@lifi/perps-sdk 21.1.0 → 23.0.0

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

@@ -1,4 +1,4 @@
-import { FillClassification, OrderSide } from '@lifi/perps-types';
+import { type DecimalString, FillClassification, OrderSide } from '@lifi/perps-types';
 /**
  * Re-exported fill taxonomy used by {@link classifyFillFromPosition}.
  *
@@ -15,12 +15,12 @@ export { FillClassification };
  * @param sz Unsigned fill size, parsed with `parseFloat`.
  * @public
  */
-export declare function classifyFillFromPosition(startPosition: string, side: string, sz: string): FillClassification;
+export declare function classifyFillFromPosition(startPosition: DecimalString, side: string, sz: DecimalString): FillClassification;
 /**
  * Classify a fill as open or close based on realizedPnl.
  * @deprecated Use `Fill.classification` instead — it uses startPosition
  * for accurate open/increase/reduce/close/reverse classification.
  * @public
  */
-export declare function classifyFill(side: OrderSide, realizedPnl: string | null | undefined): FillClassification;
+export declare function classifyFill(side: OrderSide, realizedPnl: DecimalString | null | undefined): FillClassification;
 //# sourceMappingURL=fills.d.ts.map

package/dist/esm/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;AAG1B;;;;GAIG;AACH,OAAO,EAAE,kBAAkB,EAAE,CAAA;AAE7B;;;;;;;;;GASG;AACH,wBAAgB,wBAAwB,CACtC,aAAa,EAAE,aAAa,EAC5B,IAAI,EAAE,MAAM,EACZ,EAAE,EAAE,aAAa,GAChB,kBAAkB,CAkCpB;AAED;;;;;GAKG;AACH,wBAAgB,YAAY,CAC1B,IAAI,EAAE,SAAS,EACf,WAAW,EAAE,aAAa,GAAG,IAAI,GAAG,SAAS,GAC5C,kBAAkB,CAUpB"}

package/dist/esm/math/fills.js

@@ -1,4 +1,4 @@
-import { FillClassification, OrderSide } from '@lifi/perps-types';
+import { FillClassification, OrderSide, } from '@lifi/perps-types';
 import { parseDecimal } from '../decimal/parse.js';
 /**
  * Re-exported fill taxonomy used by {@link classifyFillFromPosition}.

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

@@ -1 +1 @@
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+{"version":3,"file":"fills.js","sourceRoot":"","sources":["../../../src/math/fills.ts"],"names":[],"mappings":"AAAA,OAAO,EAEL,kBAAkB,EAClB,SAAS,GACV,MAAM,mBAAmB,CAAA;AAC1B,OAAO,EAAE,YAAY,EAAE,MAAM,qBAAqB,CAAA;AAElD;;;;GAIG;AACH,OAAO,EAAE,kBAAkB,EAAE,CAAA;AAE7B;;;;;;;;;GASG;AACH,MAAM,UAAU,wBAAwB,CACtC,aAA4B,EAC5B,IAAY,EACZ,EAAiB;IAEjB,MAAM,KAAK,GAAG,UAAU,CAAC,aAAa,CAAC,CAAA;IACvC,MAAM,KAAK,GAAG,IAAI,KAAK,GAAG,CAAC,CAAC,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,UAAU,CAAC,EAAE,CAAC,CAAA;IAC7D,MAAM,GAAG,GAAG,KAAK,GAAG,KAAK,CAAA;IAEzB,IAAI,KAAK,KAAK,CAAC,EAAE,CAAC;QAChB,OAAO,GAAG,GAAG,CAAC;YACZ,CAAC,CAAC,kBAAkB,CAAC,WAAW;YAChC,CAAC,CAAC,kBAAkB,CAAC,YAAY,CAAA;IACrC,CAAC;IAED,IAAI,KAAK,GAAG,CAAC,EAAE,CAAC;QACd,IAAI,GAAG,KAAK,CAAC,EAAE,CAAC;YACd,OAAO,kBAAkB,CAAC,WAAW,CAAA;QACvC,CAAC;QACD,IAAI,GAAG,GAAG,CAAC,EAAE,CAAC;YACZ,OAAO,kBAAkB,CAAC,cAAc,CAAA;QAC1C,CAAC;QACD,IAAI,GAAG,GAAG,KAAK,EAAE,CAAC;YAChB,OAAO,kBAAkB,CAAC,cAAc,CAAA;QAC1C,CAAC;QACD,OAAO,kBAAkB,CAAC,YAAY,CAAA;IACxC,CAAC;IAED,IAAI,GAAG,KAAK,CAAC,EAAE,CAAC;QACd,OAAO,kBAAkB,CAAC,YAAY,CAAA;IACxC,CAAC;IACD,IAAI,GAAG,GAAG,CAAC,EAAE,CAAC;QACZ,OAAO,kBAAkB,CAAC,aAAa,CAAA;IACzC,CAAC;IACD,IAAI,GAAG,GAAG,KAAK,EAAE,CAAC;QAChB,OAAO,kBAAkB,CAAC,eAAe,CAAA;IAC3C,CAAC;IACD,OAAO,kBAAkB,CAAC,aAAa,CAAA;AACzC,CAAC;AAED;;;;;GAKG;AACH,MAAM,UAAU,YAAY,CAC1B,IAAe,EACf,WAA6C;IAE7C,MAAM,OAAO,GAAG,WAAW,IAAI,IAAI,IAAI,YAAY,CAAC,WAAW,CAAC,KAAK,CAAC,CAAA;IACtE,IAAI,IAAI,KAAK,SAAS,CAAC,GAAG,EAAE,CAAC;QAC3B,OAAO,OAAO;YACZ,CAAC,CAAC,kBAAkB,CAAC,YAAY;YACjC,CAAC,CAAC,kBAAkB,CAAC,WAAW,CAAA;IACpC,CAAC;IACD,OAAO,OAAO;QACZ,CAAC,CAAC,kBAAkB,CAAC,WAAW;QAChC,CAAC,CAAC,kBAAkB,CAAC,YAAY,CAAA;AACrC,CAAC"}

