@lightconexyz/lightcone-sdk 0.1.0

package/dist/websocket/index.js

@@ -0,0 +1,75 @@
+"use strict";
+/**
+ * WebSocket client module for Lightcone.
+ *
+ * This module provides real-time data streaming functionality for
+ * live orderbook updates, trade notifications, and market events.
+ *
+ * @example
+ * ```typescript
+ * import { websocket } from "@lightcone/sdk";
+ *
+ * const client = await websocket.LightconeWebSocketClient.connectDefault();
+ *
+ * client.on((event) => {
+ *   if (event.type === "BookUpdate") {
+ *     const book = client.getOrderbook(event.orderbookId);
+ *     console.log("Best bid:", book?.bestBid());
+ *   }
+ * });
+ *
+ * await client.subscribeBookUpdates(["market1:ob1"]);
+ * ```
+ *
+ * @module websocket
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.DEFAULT_API_URL = exports.signMessage = exports.generateSigninMessageWithTimestamp = exports.generateSigninMessage = exports.authenticate = exports.MessageHandler = exports.subscriptionType = exports.subscriptionToParams = exports.SubscriptionManager = exports.PriceHistoryKey = exports.PriceHistory = exports.UserState = exports.LocalOrderbook = exports.parsePriceLevelSide = exports.sideToNumber = exports.parseSide = exports.parseWsMessage = exports.parseMessageType = exports.parseErrorCode = exports.parseMarketEventType = exports.toCandle = exports.marketParams = exports.priceHistoryParams = exports.userParams = exports.tradesParams = exports.bookUpdateParams = exports.createPingRequest = exports.createUnsubscribeRequest = exports.createSubscribeRequest = exports.WebSocketError = exports.DEFAULT_WS_URL = exports.LightconeWebSocketClient = void 0;
+// Client
+var client_1 = require("./client");
+Object.defineProperty(exports, "LightconeWebSocketClient", { enumerable: true, get: function () { return client_1.LightconeWebSocketClient; } });
+Object.defineProperty(exports, "DEFAULT_WS_URL", { enumerable: true, get: function () { return client_1.DEFAULT_WS_URL; } });
+// Error types
+var error_1 = require("./error");
+Object.defineProperty(exports, "WebSocketError", { enumerable: true, get: function () { return error_1.WebSocketError; } });
+var types_1 = require("./types");
+Object.defineProperty(exports, "createSubscribeRequest", { enumerable: true, get: function () { return types_1.createSubscribeRequest; } });
+Object.defineProperty(exports, "createUnsubscribeRequest", { enumerable: true, get: function () { return types_1.createUnsubscribeRequest; } });
+Object.defineProperty(exports, "createPingRequest", { enumerable: true, get: function () { return types_1.createPingRequest; } });
+Object.defineProperty(exports, "bookUpdateParams", { enumerable: true, get: function () { return types_1.bookUpdateParams; } });
+Object.defineProperty(exports, "tradesParams", { enumerable: true, get: function () { return types_1.tradesParams; } });
+Object.defineProperty(exports, "userParams", { enumerable: true, get: function () { return types_1.userParams; } });
+Object.defineProperty(exports, "priceHistoryParams", { enumerable: true, get: function () { return types_1.priceHistoryParams; } });
+Object.defineProperty(exports, "marketParams", { enumerable: true, get: function () { return types_1.marketParams; } });
+Object.defineProperty(exports, "toCandle", { enumerable: true, get: function () { return types_1.toCandle; } });
+Object.defineProperty(exports, "parseMarketEventType", { enumerable: true, get: function () { return types_1.parseMarketEventType; } });
+Object.defineProperty(exports, "parseErrorCode", { enumerable: true, get: function () { return types_1.parseErrorCode; } });
+Object.defineProperty(exports, "parseMessageType", { enumerable: true, get: function () { return types_1.parseMessageType; } });
+Object.defineProperty(exports, "parseWsMessage", { enumerable: true, get: function () { return types_1.parseWsMessage; } });
+Object.defineProperty(exports, "parseSide", { enumerable: true, get: function () { return types_1.parseSide; } });
+Object.defineProperty(exports, "sideToNumber", { enumerable: true, get: function () { return types_1.sideToNumber; } });
+Object.defineProperty(exports, "parsePriceLevelSide", { enumerable: true, get: function () { return types_1.parsePriceLevelSide; } });
+// State management
+var state_1 = require("./state");
+Object.defineProperty(exports, "LocalOrderbook", { enumerable: true, get: function () { return state_1.LocalOrderbook; } });
+Object.defineProperty(exports, "UserState", { enumerable: true, get: function () { return state_1.UserState; } });
+Object.defineProperty(exports, "PriceHistory", { enumerable: true, get: function () { return state_1.PriceHistory; } });
+Object.defineProperty(exports, "PriceHistoryKey", { enumerable: true, get: function () { return state_1.PriceHistoryKey; } });
+// Subscription management
+var subscriptions_1 = require("./subscriptions");
+Object.defineProperty(exports, "SubscriptionManager", { enumerable: true, get: function () { return subscriptions_1.SubscriptionManager; } });
+Object.defineProperty(exports, "subscriptionToParams", { enumerable: true, get: function () { return subscriptions_1.subscriptionToParams; } });
+Object.defineProperty(exports, "subscriptionType", { enumerable: true, get: function () { return subscriptions_1.subscriptionType; } });
+// Message handlers
+var handlers_1 = require("./handlers");
+Object.defineProperty(exports, "MessageHandler", { enumerable: true, get: function () { return handlers_1.MessageHandler; } });
+// Authentication
+var auth_1 = require("../auth");
+Object.defineProperty(exports, "authenticate", { enumerable: true, get: function () { return auth_1.authenticate; } });
+Object.defineProperty(exports, "generateSigninMessage", { enumerable: true, get: function () { return auth_1.generateSigninMessage; } });
+Object.defineProperty(exports, "generateSigninMessageWithTimestamp", { enumerable: true, get: function () { return auth_1.generateSigninMessageWithTimestamp; } });
+Object.defineProperty(exports, "signMessage", { enumerable: true, get: function () { return auth_1.signMessage; } });
+// Network constants
+var network_1 = require("../network");
+Object.defineProperty(exports, "DEFAULT_API_URL", { enumerable: true, get: function () { return network_1.DEFAULT_API_URL; } });
+//# sourceMappingURL=index.js.map

