@lightconexyz/lightcone-sdk 0.7.1 → 0.8.1-rc.2

package/dist/shared/fmt/str.js

@@ -0,0 +1,17 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.shorten = shorten;
+/**
+ * Shorten a string to its first and last `qty / 2` characters joined by an
+ * ellipsis — e.g. `shorten("FRGkJho6fY7XivWsEBjousTaZBT6eUBkkrDyCN4nWcPR", 8)`
+ * → `"FRGk...WcPR"`. Strings of `qty` characters or fewer are returned
+ * unchanged.
+ */
+function shorten(value, qty) {
+    if (value.length > qty) {
+        const charsToShow = Math.floor(qty / 2);
+        return `${value.slice(0, charsToShow)}...${value.slice(value.length - charsToShow)}`;
+    }
+    return value;
+}
+//# sourceMappingURL=str.js.map

package/dist/shared/fmt/str.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"str.js","sourceRoot":"","sources":["../../../src/shared/fmt/str.ts"],"names":[],"mappings":";;AAMA,0BAMC;AAZD;;;;;GAKG;AACH,SAAgB,OAAO,CAAC,KAAa,EAAE,GAAW;IAChD,IAAI,KAAK,CAAC,MAAM,GAAG,GAAG,EAAE,CAAC;QACvB,MAAM,WAAW,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC;QACxC,OAAO,GAAG,KAAK,CAAC,KAAK,CAAC,CAAC,EAAE,WAAW,CAAC,MAAM,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,MAAM,GAAG,WAAW,CAAC,EAAE,CAAC;IACvF,CAAC;IACD,OAAO,KAAK,CAAC;AACf,CAAC","sourcesContent":["/**\n * Shorten a string to its first and last `qty / 2` characters joined by an\n * ellipsis — e.g. `shorten(\"FRGkJho6fY7XivWsEBjousTaZBT6eUBkkrDyCN4nWcPR\", 8)`\n * → `\"FRGk...WcPR\"`. Strings of `qty` characters or fewer are returned\n * unchanged.\n */\nexport function shorten(value: string, qty: number): string {\n  if (value.length > qty) {\n    const charsToShow = Math.floor(qty / 2);\n    return `${value.slice(0, charsToShow)}...${value.slice(value.length - charsToShow)}`;\n  }\n  return value;\n}\n"]}

package/dist/shared/index.d.ts

@@ -1,4 +1,4 @@
-export { asOrderBookId, asPubkeyStr, DepositSource, deriveOrderbookId, parseResolution, parseSide, resolutionSeconds, sideLabel, OrderUpdateType, Resolution, Side, TimeInForce, TriggerResultStatus, TriggerStatus, TriggerType, TriggerUpdateType, type Branded, type OrderBookId, type PubkeyStr, type SubmitOrderRequest, } from "./types";
+export { allDenominators, applyImpactProtection, asOrderBookId, asPubkeyStr, convertDenomination, Denominator, denominatorDepositSymbol, denominatorSymbol, denominatorToken, DepositSource, deriveOrderbookId, parseResolution, parseSide, receiveDenominator, resolutionSeconds, sideLabel, spendDenominator, toOrderSide, OrderUpdateType, Resolution, Side, TimeInForce, TriggerResultStatus, TriggerStatus, TriggerType, TriggerUpdateType, type Branded, type OrderBookId, type PubkeyStr, type SubmitOrderRequest, } from "./types";
 export { ApiRejectedDetails, isApiResponse, type ApiRejectedDetailsWire, type ApiResponse, } from "./api_response";
 export { RejectionCode } from "./rejection";
 export { formatDecimal, isZero, parseDecimal } from "./price";

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

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/shared/index.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,aAAa,EACb,WAAW,EACX,aAAa,EACb,iBAAiB,EACjB,eAAe,EACf,SAAS,EACT,iBAAiB,EACjB,SAAS,EACT,eAAe,EACf,UAAU,EACV,IAAI,EACJ,WAAW,EACX,mBAAmB,EACnB,aAAa,EACb,WAAW,EACX,iBAAiB,EACjB,KAAK,OAAO,EACZ,KAAK,WAAW,EAChB,KAAK,SAAS,EACd,KAAK,kBAAkB,GACxB,MAAM,SAAS,CAAC;AAEjB,OAAO,EACL,kBAAkB,EAClB,aAAa,EACb,KAAK,sBAAsB,EAC3B,KAAK,WAAW,GACjB,MAAM,gBAAgB,CAAC;AAExB,OAAO,EAAE,aAAa,EAAE,MAAM,aAAa,CAAC;AAE5C,OAAO,EAAE,aAAa,EAAE,MAAM,EAAE,YAAY,EAAE,MAAM,SAAS,CAAC;AAE9D,OAAO,EACL,gBAAgB,EAChB,cAAc,EACd,oBAAoB,EACpB,YAAY,EACZ,KAAK,mBAAmB,EACxB,KAAK,iBAAiB,EACtB,KAAK,aAAa,GACnB,MAAM,WAAW,CAAC;AAGnB,OAAO,EAAE,oBAAoB,IAAI,gBAAgB,EAAE,MAAM,WAAW,CAAC;AAErE,OAAO,EACL,kBAAkB,EAClB,KAAK,cAAc,EACnB,KAAK,eAAe,GACrB,MAAM,WAAW,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/shared/index.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,eAAe,EACf,qBAAqB,EACrB,aAAa,EACb,WAAW,EACX,mBAAmB,EACnB,WAAW,EACX,wBAAwB,EACxB,iBAAiB,EACjB,gBAAgB,EAChB,aAAa,EACb,iBAAiB,EACjB,eAAe,EACf,SAAS,EACT,kBAAkB,EAClB,iBAAiB,EACjB,SAAS,EACT,gBAAgB,EAChB,WAAW,EACX,eAAe,EACf,UAAU,EACV,IAAI,EACJ,WAAW,EACX,mBAAmB,EACnB,aAAa,EACb,WAAW,EACX,iBAAiB,EACjB,KAAK,OAAO,EACZ,KAAK,WAAW,EAChB,KAAK,SAAS,EACd,KAAK,kBAAkB,GACxB,MAAM,SAAS,CAAC;AAEjB,OAAO,EACL,kBAAkB,EAClB,aAAa,EACb,KAAK,sBAAsB,EAC3B,KAAK,WAAW,GACjB,MAAM,gBAAgB,CAAC;AAExB,OAAO,EAAE,aAAa,EAAE,MAAM,aAAa,CAAC;AAE5C,OAAO,EAAE,aAAa,EAAE,MAAM,EAAE,YAAY,EAAE,MAAM,SAAS,CAAC;AAE9D,OAAO,EACL,gBAAgB,EAChB,cAAc,EACd,oBAAoB,EACpB,YAAY,EACZ,KAAK,mBAAmB,EACxB,KAAK,iBAAiB,EACtB,KAAK,aAAa,GACnB,MAAM,WAAW,CAAC;AAGnB,OAAO,EAAE,oBAAoB,IAAI,gBAAgB,EAAE,MAAM,WAAW,CAAC;AAErE,OAAO,EACL,kBAAkB,EAClB,KAAK,cAAc,EACnB,KAAK,eAAe,GACrB,MAAM,WAAW,CAAC"}

package/dist/shared/index.js

@@ -1,15 +1,25 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.isUserCancellation = exports.scalePriceSizeV1 = exports.ScalingError = exports.scalePriceSizeLegacy = exports.scalePriceSize = exports.alignPriceToTick = exports.parseDecimal = exports.isZero = exports.formatDecimal = exports.RejectionCode = exports.isApiResponse = exports.ApiRejectedDetails = exports.TriggerUpdateType = exports.TriggerType = exports.TriggerStatus = exports.TriggerResultStatus = exports.TimeInForce = exports.Side = exports.Resolution = exports.OrderUpdateType = exports.sideLabel = exports.resolutionSeconds = exports.parseSide = exports.parseResolution = exports.deriveOrderbookId = exports.DepositSource = exports.asPubkeyStr = exports.asOrderBookId = void 0;
+exports.isUserCancellation = exports.scalePriceSizeV1 = exports.ScalingError = exports.scalePriceSizeLegacy = exports.scalePriceSize = exports.alignPriceToTick = exports.parseDecimal = exports.isZero = exports.formatDecimal = exports.RejectionCode = exports.isApiResponse = exports.ApiRejectedDetails = exports.TriggerUpdateType = exports.TriggerType = exports.TriggerStatus = exports.TriggerResultStatus = exports.TimeInForce = exports.Side = exports.Resolution = exports.OrderUpdateType = exports.toOrderSide = exports.spendDenominator = exports.sideLabel = exports.resolutionSeconds = exports.receiveDenominator = exports.parseSide = exports.parseResolution = exports.deriveOrderbookId = exports.DepositSource = exports.denominatorToken = exports.denominatorSymbol = exports.denominatorDepositSymbol = exports.Denominator = exports.convertDenomination = exports.asPubkeyStr = exports.asOrderBookId = exports.applyImpactProtection = exports.allDenominators = void 0;
 var types_1 = require("./types");
+Object.defineProperty(exports, "allDenominators", { enumerable: true, get: function () { return types_1.allDenominators; } });
+Object.defineProperty(exports, "applyImpactProtection", { enumerable: true, get: function () { return types_1.applyImpactProtection; } });
 Object.defineProperty(exports, "asOrderBookId", { enumerable: true, get: function () { return types_1.asOrderBookId; } });
 Object.defineProperty(exports, "asPubkeyStr", { enumerable: true, get: function () { return types_1.asPubkeyStr; } });
+Object.defineProperty(exports, "convertDenomination", { enumerable: true, get: function () { return types_1.convertDenomination; } });
+Object.defineProperty(exports, "Denominator", { enumerable: true, get: function () { return types_1.Denominator; } });
+Object.defineProperty(exports, "denominatorDepositSymbol", { enumerable: true, get: function () { return types_1.denominatorDepositSymbol; } });
+Object.defineProperty(exports, "denominatorSymbol", { enumerable: true, get: function () { return types_1.denominatorSymbol; } });
+Object.defineProperty(exports, "denominatorToken", { enumerable: true, get: function () { return types_1.denominatorToken; } });
 Object.defineProperty(exports, "DepositSource", { enumerable: true, get: function () { return types_1.DepositSource; } });
 Object.defineProperty(exports, "deriveOrderbookId", { enumerable: true, get: function () { return types_1.deriveOrderbookId; } });
 Object.defineProperty(exports, "parseResolution", { enumerable: true, get: function () { return types_1.parseResolution; } });
 Object.defineProperty(exports, "parseSide", { enumerable: true, get: function () { return types_1.parseSide; } });
+Object.defineProperty(exports, "receiveDenominator", { enumerable: true, get: function () { return types_1.receiveDenominator; } });
 Object.defineProperty(exports, "resolutionSeconds", { enumerable: true, get: function () { return types_1.resolutionSeconds; } });
 Object.defineProperty(exports, "sideLabel", { enumerable: true, get: function () { return types_1.sideLabel; } });
+Object.defineProperty(exports, "spendDenominator", { enumerable: true, get: function () { return types_1.spendDenominator; } });
+Object.defineProperty(exports, "toOrderSide", { enumerable: true, get: function () { return types_1.toOrderSide; } });
 Object.defineProperty(exports, "OrderUpdateType", { enumerable: true, get: function () { return types_1.OrderUpdateType; } });
 Object.defineProperty(exports, "Resolution", { enumerable: true, get: function () { return types_1.Resolution; } });
 Object.defineProperty(exports, "Side", { enumerable: true, get: function () { return types_1.Side; } });

