@lifi/perps-sdk-provider-ondo 28.0.0 → 30.0.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/cjs/OndoProvider.d.ts.map +1 -1
- package/dist/cjs/OndoProvider.js +4 -2
- package/dist/cjs/OndoProvider.js.map +1 -1
- package/dist/cjs/auth/signActions.d.ts +3 -3
- package/dist/cjs/auth/signActions.d.ts.map +1 -1
- package/dist/cjs/auth/signActions.js +67 -46
- package/dist/cjs/auth/signActions.js.map +1 -1
- package/dist/cjs/types/ws.d.ts +4 -0
- package/dist/cjs/types/ws.d.ts.map +1 -1
- package/dist/cjs/websocket/OndoWsProvider.d.ts +3 -0
- package/dist/cjs/websocket/OndoWsProvider.d.ts.map +1 -1
- package/dist/cjs/websocket/OndoWsProvider.js +58 -16
- package/dist/cjs/websocket/OndoWsProvider.js.map +1 -1
- package/dist/esm/OndoProvider.d.ts.map +1 -1
- package/dist/esm/OndoProvider.js +9 -6
- package/dist/esm/OndoProvider.js.map +1 -1
- package/dist/esm/auth/signActions.d.ts +11 -6
- package/dist/esm/auth/signActions.d.ts.map +1 -1
- package/dist/esm/auth/signActions.js +79 -53
- package/dist/esm/auth/signActions.js.map +1 -1
- package/dist/esm/types/ws.d.ts +4 -0
- package/dist/esm/types/ws.d.ts.map +1 -1
- package/dist/esm/websocket/OndoWsProvider.d.ts +5 -0
- package/dist/esm/websocket/OndoWsProvider.d.ts.map +1 -1
- package/dist/esm/websocket/OndoWsProvider.js +66 -21
- package/dist/esm/websocket/OndoWsProvider.js.map +1 -1
- package/dist/types/OndoProvider.d.ts.map +1 -1
- package/dist/types/auth/signActions.d.ts +11 -6
- package/dist/types/auth/signActions.d.ts.map +1 -1
- package/dist/types/types/ws.d.ts +4 -0
- package/dist/types/types/ws.d.ts.map +1 -1
- package/dist/types/websocket/OndoWsProvider.d.ts +5 -0
- package/dist/types/websocket/OndoWsProvider.d.ts.map +1 -1
- package/package.json +3 -3
- package/src/OndoProvider.ts +11 -6
- package/src/auth/signActions.ts +116 -81
- package/src/types/ws.ts +1 -0
- package/src/websocket/OndoWsProvider.ts +93 -36
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"OndoProvider.d.ts","sourceRoot":"","sources":["../../src/OndoProvider.ts"],"names":[],"mappings":"AAAA,OAAO,
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1
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+
{"version":3,"file":"OndoProvider.d.ts","sourceRoot":"","sources":["../../src/OndoProvider.ts"],"names":[],"mappings":"AAAA,OAAO,EAeL,KAAK,mBAAmB,EAuBxB,KAAK,cAAc,EAMpB,MAAM,iBAAiB,CAAA;AAoHxB,MAAM,WAAW,mBAAmB;IAElC,MAAM,CAAC,EAAE,MAAM,CAAA;IAEf,OAAO,CAAC,EAAE,cAAc,CAAA;CACzB;AAsBD,eAAO,MAAM,YAAY,GACvB,UAAS,mBAAwB,KAChC,mBAohCF,CAAA;AAOD,eAAO,MAAM,IAAI,aA5hCN,mBAAmB,KAC3B,mBA2hC6B,CAAA"}
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package/dist/cjs/OndoProvider.js
CHANGED
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@@ -670,14 +670,16 @@ const ondoProvider = (options = {}) => {
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670
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return await (0, signActions_js_1.ondoSignActions)({ client: apiClient(), tokenStore, apiKeyStore }, method, steps, address, ctx);
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}
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672
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catch (err) {
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673
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-
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673
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+
const cause = err instanceof perps_sdk_1.PerpsExecutionError ? err.cause : err;
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674
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+
if (cause instanceof apiClient_js_1.OndoSessionExpiredError) {