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

@@ -2,7 +2,7 @@
  * Display-tier order formulas. Every function takes and gives `number`;
  * exact decimal arithmetic happens internally with `DivBig`.
  */
-import { type FeeTier, type Market, type MarketContext, type Order, type OrderbookLevel, type Position, type Quote, type QuoteSide, type RegularOrder, type TradeType, type TriggerOrder } from '@lifi/perps-types';
+import { type FeeTier, type Market, type MarketContext, type Order, type OrderbookLevel, type Position, type Quote, type QuoteSide, type TradeType } from '@lifi/perps-types';
 /**
  * Calculate position size in asset units from margin.
  *
@@ -17,10 +17,6 @@ import { type FeeTier, type Market, type MarketContext, type Order, type Orderbo
  * @public
  */
 export declare function calculateSize(marginUsd: number, leverage: number, price: number): number;
-/**
- * @deprecated Use `calculateSize`. Removed in the next major.
- */
-export declare const calculatePositionSize: typeof calculateSize;
 /**
  * Estimate trading fees.
  *
@@ -73,10 +69,6 @@ export declare function calculateExpectedPnl(triggerPrice: number, entryPrice: n
  * @public
  */
 export declare function calculateTriggerPrice(percent: number, entryPrice: number, leverage: number, isLong: boolean): number;
-/**
- * @deprecated Use `calculateTriggerPrice`. Removed in the next major.
- */
-export declare const priceFromPercent: typeof calculateTriggerPrice;
 /**
  * Calculate the percentage gain/loss a trigger price realises.
  *
@@ -87,10 +79,6 @@ export declare const priceFromPercent: typeof calculateTriggerPrice;
  * @public
  */
 export declare function calculateTriggerPercent(price: number, entryPrice: number, leverage: number, isLong: boolean): number;
-/**
- * @deprecated Use `calculateTriggerPercent`. Removed in the next major.
- */
-export declare const percentFromPrice: typeof calculateTriggerPercent;
 /**
  * Calculate realized PnL as a percentage of position value at close.
  *
@@ -149,7 +137,8 @@ interface BuildQuoteInput {
  * the market's `funding` (`null` for spot, which has none).
  *
  * @throws {PerpsError} `ValidationError` when a book level does not parse to
- *   a finite number — see {@link walkOrderbook}.
+ *   a finite number — see {@link walkOrderbook} — or when a quoted figure is
+ *   not finite (a non-finite `sizeUsd`, mark price or taker fee).
  * @public
  */
 export declare function buildQuote(input: BuildQuoteInput): Quote;
@@ -172,18 +161,6 @@ export declare function findMatchingPosition(marketId: string, positions: readon
  * @public
  */
 export declare function resolveCloseSize(orderSize: number, positionSize: number): number;
-/**
- * Expected rPnL for a resting limit order against a matching position.
- *
- * Reducing requires opposite sides (long position + SELL, short position +
- * BUY). Same-side orders add to the position and have no rPnL → `null`.
- * Projects `remainingSize`, because an already-filled quantity has realised
- * its PnL at the fill price rather than at this order's limit price. A
- * `remainingSize` of zero leaves nothing to project.
- */
-declare function regularOrderRealizedPnl(order: RegularOrder, position: Position | undefined): number | null;
-/** Project the unfilled closing quantity of an active trigger at its trigger price. */
-declare function triggerOrderRealizedPnl(order: TriggerOrder, position: Position | undefined): number | null;
 /**
  * Expected rPnL an unfilled order would realise against a matching position:
  * a resting limit order prices off its limit, an armed trigger off its trigger
@@ -195,13 +172,5 @@ declare function triggerOrderRealizedPnl(order: TriggerOrder, position: Position
  * @public
  */
 export declare function estimateRealizedPnl(order: Order, position: Position | undefined): number | null;
-/**
- * @deprecated Use `estimateRealizedPnl`. Removed in the next major.
- */
-export declare const expectedRealizedPnlForOpenOrder: typeof regularOrderRealizedPnl;
-/**
- * @deprecated Use `estimateRealizedPnl`. Removed in the next major.
- */
-export declare const expectedRealizedPnlForTriggerOrder: typeof triggerOrderRealizedPnl;
 export {};
 //# sourceMappingURL=order.d.ts.map

