@lightconexyz/lightcone-sdk 0.8.1-rc.8 → 0.8.2

package/dist/domain/orderbook/client.js.map

@@ -1 +1 @@
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Invalid aggregation combinations throw client-side\n   * before any request is made (the server would 400 with\n   * `INVALID_ORDERBOOK_QUERY`), and unknown query params are rejected\n   * server-side — only `depth`, `nSigFigs`, and `mantissa` are ever sent.\n   */\n  async get(\n    orderbookId: string,\n    depth?: number,\n    aggregation: BookAggregation = FULL_PRECISION\n  ): Promise<OrderbookDepthResponse> {\n    const validated = validateAggregation(aggregation);\n    const query = new URLSearchParams();\n    if (depth !== undefined) {\n      query.set(\"depth\", String(depth));\n    }\n    if (validated.nSigFigs !== undefined) {\n      query.set(\"nSigFigs\", String(validated.nSigFigs));\n    }\n    if (validated.mantissa !== undefined) {\n      query.set(\"mantissa\", String(validated.mantissa));\n    }\n    const queryString = query.toString();\n    const url = `${this.client.http.baseUrl()}/api/orderbook/${encodeURIComponent(orderbookId)}${queryString ? `?${queryString}` : \"\"}`;\n    return this.client.http.get<OrderbookDepthResponse>(url, RetryPolicy.Idempotent);\n  }\n\n  // ── On-chain transaction builders ────────────────────────────────────\n\n  closeOrderbookAltIx(params: CloseOrderbookAltParams): TransactionInstruction {\n    return buildCloseOrderbookAltIx(params, this.client.programId);\n  }\n\n  closeOrderbookIx(params: CloseOrderbookParams): TransactionInstruction {\n    return buildCloseOrderbookIx(params, this.client.programId);\n  }\n\n  closeOrderbookAltTx(params: CloseOrderbookAltParams): Transaction {\n    const ix = this.closeOrderbookAltIx(params);\n    return new Transaction({ feePayer: params.operator }).add(ix);\n  }\n\n  closeOrderbookTx(params: CloseOrderbookParams): Transaction {\n    const ix = this.closeOrderbookIx(params);\n    return new Transaction({ feePayer: params.operator }).add(ix);\n  }\n\n  // ── On-chain account fetchers (require Connection) ──────────────────\n\n  async getOnchain(mintA: PublicKey, mintB: PublicKey): Promise<ProgramOrderbook> {\n    const connection = requireConnection(this.client);\n    const orderbookPda = this.pda(mintA, mintB);\n    const accountInfo = await connection.getAccountInfo(orderbookPda);\n    if (!accountInfo) {\n      throw ProgramSdkError.accountNotFound(\n        `Orderbook for ${mintA.toBase58()} / ${mintB.toBase58()}`\n      );\n    }\n    return deserializeProgramOrderbook(accountInfo.data as Buffer);\n  }\n}\n"]}
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{ Transaction, type PublicKey, type TransactionInstruction } from \"@solana/web3.js\";\nimport type { ClientContext } from \"../../context\";\nimport { requireConnection } from \"../../context\";\nimport { ProgramSdkError } from \"../../program/error\";\nimport { RetryPolicy } from \"../../http\";\nimport {\n  buildCloseOrderbookAltIx,\n  buildCloseOrderbookIx,\n} from \"../../program/instructions\";\nimport { getOrderbookPda } from \"../../program/pda\";\nimport { deserializeOrderbook as deserializeProgramOrderbook } from \"../../program/accounts\";\nimport type {\n  CloseOrderbookAltParams,\n  CloseOrderbookParams,\n  Orderbook as ProgramOrderbook,\n} from \"../../program/types\";\nimport {\n  FULL_PRECISION,\n  validateAggregation,\n  type BookAggregation,\n} from \"./aggregation\";\nimport type { OrderbookRules } from \"../../shared\";\nimport {\n  orderbookRulesFromWire,\n  tradingRulesFromWire,\n  type DecimalsResponse,\n  type OrderbookDepthResponse,\n  type TradingRulesWire,\n} from \"./wire\";\n\nexport class Orderbooks {\n  private readonly rulesCache: Map<string, Promise<OrderbookRules>>;\n\n  constructor(private readonly client: ClientContext) {\n    this.rulesCache = client.orderbookRulesCache ?? new Map();\n  }\n\n  // ── PDA helpers ──────────────────────────────────────────────────────\n\n  pda(mintA: PublicKey, mintB: PublicKey): PublicKey {\n    return getOrderbookPda(mintA, mintB, this.client.programId)[0];\n  }\n\n  // ── HTTP methods ─────────────────────────────────────────────────────\n\n  /**\n   * Get live orderbook depth, optionally aggregated (Hyperliquid-style).\n   *\n   * `depth` is capped server-side at 20 levels per side (omitted, `0`, or\n   * `>20` all serve 20). Invalid aggregation combinations throw client-side\n   * before any request is made (the server would 400 with\n   * `INVALID_ORDERBOOK_QUERY`), and unknown query params are rejected\n   * server-side — only `depth`, `nSigFigs`, and `mantissa` are ever sent.\n   */\n  async get(\n    orderbookId: string,\n    depth?: number,\n    aggregation: BookAggregation = FULL_PRECISION\n  ): Promise<OrderbookDepthResponse> {\n    const validated = validateAggregation(aggregation);\n    const query = new URLSearchParams();\n    if (depth !== undefined) {\n      query.set(\"depth\", String(depth));\n    }\n    if (validated.nSigFigs !== undefined) {\n      query.set(\"nSigFigs\", String(validated.nSigFigs));\n    }\n    if (validated.mantissa !== undefined) {\n      query.set(\"mantissa\", String(validated.mantissa));\n    }\n    const queryString = query.toString();\n    const url = `${this.client.http.baseUrl()}/api/orderbook/${encodeURIComponent(orderbookId)}${queryString ? `?${queryString}` : \"\"}`;\n    const raw = await this.client.http.get<\n      Omit<OrderbookDepthResponse, \"trading_rules\" | \"revision\" | \"captured_at_ms\" | \"bids_truncated\" | \"asks_truncated\"> & {\n        trading_rules: TradingRulesWire;\n        revision: number | bigint | null;\n        captured_at_ms: number | bigint | null;\n        bids_truncated?: boolean;\n        asks_truncated?: boolean;\n      }\n    >(url, RetryPolicy.Idempotent);\n    if (\n      typeof raw.price_quantum !== \"string\" ||\n      !raw.trading_rules ||\n      !raw.decimals ||\n      !Number.isSafeInteger(raw.decimals.price) ||\n      !Number.isSafeInteger(raw.decimals.size) ||\n      raw.decimals.price < 0 ||\n      raw.decimals.size < 0 ||\n      (raw.bids_truncated !== undefined && typeof raw.bids_truncated !== \"boolean\") ||\n      (raw.asks_truncated !== undefined && typeof raw.asks_truncated !== \"boolean\") ||\n      raw.revision === undefined ||\n      raw.revision === null ||\n      raw.captured_at_ms === undefined ||\n      raw.captured_at_ms === null\n    ) {\n      throw ProgramSdkError.serialization(\n        \"orderbook depth is missing required projection or trading-rule metadata\"\n      );\n    }\n    const revision = BigInt(raw.revision);\n    const capturedAtMs = BigInt(raw.captured_at_ms);\n    if (revision < 0n || capturedAtMs < 0n) {\n      throw ProgramSdkError.serialization(\n        \"orderbook projection revision and capture time must be non-negative\"\n      );\n    }\n    return {\n      ...raw,\n      trading_rules: tradingRulesFromWire(raw.trading_rules),\n      revision,\n      captured_at_ms: capturedAtMs,\n      