package/dist/shared/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/shared/index.ts"],"names":[],"mappings":";;;AAAA,iCAqBiB;AApBf,sGAAA,aAAa,OAAA;AACb,oGAAA,WAAW,OAAA;AACX,sGAAA,aAAa,OAAA;AACb,0GAAA,iBAAiB,OAAA;AACjB,wGAAA,eAAe,OAAA;AACf,kGAAA,SAAS,OAAA;AACT,0GAAA,iBAAiB,OAAA;AACjB,kGAAA,SAAS,OAAA;AACT,wGAAA,eAAe,OAAA;AACf,mGAAA,UAAU,OAAA;AACV,6FAAA,IAAI,OAAA;AACJ,oGAAA,WAAW,OAAA;AACX,4GAAA,mBAAmB,OAAA;AACnB,sGAAA,aAAa,OAAA;AACb,oGAAA,WAAW,OAAA;AACX,0GAAA,iBAAiB,OAAA;AAOnB,+CAKwB;AAJtB,kHAAA,kBAAkB,OAAA;AAClB,6GAAA,aAAa,OAAA;AAKf,yCAA4C;AAAnC,0GAAA,aAAa,OAAA;AAEtB,iCAA8D;AAArD,sGAAA,aAAa,OAAA;AAAE,+FAAA,MAAM,OAAA;AAAE,qGAAA,YAAY,OAAA;AAE5C,qCAQmB;AAPjB,2GAAA,gBAAgB,OAAA;AAChB,yGAAA,cAAc,OAAA;AACd,+GAAA,oBAAoB,OAAA;AACpB,uGAAA,YAAY,OAAA;AAMd,oCAAoC;AACpC,qCAAqE;AAA5D,2GAAA,oBAAoB,OAAoB;AAEjD,qCAImB;AAHjB,6GAAA,kBAAkB,OAAA","sourcesContent":["export {\n  asOrderBookId,\n  asPubkeyStr,\n  DepositSource,\n  deriveOrderbookId,\n  parseResolution,\n  parseSide,\n  resolutionSeconds,\n  sideLabel,\n  OrderUpdateType,\n  Resolution,\n  Side,\n  TimeInForce,\n  TriggerResultStatus,\n  TriggerStatus,\n  TriggerType,\n  TriggerUpdateType,\n  type Branded,\n  type OrderBookId,\n  type PubkeyStr,\n  type SubmitOrderRequest,\n} from \"./types\";\n\nexport {\n  ApiRejectedDetails,\n  isApiResponse,\n  type ApiRejectedDetailsWire,\n  type ApiResponse,\n} from \"./api_response\";\n\nexport { RejectionCode } from \"./rejection\";\n\nexport { formatDecimal, isZero, parseDecimal } from \"./price\";\n\nexport {\n  alignPriceToTick,\n  scalePriceSize,\n  scalePriceSizeLegacy,\n  ScalingError,\n  type LegacyScaledAmounts,\n  type OrderbookDecimals,\n  type ScaledAmounts,\n} from \"./scaling\";\n\n// Backward-compatible name from v1.\nexport { scalePriceSizeLegacy as scalePriceSizeV1 } from \"./scaling\";\n\nexport {\n  isUserCancellation,\n  type ExternalSigner,\n  type SigningStrategy,\n} from \"./signing\";\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/shared/index.ts"],"names":[],"mappings":";;;AAAA,iCA+BiB;AA9Bf,wGAAA,eAAe,OAAA;AACf,8GAAA,qBAAqB,OAAA;AACrB,sGAAA,aAAa,OAAA;AACb,oGAAA,WAAW,OAAA;AACX,4GAAA,mBAAmB,OAAA;AACnB,oGAAA,WAAW,OAAA;AACX,iHAAA,wBAAwB,OAAA;AACxB,0GAAA,iBAAiB,OAAA;AACjB,yGAAA,gBAAgB,OAAA;AAChB,sGAAA,aAAa,OAAA;AACb,0GAAA,iBAAiB,OAAA;AACjB,wGAAA,eAAe,OAAA;AACf,kGAAA,SAAS,OAAA;AACT,2GAAA,kBAAkB,OAAA;AAClB,0GAAA,iBAAiB,OAAA;AACjB,kGAAA,SAAS,OAAA;AACT,yGAAA,gBAAgB,OAAA;AAChB,oGAAA,WAAW,OAAA;AACX,wGAAA,eAAe,OAAA;AACf,mGAAA,UAAU,OAAA;AACV,6FAAA,IAAI,OAAA;AACJ,oGAAA,WAAW,OAAA;AACX,4GAAA,mBAAmB,OAAA;AACnB,sGAAA,aAAa,OAAA;AACb,oGAAA,WAAW,OAAA;AACX,0GAAA,iBAAiB,OAAA;AAOnB,+CAKwB;AAJtB,kHAAA,kBAAkB,OAAA;AAClB,6GAAA,aAAa,OAAA;AAKf,yCAA4C;AAAnC,0GAAA,aAAa,OAAA;AAEtB,iCAA8D;AAArD,sGAAA,aAAa,OAAA;AAAE,+FAAA,MAAM,OAAA;AAAE,qGAAA,YAAY,OAAA;AAE5C,qCAQmB;AAPjB,2GAAA,gBAAgB,OAAA;AAChB,yGAAA,cAAc,OAAA;AACd,+GAAA,oBAAoB,OAAA;AACpB,uGAAA,YAAY,OAAA;AAMd,oCAAoC;AACpC,qCAAqE;AAA5D,2GAAA,oBAAoB,OAAoB;AAEjD,qCAImB;AAHjB,6GAAA,kBAAkB,OAAA","sourcesContent":["export {\n  allDenominators,\n  applyImpactProtection,\n  asOrderBookId,\n  asPubkeyStr,\n  convertDenomination,\n  Denominator,\n  denominatorDepositSymbol,\n  denominatorSymbol,\n  denominatorToken,\n  DepositSource,\n  deriveOrderbookId,\n  parseResolution,\n  parseSide,\n  receiveDenominator,\n  resolutionSeconds,\n  sideLabel,\n  spendDenominator,\n  toOrderSide,\n  OrderUpdateType,\n  Resolution,\n  Side,\n  TimeInForce,\n  TriggerResultStatus,\n  TriggerStatus,\n  TriggerType,\n  TriggerUpdateType,\n  type Branded,\n  type OrderBookId,\n  type PubkeyStr,\n  type SubmitOrderRequest,\n} from \"./types\";\n\nexport {\n  ApiRejectedDetails,\n  isApiResponse,\n  type ApiRejectedDetailsWire,\n  type ApiResponse,\n} from \"./api_response\";\n\nexport { RejectionCode } from \"./rejection\";\n\nexport { formatDecimal, isZero, parseDecimal } from \"./price\";\n\nexport {\n  alignPriceToTick,\n  scalePriceSize,\n  scalePriceSizeLegacy,\n  ScalingError,\n  type LegacyScaledAmounts,\n  type OrderbookDecimals,\n  type ScaledAmounts,\n} from \"./scaling\";\n\n// Backward-compatible name from v1.\nexport { scalePriceSizeLegacy as scalePriceSizeV1 } from \"./scaling\";\n\nexport {\n  isUserCancellation,\n  type ExternalSigner,\n  type SigningStrategy,\n} from \"./signing\";\n"]}