package/dist/websocket/index.js.map

@@ -0,0 +1 @@
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package/dist/websocket/state/index.d.ts

@@ -0,0 +1,7 @@
+/**
+ * State management exports for the WebSocket client.
+ */
+export { LocalOrderbook } from "./orderbook";
+export { UserState } from "./user";
+export { PriceHistory, PriceHistoryKey } from "./price";
+//# sourceMappingURL=index.d.ts.map

package/dist/websocket/state/index.d.ts.map

@@ -0,0 +1 @@
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package/dist/websocket/state/index.js

@@ -0,0 +1,14 @@
+"use strict";
+/**
+ * State management exports for the WebSocket client.
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.PriceHistoryKey = exports.PriceHistory = exports.UserState = exports.LocalOrderbook = void 0;
+var orderbook_1 = require("./orderbook");
+Object.defineProperty(exports, "LocalOrderbook", { enumerable: true, get: function () { return orderbook_1.LocalOrderbook; } });
+var user_1 = require("./user");
+Object.defineProperty(exports, "UserState", { enumerable: true, get: function () { return user_1.UserState; } });
+var price_1 = require("./price");
+Object.defineProperty(exports, "PriceHistory", { enumerable: true, get: function () { return price_1.PriceHistory; } });
+Object.defineProperty(exports, "PriceHistoryKey", { enumerable: true, get: function () { return price_1.PriceHistoryKey; } });
+//# sourceMappingURL=index.js.map

package/dist/websocket/state/index.js.map

@@ -0,0 +1 @@
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package/dist/websocket/state/orderbook.d.ts

