@lifi/perps-sdk-provider-lighter 35.0.0 → 36.0.0

package/dist/esm/utils/withdrawableBalances.js

@@ -1,9 +1,8 @@
-import { calculateTransferable, calculateWithdrawMax, } from '@lifi/perps-sdk';
-import Big from 'big.js';
-import { toRequiredBig } from './decimal.js';
+import { calculateTransferable, calculateWithdrawMax, isDecimalStringGreaterThan, subtractDecimalString, unknownToDecimalString, } from '@lifi/perps-sdk';
+import { LIGHTER_PROVIDER_KEY, LIGHTER_SPOT_CATEGORY_ID } from '../constants.js';
 /**
- * Split each held asset into the two routes a Lighter withdrawal can name:
- * spot draws on `balance` net of `locked_balance`, perps draws on
+ * Split each held asset into the two categories a Lighter withdrawal can
+ * name: spot draws on `balance` net of `locked_balance`, perps draws on
  * `margin_balance`. The settlement asset's perps route is also capped by the
  * account `available_balance`, which excludes the margin open positions use.
  * Every other asset's perps route reports its full `margin_balance`, uncapped,
@@ -14,30 +13,31 @@ import { toRequiredBig } from './decimal.js';
  *
  * @param settlementAssetIndex - L2 asset index of the deployment's collateral
  * asset, the only asset that `available_balance` is denominated in.
+ * @param perpsCategoryId - The instance's perps category id, the
+ * `categoryId` its collateral `Balance` rows carry.
  * @public
  */
-export const lighterWithdrawableBalances = (account, settlementAssetIndex) => {
+export const lighterWithdrawableBalances = (account, settlementAssetIndex, perpsCategoryId) => {
     const rows = [];
     for (const asset of account.assets) {
         const assetId = String(asset.asset_id);
-        const spot = toRequiredBig(asset.balance, 'balance').minus(toRequiredBig(asset.locked_balance, 'locked_balance'));
-        if (spot.gt(0)) {
-            const available = spot.toFixed();
+        const spot = subtractDecimalString(unknownToDecimalString(asset.balance, 'balance', LIGHTER_PROVIDER_KEY), unknownToDecimalString(asset.locked_balance, 'locked_balance', LIGHTER_PROVIDER_KEY));
+        if (isDecimalStringGreaterThan(spot, '0')) {
             rows.push({
                 assetId,
-                route: 'spot',
-                available,
-                max: calculateWithdrawMax({ available }),
+                categoryId: LIGHTER_SPOT_CATEGORY_ID,
+                available: spot,
+                max: calculateWithdrawMax({ available: spot }),
             });
         }
-        const marginBalance = toRequiredBig(asset.margin_balance, 'margin_balance');
+        const marginBalance = unknownToDecimalString(asset.margin_balance, 'margin_balance', LIGHTER_PROVIDER_KEY);
         const perps = asset.asset_id === settlementAssetIndex
-            ? calculateTransferable(toRequiredBig(account.available_balance, 'available_balance').toFixed(), marginBalance.toFixed())
-            : marginBalance.toFixed();
-        if (new Big(perps).gt(0)) {
+            ? calculateTransferable(unknownToDecimalString(account.available_balance, 'available_balance', LIGHTER_PROVIDER_KEY), marginBalance)
+            : marginBalance;
+        if (isDecimalStringGreaterThan(perps, '0')) {
             rows.push({
                 assetId,
-                route: 'perps',
+                categoryId: perpsCategoryId,
                 available: perps,
                 max: calculateWithdrawMax({ available: perps }),
             });

package/dist/esm/utils/withdrawableBalances.js.map

@@ -1 +1 @@
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package/dist/esm/utils/withdrawalTypes.d.ts