package/dist/shared/rejection.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"rejection.d.ts","sourceRoot":"","sources":["../../src/shared/rejection.ts"],"names":[],"mappings":"AAqBA,qBAAa,aAAa;IACxB,QAAQ,CAAC,GAAG,EAAE,MAAM,CAAC;IAErB,OAAO;IAIP,MAAM,CAAC,IAAI,CAAC,GAAG,EAAE,MAAM,GAAG,aAAa;IAIvC,KAAK,IAAI,MAAM;IAQf,QAAQ,IAAI,MAAM;IAQlB,QAAQ,IAAI,MAAM;CAGnB"}
+{"version":3,"file":"rejection.d.ts","sourceRoot":"","sources":["../../src/shared/rejection.ts"],"names":[],"mappings":"AAgCA,qBAAa,aAAa;IACxB,QAAQ,CAAC,GAAG,EAAE,MAAM,CAAC;IAErB,OAAO;IAIP,MAAM,CAAC,IAAI,CAAC,GAAG,EAAE,MAAM,GAAG,aAAa;IAIvC,KAAK,IAAI,MAAM;IAQf,QAAQ,IAAI,MAAM;IAQlB,QAAQ,IAAI,MAAM;CAGnB"}

package/dist/shared/rejection.js

@@ -14,6 +14,17 @@ const REJECTION_CODE_LABELS = {
     NOT_ORDER_MAKER: "Not Order Maker",
     ORDER_ALREADY_FILLED: "Order Already Filled",
     ORDER_ALREADY_CANCELLED: "Order Already Cancelled",
+    DUPLICATE_ORDER: "Duplicate Order",
+    POST_ONLY_WOULD_CROSS: "Post Only Would Cross",
+    FOK_NO_FILL: "FOK No Fill",
+    IOC_NO_FILL: "IOC No Fill",
+    WOULD_CROSS_UNAVAILABLE_LIQUIDITY: "Would Cross Unavailable Liquidity",
+    WOULD_CROSS_BOOK: "Would Cross Book",
+    MARKET_NOT_FOUND: "Market Not Found",
+    ORDERBOOK_NOT_FOUND: "Orderbook Not Found",
+    TOKEN_PAIR_MISMATCH: "Token Pair Mismatch",
+    INSUFFICIENT_MARKET_FEE_BUFFER: "Insufficient Market Fee Buffer",
+    SIGNATURE_EXPIRED: "Signature Expired",
 };
 function normalizeRejectionCode(raw) {
     return raw.toUpperCase();

package/dist/shared/rejection.js.map

@@ -1 +1 @@
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package/dist/shared/types.d.ts

@@ -1,3 +1,7 @@
+import Decimal from "decimal.js";
+import type { OrderBookPair } from "../domain/orderbook";
+import type { ConditionalToken } from "../domain/market/tokens";
+import { OrderSide } from "../program/types";
 export type Branded<T, Brand extends string> = T & {
     readonly __brand: Brand;
 };
@@ -11,6 +15,43 @@ export declare enum Side {
 }
 export declare function parseSide(value: string): Side;
 export declare function sideLabel(side: Side): "Buy" | "Sell";
+/**
+ * The denomination of the asset this side spends (Bid spends quote, Ask spends
+ * base). Also a trade form's default display denomination.
+ */
+export declare function spendDenominator(side: Side): Denominator;
+/**
+ * The denomination of the asset this side receives (Bid receives base, Ask
+ * receives quote).
+ */
+export declare function receiveDenominator(side: Side): Denominator;
+/**
+ * The price to submit with a market (IOC) order: the worst book fill price
+ * padded by the impact-protection percentage in the direction that lets the
+ * order fill.
+ *
+ * Returns null unless both inputs are positive.
+ */
+export declare function applyImpactProtection(side: Side, worstFillPrice: Decimal, protectionPercent: Decimal): Decimal | null;
+/** Map a wire/domain `Side` onto the on-chain `OrderSide`. */
+export declare function toOrderSide(side: Side): OrderSide;
+export declare enum Denominator {
+    Base = "Base",
+    Quote = "Quote"
+}
+export declare function allDenominators(): Denominator[];
+/** The conditional token this denomination refers to on `pair`. */
+export declare function denominatorToken(denominator: Denominator, pair: OrderBookPair): ConditionalToken;
+export declare function denominatorSymbol(denominator: Denominator, pair: OrderBookPair): string;
+export declare function denominatorDepositSymbol(denominator: Denominator, pair: OrderBookPair): string;
+/**
+ * Convert `amount` from one denomination into another at the given price
+ * (quote per one base).
+ *
+ * Same-denomination conversion is the identity and never needs a price;
+ * crossing denominations requires a positive price — null otherwise.
+ */
+export declare function convertDenomination(from: Denominator, to: Denominator, amount: Decimal, basePriceInQuote: Decimal): Decimal | null;
 export declare enum TimeInForce {
     Gtc = "GTC",
     Ioc = "IOC",

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

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package/dist/shared/types.js

@@ -1,14 +1,28 @@
 "use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.Resolution = exports.DepositSource = exports.TriggerResultStatus = exports.TriggerUpdateType = exports.OrderUpdateType = exports.TriggerStatus = exports.TriggerType = exports.TimeInForce = exports.Side = void 0;
+exports.Resolution = exports.DepositSource = exports.TriggerResultStatus = exports.TriggerUpdateType = exports.OrderUpdateType = exports.TriggerStatus = exports.TriggerType = exports.TimeInForce = exports.Denominator = exports.Side = void 0;
 exports.asOrderBookId = asOrderBookId;
 exports.asPubkeyStr = asPubkeyStr;
 exports.parseSide = parseSide;
 exports.sideLabel = sideLabel;
+exports.spendDenominator = spendDenominator;
+exports.receiveDenominator = receiveDenominator;
+exports.applyImpactProtection = applyImpactProtection;
+exports.toOrderSide = toOrderSide;
+exports.allDenominators = allDenominators;
+exports.denominatorToken = denominatorToken;
+exports.denominatorSymbol = denominatorSymbol;
+exports.denominatorDepositSymbol = denominatorDepositSymbol;
+exports.convertDenomination = convertDenomination;
 exports.parseResolution = parseResolution;
 exports.resolutionSeconds = resolutionSeconds;
 exports.deriveOrderbookId = deriveOrderbookId;
+const decimal_js_1 = __importDefault(require("decimal.js"));
 const error_1 = require("../error");
+const types_1 = require("../program/types");
 function asOrderBookId(value) {
     return value;
 }
@@ -30,6 +44,76 @@ function parseSide(value) {
 function sideLabel(side) {
     return side === Side.Bid ? "Buy" : "Sell";
 }
+/**
+ * The denomination of the asset this side spends (Bid spends quote, Ask spends
+ * base). Also a trade form's default display denomination.
+ */
+function spendDenominator(side) {
+    return side === Side.Bid ? Denominator.Quote : Denominator.Base;
+}
+/**
+ * The denomination of the asset this side receives (Bid receives base, Ask
+ * receives quote).
+ */
+function receiveDenominator(side) {
+    return side === Side.Bid ? Denominator.Base : Denominator.Quote;
+}
+/**
+ * The price to submit with a market (IOC) order: the worst book fill price
+ * padded by the impact-protection percentage in the direction that lets the
+ * order fill.
+ *
+ * Returns null unless both inputs are positive.
+ */
+function applyImpactProtection(side, worstFillPrice, protectionPercent) {
+    if (worstFillPrice.lte(0) || protectionPercent.lte(0)) {
+        return null;
+    }
+    const factor = protectionPercent.div(100);
+    return side === Side.Bid
+        ? worstFillPrice.mul(factor.add(1)) // buying: willing to pay more
+        : worstFillPrice.mul(new decimal_js_1.default(1).sub(factor)); // selling: willing to receive less
+}
+/** Map a wire/domain `Side` onto the on-chain `OrderSide`. */
+function toOrderSide(side) {
+    return side === Side.Bid ? types_1.OrderSide.BID : types_1.OrderSide.ASK;
+}
+var Denominator;
+(function (Denominator) {
+    Denominator["Base"] = "Base";
+    Denominator["Quote"] = "Quote";
+})(Denominator || (exports.Denominator = Denominator = {}));
+function allDenominators() {
+    return [Denominator.Quote, Denominator.Base];
+}
+/** The conditional token this denomination refers to on `pair`. */
+function denominatorToken(denominator, pair) {
+    return denominator === Denominator.Base ? pair.base : pair.quote;
+}
+function denominatorSymbol(denominator, pair) {
+    return denominatorToken(denominator, pair).symbol;
+}
+function denominatorDepositSymbol(denominator, pair) {
+    return denominatorToken(denominator, pair).depositSymbol;
+}
+/**
+ * Convert `amount` from one denomination into another at the given price
+ * (quote per one base).
+ *
+ * Same-denomination conversion is the identity and never needs a price;
+ * crossing denominations requires a positive price — null otherwise.
+ */
+function convertDenomination(from, to, amount, basePriceInQuote) {
+    if (from === to) {
+        return amount;
+    }
+    if (basePriceInQuote.lte(0)) {
+        return null;
+    }
+    return from === Denominator.Base
+        ? amount.mul(basePriceInQuote)
+        : amount.div(basePriceInQuote);
+}
 var TimeInForce;
 (function (TimeInForce) {
     TimeInForce["Gtc"] = "GTC";

