@lifi/perps-sdk-provider-ondo 31.0.0 → 32.0.0
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/README.md +15 -3
- package/dist/cjs/utils/mapOrder.d.ts.map +1 -1
- package/dist/cjs/utils/mapOrder.js +40 -3
- package/dist/cjs/utils/mapOrder.js.map +1 -1
- package/dist/esm/utils/mapOrder.d.ts.map +1 -1
- package/dist/esm/utils/mapOrder.js +42 -3
- package/dist/esm/utils/mapOrder.js.map +1 -1
- package/dist/types/utils/mapOrder.d.ts.map +1 -1
- package/package.json +3 -3
- package/src/utils/mapOrder.ts +44 -3
package/README.md
CHANGED
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@@ -72,11 +72,14 @@ separate fields. The mapper omits `explorerLink` because these venue rows carry
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| --- | --- |
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| `open`, `untriggered` | `OPEN`, or `PARTIALLY_FILLED` when the filled size is positive |
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| `fullyfilled` | `FILLED` |
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-
| `canceled` | `CANCELLED`; `statusReason`
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| `canceled` | `CANCELLED`; `statusReason` gives a short display text for the venue `cancelReason` |
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| TWAP `running` | `OPEN`, or `PARTIALLY_FILLED` when the filled size is positive |
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| TWAP `completed` | `FILLED` |
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-
| TWAP `cancelled` | `CANCELLED`; `statusReason`
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-
| `pending`
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| TWAP `cancelled` | `CANCELLED`; `statusReason` gives a short display text for the venue `twapCancelReason` |
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| `pending` | `PENDING` |
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| An unknown status | The mapper throws `PerpsError` |
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+
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Only an unknown status throws `PerpsError`.
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`getOrders({ statuses })` defaults to `ACTIVE_ORDER_STATUSES`: `PENDING`,
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`OPEN`, `PARTIALLY_FILLED`, and `TRIGGERED`. Active reads use
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@@ -106,6 +109,15 @@ WebSocket `orderUpdates.data.orders` includes terminal rows.
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`orderUpdates.data.terminated` also contains their ids.
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Fills carry no lifecycle status.
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An order with a non-empty `liquidationId` maps to a `RegularOrder` with
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`isLiquidation: true`. The Ondo liquidation engine places these orders for the
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liquidated account.
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Ondo fills do not name the liquidated party, so `Fill.liquidation` stays
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absent on Ondo. The venue `isADL` flag marks an auto-deleveraging fill, but it
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does not tell which party the venue liquidated. To find the fills of a
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liquidation order, match `Fill.orderId` to an order with `isLiquidation`.
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+
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## Activity coverage
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`getActivity` reports four movement types from Ondo's authenticated REST API:
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"mapOrder.d.ts","sourceRoot":"","sources":["../../../src/utils/mapOrder.ts"],"names":[],"mappings":"AAWA,OAAO,EACL,KAAK,aAAa,EAClB,KAAK,KAAK,EAGV,WAAW,EAIZ,MAAM,mBAAmB,CAAA;AAE1B,OAAO,KAAK,EAAE,SAAS,EAAE,aAAa,EAAE,MAAM,kBAAkB,CAAA;AAyBhE,eAAO,MAAM,cAAc,GAAI,QAAQ,MAAM,KAAG,WAiB/C,CAAA;
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1
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{"version":3,"file":"mapOrder.d.ts","sourceRoot":"","sources":["../../../src/utils/mapOrder.ts"],"names":[],"mappings":"AAWA,OAAO,EACL,KAAK,aAAa,EAClB,KAAK,KAAK,EAGV,WAAW,EAIZ,MAAM,mBAAmB,CAAA;AAE1B,OAAO,KAAK,EAAE,SAAS,EAAE,aAAa,EAAE,MAAM,kBAAkB,CAAA;AAyBhE,eAAO,MAAM,cAAc,GAAI,QAAQ,MAAM,KAAG,WAiB/C,CAAA;AAyED,eAAO,MAAM,QAAQ,GACnB,OAAO,SAAS,GAAG,aAAa,EAChC,QAAQ,aAAa,EACrB,gBAAgB,MAAM,KACrB,KAAK,GAAG,SAmJV,CAAA;AAOD,eAAO,MAAM,eAAe,GAC1B,MAAM,SAAS,EAAE,EACjB,eAAe,CAAC,MAAM,EAAE,MAAM,KAAK,aAAa,GAAG,SAAS,KAC3D;IAAE,MAAM,EAAE,KAAK,EAAE,CAAC;IAAC,UAAU,EAAE,MAAM,EAAE,CAAA;CA+BzC,CAAA"}
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@@ -45,6 +45,39 @@ const twapStatus = (status) => {
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throw new perps_sdk_1.PerpsError(perps_types_1.PerpsErrorCode.SDKError, `Unsupported Ondo TWAP status: ${status}`);
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}
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};
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const CANCEL_REASONS = new Map([
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['', 'Cancelled.'],
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['liquidation', 'Cancelled: the account was liquidated.'],
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[
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'selfmatchprevention',
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'Cancelled: the order would have traded with your own order.',
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],
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['cancelaftertimeout', 'Cancelled: the order timed out.'],
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[
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'startupbadprice',
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'Cancelled: the price was not valid when the venue started.',
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],
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[
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'immediateorcancel',
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'Cancelled: the immediate-or-cancel order could not fill.',
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],
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['cancelaftertimeoutonshutdown', 'Cancelled: the venue shut down.'],
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['cancelonstartup', 'Cancelled: the venue restarted.'],
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['cancelbyadmin', 'Cancelled by the venue.'],
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['positionclosed', 'Cancelled: the position closed.'],
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[
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'stoporderpositionneutral',
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'Cancelled: no open position for this TP/SL order.',
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],
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[
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'stoporderpositiondirectionmismatch',
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'Cancelled: the position direction changed.',
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],
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]);
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const TWAP_CANCEL_REASONS = {
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1: 'Cancelled.',
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2: 'Cancelled: too many child orders failed.',
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};
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const mapTimeInForce = (tif) => {
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switch (tif) {
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case 'GTC':
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@@ -118,8 +151,9 @@ const mapOrder = (order, market, parentOrderId) => {
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}
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if (twap) {
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if (status === perps_types_1.OrderStatus.CANCELLED &&
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order.twapCancelReason !== undefined
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-
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order.twapCancelReason !== undefined &&
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order.twapCancelReason !== 0) {
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base.statusReason = TWAP_CANCEL_REASONS[order.twapCancelReason];
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}
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return {
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...base,
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@@ -135,7 +169,9 @@ const mapOrder = (order, market, parentOrderId) => {
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base.parentOrderId = order.parentOrderId;
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}
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if (status === perps_types_1.OrderStatus.CANCELLED && order.cancelReason !== undefined) {
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base.statusReason =
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base.statusReason =
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CANCEL_REASONS.get(order.cancelReason.toLowerCase()) ??
