@lifi/perps-types 1.0.1 → 1.2.0

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Files changed (15) hide show
  1. package/dist/cjs/market.d.ts +13 -3
  2. package/dist/cjs/market.d.ts.map +1 -1
  3. package/dist/cjs/subscriptions.d.ts +17 -8
  4. package/dist/cjs/subscriptions.d.ts.map +1 -1
  5. package/dist/esm/market.d.ts +18 -6
  6. package/dist/esm/market.d.ts.map +1 -1
  7. package/dist/esm/subscriptions.d.ts +19 -8
  8. package/dist/esm/subscriptions.d.ts.map +1 -1
  9. package/dist/types/market.d.ts +18 -6
  10. package/dist/types/market.d.ts.map +1 -1
  11. package/dist/types/subscriptions.d.ts +19 -8
  12. package/dist/types/subscriptions.d.ts.map +1 -1
  13. package/package.json +2 -2
  14. package/src/market.ts +19 -6
  15. package/src/subscriptions.ts +27 -5
package/dist/cjs/market.d.ts CHANGED
@@ -28,17 +28,18 @@ export interface MarketRef {
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  export interface MarketsResponse {
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  markets: Market[];
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  }
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- export interface MarketPrice {
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+ export interface MarketContext {
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  marketId: string;
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- price: string;
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+ midPrice: string;
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  markPrice: string;
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+ oraclePrice?: string;
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  prevDayPrice?: string;
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  volume24h?: string;
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  openInterest?: string;
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  funding?: FundingInfo;
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  }
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  export interface PricesResponse {
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- prices: MarketPrice[];
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+ prices: MarketContext[];
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  }
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  export interface Candle {
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  t: number;
@@ -66,4 +67,13 @@ export interface OrderbookResponse {
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  asks: OrderbookLevel[];
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  timestamp: number;
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  }
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+ export interface Trade {
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+ provider: string;
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+ marketId: string;
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+ price: string;
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+ size: string;
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+ timestamp: number;
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+ side: 'buy' | 'sell';
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+ id?: string;
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+ }
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  //# sourceMappingURL=market.d.ts.map
package/dist/cjs/market.d.ts.map CHANGED
@@ -1 +1 @@
1
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1
+ {"version":3,"file":"market.d.ts","sourceRoot":"","sources":["../../src/market.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,KAAK,EAAE,MAAM,YAAY,CAAA;AAGvC,MAAM,WAAW,WAAW;IAC1B,IAAI,EAAE,MAAM,CAAA;IACZ,eAAe,EAAE,MAAM,CAAA;CACxB;AAGD,MAAM,WAAW,UAAU;IACzB,UAAU,EAAE,MAAM,CAAA;IAElB,EAAE,EAAE,MAAM,CAAA;IAEV,UAAU,EAAE,MAAM,CAAA;IAClB,SAAS,EAAE,KAAK,CAAA;IAChB,UAAU,EAAE,KAAK,CAAA;IACjB,UAAU,EAAE,MAAM,CAAA;IAOlB,aAAa,CAAC,EAAE,MAAM,CAAA;CACvB;AAGD,MAAM,WAAW,WAAY,SAAQ,UAAU;IAC7C,WAAW,EAAE,MAAM,CAAA;IACnB,YAAY,EAAE,OAAO,CAAA;IAMrB,qBAAqB,CAAC,EAAE,MAAM,CAAA;CAC/B;AAGD,MAAM,WAAW,UAAW,SAAQ,UAAU;CAAG;AAGjD,MAAM,MAAM,MAAM,GAAG,WAAW,GAAG,UAAU,CAAA;AAG7C,MAAM,MAAM,aAAa,GAAG,IAAI,CAC9B,UAAU,EACV,YAAY,GAAG,IAAI,GAAG,YAAY,GAAG,WAAW,GAAG,YAAY,CAChE,CAAA;AAQD,MAAM,WAAW,SAAS;IACxB,QAAQ,EAAE,MAAM,CAAA;IAChB,UAAU,EAAE,MAAM,CAAA;CACnB;AAGD,MAAM,WAAW,eAAe;IAC9B,OAAO,EAAE,MAAM,EAAE