@@ -0,0 +1,45 @@
+import { type ProviderWithdrawableBalance, type WithdrawalAssetRef, type WithdrawalSourceTypes } from '@lifi/perps-sdk';
+import type { LtFastwithdrawInfoResponse, LtTransferFeeInfoResponse } from '../types/submit.js';
+/**
+ * The `withdrawalOptions` a Lighter withdrawal accepts. `fast` sends the
+ * amount to the fast-withdraw operator account `toAccountIndex`; `fee` is the
+ * transfer fee in L2 6-decimal integer units.
+ *
+ * @public
+ */
+export type LighterWithdrawalOptions = {
+    mode: 'standard';
+} | {
+    mode: 'fast';
+    toAccountIndex: number;
+    fee: number;
+};
+/**
+ * The fast-withdraw terms Lighter offers an account.
+ *
+ * @public
+ */
+export interface LighterFastWithdrawal {
+    toAccountIndex: number;
+    fee: number;
+    /** The lower of `withdraw_limit` and `max_withdrawal_amount`, in collateral units. */
+    limit: string;
+}
+/**
+ * The fast-withdraw terms from `/fastwithdraw/info` and `/transferFeeInfo`, or
+ * `undefined` when either read reports a code other than 200 or no operator
+ * account is set.
+ *
+ * @throws {PerpsError} When a limit is not a decimal.
+ * @public
+ */
+export declare const lighterFastWithdrawal: (info: LtFastwithdrawInfoResponse, feeInfo: LtTransferFeeInfoResponse) => LighterFastWithdrawal | undefined;
+/**
+ * The withdrawal types per withdrawable row. Every row offers `STANDARD` up to
+ * its `max`. The `fastSource` row also offers `FAST` when `fast` is set, up to
+ * the lower of its `max` and `fast.limit`.
+ *
+ * @public
+ */
+export declare const lighterWithdrawalTypes: (rows: ProviderWithdrawableBalance[], fastSource: WithdrawalAssetRef, fast: LighterFastWithdrawal | undefined) => WithdrawalSourceTypes[];
+//# sourceMappingURL=withdrawalTypes.d.ts.map

package/dist/esm/utils/withdrawalTypes.d.ts.map

@@ -0,0 +1 @@
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package/dist/esm/utils/withdrawalTypes.js

@@ -0,0 +1,68 @@
+import { divideDecimalString, isDecimalStringGreaterThan, unknownToDecimalString, } from '@lifi/perps-sdk';
+import { WithdrawalType } from '@lifi/perps-types';
+import { LIGHTER_PROVIDER_KEY } from '../constants.js';
+const LIGHTER_SUCCESS_CODE = 200;
+const L2_COLLATERAL_SCALE = '1000000';
+/**
+ * The fast-withdraw terms from `/fastwithdraw/info` and `/transferFeeInfo`, or
+ * `undefined` when either read reports a code other than 200 or no operator
+ * account is set.
+ *
+ * @throws {PerpsError} When a limit is not a decimal.
+ * @public
+ */
+export const lighterFastWithdrawal = (info, feeInfo) => {
+    if (info.code !== LIGHTER_SUCCESS_CODE ||
+        feeInfo.code !== LIGHTER_SUCCESS_CODE ||
+        !(info.to_account_index > 0)) {
+        return undefined;
+    }
+    const withdrawLimit = unknownToDecimalString(info.withdraw_limit, 'withdraw_limit', LIGHTER_PROVIDER_KEY);
+    const maxWithdrawalAmount = unknownToDecimalString(info.max_withdrawal_amount, 'max_withdrawal_amount', LIGHTER_PROVIDER_KEY);
+    const limit = isDecimalStringGreaterThan(withdrawLimit, maxWithdrawalAmount)
+        ? maxWithdrawalAmount
+        : withdrawLimit;
+    return {
+        toAccountIndex: info.to_account_index,
+        fee: feeInfo.transfer_fee_usdc,
+        limit: divideDecimalString(limit, L2_COLLATERAL_SCALE),
+    };
+};
+/**
+ * The withdrawal types per withdrawable row. Every row offers `STANDARD` up to
+ * its `max`. The `fastSource` row also offers `FAST` when `fast` is set, up to
+ * the lower of its `max` and `fast.limit`.
+ *
+ * @public
+ */
+export const lighterWithdrawalTypes = (rows, fastSource, fast) => rows.map((row) => {
+    const standard = { mode: 'standard' };
+    const options = [
+        {
+            type: WithdrawalType.STANDARD,
+            max: row.max,
+            withdrawalOptions: standard,
+        },
+    ];
+    if (fast !== undefined &&
+        row.categoryId === fastSource.categoryId &&
+        row.assetId === fastSource.asset.id) {
+        const fastOptions = {
+            mode: 'fast',
+            toAccountIndex: fast.toAccountIndex,
+            fee: fast.fee,
+        };
+        options.push({
+            type: WithdrawalType.FAST,
+            max: isDecimalStringGreaterThan(row.max, fast.limit)
+                ? fast.limit
+                : row.max,
+            withdrawalOptions: fastOptions,
+        });
+    }
+    return {
+        source: { categoryId: row.categoryId, asset: { id: row.assetId } },
+        options,
+    };
+});
+//# sourceMappingURL=withdrawalTypes.js.map

package/dist/esm/utils/withdrawalTypes.js.map

@@ -0,0 +1 @@
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package/dist/esm/websocket/LighterWsProvider.d.ts.map

