@lightconexyz/lightcone-sdk 0.2.41 → 0.2.42

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
@@ -1,14 +1,22 @@
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- import type { OrderBookId } from "../../shared";
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+ import { type OrderBookId } from "../../shared";
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  import type { OrderBook } from "./wire";
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+ export interface ApplyResult {
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+ isSnapshot: boolean;
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+ gap: number;
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+ stale: boolean;
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+ }
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+ export type StaleCallback = (orderbookId: OrderBookId, expectedSeq: number, receivedSeq: number) => void;
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  export declare class OrderbookSnapshot {
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  readonly orderbookId: OrderBookId;
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  seq: number;
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  private readonly bidsMap;
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  private readonly asksMap;
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- private cachedBestBid;
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- private cachedBestAsk;
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+ private trackedBestBid;
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+ private trackedBestAsk;
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+ private _stale;
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+ private _onStale;
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  constructor(orderbookId: OrderBookId);
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- apply(book: OrderBook): void;
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+ apply(book: OrderBook): ApplyResult;
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  bids(): ReadonlyMap<string, string>;
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  asks(): ReadonlyMap<string, string>;
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  bestBid(): string | undefined;
@@ -16,6 +24,8 @@ export declare class OrderbookSnapshot {
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  midPrice(): string | undefined;
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  spread(): string | undefined;
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  isEmpty(): boolean;
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+ isStale(): boolean;
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+ onStale(callback: StaleCallback | null): void;
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  clear(): void;
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  }
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  //# sourceMappingURL=state.d.ts.map
@@ -1 +1 @@
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- {"version":3,"file":"state.d.ts","sourceRoot":"","sources":["../../../src/domain/orderbook/state.ts"],"names":[],"mappings":"AACA,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC;AAChD,OAAO,KAAK,EAAE,SAAS,EAAE,MAAM,QAAQ,CAAC;AAExC,qBAAa,iBAAiB;IAC5B,QAAQ,CAAC,WAAW,EAAE,WAAW,CAAC;IAClC,GAAG,EAAE,MAAM,CAAC;IACZ,OAAO,CAAC,QAAQ,CAAC,OAAO,CAAsB;IAC9C,OAAO,CAAC,QAAQ,CAAC,OAAO,CAAsB;IAC9C,OAAO,CAAC,aAAa,CAA4B;IACjD,OAAO,CAAC,aAAa,CAA4B;gBAErC,WAAW,EAAE,WAAW;IASpC,KAAK,CAAC,IAAI,EAAE,SAAS,GAAG,IAAI;IA4B5B,IAAI,IAAI,WAAW,CAAC,MAAM,EAAE,MAAM,CAAC;IAInC,IAAI,IAAI,WAAW,CAAC,MAAM,EAAE,MAAM,CAAC;IAInC,OAAO,IAAI,MAAM,GAAG,SAAS;IAe7B,OAAO,IAAI,MAAM,GAAG,SAAS;IAc7B,QAAQ,IAAI,MAAM,GAAG,SAAS;IAU9B,MAAM,IAAI,MAAM,GAAG,SAAS;IAU5B,OAAO,IAAI,OAAO;IAIlB,KAAK,IAAI,IAAI;CAOd"}
1
+ {"version":3,"file":"state.d.ts","sourceRoot":"","sources":["../../../src/domain/orderbook/state.ts"],"names":[],"mappings":"AACA,OAAO,EAAU,KAAK,WAAW,EAAE,MAAM,cAAc,CAAC;AACxD,OAAO,KAAK,EAAE,SAAS,EAAE,MAAM,QAAQ,CAAC;AAExC,MAAM,WAAW,WAAW;IAC1B,UAAU,EAAE,OAAO,CAAC;IACpB,GAAG,EAAE,MAAM,CAAC;IACZ,KAAK,EAAE,OAAO,CAAC;CAChB;AAED,MAAM,MAAM,aAAa,GAAG,CAAC,WAAW,EAAE,WAAW,EAAE,WAAW,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,KAAK,IAAI,CAAC;AAEzG,qBAAa,iBAAiB;IAC5B,QAAQ,CAAC,WAAW,EAAE,WAAW,CAAC;IAClC,GAAG,EAAE,MAAM,CAAC;IACZ,OAAO,CAAC,QAAQ,CAAC,OAAO,CAAsB;IAC9C,OAAO,CAAC,QAAQ,CAAC,OAAO,CAAsB;IAC9C,OAAO,CAAC,cAAc,CAAqB;IAC3C,OAAO,CAAC,cAAc,CAAqB;IAC3C,OAAO,CAAC,MAAM,CAAU;IACxB,OAAO,CAAC,QAAQ,CAAuB;gBAE3B,WAAW,EAAE,WAAW;IAWpC,KAAK,CAAC,IAAI,EAAE,SAAS,GAAG,WAAW;IAmDnC,IAAI,IAAI,WAAW,CAAC,MAAM,EAAE,MAAM,CAAC;IAInC,IAAI,IAAI,WAAW,CAAC,MAAM,EAAE,MAAM,CAAC;IAInC,OAAO,IAAI,MAAM,GAAG,SAAS;IAiB7B,OAAO,IAAI,MAAM,GAAG,SAAS;IAiB7B,QAAQ,IAAI,MAAM,GAAG,SAAS;IAU9B,MAAM,IAAI,MAAM,GAAG,SAAS;IAU5B,OAAO,IAAI,OAAO;IAIlB,OAAO,IAAI,OAAO;IAIlB,OAAO,CAAC,QAAQ,EAAE,aAAa,GAAG,IAAI,GAAG,IAAI;IAI7C,KAAK,IAAI,IAAI;CAQd"}
@@ -5,45 +5,73 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
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  Object.defineProperty(exports, "__esModule", { value: true });
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  exports.OrderbookSnapshot = void 0;
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  const decimal_js_1 = __importDefault(require("decimal.js"));
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+ const shared_1 = require("../../shared");
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  class OrderbookSnapshot {
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  orderbookId;
