@lifi/perps-sdk-provider-lighter 35.1.0 → 37.0.0

package/dist/esm/utils/mapFill.d.ts

@@ -6,5 +6,5 @@ import type { LtTrade } from '../types/index.js';
  * @param market - Backend-resolved market identity for `trade.market_id`.
  * @public
  */
-export declare const mapFill: (trade: LtTrade, accountIndex: number, market: MarketDisplay) => Fill;
+export declare const mapFill: (trade: LtTrade, accountIndex: number, market: MarketDisplay) => Fill | undefined;
 //# sourceMappingURL=mapFill.d.ts.map

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

@@ -1 +1 @@
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+{"version":3,"file":"mapFill.d.ts","sourceRoot":"","sources":["../../../src/utils/mapFill.ts"],"names":[],"mappings":"AAeA,OAAO,KAAK,EAAE,IAAI,EAAE,aAAa,EAAE,MAAM,mBAAmB,CAAA;AAG5D,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,mBAAmB,CAAA;AA+FhD;;;;;GAKG;AACH,eAAO,MAAM,OAAO,GAClB,OAAO,OAAO,EACd,cAAc,MAAM,EACpB,QAAQ,aAAa,KACpB,IAAI,GAAG,SAwET,CAAA"}

package/dist/esm/utils/mapFill.js

@@ -1,8 +1,8 @@
-import { classifyFillFromPosition, ExplorerChainId, explorerTxUrl, } from '@lifi/perps-sdk';
+import { absDecimalString, calculateRealizedPnl, classifyFillFromPosition, divideDecimalString, ExplorerChainId, explorerTxUrl, isDecimalString, isDecimalStringGreaterThan, isDecimalStringZero, safeAddDecimalString, safeDivideDecimalString, safeMultiplyDecimalString, warnSkippedVenueRow, } from '@lifi/perps-sdk';
 import { LiquidityRole, OrderSide, OrderType } from '@lifi/perps-types';
-import Big from 'big.js';
-import { LIGHTER_FEE_TICK_SCALE } from '../constants.js';
+import { LIGHTER_FEE_TICK_SCALE, LIGHTER_PROVIDER_KEY } from '../constants.js';
 import { leverageFromScaledImf } from './mapPosition.js';
+import { rowTimestampToIsoStringOrUndefined } from './rowTimestamp.js';
 import { isPlaceholderTxHash } from './txHash.js';
 /**
  * Fee charged on a fill, in the market's quote asset. Lighter publishes the
@@ -13,12 +13,21 @@ import { isPlaceholderTxHash } from './txHash.js';
  * The product keeps the sign of both inputs. A rebate tick therefore maps to a
  * negative amount, which `Fee.amount` permits and the Ondo mapper already emits
  * when a rebate exceeds the fee, so this helper never clamps the sign. A zero
- * notional charges a zero fee at every tick.
+ * notional charges a zero fee at every tick. A malformed notional gives
+ * `undefined`.
  */
-const tickToFeeAmount = (notional, ownTick, integratorTick) => new Big(notional)
-    .times(new Big(ownTick).plus(integratorTick ?? 0))
-    .div(LIGHTER_FEE_TICK_SCALE)
-    .toFixed();
+const tickToFeeAmount = (notional, ownTick, integratorTick) => {
+    if (!isDecimalString(notional)) {
+        return undefined;
+    }
+    const tickSum = safeAddDecimalString(String(ownTick), String(integratorTick ?? 0));
+    const scaledFee = tickSum === undefined
+        ? undefined
+        : safeMultiplyDecimalString(notional, tickSum);
+    return scaledFee === undefined
+        ? undefined
+        : safeDivideDecimalString(scaledFee, String(LIGHTER_FEE_TICK_SCALE));
+};
 /**
  * Display leverage the viewer had set on the market when the trade executed,
  * from the pre-trade initial margin fraction. Returns `undefined` when the
@@ -28,33 +37,36 @@ const leverageFromTradeImf = (imf) => imf === undefined ? undefined : leverageFr
 /**
  * Realized PnL on a position-reducing fill, derived from the pre-trade entry
  * basis. Returns `undefined` for opens/increases (nothing closes) or when the
- * entry-quote snapshot is absent, and `null` when the closed portion realizes
- * exactly zero — mirroring the Hyperliquid mapper's `null`-for-zero convention.
+ * entry-quote snapshot is absent or an input is malformed, and `null` when the
+ * closed portion realizes exactly zero — mirroring the Hyperliquid mapper's
+ * `null`-for-zero convention.
  */
 const deriveRealizedPnl = (startPosition, entryQuoteBefore, fillSize, fillPrice, isBuyer) => {
-    if (entryQuoteBefore === undefined) {
+    if (entryQuoteBefore === undefined ||
+        ![startPosition, entryQuoteBefore, fillSize, fillPrice].every(isDecimalString)) {
         return undefined;