@@ -1 +1 @@
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package/dist/esm/websocket/LighterWsProvider.js

@@ -1,11 +1,11 @@
-import { cachePromise, getMarketRegistry, PerpsError, ReconnectingWebSocket, resolveRetryPolicy, resolveSubscribeQuote, toPerpsMarketDisplay, WsProviderBase, wsLog, } from '@lifi/perps-sdk';
+import { addDecimalString, cachePromise, getMarketRegistry, isDecimalStringGreaterThan, PerpsError, ReconnectingWebSocket, resolveRetryPolicy, resolveSubscribeQuote, subtractDecimalString, toPerpsMarketDisplay, unknownToDecimalString, WsProviderBase, wsLog, } from '@lifi/perps-sdk';
 import { PerpsErrorCode, } from '@lifi/perps-types';
-import Big from 'big.js';
 import { lighterPortfolioValue } from '../accountSummary.js';
 import { DEFAULT_LIGHTER_REST_URL, DEFAULT_LIGHTER_WS_URL, LIGHTER_BASE_FEE_TIER, LIGHTER_COLLATERAL_ASSETS, LIGHTER_PROVIDER_KEY, LIGHTER_RH_PROVIDER_KEY, LIGHTER_SPOT_CATEGORY_ID, } from '../constants.js';
 import { LIGHTER_RETRY_DEFAULTS, LighterApiClient } from '../utils/apiClient.js';
-import { fetchDetailedAccount, mapFill, mapMarketContext, mapOrderUpdates, mapPosition, toRequiredBig, } from '../utils/index.js';
+import { fetchDetailedAccount, isOpenPosition, mapFill, mapMarketContext, mapOrderUpdates, mapPosition, } from '../utils/index.js';
 import { spotPriceByAssetId, spotValuation } from '../utils/spotPrice.js';
+import { askOrder, bidOrder, OrderBookSide } from './orderBookSide.js';
 // Public channels: `marketsContext` (market_stats/all + spot_market_stats/all),
 // `marketContext` (market_stats/N or spot_market_stats/N), `orderbook`
 // (order_book/N), `trades` (trade/N), `accountSummary` (user_stats/N +
@@ -450,23 +450,23 @@ export class LighterWsProvider extends WsProviderBase {
         if (stats === undefined) {
             return;
         }
-        const portfolio = toRequiredBig(stats.portfolio_value, 'stats.portfolio_value');
-        const collateral = toRequiredBig(stats.collateral, 'stats.collateral');
+        const portfolio = unknownToDecimalString(stats.portfolio_value, 'stats.portfolio_value', this.providerKey);
+        const collateral = unknownToDecimalString(stats.collateral, 'stats.collateral', this.providerKey);
         let available;
         let marginUsed;
         if (stats.cross_stats === undefined) {
             // Compatibility with legacy gateways that omitted the entire
             // cross_stats object.
-            available = toRequiredBig(stats.available_balance, 'stats.available_balance');
-            marginUsed = portfolio.minus(available);
+            available = unknownToDecimalString(stats.available_balance, 'stats.available_balance', this.providerKey);
+            marginUsed = subtractDecimalString(portfolio, available);
         }
         else {
-            const crossCollateral = toRequiredBig(stats.cross_stats.collateral, 'stats.cross_stats.collateral');
-            const crossPortfolio = toRequiredBig(stats.cross_stats.portfolio_value, 'stats.cross_stats.portfolio_value');
-            available = toRequiredBig(stats.cross_stats.available_balance, 'stats.cross_stats.available_balance');
-            const isolatedMargin = collateral.minus(crossCollateral);
-            const crossMargin = crossPortfolio.minus(available);
-            marginUsed = isolatedMargin.plus(crossMargin);
+            const crossCollateral = unknownToDecimalString(stats.cross_stats.collateral, 'stats.cross_stats.collateral', this.providerKey);
+            const crossPortfolio = unknownToDecimalString(stats.cross_stats.portfolio_value, 'stats.cross_stats.portfolio_value', this.providerKey);
+            available = unknownToDecimalString(stats.cross_stats.available_balance, 'stats.cross_stats.available_balance', this.providerKey);
+            const isolatedMargin = subtractDecimalString(collateral, crossCollateral);
+            const crossMargin = subtractDecimalString(crossPortfolio, available);
+            marginUsed = addDecimalString(isolatedMargin, crossMargin);
         }
         const inputs = this.accountSummaryInputs.get(address);
         if (inputs === undefined) {
@@ -474,9 +474,9 @@ export class LighterWsProvider extends WsProviderBase {
         }
         inputs.perps = {
             equity: portfolio,
-            availableMargin: available.toFixed(),
-            marginUsed: marginUsed.toFixed(),
-            unrealizedPnl: portfolio.minus(collateral).toFixed(),
+            availableMargin: available,
+            marginUsed,
+            unrealizedPnl: subtractDecimalString(portfolio, collateral),
         };
         this.emitAccountSummary(address);
     }
@@ -492,10 +492,10 @@ export class LighterWsProvider extends WsProviderBase {
         }
         const parsed = Object.values(msg.assets ?? {}).map((asset) => ({
             assetId: asset.asset_id,
-            spot: toRequiredBig(asset.balance, 'balance'),
+            spot: unknownToDecimalString(asset.balance, 'balance', this.providerKey),
             margin: asset.margin_balance === undefined
                 ? undefined
-                : toRequiredBig(asset.margin_balance, 'margin_balance'),
+                : unknownToDecimalString(asset.margin_balance, 'margin_balance', this.providerKey),
         }));
         const balances = isSnapshot
             ? new Map()
@@ -506,7 +506,7 @@ export class LighterWsProvider extends WsProviderBase {
         for (const { assetId, spot, margin } of parsed) {
             balances.set(assetId, {
