@lifi/perps-sdk-provider-lighter 22.1.1 → 24.0.0

package/src/types/pnl.ts

@@ -0,0 +1,36 @@
+// Account PnL shapes returned by Lighter's `/api/v1/pnl` endpoint.
+// Lighter serializes an empty list as JSON `null`, so list members are nullable.
+
+/**
+ * One PnL bucket. `timestamp` is Unix milliseconds. Every other field is a
+ * JSON number in USD for that bucket alone; the endpoint reports no account
+ * value.
+ *
+ * @public
+ */
+export interface LtPnLEntry {
+  timestamp: number
+  trade_pnl: number
+  inflow: number
+  outflow: number
+  pool_pnl: number
+  pool_inflow: number
+  pool_outflow: number
+  pool_total_shares: number
+  spot_inflow: number
+  spot_outflow: number
+  staked_lit: number
+  staking_inflow: number
+  staking_outflow: number
+  staking_pnl: number
+  trade_spot_pnl: number
+  volume: number
+}
+
+/** `GET /api/v1/pnl` response envelope. @public */
+export interface LtAccountPnL {
+  code: number
+  message?: string
+  resolution: string
+  pnl: LtPnLEntry[] | null
+}

package/src/types/ws.ts

@@ -33,8 +33,8 @@ export type LtWsPingMessage = LtWsMessage & { type: 'ping' }
 /**
  * Perpetual-market statistics pushed by Lighter's `market_stats` channels.
  * Price, interest, and funding values are decimal strings; the daily volume
- * and change figures are JSON numbers and the funding timestamp is a Unix
- * timestamp in milliseconds.
+ * and change figures are JSON numbers. `funding_timestamp` is the last funding
+ * payment time as a Unix timestamp in milliseconds.
  *
  * @public
  */

package/src/utils/index.ts

@@ -25,6 +25,7 @@ export {
   mapStatusReason,
   mapTriggerOrder,
 } from './mapOrder.js'
+export { mapPortfolioHistory } from './mapPortfolioHistory.js'
 export { leverageFromImf, mapPosition } from './mapPosition.js'
 export { mapMarketOrderLimits } from './marketLimits.js'
 export { mapInterval } from './ohlcvInterval.js'

package/src/utils/mapMarketContext.ts

@@ -1,6 +1,8 @@
 import type { MarketContext } from '@lifi/perps-types'
 import type { LtWsMarketStats, LtWsSpotMarketStats } from '../types/index.js'
 
+const FUNDING_PERIOD_MS = 60 * 60 * 1000
+
 const isPerpStats = (
   stats: LtWsMarketStats | LtWsSpotMarketStats
 ): stats is LtWsMarketStats => 'mark_price' in stats
@@ -27,7 +29,7 @@ export const mapMarketContext = (
       openInterest: stats.open_interest,
       funding: {
         rate: stats.current_funding_rate,
-        nextFundingTime: stats.funding_timestamp,
+        nextFundingTime: stats.funding_timestamp + FUNDING_PERIOD_MS,
       },
     }
   }

package/src/utils/mapPortfolioHistory.ts

@@ -0,0 +1,52 @@
+import type {
+  PortfolioHistoryRange,
+  PortfolioHistoryResponse,
+} from '@lifi/perps-types'
+import Big from 'big.js'
+import type { LtPnLEntry } from '../types/pnl.js'
+
+/**
+ * Build the portfolio series from Lighter PnL buckets and the account's
+ * current value. Lighter reports no historical account value, so each
+ * point's `accountValue` is `currentValue` with every later bucket's
+ * `trade_pnl + trade_spot_pnl + inflow - outflow` removed. `pnl` is the
+ * running `trade_pnl + trade_spot_pnl`, so both series unwind the same PnL.
+ */
+export const mapPortfolioHistory = (
+  range: PortfolioHistoryRange,
+  entries: LtPnLEntry[],
+  currentValue: Big
+): PortfolioHistoryResponse => {
+  const ordered = [...entries].sort((a, b) => a.timestamp - b.timestamp)
+
+  const accountValues: Big[] = []
+  let value = currentValue
+  for (let i = ordered.length - 1; i >= 0; i -= 1) {
+    accountValues[i] = value
+    const entry = ordered[i]
+    value = value
+      .minus(new Big(entry.trade_pnl))
+      .minus(new Big(entry.trade_spot_pnl))
+      .minus(new Big(entry.inflow))
+      .plus(new Big(entry.outflow))
+  }
+
+  let pnl = new Big(0)
+  let volume = new Big(0)
+  const points = ordered.map((entry, i) => {
+    pnl = pnl.plus(new Big(entry.trade_pnl)).plus(new Big(entry.trade_spot_pnl))
+    volume = volume.plus(new Big(entry.volume))
+    return {
+      timestamp: entry.timestamp,
+      accountValue: accountValues[i].toFixed(),
+      pnl: pnl.toFixed(),
+    }
+  })
+
+  return {
+    range,
+    points,
+    volume: volume.toFixed(),
+    totalPnl: points.at(-1)?.pnl,
+  }
+}