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

@@ -1 +1 @@
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package/dist/esm/math/order.js

@@ -4,6 +4,7 @@
  */
 import { OrderSide, OrderStatus, PerpsErrorCode, PositionSide, } from '@lifi/perps-types';
 import { areFinite, DivBig } from '../decimal/big.js';
+import { numberToDecimalString } from '../decimal/convert.js';
 import { PerpsError } from '../errors/PerpsError.js';
 import { isActiveOrderStatus, isRegularOrder, isTriggerOrder, } from '../utils/orderClassification.js';
 import { calculateRealizedPnl } from './position.js';
@@ -29,10 +30,6 @@ export function calculateSize(marginUsd, leverage, price) {
     }
     return new DivBig(marginUsd).times(leverage).div(price).toNumber();
 }
-/**
- * @deprecated Use `calculateSize`. Removed in the next major.
- */
-export const calculatePositionSize = calculateSize;
 /**
  * Estimate trading fees.
  *
@@ -116,10 +113,6 @@ export function calculateTriggerPrice(percent, entryPrice, leverage, isLong) {
     const entry = new DivBig(entryPrice);
     return (isLong ? entry.plus(priceDelta) : entry.minus(priceDelta)).toNumber();
 }
-/**
- * @deprecated Use `calculateTriggerPrice`. Removed in the next major.
- */
-export const priceFromPercent = calculateTriggerPrice;
 /**
  * Calculate the percentage gain/loss a trigger price realises.
  *
@@ -141,10 +134,6 @@ export function calculateTriggerPercent(price, entryPrice, leverage, isLong) {
         : new DivBig(entryPrice).minus(price);
     return priceDiff.div(entryPrice).times(leverage).times(100).toNumber();
 }
-/**
- * @deprecated Use `calculateTriggerPercent`. Removed in the next major.
- */
-export const percentFromPrice = calculateTriggerPercent;
 /**
  * Calculate realized PnL as a percentage of position value at close.
  *
@@ -226,7 +215,8 @@ function parseLevel(level) {
  * the market's `funding` (`null` for spot, which has none).
  *
  * @throws {PerpsError} `ValidationError` when a book level does not parse to
- *   a finite number — see {@link walkOrderbook}.
+ *   a finite number — see {@link walkOrderbook} — or when a quoted figure is
+ *   not finite (a non-finite `sizeUsd`, mark price or taker fee).
  * @public
  */
 export function buildQuote(input) {
@@ -244,14 +234,14 @@ export function buildQuote(input) {
         marketId: market.id,
         type: input.type,
         side,
-        sizeUsd: sizeUsd.toString(),
-        baseSize: walk.baseSize.toString(),
+        sizeUsd: numberToDecimalString(sizeUsd),
+        baseSize: numberToDecimalString(walk.baseSize),
         markPrice: price.markPrice,
-        expectedFillPrice: walk.vwap.toString(),
-        priceImpactBps: priceImpactBps.toString(),
+        expectedFillPrice: numberToDecimalString(walk.vwap),
+        priceImpactBps: numberToDecimalString(priceImpactBps),
         feeTier,
         isDefaultFeeTier: true,
-        feeUsd: feeUsd.toString(),
+        feeUsd: numberToDecimalString(feeUsd),
         funding: price.funding ?? null,
         insufficientLiquidity: walk.insufficientLiquidity,
         timestamp: input.timestamp,
@@ -381,12 +371,4 @@ export function estimateRealizedPnl(order, position) {
     }
     return null;
 }
-/**
- * @deprecated Use `estimateRealizedPnl`. Removed in the next major.
- */
-export const expectedRealizedPnlForOpenOrder = regularOrderRealizedPnl;
-/**
- * @deprecated Use `estimateRealizedPnl`. Removed in the next major.
- */
-export const expectedRealizedPnlForTriggerOrder = triggerOrderRealizedPnl;
 //# sourceMappingURL=order.js.map