,CAAA;CAClB;AASD,MAAM,WAAW,aAAa;IAC5B,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,SAAS,EAAE,MAAM,CAAA;IACjB,WAAW,CAAC,EAAE,MAAM,CAAA;IACpB,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,OAAO,CAAC,EAAE,WAAW,CAAA;CACtB;AAGD,MAAM,WAAW,cAAc;IAC7B,MAAM,EAAE,aAAa,EAAE,CAAA;CACxB;AAGD,MAAM,WAAW,MAAM;IACrB,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;CACV;AAGD,MAAM,WAAW,aAAa;IAC5B,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,MAAM,EAAE,CAAA;CAClB;AAGD,MAAM,MAAM,aAAa,GACrB,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,KAAK,GACL,KAAK,GACL,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,KAAK,GACL,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,IAAI,CAAA;AAGR,MAAM,WAAW,cAAc;IAC7B,KAAK,EAAE,MAAM,CAAA;IACb,IAAI,EAAE,MAAM,CAAA;CACb;AAGD,MAAM,WAAW,iBAAiB;IAChC,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,IAAI,EAAE,cAAc,EAAE,CAAA;IACtB,IAAI,EAAE,cAAc,EAAE,CAAA;IACtB,SAAS,EAAE,MAAM,CAAA;CAClB;AAGD,MAAM,WAAW,KAAK;IACpB,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,KAAK,EAAE,MAAM,CAAA;IACb,IAAI,EAAE,MAAM,CAAA;IACZ,SAAS,EAAE,MAAM,CAAA;IACjB,IAAI,EAAE,KAAK,GAAG,MAAM,CAAA;IACpB,EAAE,CAAC,EAAE,MAAM,CAAA;CACZ"}
package/dist/cjs/subscriptions.d.ts CHANGED
@@ -1,8 +1,8 @@
1
1
  import type { Balance, Fill, OpenOrder, Position, TriggerOrder } from './account.js';
2
- import type { Candle, OhlcvInterval, OrderbookResponse } from './market.js';
2
+ import type { Candle, MarketContext, OhlcvInterval, OrderbookResponse, Trade } from './market.js';
3
3
  import type { Address } from './primitives.js';
4
- export type PricesSubscription = {
5
- channel: 'prices';
4
+ export type MarketsContextSubscription = {
5
+ channel: 'marketsContext';
6
6
  dex: string;
7
7
  };
8
8
  export type OrderbookSubscription = {
@@ -18,6 +18,11 @@ export type CandleSubscription = {
18
18
  marketId: string;
19
19
  interval: OhlcvInterval;
20
20
  };
21
+ export type TradesSubscription = {
22
+ channel: 'trades';
23
+ dex: string;
24
+ marketId: string;
25
+ };
21
26
  export type OrderUpdatesSubscription = {
22
27
  channel: 'orderUpdates';
23
28
  dex: string;
@@ -38,10 +43,10 @@ export type SpotBalancesSubscription = {
38
43
  dex: string;
39
44
  address: Address;
40
45
  };
41
- export type Subscription = PricesSubscription | OrderbookSubscription | CandleSubscription | OrderUpdatesSubscription | FillsSubscription | PositionsSubscription | SpotBalancesSubscription;
42
- export type PricesEvent = {
43
- channel: 'prices';
44
- data: Record<string, string>;
46
+ export type Subscription = MarketsContextSubscription | OrderbookSubscription | CandleSubscription | TradesSubscription | OrderUpdatesSubscription | FillsSubscription | PositionsSubscription | SpotBalancesSubscription;
47
+ export type MarketsContextEvent = {
48
+ channel: 'marketsContext';
49
+ data: Record<string, MarketContext>;
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  };
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51
  export type OrderbookEvent = {
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52
  channel: 'orderbook';
@@ -51,6 +56,10 @@ export type CandleEvent = {
51
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  channel: 'candle';
52
57
  data: Candle;
53
58
  };
59
+ export type TradesEvent = {
60
+ channel: 'trades';
61
+ data: Trade[];
62
+ };
54
63
  export type OrderUpdatesEvent = {
55
64
  channel: 'orderUpdates';
56
65
  data: {
@@ -73,5 +82,5 @@ export type SpotBalancesEvent = {
73
82
  locked: string;
74
83
  })[];
75
84
  };
76
- export type SubscriptionEvent = PricesEvent | OrderbookEvent | CandleEvent | OrderUpdatesEvent | FillsEvent | PositionsEvent | SpotBalancesEvent;
85
+ export type SubscriptionEvent = MarketsContextEvent | OrderbookEvent | CandleEvent | TradesEvent | OrderUpdatesEvent | FillsEvent | PositionsEvent | SpotBalancesEvent;
77
86
  //# sourceMappingURL=subscriptions.d.ts.map
package/dist/cjs/subscriptions.d.ts.map CHANGED
@@ -1 +1 @@
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1
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package/dist/esm/market.d.ts CHANGED
@@ -55,15 +55,17 @@ export interface MarketsResponse {
55
55
  markets: Market[];
56
56
  }
57
57
  /**
58
- * Live per-market data for the `/prices` endpoint. `price` is the mid;
59
- * `markPrice`, `prevDayPrice` and `volume24h` apply to every market type,
60
- * while `openInterest` and `funding` are perp-only and absent for spot.