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  seq;
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  bidsMap;
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  asksMap;
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- cachedBestBid;
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- cachedBestAsk;
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+ trackedBestBid;
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+ trackedBestAsk;
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+ _stale;
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+ _onStale;
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  constructor(orderbookId) {
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  this.orderbookId = orderbookId;
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  this.seq = 0;
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  this.bidsMap = new Map();
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  this.asksMap = new Map();
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- this.cachedBestBid = null;
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- this.cachedBestAsk = null;
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+ this.trackedBestBid = undefined;
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+ this.trackedBestAsk = undefined;
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+ this._stale = false;
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+ this._onStale = null;
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  }
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  apply(book) {
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- if (book.is_snapshot) {
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+ const isSnapshot = book.is_snapshot === true;
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+ let gap = 0;
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+ if (isSnapshot) {
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  this.bidsMap.clear();
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  this.asksMap.clear();
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+ this.trackedBestBid = undefined;
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+ this.trackedBestAsk = undefined;
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+ this._stale = false;
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+ }
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+ else if (book.seq !== undefined && this.seq > 0 && book.seq > this.seq + 1) {
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+ gap = book.seq - (this.seq + 1);
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+ this._stale = true;
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+ if (this._onStale) {
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+ this._onStale(this.orderbookId, this.seq + 1, book.seq);
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+ }
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  }
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  this.seq = book.seq ?? this.seq;
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  for (const level of book.bids) {
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- if (new decimal_js_1.default(level.size).isZero()) {
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+ if ((0, shared_1.isZero)(level.size)) {
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+ if (this.trackedBestBid === level.price) {
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+ this.trackedBestBid = undefined;
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+ }
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  this.bidsMap.delete(level.price);
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  }
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  else {
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  this.bidsMap.set(level.price, level.size);
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+ if (this.trackedBestBid === undefined || new decimal_js_1.default(level.price).greaterThan(this.trackedBestBid)) {
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+ this.trackedBestBid = level.price;
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+ }
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  }
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  }
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  for (const level of book.asks) {
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- if (new decimal_js_1.default(level.size).isZero()) {
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+ if ((0, shared_1.isZero)(level.size)) {
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+ if (this.trackedBestAsk === level.price) {
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+ this.trackedBestAsk = undefined;
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+ }
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  this.asksMap.delete(level.price);
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  }
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  else {
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  this.asksMap.set(level.price, level.size);
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+ if (this.trackedBestAsk === undefined || new decimal_js_1.default(level.price).lessThan(this.trackedBestAsk)) {
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+ this.trackedBestAsk = level.price;
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+ }
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  }