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

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package/dist/esm/math/position.d.ts

@@ -1,17 +1,13 @@
 /**
- * Display-tier position formulas. Every function takes and gives `number`;
- * exact decimal arithmetic happens internally with `DivBig`.
+ * Display-tier position formulas and margin-adjustment predicates. Every
+ * formula takes and gives `number`; exact decimal arithmetic happens
+ * internally with `DivBig`.
  *
  * Sign convention: long = +1, short = -1. Sizes passed to the `estimate*`
  * helpers are always non-negative magnitudes; direction is carried by
  * `isLong`.
  */
-/**
- * Direction sign for a position.
- *
- * @deprecated Inline `isLong ? 1 : -1`. Removed in the next major.
- */
-export declare function directionSign(isLong: boolean): 1 | -1;
+import { type Position } from '@lifi/perps-types';
 /**
  * Calculate notional value of a position.
  *
@@ -62,10 +58,6 @@ export declare function calculateLiquidationDistance(params: {
     liquidationPrice: number;
     currentPrice: number;
 }): number;
-/**
- * @deprecated Use `calculateLiquidationDistance`. Removed in the next major.
- */
-export declare const liquidationDistancePercent: typeof calculateLiquidationDistance;
 /**
  * Effective leverage of an open position.
  *
@@ -80,10 +72,6 @@ export declare function calculateEffectiveLeverage(params: {
     positionValueUsd: number;
     marginUsd: number;
 }): number;
-/**
- * @deprecated Use `calculateEffectiveLeverage`. Removed in the next major.
- */
-export declare const effectiveLeverage: typeof calculateEffectiveLeverage;
 /**
  * Estimated liquidation price for an isolated-margin position, parameterised
  * by the venue's maintenance margin rate.
@@ -108,10 +96,6 @@ export declare function estimateLiquidationPrice(params: {
     isLong: boolean;
     maintenanceMarginRate: number;
 }): number | undefined;
-/**
- * @deprecated Use `estimateLiquidationPrice`. Removed in the next major.
- */
-export declare const estimateIsolatedLiquidationPrice: typeof estimateLiquidationPrice;
 /**
  * Whether an isolated position with this liquidation price is already past
  * liquidation at `currentPrice`: a long liquidates when the price falls to its
@@ -147,10 +131,6 @@ export declare function estimateAverageEntryPrice(params: {
     addSize: number;
     fillPrice: number;
 }): number | undefined;
-/**
- * @deprecated Use `estimateAverageEntryPrice`. Removed in the next major.
- */
-export declare const predictAverageEntryPrice: typeof estimateAverageEntryPrice;
 /**
  * Estimated effective leverage after adding margin and notional.
  *
@@ -168,10 +148,6 @@ export declare function estimateNewLeverage(params: {
     addNotional: number;
     addMargin: number;
 }): number | undefined;
-/**
- * @deprecated Use `estimateNewLeverage`. Removed in the next major.
- */
-export declare const predictNewLeverage: typeof estimateNewLeverage;
 /**
  * Estimated unrealised PnL at the current mark price.
  *
@@ -186,10 +162,6 @@ export declare function estimateUnrealizedPnl(params: {
     size: number;
     isLong: boolean;
 }): number;
-/**
- * @deprecated Use `estimateUnrealizedPnl`. Removed in the next major.
- */
-export declare const predictUnrealizedPnl: typeof estimateUnrealizedPnl;
 /**
  * Realised PnL on the portion of a position being closed.
  *
@@ -205,7 +177,17 @@ export declare function calculateRealizedPnl(params: {
     isLong: boolean;
 }): number;
 /**
- * @deprecated Use `calculateRealizedPnl`. Removed in the next major.
+ * Whether this position can take a margin adjustment at all: it holds margin of
+ * its own and its market exposes individual position margin.
+ *
+ * @public
+ */
+export declare function positionSupportsMarginAdjustment(position: Position): boolean;
+/**
+ * Whether a removal is among the adjustments this position permits. An
+ * `ADD_ONLY` market takes adds and no withdrawal.
+ *
+ * @public
  */
-export declare const realizedPnlOnClose: typeof calculateRealizedPnl;
+export declare function positionSupportsMarginRemoval(position: Position): boolean;
 //# sourceMappingURL=position.d.ts.map