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await tokenStore.remove(address);
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}
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throw err;
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}
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},
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async onExecuteResults(address, results) {
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680
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-
const unauthorized = results.some((result) =>
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681
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+
const unauthorized = results.some((result) => result.status === perps_types_1.UserActionStatus.Failed &&
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result.errorCode === perps_types_1.PerpsErrorCode.Unauthorized);
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if (unauthorized) {
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await apiKeyStore.remove(address);
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}
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@@ -1 +1 @@
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1
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-
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1
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+
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@@ -1,5 +1,5 @@
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1
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-
import { type SignActionsContext } from '@lifi/perps-sdk';
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2
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-
import type { ActionStep
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1
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+
import { type SignActionsContext, type SignActionsResult } from '@lifi/perps-sdk';
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2
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+
import type { ActionStep } from '@lifi/perps-types';
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3
3
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import { SigningMethod } from '@lifi/perps-types';
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4
4
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import { type Address } from 'viem';
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5
5
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import { type OndoApiClient } from '../utils/apiClient.js';
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@@ -10,5 +10,5 @@ export interface OndoSignActionsDeps {
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10
10
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tokenStore: OndoTokenStore;
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11
11
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apiKeyStore: OndoApiKeyStore;
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12
12
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}
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13
|
-
export declare function ondoSignActions(deps: OndoSignActionsDeps, method: SigningMethod, steps: ActionStep[], address: Address, ctx?: SignActionsContext): Promise<
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13
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+
export declare function ondoSignActions(deps: OndoSignActionsDeps, method: SigningMethod, steps: ActionStep[], address: Address, ctx?: SignActionsContext): Promise<SignActionsResult>;
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14
