@lifi/perps-sdk 0.0.0-preview-6eac2b9 → 0.0.0-preview-3a2890c

package/README.md

@@ -301,12 +301,15 @@ digits. It has no grouping, exponent, currency sign or whitespace. `'0.5'` and
 
 | Tier       | Holds                                                    | In → out                                  | Rule                                                        |
 | ---------- | -------------------------------------------------------- | ----------------------------------------- | ----------------------------------------------------------- |
-| `decimal/` | `parseDecimal`, `<a>To<B>` conversions, `format*`        | representation → representation           | No domain words. Conversions throw on invalid input.        |
+| `decimal/` | `asDecimalString`, `<a>To<B>` conversions, `format*`     | representation → representation           | No domain words. See the vocabulary for each failure mode.  |
 | `math/`    | display-tier formulas (`calculate*`, `estimate*`, …)     | `number` → `number`                       | Results are for `format*`. Never send one to a venue.       |
 | `wire/`    | `calculateOrderAmounts`, `snapOrder*`, account helpers   | `DecimalString` → `DecimalString`         | Venue-ready values, snapped by the market's own provider.   |
 
 A value for a venue comes from `wire/` or from a provider field. A value for a
-screen goes through `parseDecimal`, then `math/`, then `format*`.
+screen goes through `decimalStringToNumber`, then `math/`, then `format*`. A
+mapper reads a venue value with `asDecimalString`, which never throws; account
+math that must not go on with a bad total uses `requireVenueDecimal`, which
+throws.
 
 ### Vocabulary
 
@@ -314,8 +317,8 @@ One verb names one kind of transformation.
 
 | Verb                        | Input → output                                     | Fallible                          | Example                                                    |
 | --------------------------- | -------------------------------------------------- | --------------------------------- | ---------------------------------------------------------- |
-| `parse<X>`                  | `string` → typed value, or `undefined` on garbage  | yes                               | `parseDecimal`                                             |
-| `<a>To<B>`                  | representation A → B, no domain meaning; A and B are each `baseUnits`, `decimal`, `decimalString` or `number` | throws on invalid, never guesses  | `decimalToBaseUnits`, `baseUnitsToDecimal`, `numberToDecimalString` |
+| `parse<X>`                  | `string` → typed value, or `undefined` on garbage  | yes                               | `parseStoredRecord`                                        |
+| `<a>To<B>`                  | representation A → B, no domain meaning; A and B are each `baseUnits`, `decimal`, `decimalString`, `formattedString` or `number` | throws on invalid, never guesses; a `<a>ToNumber` for display gives `undefined` | `decimalToBaseUnits`, `numberToDecimalString`, `decimalStringToNumber`, `formattedStringToNumber` |
 | `format<X>`                 | value → human string (grouped, localised)          | no; renders a placeholder         | `formatUsd`, `formatNumber`                                |
 | `snap<X>`                   | `DecimalString` → venue-grid `DecimalString`       | throws on a missing grid          | `snapOrderSize`, `snapOrderPrice`, `truncateDecimal`       |
 | `calculate<X>`              | values → exact result by formula                   | no                                | `calculateNotionalValue`, `calculateOrderAmounts`          |

package/dist/cjs/decimal/compare.d.ts

@@ -1,3 +1,4 @@
 import type { DecimalString } from '@lifi/perps-types';
 export declare function isDecimalStringGreaterThan(a: DecimalString, b: DecimalString): boolean;
+export declare function isDecimalStringZero(value: DecimalString): boolean;
 //# sourceMappingURL=compare.d.ts.map

package/dist/cjs/decimal/compare.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"compare.d.ts","sourceRoot":"","sources":["../../../src/decimal/compare.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,mBAAmB,CAAA;AAWtD,wBAAgB,0BAA0B,CACxC,CAAC,EAAE,aAAa,EAChB,CAAC,EAAE,aAAa,GACf,OAAO,CAET"}
+{"version":3,"file":"compare.d.ts","sourceRoot":"","sources":["../../../src/decimal/compare.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,mBAAmB,CAAA;AAatD,wBAAgB,0BAA0B,CACxC,CAAC,EAAE,aAAa,EAChB,CAAC,EAAE,aAAa,GACf,OAAO,CAET;AAUD,wBAAgB,mBAAmB,CAAC,KAAK,EAAE,aAAa,GAAG,OAAO,CAEjE"}

package/dist/cjs/decimal/compare.js

@@ -1,8 +1,17 @@
 "use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.isDecimalStringGreaterThan = isDecimalStringGreaterThan;
+exports.isDecimalStringZero = isDecimalStringZero;
+const big_js_1 = __importDefault(require("big.js"));
+const parse_js_1 = require("./parse.js");
 const requireDecimal_js_1 = require("./requireDecimal.js");
 function isDecimalStringGreaterThan(a, b) {
     return (0, requireDecimal_js_1.requireDecimal)(a, 'a').gt((0, requireDecimal_js_1.requireDecimal)(b, 'b'));
 }
+function isDecimalStringZero(value) {
+    return (0, parse_js_1.isDecimalString)(value) && new big_js_1.default(value).eq(0);
+}
 //# sourceMappingURL=compare.js.map

package/dist/cjs/decimal/compare.js.map

@@ -1 +1 @@
-{"version":3,"file":"compare.js","sourceRoot":"","sources":["../../../src/decimal/compare.ts"],"names":[],"mappings":";;AAWA,gEAKC;AAfD,2DAAoD;AAUpD,SAAgB,0BAA0B,CACxC,CAAgB,EAChB,CAAgB;IAEhB,OAAO,IAAA,kCAAc,EAAC,CAAC,EAAE,GAAG,CAAC,CAAC,EAAE,CAAC,IAAA,kCAAc,EAAC,CAAC,EAAE,GAAG,CAAC,CAAC,CAAA;AAC1D,CAAC"}
+{"version":3,"file":"compare.js","sourceRoot":"","sources":["../../../src/decimal/compare.ts"],"names":[],"mappings":";;;;;AAaA,gEAKC;AAUD,kDAEC;AA7BD,oDAAwB;AACxB,yCAA4C;AAC5C,2DAAoD;AAUpD,SAAgB,0BAA0B,CACxC,CAAgB,EAChB,CAAgB;IAEhB,OAAO,IAAA,kCAAc,EAAC,CAAC,EAAE,GAAG,CAAC,CAAC,EAAE,CAAC,IAAA,kCAAc,EAAC,CAAC,EAAE,GAAG,CAAC,CAAC,CAAA;AAC1D,CAAC;AAUD,SAAgB,mBAAmB,CAAC,KAAoB;IACtD,OAAO,IAAA,0BAAe,EAAC,KAAK,CAAC,IAAI,IAAI,gBAAG,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAA;AACvD,CAAC"}

package/dist/cjs/decimal/parse.d.ts

@@ -1,5 +1,8 @@
 import { type DecimalString } from '@lifi/perps-types';
-export declare function parseDecimal(value: DecimalString | string | null | undefined): number | undefined;
+export declare function formattedStringToNumber(text: string | null | undefined): number | undefined;
+export declare function decimalStringToNumber(value: DecimalString | null | undefined): number | undefined;
 export declare function isDecimalString(value: unknown): value is DecimalString;
 export declare function validateDecimalString(value: DecimalString, field: string): DecimalString;
+export declare function asDecimalString(value: unknown): DecimalString | undefined;
+export declare function requireVenueDecimal(value: unknown, field: string, tool: string): DecimalString;
 //# sourceMappingURL=parse.d.ts.map

package/dist/cjs/decimal/parse.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"parse.d.ts","sourceRoot":"","sources":["../../../src/decimal/parse.ts"],"names":[],"mappings":"AAAA,OAAO,EAEL,KAAK,aAAa,EAEnB,MAAM,mBAAmB,CAAA;AAqC1B,wBAAgB,YAAY,CAC1B,KAAK,EAAE,aAAa,GAAG,MAAM,GAAG,IAAI,GAAG,SAAS,GAC/C,MAAM,GAAG,SAAS,CAYpB;AAOD,wBAAgB,eAAe,CAAC,KAAK,EAAE,OAAO,GAAG,KAAK,IAAI,aAAa,CAEtE;AAWD,wBAAgB,qBAAqB,CACnC,KAAK,EAAE,aAAa,EACpB,KAAK,EAAE,MAAM,GACZ,aAAa,CAQf"}
+{"version":3,"file":"parse.d.ts","sourceRoot":"","sources":["../../../src/decimal/parse.ts"],"names":[],"mappings":"AAAA,OAAO,EAEL,KAAK,aAAa,EAEnB,MAAM,mBAAmB,CAAA;AA0B1B,wBAAgB,uBAAuB,CACrC,IAAI,EAAE,MAAM,GAAG,IAAI,GAAG,SAAS,GAC9B,MAAM,GAAG,SAAS,CAYpB;AAUD,wBAAgB,qBAAqB,CACnC,KAAK,EAAE,aAAa,GAAG,IAAI,GAAG,SAAS,GACtC,MAAM,GAAG,SAAS,CAMpB;AAOD,wBAAgB,eAAe,CAAC,KAAK,EAAE,OAAO,GAAG,KAAK,IAAI,aAAa,CAEtE;AAWD,wBAAgB,qBAAqB,CACnC,KAAK,EAAE,aAAa,EACpB,KAAK,EAAE,MAAM,GACZ,aAAa,CAQf;AAUD,wBAAgB,eAAe,CAAC,KAAK,EAAE,OAAO,GAAG,aAAa,GAAG,SAAS,CAgBzE;AAUD,wBAAgB,mBAAmB,CACjC,KAAK,EAAE,OAAO,EACd,KAAK,EAAE,MAAM,EACb,IAAI,EAAE,MAAM,GACX,aAAa,CAWf"}