58
+ * Live per-market context: `midPrice` is the order-book mid, `markPrice` the
59
+ * venue mark, `oraclePrice` the venue oracle/index price where the venue
60
+ * publishes one. `prevDayPrice` and `volume24h` apply to every market type;
61
+ * `openInterest` and `funding` are perp-only and absent for spot.
61
62
  * @public
62
63
  */
63
- export interface MarketPrice {
64
+ export interface MarketContext {
64
65
  marketId: string;
65
- price: string;
66
+ midPrice: string;
66
67
  markPrice: string;
68
+ oraclePrice?: string;
67
69
  prevDayPrice?: string;
68
70
  volume24h?: string;
69
71
  openInterest?: string;
@@ -71,7 +73,7 @@ export interface MarketPrice {
71
73
  }
72
74
  /** @public */
73
75
  export interface PricesResponse {
74
- prices: MarketPrice[];
76
+ prices: MarketContext[];
75
77
  }
76
78
  /** @public */
77
79
  export interface Candle {
@@ -104,4 +106,14 @@ export interface OrderbookResponse {
104
106
  asks: OrderbookLevel[];
105
107
  timestamp: number;
106
108
  }
109
+ /** @public */
110
+ export interface Trade {
111
+ provider: string;
112
+ marketId: string;
113
+ price: string;
114
+ size: string;
115
+ timestamp: number;
116
+ side: 'buy' | 'sell';
117
+ id?: string;
118
+ }
107
119
  //# sourceMappingURL=market.d.ts.map
package/dist/esm/market.d.ts.map CHANGED
@@ -1 +1 @@
1
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1
+ {"version":3,"file":"market.d.ts","sourceRoot":"","sources":["../../src/market.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,KAAK,EAAE,MAAM,YAAY,CAAA;AAEvC,cAAc;AACd,MAAM,WAAW,WAAW;IAC1B,IAAI,EAAE,MAAM,CAAA;IACZ,eAAe,EAAE,MAAM,CAAA;CACxB;AAED,cAAc;AACd,MAAM,WAAW,UAAU;IACzB,UAAU,EAAE,MAAM,CAAA;IAClB,qEAAqE;IACrE,EAAE,EAAE,MAAM,CAAA;IACV,mDAAmD;IACnD,UAAU,EAAE,MAAM,CAAA;IAClB,SAAS,EAAE,KAAK,CAAA;IAChB,UAAU,EAAE,KAAK,CAAA;IACjB,UAAU,EAAE,MAAM,CAAA;IAClB;;;;;OAKG;IACH,aAAa,CAAC,EAAE,MAAM,CAAA;CACvB;AAED,cAAc;AACd,MAAM,WAAW,WAAY,SAAQ,UAAU;IAC7C,WAAW,EAAE,MAAM,CAAA;IACnB,YAAY,EAAE,OAAO,CAAA;IACrB;;;;OAIG;IACH,qBAAqB,CAAC,EAAE,MAAM,CAAA;CAC/B;AAED,cAAc;AACd,MAAM,WAAW,UAAW,SAAQ,UAAU;CAAG;AAEjD,cAAc;AACd,MAAM,MAAM,MAAM,GAAG,WAAW,GAAG,UAAU,CAAA;AAE7C,cAAc;AACd,MAAM,MAAM,aAAa,GAAG,IAAI,CAC9B,UAAU,EACV,YAAY,GAAG,IAAI,GAAG,YAAY,GAAG,WAAW,GAAG,YAAY,CAChE,CAAA;AAED;;;;;GAKG;AACH,MAAM,WAAW,SAAS;IACxB,QAAQ,EAAE,MAAM,CAAA;IAChB,UAAU,EAAE,MAAM,CAAA;CACnB;AAED,cAAc;AACd,MAAM,WAAW,eAAe;IAC9B,OAAO,EAAE,MAAM,EAAE,CAAA;CAClB;AAED;;;;;;GAMG;AACH,MAAM,WAAW,aAAa;IAC5B,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,SAAS,EAAE,MAAM,CAAA;IACjB,WAAW,CAAC,EAAE,MAAM,CAAA;IACpB,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,OAAO,CAAC,EAAE,WAAW,CAAA;CACtB;AAED,cAAc;AACd,MAAM,WAAW,cAAc;IAC7B,MAAM,EAAE,aAAa,EAAE,CAAA;CACxB;AAED,cAAc;AACd,MAAM,WAAW,MAAM;IACrB,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;CACV;AAED,cAAc;AACd,MAAM,WAAW,aAAa;IAC5B,