package/dist/esm/math/position.d.ts.map

@@ -1 +1 @@
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package/dist/esm/math/position.js

@@ -1,20 +1,14 @@
 /**
- * Display-tier position formulas. Every function takes and gives `number`;
- * exact decimal arithmetic happens internally with `DivBig`.
+ * Display-tier position formulas and margin-adjustment predicates. Every
+ * formula takes and gives `number`; exact decimal arithmetic happens
+ * internally with `DivBig`.
  *
  * Sign convention: long = +1, short = -1. Sizes passed to the `estimate*`
  * helpers are always non-negative magnitudes; direction is carried by
  * `isLong`.
  */
+import { MarginMode, PositionMarginAdjustment, } from '@lifi/perps-types';
 import { areFinite, DivBig } from '../decimal/big.js';
-/**
- * Direction sign for a position.
- *
- * @deprecated Inline `isLong ? 1 : -1`. Removed in the next major.
- */
-export function directionSign(isLong) {
-    return isLong ? 1 : -1;
-}
 /**
  * Calculate notional value of a position.
  *
@@ -94,10 +88,6 @@ export function calculateLiquidationDistance(params) {
     }
     return Math.abs((liquidationPrice - currentPrice) / currentPrice) * 100;
 }
-/**
- * @deprecated Use `calculateLiquidationDistance`. Removed in the next major.
- */
-export const liquidationDistancePercent = calculateLiquidationDistance;
 /**
  * Effective leverage of an open position.
  *
@@ -118,10 +108,6 @@ export function calculateEffectiveLeverage(params) {
     }
     return new DivBig(positionValueUsd).div(marginUsd).toNumber();
 }
-/**
- * @deprecated Use `calculateEffectiveLeverage`. Removed in the next major.
- */
-export const effectiveLeverage = calculateEffectiveLeverage;
 /**
  * Estimated liquidation price for an isolated-margin position, parameterised
  * by the venue's maintenance margin rate.
@@ -162,10 +148,6 @@ export function estimateLiquidationPrice(params) {
         .minus(marginAvailable.times(side).div(mmr.times(-side).plus(1)))
         .toNumber();
 }
-/**
- * @deprecated Use `estimateLiquidationPrice`. Removed in the next major.
- */
-export const estimateIsolatedLiquidationPrice = estimateLiquidationPrice;
 /**
  * Whether an isolated position with this liquidation price is already past
  * liquidation at `currentPrice`: a long liquidates when the price falls to its
@@ -217,10 +199,6 @@ export function estimateAverageEntryPrice(params) {
         .div(new DivBig(currentSize).plus(addSize))
         .toNumber();
 }
-/**
- * @deprecated Use `estimateAverageEntryPrice`. Removed in the next major.
- */
-export const predictAverageEntryPrice = estimateAverageEntryPrice;
 /**
  * Estimated effective leverage after adding margin and notional.
  *
@@ -246,10 +224,6 @@ export function estimateNewLeverage(params) {
         .div(new DivBig(currentMargin).plus(addMargin))
         .toNumber();
 }
-/**
- * @deprecated Use `estimateNewLeverage`. Removed in the next major.
- */
-export const predictNewLeverage = estimateNewLeverage;
 /**
  * Estimated unrealised PnL at the current mark price.
  *
@@ -269,10 +243,6 @@ export function estimateUnrealizedPnl(params) {
         .times(isLong ? 1 : -1)
         .toNumber();
 }
-/**
- * @deprecated Use `estimateUnrealizedPnl`. Removed in the next major.
- */
-export const predictUnrealizedPnl = estimateUnrealizedPnl;
 /**
  * Realised PnL on the portion of a position being closed.
  *
@@ -293,7 +263,24 @@ export function calculateRealizedPnl(params) {
         .toNumber();
 }
 /**
- * @deprecated Use `calculateRealizedPnl`. Removed in the next major.
+ * Whether this position can take a margin adjustment at all: it holds margin of
+ * its own and its market exposes individual position margin.
+ *
+ * @public
+ */
+export function positionSupportsMarginAdjustment(position) {
+    return (position.marginMode === MarginMode.ISOLATED &&
+        position.market.positionMarginAdjustment !== PositionMarginAdjustment.NONE);
+}
+/**
+ * Whether a removal is among the adjustments this position permits. An
+ * `ADD_ONLY` market takes adds and no withdrawal.
+ *
+ * @public
  */
-export const realizedPnlOnClose = calculateRealizedPnl;
+export function positionSupportsMarginRemoval(position) {
+    return (positionSupportsMarginAdjustment(position) &&
+        position.market.positionMarginAdjustment ===
+            PositionMarginAdjustment.ADD_AND_REMOVE);
+}
 //# sourceMappingURL=position.js.map

