@lifi/perps-sdk-provider-lighter 24.0.1 → 25.0.0

package/dist/cjs/utils/mapOrder.js

@@ -1,19 +1,33 @@
 "use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.mapOrderDetail = exports.classifyAndMapOrders = exports.mapOrder = exports.mapTriggerOrder = exports.isTriggerOrder = exports.isTriggerType = exports.mapStatusReason = void 0;
+exports.mapOrderUpdates = exports.mapOrder = void 0;
 const perps_sdk_1 = require("@lifi/perps-sdk");
 const perps_types_1 = require("@lifi/perps-types");
-const mapOrderType = (ltType) => {
-    const normalized = ltType.replace(/-/g, '_');
-    const map = {
-        limit: perps_types_1.OrderType.LIMIT,
-        market: perps_types_1.OrderType.MARKET,
-        stop_loss: perps_types_1.OrderType.STOP_MARKET,
-        stop_loss_limit: perps_types_1.OrderType.STOP_LIMIT,
-        take_profit: perps_types_1.OrderType.TAKE_PROFIT_MARKET,
-        take_profit_limit: perps_types_1.OrderType.TAKE_PROFIT_LIMIT,
-    };
-    return map[normalized] ?? perps_types_1.OrderType.LIMIT;
+const big_js_1 = __importDefault(require("big.js"));
+const mapOrderType = (type) => {
+    switch (type.replace(/-/g, '_')) {
+        case 'market':
+        case 'liquidation':
+            return perps_types_1.OrderType.MARKET;
+        case 'limit':
+        case 'twap_sub':
+            return perps_types_1.OrderType.LIMIT;
+        case 'stop_loss':
+            return perps_types_1.OrderType.STOP_MARKET;
+        case 'stop_loss_limit':
+            return perps_types_1.OrderType.STOP_LIMIT;
+        case 'take_profit':
+            return perps_types_1.OrderType.TAKE_PROFIT_MARKET;
+        case 'take_profit_limit':
+            return perps_types_1.OrderType.TAKE_PROFIT_LIMIT;
+        case 'twap':
+            return perps_types_1.OrderType.TWAP;
+        default:
+            throw new perps_sdk_1.PerpsError(perps_types_1.PerpsErrorCode.SDKError, `Unknown Lighter order type: ${type}`);
+    }
 };
 const mapTimeInForce = (tif) => {
     switch (tif.replace(/-/g, '_')) {
@@ -24,142 +38,117 @@ const mapTimeInForce = (tif) => {
         case 'post_only':
             return perps_types_1.TimeInForce.POST_ONLY;
         default:
-            return undefined;
-    }
-};
-const mapOrderStatus = (status) => {
-    if (status === 'open' ||
-        status === 'in-progress' ||
-        status === 'in_progress') {
-        return perps_types_1.OrderStatus.OPEN;
-    }
-    if (status === 'pending') {
-        return perps_types_1.OrderStatus.PENDING;
-    }
-    if (status === 'filled') {
-        return perps_types_1.OrderStatus.FILLED;
-    }
-    if (status.startsWith('canceled')) {
-        return perps_types_1.OrderStatus.CANCELLED;
+            throw new perps_sdk_1.PerpsError(perps_types_1.PerpsErrorCode.SDKError, `Unknown Lighter time in force: ${tif}`);
     }
-    return perps_types_1.OrderStatus.OPEN;
 };
-const mapStatusReason = (status) => {
-    switch (status) {