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,MAAM,EAAE,CAAA;CAClB;AAED,cAAc;AACd,MAAM,MAAM,aAAa,GACrB,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,KAAK,GACL,KAAK,GACL,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,KAAK,GACL,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,IAAI,CAAA;AAER,cAAc;AACd,MAAM,WAAW,cAAc;IAC7B,KAAK,EAAE,MAAM,CAAA;IACb,IAAI,EAAE,MAAM,CAAA;CACb;AAED,cAAc;AACd,MAAM,WAAW,iBAAiB;IAChC,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,IAAI,EAAE,cAAc,EAAE,CAAA;IACtB,IAAI,EAAE,cAAc,EAAE,CAAA;IACtB,SAAS,EAAE,MAAM,CAAA;CAClB;AAED,cAAc;AACd,MAAM,WAAW,KAAK;IACpB,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,KAAK,EAAE,MAAM,CAAA;IACb,IAAI,EAAE,MAAM,CAAA;IACZ,SAAS,EAAE,MAAM,CAAA;IACjB,IAAI,EAAE,KAAK,GAAG,MAAM,CAAA;IACpB,EAAE,CAAC,EAAE,MAAM,CAAA;CACZ"}
package/dist/esm/subscriptions.d.ts CHANGED
@@ -1,9 +1,9 @@
1
1
  import type { Balance, Fill, OpenOrder, Position, TriggerOrder } from './account.js';
2
- import type { Candle, OhlcvInterval, OrderbookResponse } from './market.js';
2
+ import type { Candle, MarketContext, OhlcvInterval, OrderbookResponse, Trade } from './market.js';
3
3
  import type { Address } from './primitives.js';
4
4
  /** @public */
5
- export type PricesSubscription = {
6
- channel: 'prices';
5
+ export type MarketsContextSubscription = {
6
+ channel: 'marketsContext';
7
7
  dex: string;
8
8
  };
9
9
  /** @public */
@@ -28,6 +28,12 @@ export type CandleSubscription = {
28
28
  interval: OhlcvInterval;
29
29
  };
30
30
  /** @public */
31
+ export type TradesSubscription = {
32
+ channel: 'trades';
33
+ dex: string;
34
+ marketId: string;
35
+ };
36
+ /** @public */
31
37
  export type OrderUpdatesSubscription = {
32
38
  channel: 'orderUpdates';
33
39
  dex: string;
@@ -52,11 +58,11 @@ export type SpotBalancesSubscription = {
52
58
  address: Address;
53
59
  };
54
60
  /** @public */
55
- export type Subscription = PricesSubscription | OrderbookSubscription | CandleSubscription | OrderUpdatesSubscription | FillsSubscription | PositionsSubscription | SpotBalancesSubscription;
61
+ export type Subscription = MarketsContextSubscription | OrderbookSubscription | CandleSubscription | TradesSubscription | OrderUpdatesSubscription | FillsSubscription | PositionsSubscription | SpotBalancesSubscription;
56
62
  /** @public */
57
- export type PricesEvent = {
58
- channel: 'prices';
59
- data: Record<string, string>;
63
+ export type MarketsContextEvent = {
64
+ channel: 'marketsContext';
65
+ data: Record<string, MarketContext>;
60
66
  };
61
67
  /** @public */
62
68
  export type OrderbookEvent = {
@@ -69,6 +75,11 @@ export type CandleEvent = {
69
75
  data: Candle;
70
76
  };
71
77
  /** @public */
78
+ export type TradesEvent = {
79
+ channel: 'trades';
80
+ data: Trade[];
81
+ };
82
+ /** @public */
72
83
  export type OrderUpdatesEvent = {
73
84