@@ -0,0 +1,107 @@
+/**
+ * Local orderbook state management.
+ *
+ * Maintains a local copy of the orderbook state, applying deltas from
+ * WebSocket updates.
+ *
+ * Note: Internally uses string keys/values to match the string-based API.
+ * For numeric comparisons, parse the strings as needed.
+ */
+import type { BookUpdateData, PriceLevel } from "../types";
+/**
+ * Local orderbook state.
+ */
+export declare class LocalOrderbook {
+    /** Maximum number of price levels to maintain per side */
+    private static readonly MAX_LEVELS;
+    /** Orderbook identifier */
+    readonly orderbookId: string;
+    /** Bid levels (price string -> size string) */
+    private bids;
+    /** Ask levels (price string -> size string) */
+    private asks;
+    /** Expected next sequence number */
+    private expectedSeq;
+    /** Whether initial snapshot has been received */
+    private _hasSnapshot;
+    /** Last update timestamp */
+    private _lastTimestamp?;
+    constructor(orderbookId: string);
+    /**
+     * Apply a snapshot (full orderbook state).
+     */
+    applySnapshot(update: BookUpdateData): void;
+    /**
+     * Apply a delta update.
+     *
+     * @throws {WebSocketError} If a sequence gap is detected
+     */
+    applyDelta(update: BookUpdateData): void;
+    /**
+     * Apply an update (snapshot or delta).
+     *
+     * @throws {WebSocketError} If a sequence gap is detected
+     */
+    applyUpdate(update: BookUpdateData): void;
+    /**
+     * Get all bid levels sorted by price (descending).
+     */
+    getBids(): PriceLevel[];
+    /**
+     * Get all ask levels sorted by price (ascending).
+     */
+    getAsks(): PriceLevel[];
+    /**
+     * Get top N bid levels.
+     */
+    getTopBids(n: number): PriceLevel[];
+    /**
+     * Get top N ask levels.
+     */
+    getTopAsks(n: number): PriceLevel[];
+    /**
+     * Get the best bid (highest bid price) as [price, size].
+     */
+    bestBid(): [string, string] | undefined;
+    /**
+     * Get the best ask (lowest ask price) as [price, size].
+     */
+    bestAsk(): [string, string] | undefined;
+    /**
+     * Get the spread as a string (best_ask - best_bid).
+     */
+    spread(): string | undefined;
+    /**
+     * Get the midpoint price as a string.
+     */
+    midpoint(): string | undefined;
+    /**
+     * Get size at a specific bid price.
+     */
+    bidSizeAt(price: string): string | undefined;
+    /**
+     * Get size at a specific ask price.
+     */
+    askSizeAt(price: string): string | undefined;
+    /**
+     * Get total bid depth (sum of all bid sizes).
+     */
+    totalBidDepth(): number;
+    /**
+     * Get total ask depth (sum of all ask sizes).
+     */
+    totalAskDepth(): number;
+    /** Number of bid levels */
+    bidCount(): number;
+    /** Number of ask levels */
+    askCount(): number;
+    /** Whether the orderbook has received its initial snapshot */
+    hasSnapshot(): boolean;
+    /** Current expected sequence number */
+    expectedSequence(): number;
+    /** Last update timestamp */
+    lastTimestamp(): string | undefined;
+    /** Clear the orderbook state (for resync) */
+    clear(): void;
+}
+//# sourceMappingURL=orderbook.d.ts.map

package/dist/websocket/state/orderbook.d.ts.map

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package/dist/websocket/state/orderbook.js