package/dist/shared/types.js.map

@@ -1 +1 @@
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\"Buy\" : \"Sell\";\n}\n\nexport enum TimeInForce {\n  Gtc = \"GTC\",\n  Ioc = \"IOC\",\n  Fok = \"FOK\",\n  Alo = \"ALO\",\n}\n\nexport enum TriggerType {\n  TakeProfit = \"TP\",\n  StopLoss = \"SL\",\n}\n\nexport enum TriggerStatus {\n  Created = \"created\",\n  Triggered = \"triggered\",\n  Failed = \"failed\",\n  Expired = \"expired\",\n  Invalidated = \"invalidated\",\n}\n\nexport enum OrderUpdateType {\n  Placement = \"PLACEMENT\",\n  Update = \"UPDATE\",\n  Cancellation = \"CANCELLATION\",\n}\n\nexport enum TriggerUpdateType {\n  Created = \"CREATED\",\n  Triggered = \"TRIGGERED\",\n  Failed = \"FAILED\",\n  Expired = \"EXPIRED\",\n  Invalidated = \"INVALIDATED\",\n}\n\nexport enum TriggerResultStatus {\n  Filled = \"filled\",\n  Accepted = \"accepted\",\n  Rejected = \"rejected\",\n}\n\nexport enum DepositSource {\n  Global = \"global\",\n  Market = \"market\",\n}\n\nexport enum Resolution {\n  Minute1 = \"1m\",\n  Minute5 = \"5m\",\n  Minute15 = \"15m\",\n  Hour1 = \"1h\",\n  Hour4 = \"4h\",\n  Day1 = \"1d\",\n}\n\nexport function parseResolution(value: string): Resolution {\n  switch (value) {\n    case \"1m\":\n      return Resolution.Minute1;\n    case \"5m\":\n      return Resolution.Minute5;\n    case \"15m\":\n      return Resolution.Minute15;\n    case \"1h\":\n      return Resolution.Hour1;\n    case \"4h\":\n      return Resolution.Hour4;\n    case \"1d\":\n      return Resolution.Day1;\n    default:\n      throw SdkError.validation(`Invalid resolution: ${value}`);\n  }\n}\n\nexport function resolutionSeconds(resolution: Resolution): number {\n  switch (resolution) {\n    case Resolution.Minute1:\n      return 60;\n    case Resolution.Minute5:\n      return 300;\n    case Resolution.Minute15:\n      return 900;\n    case Resolution.Hour1:\n      return 3600;\n    case Resolution.Hour4:\n      return 14400;\n    case Resolution.Day1:\n      return 86400;\n  }\n}\n\nexport function deriveOrderbookId(baseToken: string, quoteToken: string): OrderBookId {\n  return `${baseToken.slice(0, 8)}_${quoteToken.slice(0, 8)}` as OrderBookId;\n}\n\nexport interface SubmitOrderRequest {\n  maker: string;\n  nonce: number;\n  salt: number;\n  market_pubkey: string;\n  base_token: string;\n  quote_token: string;\n  side: number;\n  /** u64 amount — validated to fit in Number.MAX_SAFE_INTEGER at construction time */\n  amount_in: number;\n  /** u64 amount — validated to fit in Number.MAX_SAFE_INTEGER at construction time */\n  amount_out: number;\n  expiration: number;\n  signature: string;\n  orderbook_id: string;\n  tif?: TimeInForce;\n  trigger_price?: number;\n  trigger_type?: TriggerType;\n  deposit_source?: DepositSource;\n}\n"]}
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Decimal from \"decimal.js\";\n\nimport { SdkError } from \"../error\";\nimport type { OrderBookPair } from \"../domain/orderbook\";\nimport type { ConditionalToken } from \"../domain/market/tokens\";\nimport { OrderSide } from \"../program/types\";\n\nexport type Branded<T, Brand extends string> = T & { readonly __brand: Brand };\n\nexport type OrderBookId = Branded<string, \"OrderBookId\">;\nexport type PubkeyStr = Branded<string, \"PubkeyStr\">;\n\nexport function asOrderBookId(value: string): OrderBookId {\n  return value as OrderBookId;\n}\n\nexport function asPubkeyStr(value: string): PubkeyStr {\n  return value as PubkeyStr;\n}\n\nexport enum Side {\n  Bid = \"bid\",\n  Ask = \"ask\",\n}\n\nexport function parseSide(value: string): Side {\n  if (value === \"bid\" || value === \"buy\") return Side.Bid;\n  if (value === \"ask\" || value === \"sell\") return Side.Ask;\n  throw SdkError.validation(`Invalid side: ${value}`);\n}\n\nexport function sideLabel(side: Side): \"Buy\" | \"Sell\" {\n  return side === Side.Bid ? \"Buy\" : \"Sell\";\n}\n\n/**\n * The denomination of the asset this side spends (Bid spends quote, Ask spends\n * base). Also a trade form's default display denomination.\n */\nexport function spendDenominator(side: Side): Denominator {\n  return side === Side.Bid ? Denominator.Quote : Denominator.Base;\n}\n\n/**\n * The denomination of the asset this side receives (Bid receives base, Ask\n * receives quote).\n */\nexport function receiveDenominator(side: Side): Denominator {\n  return side === Side.Bid ? Denominator.Base : Denominator.Quote;\n}\n\n/**\n * The price to submit with a market (IOC) order: the worst book fill price\n * padded by the impact-protection percentage in the direction that lets the\n * order fill.\n *\n * Returns null unless both inputs are positive.\n */\nexport function applyImpactProtection(\n  side: Side,\n  worstFillPrice: Decimal,\n  protectionPercent: Decimal\n): Decimal | null {\n  if (worstFillPrice.lte(0) || protectionPercent.lte(0)) {\n    return null;\n  }\n  const factor = protectionPercent.div(100);\n  return side === Side.Bid\n    ? worstFillPrice.mul(factor.add(1)) // buying: willing to pay more\n    : worstFillPrice.mul(new Decimal(1).sub(factor)); // selling: willing to receive less\n}\n\n/** Map a wire/domain `Side` onto the on-chain `OrderSide`. */\nexport function toOrderSide(side: Side): OrderSide {\n  return side === Side.Bid ? OrderSide.BID : OrderSide.ASK;\n}\n\nexport enum Denominator {\n  Base = \"Base\",\n  Quote = \"Quote\",\n}\n\nexport function allDenominators(): Denominator[] {\n  return [Denominator.Quote, Denominator.Base];\n}\n\n/** The conditional token this denomination refers to on `pair`. */\nexport function denominatorToken(denominator: Denominator, pair: OrderBookPair): ConditionalToken {\n  return denominator === Denominator.Base ? pair.base : pair.quote;\n}\n\nexport function denominatorSymbol(denominator: Denominator, pair: OrderBookPair): string {\n  return denominatorToken(denominator, pair).symbol;\n}\n\nexport function denominatorDepositSymbol(denominator: Denominator, pair: OrderBookPair): string {\n  return denominatorToken(denominator, pair).depositSymbol;\n}\n\n/**\n * Convert `amount` from one denomination into another at the given price\n * (quote per one base).\n *\n * Same-denomination conversion is the identity and never needs a price;\n * crossing denominations requires a positive price — null otherwise.\n */\nexport function convertDenomination(\n  from: Denominator,\n  to: Denominator,\n  amount: Decimal,\n  basePriceInQuote: Decimal\n): Decimal | null {\n  if (from === to) {\n    return amount;\n  }\n  if (basePriceInQuote.lte(0)) {\n    return null;\n  }\n  return from === Denominator.Base\n    ? amount.mul(basePriceInQuote)\n    : amount.div(basePriceInQuote);\n}\n\nexport enum TimeInForce {\n  Gtc = \"GTC\",\n  Ioc = \"IOC\",\n  Fok = \"FOK\",\n  Alo = \"ALO\",\n}\n\nexport enum TriggerType {\n  TakeProfit = \"TP\",\n  StopLoss = \"SL\",\n}\n\nexport enum TriggerStatus {\n  Created = \"created\",\n  Triggered = \"triggered\",\n  Failed = \"failed\",\n  Expired = \"expired\",\n  Invalidated = \"invalidated\",\n}\n\nexport enum OrderUpdateType {\n  Placement = \"PLACEMENT\",\n  Update = \"UPDATE\",\n  Cancellation = \"CANCELLATION\",\n}\n\nexport enum TriggerUpdateType {\n  Created = \"CREATED\",\n  Triggered = \"TRIGGERED\",\n  Failed = \"FAILED\",\n  Expired = \"EXPIRED\",\n  Invalidated = \"INVALIDATED\",\n}\n\nexport enum TriggerResultStatus {\n  Filled = \"filled\",\n  Accepted = \"accepted\",\n  Rejected = \"rejected\",\n}\n\nexport enum DepositSource {\n  Global = \"global\",\n  Market = \"market\",\n}\n\nexport enum Resolution {\n  Minute1 = \"1m\",\n  Minute5 = \"5m\",\n  Minute15 = \"15m\",\n  Hour1 = \"1h\",\n  Hour4 = \"4h\",\n  Day1 = \"1d\",\n}\n\nexport function parseResolution(value: string): Resolution {\n  switch (value) {\n    case \"1m\":\n      return Resolution.Minute1;\n    case \"5m\":\n      return Resolution.Minute5;\n    case \"15m\":\n      return Resolution.Minute15;\n    case \"1h\":\n      return Resolution.Hour1;\n    case \"4h\":\n      return Resolution.Hour4;\n    case \"1d\":\n      return Resolution.Day1;\n    default:\n      throw SdkError.validation(`Invalid resolution: ${value}`);\n  }\n}\n\nexport function resolutionSeconds(resolution: Resolution): number {\n  switch (resolution) {\n    case Resolution.Minute1:\n      return 60;\n    case Resolution.Minute5:\n      return 300;\n    case Resolution.Minute15:\n      return 900;\n    case Resolution.Hour1:\n      return 3600;\n    case Resolution.Hour4:\n      return 14400;\n    case Resolution.Day1:\n      return 86400;\n  }\n}\n\nexport function deriveOrderbookId(baseToken: string, quoteToken: string): OrderBookId {\n  return `${baseToken.slice(0, 8)}_${quoteToken.slice(0, 8)}` as OrderBookId;\n}\n\nexport interface SubmitOrderRequest {\n  maker: string;\n  nonce: number;\n  salt: number;\n  market_pubkey: string;\n  base_token: string;\n  quote_token: string;\n  side: number;\n  /** u64 amount — validated to fit in Number.MAX_SAFE_INTEGER at construction time */\n  amount_in: number;\n  /** u64 amount — validated to fit in Number.MAX_SAFE_INTEGER at construction time */\n  amount_out: number;\n  expiration: number;\n  signature: string;\n  orderbook_id: string;\n  tif?: TimeInForce;\n  trigger_price?: number;\n  trigger_type?: TriggerType;\n  deposit_source?: DepositSource;\n}\n"]}