package/dist/esm/math/position.js.map

@@ -1 +1 @@
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package/dist/esm/services/resolveSubscribeQuote.d.ts

@@ -1,4 +1,4 @@
-import type { FeeTier } from '@lifi/perps-types';
+import { type FeeTier } from '@lifi/perps-types';
 import type { PerpsSDKClient, ProviderGetQuoteParams, QuoteListener } from '../types/provider.js';
 import type { WsProvider } from '../websocket/types.js';
 /**
@@ -25,6 +25,11 @@ export declare const QUOTE_THROTTLE_MS = 100;
  * listeners once and cancels any pending trailing emission, so the wire
  * subscriptions' ref counts cannot be double-decremented.
  *
+ * A throw while building or delivering a streamed quote (an unparsable mark
+ * price, a throwing `onQuote`) is logged via `wsLog.listenerFailure` and the
+ * emission is skipped, on both the immediate and the trailing-timer path.
+ *
+ * @throws {PerpsError} `ValidationError` when `params.size` is not finite.
  * @throws {PerpsError} `MarketNotFound` when no market matches symbol+type.
  * @internal
  */

package/dist/esm/services/resolveSubscribeQuote.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"resolveSubscribeQuote.d.ts","sourceRoot":"","sources":["../../../src/services/resolveSubscribeQuote.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EACV,OAAO,EAGR,MAAM,mBAAmB,CAAA;AAE1B,OAAO,KAAK,EACV,cAAc,EACd,sBAAsB,EACtB,aAAa,EACd,MAAM,sBAAsB,CAAA;AAC7B,OAAO,KAAK,EAAE,UAAU,EAAE,MAAM,uBAAuB,CAAA;AAGvD;;;;;;GAMG;AACH,eAAO,MAAM,iBAAiB,MAAM,CAAA;AAEpC;;;;;;;;;;;;;;;;;;GAkBG;AACH,wBAAsB,qBAAqB,CACzC,MAAM,EAAE,cAAc,EACtB,QAAQ,EAAE,MAAM,EAChB,EAAE,EAAE,IAAI,CAAC,UAAU,EAAE,WAAW,CAAC,EACjC,MAAM,EAAE,sBAAsB,EAC9B,OAAO,EAAE,OAAO,EAChB,OAAO,EAAE,aAAa,GACrB,OAAO,CAAC,MAAM,IAAI,CAAC,CAuFrB"}
+{"version":3,"file":"resolveSubscribeQuote.d.ts","sourceRoot":"","sources":["../../../src/services/resolveSubscribeQuote.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,KAAK,OAAO,EAIb,MAAM,mBAAmB,CAAA;AAG1B,OAAO,KAAK,EACV,cAAc,EACd,sBAAsB,EACtB,aAAa,EACd,MAAM,sBAAsB,CAAA;AAC7B,OAAO,KAAK,EAAE,UAAU,EAAE,MAAM,uBAAuB,CAAA;AAIvD;;;;;;GAMG;AACH,eAAO,MAAM,iBAAiB,MAAM,CAAA;AAEpC;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AACH,wBAAsB,qBAAqB,CACzC,MAAM,EAAE,cAAc,EACtB,QAAQ,EAAE,MAAM,EAChB,EAAE,EAAE,IAAI,CAAC,UAAU,EAAE,WAAW,CAAC,EACjC,MAAM,EAAE,sBAAsB,EAC9B,OAAO,EAAE,OAAO,EAChB,OAAO,EAAE,aAAa,GACrB,OAAO,CAAC,MAAM,IAAI,CAAC,CAiGrB"}

package/dist/esm/services/resolveSubscribeQuote.js

@@ -1,4 +1,7 @@
+import { PerpsErrorCode, } from '@lifi/perps-types';
+import { PerpsError } from '../errors/PerpsError.js';
 import { buildQuote } from '../math/order.js';