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  }
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- this.cachedBestBid = null;
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- this.cachedBestAsk = null;
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+ return { isSnapshot, gap, stale: this._stale };
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  }
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  bids() {
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  return this.bidsMap;
@@ -52,31 +80,36 @@ class OrderbookSnapshot {
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  return this.asksMap;
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  }
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  bestBid() {
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- if (this.cachedBestBid !== null) {
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- return this.cachedBestBid;
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+ if (this.trackedBestBid !== undefined) {
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+ return this.trackedBestBid;
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  }
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  if (this.bidsMap.size === 0) {
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- this.cachedBestBid = undefined;
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  return undefined;
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  }
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- const result = Array.from(this.bidsMap.keys())
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- .sort((a, b) => new decimal_js_1.default(a).cmp(new decimal_js_1.default(b)))
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- .at(-1);
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- this.cachedBestBid = result;
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- return result;
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+ let best;
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+ for (const price of this.bidsMap.keys()) {
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+ if (best === undefined || new decimal_js_1.default(price).greaterThan(best)) {
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+ best = price;
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+ }
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+ }
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+ this.trackedBestBid = best;
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+ return best;
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  }
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  bestAsk() {
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- if (this.cachedBestAsk !== null) {
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- return this.cachedBestAsk;
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+ if (this.trackedBestAsk !== undefined) {
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+ return this.trackedBestAsk;
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  }
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  if (this.asksMap.size === 0) {
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- this.cachedBestAsk = undefined;
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  return undefined;
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  }
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- const result = Array.from(this.asksMap.keys())
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- .sort((a, b) => new decimal_js_1.default(a).cmp(new decimal_js_1.default(b)))[0];
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- this.cachedBestAsk = result;
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- return result;
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+ let best;
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+ for (const price of this.asksMap.keys()) {
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+ if (best === undefined || new decimal_js_1.default(price).lessThan(best)) {
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+ best = price;
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+ }
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+ }
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+ this.trackedBestAsk = best;
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+ return best;
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  }
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  midPrice() {
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  const bid = this.bestBid();
@@ -97,12 +130,19 @@ class OrderbookSnapshot {
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  isEmpty() {
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  return this.bidsMap.size === 0 && this.asksMap.size === 0;
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  }
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+ isStale() {
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+ return this._stale;
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+ }
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+ onStale(callback) {
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+ this._onStale = callback;
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+ }
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  clear() {
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  this.bidsMap.clear();
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  this.asksMap.clear();
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  this.seq = 0;