  channel: 'orderUpdates';
74
85
  data: {
@@ -111,5 +122,5 @@ export type SpotBalancesEvent = {
111
122
  })[];
112
123
  };
113
124
  /** @public */
114
- export type SubscriptionEvent = PricesEvent | OrderbookEvent | CandleEvent | OrderUpdatesEvent | FillsEvent | PositionsEvent | SpotBalancesEvent;
125
+ export type SubscriptionEvent = MarketsContextEvent | OrderbookEvent | CandleEvent | TradesEvent | OrderUpdatesEvent | FillsEvent | PositionsEvent | SpotBalancesEvent;
115
126
  //# sourceMappingURL=subscriptions.d.ts.map
package/dist/esm/subscriptions.d.ts.map CHANGED
@@ -1 +1 @@
1
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package/dist/types/market.d.ts CHANGED
@@ -55,15 +55,17 @@ export interface MarketsResponse {
55
55
  markets: Market[];
56
56
  }
57
57
  /**
58
- * Live per-market data for the `/prices` endpoint. `price` is the mid;
59
- * `markPrice`, `prevDayPrice` and `volume24h` apply to every market type,
60
- * while `openInterest` and `funding` are perp-only and absent for spot.
58
+ * Live per-market context: `midPrice` is the order-book mid, `markPrice` the
59
+ * venue mark, `oraclePrice` the venue oracle/index price where the venue
60
+ * publishes one. `prevDayPrice` and `volume24h` apply to every market type;
61
+ * `openInterest` and `funding` are perp-only and absent for spot.
61
62
  * @public
62
63
  */
63
- export interface MarketPrice {
64
+ export interface MarketContext {
64
65
  marketId: string;
65
- price: string;
66
+ midPrice: string;
66
67
  markPrice: string;
68
+ oraclePrice?: string;
67
69
  prevDayPrice?: string;
68
70
  volume24h?: string;
69
71
  openInterest?: string;
@@ -71,7 +73,7 @@ export interface MarketPrice {
71
73
  }
72
74
  /** @public */
73
75
  export interface PricesResponse {
74
- prices: MarketPrice[];
76
+ prices: MarketContext[];
75
77
  }
76
78
  /** @public */
77
79
  export interface Candle {
@@ -104,4 +106,14 @@ export interface OrderbookResponse {
104
106
  asks: OrderbookLevel[];
105
107
  timestamp: number;
106
108
  }
109
+ /** @public */
110
+ export interface Trade {
111
+ provider: string;
112
+ marketId: string;
113
+ price: string;
114
+ size: string;
115
+ timestamp: number;
116
+ side: 'buy' | 'sell';
117
+ id?: string;
118
+ }
107
119
  //# sourceMappingURL=market.d.ts.map
package/dist/types/market.d.ts.map CHANGED
@@ -1 +1 @@
1
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1
+ {"version":3,"file":"market.d.ts","sourceRoot":"","sources":["../../src/market.