+import { wsLog } from '../websocket/wsLog.js';
 import { resolveQuoteMarket, resolveQuotePrice } from './resolveQuote.js';
 /**
  * Minimum gap between successive streamed {@link Quote} emissions — the same
@@ -24,10 +27,18 @@ export const QUOTE_THROTTLE_MS = 100;
  * listeners once and cancels any pending trailing emission, so the wire
  * subscriptions' ref counts cannot be double-decremented.
  *
+ * A throw while building or delivering a streamed quote (an unparsable mark
+ * price, a throwing `onQuote`) is logged via `wsLog.listenerFailure` and the
+ * emission is skipped, on both the immediate and the trailing-timer path.
+ *
+ * @throws {PerpsError} `ValidationError` when `params.size` is not finite.
  * @throws {PerpsError} `MarketNotFound` when no market matches symbol+type.
  * @internal
  */
 export async function resolveSubscribeQuote(client, provider, ws, params, feeTier, onQuote) {
+    if (!Number.isFinite(params.size)) {
+        throw new PerpsError(PerpsErrorCode.ValidationError, `Quote size must be a finite number, got ${params.size}`);
+    }
     const market = await resolveQuoteMarket(client, provider, params);
     // REST snapshot seeds the context; the marketContext subscription below
     // keeps it live so streamed impact/funding track the moving market.
@@ -40,19 +51,24 @@ export async function resolveSubscribeQuote(client, provider, ws, params, feeTie
             return;
         }
         lastEmitAt = Date.now();
-        onQuote(buildQuote({
-            provider,
-            symbol: params.symbol,
-            type: params.type,
-            side: params.side,
-            sizeUsd: params.size,
-            market,
-            price: latestContext,
-            bids: latestBook.bids,
-            asks: latestBook.asks,
-            feeTier,
-            timestamp: Date.now(),
-        }));
+        try {
+            onQuote(buildQuote({
+                provider,
+                symbol: params.symbol,
+                type: params.type,
+                side: params.side,
+                sizeUsd: params.size,
+                market,
+                price: latestContext,
+                bids: latestBook.bids,
+                asks: latestBook.asks,
+                feeTier,
+                timestamp: Date.now(),
+            }));
+        }
+        catch (error) {
+            wsLog.listenerFailure(provider, 'quote', error);
+        }
     };
     const unsubscribeContext = await ws.subscribe({ channel: 'marketContext', dex: provider, marketId: market.id }, (event) => {
         if (event.channel !== 'marketContext') {