     }
-    const start = new Big(startPosition);
-    if (start.eq(0)) {
+    if (isDecimalStringZero(startPosition)) {
         return undefined;
     }
-    const isLong = start.gt(0);
+    const isLong = isDecimalStringGreaterThan(startPosition, '0');
     const reducing = isLong ? !isBuyer : isBuyer;
     if (!reducing) {
         return undefined;
     }
-    const absStart = start.abs();
-    const fill = new Big(fillSize);
+    const absStart = absDecimalString(startPosition);
     // A fill larger than the open size flips the position; only the portion that
     // unwinds the existing position realizes PnL.
-    const closedSize = fill.gt(absStart) ? absStart : fill;
-    const avgEntry = new Big(entryQuoteBefore).abs().div(absStart);
-    const price = new Big(fillPrice);
-    const pnl = isLong
-        ? price.minus(avgEntry).times(closedSize)
-        : avgEntry.minus(price).times(closedSize);
-    return pnl.eq(0) ? null : pnl.toFixed();
+    const closedSize = isDecimalStringGreaterThan(fillSize, absStart)
+        ? absStart
+        : fillSize;
+    const pnl = calculateRealizedPnl({
+        entryPrice: divideDecimalString(absDecimalString(entryQuoteBefore), absStart),
+        closePrice: fillPrice,
+        closeSize: closedSize,
+        isLong,
+    });
+    return isDecimalStringZero(pnl) ? null : pnl;
 };
 /**
  * Map a raw Lighter trade to the generic Fill type.
@@ -63,6 +75,12 @@ const deriveRealizedPnl = (startPosition, entryQuoteBefore, fillSize, fillPrice,
  * @public
  */
 export const mapFill = (trade, accountIndex, market) => {
+    const { size, price } = trade;
+    const createdAt = rowTimestampToIsoStringOrUndefined(trade.timestamp);
+    if (createdAt === undefined) {
+        warnSkippedVenueRow(LIGHTER_PROVIDER_KEY, 'fill', 'timestamp', trade.timestamp, { marketId: market.id, expected: 'timestamp' });
+        return undefined;
+    }
     const isBuyer = trade.bid_account_id === accountIndex;
     const isMaker = (trade.is_maker_ask && !isBuyer) || (!trade.is_maker_ask && isBuyer);
     // Lighter publishes both counterparties' position-before snapshots on every
@@ -81,29 +99,27 @@ export const mapFill = (trade, accountIndex, market) => {
     const imfBefore = isMaker
         ? trade.maker_initial_margin_fraction_before
         : trade.taker_initial_margin_fraction_before;
+    const feeAmount = feeTick === undefined
+        ? undefined
+        : tickToFeeAmount(trade.usd_amount, feeTick, integratorFeeTick);
     return {
         id: trade.trade_id.toString(),
         orderId: String(isBuyer ? trade.bid_id : trade.ask_id),
         market,
         side: isBuyer ? OrderSide.BUY : OrderSide.SELL,
         type: OrderType.LIMIT,
-        size: trade.size,
-        price: trade.price,
+        size,
+        price,
         liquidity: isMaker ? LiquidityRole.MAKER : LiquidityRole.TAKER,
         // Lighter charges the fill fee in the market's quote asset.
-        fee: feeTick === undefined
+        fee: feeAmount === undefined
             ? undefined
-            : {
-                amount: tickToFeeAmount(trade.usd_amount, feeTick, integratorFeeTick),
-                asset: market.quoteAsset.displaySymbol,
-            },
+            : { amount: feeAmount, asset: market.quoteAsset.displaySymbol },
         leverage: leverageFromTradeImf(imfBefore),
-        realizedPnl: deriveRealizedPnl(startPosition, entryQuoteBefore, trade.size, trade.price, isBuyer),
+        realizedPnl: deriveRealizedPnl(startPosition, entryQuoteBefore, size, price, isBuyer),
         startPosition,
-        // `classifyFillFromPosition` takes an HL-encoded side: `'B'` for buy,
-        // anything else for sell.
-        classification: classifyFillFromPosition(startPosition, isBuyer ? 'B' : 'A', trade.size),
-        createdAt: new Date(trade.timestamp).toISOString(),
+        classification: classifyFillFromPosition(startPosition, isBuyer ? OrderSide.BUY : OrderSide.SELL, size),
+        createdAt,
         explorerLink: isPlaceholderTxHash(trade.tx_hash)
             ? undefined
             : explorerTxUrl(ExplorerChainId.LIGHTER, trade.tx_hash),