package/dist/cjs/decimal/parse.js

@@ -1,9 +1,16 @@
 "use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.parseDecimal = parseDecimal;
+exports.formattedStringToNumber = formattedStringToNumber;
+exports.decimalStringToNumber = decimalStringToNumber;
 exports.isDecimalString = isDecimalString;
 exports.validateDecimalString = validateDecimalString;
+exports.asDecimalString = asDecimalString;
+exports.requireVenueDecimal = requireVenueDecimal;
 const perps_types_1 = require("@lifi/perps-types");
+const big_js_1 = __importDefault(require("big.js"));
 const PerpsError_js_1 = require("../errors/PerpsError.js");
 function toFloat(value) {
     if (!value) {
@@ -16,17 +23,24 @@ function toFloat(value) {
     return parseFloat(cleaned);
 }
 const FORMATTED_NUMBER = /^(?:[+-]\s*)?(?:\$\s*)?(?:(?:\d{1,3}(?:,\d{3})+|\d+)(?:\.\d*)?|\.\d+)(?:[eE][+-]?\d+)?(?:\s*(?:%|USD))?$/i;
-function parseDecimal(value) {
-    if (value == null) {
+function formattedStringToNumber(text) {
+    if (text == null) {
         return undefined;
     }
-    if (value.trim() === '') {
-        return toFloat(value);
+    if (text.trim() === '') {
+        return 0;
     }
-    if (!FORMATTED_NUMBER.test(value.trim())) {
+    if (!FORMATTED_NUMBER.test(text.trim())) {
         return undefined;
     }
-    const parsed = toFloat(value);
+    const parsed = toFloat(text);
+    return Number.isFinite(parsed) ? parsed : undefined;
+}
+function decimalStringToNumber(value) {
+    if (!isDecimalString(value)) {
+        return undefined;
+    }
+    const parsed = Number(value);
     return Number.isFinite(parsed) ? parsed : undefined;
 }
 function isDecimalString(value) {
@@ -38,4 +52,31 @@ function validateDecimalString(value, field) {
     }
     return value;
 }
+function asDecimalString(value) {
+    if (isDecimalString(value)) {
+        return value;
+    }
+    if (typeof value !== 'string' && typeof value !== 'number') {
+        return undefined;
+    }
+    if (typeof value === 'number' && !Number.isFinite(value)) {
+        return undefined;
+    }
+    try {
+        const parsed = new big_js_1.default(value);
+        return (parsed.eq(0) ? new big_js_1.default(0) : parsed).toFixed();
+    }
+    catch {
+        return undefined;
+    }
+}
+function requireVenueDecimal(value, field, tool) {
+    const decimal = asDecimalString(value);
+    if (decimal !== undefined) {
+        return decimal;
+    }
+    const error = new PerpsError_js_1.PerpsError(perps_types_1.PerpsErrorCode.SDKError, `${tool} field \`${field}\` is not a valid decimal: '${String(value)}'`);
+    error.tool = tool;
+    throw error;
+}
 //# sourceMappingURL=parse.js.map

package/dist/cjs/decimal/parse.js.map

@@ -1 +1 @@
-{"version":3,"file":"parse.js","sourceRoot":"","sources":["../../../src/decimal/parse.ts"],"names":[],"mappings":";;AAyCA,oCAcC;AAOD,0CAEC;AAWD,sDAWC;AAtFD,mDAI0B;AAC1B,2DAAoD;AAepD,SAAS,OAAO,CAAC,KAAa;IAC5B,IAAI,CAAC,KAAK,EAAE,CAAC;QACX,OAAO,CAAC,CAAA;IACV,CAAC;IACD,MAAM,OAAO,GAAG,KAAK,CAAC,IAAI,EAAE,CAAC,OAAO,CAAC,OAAO,EAAE,EAAE,CAAC,CAAC,OAAO,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC,IAAI,EAAE,CAAA;IAC1E,IAAI,CAAC,OAAO,EAAE,CAAC;QACb,OAAO,CAAC,CAAA;IACV,CAAC;IACD,OAAO,UAAU,CAAC,OAAO,CAAC,CAAA;AAC5B,CAAC;AAED,MAAM,gBAAgB,GACpB,2GAA2G,CAAA;AAS7G,SAAgB,YAAY,CAC1B,KAAgD;IAEhD,IAAI,KAAK,IAAI,IAAI,EAAE,CAAC;QAClB,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,IAAI,KAAK,CAAC,IAAI,EAAE,KAAK,EAAE,EAAE,CAAC;QACxB,OAAO,OAAO,CAAC,KAAK,CAAC,CAAA;IACvB,CAAC;IACD,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,EAAE,CAAC,EAAE,CAAC;QACzC,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,MAAM,MAAM,GAAG,OAAO,CAAC,KAAK,CAAC,CAAA;IAC7B,OAAO,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,SAAS,CAAA;AACrD,CAAC;AAOD,SAAgB,eAAe,CAAC,KAAc;IAC5C,OAAO,OAAO,KAAK,KAAK,QAAQ,IAAI,6BAAe,CAAC,IAAI,CAAC,KAAK,CAAC,CAAA;AACjE,CAAC;AAWD,SAAgB,qBAAqB,CACnC,KAAoB,EACpB,KAAa;IAEb,IAAI,CAAC,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC;QAC5B,MAAM,IAAI,0BAAU,CAClB,4BAAc,CAAC,eAAe,EAC9B,aAAa,KAAK,QAAQ,KAAK,4BAA4B,CAC5D,CAAA;IACH,CAAC;IACD,OAAO,KAAK,CAAA;AACd,CAAC"}
+{"version":3,"file":"parse.js","sourceRoot":"","sources":["../../../src/decimal/parse.ts"],"names":[],"mappings":";;;;;AA8BA,0DAcC;AAUD,sDAQC;AAOD,0CAEC;AAWD,sDAWC;AAUD,0CAgBC;AAUD,kDAeC;AAhJD,mDAI0B;AAC1B,oDAAwB;AACxB,2DAAoD;AAEpD,SAAS,OAAO,CAAC,KAAa;IAC5B,IAAI,CAAC,KAAK,EAAE,CAAC;QACX,OAAO,CAAC,CAAA;IACV,CAAC;IACD,MAAM,OAAO,GAAG,KAAK,CAAC,IAAI,EAAE,CAAC,OAAO,CAAC,OAAO,EAAE,EAAE,CAAC,CAAC,OAAO,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC,IAAI,EAAE,CAAA;IAC1E,IAAI,CAAC,OAAO,EAAE,CAAC;QACb,OAAO,CAAC,CAAA;IACV,CAAC;IACD,OAAO,UAAU,CAAC,OAAO,CAAC,CAAA;AAC5B,CAAC;AAED,MAAM,gBAAgB,GACpB,2GAA2G,CAAA;AAU7G,SAAgB,uBAAuB,CACrC,IAA+B;IAE/B,IAAI,IAAI,IAAI,IAAI,EAAE,CAAC;QACjB,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,IAAI,IAAI,CAAC,IAAI,EAAE,KAAK,EAAE,EAAE,CAAC;QACvB,OAAO,CAAC,CAAA;IACV,CAAC;IACD,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE,CAAC,EAAE,CAAC;QACxC,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,MAAM,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC,CAAA;IAC5B,OAAO,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,SAAS,CAAA;AACrD,CAAC;AAUD,SAAgB,qBAAqB,CACnC,KAAuC;IAEvC,IAAI,CAAC,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC;QAC5B,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,MAAM,MAAM,GAAG,MAAM,CAAC,KAAK,CAAC,CAAA;IAC5B,OAAO,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,SAAS,CAAA;AACrD,CAAC;AAOD,SAAgB,eAAe,CAAC,KAAc;IAC5C,OAAO,OAAO,KAAK,KAAK,QAAQ,IAAI,6BAAe,CAAC,IAAI,CAAC,KAAK,CAAC,CAAA;AACjE,CAAC;AAWD,SAAgB,qBAAqB,CACnC,KAAoB,EACpB,KAAa;IAEb,IAAI,CAAC,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC;QAC5B,MAAM,IAAI,0BAAU,CAClB,4BAAc,CAAC,eAAe,EAC9B,aAAa,KAAK,QAAQ,KAAK,4BAA4B,CAC5D,CAAA;IACH,CAAC;IACD,OAAO,KAAK,CAAA;AACd,CAAC;AAUD,SAAgB,eAAe,CAAC,KAAc;IAC5C,IAAI,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC;QAC3B,OAAO,KAAK,CAAA;IACd,CAAC;IACD,IAAI,OAAO,KAAK,KAAK,QAAQ,IAAI,OAAO,KAAK,KAAK,QAAQ,EAAE,CAAC;QAC3D,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,IAAI,OAAO,KAAK,KAAK,QAAQ,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE,CAAC;QACzD,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,IAAI,CAAC;QACH,MAAM,MAAM,GAAG,IAAI,gBAAG,CAAC,KAAK,CAAC,CAAA;QAC7B,OAAO,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,gBAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,OAAO,EAAE,CAAA;IACvD,CAAC;IAAC,MAAM,CAAC;QACP,OAAO,SAAS,CAAA;IAClB,CAAC;AACH,CAAC;AAUD,SAAgB,mBAAmB,CACjC,KAAc,EACd,KAAa,EACb,IAAY;IAEZ,MAAM,OAAO,GAAG,eAAe,CAAC,KAAK,CAAC,CAAA;IACtC,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;QAC1B,OAAO,OAAO,CAAA;IAChB,CAAC;IACD,MAAM,KAAK,GAAG,IAAI,0BAAU,CAC1B,4BAAc,CAAC,QAAQ,EACvB,GAAG,IAAI,YAAY,KAAK,+BAA+B,MAAM,CAAC,KAAK,CAAC,GAAG,CACxE,CAAA;IACD,KAAK,CAAC,IAAI,GAAG,IAAI,CAAA;IACjB,MAAM,KAAK,CAAA;AACb,CAAC"}

