMarketsContextSubEntries;
+    /** Sub-key + payload pairs of the `fills` channel: regular and TWAP slice fills. */
+    private getFillsSubEntries;
+    /**
+     * Register each wire entry in order and return a release that unregisters
+     * the acquired ones. A failed register releases the acquired entries first.
+     * A release after `close()` sends no frame.
+     */
+    private openWireEntries;
     private registerOrderbook;
     private releaseOrderbook;
     protected onClose(): void;
@@ -128,6 +136,8 @@ export declare class HyperliquidWsProvider extends WsProviderBase<object> {
     private handleOrderUpdates;
     private readOrderDetail;
     private handleUserFills;
+    private handleUserTwapSliceFills;
+    private emitFills;
     private handleAllDexsClearinghouseState;
     /** Whether the mode's collateral lives per-dex, making the perps-only
      * summary frame honest. Unified/portfolio hold collateral in spot. */

package/dist/esm/websocket/HyperliquidWsProvider.d.ts.map CHANGED Viewed

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