                 spot,
-                margin: margin ?? balances.get(assetId)?.margin ?? new Big(0),
+                margin: margin ?? balances.get(assetId)?.margin ?? '0',
             });
         }
         inputs.balances = balances;
@@ -522,13 +522,16 @@ export class LighterWsProvider extends WsProviderBase {
         const held = [...inputs.balances]
             .map(([assetId, { spot, margin }]) => [
             assetId,
-            assetId === settlementAssetIndex ? spot : spot.plus(margin),
+            assetId === settlementAssetIndex
+                ? spot
+                : addDecimalString(spot, margin),
         ])
-            .filter(([, balance]) => balance.gt(0));
+            .filter(([, balance]) => isDecimalStringGreaterThan(balance, '0'));
         const spotPrices = spotPriceByAssetId(this.registry?.markets ?? [], LIGHTER_SPOT_CATEGORY_ID, Object.values(this.marketsContext), new Set(held
             .filter(([assetId]) => assetId !== settlementAssetIndex)
             .map(([assetId]) => String(assetId))));
-        const portfolioValue = lighterPortfolioValue(inputs.perps.equity, held.map(([assetId, balance]) => spotValuation(assetId, balance.toFixed(), settlementAssetIndex, spotPrices).valueUsd)).toFixed();
+        const portfolioValue = lighterPortfolioValue(inputs.perps.equity, held.map(([assetId, balance]) => spotValuation(assetId, balance, settlementAssetIndex, spotPrices)
+            .valueUsd));
         if (onlyOnChange && portfolioValue === inputs.lastPortfolioValue) {
             return;
         }
@@ -558,7 +561,8 @@ export class LighterWsProvider extends WsProviderBase {
         const raw = collectAuthChannelItems(msg, 'trades');
         const fills = raw.flatMap((t) => {
             const market = this.registry?.get(String(t.market_id));
-            return market ? [mapFill(t, accountIndex, market)] : [];
+            const mapped = market && mapFill(t, accountIndex, market);
+            return mapped ? [mapped] : [];
         });
         this.emit(`fills:${address}`, { channel: 'fills', data: fills });
     }
@@ -574,15 +578,21 @@ export class LighterWsProvider extends WsProviderBase {
             this.positionsByAddress.set(address, state);
         }
         for (const p of raw) {
-            if (Number.parseFloat(p.position) === 0) {
-                state.delete(p.market_id);
-            }
-            else {
+            if (isOpenPosition(p)) {
                 const market = this.registry?.get(String(p.market_id));
-                if (market) {
-                    state.set(p.market_id, mapPosition(p, toPerpsMarketDisplay(market)));
+                const position = market
+                    ? mapPosition(p, toPerpsMarketDisplay(market))
+                    : undefined;
+                if (position) {
+                    state.set(p.market_id, position);
+                }
+                else {
+                    state.delete(p.market_id);
                 }
             }
+            else {
+                state.delete(p.market_id);
+            }
         }
         this.emit(`positions:${address}`, {
             channel: 'positions',
@@ -653,18 +663,22 @@ export class LighterWsProvider extends WsProviderBase {
         const assetId = String(marketId);
         let state = this.orderbooks.get(marketId);
         if (!state || isSnapshot) {
-            state = { bids: new Map(), asks: new Map(), assetId };
+            state = {
+                bids: new OrderBookSide(bidOrder, this.providerKey),
+                asks: new OrderBookSide(askOrder, this.providerKey),
+                assetId,
+            };
             this.orderbooks.set(marketId, state);
         }
-        applyLevels(state.bids, msg.order_book.bids);
-        applyLevels(state.asks, msg.order_book.asks);
+        state.bids.apply(msg.order_book.bids);
+        state.asks.apply(msg.order_book.asks);
         this.emit(`orderbook:${assetId}`, {
             channel: 'orderbook',
             data: {
                 provider: this.providerKey,
                 marketId: assetId,
-                bids: mapToLevels(state.bids, true),
-                asks: mapToLevels(state.asks, false),
+                bids: state.bids.toLevels(),
+                asks: state.asks.toLevels(),
                 timestamp: Date.now(),
             },
         });
@@ -739,29 +753,6 @@ function marketStatsEntries(stats) {
 function isMarketStatsEntry(value) {
     return isObject(value) && typeof value.market_id === 'number';
 }
-function applyLevels(book, levels) {
-    for (const level of levels) {
-        if (level.size === '0' || Number(level.size) === 0) {
-            book.delete(level.price);
-        }
-        else {
-            const existing = book.get(level.price);
-            if (existing) {
-                existing.size = level.size;
-            }
-            else {
-                book.set(level.price, {
-                    size: level.size,
-                    priceNum: Number(level.price),
-                });
-            }
-        }
-    }
-}
-function mapToLevels(book, descending) {
-    const entries = [...book].sort(([, a], [, b]) => descending ? b.priceNum - a.priceNum : a.priceNum - b.priceNum);
-    return entries.map(([price, { size }]) => ({ price, size }));
-}
 /**
  * Extract items from an auth-channel payload field. The field may be:
  *   - a flat array (e.g. `trades: []` on the initial subscribed snapshot)