package/dist/cjs/index.d.ts

@@ -2,17 +2,17 @@ export * from '@lifi/perps-types';
 export { createPerpsClient, DEFAULT_API_URL, } from './client/createPerpsClient.js';
 export { PerpsClient } from './client/PerpsClient.js';
 export { requireProvider } from './client/requireProvider.js';
-export { isDecimalStringGreaterThan } from './decimal/compare.js';
+export { isDecimalStringGreaterThan, isDecimalStringZero, } from './decimal/compare.js';
 export type { BaseUnitsRounding } from './decimal/convert.js';
 export { baseUnitsToDecimal, decimalToBaseUnits, numberToDecimalString, truncateDecimal, } from './decimal/convert.js';
 export type { FormatOptions, RoundingMode } from './decimal/format.js';
 export { formatCompactUsd, formatNumber, formatPrice, formatSignedPercent, formatSignedUsd, formatUsd, } from './decimal/format.js';
-export { isDecimalString, parseDecimal, validateDecimalString, } from './decimal/parse.js';
+export { asDecimalString, decimalStringToNumber, formattedStringToNumber, isDecimalString, requireVenueDecimal, validateDecimalString, } from './decimal/parse.js';
 export { PerpsErrorMessage } from './errors/constants.js';
 export { PerpsError } from './errors/PerpsError.js';
 export { classifyFill, classifyFillFromPosition, FillClassification, } from './math/fills.js';
 export type { ExpectedPnl } from './math/order.js';
-export { applySlippage, buildQuote, calculateExpectedPnl, calculateRealizedPnlPercent, calculateSize, calculateTriggerPercent, calculateTriggerPrice, estimateFees, estimateRealizedPnl, findMatchingPosition, resolveCloseSize, walkOrderbook, } from './math/order.js';
+export { applySlippage, applySlippageToPrice, buildQuote, calculateExpectedPnl, calculateRealizedPnlPercent, calculateSize, calculateTriggerPercent, calculateTriggerPrice, estimateFees, estimateRealizedPnl, findMatchingPosition, resolveCloseSize, walkOrderbook, } from './math/order.js';
 export { calculateEffectiveLeverage, calculateLiquidationDistance, calculateNotionalValue, calculateRealizedPnl, calculateRequiredMargin, calculateRoe, calculateUnrealizedPnl, estimateAverageEntryPrice, estimateLiquidationPrice, estimateNewLeverage, estimateUnrealizedPnl, positionSupportsMarginAdjustment, positionSupportsMarginRemoval, wouldImmediatelyLiquidate, } from './math/position.js';
 export { AssetRegistry, getAssetRegistry, toAssetDisplay, } from './registry/assetRegistry.js';
 export type { DefaultMarketProvider } from './registry/marketRegistry.js';
@@ -78,7 +78,7 @@ export { ExplorerChainId, explorerTxUrl, explorerTxUrlFromBase, } from './utils/
 export { ACTIVE_ORDER_STATUSES, isActiveOrderStatus, isRegularOrder, isStopLossOrder, isTakeProfitOrder, isTpSlOrder, isTriggerOrder, isTwapOrder, triggerConditionFor, } from './utils/orderClassification.js';
 export { isSetupOptionFor, selectUserSetupActions, } from './utils/setupActions.js';
 export { signTypedData, signTypedDataWithSigner, } from './utils/signTypedData.js';
-export { createWarnOnce } from './utils/warnOnce.js';
+export { createWarnOnce, warnSkippedVenueRow } from './utils/warnOnce.js';
 export { name, version } from './version.js';
 export { cachePromise } from './websocket/cachePromise.js';
 export type { DecodeChainMode } from './websocket/decodeChain.js';

package/dist/cjs/index.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/index.ts"],"names":[],"mappings":"AAYA,cAAc,mBAAmB,CAAA;AACjC,OAAO,EACL,iBAAiB,EACjB,eAAe,GAChB,MAAM,+BAA+B,CAAA;AACtC,OAAO,EAAE,WAAW,EAAE,MAAM,yBAAyB,CAAA;AACrD,OAAO,EAAE,eAAe,EAAE,MAAM,6BAA6B,CAAA;AAC7D,OAAO,EACL,0BAA0B,EAC1B,mBAAmB,GACpB,MAAM,sBAAsB,CAAA;AAC7B,YAAY,EAAE,iBAAiB,EAAE,MAAM,sBAAsB,CAAA;AAC7D,OAAO,EACL,kBAAkB,EAClB,kBAAkB,EAClB,qBAAqB,EACrB,eAAe,GAChB,MAAM,sBAAsB,CAAA;AAC7B,YAAY,EAAE,aAAa,EAAE,YAAY,EAAE,MAAM,qBAAqB,CAAA;AACtE,OAAO,EACL,gBAAgB,EAChB,YAAY,EACZ,WAAW,EACX,mBAAmB,EACnB,eAAe,EACf,SAAS,GACV,MAAM,qBAAqB,CAAA;AAC5B,OAAO,EACL,eAAe,EACf,qBAAqB,EACrB,uBAAuB,EACvB,eAAe,EACf,mBAAmB,EACnB,qBAAqB,GACtB,MAAM,oBAAoB,CAAA;AAC3B,OAAO,EAAE,iBAAiB,EAAE,MAAM,uBAAuB,CAAA;AACzD,OAAO,EAAE,UAAU,EAAE,MAAM,wBAAwB,CAAA;AACnD,OAAO,EACL,YAAY,EACZ,wBAAwB,EACxB,kBAAkB,GACnB,MAAM,iBAAiB,CAAA;AACxB,YAAY,EAAE,WAAW,EAAE,MAAM,iBAAiB,CAAA;AAClD,OAAO,EACL,aAAa,EACb