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,KAAK,EAAE,MAAM,YAAY,CAAA;AAEvC,cAAc;AACd,MAAM,WAAW,WAAW;IAC1B,IAAI,EAAE,MAAM,CAAA;IACZ,eAAe,EAAE,MAAM,CAAA;CACxB;AAED,cAAc;AACd,MAAM,WAAW,UAAU;IACzB,UAAU,EAAE,MAAM,CAAA;IAClB,qEAAqE;IACrE,EAAE,EAAE,MAAM,CAAA;IACV,mDAAmD;IACnD,UAAU,EAAE,MAAM,CAAA;IAClB,SAAS,EAAE,KAAK,CAAA;IAChB,UAAU,EAAE,KAAK,CAAA;IACjB,UAAU,EAAE,MAAM,CAAA;IAClB;;;;;OAKG;IACH,aAAa,CAAC,EAAE,MAAM,CAAA;CACvB;AAED,cAAc;AACd,MAAM,WAAW,WAAY,SAAQ,UAAU;IAC7C,WAAW,EAAE,MAAM,CAAA;IACnB,YAAY,EAAE,OAAO,CAAA;IACrB;;;;OAIG;IACH,qBAAqB,CAAC,EAAE,MAAM,CAAA;CAC/B;AAED,cAAc;AACd,MAAM,WAAW,UAAW,SAAQ,UAAU;CAAG;AAEjD,cAAc;AACd,MAAM,MAAM,MAAM,GAAG,WAAW,GAAG,UAAU,CAAA;AAE7C,cAAc;AACd,MAAM,MAAM,aAAa,GAAG,IAAI,CAC9B,UAAU,EACV,YAAY,GAAG,IAAI,GAAG,YAAY,GAAG,WAAW,GAAG,YAAY,CAChE,CAAA;AAED;;;;;GAKG;AACH,MAAM,WAAW,SAAS;IACxB,QAAQ,EAAE,MAAM,CAAA;IAChB,UAAU,EAAE,MAAM,CAAA;CACnB;AAED,cAAc;AACd,MAAM,WAAW,eAAe;IAC9B,OAAO,EAAE,MAAM,EAAE,CAAA;CAClB;AAED;;;;;;GAMG;AACH,MAAM,WAAW,aAAa;IAC5B,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,SAAS,EAAE,MAAM,CAAA;IACjB,WAAW,CAAC,EAAE,MAAM,CAAA;IACpB,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,OAAO,CAAC,EAAE,WAAW,CAAA;CACtB;AAED,cAAc;AACd,MAAM,WAAW,cAAc;IAC7B,MAAM,EAAE,aAAa,EAAE,CAAA;CACxB;AAED,cAAc;AACd,MAAM,WAAW,MAAM;IACrB,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;CACV;AAED,cAAc;AACd,MAAM,WAAW,aAAa;IAC5B,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,MAAM,EAAE,CAAA;CAClB;AAED,cAAc;AACd,MAAM,MAAM,aAAa,GACrB,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,KAAK,GACL,KAAK,GACL,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,KAAK,GACL,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,IAAI,CAAA;AAER,cAAc;AACd,MAAM,WAAW,cAAc;IAC7B,KAAK,EAAE,MAAM,CAAA;IACb,IAAI,EAAE,MAAM,CAAA;CACb;AAED,cAAc;AACd,MAAM,WAAW,iBAAiB;IAChC,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,IAAI,EAAE,cAAc,EAAE,CAAA;IACtB,IAAI,EAAE,cAAc,EAAE,CAAA;IACtB,SAAS,EAAE,MAAM,CAAA;CAClB;AAED,cAAc;AACd,MAAM,WAAW,KAAK;IACpB,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,KAAK,EAAE,MAAM,CAAA;IACb,IAAI,EAAE,MAAM,CAAA;IACZ,SAAS,EAAE,MAAM,CAAA;IACjB,IAAI,EAAE,KAAK,GAAG,MAAM,CAAA;IACpB,EAAE,CAAC,EAAE,MAAM,CAAA;CACZ"}
package/dist/types/subscriptions.d.ts CHANGED
@@ -1,9 +1,9 @@
1
1
  import type { Balance, Fill, OpenOrder, Position, TriggerOrder } from './account.js';
2
- import type { Candle, OhlcvInterval, OrderbookResponse } from './market.js';
2
+ import type { Candle, MarketContext, OhlcvInterval, OrderbookResponse, Trade } from './market.js';
3
3
  import type { Address } from './primitives.js';
4
4
  /** @public */
5
- export type PricesSubscription = {
6
- channel: 'prices';
5
+ export type MarketsContextSubscription = {
6
+ channel: 'marketsContext';
7
7
  dex: string;
8
8
  };
9
9
  /** @public */
@@ -28,6 +28,12 @@ export type CandleSubscription = {
28
28
  interval: OhlcvInterval;
29
29
  };
30
30
  /** @public */
31
+ export type TradesSubscription = {
32
+ channel: 'trades';
33
+ dex: string;
34
+ marketId: string;
35
+ };
36
+ /** @public */
31
37
  export type OrderUpdatesSubscription = {
32
38
  channel: 'orderUpdates';
33
39
  dex: string;
@@ -52,11 +58,11 @@ export type SpotBalancesSubscription = {
52
58
  address: Address;
