@lifi/perps-sdk-provider-hyperliquid 31.0.1 → 31.0.3

package/dist/cjs/websocket/HyperliquidWsProvider.js

@@ -109,7 +109,7 @@ class HyperliquidWsProvider extends perps_sdk_1.WsProviderBase {
             marketValidated = true;
             const market = registry.requireActive(sub.marketId);
             if (sub.channel === 'availableToTrade' &&
-                market.categoryId === constants_js_1.SPOT_MARKET_ID) {
+                (0, perps_sdk_1.isSpotCategory)(market.categoryId)) {
                 const error = new perps_sdk_1.PerpsError(perps_types_1.PerpsErrorCode.ValidationError, `Hyperliquid spot market '${sub.marketId}' carries no availableToTrade state.`);
                 error.tool = this.providerKey;
                 throw error;
@@ -125,36 +125,15 @@ class HyperliquidWsProvider extends perps_sdk_1.WsProviderBase {
             await registry.sync();
         }
         if (sub.channel === 'marketsContext') {
-            const epoch = this.spotWireEpoch;
-            const entries = this.getMarketsContextSubEntries();
-            let acquired = 0;
-            const release = () => {
-                if (epoch !== this.spotWireEpoch) {
-                    return;
-                }
-                for (let index = 0; index < acquired; index++) {
-                    const { subKey, payload } = entries[index];
-                    this.unregisterSub(subKey);
-                    this.rws.send(JSON.stringify({ method: 'unsubscribe', subscription: payload }));
-                }
+            return this.openWireEntries(this.getMarketsContextSubEntries(), () => {
                 this.perpCtxBySubDex.clear();
                 this.spotCtxByMarketId = {};
                 this.fastCtxByMarketId = {};
                 this.marketsContextByMarketId = {};
-                acquired = 0;
-            };
-            try {
-                for (const { subKey, payload } of entries) {
-                    await this.registerSub(subKey, payload);
-                    acquired++;
-                }
-                await this.rws.ready();
-                return release;
-            }
-            catch (error) {
-                release();
-                throw error;
-            }
+            });
+        }
+        if (sub.channel === 'fills') {
+            return this.openWireEntries(this.getFillsSubEntries(sub.address));
         }
         if (sub.channel === 'spotBalances') {
             return this.acquireSpotWire(sub.address);
@@ -254,6 +233,44 @@ class HyperliquidWsProvider extends perps_sdk_1.WsProviderBase {
             { subKey: 'fastAssetCtxs', payload: { type: 'fastAssetCtxs' } },
         ];
     }
+    getFillsSubEntries(address) {
+        const user = normalizeHlAddress(address);
+        return [
+            { subKey: `userFills:${user}`, payload: { type: 'userFills', user } },
+            {
+                subKey: `userTwapSliceFills:${user}`,
+                payload: { type: 'userTwapSliceFills', user },
+            },
+        ];
+    }
+    async openWireEntries(entries, onRelease) {
+        const epoch = this.spotWireEpoch;
+        let acquired = 0;
+        const release = () => {
+            if (epoch !== this.spotWireEpoch) {
+                return;
+            }
+            for (let index = 0; index < acquired; index++) {
+                const { subKey, payload } = entries[index];
+                this.unregisterSub(subKey);
+                this.rws.send(JSON.stringify({ method: 'unsubscribe', subscription: payload }));
+            }
+            acquired = 0;
+            onRelease?.();
+        };
+        try {
+            for (const { subKey, payload } of entries) {
+                await this.registerSub(subKey, payload);
+                acquired++;
+            }
+            await this.rws.ready();
+            return release;
+        }
+        catch (error) {
+            release();
+            throw error;
+        }
+    }
     registerOrderbook(marketId, orderbookKey) {
         let activeKeys = this.orderbookKeysByMarketId.get(marketId);
         if (activeKeys === undefined) {
@@ -316,7 +333,7 @@ class HyperliquidWsProvider extends perps_sdk_1.WsProviderBase {
             case 'orderUpdates':
                 return `orderUpdates:${sub.address.toLowerCase()}`;
             case 'fills':
-                return `userFills:${sub.address.toLowerCase()}`;
+                return `fills:${sub.address.toLowerCase()}`;
             case 'positions':
                 return `positions:${sub.address.toLowerCase()}`;
             case 'accountSummary':
@@ -458,6 +475,9 @@ class HyperliquidWsProvider extends perps_sdk_1.WsProviderBase {
                 case 'userFills':
                     this.handleUserFills(msg.data);
                     break;
+                case 'userTwapSliceFills':
+                    this.handleUserTwapSliceFills(msg.data);
+                    break;
                 case 'allDexsClearinghouseState':
                     this.handleAllDexsClearinghouseState(msg.data);
                     break;
@@ -528,7 +548,7 @@ class HyperliquidWsProvider extends perps_sdk_1.WsProviderBase {
     spotMarketIdBySacKey() {
         const map = new Map();
         for (const market of this.registry?.activeMarkets ?? []) {
-            if (market.categoryId !== constants_js_1.SPOT_MARKET_ID) {
+            if (!(0, perps_sdk_1.isSpotCategory)(market.categoryId)) {
                 continue;
             }
             map.set(market.id, market.id);
@@ -826,17 +846,23 @@ class HyperliquidWsProvider extends perps_sdk_1.WsProviderBase {
         };
     }
     handleUserFills(data) {
-        const items = data.isSnapshot
+        this.emitFills(data.user, data.isSnapshot, data.fills);
+    }
+    handleUserTwapSliceFills(data) {
+        this.emitFills(data.user, data.isSnapshot, data.twapSliceFills.map(({ fill }) => fill));
+    }
+    emitFills(user, isSnapshot, fills) {
+        const items = isSnapshot
             ? []
-            : data.fills.flatMap((f) => {
+            : fills.flatMap((f) => {
                 if ((0, index_js_2.assetIsOutcome)(f.coin)) {
                     return [];
                 }
                 const market = this.registry?.get(f.coin);
-                const mapped = market && (0, index_js_2.mapFill)(f, market, data.user);
+                const mapped = market && (0, index_js_2.mapFill)(f, market, user);
                 return mapped ? [mapped] : [];
             });
-        this.emit(`userFills:${data.user.toLowerCase()}`, {
+        this.emit(`fills:${user.toLowerCase()}`, {
             channel: 'fills',
             data: items,
         });
@@ -1302,6 +1328,8 @@ function isValidHlFrame(channel, data) {
             return Array.isArray(data);
         case 'userFills':
             return typeof data.user === 'string' && Array.isArray(data.fills);
+        case 'userTwapSliceFills':
+            return typeof data.user === 'string' && Array.isArray(data.twapSliceFills);
         case 'allDexsClearinghouseState':
             return (typeof data.user === 'string' && Array.isArray(data.clearinghouseStates));
         case 'spotState':