14
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//# sourceMappingURL=signActions.d.ts.map
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"signActions.d.ts","sourceRoot":"","sources":["../../../src/auth/signActions.ts"],"names":[],"mappings":"AAAA,OAAO,
|
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1
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+
{"version":3,"file":"signActions.d.ts","sourceRoot":"","sources":["../../../src/auth/signActions.ts"],"names":[],"mappings":"AAAA,OAAO,EAGL,KAAK,kBAAkB,EACvB,KAAK,iBAAiB,EACvB,MAAM,iBAAiB,CAAA;AACxB,OAAO,KAAK,EAEV,UAAU,EAKX,MAAM,mBAAmB,CAAA;AAC1B,OAAO,EAGL,aAAa,EAEd,MAAM,mBAAmB,CAAA;AAC1B,OAAO,EAAE,KAAK,OAAO,EAAc,MAAM,MAAM,CAAA;AAU/C,OAAO,EAAE,KAAK,aAAa,EAAgB,MAAM,uBAAuB,CAAA;AAUxE,OAAO,EAGL,KAAK,eAAe,EACrB,MAAM,sBAAsB,CAAA;AAC7B,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,qBAAqB,CAAA;AAIzD,MAAM,WAAW,mBAAmB;IAClC,MAAM,EAAE,aAAa,CAAA;IACrB,UAAU,EAAE,cAAc,CAAA;IAC1B,WAAW,EAAE,eAAe,CAAA;CAC7B;AAmOD,wBAAsB,eAAe,CACnC,IAAI,EAAE,mBAAmB,EACzB,MAAM,EAAE,aAAa,EACrB,KAAK,EAAE,UAAU,EAAE,EACnB,OAAO,EAAE,OAAO,EAChB,GAAG,CAAC,EAAE,kBAAkB,GACvB,OAAO,CAAC,iBAAiB,CAAC,CA6E5B"}
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@@ -121,21 +121,28 @@ async function ondoSignActions(deps, method, steps, address, ctx) {
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121
121
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switch (method) {
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122
122
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case perps_types_1.SigningMethod.SIWE: {
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123
123
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const userWallet = requireUserWallet(ctx);
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124
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-
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125
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-
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126
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-
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124
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+
const executed = [];
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125
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+
try {
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126
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+
for (const step of steps) {
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127
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+
if (!isSiweStep(step)) {
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128
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+
throw new perps_sdk_1.PerpsError(perps_types_1.PerpsErrorCode.SDKError, `Ondo received a non-SIWE step ('${step.action}') under the SIWE signing method.`);
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129
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+
}
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130
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+
const token = await (0, completeSiweLogin_js_1.completeSiweLogin)(deps.client, userWallet, {
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+
id: step.siwe.challengeId,
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132
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+
message: step.siwe.message,
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133
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+
});
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134
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+
executed.push(acceptedResult(step));