@@ -0,0 +1,293 @@
+"use strict";
+/**
+ * Local orderbook state management.
+ *
+ * Maintains a local copy of the orderbook state, applying deltas from
+ * WebSocket updates.
+ *
+ * Note: Internally uses string keys/values to match the string-based API.
+ * For numeric comparisons, parse the strings as needed.
+ */
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.LocalOrderbook = void 0;
+const decimal_js_1 = __importDefault(require("decimal.js"));
+const error_1 = require("../error");
+const price_1 = require("../../shared/price");
+/**
+ * Local orderbook state.
+ */
+class LocalOrderbook {
+    /** Maximum number of price levels to maintain per side */
+    static MAX_LEVELS = 1000;
+    /** Orderbook identifier */
+    orderbookId;
+    /** Bid levels (price string -> size string) */
+    bids = new Map();
+    /** Ask levels (price string -> size string) */
+    asks = new Map();
+    /** Expected next sequence number */
+    expectedSeq = 0;
+    /** Whether initial snapshot has been received */
+    _hasSnapshot = false;
+    /** Last update timestamp */
+    _lastTimestamp;
+    constructor(orderbookId) {
+        this.orderbookId = orderbookId;
+    }
+    /**
+     * Apply a snapshot (full orderbook state).
+     */
+    applySnapshot(update) {
+        // Validate sequence number
+        if (typeof update.seq !== 'number' || update.seq < 0 || !Number.isFinite(update.seq)) {
+            console.warn(`Invalid sequence number in snapshot: ${update.seq}`);
+            return;
+        }
+        // Clear existing state
+        this.bids.clear();
+        this.asks.clear();
+        // Apply all levels (respecting max depth)
+        for (const level of update.bids) {
+            if (!(0, price_1.isZero)(level.size)) {
+                if (this.bids.size >= LocalOrderbook.MAX_LEVELS && !this.bids.has(level.price)) {
+                    continue; // Skip if at limit and new level
+                }
+                this.bids.set(level.price, level.size);
+            }
+        }
+        for (const level of update.asks) {
+            if (!(0, price_1.isZero)(level.size)) {
+                if (this.asks.size >= LocalOrderbook.MAX_LEVELS && !this.asks.has(level.price)) {
+                    continue; // Skip if at limit and new level
+                }
+                this.asks.set(level.price, level.size);
+            }
+        }
+        this.expectedSeq = update.seq + 1;
+        this._hasSnapshot = true;
+        this._lastTimestamp = update.timestamp;
+    }
+    /**
+     * Apply a delta update.
+     *
+     * @throws {WebSocketError} If a sequence gap is detected
+     */
+    applyDelta(update) {
+        // Validate sequence number
+        if (typeof update.seq !== 'number' || update.seq < 0 || !Number.isFinite(update.seq)) {
+            console.warn(`Invalid sequence number in delta: ${update.seq}`);
+            return;
+        }
+        // Check sequence number
+        if (update.seq !== this.expectedSeq) {
+            throw error_1.WebSocketError.sequenceGap(this.expectedSeq, update.seq);
+        }
+        // Apply bid updates (respecting max depth)
+        for (const level of update.bids) {
+            if ((0, price_1.isZero)(level.size)) {
+                this.bids.delete(level.price);
+            }
+            else {
+                if (this.bids.size >= LocalOrderbook.MAX_LEVELS && !this.bids.has(level.price)) {
+                    continue; // Skip if at limit and new level
+                }
+                this.bids.set(level.price, level.size);
+            }
+        }
+        // Apply ask updates (respecting max depth)
+        for (const level of update.asks) {
+            if ((0, price_1.isZero)(level.size)) {
+                this.asks.delete(level.price);
+            }
+            else {
+                if (this.asks.size >= LocalOrderbook.MAX_LEVELS && !this.asks.has(level.price)) {
+                    continue; // Skip if at limit and new level
+                }
+                this.asks.set(level.price, level.size);
+            }
+        }
+        this.expectedSeq = update.seq + 1;
+        this._lastTimestamp = update.timestamp;
+    }
+    /**
+     * Apply an update (snapshot or delta).
+     *
+     * @throws {WebSocketError} If a sequence gap is detected
+     */
+    applyUpdate(update) {
+        if (update.is_snapshot) {
+            this.applySnapshot(update);
+        }
+        else {
+            this.applyDelta(update);
+        }
+    }
+    /**
+     * Get all bid levels sorted by price (descending).
+     */