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- this.cachedBestBid = null;
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- this.cachedBestAsk = null;
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+ this.trackedBestBid = undefined;
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+ this.trackedBestAsk = undefined;
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+ this._stale = false;
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  }
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  }
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  exports.OrderbookSnapshot = OrderbookSnapshot;
@@ -1 +1 @@
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this.seq;\n\n for (const level of book.bids) {\n if (new Decimal(level.size).isZero()) {\n this.bidsMap.delete(level.price);\n } else {\n this.bidsMap.set(level.price, level.size);\n }\n }\n\n for (const level of book.asks) {\n if (new Decimal(level.size).isZero()) {\n this.asksMap.delete(level.price);\n } else {\n this.asksMap.set(level.price, level.size);\n }\n }\n\n this.cachedBestBid = null;\n this.cachedBestAsk = null;\n }\n\n bids(): ReadonlyMap<string, string> {\n return this.bidsMap;\n }\n\n asks(): ReadonlyMap<string, string> {\n return this.asksMap;\n }\n\n bestBid(): string | undefined {\n if (this.cachedBestBid !== null) {\n return this.cachedBestBid;\n }\n if (this.bidsMap.size === 0) {\n this.cachedBestBid = undefined;\n return undefined;\n }\n const result = Array.from(this.bidsMap.keys())\n .sort((a, b) => new Decimal(a).cmp(new Decimal(b)))\n .at(-1);\n this.cachedBestBid = result;\n return result;\n }\n\n bestAsk(): string | undefined {\n if (this.cachedBestAsk !== null) {\n return this.cachedBestAsk;\n }\n if (this.asksMap.size === 0) {\n this.cachedBestAsk = undefined;\n return undefined;\n }\n const result = Array.from(this.asksMap.keys())\n .sort((a, b) => new Decimal(a).cmp(new Decimal(b)))[0];\n this.cachedBestAsk = result;\n return result;\n }\n\n midPrice(): string | undefined {\n const bid = this.bestBid();\n const ask = this.bestAsk();\n if (!bid || !ask) {\n return undefined;\n }\n\n return new Decimal(bid).plus(ask).div(2).toString();\n }\n\n spread(): string | undefined {\n const bid = this.bestBid();\n const ask = this.bestAsk();\n if (!bid || !ask) {\n return undefined;\n }\n\n return new Decimal(ask).minus(bid).toString();\n }\n\n isEmpty(): boolean {\n return this.bidsMap.size === 0 && this.asksMap.size === 0;\n }\n\n clear(): void {\n this.bidsMap.clear();\n this.asksMap.clear();\n this.seq = 0;\n this.cachedBestBid = null;\n this.cachedBestAsk = null;\n }\n}\n"]}
1
+ 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Decimal from \"decimal.js\";\nimport { isZero, type OrderBookId } from \"../../shared\";\nimport type { OrderBook } from \"./wire\";\n\nexport interface ApplyResult {\n isSnapshot: boolean;\n gap: number;\n stale: boolean;\n}\n\nexport type StaleCallback = (orderbookId: OrderBookId, expectedSeq: number, receivedSeq: number) => void;\n\nexport class OrderbookSnapshot {\n readonly orderbookId: OrderBookId;\n seq: number;\n private readonly bidsMap: Map<string, string>;\n private readonly asksMap: Map<string, string>;\n private trackedBestBid: string | undefined;\n private trackedBestAsk: string | undefined;\n private _stale: boolean;\n private _onStale: StaleCallback | null;\n\n constructor(orderbookId: OrderBookId) {\n this.orderbookId = orderbookId;\n this.seq = 0;\n this.bidsMap = new Map();\n this.asksMap = new Map();\n this.trackedBestBid = undefined;\n this.trackedBestAsk = undefined;\n this._stale = false;\n this._onStale = null;\n }\n\n apply(book: OrderBook): ApplyResult {\n const isSnapshot = book.is_snapshot === true;\n let gap = 0;\n\n if (isSnapshot) {\n this.bidsMap.clear();\n this.asksMap.clear();\n this.trackedBestBid = undefined;\n this.trackedBestAsk = undefined;\n this._stale = false;\n } else if (book.seq !== undefined && this.seq > 0 && book.seq > this.seq + 1) {\n gap = book.seq - (this.seq + 1);\n this._stale = true;\n if (this._onStale) {\n this._onStale(this.orderbookId, this.seq + 1, book.seq);\n }\n }\n\n this.seq = book.seq ?? this.seq;\n\n for (const level of book.bids) {\n if (isZero(level.size)) {\n if (this.trackedBestBid === level.price) {\n this.trackedBestBid = undefined;\n }\n this.bidsMap.delete(level.price);\n } else {\n this.bidsMap.set(level.price, level.size);\n if (this.trackedBestBid === undefined || new Decimal(level.price).greaterThan(this.trackedBestBid)) {\n this.trackedBestBid = level.price;\n }\n }\n }\n\n for (const level of book.asks) {\n if (isZero(level.size)) {\n if (this.trackedBestAsk === level.price) {\n this.trackedBestAsk = undefined;\n }\n this.asksMap.delete(level.price);\n } else {\n this.asksMap.set(level.price, level.size);\n if (this.trackedBestAsk === undefined || new Decimal(level.price).lessThan(this.trackedBestAsk)) {\n this.trackedBestAsk = level.price;\n }\n }\n }\n\n return { isSnapshot, gap, stale: this._stale };\n }\n\n bids(): ReadonlyMap<string, string> {\n return this.bidsMap;\n }\n\n asks(): ReadonlyMap<string, string> {\n return this.asksMap;\n }\n\n bestBid(): string | undefined {\n if (this.trackedBestBid !== undefined) {\n return this.trackedBestBid;\n }\n if (this.bidsMap.size === 0) {\n return undefined;\n }\n let best: string | undefined;\n for (const price of this.bidsMap.keys()) {\n if (best === undefined || new Decimal(price).greaterThan(best)) {\n best = price;\n }\n }\n this.trackedBestBid = best;\n return best;\n }\n\n bestAsk(): string | undefined {\n if (this.trackedBestAsk !