@lifi/perps-types 0.1.1-alpha.1 → 0.1.1-alpha.10

package/src/_types/subscriptions.d.ts

@@ -0,0 +1,71 @@
+import type { Address } from './typedData.js';
+import type { Candle, OhlcvInterval, OrderbookResponse, PricesResponse } from './market.js';
+import type { HistoryItem, Position } from './account.js';
+import type { Order } from './trading.js';
+export type PricesSubscription = {
+    channel: 'prices';
+    dex: string;
+};
+export type OrderbookSubscription = {
+    channel: 'orderbook';
+    dex: string;
+    symbol: string;
+    depth?: number;
+};
+export type TradesSubscription = {
+    channel: 'trades';
+    dex: string;
+    symbol: string;
+};
+export type CandleSubscription = {
+    channel: 'candle';
+    dex: string;
+    symbol: string;
+    interval: OhlcvInterval;
+};
+export type OrderUpdatesSubscription = {
+    channel: 'orderUpdates';
+    dex: string;
+    address: Address;
+};
+export type FillsSubscription = {
+    channel: 'fills';
+    dex: string;
+    address: Address;
+};
+export type PositionsSubscription = {
+    channel: 'positions';
+    dex: string;
+    address: Address;
+};
+export type Subscription = PricesSubscription | OrderbookSubscription | TradesSubscription | CandleSubscription | OrderUpdatesSubscription | FillsSubscription | PositionsSubscription;
+export type PricesEvent = {
+    channel: 'prices';
+    data: PricesResponse;
+};
+export type OrderbookEvent = {
+    channel: 'orderbook';
+    data: OrderbookResponse;
+};
+export type TradesEvent = {
+    channel: 'trades';
+    data: HistoryItem[];
+};
+export type CandleEvent = {
+    channel: 'candle';
+    data: Candle;
+};
+export type OrderUpdatesEvent = {
+    channel: 'orderUpdates';
+    data: Order[];
+};
+export type FillsEvent = {
+    channel: 'fills';
+    data: HistoryItem[];
+};
+export type PositionsEvent = {
+    channel: 'positions';
+    data: Position[];
+};
+export type SubscriptionEvent = PricesEvent | OrderbookEvent | TradesEvent | CandleEvent | OrderUpdatesEvent | FillsEvent | PositionsEvent;
+//# sourceMappingURL=subscriptions.d.ts.map

package/src/_types/subscriptions.d.ts.map

@@ -0,0 +1 @@
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package/src/_types/trading.d.ts

@@ -8,7 +8,6 @@ export interface CreateOrderRequest {
     dex: string;
     address: Address;
     signerAddress?: Address;
-    clientOrderId?: string;
     symbol: string;
     side: OrderSide;
     type: OrderType;
@@ -60,7 +59,6 @@ export interface SubmitOrderResponse {
 }
 export interface Order {
     orderId: string;
-    clientOrderId?: string;
     symbol: string;
     side: OrderSide;
     type: OrderType;

package/src/_types/trading.d.ts.map

@@ -1 +1 @@
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package/src/account.ts

@@ -1,5 +1,6 @@
 import type { Address } from './typedData.js'
 import type {
+  ActivityType,
   HistoryItemStatus,
   MarginMode,
   OrderSide,
@@ -86,3 +87,57 @@ export interface HistoryResponse {
   items: HistoryItem[]
   pagination: Pagination
 }
+
+// ---------------------------------------------------------------------------
+// Activities
+// ---------------------------------------------------------------------------
+
+export interface BaseActivity {
+  id: string
+  dex: string
+  timestamp: string
+}
+
+export interface DepositActivity extends BaseActivity {
+  type: ActivityType.DEPOSIT
+  amount: string
+}
+
+export interface WithdrawalActivity extends BaseActivity {
+  type: ActivityType.WITHDRAWAL
+  amount: string
+  fee: string
+}
+
+export interface LiquidatedPosition {
+  symbol: string
+  size: string
+}
+
+export interface LiquidationActivity extends BaseActivity {
+  type: ActivityType.LIQUIDATION
+  liquidatedNotionalPosition: string
+  accountValue: string
+  leverageType: string
+  liquidatedPositions: LiquidatedPosition[]
+}
+
+export interface FundingActivity extends BaseActivity {
+  type: ActivityType.FUNDING
+  symbol: string
+  amount: string
+  positionSize: string
+  fundingRate: string
+}
+
+export type ActivityItem =
+  | DepositActivity
+  | WithdrawalActivity
+  | LiquidationActivity
+  | FundingActivity
+
+export interface ActivitiesResponse {
+  dex: string
+  items: ActivityItem[]
+  pagination: Pagination
+}