,oBAAoB,EACpB,UAAU,EACV,oBAAoB,EACpB,2BAA2B,EAC3B,aAAa,EACb,uBAAuB,EACvB,qBAAqB,EACrB,YAAY,EACZ,mBAAmB,EACnB,oBAAoB,EACpB,gBAAgB,EAChB,aAAa,GACd,MAAM,iBAAiB,CAAA;AACxB,OAAO,EACL,0BAA0B,EAC1B,4BAA4B,EAC5B,sBAAsB,EACtB,oBAAoB,EACpB,uBAAuB,EACvB,YAAY,EACZ,sBAAsB,EACtB,yBAAyB,EACzB,wBAAwB,EACxB,mBAAmB,EACnB,qBAAqB,EACrB,gCAAgC,EAChC,6BAA6B,EAC7B,yBAAyB,GAC1B,MAAM,oBAAoB,CAAA;AAE3B,OAAO,EACL,aAAa,EACb,gBAAgB,EAChB,cAAc,GACf,MAAM,6BAA6B,CAAA;AACpC,YAAY,EAAE,qBAAqB,EAAE,MAAM,8BAA8B,CAAA;AACzE,OAAO,EACL,iBAAiB,EACjB,kBAAkB,EAClB,iBAAiB,EACjB,cAAc,EACd,cAAc,EACd,eAAe,EACf,oBAAoB,GACrB,MAAM,8BAA8B,CAAA;AAErC,YAAY,EAAE,kBAAkB,EAAE,MAAM,4BAA4B,CAAA;AACpE,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAA;AACzD,YAAY,EAAE,mBAAmB,EAAE,MAAM,6BAA6B,CAAA;AACtE,OAAO,EAAE,aAAa,EAAE,MAAM,6BAA6B,CAAA;AAC3D,YAAY,EAAE,gBAAgB,EAAE,MAAM,0BAA0B,CAAA;AAChE,OAAO,EAAE,UAAU,EAAE,MAAM,0BAA0B,CAAA;AACrD,YAAY,EAAE,iBAAiB,EAAE,MAAM,2BAA2B,CAAA;AAClE,OAAO,EAAE,WAAW,EAAE,MAAM,2BAA2B,CAAA;AACvD,YAAY,EAAE,eAAe,EAAE,MAAM,yBAAyB,CAAA;AAC9D,OAAO,EAAE,SAAS,EAAE,MAAM,yBAAyB,CAAA;AACnD,YAAY,EAAE,cAAc,EAAE,MAAM,wBAAwB,CAAA;AAC5D,OAAO,EAAE,QAAQ,EAAE,MAAM,wBAAwB,CAAA;AACjD,YAAY,EAAE,0BAA0B,EAAE,MAAM,oCAAoC,CAAA;AACpF,OAAO,EACL,oBAAoB,EACpB,YAAY,GACb,MAAM,oCAAoC,CAAA;AAC3C,YAAY,EAAE,eAAe,EAAE,MAAM,yBAAyB,CAAA;AAC9D,OAAO,EAAE,SAAS,EAAE,MAAM,yBAAyB,CAAA;AACnD,YAAY,EAAE,gBAAgB,EAAE,MAAM,0BAA0B,CAAA;AAChE,OAAO,EAAE,UAAU,EAAE,MAAM,0BAA0B,CAAA;AACrD,YAAY,EAAE,uBAAuB,EAAE,MAAM,iCAAiC,CAAA;AAC9E,OAAO,EAAE,iBAAiB,EAAE,MAAM,iCAAiC,CAAA;AACnE,OAAO,EAAE,OAAO,EAAE,MAAM,uBAAuB,CAAA;AAC/C,YAAY,EAAE,cAAc,EAAE,MAAM,wBAAwB,CAAA;AAC5D,OAAO,EAAE,QAAQ,EAAE,MAAM,wBAAwB,CAAA;AACjD,YAAY,EAAE,cAAc,EAAE,MAAM,wBAAwB,CAAA;AAC5D,OAAO,EAAE,QAAQ,EAAE,MAAM,wBAAwB,CAAA;AACjD,YAAY,EAAE,kBAAkB,EAAE,MAAM,4BAA4B,CAAA;AACpE,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAA;AACzD,YAAY,EAAE,eAAe,EAAE,MAAM,yBAAyB,CAAA;AAC9D,OAAO,EAAE,SAAS,EAAE,MAAM,yBAAyB,CAAA;AACnD,YAAY,EAAE,kBAAkB,EAAE,MAAM,4BAA4B,CAAA;AACpE,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAA;AACzD,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAA;AACzD,YAAY,EAAE,cAAc,EAAE,MAAM,wBAAwB,CAAA;AAC5D,OAAO,EAAE,QAAQ,EAAE,MAAM,wBAAwB,CAAA;AACjD,YAAY,EAAE,yBAAyB,EAAE,MAAM,mCAAmC,CAAA;AAClF,OAAO,EAAE,mBAAmB,EAAE,MAAM,mCAAmC,CAAA;AACvE,YAAY,EAAE,uBAAuB,EAAE,MAAM,iCAAiC,CAAA;AAC9E,OAAO,EAAE,iBAAiB,EAAE,MAAM,iCAAiC,CAAA;AACnE,OAAO,EAAE,kBAAkB,EAAE,MAAM,kCAAkC,CAAA;AACrE,OAAO,EAAE,YAAY,EAAE,kBAAkB,EAAE,MAAM,4BAA4B,CAAA;AAC7E,OAAO,EACL,iBAAiB,EACjB,qBAAqB,GACtB,MAAM,qCAAqC,CAAA;AAC5C,OAAO,EAAE,mBAAmB,EAAE,MAAM,+BAA+B,CAAA;AACnE,OAAO,EACL,iBAAiB,EACjB,mBAAmB,GACpB,MAAM,gCAAgC,CAAA;AACvC,OAAO,EAAE,mBAAmB,EAAE,MAAM,sBAAsB,CAAA;AAC1D,YAAY,EAAE,cAAc,EAAE,MAAM,oBAAoB,CAAA;AACxD,OAAO,EAAE,mBAAmB,EAAE,MAAM,oCAAoC,CAAA;AACxE,YAAY,EAAE,qBAAqB,EAAE,MAAM,+BAA+B,CAAA;AAC1E,OAAO,EAAE,cAAc,EAAE,YAAY,EAAE,MAAM,+BAA+B,CAAA;AAC5E,YAAY,EACV,mBAAmB,EACnB,mBAAmB,EACnB,mBAAmB,EACnB,mBAAmB,EACnB,oBAAoB,EACpB,WAAW,EACX,WAAW,GACZ,MAAM,4BAA4B,CAAA;AACnC,OAAO,EACL,cAAc,EACd,gBAAgB,EAChB,mBAAmB,EACnB,kBAAkB,GACnB,MAAM,4BAA4B,CAAA;AACnC,YAAY,EACV,wBAAwB,EACxB,kBAAkB,EAClB,qBAAqB,IAAI,2BAA2B,EACpD,8BAA8B,EAC9B,uBAAuB,EACvB,gBAAgB,EAChB,oBAAoB,EACpB,yBAAyB,EACzB,cAAc,EACd,6BAA6B,EAC7B,qBAAqB,EACrB,kBAAkB,EAClB,kBAAkB,EAClB,WAAW,EACX,gBAAgB,IAAI,sBAAsB,EAC1C,uBAAuB,IAAI,6BAA6B,EACxD,oBAAoB,IAAI,0BAA0B,EAClD,aAAa,EACb,qBAAqB,EACrB,kBAAkB,EAClB,sBAAsB,EACtB,cAAc,GACf,MAAM,gBAAgB,CAAA;AACvB,YAAY,EACV,eAAe,EACf,iBAAiB,EACjB,kBAAkB,EAClB,iBAAiB,EACjB,eAAe,GAChB,MAAM,mBAAmB,CAAA;AAC1B,YAAY,EACV,oBAAoB,EACpB,WAAW,EACX,+BAA+B,EAC/B,mBAAmB,EACnB,wBAAwB,GACzB,MAAM,oBAAoB,CAAA;AAC3B,YAAY,EACV,wBAAwB,EACxB,yBAAyB,EACzB,aAAa,EACb,mBAAmB,EACnB,cAAc,EACd,2BAA2B,EAC3B,wBAAwB,EACxB,yBAAyB,EACzB,iCAAiC,EACjC,4BAA4B,EAC5B,sBAAsB,EACtB,+BAA+B,EAC/B,sBAAsB,EACtB,uBAAuB,EACvB,iCAAiC,EACjC,0BAA0B,EAC1B,sBAAsB,EACtB,qCAAqC,EACrC,6BAA6B,EAC7B,aAAa,EACb,kBAAkB,EAClB,kBAAkB,GACnB,MAAM,qBAAqB,CAAA;AAC5B,YAAY,EACV,2BAA2B,EAC3B,mBAAmB,EACnB,eAAe,EACf,YAAY,EACZ,iBAAiB,EACjB,yBAAyB,GAC1B,MAAM,uBAAuB,CAAA;AAC9B,OAAO,EAAE,gBAAgB,EAAE,MAAM,2BAA2B,CAAA;AAC5D,OAAO,EACL,mBAAmB,EACnB,aAAa,EACb,gBAAgB,EAChB,YAAY,EACZ,oBAAoB,EACpB,cAAc,GACf,MAA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package/dist/cjs/index.js