package/src/utils/marketLimits.ts

@@ -3,25 +3,26 @@ import type { LtPerpsOrderBookDetail } from '../types/index.js'
 
 type MarketOrderLimits = Pick<
   PerpsMarket,
-  'maxMarketOrderUsd' | 'maxLimitOrderUsd'
+  'maxMarketOrderUsd' | 'maxLimitOrderUsd' | 'minOrderValueUsd'
 >
 
 type LighterMarketLimitSource = Pick<
   LtPerpsOrderBookDetail,
-  'order_quote_limit'
+  'order_quote_limit' | 'min_quote_amount'
 >
 
 const NO_ORDER_QUOTE_LIMIT = '281474976.710655'
 
-/** Map the order-value cap published by Lighter's order-book metadata. */
+/** Map the order-value limits published by Lighter's order-book metadata. */
 export const mapMarketOrderLimits = (
   market: LighterMarketLimitSource
 ): MarketOrderLimits => {
   if (market.order_quote_limit === NO_ORDER_QUOTE_LIMIT) {
-    return {}
+    return { minOrderValueUsd: market.min_quote_amount }
   }
 
   return {
+    minOrderValueUsd: market.min_quote_amount,
     maxMarketOrderUsd: market.order_quote_limit,
     maxLimitOrderUsd: market.order_quote_limit,
   }

package/src/websocket/LighterWsProvider.ts

@@ -13,6 +13,7 @@ import {
   toPerpsMarketDisplay,
   WsProviderBase,
   type WsProviderFactory,
+  type WsProviderFactoryParams,
   wsLog,
 } from '@lifi/perps-sdk'
 import {
@@ -159,7 +160,7 @@ export interface LighterWsProviderOptions {
 }
 
 /**
- * Lighter realtime WS provider (extends {@link WsProviderBase}): subscribes to
+ * Lighter WebSocket provider (extends {@link WsProviderBase}): subscribes to
  * Lighter's WS channels (orderbook, marketsContext, orders, positions), attaching auth
  * tokens to gated channels. Construct via {@link lighterWsProvider}.
  *
@@ -257,14 +258,6 @@ export class LighterWsProvider extends WsProviderBase<SubState> {
   }
 
   protected async openChannel(sub: Subscription): Promise<() => void> {
-    // Lighter has no live OHLC channel — there's nothing to subscribe to.
-    // Return a no-op unsubscribe so the caller's UX (chart still rendering
-    // from REST history + price-tick mid line) is unaffected, instead of
-    // throwing and surfacing a console error on every chart mount.
-    if (sub.channel === 'candle') {
-      return () => {}
-    }
-
     // Only the auth channels (orders/fills/positions) resolve markets.
     // `marketsContext`/`orderbook` are keyed purely by `String(market_id)`, so
     // gating them on the registry sync would let a failed `/markets` fetch kill
@@ -377,10 +370,7 @@ export class LighterWsProvider extends WsProviderBase<SubState> {
         return `positions:${sub.address.toLowerCase()}`
       case 'accountSummary':
         return `accountSummary:${sub.address.toLowerCase()}`
-      // No live wire sub (openChannel returns a no-op), but a stable key is
-      // still needed so the base's fan-out registry can track/release it.
       case 'candle':
-        return `candle:${sub.marketId}:${sub.interval}`
       case 'spotBalances':
         throw new Error(`Lighter WS does not support channel: ${sub.channel}.`)
     }
@@ -1006,7 +996,11 @@ function collectAuthChannelItems<T>(
  *
  * @public
  */
-export const lighterWsProvider =
-  (options?: LighterWsProviderOptions): WsProviderFactory =>
-  ({ provider, wsUrl, client }) =>
-    new LighterWsProvider(wsUrl, provider, options, client)
+export const lighterWsProvider = (
+  options?: LighterWsProviderOptions
+): WsProviderFactory =>
+  Object.assign(
+    ({ provider, wsUrl, client }: WsProviderFactoryParams) =>
+      new LighterWsProvider(wsUrl, provider, options, client),
+    { streamsCandles: false }
+  )