bids_truncated: raw.bids_truncated ?? false,\n      asks_truncated: raw.asks_truncated ?? false,\n    };\n  }\n\n  /** Fetch and cache the immutable exact admission rules for an active book. */\n  async decimals(orderbookId: string): Promise<OrderbookRules> {\n    const cache = this.rulesCache;\n    const existing = cache.get(orderbookId);\n    if (existing) return existing;\n    const request = this.client.http\n      .get<DecimalsResponse>(\n        `${this.client.http.baseUrl()}/api/orderbooks/${encodeURIComponent(orderbookId)}/decimals`,\n        RetryPolicy.Idempotent\n      )\n      .then(orderbookRulesFromWire);\n    cache.set(orderbookId, request);\n    request.catch(() => {\n      if (cache.get(orderbookId) === request) cache.delete(orderbookId);\n    });\n    return request;\n  }\n\n  invalidateDecimals(orderbookId: string): void {\n    this.rulesCache.delete(orderbookId);\n  }\n\n  clearDecimalsCache(): void {\n    this.rulesCache.clear();\n  }\n\n  // ── On-chain transaction builders ────────────────────────────────────\n\n  closeOrderbookAltIx(params: CloseOrderbookAltParams): TransactionInstruction {\n    return buildCloseOrderbookAltIx(params, this.client.programId);\n  }\n\n  closeOrderbookIx(params: CloseOrderbookParams): TransactionInstruction {\n    return buildCloseOrderbookIx(params, this.client.programId);\n  }\n\n  closeOrderbookAltTx(params: CloseOrderbookAltParams): Transaction {\n    const ix = this.closeOrderbookAltIx(params);\n    return new Transaction({ feePayer: params.operator }).add(ix);\n  }\n\n  closeOrderbookTx(params: CloseOrderbookParams): Transaction {\n    const ix = this.closeOrderbookIx(params);\n    return new Transaction({ feePayer: params.operator }).add(ix);\n  }\n\n  // ── On-chain account fetchers (require Connection) ──────────────────\n\n  async getOnchain(mintA: PublicKey, mintB: PublicKey): Promise<ProgramOrderbook> {\n    const connection = requireConnection(this.client);\n    const orderbookPda = this.pda(mintA, mintB);\n    const accountInfo = await connection.getAccountInfo(orderbookPda);\n    if (!accountInfo) {\n      throw ProgramSdkError.accountNotFound(\n        `Orderbook for ${mintA.toBase58()} / ${mintB.toBase58()}`\n      );\n    }\n    return deserializeProgramOrderbook(accountInfo.data as Buffer);\n  }\n}\n"]}

package/dist/domain/orderbook/index.d.ts

@@ -1,7 +1,6 @@
 import Decimal from "decimal.js";
 import { PublicKey } from "@solana/web3.js";
 import type { OrderBookId, PubkeyStr } from "../../shared";
-import type { OrderbookDecimals } from "../../shared/scaling";
 import type { ConditionalToken } from "../market";
 export * from "./aggregation";
 export * from "./client";
@@ -23,20 +22,19 @@ export interface OrderBookPair {
     lastTradeTime?: Date;
     active: boolean;
 }
+export declare enum ImpactDirection {
+    Negative = "negative",
+    Zero = "zero",
+    Positive = "positive"
+}
 export interface OutcomeImpact {
-    sign: string;
+    direction: ImpactDirection;
     pct: number;
     dollar: string;
-    isPositive: boolean;
 }
+export declare function impactSign(direction: ImpactDirection): string;
 export declare function impactPct(depositPrice: Decimal, conditionalPrice: Decimal): [number, string];
 export declare function impact(depositAssetPrice: Decimal, conditionalPrice: Decimal): OutcomeImpact;
-/**
- * Derive scaling decimals from an orderbook pair's token metadata.
- *
- * No REST call needed — decimals are computed from the base/quote token objects.