@@ -14,9 +14,9 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
     for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.AssetRegistry = exports.wouldImmediatelyLiquidate = exports.positionSupportsMarginRemoval = exports.positionSupportsMarginAdjustment = exports.estimateUnrealizedPnl = exports.estimateNewLeverage = exports.estimateLiquidationPrice = exports.estimateAverageEntryPrice = exports.calculateUnrealizedPnl = exports.calculateRoe = exports.calculateRequiredMargin = exports.calculateRealizedPnl = exports.calculateNotionalValue = exports.calculateLiquidationDistance = exports.calculateEffectiveLeverage = exports.walkOrderbook = exports.resolveCloseSize = exports.findMatchingPosition = exports.estimateRealizedPnl = exports.estimateFees = exports.calculateTriggerPrice = exports.calculateTriggerPercent = exports.calculateSize = exports.calculateRealizedPnlPercent = exports.calculateExpectedPnl = exports.buildQuote = exports.applySlippage = exports.FillClassification = exports.classifyFillFromPosition = exports.classifyFill = exports.PerpsError = exports.PerpsErrorMessage = exports.validateDecimalString = exports.parseDecimal = exports.isDecimalString = exports.formatUsd = exports.formatSignedUsd = exports.formatSignedPercent = exports.formatPrice = exports.formatNumber = exports.formatCompactUsd = exports.truncateDecimal = exports.numberToDecimalString = exports.decimalToBaseUnits = exports.baseUnitsToDecimal = exports.isDecimalStringGreaterThan = exports.requireProvider = exports.PerpsClient = exports.DEFAULT_API_URL = exports.createPerpsClient = void 0;
-exports.HYPERLIQUID_USDC = exports.ETHEREUM_USDC = exports.ETHEREUM_NATIVE_GAS = exports.paginateActivity = exports.resolveRetryPolicy = exports.LIFI_RETRY_DEFAULTS = exports.LIFI_REQUEST_KEY = exports.DISABLED_RETRY = exports.isAbortError = exports.fetchWithRetry = exports.errorCodeFromStatus = exports.createMemoryStorage = exports.readValidatedRecord = exports.parseStoredRecord = exports.localStorageAdapter = exports.resolveSubscribeQuote = exports.QUOTE_THROTTLE_MS = exports.resolveQuoteMarket = exports.resolveQuote = exports.getTermsAcceptance = exports.getReferralStatus = exports.getReferralActivity = exports.getQuote = exports.getProviders = exports.getPositions = exports.getOrders = exports.getOrderbook = exports.getOrder = exports.getOhlcv = exports.getMeta = exports.getMarketsContext = exports.getMarkets = exports.getMarket = exports.LIFI_API_URL = exports.getGasRecommendation = exports.getFills = exports.getAssets = exports.getActivity = exports.getAccount = exports.executeAction = exports.createAction = exports.toPerpsMarketDisplay = exports.toMarketDisplay = exports.MarketRegistry = exports.isActiveMarket = exports.getMarketRegistry = exports.getDefaultMarketId = exports.DEFAULT_MARKET_ID = exports.toAssetDisplay = exports.getAssetRegistry = void 0;
-exports.calculateWithdrawMax = exports.calculateTransferable = exports.snapOrderSize = exports.snapOrderPrice = exports.calculateRefuelAmount = exports.calculateOrderAmounts = exports.wsLog = exports.WsProviderBase = exports.WS_CHANNEL_TEARDOWN_LINGER_MS = exports.ReconnectingWebSocket = exports.PerpsWsClient = exports.DecodeChain = exports.cachePromise = exports.version = exports.name = exports.createWarnOnce = exports.signTypedDataWithSigner = exports.signTypedData = exports.selectUserSetupActions = exports.isSetupOptionFor = exports.triggerConditionFor = exports.isTwapOrder = exports.isTriggerOrder = exports.isTpSlOrder = exports.isTakeProfitOrder = exports.isStopLossOrder = exports.isRegularOrder = exports.isActiveOrderStatus = exports.ACTIVE_ORDER_STATUSES = exports.explorerTxUrlFromBase = exports.explorerTxUrl = exports.ExplorerChainId = exports.ROBINHOOD_USDG = exports.ROBINHOOD_NATIVE_GAS = exports.LIGHTER_USDC = void 0;
+exports.estimateNewLeverage = exports.estimateLiquidationPrice = exports.estimateAverageEntryPrice = exports.calculateUnrealizedPnl = exports.calculateRoe = exports.calculateRequiredMargin = exports.calculateRealizedPnl = exports.calculateNotionalValue = exports.calculateLiquidationDistance = exports.calculateEffectiveLeverage = exports.walkOrderbook = exports.resolveCloseSize = exports.findMatchingPosition = exports.estimateRealizedPnl = exports.estimateFees = exports.calculateTriggerPrice = exports.calculateTriggerPercent = exports.calculateSize = exports.calculateRealizedPnlPercent = exports.calculateExpectedPnl = exports.buildQuote = exports.applySlippageToPrice = exports.applySlippage = exports.FillClassification = exports.classifyFillFromPosition = exports.classifyFill = exports.PerpsError = exports.PerpsErrorMessage = exports.validateDecimalString = exports.requireVenueDecimal = exports.isDecimalString = exports.formattedStringToNumber = exports.decimalStringToNumber = exports.asDecimalString = exports.formatUsd = exports.formatSignedUsd = exports.formatSignedPercent = exports.formatPrice = exports.formatNumber = exports.formatCompactUsd = exports.truncateDecimal = exports.numberToDecimalString = exports.decimalToBaseUnits = exports.baseUnitsToDecimal = exports.isDecimalStringZero = exports.isDecimalStringGreaterThan = exports.requireProvider = exports.PerpsClient = exports.DEFAULT_API_URL = exports.createPerpsClient = void 0;
+exports.LIFI_RETRY_DEFAULTS = exports.LIFI_REQUEST_KEY = exports.DISABLED_RETRY = exports.isAbortError = exports.fetchWithRetry = exports.errorCodeFromStatus = exports.createMemoryStorage = exports.readValidatedRecord = exports.parseStoredRecord = exports.localStorageAdapter = exports.resolveSubscribeQuote = exports.QUOTE_THROTTLE_MS = exports.resolveQuoteMarket = exports.resolveQuote = exports.getTermsAcceptance = exports.getReferralStatus = exports.getReferralActivity = exports.getQuote = exports.getProviders = exports.getPositions = exports.getOrders = exports.getOrderbook = exports.getOrder = exports.getOhlcv = exports.getMeta = exports.getMarketsContext = exports.getMarkets = exports.getMarket = exports.LIFI_API_URL = exports.getGasRecommendation = exports.getFills = exports.getAssets = exports.getActivity = exports.getAccount = exports.executeAction = exports.createAction = exports.toPerpsMarketDisplay = exports.toMarketDisplay = exports.MarketRegistry = exports.isActiveMarket = exports.getMarketRegistry = exports.getDefaultMarketId = exports.DEFAULT_MARKET_ID = exports.toAssetDisplay = exports.getAssetRegistry = exports.AssetRegistry = exports.wouldImmediatelyLiquidate = exports.positionSupportsMarginRemoval = exports.positionSupportsMarginAdjustment = exports.estimateUnrealizedPnl = void 0;
+exports.calculateWithdrawMax = exports.calculateTransferable = exports.snapOrderSize = exports.snapOrderPrice = exports.calculateRefuelAmount = exports.calculateOrderAmounts = exports.wsLog = exports.WsProviderBase = exports.WS_CHANNEL_TEARDOWN_LINGER_MS = exports.ReconnectingWebSocket = exports.PerpsWsClient = exports.DecodeChain = exports.cachePromise = exports.version = exports.name = exports.warnSkippedVenueRow = exports.createWarnOnce = exports.signTypedDataWithSigner = exports.signTypedData = exports.selectUserSetupActions = exports.isSetupOptionFor = exports.triggerConditionFor = exports.isTwapOrder = exports.isTriggerOrder = exports.isTpSlOrder = exports.isTakeProfitOrder = exports.isStopLossOrder = exports.isRegularOrder = exports.isActiveOrderStatus = exports.ACTIVE_ORDER_STATUSES = exports.explorerTxUrlFromBase = exports.explorerTxUrl = exports.ExplorerChainId = exports.ROBINHOOD_USDG = exports.ROBINHOOD_NATIVE_GAS = exports.LIGHTER_USDC = exports.HYPERLIQUID_USDC = exports.ETHEREUM_USDC = exports.ETHEREUM_NATIVE_GAS = exports.paginateActivity = exports.resolveRetryPolicy = void 0;
 __exportStar(require("@lifi/perps-types"), exports);
 var createPerpsClient_js_1 = require("./client/createPerpsClient.js");
 Object.defineProperty(exports, "createPerpsClient", { enumerable: true, get: function () { return createPerpsClient_js_1.createPerpsClient; } });
@@ -27,6 +27,7 @@ var requireProvider_js_1 = require("./client/requireProvider.js");
 Object.defineProperty(exports, "requireProvider", { enumerable: true, get: function () { return requireProvider_js_1.requireProvider; } });
 var compare_js_1 = require("./decimal/compare.js");
 Object.defineProperty(exports, "isDecimalStringGreaterThan", { enumerable: true, get: function () { return compare_js_1.isDecimalStringGreaterThan; } });
+Object.defineProperty(exports, "isDecimalStringZero", { enumerable: true, get: function () { return compare_js_1.isDecimalStringZero; } });
 var convert_js_1 = require("./decimal/convert.js");
 Object.defineProperty(exports, "baseUnitsToDecimal", { enumerable: true, get: function () { return convert_js_1.baseUnitsToDecimal; } });
 Object.defineProperty(exports, "decimalToBaseUnits", { enumerable: true, get: function () { return convert_js_1.decimalToBaseUnits; } });
@@ -40,8 +41,11 @@ Object.defineProperty(exports, "formatSignedPercent", { enumerable: true, get: f
 Object.defineProperty(exports, "formatSignedUsd", { enumerable: true, get: function () { return format_js_1.formatSignedUsd; } });
 Object.defineProperty(exports, "formatUsd", { enumerable: true, get: function () { return format_js_1.formatUsd; } });
 var parse_js_1 = require("./decimal/parse.js");
+Object.defineProperty(exports, "asDecimalString", { enumerable: true, get: function () { return parse_js_1.asDecimalString; } });
+Object.defineProperty(exports, "decimalStringToNumber", { enumerable: true, get: function () { return parse_js_1.decimalStringToNumber; } });
+Object.defineProperty(exports, "formattedStringToNumber", { enumerable: true, get: function () { return parse_js_1.formattedStringToNumber; } });
 Object.defineProperty(exports, "isDecimalString", { enumerable: true, get: function () { return parse_js_1.isDecimalString; } });
-Object.defineProperty(exports, "parseDecimal", { enumerable: true, get: function () { return parse_js_1.parseDecimal; } });
+Object.defineProperty(exports, "requireVenueDecimal", { enumerable: true, get: function () { return parse_js_1.requireVenueDecimal; } });
 Object.defineProperty(exports, "validateDecimalString", { enumerable: true, get: function () { return parse_js_1.validateDecimalString; } });
 var constants_js_1 = require("./errors/constants.js");
 Object.defineProperty(exports, "PerpsErrorMessage", { enumerable: true, get: function () { return constants_js_1.PerpsErrorMessage; } });
@@ -53,6 +57,7 @@ Object.defineProperty(exports, "classifyFillFromPosition", { enumerable: true, g
 Object.defineProperty(exports, "FillClassification", { enumerable: true, get: function () { return fills_js_1.FillClassification; } });
 var order_js_1 = require("./math/order.js");
 Object.defineProperty(exports, "applySlippage", { enumerable: true, get: function () { return order_js_1.applySlippage; } });
+Object.defineProperty(exports, "applySlippageToPrice", { enumerable: true, get: function () { return order_js_1.applySlippageToPrice; } });
 Object.defineProperty(exports, "buildQuote", { enumerable: true, get: function () { return order_js_1.buildQuote; } });
 Object.defineProperty(exports, "calculateExpectedPnl", { enumerable: true, get: function () { return order_js_1.calculateExpectedPnl; } });
 Object.defineProperty(exports, "calculateRealizedPnlPercent", { enumerable: true, get: function () { return order_js_1.calculateRealizedPnlPercent; } });
@@ -188,6 +193,7 @@ Object.defineProperty(exports, "signTypedData", { enumerable: true, get: functio
 Object.defineProperty(exports, "signTypedDataWithSigner", { enumerable: true, get: function () { return signTypedData_js_1.signTypedDataWithSigner; } });
 var warnOnce_js_1 = require("./utils/warnOnce.js");
 Object.defineProperty(exports, "createWarnOnce", { enumerable: true, get: function () { return warnOnce_js_1.createWarnOnce; } });
+Object.defineProperty(exports, "warnSkippedVenueRow", { enumerable: true, get: function () { return warnOnce_js_1.warnSkippedVenueRow; } });
 var version_js_1 = require("./version.js");
 Object.defineProperty(exports, "name", { enumerable: true, get: function () { return version_js_1.name; } });
 Object.defineProperty(exports, "version", { enumerable: true, get: function () { return version_js_1.version; } });