package/dist/ws/index.d.ts

@@ -1,6 +1,7 @@
 import type { MarketEvent } from "../domain/market";
 import { type AuthUpdate, type UserUpdate } from "../domain/order/wire";
 import type { OrderBook, WsTickerData } from "../domain/orderbook";
+import { type BookAggregation } from "../domain/orderbook/aggregation";
 import type { DepositAssetPriceEvent, DepositPrice, PriceHistory } from "../domain/price_history";
 import type { WsTrade } from "../domain/trade";
 import type { OrderBookId, PubkeyStr, Resolution } from "../shared";
@@ -66,6 +67,14 @@ export interface WsError {
     error: string;
     code?: string;
     orderbook_id?: string;
+    /**
+     * Aggregation of the affected book subscription on book-scoped errors
+     * (`ENGINE_UNAVAILABLE`, `SUBSCRIPTION_LIMIT_REACHED`,
+     * `INVALID_ORDERBOOK_SUBSCRIPTION`). Absent = full precision; pass to
+     * `aggregationFromFrame` to identify the `(orderbook, aggregation)` pair.
+     */
+    n_sig_figs?: number;
+    mantissa?: number;
     wallet_address?: string;
     deposit_asset?: string;
     hint?: string;
@@ -103,8 +112,22 @@ export declare enum ReadyState {
 }
 export declare function readyStateFrom(value: number): ReadyState;
 export declare function ping(): MessageOut;
-export declare function subscribeBooks(orderbookIds: OrderBookId[]): MessageOut;
-export declare function unsubscribeBooks(orderbookIds: OrderBookId[]): MessageOut;
+/**
+ * Subscribe to book snapshots, optionally aggregated (Hyperliquid-style).
+ *
+ * Omit `aggregation` for the raw book. The aggregation is normalized before
+ * sending ((5, none) → (5, 1)); validate with `validateAggregation` first —
+ * invalid combinations are rejected server-side with
+ * `INVALID_ORDERBOOK_SUBSCRIPTION`. `undefined` fields are dropped by
+ * `JSON.stringify`, so full precision stays byte-identical to the
+ * pre-aggregation message.
+ */
+export declare function subscribeBooks(orderbookIds: OrderBookId[], aggregation?: BookAggregation): MessageOut;
+/**
+ * Unsubscribe a book subscription. The aggregation must match the one
+ * subscribed (normalized) or the server removes nothing.
+ */
+export declare function unsubscribeBooks(orderbookIds: OrderBookId[], aggregation?: BookAggregation): MessageOut;
 export declare function subscribeTrades(orderbookIds: OrderBookId[]): MessageOut;
 export declare function unsubscribeTrades(orderbookIds: OrderBookId[]): MessageOut;
 export declare function subscribeUser(walletAddress: PubkeyStr): MessageOut;

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

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package/dist/ws/index.js

@@ -35,6 +35,7 @@ exports.subscribeDepositAssetPrice = subscribeDepositAssetPrice;
 exports.unsubscribeDepositAssetPrice = unsubscribeDepositAssetPrice;
 exports.parseMessageIn = parseMessageIn;
 const wire_1 = require("../domain/order/wire");
+const aggregation_1 = require("../domain/orderbook/aggregation");
 const error_1 = require("../error");
 const env_1 = require("../env");
 __exportStar(require("./client.node"), exports);
@@ -70,21 +71,41 @@ function readyStateFrom(value) {
 function ping() {
     return { method: "ping" };
 }
-function subscribeBooks(orderbookIds) {
+/**
+ * Subscribe to book snapshots, optionally aggregated (Hyperliquid-style).
+ *
+ * Omit `aggregation` for the raw book. The aggregation is normalized before
+ * sending ((5, none) → (5, 1)); validate with `validateAggregation` first —
+ * invalid combinations are rejected server-side with
+ * `INVALID_ORDERBOOK_SUBSCRIPTION`. `undefined` fields are dropped by
+ * `JSON.stringify`, so full precision stays byte-identical to the
+ * pre-aggregation message.
+ */
+function subscribeBooks(orderbookIds, aggregation = aggregation_1.FULL_PRECISION) {
+    const normalized = (0, aggregation_1.normalizeAggregation)(aggregation);
     return {
         method: "subscribe",
         params: {
             type: "book_update",
             orderbook_ids: orderbookIds,
+            nSigFigs: normalized.nSigFigs,
+            mantissa: normalized.mantissa,
         },
     };
 }
-function unsubscribeBooks(orderbookIds) {
+/**
+ * Unsubscribe a book subscription. The aggregation must match the one
+ * subscribed (normalized) or the server removes nothing.
+ */
+function unsubscribeBooks(orderbookIds, aggregation = aggregation_1.FULL_PRECISION) {
+    const normalized = (0, aggregation_1.normalizeAggregation)(aggregation);
     return {
         method: "unsubscribe",
         params: {
             type: "book_update",
             orderbook_ids: orderbookIds,
+            nSigFigs: normalized.nSigFigs,
+            mantissa: normalized.mantissa,
         },
     };
 }