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

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package/dist/esm/utils/mapOpenPositions.d.ts

@@ -1,9 +1,16 @@
 import type { PerpsMarketDisplay, Position } from '@lifi/perps-types';
 import type { LtAccountPosition } from '../types/index.js';
+/**
+ * True when the Lighter position row has a non-zero size. A malformed size
+ * keeps the row.
+ * @public
+ */
+export declare const isOpenPosition: (p: LtAccountPosition) => boolean;
 /**
  * Map raw Lighter account positions to open {@link Position}s, dropping
- * zero-size rows. Only valid for payloads carrying the full position set —
- * dropping zeros from a partial frame would make closes unobservable.
+ * zero-size rows and rows that `mapPosition` skips. Only valid for payloads
+ * carrying the full position set — dropping zeros from a partial frame would
+ * make closes unobservable.
  *
  * @public
  */

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

@@ -1 +1 @@
-{"version":3,"file":"mapOpenPositions.d.ts","sourceRoot":"","sources":["../../../src/utils/mapOpenPositions.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,kBAAkB,EAAE,QAAQ,EAAE,MAAM,mBAAmB,CAAA;AACrE,OAAO,KAAK,EAAE,iBAAiB,EAAE,MAAM,mBAAmB,CAAA;AAG1D;;;;;;GAMG;AACH,eAAO,MAAM,gBAAgB,GAC3B,WAAW,iBAAiB,EAAE,EAC9B,eAAe,CAAC,QAAQ,EAAE,MAAM,KAAK,kBAAkB,KACtD,QAAQ,EAGgD,CAAA"}
+{"version":3,"file":"mapOpenPositions.d.ts","sourceRoot":"","sources":["../../../src/utils/mapOpenPositions.ts"],"names":[],"mappings":"AACA,OAAO,KAAK,EAAE,kBAAkB,EAAE,QAAQ,EAAE,MAAM,mBAAmB,CAAA;AACrE,OAAO,KAAK,EAAE,iBAAiB,EAAE,MAAM,mBAAmB,CAAA;AAG1D;;;;GAIG;AACH,eAAO,MAAM,cAAc,GAAI,GAAG,iBAAiB,KAAG,OACR,CAAA;AAE9C;;;;;;;GAOG;AACH,eAAO,MAAM,gBAAgB,GAC3B,WAAW,iBAAiB,EAAE,EAC9B,eAAe,CAAC,QAAQ,EAAE,MAAM,KAAK,kBAAkB,KACtD,QAAQ,EAIP,CAAA"}