package/dist/cjs/index.js.map

@@ -1 +1 @@
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+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;AAYA,oDAAiC;AACjC,sEAGsC;AAFpC,yHAAA,iBAAiB,OAAA;AACjB,uHAAA,eAAe,OAAA;AAEjB,0DAAqD;AAA5C,6GAAA,WAAW,OAAA;AACpB,kEAA6D;AAApD,qHAAA,eAAe,OAAA;AACxB,mDAG6B;AAF3B,wHAAA,0BAA0B,OAAA;AAC1B,iHAAA,mBAAmB,OAAA;AAGrB,mDAK6B;AAJ3B,gHAAA,kBAAkB,OAAA;AAClB,gHAAA,kBAAkB,OAAA;AAClB,mHAAA,qBAAqB,OAAA;AACrB,6GAAA,eAAe,OAAA;AAGjB,iDAO4B;AAN1B,6GAAA,gBAAgB,OAAA;AAChB,yGAAA,YAAY,OAAA;AACZ,wGAAA,WAAW,OAAA;AACX,gHAAA,mBAAmB,OAAA;AACnB,4GAAA,eAAe,OAAA;AACf,sGAAA,SAAS,OAAA;AAEX,+CAO2B;AANzB,2GAAA,eAAe,OAAA;AACf,iHAAA,qBAAqB,OAAA;AACrB,mHAAA,uBAAuB,OAAA;AACvB,2GAAA,eAAe,OAAA;AACf,+GAAA,mBAAmB,OAAA;AACnB,iHAAA,qBAAqB,OAAA;AAEvB,sDAAyD;AAAhD,iHAAA,iBAAiB,OAAA;AAC1B,wDAAmD;AAA1C,2GAAA,UAAU,OAAA;AACnB,4CAIwB;AAHtB,wGAAA,YAAY,OAAA;AACZ,oHAAA,wBAAwB,OAAA;AACxB,8GAAA,kBAAkB,OAAA;AAGpB,4CAcwB;AAbtB,yGAAA,aAAa,OAAA;AACb,gHAAA,oBAAoB,OAAA;AACpB,sGAAA,UAAU,OAAA;AACV,gHAAA,oBAAoB,OAAA;AACpB,uHAAA,2BAA2B,OAAA;AAC3B,yGAAA,aAAa,OAAA;AACb,mHAAA,uBAAuB,OAAA;AACvB,iHAAA,qBAAqB,OAAA;AACrB,wGAAA,YAAY,OAAA;AACZ,+GAAA,mBAAmB,OAAA;AACnB,gHAAA,oBAAoB,OAAA;AACpB,4GAAA,gBAAgB,OAAA;AAChB,yGAAA,aAAa,OAAA;AAEf,kDAe2B;AAdzB,yHAAA,0BAA0B,OAAA;AAC1B,2HAAA,4BAA4B,OAAA;AAC5B,qHAAA,sBAAsB,OAAA;AACtB,mHAAA,oBAAoB,OAAA;AACpB,sHAAA,uBAAuB,OAAA;AACvB,2GAAA,YAAY,OAAA;AACZ,qHAAA,sBAAsB,OAAA;AACtB,wHAAA,yBAAyB,OAAA;AACzB,uHAAA,wBAAwB,OAAA;AACxB,kHAAA,mBAAmB,OAAA;AACnB,oHAAA,qBAAqB,OAAA;AACrB,+HAAA,gCAAgC,OAAA;AAChC,4HAAA,6BAA6B,OAAA;AAC7B,wHAAA,yBAAyB,OAAA;AAG3B,gEAIoC;AAHlC,iHAAA,aAAa,OAAA;AACb,oHAAA,gBAAgB,OAAA;AAChB,kHAAA,cAAc,OAAA;AAGhB,kEAQqC;AAPnC,sHAAA,iBAAiB,OAAA;AACjB,uHAAA,kBAAkB,OAAA;AAClB,sHAAA,iBAAiB,OAAA;AACjB,mHAAA,cAAc,OAAA;AACd,mHAAA,cAAc,OAAA;AACd,oHAAA,eAAe,OAAA;AACf,yHAAA,oBAAoB,OAAA;AAItB,8DAAyD;AAAhD,+GAAA,YAAY,OAAA;AAErB,gEAA2D;AAAlD,iHAAA,aAAa,OAAA;AAEtB,0DAAqD;AAA5C,2GAAA,UAAU,OAAA;AAEnB,4DAAuD;AAA9C,6GAAA,WAAW,OAAA;AAEpB,wDAAmD;AAA1C,yGAAA,SAAS,OAAA;AAElB,sDAAiD;AAAxC,uGAAA,QAAQ,OAAA;AAEjB,8EAG2C;AAFzC,+HAAA,oBAAoB,OAAA;AACpB,uHAAA,YAAY,OAAA;AAGd,wDAAmD;AAA1C,yGAAA,SAAS,OAAA;AAElB,0DAAqD;AAA5C,2GAAA,UAAU,OAAA;AAEnB,wEAAmE;AAA1D,yHAAA,iBAAiB,OAAA;AAC1B,oDAA+C;AAAtC,qGAAA,OAAO,OAAA;AAEhB,sDAAiD;AAAxC,uGAAA,QAAQ,OAAA;AAEjB,sDAAiD;AAAxC,uGAAA,QAAQ,OAAA;AAEjB,8DAAyD;AAAhD,+GAAA,YAAY,OAAA;AAErB,wDAAmD;AAA1C,yGAAA,SAAS,OAAA;AAElB,8DAAyD;AAAhD,+GAAA,YAAY,OAAA;AACrB,8DAAyD;AAAhD,+GAAA,YAAY,OAAA;AAErB,sDAAiD;AAAxC,uGAAA,QAAQ,OAAA;AAEjB,4EAAuE;AAA9D,6HAAA,mBAAmB,OAAA;AAE5B,wEAAmE;AAA1D,yHAAA,iBAAiB,OAAA;AAC1B,0EAAqE;AAA5D,2HAAA,kBAAkB,OAAA;AAC3B,8DAA6E;AAApE,+GAAA,YAAY,OAAA;AAAE,qHAAA,kBAAkB,OAAA;AACzC,gFAG4C;AAF1C,6HAAA,iBAAiB,OAAA;AACjB,iIAAA,qBAAqB,OAAA;AAEvB,qEAAmE;AAA1D,0HAAA,mBAAmB,OAAA;AAC5B,uEAGuC;AAFrC,yHAAA,iBAAiB,OAAA;AACjB,2HAAA,mBAAmB,OAAA;AAErB,mDAA0D;AAAjD,iHAAA,mBAAmB,OAAA;AAE5B,6EAAwE;AAA/D,6HAAA,mBAAmB,OAAA;AAE5B,mEAA4E;AAAnE,mHAAA,cAAc,OAAA;AAAE,iHAAA,YAAY,OAAA;AAUrC,6DAKmC;AAJjC,gHAAA,cAAc,OAAA;AACd,kHAAA,gBAAgB,OAAA;AAChB,qHAAA,mBAAmB,OAAA;AACnB,oHAAA,kBAAkB,OAAA;AAwEpB,+DAA4D;AAAnD,qHAAA,gBAAgB,OAAA;AACzB,6DAOiC;AAN/B,uHAAA,mBAAmB,OAAA;AACnB,iHAAA,aAAa,OAAA;AACb,oHAAA,gBAAgB,OAAA;AAChB,gHAAA,YAAY,OAAA;AACZ,wHAAA,oBAAoB,OAAA;AACpB,kHAAA,cAAc,OAAA;AAEhB,mDAI4B;AAH1B,8GAAA,eAAe,OAAA;AACf,4GAAA,aAAa,OAAA;AACb,oHAAA,qBAAqB,OAAA;AAEvB,yEAUuC;AATrC,+HAAA,qBAAqB,OAAA;AACrB,6HAAA,mBAAmB,OAAA;AACnB,wHAAA,cAAc,OAAA;AACd,yHAAA,eAAe,OAAA;AACf,2HAAA,iBAAiB,OAAA;AACjB,qHAAA,WAAW,OAAA;AACX,wHAAA,cAAc,OAAA;AACd,qHAAA,WAAW,OAAA;AACX,6HAAA,mBAAmB,OAAA;AAErB,2DAGgC;AAF9B,mHAAA,gBAAgB,OAAA;AAChB,yHAAA,sBAAsB,OAAA;AAExB,6DAGiC;AAF/B,iHAAA,aAAa,OAAA;AACb,2HAAA,uBAAuB,OAAA;AAEzB,mDAAyE;AAAhE,6GAAA,cAAc,OAAA;AAAE,kHAAA,mBAAmB,OAAA;AAE5C,2CAA4C;AAAnC,kGAAA,IAAI,OAAA;AAAE,qGAAA,OAAO,OAAA;AACtB,+DAA0D;AAAjD,+GAAA,YAAY,OAAA;AAErB,6DAAwD;AAA/C,6GAAA,WAAW,OAAA;AAMpB,iEAA4D;AAAnD,iHAAA,aAAa,OAAA;AAEtB,iFAA4E;AAAnE,iIAAA,qBAAqB,OAAA;AAQ9B,mEAGsC;AAFpC,kIAAA,6BAA6B,OAAA;AAC7B,mHAAA,cAAc,OAAA;AAEhB,iDAA4C;AAAnC,iGAAA,KAAK,OAAA;AAKd,0DAA8D;AAArD,wHAAA,qBAAqB,OAAA;AAE9B,8CAAwD;AAA/C,kHAAA,qBAAqB,OAAA;AAC9B,0CAA8D;AAArD,yGAAA,cAAc,OAAA;AAAE,wGAAA,aAAa,OAAA;AACtC,0DAA8D;AAArD,wHAAA,qBAAqB,OAAA;AAC9B,kDAAyD;AAAhD,mHAAA,oBAAoB,OAAA"}

package/dist/cjs/math/fills.d.ts

@@ -1,5 +1,5 @@
 import { type DecimalString, FillClassification, OrderSide } from '@lifi/perps-types';
 export { FillClassification };
-export declare function classifyFillFromPosition(startPosition: DecimalString, side: string, sz: DecimalString): FillClassification;
+export declare function classifyFillFromPosition(startPosition: DecimalString, side: OrderSide, sz: DecimalString): FillClassification;
 export declare function classifyFill(side: OrderSide, realizedPnl: DecimalString | null | undefined): FillClassification;
 //# sourceMappingURL=fills.d.ts.map

package/dist/cjs/math/fills.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"fills.d.ts","sourceRoot":"","sources":["../../../src/math/fills.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,KAAK,aAAa,EAClB,kBAAkB,EAClB,SAAS,EACV,MAAM,mBAAmB,CAAA;AAS1B,OAAO,EAAE,kBAAkB,EAAE,CAAA;AAa7B,wBAAgB,wBAAwB,CACtC,aAAa,EAAE,aAAa,EAC5B,IAAI,EAAE,SAAS,EACf,EAAE,EAAE,aAAa,GAChB,kBAAkB,CAuCpB;AAUD,wBAAgB,YAAY,CAC1B,IAAI,EAAE,SAAS,EACf,WAAW,EAAE,aAAa,GAAG,IAAI,GAAG,SAAS,GAC5C,kBAAkB,CAepB"}

package/dist/cjs/math/fills.js

@@ -1,45 +1,59 @@
 "use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.FillClassification = void 0;
 exports.classifyFillFromPosition = classifyFillFromPosition;
 exports.classifyFill = classifyFill;
 const perps_types_1 = require("@lifi/perps-types");
 Object.defineProperty(exports, "FillClassification", { enumerable: true, get: function () { return perps_types_1.FillClassification; } });
+const big_js_1 = __importDefault(require("big.js"));
 const parse_js_1 = require("../decimal/parse.js");
 function classifyFillFromPosition(startPosition, side, sz) {
-    const start = parseFloat(startPosition);
-    const delta = side === 'B' ? parseFloat(sz) : -parseFloat(sz);
-    const end = start + delta;
-    if (start === 0) {
-        return end > 0
+    if (!(0, parse_js_1.isDecimalString)(startPosition) || !(0, parse_js_1.isDecimalString)(sz)) {
+        return side === perps_types_1.OrderSide.BUY
+            ? perps_types_1.FillClassification.BUY
+            : perps_types_1.FillClassification.SELL;
+    }
+    const start = new big_js_1.default(startPosition);
+    const size = new big_js_1.default(sz);
+    const end = side === perps_types_1.OrderSide.BUY ? start.plus(size) : start.minus(size);
+    if (start.eq(0)) {
+        return end.gt(0)
             ? perps_types_1.FillClassification.OPENED_LONG
             : perps_types_1.FillClassification.OPENED_SHORT;
     }
-    if (start > 0) {
-        if (end === 0) {
+    if (start.gt(0)) {
+        if (end.eq(0)) {
             return perps_types_1.FillClassification.CLOSED_LONG;
         }
-        if (end < 0) {
+        if (end.lt(0)) {
             return perps_types_1.FillClassification.SWITCHED_SHORT;
         }
-        if (end > start) {
+        if (end.gt(start)) {
             return perps_types_1.FillClassification.INCREASED_LONG;
         }
         return perps_types_1.FillClassification.REDUCED_LONG;
     }
-    if (end === 0) {
+    if (end.eq(0)) {
         return perps_types_1.FillClassification.CLOSED_SHORT;
     }
-    if (end > 0) {
+    if (end.gt(0)) {
         return perps_types_1.FillClassification.SWITCHED_LONG;
     }
-    if (end < start) {
+    if (end.lt(start)) {
         return perps_types_1.FillClassification.INCREASED_SHORT;
     }
     return perps_types_1.FillClassification.REDUCED_SHORT;
 }
 function classifyFill(side, realizedPnl) {
-    const isClose = realizedPnl != null && (0, parse_js_1.parseDecimal)(realizedPnl) !== 0;
+    if (realizedPnl != null && !(0, parse_js_1.isDecimalString)(realizedPnl)) {
+        return side === perps_types_1.OrderSide.BUY
+            ? perps_types_1.FillClassification.BUY
+            : perps_types_1.FillClassification.SELL;
+    }
+    const isClose = realizedPnl != null && !new big_js_1.default(realizedPnl).eq(0);
     if (side === perps_types_1.OrderSide.BUY) {
         return isClose
             ? perps_types_1.FillClassification.CLOSED_SHORT