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

@@ -1 +1 @@
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package/dist/esm/HyperliquidProvider.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"HyperliquidProvider.d.ts","sourceRoot":"","sources":["../../src/HyperliquidProvider.ts"],"names":[],"mappings":"AAAA,OAAO,EASL,KAAK,mBAAmB,EAmBxB,KAAK,cAAc,EACpB,MAAM,iBAAiB,CAAA;AA2BxB,OAAO,EAAE,KAAK,OAAO,EAAE,KAAK,GAAG,EAAa,MAAM,MAAM,CAAA;AAoBxD,OAAO,EACL,KAAK,gBAAgB,EAEtB,MAAM,oCAAoC,CAAA;AAQ3C;;;;GAIG;AACH,MAAM,WAAW,0BAA0B;IACzC;;;;;OAKG;IACH,MAAM,CAAC,EAAE,MAAM,CAAA;IACf;;;;OAIG;IACH,OAAO,CAAC,EAAE,cAAc,CAAA;CACzB;AAED;;;;;;;;GAQG;AACH,MAAM,WAAW,wBAAyB,SAAQ,mBAAmB;IACnE;;;OAGG;IACH,eAAe,CAAC,OAAO,EAAE,OAAO,GAAG,OAAO,CAAC,OAAO,CAAC,CAAA;IACnD,4EAA4E;IAC5E,QAAQ,CAAC,OAAO,EAAE,OAAO,GAAG,OAAO,CAAC,OAAO,CAAC,CAAA;IAC5C;;;OAGG;IACH,WAAW,CAAC,OAAO,EAAE,OAAO,GAAG,OAAO,CAAC,IAAI,CAAC,CAAA;IAC5C;;;OAGG;IACH,WAAW,CAAC,OAAO,EAAE,OAAO,EAAE,UAAU,EAAE,GAAG,GAAG,OAAO,CAAC,gBAAgB,CAAC,CAAA;CAC1E;AAED;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,mBAAmB,CACjC,OAAO,GAAE,0BAA+B,GACvC,wBAAwB,CAiW1B"}