package/dist/ws/index.js.map

@@ -1 +1 @@
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type { MarketEvent } from \"../domain/market\";\nimport { normalizeUserUpdate, type AuthUpdate, type UserUpdate } from \"../domain/order/wire\";\nimport type { OrderBook, WsTickerData } from \"../domain/orderbook\";\nimport type {\n  DepositAssetPriceEvent,\n  DepositPrice,\n  PriceHistory,\n} from \"../domain/price_history\";\nimport type { WsTrade } from \"../domain/trade\";\nimport { WsError as WsErrorClass } from \"../error\";\nimport { LightconeEnv, wsUrl } from \"../env\";\nimport type { OrderBookId, PubkeyStr, Resolution } from \"../shared\";\n\nexport * from \"./client.node\";\nexport * from \"./subscriptions\";\nexport type { IWsClient } from \"./types\";\n\nexport type MessageOut =\n  | { method: \"subscribe\"; params: import(\"./subscriptions\").SubscribeParams }\n  | { method: \"unsubscribe\"; params: import(\"./subscriptions\").UnsubscribeParams }\n  | { method: \"ping\" };\n\nexport type MessageIn =\n  | { type: \"book_update\"; version: number; data: OrderBook }\n  | { type: \"pong\"; version: number; data: Record<string, never> }\n  | { type: \"user\"; version: number; data: UserUpdate }\n  | { type: \"error\"; version: number; data: WsError }\n  | { type: \"price_history\"; version: number; data: PriceHistory }\n  | { type: \"trades\"; version: number; data: WsTrade }\n  | { type: \"auth\"; version: number; data: AuthUpdate }\n  | { type: \"ticker\"; version: number; data: WsTickerData }\n  | { type: \"market\"; version: number; data: MarketEvent }\n  | { type: \"deposit_price\"; version: number; data: DepositPrice }\n  | { type: \"deposit_asset_price\"; version: number; data: DepositAssetPriceEvent };\n\nexport type Kind = MessageIn;\n\nexport interface WsError {\n  error: string;\n  code?: string;\n  orderbook_id?: string;\n  wallet_address?: string;\n  deposit_asset?: string;\n  hint?: string;\n  details?: string;\n}\n\nexport type WsEvent =\n  | { type: \"Message\"; message: MessageIn }\n  | { type: \"Connected\" }\n  | { type: \"Disconnected\"; code?: number; reason: string }\n  | { type: \"Error\"; error: string }\n  | { type: \"MaxReconnectReached\" };\n\nexport interface WsConfig {\n  url: string;\n  reconnect: boolean;\n  maxReconnectAttempts: number;\n  baseReconnectDelayMs: number;\n  pingIntervalMs: number;\n  pongTimeoutMs: number;\n}\n\nexport const WS_DEFAULT_CONFIG: WsConfig = {\n  url: wsUrl(LightconeEnv.Prod),\n  reconnect: true,\n  maxReconnectAttempts: 10,\n  baseReconnectDelayMs: 1_000,\n  pingIntervalMs: 30_000,\n  pongTimeoutMs: 10_000,\n};\n\nexport enum ReadyState {\n  Connecting = 0,\n  Open = 1,\n  Closing = 2,\n  Closed = 3,\n}\n\nexport function readyStateFrom(value: number): ReadyState {\n  switch (value) {\n    case 0:\n      return ReadyState.Connecting;\n    case 1:\n      return ReadyState.Open;\n    case 2:\n      return ReadyState.Closing;\n    case 3:\n    default:\n      return ReadyState.Closed;\n  }\n}\n\nexport function ping(): MessageOut {\n  return { method: \"ping\" };\n}\n\nexport function subscribeBooks(orderbookIds: OrderBookId[]): MessageOut {\n  return {\n    method: \"subscribe\",\n    params: {\n      type: \"book_update\",\n      orderbook_ids: orderbookIds,\n    },\n  };\n}\n\nexport function unsubscribeBooks(orderbookIds: OrderBookId[]): MessageOut {\n  return {\n    method: \"unsubscribe\",\n    params: {\n      type: \"book_update\",\n      orderbook_ids: orderbookIds,\n    },\n  };\n}\n\nexport function subscribeTrades(orderbookIds: OrderBookId[]): MessageOut {\n  return {\n    method: \"subscribe\",\n    params: {\n      type: \"trades\",\n      orderbook_ids: orderbookIds,\n    },\n  };\n}\n\nexport function unsubscribeTrades(orderbookIds: OrderBookId[]): MessageOut {\n  return {\n    method: \"unsubscribe\",\n    params: {\n      type: \"trades\",\n      orderbook_ids: orderbookIds,\n    },\n  };\n}\n\nexport function subscribeUser(walletAddress: PubkeyStr): MessageOut {\n  return {\n    method: \"subscribe\",\n    params: {\n      type: \"user\",\n      wallet_address: walletAddress,\n    },\n  };\n}\n\nexport function unsubscribeUser(walletAddress: PubkeyStr): MessageOut {\n  return {\n    method: \"unsubscribe\",\n    params: {\n      type: \"user\",\n      wallet_address: walletAddress,\n    },\n  };\n}\n\nexport function subscribePriceHistory(orderbookId: OrderBookId, resolution: Resolution): MessageOut {\n  return {\n    method: \"subscribe\",\n    params: {\n      type: \"price_history\",\n      orderbook_id: orderbookId,\n      resolution,\n      include_ohlcv: false,\n    },\n  };\n}\n\nexport function unsubscribePriceHistory(orderbookId: OrderBookId, resolution: Resolution): MessageOut {\n  return {\n    method: \"unsubscribe\",\n    params: {\n      type: \"price_history\",\n      orderbook_id: orderbookId,\n      resolution,\n    },\n  };\n}\n\nexport function subscribeTicker(orderbookIds: OrderBookId[]): MessageOut {\n  return {\n    method: \"subscribe\",\n    params: {\n      type: \"ticker\",\n      orderbook_ids: orderbookIds,\n    },\n  };\n}\n\nexport function unsubscribeTicker(orderbookIds: OrderBookId[]): MessageOut {\n  return {\n    method: \"unsubscribe\",\n    params: {\n      type: \"ticker\",\n      orderbook_ids: orderbookIds,\n    },\n  };\n}\n\nexport function subscribeMarket(marketPubkey: PubkeyStr): MessageOut {\n  return {\n    method: \"subscribe\",\n    params: {\n      type: \"market\",\n      market_pubkey: marketPubkey,\n    },\n  };\n}\n\nexport function unsubscribeMarket(marketPubkey: PubkeyStr): MessageOut {\n  return {\n    method: \"unsubscribe\",\n    params: {\n      type: \"market\",\n      market_pubkey: marketPubkey,\n    },\n  };\n}\n\nexport function subscribeDepositPrice(depositAsset: string, resolution: Resolution): MessageOut {\n  return {\n    method: \"subscribe\",\n    params: {\n      type: \"deposit_price\",\n      deposit_asset: depositAsset,\n      resolution,\n    },\n  };\n}\n\nexport function unsubscribeDepositPrice(depositAsset: string, resolution: Resolution): MessageOut {\n  return {\n    method: \"unsubscribe\",\n    params: {\n      type: \"deposit_price\",\n      deposit_asset: depositAsset,\n      resolution,\n    },\n  };\n}\n\n/**\n * Subscribe to the live spot price for one deposit asset (snapshot +\n * per-asset price ticks). Distinct from `subscribeDepositPrice`, which\n * carries OHLCV candles per resolution.\n */\nexport function subscribeDepositAssetPrice(depositAsset: string): MessageOut {\n  return {\n    method: \"subscribe\",\n    params: { type: \"deposit_asset_price\", deposit_asset: depositAsset },\n  };\n}\n\nexport function unsubscribeDepositAssetPrice(depositAsset: string): MessageOut {\n  return {\n    method: \"unsubscribe\",\n    params: { type: \"deposit_asset_price\", deposit_asset: depositAsset },\n  };\n}\n\nconst VALID_MESSAGE_TYPES = new Set([\n  \"book_update\",\n  \"pong\",\n  \"user\",\n  \"error\",\n  \"price_history\",\n  \"trades\",\n  \"auth\",\n  \"ticker\",\n  \"market\",\n  \"deposit_price\",\n  \"deposit_asset_price\",\n]);\n\nexport function parseMessageIn(input: string): MessageIn {\n  const parsed: unknown = JSON.parse(input);\n  if (typeof parsed !== \"object\" || parsed === null || !(\"type\" in parsed)) {\n    throw new WsErrorClass(\"ProtocolError\", `Invalid WS message: missing \"type\" field`);\n  }\n  const obj = parsed as Record<string, unknown>;\n  if (typeof obj.type !== \"string\" || !VALID_MESSAGE_TYPES.has(obj.type)) {\n    throw new WsErrorClass(\"ProtocolError\", `Invalid WS message type: \"${String(obj.type)}\"`);\n  }\n  if (!(\"version\" in obj) || typeof obj.version !== \"number\") {\n    throw new WsErrorClass(\"ProtocolError\", `Invalid WS message: missing or invalid \"version\" field`);\n  }\n  if (!(\"data\" in obj) || typeof obj.data !== \"object\" || obj.data === null) {\n    throw new WsErrorClass(\"ProtocolError\", `Invalid WS message: missing or invalid \"data\" field`);\n  }\n  const message = parsed as MessageIn;\n  if (message.type === \"user\") {\n    return {\n      ...message,\n      data: normalizeUserUpdate(message.data as Parameters<typeof normalizeUserUpdate>[0]),\n    };\n  }\n  return message;\n}\n"]}