package/dist/cjs/math/fills.js.map

@@ -1 +1 @@
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+{"version":3,"file":"fills.js","sourceRoot":"","sources":["../../../src/math/fills.ts"],"names":[],"mappings":";;;;;;AA0BA,4DA2CC;AAUD,oCAkBC;AAjGD,mDAI0B;AASjB,mGAXP,gCAAkB,OAWO;AAR3B,oDAAwB;AACxB,kDAAqD;AAoBrD,SAAgB,wBAAwB,CACtC,aAA4B,EAC5B,IAAe,EACf,EAAiB;IAEjB,IAAI,CAAC,IAAA,0BAAe,EAAC,aAAa,CAAC,IAAI,CAAC,IAAA,0BAAe,EAAC,EAAE,CAAC,EAAE,CAAC;QAC5D,OAAO,IAAI,KAAK,uBAAS,CAAC,GAAG;YAC3B,CAAC,CAAC,gCAAkB,CAAC,GAAG;YACxB,CAAC,CAAC,gCAAkB,CAAC,IAAI,CAAA;IAC7B,CAAC;IACD,MAAM,KAAK,GAAG,IAAI,gBAAG,CAAC,aAAa,CAAC,CAAA;IACpC,MAAM,IAAI,GAAG,IAAI,gBAAG,CAAC,EAAE,CAAC,CAAA;IACxB,MAAM,GAAG,GAAG,IAAI,KAAK,uBAAS,CAAC,GAAG,CAAC,CAAC,CAAC,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,CAAA;IAEzE,IAAI,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QAChB,OAAO,GAAG,CAAC,EAAE,CAAC,CAAC,CAAC;YACd,CAAC,CAAC,gCAAkB,CAAC,WAAW;YAChC,CAAC,CAAC,gCAAkB,CAAC,YAAY,CAAA;IACrC,CAAC;IAED,IAAI,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QAChB,IAAI,GAAG,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;YACd,OAAO,gCAAkB,CAAC,WAAW,CAAA;QACvC,CAAC;QACD,IAAI,GAAG,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;YACd,OAAO,gCAAkB,CAAC,cAAc,CAAA;QAC1C,CAAC;QACD,IAAI,GAAG,CAAC,EAAE,CAAC,KAAK,CAAC,EAAE,CAAC;YAClB,OAAO,gCAAkB,CAAC,cAAc,CAAA;QAC1C,CAAC;QACD,OAAO,gCAAkB,CAAC,YAAY,CAAA;IACxC,CAAC;IAED,IAAI,GAAG,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACd,OAAO,gCAAkB,CAAC,YAAY,CAAA;IACxC,CAAC;IACD,IAAI,GAAG,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACd,OAAO,gCAAkB,CAAC,aAAa,CAAA;IACzC,CAAC;IACD,IAAI,GAAG,CAAC,EAAE,CAAC,KAAK,CAAC,EAAE,CAAC;QAClB,OAAO,gCAAkB,CAAC,eAAe,CAAA;IAC3C,CAAC;IACD,OAAO,gCAAkB,CAAC,aAAa,CAAA;AACzC,CAAC;AAUD,SAAgB,YAAY,CAC1B,IAAe,EACf,WAA6C;IAE7C,IAAI,WAAW,IAAI,IAAI,IAAI,CAAC,IAAA,0BAAe,EAAC,WAAW,CAAC,EAAE,CAAC;QACzD,OAAO,IAAI,KAAK,uBAAS,CAAC,GAAG;YAC3B,CAAC,CAAC,gCAAkB,CAAC,GAAG;YACxB,CAAC,CAAC,gCAAkB,CAAC,IAAI,CAAA;IAC7B,CAAC;IACD,MAAM,OAAO,GAAG,WAAW,IAAI,IAAI,IAAI,CAAC,IAAI,gBAAG,CAAC,WAAW,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAA;IAClE,IAAI,IAAI,KAAK,uBAAS,CAAC,GAAG,EAAE,CAAC;QAC3B,OAAO,OAAO;YACZ,CAAC,CAAC,gCAAkB,CAAC,YAAY;YACjC,CAAC,CAAC,gCAAkB,CAAC,WAAW,CAAA;IACpC,CAAC;IACD,OAAO,OAAO;QACZ,CAAC,CAAC,gCAAkB,CAAC,WAAW;QAChC,CAAC,CAAC,gCAAkB,CAAC,YAAY,CAAA;AACrC,CAAC"}

package/dist/cjs/math/order.d.ts

@@ -1,7 +1,8 @@
-import { type FeeTier, type Market, type MarketContext, type Order, type OrderbookLevel, type Position, type Quote, type QuoteSide, type TradeType } from '@lifi/perps-types';
+import { type DecimalString, type FeeTier, type Market, type MarketContext, type Order, type OrderbookLevel, type Position, type Quote, type QuoteSide, type TradeType } from '@lifi/perps-types';
 export declare function calculateSize(marginUsd: number, leverage: number, price: number): number;
 export declare function estimateFees(sizeUsd: number, feeRate: number): number;
 export declare function applySlippage(price: number, slippagePercent: number, isBuy: boolean): number;
+export declare function applySlippageToPrice(price: DecimalString, slippagePercent: number, isBuy: boolean): DecimalString;
 export interface ExpectedPnl {
     amount: number;
     percent: number;

package/dist/cjs/math/order.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"order.d.ts","sourceRoot":"","sources":["../../../src/math/order.ts"],"names":[],"mappings":"AAKA,OAAO,EACL,KAAK,OAAO,EACZ,KAAK,MAAM,EACX,KAAK,aAAa,EAClB,KAAK,KAAK,EACV,KAAK,cAAc,EAInB,KAAK,QAAQ,EAEb,KAAK,KAAK,EACV,KAAK,SAAS,EAEd,KAAK,SAAS,EAEf,MAAM,mBAAmB,CAAA;AAyB1B,wBAAgB,aAAa,CAC3B,SAAS,EAAE,MAAM,EACjB,QAAQ,EAAE,MAAM,EAChB,KAAK,EAAE,MAAM,GACZ,MAAM,CAQR;AAUD,wBAAgB,YAAY,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,GAAG,MAAM,CAKrE;AAWD,wBAAgB,aAAa,CAC3B,KAAK,EAAE,MAAM,EACb,eAAe,EAAE,MAAM,EACvB,KAAK,EAAE,OAAO,GACb,MAAM,CAYR;AAOD,MAAM,WAAW,WAAW;IAE1B,MAAM,EAAE,MAAM,CAAA;IAEd,OAAO,EAAE,MAAM,CAAA;CAChB;AAaD,wBAAgB,oBAAoB,CAClC,YAAY,EAAE,MAAM,EACpB,UAAU,EAAE,MAAM,EAClB,QAAQ,EAAE,MAAM,EAChB,MAAM,EAAE,OAAO,EACf,MAAM,EAAE,MAAM,GACb,WAAW,GAAG,IAAI,CAapB;AAWD,wBAAgB,qBAAqB,CACnC,OAAO,EAAE,MAAM,EACf,UAAU,EAAE,MAAM,EAClB,QAAQ,EAAE,MAAM,EAChB,MAAM,EAAE,OAAO,GACd,MAAM,CAYR;AAWD,wBAAgB,uBAAuB,CACrC,KAAK,EAAE,MAAM,EACb,UAAU,EAAE,MAAM,EAClB,QAAQ,EAAE,MAAM,EAChB,MAAM,EAAE,OAAO,GACd,MAAM,CAWR;AAWD,wBAAgB,2BAA2B,CACzC,WAAW,EAAE,MAAM,EACnB,IAAI,EAAE,MAAM,EACZ,KAAK,EAAE,MAAM,GACZ,MAAM,CASR;AAGD,UAAU,QAAQ;IAEhB,QAAQ,EAAE,MAAM,CAAA;IAEhB,cAAc,EAAE,MAAM,CAAA;IAEtB,IAAI,EAAE,MAAM,CAAA;IAEZ,qBAAqB,EAAE,OAAO,CAAA;CAC/B;AAeD,wBAAgB,aAAa,CAC3B,MAAM,EAAE,cAAc,EAAE,EACxB,OAAO,EAAE,MAAM,GACd,QAAQ,CAgCV;AAcD,UAAU,eAAe;IACvB,QAAQ,EAAE,MAAM,CAAA;IAChB,MAAM,EAAE,MAAM,CAAA;IACd,IAAI,EAAE,SAAS,CAAA;IACf,IAAI,EAAE,SAAS,CAAA;IACf,OAAO,EAAE,MAAM,CAAA;IACf,MAAM,EAAE,MAAM,CAAA;IACd,KAAK,EAAE,aAAa,CAAA;IACpB,IAAI,EAAE,cAAc,EAAE,CAAA;IACtB,IAAI,EAAE,cAAc,EAAE,CAAA;IAEtB,OAAO,EAAE,OAAO,CAAA;IAChB,SAAS,EAAE,MAAM,CAAA;CAClB;AAcD,wBAAgB,UAAU,CAAC,KAAK,EAAE,eAAe,GAAG,KAAK,CA+BxD;AASD,wBAAgB,oBAAoB,CAClC,QAAQ,EAAE,MAAM,EAChB,SAAS,EAAE,SAAS,QAAQ,EAAE,GAC7B,QAAQ,GAAG,SAAS,CAEtB;AAYD,wBAAgB,gBAAgB,CAC9B,SAAS,EAAE,MAAM,EACjB,YAAY,EAAE,MAAM,GACnB,MAAM,CAKR;AAoHD,wBAAgB,mBAAmB,CACjC,KAAK,EAAE,KAAK,EACZ,QAAQ,EAAE,QAAQ,GAAG,SAAS,GAC7B,MAAM,GAAG,IAAI,CAQf"}
+{"version":3,"file":"order.d.ts","sourceRoot":"","sources":["../../../src/math/order.ts"],"names":[],"mappings":"AAKA,OAAO,EACL,KAAK,aAAa,EAClB,KAAK,OAAO,EACZ,KAAK,MAAM,EACX,KAAK,aAAa,EAClB,KAAK,KAAK,EACV,KAAK,cAAc,EAInB,KAAK,QAAQ,EAEb,KAAK,KAAK,EACV,KAAK,SAAS,EAEd,KAAK,SAAS,EAEf,MAAM,mBAAmB,CAAA;AA0B1B,wBAAgB,aAAa,CAC3B,SAAS,EAAE,MAAM,EACjB,QAAQ,EAAE,MAAM,EAChB,KAAK,EAAE,MAAM,GACZ,MAAM,CAQR;AAUD,wBAAgB,YAAY,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,GAAG,MAAM,CAKrE;AAWD,wBAAgB,aAAa,CAC3B,KAAK,EAAE,MAAM,EACb,eAAe,EAAE,MAAM,EACvB,KAAK,EAAE,OAAO,GACb,MAAM,CAYR;AAWD,wBAAgB,oBAAoB,CAClC,KAAK,EAAE,aAAa,EACpB,eAAe,EAAE,MAAM,EACvB,KAAK,EAAE,OAAO,GACb,aAAa,CAaf;AAOD,MAAM,WAAW,WAAW;IAE1B,MAAM,EAAE,MAAM,CAAA;IAEd,OAAO,EAAE,MAAM,CAAA;CAChB;AAaD,wBAAgB,oBAAoB,CAClC,YAAY,EAAE,MAAM,EACpB,UAAU,EAAE,MAAM,EAClB,QAAQ,EAAE,MAAM,EAChB,MAAM,EAAE,OAAO,EACf,MAAM,EAAE,MAAM,GACb,WAAW,GAAG,IAAI,CAapB;AAWD,wBAAgB,qBAAqB,CACnC,OAAO,EAAE,MAAM,EACf,UAAU,EAAE,MAAM,EAClB,QAAQ,EAAE,MAAM,EAChB,MAAM,EAAE,OAAO,GACd,MAAM,CAYR;AAWD,wBAAgB,uBAAuB,CACrC,KAAK,EAAE,MAAM,EACb,UAAU,EAAE,MAAM,EAClB,QAAQ,EAAE,MAAM,EAChB,MAAM,EAAE,OAAO,GACd,MAAM,CAWR;AAWD,wBAAgB,2BAA2B,CACzC,WAAW,EAAE,MAAM,EACnB,IAAI,EAAE,MAAM,EACZ,KAAK,EAAE,MAAM,GACZ,MAAM,CASR;AAGD,UAAU,QAAQ;IAEhB,QAAQ,EAAE,MAAM,CAAA;IAEhB,cAAc,EAAE,MAAM,CAAA;IAEtB,IAAI,EAAE,MAAM,CAAA;IAEZ,qBAAqB,EAAE,OAAO,CAAA;CAC/B;AAeD,wBAAgB,aAAa,CAC3B,MAAM,EAAE,cAAc,EAAE,EACxB,OAAO,EAAE,MAAM,GACd,QAAQ,CAgCV;AAcD,UAAU,eAAe;IACvB,QAAQ,EAAE,MAAM,CAAA;IAChB,MAAM,EAAE,MAAM,CAAA;IACd,IAAI,EAAE,SAAS,CAAA;IACf,IAAI,EAAE,SAAS,CAAA;IACf,OAAO,EAAE,MAAM,CAAA;IACf,MAAM,EAAE,MAAM,CAAA;IACd,KAAK,EAAE,aAAa,CAAA;IACpB,IAAI,EAAE,cAAc,EAAE,CAAA;IACtB,IAAI,EAAE,cAAc,EAAE,CAAA;IAEtB,OAAO,EAAE,OAAO,CAAA;IAChB,SAAS,EAAE,MAAM,CAAA;CAClB;AAcD,wBAAgB,UAAU,CAAC,KAAK,EAAE,eAAe,GAAG,KAAK,CA+BxD;AASD,wBAAgB,oBAAoB,CAClC,QAAQ,EAAE,MAAM,EAChB,SAAS,EAAE,SAAS,QAAQ,EAAE,GAC7B,QAAQ,GAAG,SAAS,CAEtB;AAYD,wBAAgB,gBAAgB,CAC9B,SAAS,EAAE,MAAM,EACjB,YAAY,EAAE,MAAM,GACnB,MAAM,CAKR;AAoHD,wBAAgB,mBAAmB,CACjC,KAAK,EAAE,KAAK,EACZ,QAAQ,EAAE,QAAQ,GAAG,SAAS,GAC7B,MAAM,GAAG,IAAI,CAQf"}