package/dist/esm/HyperliquidProvider.js

@@ -1,9 +1,9 @@
-import { HYPERLIQUID_USDC, isSubmittedOrAccepted, PerpsError, PerpsErrorMessage, resolveQuote, } from '@lifi/perps-sdk';
+import { HYPERLIQUID_USDC, isSpotCategory, isSubmittedOrAccepted, PerpsError, PerpsErrorMessage, resolveQuote, } from '@lifi/perps-sdk';
 import { ActionType, PerpsErrorCode, PerpsSigner, } from '@lifi/perps-types';
 import { isAddress } from 'viem';
 import { projectHyperliquidConfigSettings } from './accountConfig.js';
 import { getAccountSummary } from './accountSummary.js';
-import { DEFAULT_HYPERLIQUID_API_URL, HYPERLIQUID_FEE_TIER_FALLBACK, PROVIDER_KEY, SPOT_MARKET_ID, } from './constants.js';
+import { DEFAULT_HYPERLIQUID_API_URL, HYPERLIQUID_FEE_TIER_FALLBACK, PROVIDER_KEY, } from './constants.js';
 import { HyperliquidContextRef } from './context.js';
 import { getAccount } from './services/getAccount.js';
 import { getAccountExists } from './services/getAccountExists.js';
@@ -197,7 +197,7 @@ export function hyperliquidProvider(options = {}) {
         getPortfolioHistory: (params, opts) => getPortfolioHistory(contextRef.require(), { address: params.address, range: params.range }, opts),
         getQuote: (params, opts) => resolveQuote(contextRef.require().client, PROVIDER_KEY, params, HYPERLIQUID_FEE_TIER_FALLBACK, opts),
         getAccountSummary: (account, positions) => getAccountSummary(account, positions),
-        snapOrderPrice: (market, price) => snapOrderPrice(price, market.szDecimals, market.categoryId === SPOT_MARKET_ID ? 'spot' : undefined),
+        snapOrderPrice: (market, price) => snapOrderPrice(price, market.szDecimals, isSpotCategory(market.categoryId) ? 'spot' : undefined),
         snapOrderSize: (market, size) => snapOrderSize(size, market.szDecimals),
         triggerOrders: { modifyCanChangeType: true },
         estimateLiquidationPrice: (market, params) => calculateLiquidationPrice(params, market.maxLeverage),

package/dist/esm/HyperliquidProvider.js.map

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package/dist/esm/constants.d.ts

@@ -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.
@@ -41,6 +47,4 @@ export declare const MAX_HISTORY_LIMIT = 200;
 export declare const MAIN_DEX_NAME = "";
 /** @internal */
 export declare const MAIN_MARKET_ID = "hyperliquid";
-/** @internal */
-export declare const SPOT_MARKET_ID = "spot";
 //# sourceMappingURL=constants.d.ts.map

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

@@ -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"}
+{"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"}

package/dist/esm/constants.js

@@ -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.
@@ -43,6 +49,4 @@ export const MAX_HISTORY_LIMIT = 200;
 export const MAIN_DEX_NAME = '';
 /** @internal */
 export const MAIN_MARKET_ID = 'hyperliquid';
-/** @internal */
-export const SPOT_MARKET_ID = 'spot';
 //# sourceMappingURL=constants.js.map

package/dist/esm/constants.js.map

@@ -1 +1 @@
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package/dist/esm/services/getAvailableToTrade.d.ts.map

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package/dist/esm/services/getAvailableToTrade.js

@@ -1,6 +1,6 @@
-import { getMarketRegistry, PerpsError, toAssetDisplay, } from '@lifi/perps-sdk';
+import { getMarketRegistry, isSpotCategory, PerpsError, toAssetDisplay, } from '@lifi/perps-sdk';
 import { PerpsErrorCode } from '@lifi/perps-types';
-import { PROVIDER_KEY, SPOT_MARKET_ID } from '../constants.js';
+import { PROVIDER_KEY } from '../constants.js';
 import { hlInfoOptions } from '../utils/infoClient.js';
 import { fetchActiveAssetData } from './activeAssetData.js';
 import { requireAccountExists } from './getAccountExists.js';
@@ -19,7 +19,7 @@ export const getAvailableToTrade = async (context, params, options) => {
     const registry = getMarketRegistry(context.client, PROVIDER_KEY);
     await registry.sync();
     const market = registry.require(params.marketId);
-    if (market.categoryId === SPOT_MARKET_ID) {
+    if (isSpotCategory(market.categoryId)) {
         return undefined;
     }
     await requireAccountExists(context.apiUrl, params.address, hlInfoOptions(context.client, options));

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

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

@@ -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

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