|
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135
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+
await deps.tokenStore.set(address, token);
|
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127
136
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}
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128
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-
const token = await (0, completeSiweLogin_js_1.completeSiweLogin)(deps.client, userWallet, {
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129
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-
id: step.siwe.challengeId,
|
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130
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-
message: step.siwe.message,
|
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131
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-
});
|
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132
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-
await deps.tokenStore.set(address, token);
|
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133
137
|
}
|
|
134
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-
|
|
138
|
+
catch (error) {
|
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139
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+
(0, perps_sdk_1.rethrowWithKnownResults)(executed, error);
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140
|
+
}
|
|
141
|
+
return { signed: [], executed };
|
|
135
142
|
}
|
|
136
143
|
case perps_types_1.SigningMethod.HMAC: {
|
|
137
144
|
const apiKey = await ensureApiKey(deps, address);
|
|
138
|
-
|
|
145
|
+
const signed = await Promise.all(steps.map(async (step) => {
|
|
139
146
|
if (!hasRequest(step)) {
|
|
140
147
|
throw new perps_sdk_1.PerpsError(perps_types_1.PerpsErrorCode.SDKError, `Ondo received a step without a request ('${step.action}') under the hmac signing method.`);
|
|
141
148
|
}
|
|
@@ -156,49 +163,63 @@ async function ondoSignActions(deps, method, steps, address, ctx) {
|
|
|
156
163
|
},
|
|
157
164
|
};
|
|
158
165
|
}));
|
|
166
|
+
return { signed, executed: [] };
|
|
159
167
|
}
|
|
160
168
|
case perps_types_1.SigningMethod.SESSION: {
|
|
161
|
-
|
|
162
|
-
|
|
163
|
-
|
|
164
|
-
|
|
165
|
-
|
|
166
|
-
if (!isSessionStep(step)) {
|
|
167
|
-
throw new perps_sdk_1.PerpsError(perps_types_1.PerpsErrorCode.SDKError, `Ondo received a non-session step ('${step.action}') under the session signing method.`);
|
|
168
|
-
}
|
|
169
|
-
switch (step.action) {
|
|
170
|
-
case perps_types_1.ActionType.CREATE_DEPOSIT_ADDRESS: {
|
|
171
|
-
const token = await (0, sessionToken_js_1.requireOndoSessionToken)(deps.tokenStore, address);
|
|
172
|
-
const account = await deps.client.get('/v1/account', { authToken: token.token });
|
|
173
|
-
const payload = (0, depositAddress_js_1.buildOndoProvisionPayload)(step.session, typeof account.accountID === 'string' ? account.accountID : '');
|
|
174
|
-
await deps.client.post('/v1/provision_address', payload, {
|
|
175
|
-
authToken: token.token,
|
|
176
|
-
});
|
|
177
|
-
await (0, depositAddress_js_1.listOndoDepositAddress)(deps.client, token.token);
|
|
178
|
-
break;
|
|
179
|
-
}
|
|
180
|
-
case perps_types_1.ActionType.ACCEPT_PROVIDER_TERMS: {
|
|
181
|
-
const token = await (0, sessionToken_js_1.requireOndoSessionToken)(deps.tokenStore, address);
|
|
182
|
-
await deps.client.post('/v1/agreement', {
|
|
183
|
-
termsVersion: constants_js_1.ONDO_TERMS_VERSION,
|
|
184
|
-
privacyVersion: constants_js_1.ONDO_PRIVACY_VERSION,
|
|
185
|
-
}, { authToken: token.token });
|
|
186
|
-
break;
|
|
187
|
-
}
|
|
188
|
-
case perps_types_1.ActionType.REGISTER_API_KEY:
