@lifi/perps-sdk 26.0.0 → 27.1.0

package/dist/types/index.d.ts

@@ -20,7 +20,7 @@ export { decimalStringToNumber, isDecimalString, safeDecimalStringToNumber, safe
 export { PerpsErrorMessage } from './errors/constants.js';
 export { PerpsError } from './errors/PerpsError.js';
 export { PerpsExecutionError, rethrowWithKnownResults, } from './errors/PerpsExecutionError.js';
-export { classifyFillFromPosition, FillClassification, } from './math/fills.js';
+export { calculateAverageFillPrice, classifyFillFromPosition, FillClassification, } from './math/fills.js';
 export type { ExpectedPnl } from './math/order.js';
 export { buildQuote, calculateExpectedPnl, calculateOrderbookWalk, calculateRealizedPnlPercent, calculateSize, calculateSlippagePrice, calculateTriggerPercent, calculateTriggerPrice, estimateFees, estimateRealizedPnl, resolveCloseSize, resolveMatchingPosition, safeBuildQuote, safeCalculateExpectedPnl, safeCalculateOrderbookWalk, safeCalculateRealizedPnlPercent, safeCalculateSize, safeCalculateSlippagePrice, safeCalculateTriggerPercent, safeCalculateTriggerPrice, safeEstimateFees, safeEstimateRealizedPnl, safeResolveCloseSize, } from './math/order.js';
 export { calculateEffectiveLeverage, calculateLiquidationDistance, calculateNotionalValue, calculateRealizedPnl, calculateRequiredMargin, calculateRoe, calculateUnrealizedPnl, estimateAverageEntryPrice, estimateLiquidationPrice, estimateLiquidationPriceAtMarketRate, estimateNewLeverage, estimateUnrealizedPnl, isPositionMarginAdjustable, isPositionMarginRemovable, safeCalculateEffectiveLeverage, safeCalculateLiquidationDistance, safeCalculateNotionalValue, safeCalculateRealizedPnl, safeCalculateRequiredMargin, safeCalculateRoe, safeCalculateUnrealizedPnl, safeEstimateAverageEntryPrice, safeEstimateLiquidationPrice, safeEstimateLiquidationPriceAtMarketRate, safeEstimateNewLeverage, safeEstimateUnrealizedPnl, safeWouldImmediatelyLiquidate, wouldImmediatelyLiquidate, } from './math/position.js';
@@ -82,6 +82,7 @@ export type { PerpsBaseConfig, PerpsClientSigner, RequestInterceptor, SDKRequest
 export type { DeclaredDepositAsset, DepositFlow, DepositFlowFirstDepositPipeline, DepositFlowLifiSwap, DepositFlowSetupRequired, } from './types/deposit.js';
 export type { ActionSignerContribution, LiquidationEstimateParams, PerpsProvider, PerpsProviderPlugin, PerpsSDKClient, ProviderAccountExistsParams, ProviderGetAccountParams, ProviderGetActivityParams, ProviderGetAvailableToTradeParams, ProviderGetDepositFlowParams, ProviderGetFillsParams, ProviderGetMarketSettingsParams, ProviderGetOrderParams, ProviderGetOrdersParams, ProviderGetPortfolioHistoryParams, ProviderGetPositionsParams, ProviderGetQuoteParams, ProviderGetWithdrawableBalancesParams, ProviderGetWithdrawalTypesParams, ProviderGetWithdrawFlowParams, QuoteListener, SignActionProgress, SignActionsContext, SignActionsResult, } from './types/provider.js';
 export type { ProviderWithdrawableBalance, WithdrawableBalance, WithdrawalSourceTypes, WithdrawalTypeOption, WithdrawFlow, WithdrawFlowReady, WithdrawFlowSetupRequired, } from './types/withdrawal.js';
+export { isSubmittedOrAccepted } from './utils/actionResult.js';
 export { paginateActivity } from './utils/activityPaging.js';
 export { createSafeFunction } from './utils/createSafeFunction.js';
 export { ETHEREUM_NATIVE_GAS, ETHEREUM_USDC, HYPERLIQUID_USDC, LIGHTER_USDC, ROBINHOOD_NATIVE_GAS, ROBINHOOD_USDG, } from './utils/depositAssets.js';
@@ -106,7 +107,7 @@ export type { OrderAmounts, OrderAmountsInput, } from './wire/orderAmounts.js';
 export { calculateOrderAmounts, safeCalculateOrderAmounts, } from './wire/orderAmounts.js';
 export type { RefuelAmountInput } from './wire/refuel.js';
 export { calculateRefuelAmount, REFUEL_FEE_MARGIN_PERCENT, } from './wire/refuel.js';
-export { snapOrderPrice, snapOrderSize } from './wire/snap.js';
+export { safeSnapOrderPrice, snapOrderPrice, snapOrderSize, } from './wire/snap.js';
 export { calculateTransferable } from './wire/transferable.js';
 export { calculateWithdrawMax } from './wire/withdraw.js';
 //# sourceMappingURL=index.d.ts.map