package/dist/cjs/math/order.js

@@ -3,6 +3,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.calculateSize = calculateSize;
 exports.estimateFees = estimateFees;
 exports.applySlippage = applySlippage;
+exports.applySlippageToPrice = applySlippageToPrice;
 exports.calculateExpectedPnl = calculateExpectedPnl;
 exports.calculateTriggerPrice = calculateTriggerPrice;
 exports.calculateTriggerPercent = calculateTriggerPercent;
@@ -15,6 +16,7 @@ exports.estimateRealizedPnl = estimateRealizedPnl;
 const perps_types_1 = require("@lifi/perps-types");
 const big_js_1 = require("../decimal/big.js");
 const convert_js_1 = require("../decimal/convert.js");
+const requireDecimal_js_1 = require("../decimal/requireDecimal.js");
 const PerpsError_js_1 = require("../errors/PerpsError.js");
 const orderClassification_js_1 = require("../utils/orderClassification.js");
 const position_js_1 = require("./position.js");
@@ -46,6 +48,17 @@ function applySlippage(price, slippagePercent, isBuy) {
     }
     return new big_js_1.DivBig(price).div(multiplier).toNumber();
 }
+function applySlippageToPrice(price, slippagePercent, isBuy) {
+    const base = (0, requireDecimal_js_1.requireDecimal)(price, 'price');
+    if (!Number.isFinite(slippagePercent) || slippagePercent <= -100) {
+        throw new PerpsError_js_1.PerpsError(perps_types_1.PerpsErrorCode.ValidationError, `Invalid \`slippagePercent\`: ${slippagePercent}.`);
+    }
+    const multiplier = new big_js_1.DivBig(slippagePercent).div(100).plus(1);
+    const adjusted = isBuy
+        ? base.times(multiplier)
+        : new big_js_1.DivBig(base).div(multiplier);
+    return adjusted.eq(0) ? '0' : adjusted.toFixed();
+}
 function calculateExpectedPnl(triggerPrice, entryPrice, leverage, isLong, margin) {
     if (!triggerPrice || entryPrice === 0 || margin === 0) {
         return null;

package/dist/cjs/math/order.js.map

@@ -1 +1 @@
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package/dist/cjs/utils/warnOnce.d.ts

@@ -1,2 +1,3 @@
 export declare const createWarnOnce: () => ((key: string, message: string) => void);
+export declare const warnSkippedVenueRow: (provider: string, row: string, field: string, value: unknown) => void;
 //# sourceMappingURL=warnOnce.d.ts.map

package/dist/cjs/utils/warnOnce.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"warnOnce.d.ts","sourceRoot":"","sources":["../../../src/utils/warnOnce.ts"],"names":[],"mappings":"AAaA,eAAO,MAAM,cAAc,QAAO,CAAC,CAAC,GAAG,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,KAAK,IAAI,CAexE,CAAA"}
+{"version":3,"file":"warnOnce.d.ts","sourceRoot":"","sources":["../../../src/utils/warnOnce.ts"],"names":[],"mappings":"AAaA,eAAO,MAAM,cAAc,QAAO,CAAC,CAAC,GAAG,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,KAAK,IAAI,CAexE,CAAA;AAUD,eAAO,MAAM,mBAAmB,GAC9B,UAAU,MAAM,EAChB,KAAK,MAAM,EACX,OAAO,MAAM,EACb,OAAO,OAAO,KACb,IAGF,CAAA"}

package/dist/cjs/utils/warnOnce.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.createWarnOnce = void 0;
+exports.warnSkippedVenueRow = exports.createWarnOnce = void 0;
 const KEY_MEMORY_LIMIT = 256;
 const createWarnOnce = () => {
     const seen = new Set();
@@ -19,4 +19,10 @@ const createWarnOnce = () => {
     };
 };
 exports.createWarnOnce = createWarnOnce;
+const warnSkippedRowOnce = (0, exports.createWarnOnce)();
+const warnSkippedVenueRow = (provider, row, field, value) => {
+    const message = `[${provider}] skipping ${row} row: \`${field}\` is not a valid decimal: '${String(value)}'`;
+    warnSkippedRowOnce(message, message);
+};
+exports.warnSkippedVenueRow = warnSkippedVenueRow;
 //# sourceMappingURL=warnOnce.js.map

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

@@ -1 +1 @@
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+{"version":3,"file":"warnOnce.js","sourceRoot":"","sources":["../../../src/utils/warnOnce.ts"],"names":[],"mappings":";;;AAIA,MAAM,gBAAgB,GAAG,GAAG,CAAA;AASrB,MAAM,cAAc,GAAG,GAA6C,EAAE;IAC3E,MAAM,IAAI,GAAG,IAAI,GAAG,EAAU,CAAA;IAC9B,OAAO,CAAC,GAAG,EAAE,OAAO,EAAE,EAAE;QACtB,IAAI,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,CAAC;YAClB,OAAM;QACR,CAAC;QACD,IAAI,IAAI,CAAC,IAAI,IAAI,gBAAgB,EAAE,CAAC;YAClC,MAAM,MAAM,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC,IAAI,EAAE,CAAC,KAAK,CAAA;YACzC,IAAI,MAAM,KAAK,SAAS,EAAE,CAAC;gBACzB,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC,CAAA;YACrB,CAAC;QACH,CAAC;QACD,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,CAAA;QACb,OAAO,CAAC,IAAI,CAAC,OAAO,CAAC,CAAA;IACvB,CAAC,CAAA;AACH,CAAC,CAAA;AAfY,QAAA,cAAc,kBAe1B;AAED,MAAM,kBAAkB,GAAG,IAAA,sBAAc,GAAE,CAAA;AAQpC,MAAM,mBAAmB,GAAG,CACjC,QAAgB,EAChB,GAAW,EACX,KAAa,EACb,KAAc,EACR,EAAE;IACR,MAAM,OAAO,GAAG,IAAI,QAAQ,cAAc,GAAG,WAAW,KAAK,+BAA+B,MAAM,CAAC,KAAK,CAAC,GAAG,CAAA;IAC5G,kBAAkB,CAAC,OAAO,EAAE,OAAO,CAAC,CAAA;AACtC,CAAC,CAAA;AARY,QAAA,mBAAmB,uBAQ/B"}

package/dist/cjs/version.d.ts

@@ -1,3 +1,3 @@
 export declare const name = "@lifi/perps-sdk";
-export declare const version = "0.0.0-preview-6eac2b9";
+export declare const version = "0.0.0-preview-3a2890c";
 //# sourceMappingURL=version.d.ts.map

package/dist/cjs/version.js

@@ -2,5 +2,5 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.version = exports.name = void 0;
 exports.name = '@lifi/perps-sdk';
-exports.version = '0.0.0-preview-6eac2b9';
+exports.version = '0.0.0-preview-3a2890c';
 //# sourceMappingURL=version.js.map