- */
-export declare function orderbookDecimals(pair: OrderBookPair): OrderbookDecimals;
 /** Return the market as a `PublicKey`. */
 export declare function orderBookMarket(pair: OrderBookPair): PublicKey;
 /** Return the base conditional-token mint as a `PublicKey`. */

package/dist/domain/orderbook/index.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/domain/orderbook/index.ts"],"names":[],"mappings":"AAAA,OAAO,OAAO,MAAM,YAAY,CAAC;AACjC,OAAO,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAC5C,OAAO,KAAK,EAAE,WAAW,EAAE,SAAS,EAAE,MAAM,cAAc,CAAC;AAC3D,OAAO,KAAK,EAAE,gBAAgB,EAAE,MAAM,WAAW,CAAC;AAElD,cAAc,eAAe,CAAC;AAC9B,cAAc,UAAU,CAAC;AACzB,cAAc,QAAQ,CAAC;AACvB,cAAc,SAAS,CAAC;AACxB,cAAc,UAAU,CAAC;AACzB,OAAO,EAAE,qBAAqB,EAAE,MAAM,WAAW,CAAC;AAElD,MAAM,WAAW,aAAa;IAC5B,EAAE,EAAE,MAAM,CAAC;IACX,YAAY,EAAE,SAAS,CAAC;IACxB,WAAW,EAAE,WAAW,CAAC;IACzB,IAAI,EAAE,gBAAgB,CAAC;IACvB,KAAK,EAAE,gBAAgB,CAAC;IACxB,YAAY,EAAE,MAAM,CAAC;IACrB,QAAQ,EAAE,MAAM,CAAC;IACjB,SAAS,EAAE,MAAM,CAAC;IAClB,SAAS,EAAE,MAAM,CAAC;IAClB,cAAc,CAAC,EAAE,MAAM,CAAC;IACxB,aAAa,CAAC,EAAE,IAAI,CAAC;IACrB,MAAM,EAAE,OAAO,CAAC;CACjB;AAED,oBAAY,eAAe;IACzB,QAAQ,aAAa;IACrB,IAAI,SAAS;IACb,QAAQ,aAAa;CACtB;AAED,MAAM,WAAW,aAAa;IAC5B,SAAS,EAAE,eAAe,CAAC;IAC3B,GAAG,EAAE,MAAM,CAAC;IACZ,MAAM,EAAE,MAAM,CAAC;CAChB;AAED,wBAAgB,UAAU,CAAC,SAAS,EAAE,eAAe,GAAG,MAAM,CAS7D;AAED,wBAAgB,SAAS,CAAC,YAAY,EAAE,OAAO,EAAE,gBAAgB,EAAE,OAAO,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAO5F;AAED,wBAAgB,MAAM,CACpB,iBAAiB,EAAE,OAAO,EAC1B,gBAAgB,EAAE,OAAO,GACxB,aAAa,CAmBf;AAED,0CAA0C;AAC1C,wBAAgB,eAAe,CAAC,IAAI,EAAE,aAAa,GAAG,SAAS,CAE9D;AAED,+DAA+D;AAC/D,wBAAgB,iBAAiB,CAAC,IAAI,EAAE,aAAa,GAAG,SAAS,CAEhE;AAED,gEAAgE;AAChE,wBAAgB,kBAAkB,CAAC,IAAI,EAAE,aAAa,GAAG,SAAS,CAEjE;AAED,qBAAa,wBAAyB,SAAQ,KAAK;IACjD,QAAQ,CAAC,WAAW,EAAE,MAAM,CAAC;IAC7B,QAAQ,CAAC,OAAO,EAAE,MAAM,EAAE,CAAC;gBAEf,WAAW,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,EAAE;CAMnD"}

package/dist/domain/orderbook/index.js

@@ -14,10 +14,10 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
     for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.OrderBookValidationError = exports.orderBookPairFromWire = void 0;
+exports.OrderBookValidationError = exports.ImpactDirection = exports.orderBookPairFromWire = void 0;
+exports.impactSign = impactSign;
 exports.impactPct = impactPct;
 exports.impact = impact;
-exports.orderbookDecimals = orderbookDecimals;
 exports.orderBookMarket = orderBookMarket;
 exports.orderBookBaseMint = orderBookBaseMint;
 exports.orderBookQuoteMint = orderBookQuoteMint;
@@ -29,6 +29,22 @@ __exportStar(require("./state"), exports);
 __exportStar(require("./ticker"), exports);
 var convert_1 = require("./convert");
 Object.defineProperty(exports, "orderBookPairFromWire", { enumerable: true, get: function () { return convert_1.orderBookPairFromWire; } });
+var ImpactDirection;
+(function (ImpactDirection) {
+    ImpactDirection["Negative"] = "negative";
+    ImpactDirection["Zero"] = "zero";
+    ImpactDirection["Positive"] = "positive";
+})(ImpactDirection || (exports.ImpactDirection = ImpactDirection = {}));
+function impactSign(direction) {
+    switch (direction) {
+        case ImpactDirection.Negative:
+            return "-";
+        case ImpactDirection.Zero:
+            return "";
+        case ImpactDirection.Positive:
+            return "+";
+    }
+}
 function impactPct(depositPrice, conditionalPrice) {