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'Cancelled by the venue.';
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}
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const stopOrderType = order.stopOrderType ??
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(order.type === 'stopMarket'
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@@ -173,6 +209,7 @@ const mapOrder = (order, market, parentOrderId) => {
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? perps_types_1.TimeInForce.IOC
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: perps_types_1.TimeInForce.GTC
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: mapTimeInForce(order.timeInForce),
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...(order.liquidationId ? { isLiquidation: true } : {}),
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};
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};
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exports.mapOrder = mapOrder;
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@@ -1 +1 @@
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1
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-
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|
+
{"version":3,"file":"mapOrder.js","sourceRoot":"","sources":["../../../src/utils/mapOrder.ts"],"names":[],"mappings":";;;AAAA,+CAUwB;AACxB,mDAS0B;AAC1B,kDAAmD;AAEnD,qDAAgE;AAEhE,MAAM,SAAS,GAAG,CAChB,QAAgB,EAChB,KAAa,EACb,KAAc,EACH,EAAE;IACb,IAAA,+BAAmB,EAAC,gCAAiB,EAAE,OAAO,EAAE,KAAK,EAAE,KAAK,EAAE,EAAE,QAAQ,EAAE,CAAC,CAAA;IAC3E,OAAO,SAAS,CAAA;AAClB,CAAC,CAAA;AAED,MAAM,eAAe,GAAG,CACtB,QAAgB,EAChB,KAAa,EACb,KAAc,EACM,EAAE;IACtB,IAAI,CAAC;QACH,OAAO,IAAA,kCAAsB,EAAC,KAAK,EAAE,KAAK,EAAE,gCAAiB,CAAC,CAAA;IAChE,CAAC;IAAC,MAAM,CAAC;QACP,OAAO,SAAS,CAAC,QAAQ,EAAE,KAAK,EAAE,KAAK,CAAC,CAAA;IAC1C,CAAC;AACH,CAAC,CAAA;AAGM,MAAM,cAAc,GAAG,CAAC,MAAc,EAAe,EAAE;IAC5D,QAAQ,MAAM,EAAE,CAAC;QACf,KAAK,MAAM,CAAC;QACZ,KAAK,aAAa;YAChB,OAAO,yBAAW,CAAC,IAAI,CAAA;QACzB,KAAK,SAAS;YACZ,OAAO,yBAAW,CAAC,OAAO,CAAA;QAC5B,KAAK,aAAa;YAChB,OAAO,yBAAW,CAAC,MAAM,CAAA;QAC3B,KAAK,UAAU;YACb,OAAO,yBAAW,CAAC,SAAS,CAAA;QAC9B;YACE,MAAM,IAAI,sBAAU,CAClB,4BAAc,CAAC,QAAQ,EACvB,kCAAkC,MAAM,EAAE,CAC3C,CAAA;IACL,CAAC;AACH,CAAC,CAAA;AAjBY,QAAA,cAAc,kBAiB1B;AAED,MAAM,UAAU,GAAG,CAAC,MAAc,EAAe,EAAE;IACjD,QAAQ,MAAM,EAAE,CAAC;QACf,KAAK,SAAS;YACZ,OAAO,yBAAW,CAAC,IAAI,CAAA;QACzB,KAAK,WAAW;YACd,OAAO,yBAAW,CAAC,MAAM,CAAA;QAC3B,KAAK,WAAW;YACd,OAAO,yBAAW,CAAC,SAAS,CAAA;QAC9B;YACE,MAAM,IAAI,sBAAU,CAClB,4BAAc,CAAC,QAAQ,EACvB,iCAAiC,MAAM,EAAE,CAC1C,CAAA;IACL,CAAC;AACH,CAAC,CAAA;AAGD,MAAM,cAAc,GAAgC,IAAI,GAAG,CAAC;IAC1D,CAAC,EAAE,EAAE,YAAY,CAAC;IAClB,CAAC,aAAa,EAAE,wCAAwC,CAAC;IACzD;QACE,qBAAqB;QACrB,6DAA6D;KAC9D;IACD,CAAC,oBAAoB,EAAE,iCAAiC,CAAC;IACzD;QACE,iBAAiB;QACjB,4DAA4D;KAC7D;IACD;QACE,mBAAmB;QACnB,0DAA0D;KAC3D;IACD,CAAC,8BAA8B,EAAE,iCAAiC,CAAC;IACnE,CAAC,iBAAiB,EAAE,iCAAiC,CAAC;IACtD,CAAC,eAAe,EAAE,yBAAyB,CAAC;IAC5C,CAAC,gBAAgB,EAAE,iCAAiC,CAAC;IACrD;QACE,0BAA0B;QAC1B,mDAAmD;KACpD;IACD;QACE,oCAAoC;QACpC,4CAA4C;KAC7C;CACF,CAAC,CAAA;AAEF,MAAM,mBAAmB,GAA0B;IACjD,CAAC,EAAE,YAAY;IACf,CAAC,EAAE,0CAA0C;CAC9C,CAAA;AAED,MAAM,cAAc,GAAG,CAAC,GAAW,EAAe,EAAE;IAClD,QAAQ,GAAG,EAAE,CAAC;QACZ,KAAK,KAAK;YACR,OAAO,yBAAW,CAAC,GAAG,CAAA;QACxB,KAAK,KAAK;YACR,OAAO,yBAAW,CAAC,GAAG,CAAA;QACxB;YACE,MAAM,IAAI,sBAAU,CAClB,4BAAc,CAAC,QAAQ,EACvB,mCAAmC,GAAG,EAAE,CACzC,CAAA;IACL,CAAC;AACH,CAAC,CAAA;AAOM,MAAM,QAAQ,GAAG,CACtB,KAAgC,EAChC,MAAqB,EACrB,aAAsB,EACH,EAAE;IACrB,MAAM,IAAI,GAAG,QAAQ,IAAI,KAAK,CAAA;IAC9B,MAAM,UAAU,GAAG,eAAe,CAAC,MAAM,CAAC,EAAE,EAAE,YAAY,EAAE,KAAK,CAAC,UAAU,CAAC,CAAA;IAC7E,IAAI,UAAU,KAAK,SAAS,EAAE,CAAC;QAC7B,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,MAAM,aAAa,GAAG,CAAC,IAAI,IAAI,KAAK,CAAC,aAAa,KAAK,IAAI,CAAA;IAE3D,MAAM,aAAa,GAAG,aAAa,IAAI,KAAK,CAAC,IAAI,KAAK,SAAS,CAAA;IAC/D,MAAM,SAAS,GAAG,IAAI;QACpB,CAAC,CAAC,eAAe,CAAC,MAAM,CAAC,EAAE,EAAE,WAAW,EAAE,KAAK,CAAC,SAAS,CAAC;QAC1D,CAAC,CAAC,aAAa;YACb,CAAC,CAAC,GAAG;YACL,CAAC,CAAC,eAAe,CAAC,MAAM,CAAC,EAAE,EAAE,MAAM,EAAE,KAAK,CAAC,IAAI,CAAC,CAAA;IACpD,IAAI,SAAS,KAAK,SAAS,EAAE,CAAC;QAC5B,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,MAAM,cAAc,GAAG,IAAA,sCAA0B,EAAC,UAAU,EAAE,GAAG,CAAC,CAAA;IAClE,MAAM,MAAM,GAAG,IAAI;QACjB,CAAC,CAAC,UAAU,CAAC,KAAK,CAAC,WAAW,CAAC;QAC/B,CAAC,CAAC,IAAA,sBAAc,EAAC,KAAK,CAAC,MAAM,CAAC,CAAA;IAChC,MAAM,CAAC,YAAY,EAAE,YAAY,CAAC,GAAG,IAAI;QACvC,CAAC,CAAE,CAAC,WAAW,EAAE,KAAK,CAAC,SAAS,CAAW;QAC3C,CAAC,CAAE,CAAC,WAAW,EAAE,KAAK,CAAC,SAAS,CAAW,CAAA;IAC7C,MAAM,SAAS,GAAG,IAAA,8CAA6B,EAC7C,OAAO,EACP,YAAY,EACZ,YAAY,EACZ,MAAM,CAAC,EAAE,CACV,CAAA;IACD,IAAI,SAAS,KAAK,SAAS,EAAE,CAAC;QAC5B,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,MAAM,YAAY,GAAG,IAAI;QACvB,CAAC,CAAC,CAAC,KAAK,CAAC,UAAU,IAAI,KAAK,CAAC,SAAS,CAAC;QACvC,CAAC,CAAC,CAAC,KAAK,CAAC,UAAU,IAAI,KAAK,CAAC,QAAQ,IAAI,KAAK,CAAC,SAAS,CAAC,CAAA;IAC3D,MAAM,SAAS,GAAG,IAAA,8CAA6B,EAC7C,OAAO,EACP,WAAW,EACX,YAAY,EACZ,MAAM,CAAC,EAAE,CACV,CAAA;IACD,IAAI,SAAS,KAAK,SAAS,EAAE,CAAC;QAC5B,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,MAAM,YAAY,GAAG,IAAI;QACvB,CAAC,CAAC,KAAK,CAAC,cAAc;QACtB,CAAC,CAAC,cAAc;YACd,CAAC,CAAC,IAAA,mCAAuB,EAAC,KAAK,CAAC,UAAU,EAAE,UAAU,CAAC;YACvD,CAAC,CAAC,SAAS,CAAA;IACf,MAAM,IAAI,GAAc;QACtB,OAAO,EAAE,IAAI,CAAC,CAAC,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK,CAAC,OAAO;QAC5C,MAAM;QACN,IAAI,EAAE,KAAK,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,uBAAS,CAAC,GAAG,CAAC,CAAC,CAAC,uBAAS,CAAC,IAAI;QAC3D,MAAM,EACJ,MAAM,KAAK,yBAAW,CAAC,IAAI,IAAI,cAAc;YAC3C,CAAC,CAAC,yBAAW,CAAC,gBAAgB;YAC9B,CAAC,CAAC,MAAM;QACZ,YAAY,EAAE,SAAS;QACvB,aAAa,EAAE,aAAa;YAC1B,CAAC,CAAC,GAAG;YACL,CAAC,CAAC,IAAA,iCAAqB,EAAC,SAAS,EAAE,UAAU,CAAC;QAChD,UAAU;QAEV,UAAU,EACR,aAAa;YACb,CAAC,CAAC,IAAI,IAAI,KAAK,CAAC,aAAa,KAAK,SAAS,CAAC;YAC5C,CAAC,KAAK,CAAC,UAAU,IAAI,KAAK,CAAC;QAC7B,SAAS;QACT,SAAS;QACT,GAAG,CAAC,cAAc,IAAI,YAAY,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,YAAY,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;KAC1E,CAAA;IACD,IAAI,aAAa,KAAK,SAAS,EAAE,CAAC;QAChC,IAAI,CAAC,aAAa,GAAG,aAAa,CAAA;IACpC,CAAC;IACD,IAAI,IAAI,EAAE,CAAC;QACT,IACE,MAAM,KAAK,yBAAW,CAAC,SAAS;YAChC,KAAK,CAAC,gBAAgB,KAAK,SAAS;YACpC,KAAK,CAAC,gBAAgB,KAAK,CAAC,EAC5B,CAAC;YACD,IAAI,CAAC,YAAY,GAAG,mBAAmB,CAAC,KAAK,CAAC,gBAAgB,CAAC,CAAA;QACjE,CAAC;QACD,OAAO;YACL,GAAG,IAAI;YACP,IAAI,EAAE,uBAAS,CAAC,IAAI;YACpB,eAAe,EAAE,KAAK,CAAC,WAAW;YAClC,SAAS,EAAE,SAAS;SACrB,CAAA;IACH,CAAC;IACD,IAAI,KAAK,CAAC,aAAa,KAAK,SAAS,EAAE,CAAC;QACtC,IAAI,CAAC,aAAa,GAAG,KAAK,CAAC,aAAa,CAAA;IAC1C,CAAC;IACD,IAAI,KAAK,CAAC,aAAa,KAAK,SAAS,EAAE,CAAC;QACtC,IAAI,CAAC,aAAa,GAAG,KAAK,CAAC,aAAa,CAAA;IAC1C,CAAC;IACD,IAAI,MAAM,KAAK,yBAAW,CAAC,SAAS,IAAI,KAAK,CAAC,YAAY,KAAK,SAAS,EAAE,CAAC;QACzE,IAAI,CAAC,YAAY;YACf,cAAc,CAAC,GAAG,CAAC,KAAK,CAAC,YAAY,CAAC,WAAW,EAAE,CAAC;gBACpD,yBAAyB,CAAA;IAC7B,CAAC;IACD,MAAM,aAAa,GACjB,KAAK,CAAC,aAAa;QACnB,CAAC,KAAK,CAAC,IAAI,KAAK,YAAY;YAC1B,CAAC,CAAC,UAAU;YACZ,CAAC,CAAC,KAAK,CAAC,IAAI,KAAK,kBAAkB;gBACjC,CAAC,CAAC,YAAY;gBACd,CAAC,CAAC,SAAS,CAAC,CAAA;IAClB,IAAI,aAAa,KAAK,SAAS,IAAI,KAAK,CAAC,YAAY,KAAK,SAAS,EAAE,CAAC;QACpE,IAAI,aAAa,KAAK,SAAS,IAAI,KAAK,CAAC,YAAY,KAAK,SAAS,EAAE,CAAC;YACpE,MAAM,IAAI,sBAAU,CAClB,4BAAc,CAAC,QAAQ,EACvB,kCAAkC,KAAK,CAAC,OAAO,EAAE,CAClD,CAAA;QACH,CAAC;QACD,MAAM,KAAK,GAAG,KAAK,CAAC,IAAI,KAAK,OAAO,CAAA;QACpC,MAAM,IAAI,GACR,aAAa,KAAK,YAAY;YAC5B,CAAC,CAAC,KAAK;gBACL,CAAC,CAAC,uBAAS,CAAC,iBAAiB;gBAC7B,CAAC,CAAC,uBAAS,CAAC,kBAAkB;YAChC,CAAC,CAAC,KAAK;gBACL,CAAC,CAAC,uBAAS,CAAC,UAAU;gBACtB,CAAC,CAAC,uBAAS,CAAC,WAAW,CAAA;QAC7B,OAAO;YACL,GAAG,IAAI;YACP,IAAI;YACJ,YAAY,EAAE,KAAK,CAAC,YAAY;YAChC,gBAAgB,EAAE,IAAA,+BAAmB,EAAC,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC;YACtD,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC,EAAE,UAAU,EAAE,KAAK,CAAC,KAAK,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;SAC9C,CAAA;IACH,CAAC;IACD,MAAM,WAAW,GAAG,KAAK,CAAC,IAAI,KAAK,QAAQ,CAAA;IAC3C,OAAO;QACL,GAAG,IAAI;QACP,IAAI,EAAE,WAAW,CAAC,CAAC,CAAC,uBAAS,CAAC,MAAM,CAAC,CAAC,CAAC,uBAAS,CAAC,KAAK;QACtD,KAAK,EAAE,KAAK,CAAC,KAAK;QAElB,WAAW,EACT,KAAK,CAAC,WAAW,KAAK,SAAS;YAC7B,CAAC,CAAC,WAAW;gBACX,CAAC,CAAC,yBAAW,CAAC,GAAG;gBACjB,CAAC,CAAC,yBAAW,CAAC,GAAG;YACnB,CAAC,CAAC,cAAc,CAAC,KAAK,CAAC,WAAW,CAAC;QAEvC,GAAG,CAAC,KAAK,CAAC,aAAa,CAAC,CAAC,CAAC,EAAE,aAAa,EAAE,IAAI,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;KACxD,CAAA;AACH,CAAC,CAAA;AAvJY,QAAA,QAAQ,YAuJpB;AAOM,MAAM,eAAe,GAAG,CAC7B,IAAiB,EACjB,aAA4D,EACjB,EAAE;IAC7C,MAAM,MAAM,GAAY,EAAE,CAAA;IAC1B,MAAM,UAAU,GAAa,EAAE,CAAA;IAC/B,KAAK,MAAM,GAAG,IAAI,IAAI,EAAE,CAAC;QACvB,MAAM,MAAM,GAAG,aAAa,CAAC,GAAG,CAAC,MAAM,CAAC,CAAA;QACxC,IAAI,KAAwB,CAAA;QAC5B,IAAI,MAAmB,CAAA;QACvB,IAAI,CAAC;YACH,KAAK,GAAG,MAAM,KAAK,SAAS,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,IAAA,gBAAQ,EAAC,GAAG,EAAE,MAAM,CAAC,CAAA;YAGhE,MAAM,GAAG,KAAK,EAAE,MAAM,IAAI,IAAA,sBAAc,EAAC,GAAG,CAAC,MAAM,CAAC,CAAA;QACtD,CAAC;QAAC,OAAO,KAAK,EAAE,CAAC;YACf,IAAI,CAAC,CAAC,KAAK,YAAY,sBAAU,CAAC,EAAE,CAAC;gBACnC,MAAM,KAAK,CAAA;YACb,CAAC;YACD,iBAAK,CAAC,UAAU,CACd,gCAAiB,EACjB,OAAO,EACP,GAAG,GAAG,CAAC,OAAO,KAAK,KAAK,CAAC,OAAO,EAAE,CACnC,CAAA;YACD,SAAQ;QACV,CAAC;QACD,IAAI,CAAC,iCAAqB,CAAC,GAAG,CAAC,MAAM,CAAC,EAAE,CAAC;YACvC,UAAU,CAAC,IAAI,CAAC,KAAK,EAAE,OAAO,IAAI,GAAG,CAAC,OAAO,CAAC,CAAA;QAChD,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;AAlCY,QAAA,eAAe,mBAkC3B"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"mapOrder.d.ts","sourceRoot":"","sources":["../../../src/utils/mapOrder.ts"],"names":[],"mappings":"AAWA,OAAO,EACL,KAAK,aAAa,EAClB,KAAK,KAAK,EAGV,WAAW,EAIZ,MAAM,mBAAmB,CAAA;AAE1B,OAAO,KAAK,EAAE,SAAS,EAAE,aAAa,EAAE,MAAM,kBAAkB,CAAA;AAwBhE,+EAA+E;AAC/E,eAAO,MAAM,cAAc,GAAI,QAAQ,MAAM,KAAG,WAiB/C,CAAA;
|
|
1
|
+
{"version":3,"file":"mapOrder.d.ts","sourceRoot":"","sources":["../../../src/utils/mapOrder.ts"],"names":[],"mappings":"AAWA,OAAO,EACL,KAAK,aAAa,EAClB,KAAK,KAAK,EAGV,WAAW,EAIZ,MAAM,mBAAmB,CAAA;AAE1B,OAAO,KAAK,EAAE,SAAS,EAAE,aAAa,EAAE,MAAM,kBAAkB,CAAA;AAwBhE,+EAA+E;AAC/E,eAAO,MAAM,cAAc,GAAI,QAAQ,MAAM,KAAG,WAiB/C,CAAA;AAoED;;;;GAIG;AACH,eAAO,MAAM,QAAQ,GACnB,OAAO,SAAS,GAAG,aAAa,EAChC,QAAQ,aAAa,EACrB,gBAAgB,MAAM,KACrB,KAAK,GAAG,SAmJV,CAAA;AAED;;;;GAIG;AACH,eAAO,MAAM,eAAe,GAC1B,MAAM,SAAS,EAAE,EACjB,eAAe,CAAC,MAAM,EAAE,MAAM,KAAK,aAAa,GAAG,SAAS,KAC3D;IAAE,MAAM,EAAE,KAAK,EAAE,CAAC;IAAC,UAAU,EAAE,MAAM,EAAE,CAAA;CA+BzC,CAAA"}
|
|
@@ -42,6 +42,40 @@ const twapStatus = (status) => {
|
|
|
42
42
|
throw new PerpsError(PerpsErrorCode.SDKError, `Unsupported Ondo TWAP status: ${status}`);
|
|
43
43
|
}
|
|
44
44
|
};
|
|
45
|
+
// Lowercase keys: the Ondo spec spells `selfMatchPrevention` in two cases.
