@lifi/perps-sdk-provider-lighter 1.0.1 → 1.2.0

package/src/utils/mapMarketContext.ts

@@ -0,0 +1,40 @@
+import type { MarketContext } from '@lifi/perps-types'
+import type { LtWsMarketStats, LtWsSpotMarketStats } from '../types/index.js'
+
+const isPerpStats = (
+  stats: LtWsMarketStats | LtWsSpotMarketStats
+): stats is LtWsMarketStats => 'mark_price' in stats
+
+/**
+ * Map a Lighter market-stats record to a {@link MarketContext}: `index_price`
+ * is the oracle, `mid_price` the mid. Perp records carry the venue
+ * `mark_price`, funding and open interest; spot records have none, so mark
+ * falls back to the mid and the perp-only fields stay `undefined`.
+ * @public
+ */
+export const mapMarketContext = (
+  stats: LtWsMarketStats | LtWsSpotMarketStats
+): MarketContext => {
+  const marketId = String(stats.market_id)
+  if (isPerpStats(stats)) {
+    return {
+      marketId,
+      midPrice: stats.mid_price,
+      markPrice: stats.mark_price,
+      oraclePrice: stats.index_price,
+      volume24h: stats.daily_quote_token_volume,
+      openInterest: stats.open_interest,
+      funding: {
+        rate: stats.current_funding_rate,
+        nextFundingTime: stats.funding_timestamp,
+      },
+    }
+  }
+  return {
+    marketId,
+    midPrice: stats.mid_price,
+    markPrice: stats.mid_price,
+    oraclePrice: stats.index_price,
+    volume24h: String(stats.daily_quote_token_volume),
+  }
+}

package/src/websocket/LighterWsProvider.ts

@@ -12,7 +12,12 @@ import {
   type WsProviderFactory,
   wsLog,
 } from '@lifi/perps-sdk'
-import type { Fill, Position, Subscription } from '@lifi/perps-types'
+import type {
+  Fill,
+  MarketContext,
+  Position,
+  Subscription,
+} from '@lifi/perps-types'
 import type { Address } from 'viem'
 import { LIGHTER_BASE_FEE_TIER, LIGHTER_PROVIDER_KEY } from '../constants.js'
 import type {
@@ -29,17 +34,19 @@ import type {
   LtWsOrderBookMessage,
   LtWsSpotMarketStats,
   LtWsSpotMarketStatsAllMessage,
+  LtWsTradeMessage,
 } from '../types/index.js'
 import { LIGHTER_RETRY_DEFAULTS, LighterApiClient } from '../utils/apiClient.js'
 import {
   classifyAndMapOrders,
   fetchDetailedAccount,
   mapFill,
+  mapMarketContext,
   mapPosition,
 } from '../utils/index.js'
 
-// Public channels: `prices` (market_stats/all + spot_market_stats/all),
-// `orderbook` (order_book/N).
+// Public channels: `marketsContext` (market_stats/all + spot_market_stats/all),
+// `orderbook` (order_book/N), `trades` (trade/N).
 // Authenticated channels (require an `authProvider` option):
 //   - orderUpdates → account_all_orders/{account_index}
 //   - fills        → account_all_trades/{account_index}
@@ -124,7 +131,7 @@ export interface LighterWsProviderOptions {
 
 /**
  * Lighter realtime WS provider (extends {@link WsProviderBase}): subscribes to
- * Lighter's WS channels (orderbook, prices, orders, positions), attaching auth
+ * Lighter's WS channels (orderbook, marketsContext, orders, positions), attaching auth
  * tokens to gated channels. Construct via {@link lighterWsProvider}.
  *
  * @public
@@ -135,7 +142,7 @@ export class LighterWsProvider extends WsProviderBase<SubState> {
   private readonly client: PerpsSDKClient | undefined
 
   private readonly orderbooks = new Map<number, OrderbookState>()
-  private lastPricesByAssetId: Record<string, string> = {}
+  private marketsContext: Record<string, MarketContext> = {}
 
   /**
    * `address → market_id → Position`. `subscribed/...` frames reseed it and
@@ -203,9 +210,9 @@ export class LighterWsProvider extends WsProviderBase<SubState> {
     }
 
     // Only the auth channels (orders/fills/positions) resolve markets.
-    // `prices`/`orderbook` are keyed purely by `String(market_id)`, so gating
-    // them on the registry sync would let a failed `/markets` fetch kill live
-    // price ticks.
+    // `marketsContext`/`orderbook` are keyed purely by `String(market_id)`, so
+    // gating them on the registry sync would let a failed `/markets` fetch kill
+    // live price ticks.
     if (channelNeedsMarkets(sub.channel)) {
       await this.registry?.sync()
     }
@@ -214,7 +221,7 @@ export class LighterWsProvider extends WsProviderBase<SubState> {
 