package/src/enums.ts

@@ -97,3 +97,10 @@ export enum TriggerOrderStatus {
   TRIGGERED = 'TRIGGERED',
   CANCELLED = 'CANCELLED',
 }
+
+export enum ActivityType {
+  DEPOSIT = 'DEPOSIT',
+  WITHDRAWAL = 'WITHDRAWAL',
+  LIQUIDATION = 'LIQUIDATION',
+  FUNDING = 'FUNDING',
+}

package/src/index.ts

@@ -6,3 +6,4 @@ export * from './account.js'
 export * from './trading.js'
 export * from './withdrawal.js'
 export * from './errors.js'
+export * from './subscriptions.js'

package/src/market.ts

@@ -16,6 +16,7 @@ export interface Dex {
   logoURI: string
   authorizations: Authorization[]
   extraData?: Record<string, unknown>
+  wsUrl?: string
 }
 
 export interface DexesResponse {

package/src/providers/hyperliquid/assetId.ts

@@ -0,0 +1,26 @@
+/**
+ * Calculate the asset ID for a given DEX index and asset index.
+ *
+ * Main DEX (dex = ''): assetId = indexInDex
+ * HIP-3 DEXes (dex = 'xyz'): assetId = 100_000 + perpDexIndex * 10_000 + indexInDex
+ */
+export const calculateAssetId = (
+  dexIndex: number,
+  indexInDex: number
+): number => {
+  if (dexIndex === 0) {
+    return indexInDex
+  }
+  return 100_000 + dexIndex * 10_000 + indexInDex
+}
+
+/**
+ * Get the DEX index from the given list of dex names.
+ */
+export const getDexIndex = (dex: string, dexNames: string[]): number => {
+  const index = dexNames.indexOf(dex)
+  if (index === -1) {
+    throw new Error(`Unknown sub-dex: ${dex}`)
+  }
+  return index
+}

package/src/providers/hyperliquid/index.ts

@@ -0,0 +1,3 @@
+export * from './types.js'
+export * from './assetId.js'
+export * from './mappers/index.js'

package/src/providers/hyperliquid/mappers/activity.ts

@@ -0,0 +1,84 @@
+import { ActivityType } from '../../../enums.js'
+import type {
+  ActivityItem,
+  DepositActivity,
+  WithdrawalActivity,
+  LiquidationActivity,
+  FundingActivity,
+} from '../../../account.js'
+import type { HlLedgerUpdate, HlFundingUpdate } from '../types.js'
+
+/**
+ * Map a Hyperliquid non-funding ledger entry to an ActivityItem.
+ * Returns null for unsupported delta types (accountClassTransfer,
+ * internalTransfer, subAccountTransfer, spotTransfer).
+ */
+export const mapLedgerEntry = (
+  entry: HlLedgerUpdate,
+  dexKey: string
+): ActivityItem | null => {
+  const { delta } = entry
+  const base = {
+    id: entry.hash,
+    dex: dexKey,
+    timestamp: new Date(entry.time).toISOString(),
+  }
+
+  switch (delta.type) {
+    case 'deposit':
+      return {
+        ...base,
+        type: ActivityType.DEPOSIT,
+        amount: delta.usdc ?? '0',
+      } satisfies DepositActivity
+
+    case 'withdraw':
+      return {
+        ...base,
+        type: ActivityType.WITHDRAWAL,
+        amount: delta.usdc ?? '0',
+        fee: (delta as { fee?: string }).fee ?? '0',
+      } satisfies WithdrawalActivity
+
+    case 'liquidation': {
+      const d = delta as unknown as {
+        type: string
+        liquidatedNtlPos: string
+        accountValue: string
+        leverageType: string
+        liquidatedPositions?: { coin: string; szi: string }[]
+      }
+      return {
+        ...base,
+        type: ActivityType.LIQUIDATION,
+        liquidatedNotionalPosition: d.liquidatedNtlPos,
+        accountValue: d.accountValue,
+        leverageType: d.leverageType,
+        liquidatedPositions: (d.liquidatedPositions ?? []).map((p) => ({
+          symbol: p.coin,
+          size: p.szi,
+        })),
+      } satisfies LiquidationActivity
+    }
+
+    default:
+      return null
+  }
+}
+
+/**
+ * Map a Hyperliquid funding entry to a FundingActivity.
+ */
+export const mapFundingActivity = (
+  entry: HlFundingUpdate,
+  dexKey: string
+): FundingActivity => ({
+  id: entry.hash,
+  dex: dexKey,
+  timestamp: new Date(entry.time).toISOString(),
+  type: ActivityType.FUNDING,
+  symbol: entry.delta.coin,
+  amount: entry.delta.usdc,
+  positionSize: entry.delta.szi,
+  fundingRate: entry.delta.fundingRate,
+})