|
|
189
|
-
await ensureApiKey(deps, address);
|
|
190
|
-
break;
|
|
191
|
-
case perps_types_1.ActionType.ADD_WITHDRAWAL_ADDRESS:
|
|
192
|
-
await addWithdrawalAddress(deps, address, ctx);
|
|
193
|
-
break;
|
|
194
|
-
default:
|
|
195
|
-
throw new perps_sdk_1.PerpsError(perps_types_1.PerpsErrorCode.SDKError, `Ondo has no session-step executor for action '${step.action}'.`);
|
|
169
|
+
const executed = [];
|
|
170
|
+
try {
|
|
171
|
+
for (const step of steps) {
|
|
172
|
+
await executeSessionStep(deps, address, step, ctx);
|
|
173
|
+
executed.push(acceptedResult(step));
|
|
196
174
|
}
|
|
197
175
|
}
|
|
198
|
-
|
|
176
|
+
catch (error) {
|
|
177
|
+
(0, perps_sdk_1.rethrowWithKnownResults)(executed, error);
|
|
178
|
+
}
|
|
179
|
+
return { signed: [], executed };
|
|
199
180
|
}
|
|
200
181
|
default:
|
|
201
182
|
throw new perps_sdk_1.PerpsError(perps_types_1.PerpsErrorCode.SDKError, `Ondo does not sign via '${method}'. Supported methods: siwe, hmac, session.`);
|
|
202
183
|
}
|
|
203
184
|
}
|
|
185
|
+
function acceptedResult(step) {
|
|
186
|
+
return { action: step.action, status: perps_types_1.UserActionStatus.Accepted };
|
|
187
|
+
}
|
|
188
|
+
async function executeSessionStep(deps, address, step, ctx) {
|
|
189
|
+
if (hasRequest(step)) {
|
|
190
|
+
await executeSessionRequest(deps, address, step.request);
|
|
191
|
+
return;
|
|
192
|
+
}
|
|
193
|
+
if (!isSessionStep(step)) {
|
|
194
|
+
throw new perps_sdk_1.PerpsError(perps_types_1.PerpsErrorCode.SDKError, `Ondo received a non-session step ('${step.action}') under the session signing method.`);
|
|
195
|
+
}
|
|
196
|
+
switch (step.action) {
|
|
197
|
+
case perps_types_1.ActionType.CREATE_DEPOSIT_ADDRESS: {
|
|
198
|
+
const token = await (0, sessionToken_js_1.requireOndoSessionToken)(deps.tokenStore, address);
|
|
199
|
+
const account = await deps.client.get('/v1/account', { authToken: token.token });
|
|
200
|
+
const payload = (0, depositAddress_js_1.buildOndoProvisionPayload)(step.session, typeof account.accountID === 'string' ? account.accountID : '');
|
|
201
|
+
await deps.client.post('/v1/provision_address', payload, {
|
|
202
|
+
authToken: token.token,
|
|
203
|
+
});
|
|
204
|
+
await (0, depositAddress_js_1.listOndoDepositAddress)(deps.client, token.token);
|
|
205
|
+
break;
|
|
206
|
+
}
|
|
207
|
+
case perps_types_1.ActionType.ACCEPT_PROVIDER_TERMS: {
|
|
208
|
+
const token = await (0, sessionToken_js_1.requireOndoSessionToken)(deps.tokenStore, address);
|
|
209
|
+
await deps.client.post('/v1/agreement', {
|
|
210
|
+
termsVersion: constants_js_1.ONDO_TERMS_VERSION,
|
|
211
|
+
privacyVersion: constants_js_1.ONDO_PRIVACY_VERSION,
|
|
212
|
+
}, { authToken: token.token });
|
|
213
|
+
break;
|
|
214
|
+
}
|
|
215
|
+
case perps_types_1.ActionType.REGISTER_API_KEY:
|
|
216
|
+
await ensureApiKey(deps, address);
|
|
217
|
+
break;
|
|
218
|
+
case perps_types_1.ActionType.ADD_WITHDRAWAL_ADDRESS:
|
|
219
|
+
await addWithdrawalAddress(deps, address, ctx);
|
|
220
|
+
break;
|
|
221
|
+
default:
|
|
222
|
+
throw new perps_sdk_1.PerpsError(perps_types_1.PerpsErrorCode.SDKError, `Ondo has no session-step executor for action '${step.action}'.`);
|
|
223
|
+
}
|
|
224
|
+
}
|
|
204
225
|
//# sourceMappingURL=signActions.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"signActions.js","sourceRoot":"","sources":["../../../src/auth/signActions.ts"],"names":[],"mappings":";;
|
|
1
|
+
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|
package/dist/cjs/types/ws.d.ts
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
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|
|
1
|
+