package/dist/esm/utils/mapOpenPositions.js

@@ -1,12 +1,21 @@
+import { safeIsDecimalStringZero } from '@lifi/perps-sdk';
 import { mapPosition } from './mapPosition.js';
+/**
+ * True when the Lighter position row has a non-zero size. A malformed size
+ * keeps the row.
+ * @public
+ */
+export const isOpenPosition = (p) => safeIsDecimalStringZero(p.position) !== true;
 /**
  * Map raw Lighter account positions to open {@link Position}s, dropping
- * zero-size rows. Only valid for payloads carrying the full position set —
- * dropping zeros from a partial frame would make closes unobservable.
+ * zero-size rows and rows that `mapPosition` skips. Only valid for payloads
+ * carrying the full position set — dropping zeros from a partial frame would
+ * make closes unobservable.
  *
  * @public
  */
-export const mapOpenPositions = (positions, resolveMarket) => positions
-    .filter((p) => Number.parseFloat(p.position) !== 0)
-    .map((p) => mapPosition(p, resolveMarket(p.market_id)));
+export const mapOpenPositions = (positions, resolveMarket) => positions.filter(isOpenPosition).flatMap((p) => {
+    const position = mapPosition(p, resolveMarket(p.market_id));
+    return position === undefined ? [] : [position];
+});
 //# sourceMappingURL=mapOpenPositions.js.map

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

@@ -1 +1 @@
-{"version":3,"file":"mapOpenPositions.js","sourceRoot":"","sources":["../../../src/utils/mapOpenPositions.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,WAAW,EAAE,MAAM,kBAAkB,CAAA;AAE9C;;;;;;GAMG;AACH,MAAM,CAAC,MAAM,gBAAgB,GAAG,CAC9B,SAA8B,EAC9B,aAAuD,EAC3C,EAAE,CACd,SAAS;KACN,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC;KAClD,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,WAAW,CAAC,CAAC,EAAE,aAAa,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,CAAA"}
+{"version":3,"file":"mapOpenPositions.js","sourceRoot":"","sources":["../../../src/utils/mapOpenPositions.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,uBAAuB,EAAE,MAAM,iBAAiB,CAAA;AAGzD,OAAO,EAAE,WAAW,EAAE,MAAM,kBAAkB,CAAA;AAE9C;;;;GAIG;AACH,MAAM,CAAC,MAAM,cAAc,GAAG,CAAC,CAAoB,EAAW,EAAE,CAC9D,uBAAuB,CAAC,CAAC,CAAC,QAAQ,CAAC,KAAK,IAAI,CAAA;AAE9C;;;;;;;GAOG;AACH,MAAM,CAAC,MAAM,gBAAgB,GAAG,CAC9B,SAA8B,EAC9B,aAAuD,EAC3C,EAAE,CACd,SAAS,CAAC,MAAM,CAAC,cAAc,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE;IAC7C,MAAM,QAAQ,GAAG,WAAW,CAAC,CAAC,EAAE,aAAa,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAA;IAC3D,OAAO,QAAQ,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAA;AACjD,CAAC,CAAC,CAAA"}

package/dist/esm/utils/mapOrder.d.ts

@@ -1,8 +1,15 @@
 import type { MarketDisplay, Order } from '@lifi/perps-types';
 import type { LtOrder } from '../types/index.js';
-/** Map a Lighter order with its venue identity, lifecycle, and execution fields. */
-export declare const mapOrder: (order: LtOrder, market: MarketDisplay) => Order;
-/** Include terminal rows and their ids so consumers can update history and active caches. */
+/**
+ * Map a Lighter order with its venue identity, lifecycle, and execution fields.
+ * Venue sizes and prices pass verbatim. A row with an invalid time gives
+ * `undefined`. An average price that cannot be derived is omitted.
+ */
+export declare const mapOrder: (order: LtOrder, market: MarketDisplay) => Order | undefined;
+/**
+ * Include terminal rows and their ids so consumers can update history and
+ * active caches. A row the mapper rejects is dropped and warns once.
+ */
 export declare const mapOrderUpdates: (rawOrders: LtOrder[], resolveMarket: (marketIndex: number) => MarketDisplay | undefined) => {
     orders: Order[];
     terminated: string[];