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

@@ -1 +1 @@
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package/dist/types/math/fills.d.ts

@@ -1,4 +1,4 @@
-import { type DecimalString, FillClassification, OrderSide } from '@lifi/perps-types';
+import { type DecimalString, type Fill, FillClassification, OrderSide } from '@lifi/perps-types';
 /**
  * Re-exported fill taxonomy used by {@link classifyFillFromPosition}.
  *
@@ -17,4 +17,13 @@ export { FillClassification };
  * @public
  */
 export declare function classifyFillFromPosition(startPosition: DecimalString, side: OrderSide, sz: DecimalString): FillClassification;
+/**
+ * Size-weighted average price of `fills`, Σ(size × price) / Σ size, to the
+ * 40 decimal places of division with no display rounding. A fill whose `size`
+ * or `price` does not match the decimal pattern is skipped.
+ *
+ * @returns `undefined` when the summed size is not above zero.
+ * @public
+ */
+export declare function calculateAverageFillPrice(fills: readonly Fill[]): DecimalString | undefined;
 //# sourceMappingURL=fills.d.ts.map

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

@@ -1 +1 @@
-{"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;AAI1B;;;;GAIG;AACH,OAAO,EAAE,kBAAkB,EAAE,CAAA;AAE7B;;;;;;;;;;GAUG;AACH,wBAAgB,wBAAwB,CACtC,aAAa,EAAE,aAAa,EAC5B,IAAI,EAAE,SAAS,EACf,EAAE,EAAE,aAAa,GAChB,kBAAkB,CAuCpB"}
+{"version":3,"file":"fills.d.ts","sourceRoot":"","sources":["../../../src/math/fills.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,KAAK,aAAa,EAClB,KAAK,IAAI,EACT,kBAAkB,EAClB,SAAS,EACV,MAAM,mBAAmB,CAAA;AAU1B;;;;GAIG;AACH,OAAO,EAAE,kBAAkB,EAAE,CAAA;AAE7B;;;;;;;;;;GAUG;AACH,wBAAgB,wBAAwB,CACtC,aAAa,EAAE,aAAa,EAC5B,IAAI,EAAE,SAAS,EACf,EAAE,EAAE,aAAa,GAChB,kBAAkB,CAuCpB;AAED;;;;;;;GAOG;AACH,wBAAgB,yBAAyB,CACvC,KAAK,EAAE,SAAS,IAAI,EAAE,GACrB,aAAa,GAAG,SAAS,CAY3B"}

package/dist/types/utils/actionResult.d.ts

@@ -0,0 +1,4 @@
+import type { ActionResult } from '@lifi/perps-types';
+/** Whether the action took effect: its status is `Submitted` or `Accepted`. */
+export declare function isSubmittedOrAccepted(result: ActionResult): boolean;
+//# sourceMappingURL=actionResult.d.ts.map