53
59
  };
54
60
  /** @public */
55
- export type Subscription = PricesSubscription | OrderbookSubscription | CandleSubscription | OrderUpdatesSubscription | FillsSubscription | PositionsSubscription | SpotBalancesSubscription;
61
+ export type Subscription = MarketsContextSubscription | OrderbookSubscription | CandleSubscription | TradesSubscription | OrderUpdatesSubscription | FillsSubscription | PositionsSubscription | SpotBalancesSubscription;
56
62
  /** @public */
57
- export type PricesEvent = {
58
- channel: 'prices';
59
- data: Record<string, string>;
63
+ export type MarketsContextEvent = {
64
+ channel: 'marketsContext';
65
+ data: Record<string, MarketContext>;
60
66
  };
61
67
  /** @public */
62
68
  export type OrderbookEvent = {
@@ -69,6 +75,11 @@ export type CandleEvent = {
69
75
  data: Candle;
70
76
  };
71
77
  /** @public */
78
+ export type TradesEvent = {
79
+ channel: 'trades';
80
+ data: Trade[];
81
+ };
82
+ /** @public */
72
83
  export type OrderUpdatesEvent = {
73
84
  channel: 'orderUpdates';
74
85
  data: {
@@ -111,5 +122,5 @@ export type SpotBalancesEvent = {
111
122
  })[];
112
123
  };
113
124
  /** @public */
114
- export type SubscriptionEvent = PricesEvent | OrderbookEvent | CandleEvent | OrderUpdatesEvent | FillsEvent | PositionsEvent | SpotBalancesEvent;
125
+ export type SubscriptionEvent = MarketsContextEvent | OrderbookEvent | CandleEvent | TradesEvent | OrderUpdatesEvent | FillsEvent | PositionsEvent | SpotBalancesEvent;
115
126
  //# sourceMappingURL=subscriptions.d.ts.map
package/dist/types/subscriptions.d.ts.map CHANGED
@@ -1 +1 @@
1
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package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@lifi/perps-types",
3
- "version": "1.0.1",
3
+ "version": "1.2.0",
4
4
  "description": "Shared types for the LI.FI perps stack",
5
5
  "keywords": [
6
6
  "lifi",
@@ -20,7 +20,7 @@
20
20
  "url": "https://github.com/lifinance/perps-sdk.git"
21
21
  },
22
22
  "license": "Apache-2.0",
23
- "author": "LI.FI <dev@li.fi>",
23
+ "author": "Aaron Boyd <aaron@li.finance>",
24
24
  "type": "module",
25
25
  "main": "./dist/cjs/index.js",
26
26
  "module": "./dist/esm/index.js",
package/src/market.ts CHANGED
@@ -66,15 +66,17 @@ export interface MarketsResponse {
66
66
  }
67
67
 
68
68
  /**
69
- * Live per-market data for the `/prices` endpoint. `price` is the mid;
70
- * `markPrice`, `prevDayPrice` and `volume24h` apply to every market type,
71
- * while `openInterest` and `funding` are perp-only and absent for spot.
69
+ * Live per-market context: `midPrice` is the order-book mid, `markPrice` the
70
+ * venue mark, `oraclePrice` the venue oracle/index price where the venue
71
+ * publishes one. `prevDayPrice` and `volume24h` apply to every market type;
72
+ * `openInterest` and `funding` are perp-only and absent for spot.