{"version":3,"file":"ws.d.ts","sourceRoot":"","sources":["../../../src/types/ws.ts"],"names":[],"mappings":"AAMA,OAAO,KAAK,EAAE,QAAQ,EAAE,SAAS,EAAE,YAAY,EAAE,MAAM,WAAW,CAAA;AAGlE,MAAM,MAAM,aAAa,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;AAG5C,MAAM,WAAW,gBAAgB;IAC/B,MAAM,EAAE,MAAM,CAAA;IACd,IAAI,EAAE,MAAM,CAAA;IACZ,IAAI,EAAE,aAAa,EAAE,CAAA;IACrB,IAAI,EAAE,aAAa,EAAE,CAAA;IACrB,WAAW,CAAC,EAAE,MAAM,CAAA;CACrB;AAGD,MAAM,WAAW,WAAW;IAC1B,MAAM,EAAE,MAAM,CAAA;IACd,KAAK,EAAE,MAAM,CAAA;IACb,IAAI,EAAE,MAAM,CAAA;IACZ,IAAI,EAAE,MAAM,CAAA;IACZ,cAAc,EAAE,KAAK,GAAG,MAAM,CAAA;IAC9B,IAAI,EAAE,MAAM,CAAA;IACZ,EAAE,EAAE,MAAM,CAAA;CACX;AAOD,MAAM,WAAW,SAAS;IACxB,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,OAAO,CAAA;CACX;AAGD,MAAM,WAAW,aAAa;IAC5B,MAAM,EAAE,MAAM,CAAA;IACd,SAAS,EAAE,MAAM,CAAA;IACjB,WAAW,CAAC,EAAE,MAAM,CAAA;CACrB;AAGD,MAAM,WAAW,eAAe;IAC9B,MAAM,EAAE,MAAM,CAAA;IACd,IAAI,EAAE,MAAM,CAAA;IACZ,YAAY,EAAE,MAAM,CAAA;IACpB,QAAQ,CAAC,EAAE,OAAO,EAAE,CAAA;CACrB;AAGD,MAAM,MAAM,aAAa,GACrB;IAAE,IAAI,EAAE,QAAQ,CAAC;IAAC,OAAO,EAAE,iBAAiB,CAAC;IAAC,IAAI,EAAE,gBAAgB,EAAE,CAAA;CAAE,GACxE;IAAE,IAAI,EAAE,QAAQ,CAAC;IAAC,OAAO,EAAE,iBAAiB,CAAC;IAAC,IAAI,EAAE,gBAAgB,EAAE,CAAA;CAAE,GACxE;IAAE,IAAI,EAAE,QAAQ,CAAC;IAAC,OAAO,EAAE,aAAa,CAAC;IAAC,IAAI,EAAE,WAAW,EAAE,CAAA;CAAE,GAC/D;IAAE,IAAI,EAAE,QAAQ,CAAC;IAAC,OAAO,EAAE,YAAY,CAAC;IAAC,IAAI,EAAE,SAAS,CAAA;CAAE,GAC1D;IAAE,IAAI,EAAE,QAAQ,CAAC;IAAC,OAAO,EAAE,iBAAiB,CAAC;IAAC,IAAI,EAAE,aAAa,EAAE,CAAA;CAAE,GACrE;IAAE,IAAI,EAAE,QAAQ,CAAC;IAAC,OAAO,EAAE,mBAAmB,CAAC;IAAC,IAAI,EAAE,eAAe,EAAE,CAAA;CAAE,GACzE;IAAE,IAAI,EAAE,QAAQ,CAAC;IAAC,OAAO,EAAE,aAAa,CAAC;IAAC,IAAI,EAAE,SAAS,EAAE,CAAA;CAAE,GAC7D;IAAE,IAAI,EAAE,QAAQ,CAAC;IAAC,OAAO,EAAE,YAAY,CAAC;IAAC,IAAI,EAAE,QAAQ,EAAE,CAAA;CAAE,GAC3D;IAAE,IAAI,EAAE,QAAQ,CAAC;IAAC,OAAO,EAAE,gBAAgB,CAAC;IAAC,IAAI,EAAE,YAAY,EAAE,CAAA;CAAE,GACnE;IAAE,IAAI,EAAE,QAAQ,CAAC;IAAC,OAAO,EAAE,MAAM,CAAC;IAAC,IAAI,EAAE,OAAO,CAAA;CAAE,GAClD;IAAE,IAAI,EAAE,MAAM,CAAA;CAAE,GAChB;IAAE,IAAI,EAAE,UAAU,CAAC;IAAC,GAAG,CAAC,EAAE,MAAM,CAAA;CAAE,GAClC;IAAE,IAAI,EAAE,YAAY,CAAC;IAAC,OAAO,CAAC,EAAE,MAAM,CAAA;CAAE,GACxC;IAAE,IAAI,EAAE,cAAc,CAAC;IAAC,OAAO,CAAC,EAAE,MAAM,CAAA;CAAE,GAC1C;IAAE,IAAI,EAAE,OAAO,CAAC;IAAC,GAAG,CAAC,EAAE,MAAM,CAAA;CAAE,CAAA"}
|
|
@@ -26,6 +26,7 @@ export declare class OndoWsProvider extends WsProviderBase<SubState> {
|
|
|
26
26
|
private readonly accountSummaryChain;
|
|
27
27
|
private contexts;
|
|
28
28
|
private pendingFunding;
|
|
29
|
+
private bookMids;
|
|
29
30
|
private accountAddress;
|
|
30
31
|
private loginPromise;
|
|
31
32
|
private authGeneration;
|
|
@@ -52,7 +53,9 @@ export declare class OndoWsProvider extends WsProviderBase<SubState> {
|
|
|
52
53
|
private readBalance;
|
|
53
54
|
private emitAccountSummary;
|
|
54
55
|
protected handleMessage(raw: string): void;
|
|
56
|
+
private toBookLevels;
|
|
55
57
|
private handleBooks;
|
|
58
|
+
private handleTopOfBooks;
|
|
56
59
|
private handleTrades;
|
|
57
60
|
private handleKline;
|
|
58
61
|
private handleMarkPrices;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"OndoWsProvider.d.ts","sourceRoot":"","sources":["../../../src/websocket/OndoWsProvider.ts"],"names":[],"mappings":"AAAA,OAAO,
|
|
1
|
+