package/dist/types/utils/actionResult.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"actionResult.d.ts","sourceRoot":"","sources":["../../../src/utils/actionResult.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,YAAY,EAAE,MAAM,mBAAmB,CAAA;AAGrD,+EAA+E;AAC/E,wBAAgB,qBAAqB,CAAC,MAAM,EAAE,YAAY,GAAG,OAAO,CAKnE"}

package/dist/types/version.d.ts

@@ -9,5 +9,5 @@ export declare const name = "@lifi/perps-sdk";
  *
  * @public
  */
-export declare const version = "26.0.0";
+export declare const version = "27.1.0";
 //# sourceMappingURL=version.d.ts.map

package/dist/types/wire/snap.d.ts

@@ -21,4 +21,11 @@ export declare function snapOrderSize(sdk: PerpsSDKClient, market: Market, size:
  * @public
  */
 export declare function snapOrderPrice(sdk: PerpsSDKClient, market: Market, price: DecimalString): DecimalString;
+/**
+ * {@link snapOrderPrice}, or `undefined` where it throws. A display calls it
+ * on each render, so it writes one warning per market, not one per call.
+ *
+ * @public
+ */
+export declare function safeSnapOrderPrice(sdk: PerpsSDKClient, market: Market, price: DecimalString): DecimalString | undefined;
 //# sourceMappingURL=snap.d.ts.map

package/dist/types/wire/snap.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"snap.d.ts","sourceRoot":"","sources":["../../../src/wire/snap.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,EAAE,MAAM,mBAAmB,CAAA;AAE9D,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,sBAAsB,CAAA;AAE1D;;;;;;;;GAQG;AACH,wBAAgB,aAAa,CAC3B,GAAG,EAAE,cAAc,EACnB,MAAM,EAAE,MAAM,EACd,IAAI,EAAE,aAAa,GAClB,aAAa,CAEf;AAED;;;;;;;;;GASG;AACH,wBAAgB,cAAc,CAC5B,GAAG,EAAE,cAAc,EACnB,MAAM,EAAE,MAAM,EACd,KAAK,EAAE,aAAa,GACnB,aAAa,CAEf"}
+{"version":3,"file":"snap.d.ts","sourceRoot":"","sources":["../../../src/wire/snap.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,EAAE,MAAM,mBAAmB,CAAA;AAE9D,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,sBAAsB,CAAA;AAK1D;;;;;;;;GAQG;AACH,wBAAgB,aAAa,CAC3B,GAAG,EAAE,cAAc,EACnB,MAAM,EAAE,MAAM,EACd,IAAI,EAAE,aAAa,GAClB,aAAa,CAEf;AAED;;;;;;;;;GASG;AACH,wBAAgB,cAAc,CAC5B,GAAG,EAAE,cAAc,EACnB,MAAM,EAAE,MAAM,EACd,KAAK,EAAE,aAAa,GACnB,aAAa,CAEf;AAED;;;;;GAKG;AACH,wBAAgB,kBAAkB,CAChC,GAAG,EAAE,cAAc,EACnB,MAAM,EAAE,MAAM,EACd,KAAK,EAAE,aAAa,GACnB,aAAa,GAAG,SAAS,CAU3B"}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@lifi/perps-sdk",
-  "version": "26.0.0",
+  "version": "27.1.0",
   "description": "LI.FI Perps SDK for perpetuals trading",
   "homepage": "https://github.com/lifinance/perps-sdk",
   "bugs": {
@@ -46,7 +46,7 @@
     "big.js": "^7.0.1",
     "partysocket": "^1.1.19",
     "viem": "^2.55.18",
-    "@lifi/perps-types": "^23.0.0"
+    "@lifi/perps-types": "^24.0.0"
   },
   "publishConfig": {
     "access": "public"

package/src/client/PerpsClient.ts

@@ -30,7 +30,6 @@ import {
   PerpsErrorCode,
   PerpsSigner,
   SigningMethod,
-  UserActionStatus,
 } from '@lifi/perps-types'
 import type { Address } from 'viem'
 import { isDecimalStringGreaterThan } from '../decimal/compare.js'
@@ -94,6 +93,7 @@ import type {
   WithdrawalSourceTypes,
   WithdrawFlow,
 } from '../types/withdrawal.js'
+import { isSubmittedOrAccepted } from '../utils/actionResult.js'
 import { isUserFacingSetupStep } from '../utils/setupActions.js'
 import { signTypedDataWithSigner } from '../utils/signTypedData.js'
 import {
@@ -214,13 +214,6 @@ function currentChoiceValue(
   return value === null ? null : String(value)
 }
 