== undefined) {\n return this.trackedBestAsk;\n }\n if (this.asksMap.size === 0) {\n return undefined;\n }\n let best: string | undefined;\n for (const price of this.asksMap.keys()) {\n if (best === undefined || new Decimal(price).lessThan(best)) {\n best = price;\n }\n }\n this.trackedBestAsk = best;\n return best;\n }\n\n midPrice(): string | undefined {\n const bid = this.bestBid();\n const ask = this.bestAsk();\n if (!bid || !ask) {\n return undefined;\n }\n\n return new Decimal(bid).plus(ask).div(2).toString();\n }\n\n spread(): string | undefined {\n const bid = this.bestBid();\n const ask = this.bestAsk();\n if (!bid || !ask) {\n return undefined;\n }\n\n return new Decimal(ask).minus(bid).toString();\n }\n\n isEmpty(): boolean {\n return this.bidsMap.size === 0 && this.asksMap.size === 0;\n }\n\n isStale(): boolean {\n return this._stale;\n }\n\n onStale(callback: StaleCallback | null): void {\n this._onStale = callback;\n }\n\n clear(): void {\n this.bidsMap.clear();\n this.asksMap.clear();\n this.seq = 0;\n this.trackedBestBid = undefined;\n this.trackedBestAsk = undefined;\n this._stale = false;\n }\n}\n"]}
@@ -3,7 +3,9 @@ import type { Trade } from "./index";
3
3
  export declare class TradeHistory {
4
4
  readonly orderbookId: OrderBookId;
5
5
  private readonly maxSize;
6
- private readonly buffer;
6
+ private readonly ring;
7
+ private head;
8
+ private count;
7
9
  constructor(orderbookId: OrderBookId, maxSize: number);
8
10
  push(trade: Trade): void;
9
11
  replace(trades: Trade[]): void;
@@ -1 +1 @@
1
- {"version":3,"file":"state.d.ts","sourceRoot":"","sources":["../../../src/domain/trade/state.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC;AAChD,OAAO,KAAK,EAAE,KAAK,EAAE,MAAM,SAAS,CAAC;AAErC,qBAAa,YAAY;IACvB,QAAQ,CAAC,WAAW,EAAE,WAAW,CAAC;IAClC,OAAO,CAAC,QAAQ,CAAC,OAAO,CAAS;IACjC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAU;gBAErB,WAAW,EAAE,WAAW,EAAE,OAAO,EAAE,MAAM;IAMrD,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,IAAI;IAOxB,OAAO,CAAC,MAAM,EAAE,KAAK,EAAE,GAAG,IAAI;IAK9B,MAAM,IAAI,SAAS,KAAK,EAAE;IAI1B,MAAM,IAAI,KAAK,GAAG,SAAS;IAI3B,KAAK,IAAI,IAAI;IAIb,GAAG,IAAI,MAAM;IAIb,OAAO,IAAI,OAAO;CAGnB"}
1
+ {"version":3,"file":"state.d.ts","sourceRoot":"","sources":["../../../src/domain/trade/state.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC;AAChD,OAAO,KAAK,EAAE,KAAK,EAAE,MAAM,SAAS,CAAC;AAErC,qBAAa,YAAY;IACvB,QAAQ,CAAC,WAAW,EAAE,WAAW,CAAC;IAClC,OAAO,CAAC,QAAQ,CAAC,OAAO,CAAS;IACjC,OAAO,CAAC,QAAQ,CAAC,IAAI,CAAwB;IAC7C,OAAO,CAAC,IAAI,CAAS;IACrB,OAAO,CAAC,KAAK,CAAS;gBAEV,WAAW,EAAE,WAAW,EAAE,OAAO,EAAE,MAAM;IAQrD,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,IAAI;IAQxB,OAAO,CAAC,MAAM,EAAE,KAAK,EAAE,GAAG,IAAI;IAS9B,MAAM,IAAI,SAAS,KAAK,EAAE;IAY1B,MAAM,IAAI,KAAK,GAAG,SAAS;IAO3B,KAAK,IAAI,IAAI;IAKb,GAAG,IAAI,MAAM;IAIb,OAAO,IAAI,OAAO;CAGnB"}
@@ -4,36 +4,57 @@ exports.TradeHistory = void 0;
4
4
  class TradeHistory {
5
5
  orderbookId;
6
6
  maxSize;
7
- buffer;
7
+ ring;
8
+ head;
9
+ count;
8
10
  constructor(orderbookId, maxSize) {
9
11
  this.orderbookId = orderbookId;
10
12
  this.maxSize = maxSize;
11
- this.buffer = [];
13
+ this.ring = new Array(maxSize);
14
+ this.head = 0;
15
+ this.count = 0;
12
16
  }
13
17
  push(trade) {
14
- this.buffer.unshift(trade);
15
- if (this.buffer.length > this.maxSize) {
16
- this.buffer.pop();
18
+ this.ring[this.head] = trade;
19
+ this.head = (this.head + 1) % this.maxSize;
20
+ if (this.count < this.maxSize) {
21
+ this.count++;
17
22
  }
18
23
  }
19
24
  replace(trades) {
20
- this.buffer.length = 0;
21
- this.buffer.push(...trades.slice(0, this.maxSize));
25
+ this.head = 0;
26
+ this.count = 0;
27
+ const toInsert = trades.length <= this.maxSize ? trades : trades.slice(0, this.maxSize);
28
+ for (let i = toInsert.length - 1; i >= 0; i--) {
29
+ this.push(toInsert[i]);
30
+ }
22
31
  }
23
32
  trades() {
24
- return this.buffer;
33
+ if (this.count === 0) {
34
+ return [];
35
+ }
36
+ const result = new Array(this.count);
37
+ for (let i = 0; i < this.count; i++) {
38
+ const idx = (this.head - 1 - i + this.maxSize * 2) % this.maxSize;
39
+ result[i] = this.ring[idx];
40
+ }
41
+ return result;
25
42
  }
26
43
  latest() {
27
- return this.buffer[0];
44
+ if (this.count === 0) {
45
+ return undefined;
46
+ }
47
+ return this.ring[(this.head - 1 + this.maxSize) % this.maxSize];
28
48
  }
29
49
  clear() {
30
- this.buffer.length = 0;
50
+ this.head = 0;
51
+ this.count = 0;
31
52
  }
32
53
  len() {
33
- return this.buffer.length;
54
+ return this.count;
34
55
  }
35
56
  isEmpty() {
36
- return this.buffer.length === 0;
57
+ return this.count === 0;
37
58
  }
38
59
  }
39
60
  exports.TradeHistory = TradeHistory;
@@ -1 +1 @@
1
- {"version":3,"file":"state.js","sourceRoot":"","sources":["../../../src/domain/trade/state.ts"],"names":[],"mappings":";;;AAGA,MAAa,YAAY;IACd,WAAW,CAAc;IACjB,OAAO,CAAS;IAChB,MAAM,CAAU;IAEjC,YAAY,WAAwB,EAAE,OAAe;QACnD,IAAI,CAAC,WAAW,GAAG,WAAW,CAAC;QAC/B,IAAI,CAAC,OAAO,GAAG,OAAO,CAAC;QACvB,IAAI,CAAC,MAAM,GAAG,EAAE,CAAC;IACnB,CAAC;IAED,IAAI,CAAC,KAAY;QACf,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAC3B,IAAI,IAAI,CAAC,MAAM,CAAC,MAAM,GAAG,IAAI,CAAC,OAAO,EAAE,CAAC;YACtC,IAAI,CAAC,MAAM,CAAC,GAAG,EAAE,CAAC;QACpB,CAAC;IACH,CAAC;IAED,OAAO,CAAC,MAAe;QACrB,IAAI,CAAC,MAAM,CAAC,MAAM,GAAG,CAAC,CAAC;QACvB,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC,EAAE,IAAI,CAAC,OAAO,CAAC,CAAC,CAAC;IACrD,CAAC;IAED,MAAM;QACJ,OAAO,IAAI,CAAC,MAAM,CAAC;IACrB,CAAC;IAED,MAAM;QACJ,OAAO,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC;IACxB,CAAC;IAED,KAAK;QACH,IAAI,CAAC,MAAM,CAAC,MAAM,GAAG,CAAC,CAAC;IACzB,CAAC;IAED,GAAG;QACD,OAAO,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC;IAC5B,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,MAAM,CAAC,MAAM,KAAK,CAAC,CAAC;IAClC,CAAC;CACF;AA1CD,oCA0CC","sourcesContent":["import