+    getBids() {
+        const entries = Array.from(this.bids.entries());
+        // Sort by price descending (higher prices first)
+        entries.sort((a, b) => parseFloat(b[0]) - parseFloat(a[0]));
+        return entries.map(([price, size]) => ({
+            side: "bid",
+            price,
+            size,
+        }));
+    }
+    /**
+     * Get all ask levels sorted by price (ascending).
+     */
+    getAsks() {
+        const entries = Array.from(this.asks.entries());
+        // Sort by price ascending (lower prices first)
+        entries.sort((a, b) => parseFloat(a[0]) - parseFloat(b[0]));
+        return entries.map(([price, size]) => ({
+            side: "ask",
+            price,
+            size,
+        }));
+    }
+    /**
+     * Get top N bid levels.
+     */
+    getTopBids(n) {
+        return this.getBids().slice(0, n);
+    }
+    /**
+     * Get top N ask levels.
+     */
+    getTopAsks(n) {
+        return this.getAsks().slice(0, n);
+    }
+    /**
+     * Get the best bid (highest bid price) as [price, size].
+     */
+    bestBid() {
+        const bids = this.getBids();
+        if (bids.length === 0)
+            return undefined;
+        return [bids[0].price, bids[0].size];
+    }
+    /**
+     * Get the best ask (lowest ask price) as [price, size].
+     */
+    bestAsk() {
+        const asks = this.getAsks();
+        if (asks.length === 0)
+            return undefined;
+        return [asks[0].price, asks[0].size];
+    }
+    /**
+     * Get the spread as a string (best_ask - best_bid).
+     */
+    spread() {
+        const bid = this.bestBid();
+        const ask = this.bestAsk();
+        if (!bid || !ask)
+            return undefined;
+        try {
+            const bidPrice = new decimal_js_1.default(bid[0]);
+            const askPrice = new decimal_js_1.default(ask[0]);
+            const spread = askPrice.greaterThan(bidPrice)
+                ? askPrice.minus(bidPrice)
+                : new decimal_js_1.default(0);
+            return spread.toFixed(6);
+        }
+        catch {
+            return undefined;
+        }
+    }
+    /**
+     * Get the midpoint price as a string.
+     */
+    midpoint() {
+        const bid = this.bestBid();
+        const ask = this.bestAsk();
+        if (!bid || !ask)
+            return undefined;
+        try {
+            const bidPrice = new decimal_js_1.default(bid[0]);
+            const askPrice = new decimal_js_1.default(ask[0]);
+            return bidPrice.plus(askPrice).dividedBy(2).toFixed(6);
+        }
+        catch {
+            return undefined;
+        }
+    }
+    /**
+     * Get size at a specific bid price.
+     */
+    bidSizeAt(price) {
+        return this.bids.get(price);
+    }
+    /**
+     * Get size at a specific ask price.
+     */
+    askSizeAt(price) {
+        return this.asks.get(price);
+    }
+    /**
+     * Get total bid depth (sum of all bid sizes).
+     */
+    totalBidDepth() {
+        let total = new decimal_js_1.default(0);
+        for (const size of this.bids.values()) {
+            try {
+                total = total.plus(new decimal_js_1.default(size));
+            }
+            catch {
+                // skip unparseable values
+            }
+        }
+        return total.toNumber();
+    }
+    /**
+     * Get total ask depth (sum of all ask sizes).
+     */
+    totalAskDepth() {
+        let total = new decimal_js_1.default(0);
+        for (const size of this.asks.values()) {
+            try {
+                total = total.plus(new decimal_js_1.default(size));
+            }
+            catch {
+                // skip unparseable values
+            }
+        }
+        return total.toNumber();
+    }
+    /** Number of bid levels */
+    bidCount() {
+        return this.bids.size;
+    }
+    /** Number of ask levels */
+    askCount() {
+        return this.asks.size;
+    }
+    /** Whether the orderbook has received its initial snapshot */
+    hasSnapshot() {
+        return this._hasSnapshot;
+    }
+    /** Current expected sequence number */
+    expectedSequence() {
+        return this.expectedSeq;
+    }
+    /** Last update timestamp */
+    lastTimestamp() {
+        return this._lastTimestamp;
+    }
+    /** Clear the orderbook state (for resync) */
+    clear() {
+        this.bids.clear();
+        this.asks.clear();
+        this.expectedSeq = 0;
+        this._hasSnapshot = false;
+        this._lastTimestamp = undefined;
+    }
+}
+exports.LocalOrderbook = LocalOrderbook;
+//# sourceMappingURL=orderbook.js.map