-function isAcknowledged(result: ActionResult): boolean {
-  return (
-    result.status === UserActionStatus.Submitted ||
-    result.status === UserActionStatus.Accepted
-  )
-}
-
 function isNonNegativeDecimal(value: string): boolean {
   try {
     return !isDecimalStringGreaterThan(
@@ -490,7 +483,7 @@ export class PerpsClient {
       } catch (error) {
         rethrowWithKnownResults(executed, error)
       }
-      if (!executed.every(isAcknowledged)) {
+      if (!executed.every(isSubmittedOrAccepted)) {
         break
       }
     }
@@ -514,7 +507,7 @@ export class PerpsClient {
     { signed, executed }: SignActionsResult
   ): Promise<ActionResult[]> {
     let results = executed
-    if (signed.length > 0 && executed.every(isAcknowledged)) {
+    if (signed.length > 0 && executed.every(isSubmittedOrAccepted)) {
       try {
         const response = await executeAction(this.sdkClient, {
           provider,
@@ -1243,7 +1236,9 @@ export class PerpsClient {
             address,
             step
           )
-          const failure = results.find((result) => !isAcknowledged(result))
+          const failure = results.find(
+            (result) => !isSubmittedOrAccepted(result)
+          )
           if (failure !== undefined) {
             console.debug(
               `[perps-sdk] setup step '${descriptor.type}' for '${provider}' reported '${failure.status}'; will retry on the next checkSetup.`,
@@ -1336,8 +1331,8 @@ export class PerpsClient {
    * prerequisites against that same snapshot, without another `createAction`
    * round-trip.
    *
-   * Resolves to the step's execution report. A refused or indeterminate step
-   * is a result in the report, not an exception.
+   * Resolves to the execution report. A `Failed` or `Indeterminate` action is
+   * a result in the report, not an exception.
    *
    * @throws {PerpsError} When the step's action is not in the provider's
    *   `setup` descriptors, when a lower-`sequence` step on the same
@@ -1385,8 +1380,9 @@ export class PerpsClient {
    * Hyperliquid `ACCOUNT_MODE`) end-to-end with its bound `{ type, params }`,
    * through the same {@link execute} pipeline as a trade.
    *
-   * Resolves to the execution report. Read each result's `status`: a refused
-   * selection is a `Failed` result, not an exception.
+   * Resolves to the execution report. Read each result's `status`: a `Failed`
+   * or `Indeterminate` selection is a result, not an exception. `Submitted` and
+   * `Accepted` mean the selection took effect.
    *
    * @throws {PerpsError} The errors {@link execute} throws.
    * @public

package/src/index.ts

@@ -75,6 +75,7 @@ export {
   rethrowWithKnownResults,
 } from './errors/PerpsExecutionError.js'
 export {
+  calculateAverageFillPrice,
   classifyFillFromPosition,
   FillClassification,
 } from './math/fills.js'
@@ -297,6 +298,7 @@ export type {
   WithdrawFlowReady,
   WithdrawFlowSetupRequired,
 } from './types/withdrawal.js'
+export { isSubmittedOrAccepted } from './utils/actionResult.js'
 export { paginateActivity } from './utils/activityPaging.js'
 export { createSafeFunction } from './utils/createSafeFunction.js'
 export {
@@ -374,6 +376,10 @@ export {
   calculateRefuelAmount,
   REFUEL_FEE_MARGIN_PERCENT,
 } from './wire/refuel.js'
-export { snapOrderPrice, snapOrderSize } from './wire/snap.js'
+export {
+  safeSnapOrderPrice,
+  snapOrderPrice,
+  snapOrderSize,
+} from './wire/snap.js'
 export { calculateTransferable } from './wire/transferable.js'
 export { calculateWithdrawMax } from './wire/withdraw.js'