type { OrderBookId } from \"../../shared\";\nimport type { Trade } from \"./index\";\n\nexport class TradeHistory {\n readonly orderbookId: OrderBookId;\n private readonly maxSize: number;\n private readonly buffer: Trade[];\n\n constructor(orderbookId: OrderBookId, maxSize: number) {\n this.orderbookId = orderbookId;\n this.maxSize = maxSize;\n this.buffer = [];\n }\n\n push(trade: Trade): void {\n this.buffer.unshift(trade);\n if (this.buffer.length > this.maxSize) {\n this.buffer.pop();\n }\n }\n\n replace(trades: Trade[]): void {\n this.buffer.length = 0;\n this.buffer.push(...trades.slice(0, this.maxSize));\n }\n\n trades(): readonly Trade[] {\n return this.buffer;\n }\n\n latest(): Trade | undefined {\n return this.buffer[0];\n }\n\n clear(): void {\n this.buffer.length = 0;\n }\n\n len(): number {\n return this.buffer.length;\n }\n\n isEmpty(): boolean {\n return this.buffer.length === 0;\n }\n}\n"]}
1
+ {"version":3,"file":"state.js","sourceRoot":"","sources":["../../../src/domain/trade/state.ts"],"names":[],"mappings":";;;AAGA,MAAa,YAAY;IACd,WAAW,CAAc;IACjB,OAAO,CAAS;IAChB,IAAI,CAAwB;IACrC,IAAI,CAAS;IACb,KAAK,CAAS;IAEtB,YAAY,WAAwB,EAAE,OAAe;QACnD,IAAI,CAAC,WAAW,GAAG,WAAW,CAAC;QAC/B,IAAI,CAAC,OAAO,GAAG,OAAO,CAAC;QACvB,IAAI,CAAC,IAAI,GAAG,IAAI,KAAK,CAAoB,OAAO,CAAC,CAAC;QAClD,IAAI,CAAC,IAAI,GAAG,CAAC,CAAC;QACd,IAAI,CAAC,KAAK,GAAG,CAAC,CAAC;IACjB,CAAC;IAED,IAAI,CAAC,KAAY;QACf,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,KAAK,CAAC;QAC7B,IAAI,CAAC,IAAI,GAAG,CAAC,IAAI,CAAC,IAAI,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,OAAO,CAAC;QAC3C,IAAI,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,OAAO,EAAE,CAAC;YAC9B,IAAI,CAAC,KAAK,EAAE,CAAC;QACf,CAAC;IACH,CAAC;IAED,OAAO,CAAC,MAAe;QACrB,IAAI,CAAC,IAAI,GAAG,CAAC,CAAC;QACd,IAAI,CAAC,KAAK,GAAG,CAAC,CAAC;QACf,MAAM,QAAQ,GAAG,MAAM,CAAC,MAAM,IAAI,IAAI,CAAC,OAAO,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,EAAE,IAAI,CAAC,OAAO,CAAC,CAAC;QACxF,KAAK,IAAI,CAAC,GAAG,QAAQ,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;YAC9C,IAAI,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC;QACzB,CAAC;IACH,CAAC;IAED,MAAM;QACJ,IAAI,IAAI,CAAC,KAAK,KAAK,CAAC,EAAE,CAAC;YACrB,OAAO,EAAE,CAAC;QACZ,CAAC;QACD,MAAM,MAAM,GAAY,IAAI,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QAC9C,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,KAAK,EAAE,CAAC,EAAE,EAAE,CAAC;YACpC,MAAM,GAAG,GAAG,CAAC,IAAI,CAAC,IAAI,GAAG,CAAC,GAAG,CAAC,GAAG,IAAI,CAAC,OAAO,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,OAAO,CAAC;YAClE,MAAM,CAAC,CAAC,CAAC,GAAG,IAAI,CAAC,IAAI,CAAC,GAAG,CAAE,CAAC;QAC9B,CAAC;QACD,OAAO,MAAM,CAAC;IAChB,CAAC;IAED,MAAM;QACJ,IAAI,IAAI,CAAC,KAAK,KAAK,CAAC,EAAE,CAAC;YACrB,OAAO,SAAS,CAAC;QACnB,CAAC;QACD,OAAO,IAAI,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,IAAI,GAAG,CAAC,GAAG,IAAI,CAAC,OAAO,CAAC,GAAG,IAAI,CAAC,OAAO,CAAC,CAAC;IAClE,CAAC;IAED,KAAK;QACH,IAAI,CAAC,IAAI,GAAG,CAAC,CAAC;QACd,IAAI,CAAC,KAAK,GAAG,CAAC,CAAC;IACjB,CAAC;IAED,GAAG;QACD,OAAO,IAAI,CAAC,KAAK,CAAC;IACpB,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,KAAK,KAAK,CAAC,CAAC;IAC1B,CAAC;CACF;AA/DD,oCA+DC","sourcesContent":["import type { OrderBookId } from \"../../shared\";\nimport type { Trade } from \"./index\";\n\nexport class TradeHistory {\n readonly orderbookId: OrderBookId;\n private readonly maxSize: number;\n private readonly ring: (Trade | undefined)[];\n private head: number;\n private count: number;\n\n constructor(orderbookId: OrderBookId, maxSize: number) {\n this.orderbookId = orderbookId;\n this.maxSize = maxSize;\n this.ring = new Array<Trade | undefined>(maxSize);\n this.head = 0;\n this.count = 0;\n }\n\n push(trade: Trade): void {\n this.ring[this.head] = trade;\n this.head = (this.head + 1) % this.maxSize;\n if (this.count < this.maxSize) {\n this.count++;\n }\n }\n\n replace(trades: Trade[]): void {\n this.head = 0;\n this.count = 0;\n const toInsert = trades.length <= this.maxSize ? trades : trades.slice(0, this.maxSize);\n for (let i = toInsert.length - 1; i >= 0; i--) {\n this.push(toInsert[i]);\n }\n }\n\n trades(): readonly Trade[] {\n if (this.count === 0) {\n return [];\n }\n const result: Trade[] = new Array(this.count);\n for (let i = 0; i < this.count; i++) {\n const idx = (this.head - 1 - i + this.maxSize * 2) % this.maxSize;\n result[i] = this.ring[idx]!;\n }\n return result;\n }\n\n latest(): Trade | undefined {\n if (this.count === 0) {\n return undefined;\n }\n return this.ring[(this.head - 1 + this.maxSize) % this.maxSize];\n }\n\n clear(): void {\n this.head = 0;\n this.count = 0;\n }\n\n len(): number {\n return this.count;\n }\n\n isEmpty(): boolean {\n return this.count === 0;\n }\n}\n"]}
package/dist/prelude.d.ts CHANGED
@@ -17,7 +17,7 @@ export { Referrals } from "./domain/referral";
17
17
  export type { Market, Status, Outcome, ConditionalToken, DepositAsset, Token, TokenMetadata, ValidatedTokens, } from "./domain/market";
18
18
  export type { OrderBook, OrderBookPair, OutcomeImpact, TickerData, WsBookLevel, } from "./domain/orderbook";
19
19
  export { OrderBookValidationError } from "./domain/orderbook";
20
- export { OrderbookSnapshot } from "./domain/orderbook/state";
20
+ export { OrderbookSnapshot, type ApplyResult, type StaleCallback } from "./domain/orderbook/state";
21
21