|
|
46
|
+
const CANCEL_REASONS = new Map([
|
|
47
|
+
['', 'Cancelled.'],
|
|
48
|
+
['liquidation', 'Cancelled: the account was liquidated.'],
|
|
49
|
+
[
|
|
50
|
+
'selfmatchprevention',
|
|
51
|
+
'Cancelled: the order would have traded with your own order.',
|
|
52
|
+
],
|
|
53
|
+
['cancelaftertimeout', 'Cancelled: the order timed out.'],
|
|
54
|
+
[
|
|
55
|
+
'startupbadprice',
|
|
56
|
+
'Cancelled: the price was not valid when the venue started.',
|
|
57
|
+
],
|
|
58
|
+
[
|
|
59
|
+
'immediateorcancel',
|
|
60
|
+
'Cancelled: the immediate-or-cancel order could not fill.',
|
|
61
|
+
],
|
|
62
|
+
['cancelaftertimeoutonshutdown', 'Cancelled: the venue shut down.'],
|
|
63
|
+
['cancelonstartup', 'Cancelled: the venue restarted.'],
|
|
64
|
+
['cancelbyadmin', 'Cancelled by the venue.'],
|
|
65
|
+
['positionclosed', 'Cancelled: the position closed.'],
|
|
66
|
+
[
|
|
67
|
+
'stoporderpositionneutral',
|
|
68
|
+
'Cancelled: no open position for this TP/SL order.',
|
|
69
|
+
],
|
|
70
|
+
[
|
|
71
|
+
'stoporderpositiondirectionmismatch',
|
|
72
|
+
'Cancelled: the position direction changed.',
|
|
73
|
+
],
|
|
74
|
+
]);
|
|
75
|
+
const TWAP_CANCEL_REASONS = {
|
|
76
|
+
1: 'Cancelled.',
|
|
77
|
+
2: 'Cancelled: too many child orders failed.',
|
|
78
|
+
};
|
|
45
79
|
const mapTimeInForce = (tif) => {
|
|
46
80
|
switch (tif) {
|
|
47
81
|
case 'GTC':
|
|
@@ -122,8 +156,9 @@ export const mapOrder = (order, market, parentOrderId) => {
|
|
|
122
156
|
}
|
|
123
157
|
if (twap) {
|
|
124
158
|
if (status === OrderStatus.CANCELLED &&
|
|
125
|
-
order.twapCancelReason !== undefined
|
|
126
|
-
|
|
159
|
+
order.twapCancelReason !== undefined &&
|
|
160
|
+
order.twapCancelReason !== 0) {
|
|
161
|
+
base.statusReason = TWAP_CANCEL_REASONS[order.twapCancelReason];
|
|
127
162
|
}
|
|
128
163
|
return {
|
|
129
164
|
...base,
|
|
@@ -139,7 +174,9 @@ export const mapOrder = (order, market, parentOrderId) => {
|
|
|
139
174
|
base.parentOrderId = order.parentOrderId;
|
|
140
175
|
}
|
|
141
176
|
if (status === OrderStatus.CANCELLED && order.cancelReason !== undefined) {
|
|
142
|
-
base.statusReason =
|
|
177
|
+
base.statusReason =
|
|
178
|
+
CANCEL_REASONS.get(order.cancelReason.toLowerCase()) ??
|
|
179
|
+
'Cancelled by the venue.';
|
|
143
180
|
}
|
|
144
181
|
const stopOrderType = order.stopOrderType ??
|
|
145
182
|
(order.type === 'stopMarket'
|
|
@@ -178,6 +215,8 @@ export const mapOrder = (order, market, parentOrderId) => {
|
|
|
178
215
|
? TimeInForce.IOC
|
|
179
216
|
: TimeInForce.GTC
|
|
180
217
|
: mapTimeInForce(order.timeInForce),
|
|
218
|
+
// The liquidation engine places the account's own orders for a liquidation event.
|
|
219
|
+
...(order.liquidationId ? { isLiquidation: true } : {}),
|
|
181
220
|
};
|
|
182
221
|
};
|
|
183
222
|
/**
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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CD,IAAI,CAAC,YAAY,GAAG,mBAAmB,CAAC,KAAK,CAAC,gBAAgB,CAAC,CAAA;QACjE,CAAC;QACD,OAAO;YACL,GAAG,IAAI;YACP,IAAI,EAAE,SAAS,CAAC,IAAI;YACpB,eAAe,EAAE,KAAK,CAAC,WAAW;YAClC,SAAS,EAAE,SAAS;SACrB,CAAA;IACH,CAAC;IACD,IAAI,KAAK,CAAC,aAAa,KAAK,SAAS,EAAE,CAAC;QACtC,IAAI,CAAC,aAAa,GAAG,KAAK,CAAC,aAAa,CAAA;IAC1C,CAAC;IACD,IAAI,KAAK,CAAC,aAAa,KAAK,SAAS,EAAE,CAAC;QACtC,IAAI,CAAC,aAAa,GAAG,KAAK,CAAC,aAAa,CAAA;IAC1C,CAAC;IACD,IAAI,MAAM,KAAK,WAAW,CAAC,SAAS,IAAI,KAAK,CAAC,YAAY,KAAK,SAAS,EAAE,CAAC;QACzE,IAAI,CAAC,YAAY;YACf,cAAc,CAAC,GAAG,CAAC,KAAK,CAAC,YAAY,CAAC,WAAW,EAAE,CAAC;gBACpD,yBAAyB,CAAA;IAC7B,CAAC;IACD,MAAM,aAAa,GACjB,KAAK,CAAC,aAAa;QACnB,CAAC,KAAK,CAAC,IAAI,KAAK,YAAY;YAC1B,CAAC,CAAC,UAAU;YACZ,CAAC,CAAC,KAAK,CAAC,IAAI,KAAK,kBAAkB;gBACjC,CAAC,CAAC,YAAY;gBACd,CAAC,CAAC,SAAS,CAAC,CAAA;IAClB,IAAI,aAAa,KAAK,SAAS,IAAI,KAAK,CAAC,YAAY,KAAK,SAAS,EAAE,CAAC;QACpE,IAAI,aAAa,KAAK,SAAS,IAAI,KAAK,CAAC,YAAY,KAAK,SAAS,EAAE,CAAC;YACpE,MAAM,IAAI,UAAU,CAClB,cAAc,CAAC,QAAQ,EACvB,kCAAkC,KAAK,CAAC,OAAO,EAAE,CAClD,CAAA;QACH,CAAC;QACD,MAAM,KAAK,GAAG,KAAK,CAAC,IAAI,KAAK,OAAO,CAAA;QACpC,MAAM,IAAI,GACR,aAAa,KAAK,YAAY;YAC5B,CAAC,CAAC,KAAK;gBACL,CAAC,CAAC,SAAS,CAAC,iBAAiB;gBAC7B,CAAC,CAAC,SAAS,CAAC,kBAAkB;YAChC,CAAC,CAAC,KAAK;gBACL,CAAC,CAAC,SAAS,CAAC,UAAU;gBACtB,CAAC,CAAC,SAAS,CAAC,WAAW,CAAA;QAC7B,OAAO;YACL,GAAG,IAAI;YACP,IAAI;YACJ,YAAY,EAAE,KAAK,CAAC,YAAY;YAChC,gBAAgB,EAAE,mBAAmB,CAAC,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC;YACtD,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC,EAAE,UAAU,EAAE,KAAK,CAAC,KAAK,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;SAC9C,CAAA;IACH,CAAC;IACD,MAAM,WAAW,GAAG,KAAK,CAAC,IAAI,KAAK,QAAQ,CAAA;IAC3C,OAAO;QACL,GAAG,IAAI;QACP,IAAI,EAAE,WAAW,CAAC,CAAC,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC,SAAS,CAAC,KAAK;QACtD,KAAK,EAAE,KAAK,CAAC,KAAK;QAClB,wEAAwE;QACxE,WAAW,EACT,KAAK,CAAC,WAAW,KAAK,SAAS;YAC7B,CAAC,CAAC,WAAW;gBACX,CAAC,CAAC,WAAW,CAAC,GAAG;gBACjB,CAAC,CAAC,WAAW,CAAC,GAAG;YACnB,CAAC,CAAC,cAAc,CAAC,KAAK,CAAC,WAAW,CAAC;QACvC,kFAAkF;QAClF,GAAG,CAAC,KAAK,CAAC,aAAa,CAAC,CAAC,CAAC,EAAE,aAAa,EAAE,IAAI,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;KACxD,CAAA;AACH,CAAC,CAAA;AAED;;;;GAIG;AACH,MAAM,CAAC,MAAM,eAAe,GAAG,CAC7B,IAAiB,EACjB,aAA4D,EACjB,EAAE;IAC7C,MAAM,MAAM,GAAY,EAAE,CAAA;IAC1B,MAAM,UAAU,GAAa,EAAE,CAAA;IAC/B,KAAK,MAAM,GAAG,IAAI,IAAI,EAAE,CAAC;QACvB,MAAM,MAAM,GAAG,aAAa,CAAC,GAAG,CAAC,MAAM,CAAC,CAAA;QACxC,IAAI,KAAwB,CAAA;QAC5B,IAAI,MAAmB,CAAA;QACvB,IAAI,CAAC;YACH,KAAK,GAAG,MAAM,KAAK,SAAS,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,QAAQ,CAAC,GAAG,EAAE,MAAM,CAAC,CAAA;YAChE,wEAAwE;YACxE,sEAAsE;YACtE,MAAM,GAAG,KAAK,EAAE,MAAM,IAAI,cAAc,CAAC,GAAG,CAAC,MAAM,CAAC,CAAA;QACtD,CAAC;QAAC,OAAO,KAAK,EAAE,CAAC;YACf,IAAI,CAAC,CAAC,KAAK,YAAY,UAAU,CAAC,EAAE,CAAC;gBACnC,MAAM,KAAK,CAAA;YACb,CAAC;YACD,KAAK,CAAC,UAAU,CACd,iBAAiB,EACjB,OAAO,EACP,GAAG,GAAG,CAAC,OAAO,KAAK,KAAK,CAAC,OAAO,EAAE,CACnC,CAAA;YACD,SAAQ;QACV,CAAC;QACD,IAAI,CAAC,qBAAqB,CAAC,GAAG,CAAC,MAAM,CAAC,EAAE,CAAC;YACvC,UAAU,CAAC,IAAI,CAAC,KAAK,EAAE,OAAO,IAAI,GAAG,CAAC,OAAO,CAAC,CAAA;QAChD,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"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"mapOrder.d.ts","sourceRoot":"","sources":["../../../src/utils/mapOrder.ts"],"names":[],"mappings":"AAWA,OAAO,EACL,KAAK,aAAa,EAClB,KAAK,KAAK,EAGV,WAAW,EAIZ,MAAM,mBAAmB,CAAA;AAE1B,OAAO,KAAK,EAAE,SAAS,EAAE,aAAa,EAAE,MAAM,kBAAkB,CAAA;AAwBhE,+EAA+E;AAC/E,eAAO,MAAM,cAAc,GAAI,QAAQ,MAAM,KAAG,WAiB/C,CAAA;
|
|
1
|
+
{"version":3,"file":"mapOrder.d.ts","sourceRoot":"","sources":["../../../src/utils/mapOrder.ts"],"names":[],"mappings":"AAWA,OAAO,EACL,KAAK,aAAa,EAClB,KAAK,KAAK,EAGV,WAAW,EAIZ,MAAM,mBAAmB,CAAA;AAE1B,OAAO,KAAK,EAAE,SAAS,EAAE,aAAa,EAAE,MAAM,kBAAkB,CAAA;AAwBhE,+EAA+E;AAC/E,eAAO,MAAM,cAAc,GAAI,QAAQ,MAAM,KAAG,WAiB/C,CAAA;AAoED;;;;GAIG;AACH,eAAO,MAAM,QAAQ,GACnB,OAAO,SAAS,GAAG,aAAa,EAChC,QAAQ,aAAa,EACrB,gBAAgB,MAAM,KACrB,KAAK,GAAG,SAmJV,CAAA;AAED;;;;GAIG;AACH,eAAO,MAAM,eAAe,GAC1B,MAAM,SAAS,EAAE,EACjB,eAAe,CAAC,MAAM,EAAE,MAAM,KAAK,aAAa,GAAG,SAAS,KAC3D;IAAE,MAAM,EAAE,KAAK,EAAE,CAAC;IAAC,UAAU,EAAE,MAAM,EAAE,CAAA;CA+BzC,CAAA"}
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@lifi/perps-sdk-provider-ondo",
|
|
3
|
-
"version": "
|
|
3
|
+
"version": "32.0.0",
|
|
4
4
|
"description": "Ondo Perps provider plugin for @lifi/perps-sdk",
|
|
5
5
|
"homepage": "https://github.com/lifinance/perps-sdk",
|
|
6
6
|
"bugs": {
|
|
@@ -44,10 +44,10 @@
|
|
|
44
44
|
"dependencies": {
|
|
45
45
|
"big.js": "^7.0.1",
|
|
46
46
|
"viem": "^2.55.18",
|
|
47
|
-
"@lifi/perps-types": "^
|
|
47
|
+
"@lifi/perps-types": "^26.0.0"
|
|
48
48
|
},
|
|
49
49
|
"peerDependencies": {
|
|
50
|
-
"@lifi/perps-sdk": "^
|
|
50
|
+
"@lifi/perps-sdk": "^29.0.0"
|
|
51
51
|
},
|
|
52
52
|
"publishConfig": {
|
|
53
53
|
"access": "public"
|
package/src/utils/mapOrder.ts
CHANGED
|
@@ -80,6 +80,42 @@ const twapStatus = (status: string): OrderStatus => {
|
|
|
80
80
|
}
|
|
81
81
|
}
|
|
82
82
|
|
|
83
|
+
// Lowercase keys: the Ondo spec spells `selfMatchPrevention` in two cases.