{"version":3,"file":"OndoWsProvider.d.ts","sourceRoot":"","sources":["../../../src/websocket/OndoWsProvider.ts"],"names":[],"mappings":"AAAA,OAAO,EAUL,KAAK,cAAc,EACnB,KAAK,sBAAsB,EAC3B,KAAK,aAAa,EAGlB,KAAK,cAAc,EAInB,cAAc,EACd,KAAK,iBAAiB,EAGvB,MAAM,iBAAiB,CAAA;AACxB,OAAO,EAML,KAAK,YAAY,EAClB,MAAM,mBAAmB,CAAA;AAC1B,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,MAAM,CAAA;AAoEnC,UAAU,QAAQ;IAEhB,KAAK,EAAE;QAAE,OAAO,EAAE,MAAM,CAAC;QAAC,OAAO,CAAC,EAAE,MAAM,EAAE,CAAC;QAAC,UAAU,CAAC,EAAE,MAAM,CAAA;KAAE,CAAA;IACnE,SAAS,EAAE,OAAO,CAAA;IAClB,OAAO,CAAC,EAAE,OAAO,CAAA;IACjB,cAAc,CAAC,EAAE,MAAM,CAAA;CACxB;AAOD,MAAM,WAAW,qBAAqB;IAMpC,MAAM,CAAC,EAAE,MAAM,CAAA;IAEf,OAAO,CAAC,EAAE,cAAc,CAAA;CACzB;AAYD,qBAAa,cAAe,SAAQ,cAAc,CAAC,QAAQ,CAAC;IAC1D,OAAO,CAAC,QAAQ,CAAC,UAAU,CAAgB;IAC3C,OAAO,CAAC,QAAQ,CAAC,MAAM,CAA4B;IACnD,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAA4B;IACrD,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAQ;IAQ/B,OAAO,CAAC,QAAQ,CAAC,YAAY,CAA4B;IAOzD,OAAO,CAAC,cAAc,CAAgC;IACtD,OAAO,CAAC,wBAAwB,CAAI;IAOpC,OAAO,CAAC,QAAQ,CAAC,mBAAmB,CAEnC;IAGD,OAAO,CAAC,QAAQ,CAAoC;IAEpD,OAAO,CAAC,cAAc,CAGnB;IAEH,OAAO,CAAC,QAAQ,CAA4B;IAG5C,OAAO,CAAC,cAAc,CAAoB;IAC1C,OAAO,CAAC,YAAY,CAA2B;IAC/C,OAAO,CAAC,cAAc,CAAI;IAC1B,OAAO,CAAC,eAAe,CAAI;IAC3B,OAAO,CAAC,eAAe,CAAI;gBAGzB,KAAK,GAAE,MAA4B,EACnC,WAAW,SAAoB,EAC/B,OAAO,GAAE,qBAA0B,EACnC,MAAM,CAAC,EAAE,cAAc;IAqBnB,cAAc,CAClB,MAAM,EAAE,sBAAsB,EAC9B,OAAO,EAAE,aAAa,GACrB,OAAO,CAAC,MAAM,IAAI,CAAC;IAkBtB,SAAS,CAAC,KAAK,CAAC,GAAG,EAAE,YAAY,GAAG,MAAM;cAuB1B,WAAW,CAAC,GAAG,EAAE,YAAY,GAAG,OAAO,CAAC,MAAM,IAAI,CAAC;IA0HnE,OAAO,CAAC,WAAW;IAiBnB,OAAO,CAAC,oBAAoB;IAc5B,OAAO,CAAC,cAAc;YAYR,WAAW;IAyBzB,OAAO,CAAC,WAAW;cAgBH,aAAa,CAAC,KAAK,EAAE,QAAQ,GAAG,OAAO,CAAC,IAAI,CAAC;cAoB1C,OAAO,IAAI,IAAI;IAclC,OAAO,CAAC,cAAc;YA2HR,cAAc;IAgB5B,OAAO,CAAC,WAAW;IAqBnB,OAAO,CAAC,UAAU;YAYJ,kBAAkB;YAiBlB,qBAAqB;IAuBnC,OAAO,CAAC,mBAAmB;YAWb,WAAW;IA4BzB,OAAO,CAAC,kBAAkB;IAgB1B,SAAS,CAAC,aAAa,CAAC,GAAG,EAAE,MAAM,GAAG,IAAI;IAmD1C,OAAO,CAAC,YAAY;IAkCpB,OAAO,CAAC,WAAW;IAenB,OAAO,CAAC,gBAAgB;IA8BxB,OAAO,CAAC,YAAY;IA0BpB,OAAO,CAAC,WAAW;IAkBnB,OAAO,CAAC,gBAAgB;IAoBxB,OAAO,CAAC,kBAAkB;IAiB1B,OAAO,CAAC,YAAY;IAiBpB,OAAO,CAAC,aAAa,CAGpB;IAED,OAAO,CAAC,kBAAkB,CAKzB;IAED,OAAO,CAAC,YAAY;IAWpB,OAAO,CAAC,WAAW;IAsBnB,OAAO,CAAC,eAAe;CAyBxB;AAYD,eAAO,MAAM,cAAc,GACzB,UAAU,qBAAqB,KAC9B,iBAKA,CAAA"}
|
|
@@ -30,6 +30,7 @@ class OndoWsProvider extends perps_sdk_1.WsProviderBase {
|
|
|
30
30
|
accountSummaryChain = new perps_sdk_1.DecodeChain('latest', (err) => perps_sdk_1.wsLog.handlerFailure(this.providerKey, err));
|
|
31
31
|
contexts = {};
|
|
32
32
|
pendingFunding = new Map();
|
|
33
|
+
bookMids = new Map();
|
|
33
34
|
accountAddress;
|
|
34
35
|
loginPromise;
|
|
35
36
|
authGeneration = 0;
|
|
@@ -250,6 +251,7 @@ class OndoWsProvider extends perps_sdk_1.WsProviderBase {
|
|
|
250
251
|
onClose() {
|
|
251
252
|
this.contexts = {};
|
|
252
253
|
this.pendingFunding.clear();
|
|
254
|
+
this.bookMids.clear();
|
|
253
255
|
this.loginPromise = undefined;
|
|
254
256
|
this.accountAddress = undefined;
|
|
255
257
|
this.authGeneration += 1;
|
|
@@ -270,6 +272,10 @@ class OndoWsProvider extends perps_sdk_1.WsProviderBase {
|
|
|
270
272
|
'fundingRatesPerps',
|
|
271
273
|
{ frame: { channel: 'fundingRatesPerps' }, needsAuth: false },
|
|
272
274
|
],
|
|
275
|
+
[
|
|
276
|
+
'topOfBooksPerps',
|
|
277
|
+
{ frame: { channel: 'topOfBooksPerps' }, needsAuth: false },
|
|
278
|
+
],
|
|
273
279
|
];
|
|
274
280
|
case 'marketContext':
|
|
275
281
|
return [
|
|
@@ -287,6 +293,13 @@ class OndoWsProvider extends perps_sdk_1.WsProviderBase {
|
|
|
287
293
|
needsAuth: false,
|
|
288
294
|
},
|
|
289
295
|
],
|
|
296
|
+
[
|
|
297
|
+
`topOfBooksPerps:${sub.marketId}`,
|
|
298
|
+
{
|
|
299
|
+
frame: { channel: 'topOfBooksPerps', markets: [sub.marketId] },
|
|
300
|
+
needsAuth: false,
|
|
301
|
+
},
|
|
302
|
+
],
|
|
290
303
|
];
|
|
291
304
|
case 'orderbook':
|
|
292
305
|
return [
|
|
@@ -478,6 +491,9 @@ class OndoWsProvider extends perps_sdk_1.WsProviderBase {
|
|
|
478
491
|
case 'depthBooksPerps':
|
|
479
492
|
this.handleBooks(msg.data);
|
|
480
493
|
break;
|
|
494
|
+
case 'topOfBooksPerps':
|
|
495
|
+
this.handleTopOfBooks(msg.data);