     if (depositPrice.isZero() || conditionalPrice.isZero()) {
         return [0, ""];
@@ -38,32 +54,20 @@ function impactPct(depositPrice, conditionalPrice) {
 }
 function impact(depositAssetPrice, conditionalPrice) {
     if (depositAssetPrice.isZero()) {
-        return { sign: "", pct: 0, dollar: "0", isPositive: false };
+        return { direction: ImpactDirection.Zero, pct: 0, dollar: "0" };
     }
-    const pctDecimal = conditionalPrice.minus(depositAssetPrice).div(depositAssetPrice).mul(100);
+    const dollarDelta = conditionalPrice.minus(depositAssetPrice);
+    const pctDecimal = dollarDelta.div(depositAssetPrice).mul(100);
     const pct = pctDecimal.toNumber();
-    const dollar = conditionalPrice.minus(depositAssetPrice).abs().toString();
+    const direction = dollarDelta.greaterThan(0)
+        ? ImpactDirection.Positive
+        : dollarDelta.lessThan(0)
+            ? ImpactDirection.Negative
+            : ImpactDirection.Zero;
     return {
-        sign: pct > 0 ? "+" : "-",
+        direction,
         pct: Math.abs(pct),
-        dollar,
-        isPositive: pct > 0,
-    };
-}
-/**
- * Derive scaling decimals from an orderbook pair's token metadata.
- *
- * No REST call needed — decimals are computed from the base/quote token objects.
- */
-function orderbookDecimals(pair) {
-    const baseDecimals = pair.base.decimals;
-    const quoteDecimals = pair.quote.decimals;
-    return {
-        orderbookId: pair.orderbookId,
-        baseDecimals,
-        quoteDecimals,
-        priceDecimals: Math.max(0, 6 + quoteDecimals - baseDecimals),
-        tickSize: BigInt(Math.max(pair.tickSize, 0)),
+        dollar: dollarDelta.abs().toString(),
     };
 }
 /** Return the market as a `PublicKey`. */

package/dist/domain/orderbook/index.js.map

@@ -1 +1 @@
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\"+\" : \"\"];\n}\n\nexport function impact(\n  depositAssetPrice: Decimal,\n  conditionalPrice: Decimal\n): OutcomeImpact {\n  if (depositAssetPrice.isZero()) {\n    return { sign: \"\", pct: 0, dollar: \"0\", isPositive: false };\n  }\n\n  const pctDecimal = conditionalPrice.minus(depositAssetPrice).div(depositAssetPrice).mul(100);\n  const pct = pctDecimal.toNumber();\n  const dollar = conditionalPrice.minus(depositAssetPrice).abs().toString();\n\n  return {\n    sign: pct > 0 ? \"+\" : \"-\",\n    pct: Math.abs(pct),\n    dollar,\n    isPositive: pct > 0,\n  };\n}\n\n/**\n * Derive scaling decimals from an orderbook pair's token metadata.\n *\n * No REST call needed — decimals are computed from the base/quote token objects.\n */\nexport function orderbookDecimals(pair: OrderBookPair): OrderbookDecimals {\n  const baseDecimals = pair.base.decimals;\n  const quoteDecimals = pair.quote.decimals;\n  return {\n    orderbookId: pair.orderbookId,\n    baseDecimals,\n    quoteDecimals,\n    priceDecimals: Math.max(0, 6 + quoteDecimals - baseDecimals),\n    tickSize: BigInt(Math.max(pair.tickSize, 0)),\n  };\n}\n\n/** Return the market as a `PublicKey`. */\nexport function orderBookMarket(pair: OrderBookPair): PublicKey {\n  return new PublicKey(pair.marketPubkey);\n}\n\n/** Return the base conditional-token mint as a `PublicKey`. */\nexport function orderBookBaseMint(pair: OrderBookPair): PublicKey {\n  return new PublicKey(pair.base.pubkey);\n}\n\n/** Return the quote conditional-token mint