  export type { CancelAllBody, CancelAllSuccess, CancelBody, CancelSuccess, CancelTriggerBody, CancelTriggerSuccess, ConditionalBalance, FillInfo, Order, OrderEvent, OrderStatus, OrderType, SubmitOrderResponse, TriggerOrder, TriggerOrderResponse, TriggerOrderUpdate, UserSnapshotBalance, UserSnapshotOrder, UserOrdersResponse, } from "./domain/order";
22
22
  export type { UserOpenOrders, UserTriggerOrders } from "./domain/order/state";
23
23
  export type { Portfolio, Position, PositionOutcome, WalletHolding, TokenBalance, TokenBalanceComputedBase, TokenBalanceTokenType, DepositAssetMetadata, DepositTokenBalance, } from "./domain/position";
@@ -1 +1 @@
1
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@@ -1 +1 @@
1
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{\n asOrderBookId,\n asPubkeyStr,\n DepositSource,\n deriveOrderbookId,\n OrderUpdateType,\n Resolution,\n Side,\n TimeInForce,\n TriggerResultStatus,\n TriggerStatus,\n TriggerType,\n TriggerUpdateType,\n type OrderBookId,\n type PubkeyStr,\n type SubmitOrderRequest,\n} from \"./shared\";\n\nexport { SdkError } from \"./error\";\nexport { DEFAULT_API_URL, DEFAULT_WS_URL } from \"./network\";\n\nexport {\n LightconeClient,\n LightconeClientBuilder,\n} from \"./client\";\n\nexport { Rpc } from \"./rpc\";\nexport type { ClientContext } from \"./context\";\n\nexport { Auth } from \"./auth\";\nexport { Admin } from \"./domain/admin\";\nexport { Markets } from \"./domain/market\";\nexport { Orderbooks } from \"./domain/orderbook\";\nexport { Orders } from \"./domain/order\";\nexport { Positions } from \"./domain/position\";\nexport { Trades } from \"./domain/trade\";\nexport { PriceHistoryClient } from \"./domain/price_history\";\nexport { Notifications } from \"./domain/notification\";\nexport { Referrals } from \"./domain/referral\";\n\nexport type {\n Market,\n Status,\n Outcome,\n ConditionalToken,\n DepositAsset,\n Token,\n TokenMetadata,\n ValidatedTokens,\n} from \"./domain/market\";\n\nexport type {\n OrderBook,\n OrderBookPair,\n OutcomeImpact,\n TickerData,\n WsBookLevel,\n} from \"./domain/orderbook\";\nexport { OrderBookValidationError } from \"./domain/orderbook\";\nexport { OrderbookSnapshot } from \"./domain/orderbook/state\";\n\nexport type {\n CancelAllBody,\n CancelAllSuccess,\n CancelBody,\n CancelSuccess,\n CancelTriggerBody,\n CancelTriggerSuccess,\n ConditionalBalance,\n FillInfo,\n Order,\n OrderEvent,\n OrderStatus,\n OrderType,\n SubmitOrderResponse,\n TriggerOrder,\n TriggerOrderResponse,\n TriggerOrderUpdate,\n UserSnapshotBalance,\n UserSnapshotOrder,\n UserOrdersResponse,\n} from \"./domain/order\";\nexport type { UserOpenOrders, UserTriggerOrders } from \"./domain/order/state\";\n\nexport type {\n Portfolio,\n Position,\n PositionOutcome,\n WalletHolding,\n TokenBalance,\n TokenBalanceComputedBase,\n TokenBalanceTokenType,\n DepositAssetMetadata,\n DepositTokenBalance,\n} from \"./domain/position\";\n\nexport type { Trade, WsTrade } from \"./domain/trade\";\nexport { TradeHistory } from \"./domain/trade/state\";\nexport type {\n DepositPrice,\n DepositPriceCandleUpdate,\n DepositPriceHistoryQuery,\n DepositPriceKey,\n DepositPriceSnapshot,\n DepositPriceTick,\n DepositTokenCandle,\n DepositTokenPriceHistoryResponse,\n LineData,\n MidpointPriceCandle,\n OhlcvPriceCandle,\n OrderbookPriceHistoryQuery,\n OrderbookPriceHistoryResponse,\n PriceCandle,\n PriceHistory,\n PriceHistoryRestResponse,\n PriceHistorySnapshot,\n PriceHistoryUpdate,\n} from \"./domain/price_history\";\nexport { DepositPriceState, PriceHistoryState } from \"./domain/price_history\";\n\nexport type {\n AuthCredentials,\n ChainType,\n EmbeddedWallet,\n LinkedAccount,\n LinkedAccountType,\n User,\n} from \"./auth\";\n\nexport {\n LimitOrderEnvelope,\n TriggerOrderEnvelope,\n type OrderEnvelope,\n type OrderPayload,\n} from \"./program\";\n\nexport type {\n ExportWalletRequest,\n ExportWalletResponse,\n PrivyOrderEnvelope,\n SignAndSendOrderRequest,\n SignAndSendTxRequest,\n SignAndSendTxResponse,\n} from \"./privy\";\n\nexport type {\n Notification,\n NotificationKind,\n MarketResolvedData,\n OrderFilledData,\n MarketData,\n} from \"./domain/notification\";\n\nexport type {\n RedeemResult,\n ReferralCodeInfo,\n ReferralStatus,\n} from \"./domain/referral\";\n\nexport {\n RetryPolicy,\n type RetryConfig,\n} from \"./http\";\n\nexport type {\n IWsClient,\n Kind,\n MessageIn,\n MessageOut,\n SubscribeParams,\n UnsubscribeParams,\n WsConfig,\n WsEvent,\n} from \"./ws\";\n\nexport type AuthClient = import(\"./auth\").Auth;\nexport type AdminClient = import(\"./domain/admin\").Admin;\nexport type MarketsClient = import(\"./domain/market\").Markets;\nexport type MarketsResult = import(\"./domain/market\").MarketsResult;\nexport type OrderbooksClient = import(\"./domain/orderbook\").Orderbooks;\nexport type OrdersClient = import(\"./domain/order\").Orders;\nexport type PositionsClient = import(\"./domain/position\").Positions;\nexport type TradesClient = import(\"./domain/trade\").Trades;\nexport type PriceHistorySubClient = import(\"./domain/price_history\").PriceHistoryClient;\nexport type NotificationsClient = import(\"./domain/notification\").Notifications;\nexport type ReferralsClient = import(\"./domain/referral\").Referrals;\nexport type RpcClient = import(\"./rpc\").Rpc;\n"]}
1