+const mapOrderStatus = (order, filledSize = new big_js_1.default(order.filled_base_amount)) => {
+    switch (order.status) {
+        case 'open':
+            if (order.trigger_status === 'parent-order') {
+                return perps_types_1.OrderStatus.PENDING;
+            }
+            return filledSize.gt(0) ? perps_types_1.OrderStatus.PARTIALLY_FILLED : perps_types_1.OrderStatus.OPEN;
+        case 'triggered':
+            return perps_types_1.OrderStatus.TRIGGERED;
+        case 'filled':
+            return perps_types_1.OrderStatus.FILLED;
+        case 'canceled-expired':
+            return perps_types_1.OrderStatus.EXPIRED;
         case 'canceled':
-            return 'Order cancelled.';
         case 'canceled-post-only':
-            return 'Order cancelled: post-only order would have crossed the book.';
         case 'canceled-reduce-only':
-            return 'Order cancelled: would not reduce your position.';
         case 'canceled-position-not-allowed':
-            return 'Order cancelled: position not allowed.';
         case 'canceled-margin-not-allowed':
-            return 'Order cancelled: insufficient margin.';
         case 'canceled-too-much-slippage':
-            return 'Order cancelled: slippage exceeded tolerance.';
         case 'canceled-not-enough-liquidity':
-            return 'Order cancelled: not enough liquidity to fill.';
         case 'canceled-self-trade':
-            return 'Order cancelled: would self-trade against your own resting order.';
-        case 'canceled-expired':
-            return 'Order expired.';
         case 'canceled-oco':
-            return 'Order cancelled: sibling OCO order filled or cancelled first.';
         case 'canceled-child':
-            return 'Order cancelled: parent order was cancelled.';
         case 'canceled-liquidation':
-            return 'Order cancelled: account was liquidated.';
         case 'canceled-invalid-balance':
-            return 'Order cancelled: invalid balance.';
+            return perps_types_1.OrderStatus.CANCELLED;
         default:
-            return undefined;
-    }
-};
-exports.mapStatusReason = mapStatusReason;
-const isTriggerType = (type) => type === perps_types_1.OrderType.TAKE_PROFIT_MARKET ||
-    type === perps_types_1.OrderType.TAKE_PROFIT_LIMIT ||
-    type === perps_types_1.OrderType.STOP_MARKET ||
-    type === perps_types_1.OrderType.STOP_LIMIT;
-exports.isTriggerType = isTriggerType;
-const isTriggerOrder = (raw) => {
-    if (raw.trigger_status === 'ready' ||
-        raw.trigger_status === 'mark-price' ||
-        raw.trigger_status === 'parent-order') {
-        return true;
+            throw new perps_sdk_1.PerpsError(perps_types_1.PerpsErrorCode.SDKError, `Unknown Lighter order status: ${order.status}`);
     }
-    if (raw.trigger_price !== '' && parseFloat(raw.trigger_price) > 0) {
-        return true;
-    }
-    return (0, exports.isTriggerType)(mapOrderType(raw.type));