as a `PublicKey`. */\nexport function orderBookQuoteMint(pair: OrderBookPair): PublicKey {\n  return new PublicKey(pair.quote.pubkey);\n}\n\nexport class OrderBookValidationError extends Error {\n  readonly orderbookId: string;\n  readonly details: string[];\n\n  constructor(orderbookId: string, details: string[]) {\n    super(`OrderBook validation errors (${orderbookId}): ${details.join(\"; \")}`);\n    this.name = \"OrderBookValidationError\";\n    this.orderbookId = orderbookId;\n    this.details = details;\n  }\n}\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/domain/orderbook/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;AAuCA,gCASC;AAED,8BAOC;AAED,wBAsBC;AAGD,0CAEC;AAGD,8CAEC;AAGD,gDAEC;AA/FD,6CAA4C;AAI5C,gDAA8B;AAC9B,2CAAyB;AACzB,yCAAuB;AACvB,0CAAwB;AACxB,2CAAyB;AACzB,qCAAkD;AAAzC,gHAAA,qBAAqB,OAAA;AAiB9B,IAAY,eAIX;AAJD,WAAY,eAAe;IACzB,wCAAqB,CAAA;IACrB,gCAAa,CAAA;IACb,wCAAqB,CAAA;AACvB,CAAC,EAJW,eAAe,+BAAf,eAAe,QAI1B;AAQD,SAAgB,UAAU,CAAC,SAA0B;IACnD,QAAQ,SAAS,EAAE,CAAC;QAClB,KAAK,eAAe,CAAC,QAAQ;YAC3B,OAAO,GAAG,CAAC;QACb,KAAK,eAAe,CAAC,IAAI;YACvB,OAAO,EAAE,CAAC;QACZ,KAAK,eAAe,CAAC,QAAQ;YAC3B,OAAO,GAAG,CAAC;IACf,CAAC;AACH,CAAC;AAED,SAAgB,SAAS,CAAC,YAAqB,EAAE,gBAAyB;IACxE,IAAI,YAAY,CAAC,MAAM,EAAE,IAAI,gBAAgB,CAAC,MAAM,EAAE,EAAE,CAAC;QACvD,OAAO,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;IACjB,CAAC;IAED,MAAM,KAAK,GAAG,gBAAgB,CAAC,KAAK,CAAC,YAAY,CAAC,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;IAC9E,OAAO,CAAC,KAAK,CAAC,QAAQ,EAAE,EAAE,KAAK,CAAC,WAAW,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC;AAC7D,CAAC;AAED,SAAgB,MAAM,CACpB,iBAA0B,EAC1B,gBAAyB;IAEzB,IAAI,iBAAiB,CAAC,MAAM,EAAE,EAAE,CAAC;QAC/B,OAAO,EAAE,SAAS,EAAE,eAAe,CAAC,IAAI,EAAE,GAAG,EAAE,CAAC,EAAE,MAAM,EAAE,GAAG,EAAE,CAAC;IAClE,CAAC;IAED,MAAM,WAAW,GAAG,gBAAgB,CAAC,KAAK,CAAC,iBAAiB,CAAC,CAAC;IAC9D,MAAM,UAAU,GAAG,WAAW,CAAC,GAAG,CAAC,iBAAiB,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;IAC/D,MAAM,GAAG,GAAG,UAAU,CAAC,QAAQ,EAAE,CAAC;IAClC,MAAM,SAAS,GAAG,WAAW,CAAC,WAAW,CAAC,CAAC,CAAC;QAC1C,CAAC,CAAC,eAAe,CAAC,QAAQ;QAC1B,CAAC,CAAC,WAAW,CAAC,QAAQ,CAAC,CAAC,CAAC;YACvB,CAAC,CAAC,eAAe,CAAC,QAAQ;YAC1B,CAAC,CAAC,eAAe,CAAC,IAAI,CAAC;IAE3B,OAAO;QACL,SAAS;QACT,GAAG,EAAE,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC;QAClB,MAAM,EAAE,WAAW,CAAC,GAAG,EAAE,CAAC,QAAQ,EAAE;KACrC,CAAC;AACJ,CAAC;AAED,0CAA0C;AAC1C,SAAgB,eAAe,CAAC,IAAmB;IACjD,OAAO,IAAI,mBAAS,CAAC,IAAI,CAAC,YAAY,CAAC,CAAC;AAC1C,CAAC;AAED,+DAA+D;AAC/D,SAAgB,iBAAiB,CAAC,IAAmB;IACnD,OAAO,IAAI,mBAAS,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;AACzC,CAAC;AAED,gEAAgE;AAChE,SAAgB,kBAAkB,CAAC,IAAmB;IACpD,OAAO,IAAI,mBAAS,CAAC,IAAI,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;AAC1C,CAAC;AAED,MAAa,wBAAyB,SAAQ,KAAK;IACxC,WAAW,CAAS;IACpB,OAAO,CAAW;IAE3B,YAAY,WAAmB,EAAE,OAAiB;QAChD,KAAK,CAAC,gCAAgC,WAAW,MAAM,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;QAC7E,IAAI,CAAC,IAAI,GAAG,0BAA0B,CAAC;QACvC,IAAI,CAAC,WAAW,GAAG,WAAW,CAAC;QAC/B,IAAI,CAAC,OAAO,GAAG,OAAO,CAAC;IACzB,CAAC;CACF;AAVD,4DAUC","sourcesContent":["import Decimal from \"decimal.js\";\nimport { PublicKey } from \"@solana/web3.js\";\nimport type { OrderBookId, PubkeyStr } from \"../../shared\";\nimport type { ConditionalToken } from \"../market\";\n\nexport * from \"./aggregation\";\nexport * from \"./client\";\nexport * from \"./wire\";\nexport * from \"./state\";\nexport * from \"./ticker\";\nexport { orderBookPairFromWire } from \"./convert\";\n\nexport interface OrderBookPair {\n  id: number;\n  marketPubkey: PubkeyStr;\n  orderbookId: OrderBookId;\n  base: ConditionalToken;\n  quote: ConditionalToken;\n  outcomeIndex: number;\n  tickSize: number;\n  totalBids: number;\n  totalAsks: number;\n  lastTradePrice?: string;\n  lastTradeTime?: Date;\n  active: boolean;\n}\n\nexport enum ImpactDirection {\n  Negative = \"negative\",\n  Zero = \"zero\",\n  Positive = \"positive\",\n}\n\nexport interface OutcomeImpact {\n  direction: ImpactDirection;\n  pct: number;\n  dollar: string;\n}\n\nexport function impactSign(direction: ImpactDirection): string {\n  switch (direction) {\n    case ImpactDirection.Negative:\n      return \"-\";\n    case ImpactDirection.Zero:\n      return \"\";\n    case ImpactDirection.Positive:\n      return \"+\";\n  }\n}\n\nexport function impactPct(depositPrice: Decimal, conditionalPrice: Decimal): [number, string] {\n  if (depositPrice.isZero() || conditionalPrice.isZero()) {\n    return [0, \"\"];\n  }\n\n  const value = conditionalPrice.minus(depositPrice).div(depositPrice).mul(100);\n  return [value.toNumber(), value.greaterThan(0) ? \"+\" : \"\"];\n}\n\nexport function impact(\n  depositAssetPrice: Decimal,\n  conditionalPrice: Decimal\n): OutcomeImpact {\n  if (depositAssetPrice.isZero()) {\n    return { direction: ImpactDirection.Zero, pct: 0, dollar: \"0\" };\n  }\n\n  const dollarDelta = conditionalPrice.minus(depositAssetPrice);\n  const pctDecimal = dollarDelta.div(depositAssetPrice).mul(100);\n  const pct = pctDecimal.toNumber();\n  const direction = dollarDelta.greaterThan(0)\n    ? ImpactDirection.Positive\n    : dollarDelta.lessThan(0)\n      ? ImpactDirection.Negative\n      : ImpactDirection.Zero;\n\n  return {\n    direction,\n    pct: Math.abs(pct),\n    dollar: dollarDelta.abs().toString(),\n  };\n}\n\n/** Return the market as a `PublicKey`. */\nexport function orderBookMarket(pair: OrderBookPair): PublicKey {\n  return new PublicKey(pair.marketPubkey);\n}\n\n/** Return the base conditional-token mint as a `PublicKey`. */\nexport function orderBookBaseMint(pair: OrderBookPair): PublicKey {\n  return new PublicKey(pair.base.pubkey);\n}\n\n/** Return the quote conditional-token mint as a `PublicKey`. */\nexport function orderBookQuoteMint(pair: OrderBookPair): PublicKey {\n  return new PublicKey(pair.quote.pubkey);\n}\n\nexport class OrderBookValidationError extends Error {\n  readonly orderbookId: string;\n  readonly details: string[];\n\n  constructor(orderbookId: string, details: string[]) {\n    super(`OrderBook validation errors (${orderbookId}): ${details.join(\"; \")}`);\n    this.name = \"OrderBookValidationError\";\n    this.orderbookId = orderbookId;\n    this.details = details;\n  }\n}\n"]}

package/dist/domain/orderbook/state.d.ts

@@ -1,15 +1,21 @@
 import type { OrderBookId } from "../../shared";
 import type { OrderBook } from "./wire";
+import { type BookAggregation } from "./aggregation";
 /**
  * The `book_update` stream is snapshot-only: every data frame carries the
- * full top-20 levels per side and replaces the previous book wholesale
- * (last-write-wins). Consumers holding multiple aggregation views of one
- * orderbook on the same connection key their `OrderbookState` instances by
+ * full top-20 levels per side and replaces the previous book wholesale.