package/src/math/fills.ts

@@ -1,9 +1,16 @@
 import {
   type DecimalString,
+  type Fill,
   FillClassification,
   OrderSide,
 } from '@lifi/perps-types'
 import Big from 'big.js'
+import {
+  addDecimalStrings,
+  divideDecimalString,
+  multiplyDecimalString,
+} from '../decimal/arithmetic.js'
+import { isDecimalStringGreaterThan } from '../decimal/compare.js'
 import { isDecimalString } from '../decimal/parse.js'
 
 /**
@@ -68,3 +75,27 @@ export function classifyFillFromPosition(
   }
   return FillClassification.REDUCED_SHORT
 }
+
+/**
+ * Size-weighted average price of `fills`, Σ(size × price) / Σ size, to the
+ * 40 decimal places of division with no display rounding. A fill whose `size`
+ * or `price` does not match the decimal pattern is skipped.
+ *
+ * @returns `undefined` when the summed size is not above zero.
+ * @public
+ */
+export function calculateAverageFillPrice(
+  fills: readonly Fill[]
+): DecimalString | undefined {
+  const priced = fills.filter(
+    (fill) => isDecimalString(fill.size) && isDecimalString(fill.price)
+  )
+  const totalSize = addDecimalStrings(priced.map((fill) => fill.size))
+  if (!isDecimalStringGreaterThan(totalSize, '0')) {
+    return undefined
+  }
+  const notional = addDecimalStrings(
+    priced.map((fill) => multiplyDecimalString(fill.size, fill.price))
+  )
+  return divideDecimalString(notional, totalSize)
+}

package/src/utils/actionResult.ts

@@ -0,0 +1,10 @@
+import type { ActionResult } from '@lifi/perps-types'
+import { UserActionStatus } from '@lifi/perps-types'
+
+/** Whether the action took effect: its status is `Submitted` or `Accepted`. */
+export function isSubmittedOrAccepted(result: ActionResult): boolean {
+  return (
+    result.status === UserActionStatus.Submitted ||
+    result.status === UserActionStatus.Accepted
+  )
+}

package/src/version.ts

@@ -10,4 +10,4 @@ export const name = '@lifi/perps-sdk'
  *
  * @public
  */
-export const version = '26.0.0'
+export const version = '27.1.0'

package/src/wire/snap.ts

@@ -1,6 +1,9 @@
 import type { DecimalString, Market } from '@lifi/perps-types'
 import { requireProvider } from '../client/requireProvider.js'
 import type { PerpsSDKClient } from '../types/provider.js'
+import { createWarnOnce } from '../utils/warnOnce.js'
+
+const warnSnapOrderPriceFailureOnce = createWarnOnce()
 
 /**
  * Snap `size` onto the lot grid of `market`'s venue, truncating toward zero,
@@ -36,3 +39,25 @@ export function snapOrderPrice(
 ): DecimalString {
   return requireProvider(sdk, market.providerId).snapOrderPrice(market, price)
 }
+
+/**
+ * {@link snapOrderPrice}, or `undefined` where it throws. A display calls it
+ * on each render, so it writes one warning per market, not one per call.
+ *
+ * @public
+ */
+export function safeSnapOrderPrice(
+  sdk: PerpsSDKClient,
+  market: Market,
+  price: DecimalString
+): DecimalString | undefined {
+  try {
+    return snapOrderPrice(sdk, market, price)
+  } catch (error) {
+    warnSnapOrderPriceFailureOnce(
+      `${market.providerId}|${market.id}`,
+      `[perps-sdk] snapOrderPrice failed on market '${market.id}' (${market.providerId}): ${error instanceof Error ? error.message : String(error)}`
+    )
+    return undefined
+  }
+}