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

@@ -1 +1 @@
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+{"version":3,"file":"mapOrder.d.ts","sourceRoot":"","sources":["../../../src/utils/mapOrder.ts"],"names":[],"mappings":"AAUA,OAAO,KAAK,EAAE,aAAa,EAAE,KAAK,EAAa,MAAM,mBAAmB,CAAA;AASxE,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,mBAAmB,CAAA;AA+FhD;;;;GAIG;AACH,eAAO,MAAM,QAAQ,GACnB,OAAO,OAAO,EACd,QAAQ,aAAa,KACpB,KAAK,GAAG,SAwEV,CAAA;AAED;;;GAGG;AACH,eAAO,MAAM,eAAe,GAC1B,WAAW,OAAO,EAAE,EACpB,eAAe,CAAC,WAAW,EAAE,MAAM,KAAK,aAAa,GAAG,SAAS,KAChE;IAAE,MAAM,EAAE,KAAK,EAAE,CAAC;IAAC,UAAU,EAAE,MAAM,EAAE,CAAA;CA6BzC,CAAA"}

package/dist/esm/utils/mapOrder.js

@@ -1,6 +1,7 @@
-import { isActiveOrderStatus, PerpsError, triggerConditionFor, } from '@lifi/perps-sdk';
+import { isActiveOrderStatus, PerpsError, safeDivideDecimalString, safeIsDecimalStringGreaterThan, safeTimestampToIsoString, triggerConditionFor, warnSkippedVenueRow, wsLog, } from '@lifi/perps-sdk';
 import { OrderSide, OrderStatus, OrderType, PerpsErrorCode, TimeInForce, } from '@lifi/perps-types';
-import Big from 'big.js';
+import { LIGHTER_PROVIDER_KEY } from '../constants.js';
+import { rowTimestampToIsoStringOrUndefined } from './rowTimestamp.js';
 const mapOrderType = (type) => {
     switch (type.replace(/-/g, '_')) {
         case 'market':
@@ -35,7 +36,8 @@ const mapTimeInForce = (tif) => {
             throw new PerpsError(PerpsErrorCode.SDKError, `Unknown Lighter time in force: ${tif}`);
     }
 };
-const mapOrderStatus = (order, filledSize = new Big(order.filled_base_amount)) => {
+const hasFill = (order) => safeIsDecimalStringGreaterThan(order.filled_base_amount, '0') === true;
+const mapOrderStatus = (order) => {
     switch (order.status) {
         case 'in-progress':
             return OrderStatus.ACCEPTED;
@@ -45,7 +47,7 @@ const mapOrderStatus = (order, filledSize = new Big(order.filled_base_amount)) =
             if (order.trigger_status === 'parent-order') {
                 return OrderStatus.PENDING;
             }
-            return filledSize.gt(0) ? OrderStatus.PARTIALLY_FILLED : OrderStatus.OPEN;
+            return hasFill(order) ? OrderStatus.PARTIALLY_FILLED : OrderStatus.OPEN;
         case 'triggered':
             return OrderStatus.TRIGGERED;
         case 'filled':
@@ -69,11 +71,32 @@ const mapOrderStatus = (order, filledSize = new Big(order.filled_base_amount)) =
             throw new PerpsError(PerpsErrorCode.SDKError, `Unknown Lighter order status: ${order.status}`);
     }
 };
-/** Map a Lighter order with its venue identity, lifecycle, and execution fields. */
+const skipOrder = (marketId, field, value) => {
+    warnSkippedVenueRow(LIGHTER_PROVIDER_KEY, 'order', field, value, { marketId });
+    return undefined;
+};
+/**
+ * Map a Lighter order with its venue identity, lifecycle, and execution fields.
+ * Venue sizes and prices pass verbatim. A row with an invalid time gives
+ * `undefined`. An average price that cannot be derived is omitted.
+ */
 export const mapOrder = (order, market) => {
     const type = mapOrderType(order.type);
-    const filledSize = new Big(order.filled_base_amount);
-    const status = mapOrderStatus(order, filledSize);
+    const createdAt = rowTimestampToIsoStringOrUndefined(order.created_at * 1000);
+    if (createdAt === undefined) {
+        return skipOrder(market.id, 'created_at', order.created_at);
+    }
+    const updatedAt = rowTimestampToIsoStringOrUndefined(order.updated_at * 1000);