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

@@ -1 +1 @@
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package/dist/esm/websocket/orderBookSide.d.ts

@@ -0,0 +1,33 @@
+import type { LtWsOrderBook } from '../types/index.js';
+/**
+ * Orders two decimal-string prices: a negative result puts `a` before `b`.
+ *
+ * @throws {PerpsError} `ValidationError` when a price is not a decimal string.
+ */
+export type PriceOrder = (a: string, b: string) => number;
+export declare const bidOrder: PriceOrder;
+export declare const askOrder: PriceOrder;
+/**
+ * One side of a maintained order book, keyed by the wire price string. Levels
+ * stay in `order` across updates, so a read copies them without a sort.
+ */
+export declare class OrderBookSide {
+    private readonly order;
+    private readonly providerKey;
+    private readonly byPrice;
+    private readonly levels;
+    constructor(order: PriceOrder, providerKey: string);
+    /**
+     * Applies snapshot or delta levels; a zero size deletes the level. A level
+     * with an invalid size also deletes the level at its price, so the book
+     * never keeps a size the venue has replaced.
+     */
+    apply(updates: LtWsOrderBook['bids']): void;
+    toLevels(): Array<{
+        price: string;
+        size: string;
+    }>;
+    private remove;
+    private bound;
+}
+//# sourceMappingURL=orderBookSide.d.ts.map

package/dist/esm/websocket/orderBookSide.d.ts.map

@@ -0,0 +1 @@
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