package/dist/websocket/state/orderbook.js.map

@@ -0,0 +1 @@
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/** Whether initial snapshot has been received */\n  private _hasSnapshot: boolean = false;\n  /** Last update timestamp */\n  private _lastTimestamp?: string;\n\n  constructor(orderbookId: string) {\n    this.orderbookId = orderbookId;\n  }\n\n  /**\n   * Apply a snapshot (full orderbook state).\n   */\n  applySnapshot(update: BookUpdateData): void {\n    // Validate sequence number\n    if (typeof update.seq !== 'number' || update.seq < 0 || !Number.isFinite(update.seq)) {\n      console.warn(`Invalid sequence number in snapshot: ${update.seq}`);\n      return;\n    }\n\n    // Clear existing state\n    this.bids.clear();\n    this.asks.clear();\n\n    // Apply all levels (respecting max depth)\n    for (const level of update.bids) {\n      if (!isZero(level.size)) {\n        if (this.bids.size >= LocalOrderbook.MAX_LEVELS && !this.bids.has(level.price)) {\n          continue; // Skip if at limit and new level\n        }\n        this.bids.set(level.price, level.size);\n      }\n    }\n\n    for (const level of update.asks) {\n      if (!isZero(level.size)) {\n        if (this.asks.size >= LocalOrderbook.MAX_LEVELS && !this.asks.has(level.price)) {\n          continue; // Skip if at limit and new level\n        }\n        this.asks.set(level.price, level.size);\n      }\n    }\n\n    this.expectedSeq = update.seq + 1;\n    this._hasSnapshot = true;\n    this._lastTimestamp = update.timestamp;\n  }\n\n  /**\n   * Apply a delta update.\n   *\n   * @throws {WebSocketError} If a sequence gap is detected\n   */\n  applyDelta(update: BookUpdateData): void {\n    // Validate sequence number\n    if (typeof update.seq !== 'number' || update.seq < 0 || !Number.isFinite(update.seq)) {\n      console.warn(`Invalid sequence number in delta: ${update.seq}`);\n      return;\n    }\n\n    // Check sequence number\n    if (update.seq !== this.expectedSeq) {\n      throw WebSocketError.sequenceGap(this.expectedSeq, update.seq);\n    }\n\n    // Apply bid updates (respecting max depth)\n    for (const level of update.bids) {\n      if (isZero(level.size)) {\n        this.bids.delete(level.price);\n      } else {\n        if (this.bids.size >= LocalOrderbook.MAX_LEVELS && !this.bids.has(level.price)) {\n          continue; // Skip if at limit and new level\n        }\n        this.bids.set(level.price, level.size);\n      }\n    }\n\n    // Apply ask updates (respecting max depth)\n    for (const level of update.asks) {\n      if (isZero(level.size)) {\n        this.asks.delete(level.price);\n      } else {\n        if (this.asks.size >= LocalOrderbook.MAX_LEVELS && !this.asks.has(level.price)) {\n          continue; // Skip if at limit and new level\n        }\n        this.asks.set(level.price, level.size);\n      }\n    }\n\n    this.expectedSeq = update.seq + 1;\n    this._lastTimestamp = update.timestamp;\n  }\n\n  /**\n   * Apply an update (snapshot or delta).\n   *\n   * @throws {WebSocketError} If a sequence gap is detected\n   */\n  applyUpdate(update: BookUpdateData): void {\n    if (update.is_snapshot) {\n      this.applySnapshot(update);\n    } else {\n      this.applyDelta(update);\n    }\n  }\n\n  /**\n   * Get all bid levels sorted by price (descending).\n   */\n  getBids(): PriceLevel[] {\n    const entries = Array.from(this.bids.entries());\n    // Sort by price descending (higher prices first)\n    entries.sort((a, b) => parseFloat(b[0]) - parseFloat(a[0]));\n    return entries.map(([price, size]) => ({\n      side: \"bid\",\n      price,\n      size,\n    }));\n  }\n\n  /**\n   * Get all ask levels sorted by price (ascending).