 };
-exports.isTriggerOrder = isTriggerOrder;
-const mapTriggerOrder = (order, market) => {
+const mapOrder = (order, market) => {
     const type = mapOrderType(order.type);
-    const isLimit = type === perps_types_1.OrderType.TAKE_PROFIT_LIMIT || type === perps_types_1.OrderType.STOP_LIMIT;
-    return {
+    const filledSize = new big_js_1.default(order.filled_base_amount);
+    const status = mapOrderStatus(order, filledSize);
+    const base = {
         orderId: String(order.order_index),
+        ...(order.client_order_index === 0
+            ? {}
+            : { clientOrderId: String(order.client_order_index) }),
         market,
-        type,
-        size: order.initial_base_amount,
-        triggerPrice: order.trigger_price,
-        ...(isLimit ? { limitPrice: order.price } : {}),
+        side: order.is_ask ? perps_types_1.OrderSide.SELL : perps_types_1.OrderSide.BUY,
+        status,
+        ...(status === perps_types_1.OrderStatus.CANCELLED ? { statusReason: order.status } : {}),
+        originalSize: order.initial_base_amount,
+        remainingSize: order.remaining_base_amount,
+        filledSize: order.filled_base_amount,
+        ...(filledSize.gt(0)
+            ? {
+                averagePrice: new big_js_1.default(order.filled_quote_amount)
+                    .div(filledSize)
+                    .toString(),
+            }
+            : {}),
+        reduceOnly: order.reduce_only,
+        ...(order.parent_order_id ? { parentOrderId: order.parent_order_id } : {}),
         createdAt: new Date(order.created_at * 1000).toISOString(),
+        updatedAt: new Date(order.updated_at * 1000).toISOString(),
     };
+    switch (type) {
+        case perps_types_1.OrderType.TWAP:
+            return {
+                ...base,
+                type,
+                durationSeconds: order.order_expiry / 1000 - order.created_at,
+                startedAt: base.createdAt,
+            };
+        case perps_types_1.OrderType.STOP_MARKET:
+        case perps_types_1.OrderType.STOP_LIMIT:
+        case perps_types_1.OrderType.TAKE_PROFIT_MARKET:
+        case perps_types_1.OrderType.TAKE_PROFIT_LIMIT:
+            return {
+                ...base,
+                type,
+                triggerPrice: order.trigger_price,
+                triggerCondition: (0, perps_sdk_1.triggerConditionFor)(type, base.side),
+                ...(type === perps_types_1.OrderType.STOP_LIMIT ||
+                    type === perps_types_1.OrderType.TAKE_PROFIT_LIMIT
+                    ? { limitPrice: order.price }
+                    : {}),
+            };
+        case perps_types_1.OrderType.MARKET:
+        case perps_types_1.OrderType.LIMIT:
+            return {
+                ...base,
+                type,
+                price: order.price,
+                timeInForce: mapTimeInForce(order.time_in_force),
+                ...(order.order_expiry > 0