+    if (updatedAt === undefined) {
+        return skipOrder(market.id, 'updated_at', order.updated_at);
+    }
+    const averagePrice = hasFill(order)
+        ? safeDivideDecimalString(order.filled_quote_amount, order.filled_base_amount)
+        : undefined;
+    const expiresAt = order.order_expiry > 0
+        ? safeTimestampToIsoString(order.order_expiry)
+        : undefined;
+    const status = mapOrderStatus(order);
     const base = {
         orderId: String(order.order_index),
         ...(order.client_order_index === 0
@@ -86,17 +109,11 @@ export const mapOrder = (order, market) => {
         originalSize: order.initial_base_amount,
         remainingSize: order.remaining_base_amount,
         filledSize: order.filled_base_amount,
-        ...(filledSize.gt(0)
-            ? {
-                averagePrice: new Big(order.filled_quote_amount)
-                    .div(filledSize)
-                    .toFixed(),
-            }
-            : {}),
+        ...(averagePrice === undefined ? {} : { averagePrice }),
         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(),
+        createdAt,
+        updatedAt,
     };
     switch (type) {
         case OrderType.TWAP:
@@ -109,7 +126,7 @@ export const mapOrder = (order, market) => {
         case OrderType.STOP_MARKET:
         case OrderType.STOP_LIMIT:
         case OrderType.TAKE_PROFIT_MARKET:
-        case OrderType.TAKE_PROFIT_LIMIT:
+        case OrderType.TAKE_PROFIT_LIMIT: {
             return {
                 ...base,
                 type,
@@ -120,6 +137,7 @@ export const mapOrder = (order, market) => {
                     ? { limitPrice: order.price }
                     : {}),
             };
+        }
         case OrderType.MARKET:
         case OrderType.LIMIT:
             return {
@@ -127,20 +145,33 @@ export const mapOrder = (order, market) => {
                 type,
                 price: order.price,
                 timeInForce: mapTimeInForce(order.time_in_force),
-                ...(order.order_expiry > 0
-                    ? { expiresAt: new Date(order.order_expiry).toISOString() }
-                    : {}),
+                ...(expiresAt === undefined ? {} : { expiresAt }),
             };
     }
 };
-/** Include terminal rows and their ids so consumers can update history and active caches. */
+/**
+ * Include terminal rows and their ids so consumers can update history and
+ * active caches. A row the mapper rejects is dropped and warns once.
+ */
 export const mapOrderUpdates = (rawOrders, resolveMarket) => {
     const orders = [];
     const terminated = [];
     for (const raw of rawOrders) {
         const market = resolveMarket(raw.market_index);
-        const order = market === undefined ? undefined : mapOrder(raw, market);
-        if (!isActiveOrderStatus(order?.status ?? mapOrderStatus(raw))) {
+        let order;
+        let status;
+        try {
+            order = market === undefined ? undefined : mapOrder(raw, market);
+            status = order?.status ?? mapOrderStatus(raw);
+        }
+        catch (error) {
+            if (!(error instanceof PerpsError)) {
+                throw error;
+            }
+            wsLog.droppedRow(LIGHTER_PROVIDER_KEY, 'order', `${raw.order_index}: ${error.message}`);
+            continue;
+        }
+        if (!isActiveOrderStatus(status)) {
             terminated.push(String(raw.order_index));
         }
         if (order !== undefined) {