\n   */\n  getAsks(): PriceLevel[] {\n    const entries = Array.from(this.asks.entries());\n    // Sort by price ascending (lower prices first)\n    entries.sort((a, b) => parseFloat(a[0]) - parseFloat(b[0]));\n    return entries.map(([price, size]) => ({\n      side: \"ask\",\n      price,\n      size,\n    }));\n  }\n\n  /**\n   * Get top N bid levels.\n   */\n  getTopBids(n: number): PriceLevel[] {\n    return this.getBids().slice(0, n);\n  }\n\n  /**\n   * Get top N ask levels.\n   */\n  getTopAsks(n: number): PriceLevel[] {\n    return this.getAsks().slice(0, n);\n  }\n\n  /**\n   * Get the best bid (highest bid price) as [price, size].\n   */\n  bestBid(): [string, string] | undefined {\n    const bids = this.getBids();\n    if (bids.length === 0) return undefined;\n    return [bids[0].price, bids[0].size];\n  }\n\n  /**\n   * Get the best ask (lowest ask price) as [price, size].\n   */\n  bestAsk(): [string, string] | undefined {\n    const asks = this.getAsks();\n    if (asks.length === 0) return undefined;\n    return [asks[0].price, asks[0].size];\n  }\n\n  /**\n   * Get the spread as a string (best_ask - best_bid).\n   */\n  spread(): string | undefined {\n    const bid = this.bestBid();\n    const ask = this.bestAsk();\n    if (!bid || !ask) return undefined;\n\n    try {\n      const bidPrice = new Decimal(bid[0]);\n      const askPrice = new Decimal(ask[0]);\n      const spread = askPrice.greaterThan(bidPrice)\n        ? askPrice.minus(bidPrice)\n        : new Decimal(0);\n      return spread.toFixed(6);\n    } catch {\n      return undefined;\n    }\n  }\n\n  /**\n   * Get the midpoint price as a string.\n   */\n  midpoint(): string | undefined {\n    const bid = this.bestBid();\n    const ask = this.bestAsk();\n    if (!bid || !ask) return undefined;\n\n    try {\n      const bidPrice = new Decimal(bid[0]);\n      const askPrice = new Decimal(ask[0]);\n      return bidPrice.plus(askPrice).dividedBy(2).toFixed(6);\n    } catch {\n      return undefined;\n    }\n  }\n\n  /**\n   * Get size at a specific bid price.\n   */\n  bidSizeAt(price: string): string | undefined {\n    return this.bids.get(price);\n  }\n\n  /**\n   * Get size at a specific ask price.\n   */\n  askSizeAt(price: string): string | undefined {\n    return this.asks.get(price);\n  }\n\n  /**\n   * Get total bid depth (sum of all bid sizes).\n   */\n  totalBidDepth(): number {\n    let total = new Decimal(0);\n    for (const size of this.bids.values()) {\n      try {\n        total = total.plus(new Decimal(size));\n      } catch {\n        // skip unparseable values\n      }\n    }\n    return total.toNumber();\n  }\n\n  /**\n   * Get total ask depth (sum of all ask sizes).\n   */\n  totalAskDepth(): number {\n    let total = new Decimal(0);\n    for (const size of this.asks.values()) {\n      try {\n        total = total.plus(new Decimal(size));\n      } catch {\n        // skip unparseable values\n      }\n    }\n    return total.toNumber();\n  }\n\n  /** Number of bid levels */\n  bidCount(): number {\n    return this.bids.size;\n  }\n\n  /** Number of ask levels */\n  askCount(): number {\n    return this.asks.size;\n  }\n\n  /** Whether the orderbook has received its initial snapshot */\n  hasSnapshot(): boolean {\n    return this._hasSnapshot;\n  }\n\n  /** Current expected sequence number */\n  expectedSequence(): number {\n    return this.expectedSeq;\n  }\n\n  /** Last update timestamp */\n  lastTimestamp(): string | undefined {\n    return this._lastTimestamp;\n  }\n\n  /** Clear the orderbook state (for resync) */\n  clear(): void {\n    this.bids.clear();\n    this.asks.clear();\n    this.expectedSeq = 0;\n    this._hasSnapshot = false;\n    this._lastTimestamp = undefined;\n  }\n}\n"]}