+                    ? { expiresAt: new Date(order.order_expiry).toISOString() }
+                    : {}),
+            };
+    }
 };
-exports.mapTriggerOrder = mapTriggerOrder;
-const mapOrder = (order, market) => ({
-    orderId: String(order.order_index),
-    market,
-    side: order.is_ask ? perps_types_1.OrderSide.SELL : perps_types_1.OrderSide.BUY,
-    type: mapOrderType(order.type),
-    originalSize: order.initial_base_amount,
-    remainingSize: order.remaining_base_amount,
-    price: order.price,
-    filledSize: order.filled_base_amount,
-    reduceOnly: order.reduce_only,
-    createdAt: new Date(order.created_at * 1000).toISOString(),
-});
 exports.mapOrder = mapOrder;
-const classifyAndMapOrders = (orders, resolveMarket) => {
-    const openOrders = [];
-    const triggerOrders = [];
+const mapOrderUpdates = (rawOrders, resolveMarket) => {
+    const orders = [];
     const terminated = [];
-    for (const raw of orders) {
-        const orderId = String(raw.order_index);
-        if (!(0, perps_sdk_1.isActiveOrderStatus)(mapOrderStatus(raw.status))) {
-            terminated.push(orderId);
-            continue;
-        }
+    for (const raw of rawOrders) {
         const market = resolveMarket(raw.market_index);
-        if (market === undefined) {
-            continue;
-        }
-        if ((0, exports.isTriggerOrder)(raw)) {
-            triggerOrders.push((0, exports.mapTriggerOrder)(raw, market));
+        const order = market === undefined ? undefined : (0, exports.mapOrder)(raw, market);
+        if (!(0, perps_sdk_1.isActiveOrderStatus)(order?.status ?? mapOrderStatus(raw))) {
+            terminated.push(String(raw.order_index));
         }
-        else {
-            openOrders.push((0, exports.mapOrder)(raw, market));
+        if (order !== undefined) {
+            orders.push(order);
         }
     }
-    return { openOrders, triggerOrders, terminated };
+    return { orders, terminated };
 };
-exports.classifyAndMapOrders = classifyAndMapOrders;
-const mapOrderDetail = (order, market) => ({
-    orderId: String(order.order_index),
-    market,
-    side: order.is_ask ? perps_types_1.OrderSide.SELL : perps_types_1.OrderSide.BUY,
-    type: mapOrderType(order.type),
-    price: order.price,
-    originalSize: order.initial_base_amount,
-    remainingSize: order.remaining_base_amount,
-    filledSize: order.filled_base_amount,
-    timeInForce: mapTimeInForce(order.time_in_force),
-    reduceOnly: order.reduce_only,
-    status: mapOrderStatus(order.status),
-    statusReason: (0, exports.mapStatusReason)(order.status),
-    createdAt: new Date(order.created_at * 1000).toISOString(),
-    updatedAt: new Date(order.updated_at * 1000).toISOString(),
-});
-exports.mapOrderDetail = mapOrderDetail;
+exports.mapOrderUpdates = mapOrderUpdates;
 //# sourceMappingURL=mapOrder.js.map

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