|
|
496
|
+
break;
|
|
481
497
|
case 'tradesPerps':
|
|
482
498
|
this.handleTrades(msg.data);
|
|
483
499
|
break;
|
|
@@ -505,33 +521,59 @@ class OndoWsProvider extends perps_sdk_1.WsProviderBase {
|
|
|
505
521
|
perps_sdk_1.wsLog.handlerFailure(this.providerKey, err);
|
|
506
522
|
}
|
|
507
523
|
}
|
|
524
|
+
toBookLevels(market, levels, direction) {
|
|
525
|
+
return levels
|
|
526
|
+
.flatMap(([price, size]) => {
|
|
527
|
+
if (!(0, perps_sdk_1.isDecimalString)(price)) {
|
|
528
|
+
perps_sdk_1.wsLog.skippedRow(this.providerKey, BOOK_LEVEL_ROW, 'price', price, market);
|
|
529
|
+
return [];
|
|
530
|
+
}
|
|
531
|
+
if (!(0, perps_sdk_1.isDecimalString)(size)) {
|
|
532
|
+
perps_sdk_1.wsLog.skippedRow(this.providerKey, BOOK_LEVEL_ROW, 'size', size, market);
|
|
533
|
+
return [];
|
|
534
|
+
}
|
|
535
|
+
return [{ price, size }];
|
|
536
|
+
})
|
|
537
|
+
.sort((a, b) => direction * ((0, perps_sdk_1.safeCompareDecimalStrings)(a.price, b.price) ?? 0));
|
|
538
|
+
}
|
|
508
539
|
handleBooks(snapshots) {
|
|
509
540
|
for (const snap of snapshots) {
|
|
510
|
-
const toLevels = (levels, direction) => levels
|
|
511
|
-
.flatMap(([price, size]) => {
|
|
512
|
-
if (!(0, perps_sdk_1.isDecimalString)(price)) {
|
|
513
|
-
perps_sdk_1.wsLog.skippedRow(this.providerKey, BOOK_LEVEL_ROW, 'price', price, snap.market);
|
|
514
|
-
return [];
|
|
515
|
-
}
|
|
516
|
-
if (!(0, perps_sdk_1.isDecimalString)(size)) {
|
|
517
|
-
perps_sdk_1.wsLog.skippedRow(this.providerKey, BOOK_LEVEL_ROW, 'size', size, snap.market);
|
|
518
|
-
return [];
|
|
519
|
-
}
|
|
520
|
-
return [{ price, size }];
|
|
521
|
-
})
|
|
522
|
-
.sort((a, b) => direction * ((0, perps_sdk_1.safeCompareDecimalStrings)(a.price, b.price) ?? 0));
|
|
523
541
|
this.emit(`orderbook:${snap.market}`, {
|
|
524
542
|
channel: 'orderbook',
|
|
525
543
|
data: {
|
|
526
544
|
provider: this.providerKey,
|
|
527
545
|
marketId: snap.market,
|
|
528
|
-
bids:
|
|
529
|
-
asks:
|
|
546
|
+
bids: this.toBookLevels(snap.market, snap.bids, -1),
|
|
547
|
+
asks: this.toBookLevels(snap.market, snap.asks, 1),
|
|
530
548
|
timestamp: Date.parse(snap.time),
|
|
531
549
|
},
|
|
532
550
|
});
|
|
533
551
|
}
|
|
534
552
|
}
|
|
553
|
+
handleTopOfBooks(snapshots) {
|
|
554
|
+
const touched = [];
|
|
555
|
+
for (const { market, bids, asks } of snapshots) {
|
|
556
|
+
const bestBid = this.toBookLevels(market, bids, -1)[0];
|
|
557
|
+
const bestAsk = this.toBookLevels(market, asks, 1)[0];
|
|
558
|
+
if (bestBid === undefined || bestAsk === undefined) {
|
|
559
|
+
this.bookMids.delete(market);
|
|
560
|
+
}
|
|
561
|
+
else {
|
|
562
|
+
this.bookMids.set(market, (0, perps_sdk_1.divideDecimalString)((0, perps_sdk_1.addDecimalString)(bestBid.price, bestAsk.price), '2'));
|
|
563
|
+
}
|
|
564
|
+
const context = this.contexts[market];
|
|
565
|
+
if (context !== undefined) {
|
|
566
|
+
this.contexts[market] = {
|
|
567
|
+
...context,
|
|
568
|
+
midPrice: this.bookMids.get(market) ?? context.markPrice,
|
|
569
|
+
};
|
|
570
|
+
touched.push(market);
|
|
571
|
+
}
|
|
572
|
+
}
|
|
573
|
+
if (touched.length > 0) {
|
|
574
|
+
this.emitContexts(touched);
|
|
575
|
+
}
|
|
576
|
+
}
|
|
535
577
|
handleTrades(trades) {
|
|
536
578
|
const byMarket = new Map();
|
|
537
579
|
for (const trade of trades) {
|
|
@@ -580,7 +622,7 @@ class OndoWsProvider extends perps_sdk_1.WsProviderBase {
|
|
|
580
622
|
const context = {
|
|
581
623
|
...this.contexts[market],
|
|
582
624
|
marketId: market,
|
|
583
|
-
midPrice: markPrice,
|
|
625
|
+
midPrice: this.bookMids.get(market) ?? markPrice,
|
|
584
626
|
markPrice,
|
|
585
627
|
oraclePrice,
|
|
586
628
|
};
|