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type { MarketEvent } from \"../domain/market\";\nimport { normalizeUserUpdate, type AuthUpdate, type UserUpdate } from \"../domain/order/wire\";\nimport type { OrderBook, WsTickerData } from \"../domain/orderbook\";\nimport {\n  FULL_PRECISION,\n  normalizeAggregation,\n  type BookAggregation,\n} from \"../domain/orderbook/aggregation\";\nimport type {\n  DepositAssetPriceEvent,\n  DepositPrice,\n  PriceHistory,\n} from \"../domain/price_history\";\nimport type { WsTrade } from \"../domain/trade\";\nimport { WsError as WsErrorClass } from \"../error\";\nimport { LightconeEnv, wsUrl } from \"../env\";\nimport type { OrderBookId, PubkeyStr, Resolution } from \"../shared\";\n\nexport * from \"./client.node\";\nexport * from \"./subscriptions\";\nexport type { IWsClient } from \"./types\";\n\nexport type MessageOut =\n  | { method: \"subscribe\"; params: import(\"./subscriptions\").SubscribeParams }\n  | { method: \"unsubscribe\"; params: import(\"./subscriptions\").UnsubscribeParams }\n  | { method: \"ping\" };\n\nexport type MessageIn =\n  | { type: \"book_update\"; version: number; data: OrderBook }\n  | { type: \"pong\"; version: number; data: Record<string, never> }\n  | { type: \"user\"; version: number; data: UserUpdate }\n  | { type: \"error\"; version: number; data: WsError }\n  | { type: \"price_history\"; version: number; data: PriceHistory }\n  | { type: \"trades\"; version: number; data: WsTrade }\n  | { type: \"auth\"; version: number; data: AuthUpdate }\n  | { type: \"ticker\"; version: number; data: WsTickerData }\n  | { type: \"market\"; version: number; data: MarketEvent }\n  | { type: \"deposit_price\"; version: number; data: DepositPrice }\n  | { type: \"deposit_asset_price\"; version: number; data: DepositAssetPriceEvent };\n\nexport type Kind = MessageIn;\n\nexport interface WsError {\n  error: string;\n  code?: string;\n  orderbook_id?: string;\n  /**\n   * Aggregation of the affected book subscription on book-scoped errors\n   * (`ENGINE_UNAVAILABLE`, `SUBSCRIPTION_LIMIT_REACHED`,\n   * `INVALID_ORDERBOOK_SUBSCRIPTION`). Absent = full precision; pass to\n   * `aggregationFromFrame` to identify the `(orderbook, aggregation)` pair.\n   */\n  n_sig_figs?: number;\n  mantissa?: number;\n  wallet_address?: string;\n  deposit_asset?: string;\n  hint?: string;\n  details?: string;\n}\n\nexport type WsEvent =\n  | { type: \"Message\"; message: MessageIn }\n  | { type: \"Connected\" }\n  | { type: \"Disconnected\"; code?: number; reason: string }\n  | { type: \"Error\"; error: string }\n  | { type: \"MaxReconnectReached\" };\n\nexport interface WsConfig {\n  url: string;\n  reconnect: boolean;\n  maxReconnectAttempts: number;\n  baseReconnectDelayMs: number;\n  pingIntervalMs: number;\n  pongTimeoutMs: number;\n}\n\nexport const WS_DEFAULT_CONFIG: WsConfig = {\n  url: wsUrl(LightconeEnv.Prod),\n  reconnect: true,\n  maxReconnectAttempts: 10,\n  baseReconnectDelayMs: 1_000,\n  pingIntervalMs: 30_000,\n  pongTimeoutMs: 10_000,\n};\n\nexport enum ReadyState {\n  Connecting = 0,\n  Open = 1,\n  Closing = 2,\n  Closed = 3,\n}\n\nexport function readyStateFrom(value: number): ReadyState {\n  switch (value) {\n    case 0:\n      return ReadyState.Connecting;\n    case 1:\n      return ReadyState.Open;\n    case 2:\n      return ReadyState.Closing;\n    case 3:\n    default:\n      return ReadyState.Closed;\n  }\n}\n\nexport function ping(): MessageOut {\n  return { method: \"ping\" };\n}\n\n/**\n * Subscribe to book snapshots, optionally aggregated (Hyperliquid-style).\n *\n * Omit `aggregation` for the raw book. The aggregation is normalized before\n * sending ((5, none) → (5, 1)); validate with `validateAggregation` first —\n * invalid combinations are rejected server-side with\n * `INVALID_ORDERBOOK_SUBSCRIPTION`. `undefined` fields are dropped by\n * `JSON.stringify`, so full precision stays byte-identical to the\n * pre-aggregation message.\n */\nexport function subscribeBooks(\n  orderbookIds: OrderBookId[],\n  aggregation: BookAggregation = FULL_PRECISION\n): MessageOut {\n  const normalized = normalizeAggregation(aggregation);\n  return {\n    method: \"subscribe\",\n    params: {\n      type: \"book_update\",\n      orderbook_ids: orderbookIds,\n      nSigFigs: normalized.nSigFigs,\n      mantissa: normalized.mantissa,\n    },\n  };\n}\n\n/**\n * Unsubscribe a book subscription. The aggregation must match the one\n * subscribed (normalized) or the server removes nothing.\n */\nexport function unsubscribeBooks(\n  orderbookIds: OrderBookId[],\n  aggregation: BookAggregation = FULL_PRECISION\n): MessageOut {\n  const normalized = normalizeAggregation(aggregation);\n  return {\n    method: \"unsubscribe\",\n    params: {\n      type: \"book_update\",\n      orderbook_ids: orderbookIds,\n      nSigFigs: normalized.nSigFigs,\n      mantissa: normalized.mantissa,\n    },\n  };\n}\n\nexport function subscribeTrades(orderbookIds: OrderBookId[]): MessageOut {\n  return {\n    method: \"subscribe\",\n    params: {\n      type: \"trades\",\n      orderbook_ids: orderbookIds,\n    },\n  };\n}\n\nexport function unsubscribeTrades(orderbookIds: OrderBookId[]): MessageOut {\n  return {\n    method: \"unsubscribe\",\n    params: {\n      type: \"trades\",\n      orderbook_ids: orderbookIds,\n    },\n  };\n}\n\nexport function subscribeUser(walletAddress: PubkeyStr): MessageOut {\n  return {\n    method: \"subscribe\",\n    params: {\n      type: \"user\",\n      wallet_address: walletAddress,\n    },\n  };\n}\n\nexport function unsubscribeUser(walletAddress: PubkeyStr): MessageOut {\n  return {\n    method: \"unsubscribe\",\n    params: {\n      type: \"user\",\n      wallet_address: walletAddress,\n    },\n  };\n}\n\nexport function subscribePriceHistory(orderbookId: OrderBookId, resolution: Resolution): MessageOut {\n  return {\n    method: \"subscribe\",\n    params: {\n      type: \"price_history\",\n      orderbook_id: orderbookId,\n      resolution,\n      include_ohlcv: false,\n    },\n  };\n}\n\nexport function unsubscribePriceHistory(orderbookId: OrderBookId, resolution: Resolution): MessageOut {\n  return {\n    method: \"unsubscribe\",\n    params: {\n      type: \"price_history\",\n      orderbook_id: orderbookId,\n      resolution,\n    },\n  };\n}\n\nexport function subscribeTicker(orderbookIds: OrderBookId[]): MessageOut {\n  return {\n    method: \"subscribe\",\n    params: {\n      type: \"ticker\",\n      orderbook_ids: orderbookIds,\n    },\n  };\n}\n\nexport function unsubscribeTicker(orderbookIds: OrderBookId[]): MessageOut {\n  return {\n    method: \"unsubscribe\",\n    params: {\n      type: \"ticker\",\n      orderbook_ids: orderbookIds,\n    },\n  };\n}\n\nexport function subscribeMarket(marketPubkey: PubkeyStr): MessageOut {\n  return {\n    method: \"subscribe\",\n    params: {\n      type: \"market\",\n      market_pubkey: marketPubkey,\n    },\n  };\n}\n\nexport function unsubscribeMarket(marketPubkey: PubkeyStr): MessageOut {\n  return {\n    method: \"unsubscribe\",\n    params: {\n      type: \"market\",\n      market_pubkey: marketPubkey,\n    },\n  };\n}\n\nexport function subscribeDepositPrice(depositAsset: string, resolution: Resolution): MessageOut {\n  return {\n    method: \"subscribe\",\n    params: {\n      type: \"deposit_price\",\n      deposit_asset: depositAsset,\n      resolution,\n    },\n  };\n}\n\nexport function unsubscribeDepositPrice(depositAsset: string, resolution: Resolution): MessageOut {\n  return {\n    method: \"unsubscribe\",\n    params: {\n      type: \"deposit_price\",\n      deposit_asset: depositAsset,\n      resolution,\n    },\n  };\n}\n\n/**\n * Subscribe to the live spot price for one deposit asset (snapshot +\n * per-asset price ticks). Distinct from `subscribeDepositPrice`, which\n * carries OHLCV candles per resolution.\n */\nexport function subscribeDepositAssetPrice(depositAsset: string): MessageOut {\n  return {\n    method: \"subscribe\",\n    params: { type: \"deposit_asset_price\", deposit_asset: depositAsset },\n  };\n}\n\nexport function unsubscribeDepositAssetPrice(depositAsset: string): MessageOut {\n  return {\n    method: \"unsubscribe\",\n    params: { type: \"deposit_asset_price\", deposit_asset: depositAsset },\n  };\n}\n\nconst VALID_MESSAGE_TYPES = new Set([\n  \"book_update\",\n  \"pong\",\n  \"user\",\n  \"error\",\n  \"price_history\",\n  \"trades\",\n  \"auth\",\n  \"ticker\",\n  \"market\",\n  \"deposit_price\",\n  \"deposit_asset_price\",\n]);\n\nexport function parseMessageIn(input: string): MessageIn {\n  const parsed: unknown = JSON.parse(input);\n  if (typeof parsed !== \"object\" || parsed === null || !(\"type\" in parsed)) {\n    throw new WsErrorClass(\"ProtocolError\", `Invalid WS message: missing \"type\" field`);\n  }\n  const obj = parsed as Record<string, unknown>;\n  if (typeof obj.type !== \"string\" || !VALID_MESSAGE_TYPES.has(obj.type)) {\n    throw new WsErrorClass(\"ProtocolError\", `Invalid WS message type: \"${String(obj.type)}\"`);\n  }\n  if (!(\"version\" in obj) || typeof obj.version !== \"number\") {\n    throw new WsErrorClass(\"ProtocolError\", `Invalid WS message: missing or invalid \"version\" field`);\n  }\n  if (!(\"data\" in obj) || typeof obj.data !== \"object\" || obj.data === null) {\n    throw new WsErrorClass(\"ProtocolError\", `Invalid WS message: missing or invalid \"data\" field`);\n  }\n  const message = parsed as MessageIn;\n  if (message.type === \"user\") {\n    return {\n      ...message,\n      data: normalizeUserUpdate(message.data as Parameters<typeof normalizeUserUpdate>[0]),\n    };\n  }\n  return message;\n}\n"]}