     // Registry keyed by the wire channel (unique per sub), so replay-failure
     // logs name the channel the venue knows. A logical sub may fan out to
-    // several wire channels (e.g. `prices`), each registered independently.
+    // several wire channels (e.g. `marketsContext`), each registered independently.
     for (const { channel, needsAuth, address } of wireChannels) {
       await this.registerSub(channel, { channel, needsAuth, address })
     }
@@ -239,7 +246,7 @@ export class LighterWsProvider extends WsProviderBase<SubState> {
 
   protected override onClose(): void {
     this.orderbooks.clear()
-    this.lastPricesByAssetId = {}
+    this.marketsContext = {}
     this.positionsByAddress.clear()
   }
 
@@ -271,10 +278,12 @@ export class LighterWsProvider extends WsProviderBase<SubState> {
 
   protected toKey(sub: Subscription): string {
     switch (sub.channel) {
-      case 'prices':
-        return 'prices'
+      case 'marketsContext':
+        return 'marketsContext'
       case 'orderbook':
         return `orderbook:${sub.marketId}`
+      case 'trades':
+        return `trades:${sub.marketId}`
       case 'orderUpdates':
         return `orderUpdates:${sub.address.toLowerCase()}`
       case 'fills':
@@ -297,10 +306,10 @@ export class LighterWsProvider extends WsProviderBase<SubState> {
       address?: Address
     }>
   > {
-    if (sub.channel === 'prices') {
+    if (sub.channel === 'marketsContext') {
       // Lighter splits stats across two wire channels: perp markets on
       // `market_stats/all`, spot markets on `spot_market_stats/all`. Both feed
-      // the single aggregated `prices` emit.
+      // the single aggregated `marketsContext` emit.
       return [
         { channel: 'market_stats/all', needsAuth: false },
         { channel: 'spot_market_stats/all', needsAuth: false },
@@ -316,6 +325,16 @@ export class LighterWsProvider extends WsProviderBase<SubState> {
       }
       return [{ channel: `order_book/${id}`, needsAuth: false }]
     }
+    if (sub.channel === 'trades') {
+      const id = Number(sub.marketId)
+      if (!Number.isFinite(id)) {
+        throw new Error(
+          `Lighter WS: unknown market for marketId '${sub.marketId}'. ` +
+            'MarketId must be a numeric market_id string.'
+        )
+      }
+      return [{ channel: `trade/${id}`, needsAuth: false }]
+    }
     if (
       sub.channel === 'orderUpdates' ||
       sub.channel === 'fills' ||
@@ -423,6 +442,11 @@ export class LighterWsProvider extends WsProviderBase<SubState> {
       return
     }
 
+    if (msg.type === 'subscribed/trade' || msg.type === 'update/trade') {
+      this.handleTrades(msg as LtWsTradeMessage)
+      return
+    }
+
     if (
       msg.type === 'subscribed/account_all_orders' ||
       msg.type === 'update/account_all_orders'
@@ -554,17 +578,17 @@ export class LighterWsProvider extends WsProviderBase<SubState> {
     if (!stats) {
       return
     }
-    const updates: Record<string, string> = {}
-    for (const entry of Object.values(stats)) {
-      updates[String(entry.market_id)] = entry.last_trade_price
-    }
-    if (Object.keys(updates).length === 0) {
+    const entries = Object.values(stats)
+    if (entries.length === 0) {
       return
     }
-    this.lastPricesByAssetId = { ...this.lastPricesByAssetId, ...updates }
-    this.emit('prices', {
-      channel: 'prices',
-      data: this.lastPricesByAssetId,
+    for (const entry of entries) {
+      const ctx = mapMarketContext(entry)
+      this.marketsContext[ctx.marketId] = ctx
+    }
+    this.emit('marketsContext', {
+      channel: 'marketsContext',
+      data: this.marketsContext,
     })
   }
 
@@ -605,11 +629,38 @@ export class LighterWsProvider extends WsProviderBase<SubState> {
     })
   }
 
-  private marketIdFromChannel(channel: string | undefined): number | null {
-    if (!channel?.startsWith('order_book')) {
+  private handleTrades(msg: LtWsTradeMessage): void {
+    const marketId = this.marketIdFromChannel(msg.channel, 'trade')
+    if (marketId === null) {
+      return
+    }
+    const trades = msg.trades ?? []
+    if (trades.length === 0) {
+      return
+    }
+    const assetId = String(marketId)
+    this.emit(`trades:${assetId}`, {
+      channel: 'trades',
+      data: trades.map((t) => ({
+        provider: this.providerKey,
+        marketId: assetId,
+        price: t.price,
+        size: t.size,
+        timestamp: t.timestamp,
+        side: t.is_maker_ask ? 'buy' : 'sell',
+        id: t.trade_id_str ?? String(t.trade_id),
+      })),
+    })
+  }
+
+  private marketIdFromChannel(
+    channel: string | undefined,
+    prefix = 'order_book'
+  ): number | null {
+    if (!channel?.startsWith(prefix)) {
       return null
     }
-    const tail = channel.slice('order_book'.length)
+    const tail = channel.slice(prefix.length)
     if (tail.length < 2 || (tail[0] !== '/' && tail[0] !== ':')) {
       return null
     }