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package/dist/esm/utils/mapPortfolioHistory.d.ts

@@ -1,9 +1,12 @@
 import type { PortfolioHistoryRange, PortfolioHistoryResponse } from '@lifi/perps-types';
-import Big from 'big.js';
 import type { LtPnLEntry } from '../types/pnl.js';
 /**
  * Derive window-relative history from Lighter's cumulative PnL snapshots.
- * Historical account values are anchored to the current account value.
+ * Historical account values are anchored to the current account value. A
+ * snapshot with a non-finite value is skipped.
+ *
+ * @throws {PerpsError} `ValidationError` when `currentValue` does not match the
+ *   decimal pattern.
  */
-export declare const mapPortfolioHistory: (range: PortfolioHistoryRange, snapshots: LtPnLEntry[], currentValue: Big) => PortfolioHistoryResponse;
+export declare const mapPortfolioHistory: (range: PortfolioHistoryRange, snapshots: LtPnLEntry[], currentValue: string) => PortfolioHistoryResponse;
 //# sourceMappingURL=mapPortfolioHistory.d.ts.map

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

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package/dist/esm/utils/mapPortfolioHistory.js

@@ -1,19 +1,41 @@
-import Big from 'big.js';
+import { addDecimalString, numberToDecimalString, subtractDecimalString, warnSkippedVenueRow, } from '@lifi/perps-sdk';
+import { LIGHTER_PROVIDER_KEY } from '../constants.js';
+const SNAPSHOT_DECIMAL_FIELDS = [
+    'trade_pnl',
+    'trade_spot_pnl',
+    'inflow',
+    'outflow',
+    'spot_inflow',
+    'spot_outflow',
+    'volume',
+];
+const snapshotDecimal = (snapshot, field) => numberToDecimalString(snapshot[field]);
+function isValidSnapshot(snapshot) {
+    const invalid = SNAPSHOT_DECIMAL_FIELDS.find((field) => !Number.isFinite(snapshot[field]));
+    if (invalid === undefined) {
+        return true;
+    }
+    warnSkippedVenueRow(LIGHTER_PROVIDER_KEY, 'portfolio history', invalid, snapshot[invalid]);
+    return false;
+}
 function getCumulativePnl(snapshot) {
-    return new Big(snapshot.trade_pnl).plus(snapshot.trade_spot_pnl);
+    return addDecimalString(snapshotDecimal(snapshot, 'trade_pnl'), snapshotDecimal(snapshot, 'trade_spot_pnl'));
 }
 function getCumulativeNetFlow(snapshot) {
-    return new Big(snapshot.inflow)
-        .minus(snapshot.outflow)
-        .plus(snapshot.spot_inflow)
-        .minus(snapshot.spot_outflow);
+    return subtractDecimalString(addDecimalString(subtractDecimalString(snapshotDecimal(snapshot, 'inflow'), snapshotDecimal(snapshot, 'outflow')), snapshotDecimal(snapshot, 'spot_inflow')), snapshotDecimal(snapshot, 'spot_outflow'));
 }
 /**
  * Derive window-relative history from Lighter's cumulative PnL snapshots.
- * Historical account values are anchored to the current account value.
+ * Historical account values are anchored to the current account value. A
+ * snapshot with a non-finite value is skipped.
+ *
+ * @throws {PerpsError} `ValidationError` when `currentValue` does not match the
+ *   decimal pattern.
  */
 export const mapPortfolioHistory = (range, snapshots, currentValue) => {
-    const orderedSnapshots = [...snapshots].sort((a, b) => a.timestamp - b.timestamp);
+    const orderedSnapshots = snapshots
+        .filter(isValidSnapshot)
+        .sort((a, b) => a.timestamp - b.timestamp);
     const firstSnapshot = orderedSnapshots[0];
     const latestSnapshot = orderedSnapshots.at(-1);
     if (!firstSnapshot || !latestSnapshot) {
@@ -26,26 +48,19 @@ export const mapPortfolioHistory = (range, snapshots, currentValue) => {
     }
     const firstPnl = getCumulativePnl(firstSnapshot);
     const latestPnl = getCumulativePnl(latestSnapshot);
-    const accountValueOffset = currentValue
-        .minus(latestPnl)
-        .minus(getCumulativeNetFlow(latestSnapshot));
+    const accountValueOffset = subtractDecimalString(subtractDecimalString(currentValue, latestPnl), getCumulativeNetFlow(latestSnapshot));
     const points = orderedSnapshots.map((snapshot) => {
         const pnl = getCumulativePnl(snapshot);
         return {
             timestamp: snapshot.timestamp * 1_000,
-            accountValue: accountValueOffset
-                .plus(pnl)
-                .plus(getCumulativeNetFlow(snapshot))
-                .toFixed(),
-            pnl: pnl.minus(firstPnl).toFixed(),
+            accountValue: addDecimalString(addDecimalString(accountValueOffset, pnl), getCumulativeNetFlow(snapshot)),
+            pnl: subtractDecimalString(pnl, firstPnl),
         };
     });
     return {
         range,
         points,
-        volume: new Big(latestSnapshot.volume)
-            .minus(firstSnapshot.volume)
-            .toFixed(),
+        volume: subtractDecimalString(snapshotDecimal(latestSnapshot, 'volume'), snapshotDecimal(firstSnapshot, 'volume')),
         totalPnl: points.at(-1)?.pnl,
     };
 };