package/src/providers/hyperliquid/mappers/history.ts

@@ -0,0 +1,25 @@
+import { HistoryItemStatus, OrderSide, OrderType } from '../../../enums.js'
+import type { HistoryItem } from '../../../account.js'
+import type { HlUserFill } from '../types.js'
+
+import { resolveAssetIdFromLookup } from './shared.js'
+
+export const mapHistoryItem = (
+  fill: HlUserFill,
+  dexKey: string,
+  assetIdLookup: Map<string, number>
+): HistoryItem => ({
+  id: String(fill.tid),
+  symbol: fill.coin,
+  assetId: resolveAssetIdFromLookup(assetIdLookup, fill.coin),
+  dex: dexKey,
+  side: fill.side === 'B' ? OrderSide.BUY : OrderSide.SELL,
+  type: fill.dir?.includes('Limit') ? OrderType.LIMIT : OrderType.MARKET,
+  size: fill.sz,
+  price: fill.px,
+  status: HistoryItemStatus.FILLED,
+  filledSize: fill.sz,
+  fee: fill.fee,
+  realizedPnl: fill.closedPnl === '0' ? null : fill.closedPnl,
+  createdAt: new Date(fill.time).toISOString(),
+})

package/src/providers/hyperliquid/mappers/index.ts

@@ -0,0 +1,6 @@
+export { resolveAssetIdFromLookup } from './shared.js'
+export { mapMarket } from './market.js'
+export { mapOpenOrder, mapOrder } from './order.js'
+export { mapPosition } from './position.js'
+export { mapHistoryItem } from './history.js'
+export { mapLedgerEntry, mapFundingActivity } from './activity.js'

package/src/providers/hyperliquid/mappers/market.ts

@@ -0,0 +1,35 @@
+import type { Market } from '../../../market.js'
+import { calculateAssetId } from '../assetId.js'
+import type { HlAssetCtx, HlUniverseItem } from '../types.js'
+
+const NEXT_FUNDING_INTERVAL_MS = 60 * 60 * 1000 // 1 hour
+
+export const mapMarket = (
+  universe: HlUniverseItem,
+  assetCtx: HlAssetCtx,
+  dexIndex: number,
+  indexInDex: number,
+  dexKey: string
+): Market => {
+  const now = Date.now()
+  const nextFundingTime =
+    Math.ceil(now / NEXT_FUNDING_INTERVAL_MS) * NEXT_FUNDING_INTERVAL_MS
+
+  return {
+    symbol: universe.name,
+    name: universe.name,
+    logoURI: `https://app.hyperliquid.xyz/coins/${universe.name}.svg`,
+    assetId: calculateAssetId(dexIndex, indexInDex),
+    dex: dexKey,
+    szDecimals: universe.szDecimals,
+    maxLeverage: universe.maxLeverage,
+    onlyIsolated: universe.onlyIsolated === true,
+    funding: {
+      rate: assetCtx.funding,
+      nextFundingTime,
+    },
+    openInterest: assetCtx.openInterest,
+    volume24h: assetCtx.dayNtlVlm,
+    markPrice: assetCtx.markPx,
+  }
+}