+ {"version":3,"file":"prelude.js","sourceRoot":"","sources":["../src/prelude.ts"],"names":[],"mappings":";;;AAAA,mCAgBkB;AAfhB,uGAAA,aAAa,OAAA;AACb,qGAAA,WAAW,OAAA;AACX,uGAAA,aAAa,OAAA;AACb,2GAAA,iBAAiB,OAAA;AACjB,yGAAA,eAAe,OAAA;AACf,oGAAA,UAAU,OAAA;AACV,8FAAA,IAAI,OAAA;AACJ,qGAAA,WAAW,OAAA;AACX,6GAAA,mBAAmB,OAAA;AACnB,uGAAA,aAAa,OAAA;AACb,qGAAA,WAAW,OAAA;AACX,2GAAA,iBAAiB,OAAA;AAMnB,iCAAmC;AAA1B,iGAAA,QAAQ,OAAA;AACjB,qCAA4D;AAAnD,0GAAA,eAAe,OAAA;AAAE,yGAAA,cAAc,OAAA;AAExC,mCAGkB;AAFhB,yGAAA,eAAe,OAAA;AACf,gHAAA,sBAAsB,OAAA;AAGxB,6BAA4B;AAAnB,0FAAA,GAAG,OAAA;AAGZ,+BAA8B;AAArB,4FAAA,IAAI,OAAA;AACb,wCAAuC;AAA9B,8FAAA,KAAK,OAAA;AACd,0CAA0C;AAAjC,iGAAA,OAAO,OAAA;AAChB,gDAAgD;AAAvC,uGAAA,UAAU,OAAA;AACnB,wCAAwC;AAA/B,+FAAA,MAAM,OAAA;AACf,8CAA8C;AAArC,qGAAA,SAAS,OAAA;AAClB,wCAAwC;AAA/B,+FAAA,MAAM,OAAA;AACf,wDAA4D;AAAnD,mHAAA,kBAAkB,OAAA;AAC3B,sDAAsD;AAA7C,6GAAA,aAAa,OAAA;AACtB,8CAA8C;AAArC,qGAAA,SAAS,OAAA;AAoBlB,gDAA8D;AAArD,qHAAA,wBAAwB,OAAA;AACjC,kDAAmG;AAA1F,0GAAA,iBAAiB,OAAA;AAsC1B,8CAAoD;AAA3C,qGAAA,YAAY,OAAA;AAqBrB,wDAA8E;AAArE,kHAAA,iBAAiB,OAAA;AAAE,kHAAA,iBAAiB,OAAA;AAW7C,qCAKmB;AAJjB,6GAAA,kBAAkB,OAAA;AAClB,+GAAA,oBAAoB,OAAA;AA4BtB,+BAGgB;AAFd,mGAAA,WAAW,OAAA","sourcesContent":["export {\n asOrderBookId,\n asPubkeyStr,\n DepositSource,\n deriveOrderbookId,\n OrderUpdateType,\n Resolution,\n Side,\n TimeInForce,\n TriggerResultStatus,\n TriggerStatus,\n TriggerType,\n TriggerUpdateType,\n type OrderBookId,\n type PubkeyStr,\n type SubmitOrderRequest,\n} from \"./shared\";\n\nexport { SdkError } from \"./error\";\nexport { DEFAULT_API_URL, DEFAULT_WS_URL } from \"./network\";\n\nexport {\n LightconeClient,\n LightconeClientBuilder,\n} from \"./client\";\n\nexport { Rpc } from \"./rpc\";\nexport type { ClientContext } from \"./context\";\n\nexport { Auth } from \"./auth\";\nexport { Admin } from \"./domain/admin\";\nexport { Markets } from \"./domain/market\";\nexport { Orderbooks } from \"./domain/orderbook\";\nexport { Orders } from \"./domain/order\";\nexport { Positions } from \"./domain/position\";\nexport { Trades } from \"./domain/trade\";\nexport { PriceHistoryClient } from \"./domain/price_history\";\nexport { Notifications } from \"./domain/notification\";\nexport { Referrals } from \"./domain/referral\";\n\nexport type {\n Market,\n Status,\n Outcome,\n ConditionalToken,\n DepositAsset,\n Token,\n TokenMetadata,\n ValidatedTokens,\n} from \"./domain/market\";\n\nexport type {\n OrderBook,\n OrderBookPair,\n OutcomeImpact,\n TickerData,\n WsBookLevel,\n} from \"./domain/orderbook\";\nexport { OrderBookValidationError } from \"./domain/orderbook\";\nexport { OrderbookSnapshot, type ApplyResult, type StaleCallback } from \"./domain/orderbook/state\";\n\nexport type {\n CancelAllBody,\n CancelAllSuccess,\n CancelBody,\n CancelSuccess,\n CancelTriggerBody,\n CancelTriggerSuccess,\n ConditionalBalance,\n FillInfo,\n Order,\n OrderEvent,\n OrderStatus,\n OrderType,\n SubmitOrderResponse,\n TriggerOrder,\n TriggerOrderResponse,\n TriggerOrderUpdate,\n UserSnapshotBalance,\n UserSnapshotOrder,\n UserOrdersResponse,\n} from \"./domain/order\";\nexport type { UserOpenOrders, UserTriggerOrders } from \"./domain/order/state\";\n\nexport type {\n Portfolio,\n Position,\n PositionOutcome,\n WalletHolding,\n TokenBalance,\n TokenBalanceComputedBase,\n TokenBalanceTokenType,\n DepositAssetMetadata,\n DepositTokenBalance,\n} from \"./domain/position\";\n\nexport type { Trade, WsTrade } from \"./domain/trade\";\nexport { TradeHistory } from \"./domain/trade/state\";\nexport type {\n DepositPrice,\n DepositPriceCandleUpdate,\n DepositPriceHistoryQuery,\n DepositPriceKey,\n DepositPriceSnapshot,\n DepositPriceTick,\n DepositTokenCandle,\n DepositTokenPriceHistoryResponse,\n LineData,\n MidpointPriceCandle,\n OhlcvPriceCandle,\n OrderbookPriceHistoryQuery,\n OrderbookPriceHistoryResponse,\n PriceCandle,\n PriceHistory,\n PriceHistoryRestResponse,\n PriceHistorySnapshot,\n PriceHistoryUpdate,\n} from \"./domain/price_history\";\nexport { DepositPriceState, PriceHistoryState } from \"./domain/price_history\";\n\nexport type {\n AuthCredentials,\n ChainType,\n EmbeddedWallet,\n LinkedAccount,\n LinkedAccountType,\n User,\n} from \"./auth\";\n\nexport {\n LimitOrderEnvelope,\n TriggerOrderEnvelope,\n type OrderEnvelope,\n type OrderPayload,\n} from \"./program\";\n\nexport type {\n ExportWalletRequest,\n ExportWalletResponse,\n PrivyOrderEnvelope,\n SignAndSendOrderRequest,\n SignAndSendTxRequest,\n SignAndSendTxResponse,\n} from \"./privy\";\n\nexport type {\n Notification,\n NotificationKind,\n MarketResolvedData,\n OrderFilledData,\n MarketData,\n} from \"./domain/notification\";\n\nexport type {\n RedeemResult,\n ReferralCodeInfo,\n ReferralStatus,\n} from \"./domain/referral\";\n\nexport {\n RetryPolicy,\n type RetryConfig,\n} from \"./http\";\n\nexport type {\n IWsClient,\n Kind,\n MessageIn,\n MessageOut,\n SubscribeParams,\n UnsubscribeParams,\n WsConfig,\n WsEvent,\n} from \"./ws\";\n\nexport type AuthClient = import(\"./auth\").Auth;\nexport type AdminClient = import(\"./domain/admin\").Admin;\nexport type MarketsClient = import(\"./domain/market\").Markets;\nexport type MarketsResult = import(\"./domain/market\").MarketsResult;\nexport type OrderbooksClient = import(\"./domain/orderbook\").Orderbooks;\nexport type OrdersClient = import(\"./domain/order\").Orders;\nexport type PositionsClient = import(\"./domain/position\").Positions;\nexport type TradesClient = import(\"./domain/trade\").Trades;\nexport type PriceHistorySubClient = import(\"./domain/price_history\").PriceHistoryClient;\nexport type NotificationsClient = import(\"./domain/notification\").Notifications;\nexport type ReferralsClient = import(\"./domain/referral\").Referrals;\nexport type RpcClient = import(\"./rpc\").Rpc;\n"]}
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@lightconexyz/lightcone-sdk",
3
- "version": "0.2.41",
3
+ "version": "0.2.42",
4
4
  "description": "TypeScript SDK for Lightcone",
5
5
  "author": "Lightcone",
6
6
  "license": "MIT",