|
|
84
|
+
const CANCEL_REASONS: ReadonlyMap<string, string> = new Map([
|
|
85
|
+
['', 'Cancelled.'],
|
|
86
|
+
['liquidation', 'Cancelled: the account was liquidated.'],
|
|
87
|
+
[
|
|
88
|
+
'selfmatchprevention',
|
|
89
|
+
'Cancelled: the order would have traded with your own order.',
|
|
90
|
+
],
|
|
91
|
+
['cancelaftertimeout', 'Cancelled: the order timed out.'],
|
|
92
|
+
[
|
|
93
|
+
'startupbadprice',
|
|
94
|
+
'Cancelled: the price was not valid when the venue started.',
|
|
95
|
+
],
|
|
96
|
+
[
|
|
97
|
+
'immediateorcancel',
|
|
98
|
+
'Cancelled: the immediate-or-cancel order could not fill.',
|
|
99
|
+
],
|
|
100
|
+
['cancelaftertimeoutonshutdown', 'Cancelled: the venue shut down.'],
|
|
101
|
+
['cancelonstartup', 'Cancelled: the venue restarted.'],
|
|
102
|
+
['cancelbyadmin', 'Cancelled by the venue.'],
|
|
103
|
+
['positionclosed', 'Cancelled: the position closed.'],
|
|
104
|
+
[
|
|
105
|
+
'stoporderpositionneutral',
|
|
106
|
+
'Cancelled: no open position for this TP/SL order.',
|
|
107
|
+
],
|
|
108
|
+
[
|
|
109
|
+
'stoporderpositiondirectionmismatch',
|
|
110
|
+
'Cancelled: the position direction changed.',
|
|
111
|
+
],
|
|
112
|
+
])
|
|
113
|
+
|
|
114
|
+
const TWAP_CANCEL_REASONS: Record<1 | 2, string> = {
|
|
115
|
+
1: 'Cancelled.',
|
|
116
|
+
2: 'Cancelled: too many child orders failed.',
|
|
117
|
+
}
|
|
118
|
+
|
|
83
119
|
const mapTimeInForce = (tif: string): TimeInForce => {
|
|
84
120
|
switch (tif) {
|
|
85
121
|
case 'GTC':
|
|
@@ -181,9 +217,10 @@ export const mapOrder = (
|
|
|
181
217
|
if (twap) {
|
|
182
218
|
if (
|
|
183
219
|
status === OrderStatus.CANCELLED &&
|
|
184
|
-
order.twapCancelReason !== undefined
|
|
220
|
+
order.twapCancelReason !== undefined &&
|
|
221
|
+
order.twapCancelReason !== 0
|
|
185
222
|
) {
|
|
186
|
-
base.statusReason =
|
|
223
|
+
base.statusReason = TWAP_CANCEL_REASONS[order.twapCancelReason]
|
|
187
224
|
}
|
|
188
225
|
return {
|
|
189
226
|
...base,
|
|
@@ -199,7 +236,9 @@ export const mapOrder = (
|
|
|
199
236
|
base.parentOrderId = order.parentOrderId
|
|
200
237
|
}
|
|
201
238
|
if (status === OrderStatus.CANCELLED && order.cancelReason !== undefined) {
|
|
202
|
-
base.statusReason =
|
|
239
|
+
base.statusReason =
|
|
240
|
+
CANCEL_REASONS.get(order.cancelReason.toLowerCase()) ??
|
|
241
|
+
'Cancelled by the venue.'
|
|
203
242
|
}
|
|
204
243
|
const stopOrderType =
|
|
205
244
|
order.stopOrderType ??
|
|
@@ -244,6 +283,8 @@ export const mapOrder = (
|
|
|
244
283
|
? TimeInForce.IOC
|
|
245
284
|
: TimeInForce.GTC
|
|
246
285
|
: mapTimeInForce(order.timeInForce),
|
|
286
|
+
// The liquidation engine places the account's own orders for a liquidation event.
|
|
287
|
+
...(order.liquidationId ? { isLiquidation: true } : {}),
|
|
247
288
|
}
|
|
248
289
|
}
|
|
249
290
|
|