package/dist/websocket/state/price.d.ts

@@ -0,0 +1,108 @@
+/**
+ * Price history state management.
+ *
+ * Maintains local state for price history candles.
+ */
+import { Resolution } from "../../shared";
+import type { Candle, PriceHistoryData } from "../types";
+/**
+ * Key for price history subscriptions.
+ */
+export declare class PriceHistoryKey {
+    readonly orderbookId: string;
+    readonly resolution: string;
+    constructor(orderbookId: string, resolution: string);
+    toString(): string;
+    equals(other: PriceHistoryKey): boolean;
+}
+/**
+ * Price history state for a single orderbook/resolution pair.
+ */
+export declare class PriceHistory {
+    /** Maximum number of candles to maintain */
+    private static readonly MAX_CANDLES;
+    /** Orderbook identifier */
+    readonly orderbookId: string;
+    /** Resolution (1m, 5m, 15m, 1h, 4h, 1d) */
+    readonly resolution: string;
+    /** Whether OHLCV data is included */
+    includeOhlcv: boolean;
+    /** Candles sorted by timestamp (newest first) */
+    private _candles;
+    /** Index by timestamp for fast lookup */
+    private candleIndex;
+    /** Last server timestamp */
+    private _lastTimestamp?;
+    /** Server time from last message */
+    private _serverTime?;
+    /** Whether initial snapshot has been received */
+    private _hasSnapshot;
+    constructor(orderbookId: string, resolution: string, includeOhlcv: boolean);
+    /**
+     * Apply a snapshot (historical candles).
+     */
+    applySnapshot(data: PriceHistoryData): void;
+    /**
+     * Apply an update (new or updated candle).
+     */
+    applyUpdate(data: PriceHistoryData): void;
+    /**
+     * Update an existing candle or append a new one.
+     */
+    private updateOrAppendCandle;
+    /**
+     * Handle heartbeat (update server time).
+     */
+    applyHeartbeat(data: PriceHistoryData): void;
+    /**
+     * Apply any price history event.
+     */
+    applyEvent(data: PriceHistoryData): void;
+    /**
+     * Get all candles (newest first).
+     */
+    candles(): Candle[];
+    /**
+     * Get the N most recent candles.
+     */
+    recentCandles(n: number): Candle[];
+    /**
+     * Get a candle by timestamp.
+     */
+    getCandle(timestamp: number): Candle | undefined;
+    /**
+     * Get the most recent candle.
+     */
+    latestCandle(): Candle | undefined;
+    /**
+     * Get the oldest candle.
+     */
+    oldestCandle(): Candle | undefined;
+    /**
+     * Get current midpoint price (from most recent candle).
+     */
+    currentMidpoint(): string | undefined;
+    /**
+     * Get current best bid (from most recent candle).
+     */
+    currentBestBid(): string | undefined;
+    /**
+     * Get current best ask (from most recent candle).
+     */
+    currentBestAsk(): string | undefined;
+    /** Number of candles */
+    candleCount(): number;
+    /** Whether the price history has received its initial snapshot */
+    hasSnapshot(): boolean;
+    /** Last candle timestamp */
+    lastTimestamp(): number | undefined;
+    /** Server time from last message */
+    serverTime(): number | undefined;
+    /**
+     * Get resolution as enum.
+     */
+    resolutionEnum(): Resolution | undefined;
+    /** Clear the price history (for disconnect/resync) */
+    clear(): void;
+}
+//# sourceMappingURL=price.d.ts.map