package/src/providers/hyperliquid/mappers/order.ts

@@ -0,0 +1,88 @@
+import {
+  OrderSide,
+  OrderStatus,
+  OrderType,
+  TimeInForce,
+} from '../../../enums.js'
+import type { OpenOrder } from '../../../account.js'
+import type { Order } from '../../../trading.js'
+import type { HlFrontendOpenOrder, HlOrderDetail } from '../types.js'
+
+import { resolveAssetIdFromLookup } from './shared.js'
+
+export const mapOpenOrder = (
+  o: HlFrontendOpenOrder,
+  dexKey: string,
+  assetIdLookup: Map<string, number>
+): OpenOrder => ({
+  id: String(o.oid),
+  symbol: o.coin,
+  assetId: resolveAssetIdFromLookup(assetIdLookup, o.coin),
+  dex: dexKey,
+  side: o.side === 'B' ? OrderSide.BUY : OrderSide.SELL,
+  type: o.orderType === 'Limit' ? OrderType.LIMIT : OrderType.MARKET,
+  size: o.sz,
+  price: o.limitPx,
+  filledSize: o.origSz
+    ? (parseFloat(o.origSz) - parseFloat(o.sz)).toString()
+    : '0',
+  reduceOnly: o.reduceOnly ?? false,
+  createdAt: new Date(o.timestamp).toISOString(),
+})
+
+const mapOrderStatus = (status: string): OrderStatus => {
+  switch (status) {
+    case 'open':
+    case 'resting':
+      return OrderStatus.OPEN
+    case 'filled':
+      return OrderStatus.FILLED
+    case 'canceled':
+    case 'cancelled':
+      return OrderStatus.CANCELLED
+    case 'rejected':
+      return OrderStatus.REJECTED
+    case 'triggered':
+      return OrderStatus.TRIGGERED
+    case 'marginCanceled':
+      return OrderStatus.CANCELLED
+    default:
+      return OrderStatus.PENDING
+  }
+}
+
+const mapTimeInForce = (tif: string | undefined): TimeInForce | undefined => {
+  switch (tif) {
+    case 'Gtc':
+      return TimeInForce.GTC
+    case 'Ioc':
+      return TimeInForce.IOC
+    case 'Alo':
+      return TimeInForce.POST_ONLY
+    default:
+      return undefined
+  }
+}
+
+export const mapOrder = (detail: HlOrderDetail): Order => {
+  const o = detail.order
+  const filled = parseFloat(o.origSz) - parseFloat(o.sz)
+
+  return {
+    orderId: String(o.oid),
+    symbol: o.coin,
+    side: o.side === 'B' ? OrderSide.BUY : OrderSide.SELL,
+    type: o.orderType === 'Limit' ? OrderType.LIMIT : OrderType.MARKET,
+    price: o.limitPx,
+    originalSize: o.origSz,
+    remainingSize: o.sz,
+    filledSize: filled.toString(),
+    timeInForce: mapTimeInForce(o.tif ?? undefined),
+    reduceOnly: o.reduceOnly ?? undefined,
+    isTrigger: o.triggerCondition !== undefined && o.triggerCondition !== 'N/A',
+    triggerPrice: o.triggerPx ?? undefined,
+    status: mapOrderStatus(detail.status),
+    createdAt: new Date(o.timestamp).toISOString(),
+    updatedAt: new Date(detail.statusTimestamp).toISOString(),
+  }
+}

package/src/providers/hyperliquid/mappers/position.ts

@@ -0,0 +1,35 @@
+import { MarginMode, PositionSide } from '../../../enums.js'
+import type { Position } from '../../../account.js'
+import type { HlAssetPosition } from '../types.js'
+
+import { resolveAssetIdFromLookup } from './shared.js'
+
+export const mapPosition = (
+  ap: HlAssetPosition,
+  dexKey: string,
+  assetIdLookup: Map<string, number>
+): Position => {
+  const pos = ap.position
+  const szi = parseFloat(pos.szi)
+
+  return {
+    symbol: pos.coin,
+    assetId: resolveAssetIdFromLookup(assetIdLookup, pos.coin),
+    dex: dexKey,
+    side: szi >= 0 ? PositionSide.LONG : PositionSide.SHORT,
+    size: Math.abs(szi).toString(),
+    entryPrice: pos.entryPx ?? '0',
+    markPrice:
+      pos.positionValue && szi !== 0
+        ? (parseFloat(pos.positionValue) / Math.abs(szi)).toString()
+        : '0',
+    liquidationPrice: pos.liquidationPx ?? '0',
+    unrealizedPnl: pos.unrealizedPnl,
+    leverage: ap.position.leverage.value,
+    marginUsed: pos.marginUsed,
+    marginMode:
+      ap.position.leverage.type === 'cross'
+        ? MarginMode.CROSS
+        : MarginMode.ISOLATED,
+  }
+}

package/src/providers/hyperliquid/mappers/shared.ts

@@ -0,0 +1,15 @@
+/**
+ * Look up an asset ID by symbol, throwing if the symbol is unknown.
+ * Asset ID 0 is a valid Hyperliquid asset (BTC-PERP), so a fallback
+ * to 0 would silently corrupt data.
+ */
+export const resolveAssetIdFromLookup = (
+  lookup: Map<string, number>,
+  symbol: string
+): number => {
+  const id = lookup.get(symbol)
+  if (id === undefined) {
+    throw new Error(`Unknown asset symbol: ${symbol}`)
+  }
+  return id
+}