72
73
  * @public
73
74
  */
74
- export interface MarketPrice {
75
+ export interface MarketContext {
75
76
  marketId: string
76
- price: string
77
+ midPrice: string
77
78
  markPrice: string
79
+ oraclePrice?: string
78
80
  prevDayPrice?: string
79
81
  volume24h?: string
80
82
  openInterest?: string
@@ -83,7 +85,7 @@ export interface MarketPrice {
83
85
 
84
86
  /** @public */
85
87
  export interface PricesResponse {
86
- prices: MarketPrice[]
88
+ prices: MarketContext[]
87
89
  }
88
90
 
89
91
  /** @public */
@@ -135,3 +137,14 @@ export interface OrderbookResponse {
135
137
  asks: OrderbookLevel[]
136
138
  timestamp: number
137
139
  }
140
+
141
+ /** @public */
142
+ export interface Trade {
143
+ provider: string
144
+ marketId: string
145
+ price: string
146
+ size: string
147
+ timestamp: number
148
+ side: 'buy' | 'sell'
149
+ id?: string
150
+ }
package/src/subscriptions.ts CHANGED
@@ -5,11 +5,20 @@ import type {
5
5
  Position,
6
6
  TriggerOrder,
7
7
  } from './account.js'
8
- import type { Candle, OhlcvInterval, OrderbookResponse } from './market.js'
8
+ import type {
9
+ Candle,
10
+ MarketContext,
11
+ OhlcvInterval,
12
+ OrderbookResponse,
13
+ Trade,
14
+ } from './market.js'
9
15
  import type { Address } from './primitives.js'
10
16
 
11
17
  /** @public */
12
- export type PricesSubscription = { channel: 'prices'; dex: string }
18
+ export type MarketsContextSubscription = {
19
+ channel: 'marketsContext'
20
+ dex: string
21
+ }
13
22
  /** @public */
14
23
  export type OrderbookSubscription = {
15
24
  channel: 'orderbook'
@@ -32,6 +41,12 @@ export type CandleSubscription = {
32
41
  interval: OhlcvInterval
33
42
  }
34
43
  /** @public */
44
+ export type TradesSubscription = {
45
+ channel: 'trades'
46
+ dex: string
47
+ marketId: string
48
+ }
49
+ /** @public */
35
50
  export type OrderUpdatesSubscription = {
36
51
  channel: 'orderUpdates'
37
52
  dex: string
@@ -58,21 +73,27 @@ export type SpotBalancesSubscription = {
58
73
 
59
74
  /** @public */
60
75
  export type Subscription =
61
- | PricesSubscription
76
+ | MarketsContextSubscription
62
77
  | OrderbookSubscription
63
78
  | CandleSubscription
79
+ | TradesSubscription
64
80
  | OrderUpdatesSubscription
65
81
  | FillsSubscription
66
82
  | PositionsSubscription
67
83
  | SpotBalancesSubscription
68
84
 
69
85
  /** @public */
70
- export type PricesEvent = { channel: 'prices'; data: Record<string, string> }
86
+ export type MarketsContextEvent = {
87
+ channel: 'marketsContext'
88
+ data: Record<string, MarketContext>
89
+ }
71
90
  /** @public */
72
91
  export type OrderbookEvent = { channel: 'orderbook'; data: OrderbookResponse }
73
92
  /** @public */
74
93
  export type CandleEvent = { channel: 'candle'; data: Candle }
75
94
  /** @public */
95
+ export type TradesEvent = { channel: 'trades'; data: Trade[] }
96
+ /** @public */
76
97
  export type OrderUpdatesEvent = {
77
98
  channel: 'orderUpdates'
78
99
  data: {
@@ -109,9 +130,10 @@ export type SpotBalancesEvent = {
109
130
 
110
131
  /** @public */
111
132
  export type SubscriptionEvent =
112
- | PricesEvent
133
+ | MarketsContextEvent
113
134
  | OrderbookEvent
114
135
  | CandleEvent
136
+ | TradesEvent
115
137
  | OrderUpdatesEvent
116
138
  | FillsEvent
117
139
  | PositionsEvent