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

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package/dist/esm/utils/mapPosition.d.ts

@@ -2,24 +2,28 @@ import type { PerpsMarketDisplay, Position } from '@lifi/perps-types';
 import type { LtAccountPosition } from '../types/index.js';
 /**
  * Display leverage from an IMF percent string: `100 / IMF` in exact decimal
- * arithmetic, rounded half-up to `LIGHTER_LEVERAGE_PRECISION` before
- * conversion to `number`, so the value a client reads is the value it saved.
- * Provider risk calculations consume the original decimal IMF instead.
- * `undefined` for a non-positive or unparsable IMF.
+ * arithmetic, rounded half-up to `LIGHTER_LEVERAGE_PRECISION`, so the value a
+ * client reads is the value it saved. Provider risk calculations consume the
+ * original decimal IMF instead. `undefined` for a non-positive or unparsable
+ * IMF.
  * @public
  */
-export declare const leverageFromImf: (imf: string) => number | undefined;
+export declare const leverageFromImf: (imf: string) => string | undefined;
 /**
  * Display leverage from an integer IMF on `LIGHTER_IMF_PERCENT_SCALE`, the
  * unit of trade rows and order-book details: `500` is 5.00%, so 20x.
- * `undefined` for a non-positive or unparsable IMF. Lighter declares the
+ * `undefined` for a non-positive or non-finite IMF. Lighter declares the
  * fraction a `StrictInt`, so the scale division is exact.
  */
-export declare const leverageFromScaledImf: (imf: number) => number | undefined;
+export declare const leverageFromScaledImf: (imf: number) => string | undefined;
 /**
- * Map a raw Lighter account position to the generic Position type.
+ * Map a raw Lighter account position to the generic Position type. A row with
+ * an invalid size gives `undefined`. An invalid position value or a
+ * non-positive initial margin fraction keeps the row, leaves `leverage` and
+ * `initialMarginRequirement` absent, sets a cross `marginUsed` to `'0'` and
+ * warns once. Prices, PnL, funding and isolated margin pass through raw.
  * @param market - Backend-resolved market identity for `pos.market_id`.
  * @public
  */
-export declare const mapPosition: (pos: LtAccountPosition, market: PerpsMarketDisplay) => Position;
+export declare const mapPosition: (pos: LtAccountPosition, market: PerpsMarketDisplay) => Position | undefined;
 //# sourceMappingURL=mapPosition.d.ts.map

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

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