@lifi/perps-sdk 23.1.0 → 25.0.0

package/src/math/fills.ts

@@ -3,7 +3,9 @@ import {
   FillClassification,
   OrderSide,
 } from '@lifi/perps-types'
-import { parseDecimal } from '../decimal/parse.js'
+import Big from 'big.js'
+import { isDecimalStringZero } from '../decimal/compare.js'
+import { isDecimalString } from '../decimal/parse.js'
 
 /**
  * Re-exported fill taxonomy used by {@link classifyFillFromPosition}.
@@ -18,45 +20,51 @@ export { FillClassification }
  *
  * @param startPosition Signed position held BEFORE this fill (`> 0` long,
  *   `< 0` short, `0` flat).
- * @param side Hyperliquid-style: `'B'` for buy, anything else for sell.
- * @param sz Unsigned fill size, parsed with `parseFloat`.
+ * @param sz Unsigned fill size.
+ * @returns `BUY` or `SELL` when `startPosition` or `sz` does not match the
+ *   decimal pattern, so one malformed venue fill still maps.
  * @public
  */
 export function classifyFillFromPosition(
   startPosition: DecimalString,
-  side: string,
+  side: OrderSide,
   sz: DecimalString
 ): FillClassification {
-  const start = parseFloat(startPosition)
-  const delta = side === 'B' ? parseFloat(sz) : -parseFloat(sz)
-  const end = start + delta
+  if (!isDecimalString(startPosition) || !isDecimalString(sz)) {
+    return side === OrderSide.BUY
+      ? FillClassification.BUY
+      : FillClassification.SELL
+  }
+  const start = new Big(startPosition)
+  const size = new Big(sz)
+  const end = side === OrderSide.BUY ? start.plus(size) : start.minus(size)
 
-  if (start === 0) {
-    return end > 0
+  if (start.eq(0)) {
+    return end.gt(0)
       ? FillClassification.OPENED_LONG
       : FillClassification.OPENED_SHORT
   }
 
-  if (start > 0) {
-    if (end === 0) {
+  if (start.gt(0)) {
+    if (end.eq(0)) {
       return FillClassification.CLOSED_LONG
     }
-    if (end < 0) {
+    if (end.lt(0)) {
       return FillClassification.SWITCHED_SHORT
     }
-    if (end > start) {
+    if (end.gt(start)) {
       return FillClassification.INCREASED_LONG
     }
     return FillClassification.REDUCED_LONG
   }
 
-  if (end === 0) {
+  if (end.eq(0)) {
     return FillClassification.CLOSED_SHORT
   }
-  if (end > 0) {
+  if (end.gt(0)) {
     return FillClassification.SWITCHED_LONG
   }
-  if (end < start) {
+  if (end.lt(start)) {
     return FillClassification.INCREASED_SHORT
   }
   return FillClassification.REDUCED_SHORT
@@ -66,13 +74,20 @@ export function classifyFillFromPosition(
  * 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.
+ * @returns `BUY` or `SELL` when `realizedPnl` is a string that does not match the
+ *   decimal pattern.
  * @public
  */
 export function classifyFill(
   side: OrderSide,
   realizedPnl: DecimalString | null | undefined
 ): FillClassification {
-  const isClose = realizedPnl != null && parseDecimal(realizedPnl) !== 0
+  if (realizedPnl != null && !isDecimalString(realizedPnl)) {
+    return side === OrderSide.BUY
+      ? FillClassification.BUY
+      : FillClassification.SELL
+  }
+  const isClose = realizedPnl != null && !isDecimalStringZero(realizedPnl)
   if (side === OrderSide.BUY) {
     return isClose
       ? FillClassification.CLOSED_SHORT