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+{"version":3,"file":"mapOrder.js","sourceRoot":"","sources":["../../../src/utils/mapOrder.ts"],"names":[],"mappings":";;;;;;AAAA,+CAIwB;AAExB,mDAM0B;AAC1B,oDAAwB;AAGxB,MAAM,YAAY,GAAG,CAAC,IAAY,EAAiB,EAAE;IACnD,QAAQ,IAAI,CAAC,OAAO,CAAC,IAAI,EAAE,GAAG,CAAC,EAAE,CAAC;QAChC,KAAK,QAAQ,CAAC;QACd,KAAK,aAAa;YAChB,OAAO,uBAAS,CAAC,MAAM,CAAA;QACzB,KAAK,OAAO,CAAC;QACb,KAAK,UAAU;YACb,OAAO,uBAAS,CAAC,KAAK,CAAA;QACxB,KAAK,WAAW;YACd,OAAO,uBAAS,CAAC,WAAW,CAAA;QAC9B,KAAK,iBAAiB;YACpB,OAAO,uBAAS,CAAC,UAAU,CAAA;QAC7B,KAAK,aAAa;YAChB,OAAO,uBAAS,CAAC,kBAAkB,CAAA;QACrC,KAAK,mBAAmB;YACtB,OAAO,uBAAS,CAAC,iBAAiB,CAAA;QACpC,KAAK,MAAM;YACT,OAAO,uBAAS,CAAC,IAAI,CAAA;QACvB;YACE,MAAM,IAAI,sBAAU,CAClB,4BAAc,CAAC,QAAQ,EACvB,+BAA+B,IAAI,EAAE,CACtC,CAAA;IACL,CAAC;AACH,CAAC,CAAA;AAED,MAAM,cAAc,GAAG,CAAC,GAAW,EAAe,EAAE;IAClD,QAAQ,GAAG,CAAC,OAAO,CAAC,IAAI,EAAE,GAAG,CAAC,EAAE,CAAC;QAC/B,KAAK,gBAAgB;YACnB,OAAO,yBAAW,CAAC,GAAG,CAAA;QACxB,KAAK,qBAAqB;YACxB,OAAO,yBAAW,CAAC,GAAG,CAAA;QACxB,KAAK,WAAW;YACd,OAAO,yBAAW,CAAC,SAAS,CAAA;QAC9B;YACE,MAAM,IAAI,sBAAU,CAClB,4BAAc,CAAC,QAAQ,EACvB,kCAAkC,GAAG,EAAE,CACxC,CAAA;IACL,CAAC;AACH,CAAC,CAAA;AAED,MAAM,cAAc,GAAG,CACrB,KAAc,EACd,UAAU,GAAG,IAAI,gBAAG,CAAC,KAAK,CAAC,kBAAkB,CAAC,EACjC,EAAE;IACf,QAAQ,KAAK,CAAC,MAAM,EAAE,CAAC;QACrB,KAAK,MAAM;YACT,IAAI,KAAK,CAAC,cAAc,KAAK,cAAc,EAAE,CAAC;gBAC5C,OAAO,yBAAW,CAAC,OAAO,CAAA;YAC5B,CAAC;YACD,OAAO,UAAU,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,yBAAW,CAAC,gBAAgB,CAAC,CAAC,CAAC,yBAAW,CAAC,IAAI,CAAA;QAC3E,KAAK,WAAW;YACd,OAAO,yBAAW,CAAC,SAAS,CAAA;QAC9B,KAAK,QAAQ;YACX,OAAO,yBAAW,CAAC,MAAM,CAAA;QAC3B,KAAK,kBAAkB;YACrB,OAAO,yBAAW,CAAC,OAAO,CAAA;QAC5B,KAAK,UAAU,CAAC;QAChB,KAAK,oBAAoB,CAAC;QAC1B,KAAK,sBAAsB,CAAC;QAC5B,KAAK,+BAA+B,CAAC;QACrC,KAAK,6BAA6B,CAAC;QACnC,KAAK,4BAA4B,CAAC;QAClC,KAAK,+BAA+B,CAAC;QACrC,KAAK,qBAAqB,CAAC;QAC3B,KAAK,cAAc,CAAC;QACpB,KAAK,gBAAgB,CAAC;QACtB,KAAK,sBAAsB,CAAC;QAC5B,KAAK,0BAA0B;YAC7B,OAAO,yBAAW,CAAC,SAAS,CAAA;QAC9B;YACE,MAAM,IAAI,sBAAU,CAClB,4BAAc,CAAC,QAAQ,EACvB,iCAAiC,KAAK,CAAC,MAAM,EAAE,CAChD,CAAA;IACL,CAAC;AACH,CAAC,CAAA;AAGM,MAAM,QAAQ,GAAG,CAAC,KAAc,EAAE,MAAqB,EAAS,EAAE;IACvE,MAAM,IAAI,GAAG,YAAY,CAAC,KAAK,CAAC,IAAI,CAAC,CAAA;IACrC,MAAM,UAAU,GAAG,IAAI,gBAAG,CAAC,KAAK,CAAC,kBAAkB,CAAC,CAAA;IACpD,MAAM,MAAM,GAAG,cAAc,CAAC,KAAK,EAAE,UAAU,CAAC,CAAA;IAChD,MAAM,IAAI,GAAc;QACtB,OAAO,EAAE,MAAM,CAAC,KAAK,CAAC,WAAW,CAAC;QAClC,GAAG,CAAC,KAAK,CAAC,kBAAkB,KAAK,CAAC;YAChC,CAAC,CAAC,EAAE;YACJ,CAAC,CAAC,EAAE,aAAa,EAAE,MAAM,CAAC,KAAK,CAAC,kBAAkB,CAAC,EAAE,CAAC;QACxD,MAAM;QACN,IAAI,EAAE,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC,uBAAS,CAAC,IAAI,CAAC,CAAC,CAAC,uBAAS,CAAC,GAAG;QACnD,MAAM;QACN,GAAG,CAAC,MAAM,KAAK,yBAAW,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,YAAY,EAAE,KAAK,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QAC3E,YAAY,EAAE,KAAK,CAAC,mBAAmB;QACvC,aAAa,EAAE,KAAK,CAAC,qBAAqB;QAC1C,UAAU,EAAE,KAAK,CAAC,kBAAkB;QACpC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,CAAC;YAClB,CAAC,CAAC;gBACE,YAAY,EAAE,IAAI,gBAAG,CAAC,KAAK,CAAC,mBAAmB,CAAC;qBAC7C,GAAG,CAAC,UAAU,CAAC;qBACf,QAAQ,EAAE;aACd;YACH,CAAC,CAAC,EAAE,CAAC;QACP,UAAU,EAAE,KAAK,CAAC,WAAW;QAC7B,GAAG,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC,CAAC,EAAE,aAAa,EAAE,KAAK,CAAC,eAAe,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QAC1E,SAAS,EAAE,IAAI,IAAI,CAAC,KAAK,CAAC,UAAU,GAAG,IAAI,CAAC,CAAC,WAAW,EAAE;QAC1D,SAAS,EAAE,IAAI,IAAI,CAAC,KAAK,CAAC,UAAU,GAAG,IAAI,CAAC,CAAC,WAAW,EAAE;KAC3D,CAAA;IACD,QAAQ,IAAI,EAAE,CAAC;QACb,KAAK,uBAAS,CAAC,IAAI;YACjB,OAAO;gBACL,GAAG,IAAI;gBACP,IAAI;gBACJ,eAAe,EAAE,KAAK,CAAC,YAAY,GAAG,IAAI,GAAG,KAAK,CAAC,UAAU;gBAC7D,SAAS,EAAE,IAAI,CAAC,SAAS;aAC1B,CAAA;QACH,KAAK,uBAAS,CAAC,WAAW,CAAC;QAC3B,KAAK,uBAAS,CAAC,UAAU,CAAC;QAC1B,KAAK,uBAAS,CAAC,kBAAkB,CAAC;QAClC,KAAK,uBAAS,CAAC,iBAAiB;YAC9B,OAAO;gBACL,GAAG,IAAI;gBACP,IAAI;gBACJ,YAAY,EAAE,KAAK,CAAC,aAAa;gBACjC,gBAAgB,EAAE,IAAA,+BAAmB,EAAC,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC;gBACtD,GAAG,CAAC,IAAI,KAAK,uBAAS,CAAC,UAAU;oBACjC,IAAI,KAAK,uBAAS,CAAC,iBAAiB;oBAClC,CAAC,CAAC,EAAE,UAAU,EAAE,KAAK,CAAC,KAAK,EAAE;oBAC7B,CAAC,CAAC,EAAE,CAAC;aACR,CAAA;QACH,KAAK,uBAAS,CAAC,MAAM,CAAC;QACtB,KAAK,uBAAS,CAAC,KAAK;YAClB,OAAO;gBACL,GAAG,IAAI;gBACP,IAAI;gBACJ,KAAK,EAAE,KAAK,CAAC,KAAK;gBAClB,WAAW,EAAE,cAAc,CAAC,KAAK,CAAC,aAAa,CAAC;gBAChD,GAAG,CAAC,KAAK,CAAC,YAAY,GAAG,CAAC;oBACxB,CAAC,CAAC,EAAE,SAAS,EAAE,IAAI,IAAI,CAAC,KAAK,CAAC,YAAY,CAAC,CAAC,WAAW,EAAE,EAAE;oBAC3D,CAAC,CAAC,EAAE,CAAC;aACR,CAAA;IACL,CAAC;AACH,CAAC,CAAA;AA9DY,QAAA,QAAQ,YA8DpB;AAGM,MAAM,eAAe,GAAG,CAC7B,SAAoB,EACpB,aAAiE,EACtB,EAAE;IAC7C,MAAM,MAAM,GAAY,EAAE,CAAA;IAC1B,MAAM,UAAU,GAAa,EAAE,CAAA;IAC/B,KAAK,MAAM,GAAG,IAAI,SAAS,EAAE,CAAC;QAC5B,MAAM,MAAM,GAAG,aAAa,CAAC,GAAG,CAAC,YAAY,CAAC,CAAA;QAC9C,MAAM,KAAK,GAAG,MAAM,KAAK,SAAS,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,IAAA,gBAAQ,EAAC,GAAG,EAAE,MAAM,CAAC,CAAA;QACtE,IAAI,CAAC,IAAA,+BAAmB,EAAC,KAAK,EAAE,MAAM,IAAI,cAAc,CAAC,GAAG,CAAC,CAAC,EAAE,CAAC;YAC/D,UAAU,CAAC,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,CAAA;QAC1C,CAAC;QACD,IAAI,KAAK,KAAK,SAAS,EAAE,CAAC;YACxB,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAA;QACpB,CAAC;IACH,CAAC;IACD,OAAO,EAAE,MAAM,EAAE,UAAU,EAAE,CAAA;AAC/B,CAAC,CAAA;AAjBY,QAAA,eAAe,mBAiB3B"}

package/dist/cjs/websocket/LighterWsProvider.js

@@ -285,7 +285,7 @@ class LighterWsProvider extends perps_sdk_1.WsProviderBase {
             return;
         }
         const raw = collectAuthChannelItems(msg, 'orders');
-        const data = (0, index_js_1.classifyAndMapOrders)(raw, (marketIndex) => this.registry?.get(String(marketIndex)));
+        const data = (0, index_js_1.mapOrderUpdates)(raw, (marketIndex) => this.registry?.get(String(marketIndex)));
         this.emit(`orderUpdates:${address}`, {
             channel: 'orderUpdates',
             data,

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

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

@@ -1 +1 @@
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