package/dist/ws/subscriptions.d.ts

@@ -1,7 +1,17 @@
 import type { OrderBookId, PubkeyStr, Resolution } from "../shared";
+/**
+ * Book subscriptions optionally carry a Hyperliquid-style aggregation
+ * (`nSigFigs`/`mantissa`, wire spelling — omit both for full precision; the
+ * backend rejects unknown/snake_case params). Each `(orderbook, aggregation)`
+ * pair is a distinct subscription: one connection may hold multiple
+ * aggregation views of the same orderbook, and unsubscribe must repeat the
+ * same (normalized) aggregation to match.
+ */
 export type SubscribeParams = {
     type: "book_update";
     orderbook_ids: OrderBookId[];
+    nSigFigs?: number;
+    mantissa?: number;
 } | {
     type: "trades";
     orderbook_ids: OrderBookId[];
@@ -30,6 +40,8 @@ export type SubscribeParams = {
 export type UnsubscribeParams = {
     type: "book_update";
     orderbook_ids: OrderBookId[];
+    nSigFigs?: number;
+    mantissa?: number;
 } | {
     type: "trades";
     orderbook_ids: OrderBookId[];

package/dist/ws/subscriptions.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"subscriptions.d.ts","sourceRoot":"","sources":["../../src/ws/subscriptions.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,WAAW,EAAE,SAAS,EAAE,UAAU,EAAE,MAAM,WAAW,CAAC;AAEpE,MAAM,MAAM,eAAe,GACvB;IAAE,IAAI,EAAE,aAAa,CAAC;IAAC,aAAa,EAAE,WAAW,EAAE,CAAA;CAAE,GACrD;IAAE,IAAI,EAAE,QAAQ,CAAC;IAAC,aAAa,EAAE,WAAW,EAAE,CAAA;CAAE,GAChD;IAAE,IAAI,EAAE,MAAM,CAAC;IAAC,cAAc,EAAE,SAAS,CAAA;CAAE,GAC3C;IACE,IAAI,EAAE,eAAe,CAAC;IACtB,YAAY,EAAE,WAAW,CAAC;IAC1B,UAAU,EAAE,UAAU,CAAC;IACvB,aAAa,CAAC,EAAE,OAAO,CAAC;CACzB,GACD;IAAE,IAAI,EAAE,QAAQ,CAAC;IAAC,aAAa,EAAE,WAAW,EAAE,CAAA;CAAE,GAChD;IAAE,IAAI,EAAE,QAAQ,CAAC;IAAC,aAAa,EAAE,SAAS,CAAA;CAAE,GAC5C;IAAE,IAAI,EAAE,eAAe,CAAC;IAAC,aAAa,EAAE,MAAM,CAAC;IAAC,UAAU,EAAE,UAAU,CAAA;CAAE,GACxE;IAAE,IAAI,EAAE,qBAAqB,CAAC;IAAC,aAAa,EAAE,MAAM,CAAA;CAAE,CAAC;AAE3D,MAAM,MAAM,iBAAiB,GACzB;IAAE,IAAI,EAAE,aAAa,CAAC;IAAC,aAAa,EAAE,WAAW,EAAE,CAAA;CAAE,GACrD;IAAE,IAAI,EAAE,QAAQ,CAAC;IAAC,aAAa,EAAE,WAAW,EAAE,CAAA;CAAE,GAChD;IAAE,IAAI,EAAE,MAAM,CAAC;IAAC,cAAc,EAAE,SAAS,CAAA;CAAE,GAC3C;IAAE,IAAI,EAAE,eAAe,CAAC;IAAC,YAAY,EAAE,WAAW,CAAC;IAAC,UAAU,EAAE,UAAU,CAAA;CAAE,GAC5E;IAAE,IAAI,EAAE,QAAQ,CAAC;IAAC,aAAa,EAAE,WAAW,EAAE,CAAA;CAAE,GAChD;IAAE,IAAI,EAAE,QAAQ,CAAC;IAAC,aAAa,EAAE,SAAS,CAAA;CAAE,GAC5C;IAAE,IAAI,EAAE,eAAe,CAAC;IAAC,aAAa,EAAE,MAAM,CAAC;IAAC,UAAU,EAAE,UAAU,CAAA;CAAE,GACxE;IAAE,IAAI,EAAE,qBAAqB,CAAC;IAAC,aAAa,EAAE,MAAM,CAAA;CAAE,CAAC;AAE3D,MAAM,WAAW,YAAY;IAC3B,iBAAiB,IAAI,eAAe,CAAC;IACrC,mBAAmB,IAAI,iBAAiB,CAAC;IACzC,kBAAkB,CAAC,WAAW,EAAE,iBAAiB,GAAG,OAAO,CAAC;IAC5D,eAAe,IAAI,MAAM,CAAC;CAC3B;AAED,wBAAgB,eAAe,CAAC,MAAM,EAAE,eAAe,GAAG,MAAM,CAmB/D;AAED,wBAAgB,kBAAkB,CAChC,SAAS,EAAE,eAAe,EAC1B,WAAW,EAAE,iBAAiB,GAC7B,OAAO,CA6BT"}
+{"version":3,"file":"subscriptions.d.ts","sourceRoot":"","sources":["../../src/ws/subscriptions.ts"],"names":[],"mappings":"AAKA,OAAO,KAAK,EAAE,WAAW,EAAE,SAAS,EAAE,UAAU,EAAE,MAAM,WAAW,CAAC;AAEpE;;;;;;;GAOG;AACH,MAAM,MAAM,eAAe,GACvB;IACE,IAAI,EAAE,aAAa,CAAC;IACpB,aAAa,EAAE,WAAW,EAAE,CAAC;IAC7B,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,QAAQ,CAAC,EAAE,MAAM,CAAC;CACnB,GACD;IAAE,IAAI,EAAE,QAAQ,CAAC;IAAC,aAAa,EAAE,WAAW,EAAE,CAAA;CAAE,GAChD;IAAE,IAAI,EAAE,MAAM,CAAC;IAAC,cAAc,EAAE,SAAS,CAAA;CAAE,GAC3C;IACE,IAAI,EAAE,eAAe,CAAC;IACtB,YAAY,EAAE,WAAW,CAAC;IAC1B,UAAU,EAAE,UAAU,CAAC;IACvB,aAAa,CAAC,EAAE,OAAO,CAAC;CACzB,GACD;IAAE,IAAI,EAAE,QAAQ,CAAC;IAAC,aAAa,EAAE,WAAW,EAAE,CAAA;CAAE,GAChD;IAAE,IAAI,EAAE,QAAQ,CAAC;IAAC,aAAa,EAAE,SAAS,CAAA;CAAE,GAC5C;IAAE,IAAI,EAAE,eAAe,CAAC;IAAC,aAAa,EAAE,MAAM,CAAC;IAAC,UAAU,EAAE,UAAU,CAAA;CAAE,GACxE;IAAE,IAAI,EAAE,qBAAqB,CAAC;IAAC,aAAa,EAAE,MAAM,CAAA;CAAE,CAAC;AAE3D,MAAM,MAAM,iBAAiB,GACzB;IACE,IAAI,EAAE,aAAa,CAAC;IACpB,aAAa,EAAE,WAAW,EAAE,CAAC;IAC7B,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,QAAQ,CAAC,EAAE,MAAM,CAAC;CACnB,GACD;IAAE,IAAI,EAAE,QAAQ,CAAC;IAAC,aAAa,EAAE,WAAW,EAAE,CAAA;CAAE,GAChD;IAAE,IAAI,EAAE,MAAM,CAAC;IAAC,cAAc,EAAE,SAAS,CAAA;CAAE,GAC3C;IAAE,IAAI,EAAE,eAAe,CAAC;IAAC,YAAY,EAAE,WAAW,CAAC;IAAC,UAAU,EAAE,UAAU,CAAA;CAAE,GAC5E;IAAE,IAAI,EAAE,QAAQ,CAAC;IAAC,aAAa,EAAE,WAAW,EAAE,CAAA;CAAE,GAChD;IAAE,IAAI,EAAE,QAAQ,CAAC;IAAC,aAAa,EAAE,SAAS,CAAA;CAAE,GAC5C;IAAE,IAAI,EAAE,eAAe,CAAC;IAAC,aAAa,EAAE,MAAM,CAAC;IAAC,UAAU,EAAE,UAAU,CAAA;CAAE,GACxE;IAAE,IAAI,EAAE,qBAAqB,CAAC;IAAC,aAAa,EAAE,MAAM,CAAA;CAAE,CAAC;AAE3D,MAAM,WAAW,YAAY;IAC3B,iBAAiB,IAAI,eAAe,CAAC;IACrC,mBAAmB,IAAI,iBAAiB,CAAC;IACzC,kBAAkB,CAAC,WAAW,EAAE,iBAAiB,GAAG,OAAO,CAAC;IAC5D,eAAe,IAAI,MAAM,CAAC;CAC3B;AAED,wBAAgB,eAAe,CAAC,MAAM,EAAE,eAAe,GAAG,MAAM,CAyB/D;AAED,wBAAgB,kBAAkB,CAChC,SAAS,EAAE,eAAe,EAC1B,WAAW,EAAE,iBAAiB,GAC7B,OAAO,CAyCT"}

package/dist/ws/subscriptions.js

@@ -2,10 +2,17 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.subscriptionKey = subscriptionKey;
 exports.unsubscribeMatches = unsubscribeMatches;
+const aggregation_1 = require("../domain/orderbook/aggregation");
 function subscriptionKey(params) {
     switch (params.type) {
-        case "book_update":
-            return `book:${idsKey(params.orderbook_ids)}`;
+        case "book_update": {
+            const aggregation = { nSigFigs: params.nSigFigs, mantissa: params.mantissa };
+            // Full precision keeps the pre-aggregation key shape so existing
+            // consumers' tracked subscriptions stay stable.
+            return (0, aggregation_1.isFullPrecision)(aggregation)
+                ? `book:${idsKey(params.orderbook_ids)}`
+                : `book:${idsKey(params.orderbook_ids)}:${(0, aggregation_1.aggregationKeySuffix)(aggregation)}`;
+        }
         case "trades":
             return `trades:${idsKey(params.orderbook_ids)}`;
         case "user":
@@ -27,8 +34,11 @@ function unsubscribeMatches(subscribe, unsubscribe) {
         return false;
     }
     switch (subscribe.type) {
-        case "book_update":
-            return idsKey(subscribe.orderbook_ids) === idsKey(unsubscribe.orderbook_ids);
+        case "book_update": {
+            const unsubscribeBooks = unsubscribe;
+            return (idsKey(subscribe.orderbook_ids) === idsKey(unsubscribeBooks.orderbook_ids) &&
+                (0, aggregation_1.aggregationsEqual)({ nSigFigs: subscribe.nSigFigs, mantissa: subscribe.mantissa }, { nSigFigs: unsubscribeBooks.nSigFigs, mantissa: unsubscribeBooks.mantissa }));
+        }
         case "trades":
             return idsKey(subscribe.orderbook_ids) === idsKey(unsubscribe.orderbook_ids);
         case "ticker":