+ * Equal and older revisions are discarded within one generation.
+ * Consumers holding multiple aggregation views of one orderbook on the same
+ * connection key their `OrderbookState` instances by
  * `(orderbook_id, aggregation)` using
  * `aggregationFromFrame(book.n_sig_figs, book.mantissa)`.
  */
 export type OrderbookApplyResult = {
     kind: "applied";
+} | {
+    kind: "discarded_stale";
+} | {
+    kind: "subscription_mismatch";
 } | {
     kind: "refresh_required";
     reason: OrderbookRefreshReason;
@@ -25,29 +31,26 @@ export type OrderbookRefreshReason =
 };
 export declare class OrderbookState {
     readonly orderbookId: OrderBookId;
+    readonly aggregation: BookAggregation;
     /**
-     * Projection version of the last applied frame. Strictly increasing but
-     * non-contiguous server-side (conflation skips versions), and the initial
-     * snapshot after every (re)subscribe is `seq: 0` — informational only,
-     * never used to gate frames.
+     * Last accepted engine depth revision. Forward gaps are expected.
      */
-    seq: number;
+    seq: bigint;
+    private lastSeq;
+    bidsTruncated: boolean;
+    asksTruncated: boolean;
     private readonly bidsMap;
     private readonly asksMap;
     private cachedBestBid;
     private cachedBestAsk;
-    constructor(orderbookId: OrderBookId);
+    constructor(orderbookId: OrderBookId, aggregation?: BookAggregation);
     /**
-     * Apply a WS orderbook frame (snapshot-only stream, last-write-wins).
+     * Apply a full snapshot when its revision is newer in this generation.
      *
      * `resync` frames take precedence and leave the book untouched — the
      * caller must re-subscribe with the same parameters. Every other data
-     * frame is a full snapshot by contract and replaces the book wholesale
-     * (the `is_snapshot` flag is not consulted), including the `seq: 0`
-     * initial snapshot delivered after every (re)subscribe: gating on `seq`
-     * would freeze the book after a resync or aggregation change, so `seq` is
-     * stored as informational only.
-     */
+    * accepted frame replaces the book wholesale. Revision gaps are normal.
+    */
     apply(book: OrderBook): OrderbookApplyResult;
     bids(): ReadonlyMap<string, string>;
     asks(): ReadonlyMap<string, string>;
@@ -56,6 +59,8 @@ export declare class OrderbookState {
     midPrice(): string | undefined;
     spread(): string | undefined;
     isEmpty(): boolean;
+    /** Reset the revision gate for reconnect/resubscribe without hiding levels. */
+    beginGeneration(): void;
     clear(): void;
 }
 //# sourceMappingURL=state.d.ts.map

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

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package/dist/domain/orderbook/state.js

@@ -5,45 +5,56 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.OrderbookState = void 0;
 const decimal_js_1 = __importDefault(require("decimal.js"));
+const aggregation_1 = require("./aggregation");
 class OrderbookState {
     orderbookId;
+    aggregation;
     /**
-     * Projection version of the last applied frame. Strictly increasing but
-     * non-contiguous server-side (conflation skips versions), and the initial
-     * snapshot after every (re)subscribe is `seq: 0` — informational only,
-     * never used to gate frames.
+     * Last accepted engine depth revision. Forward gaps are expected.
      */
     seq;
+    lastSeq;
+    bidsTruncated;
+    asksTruncated;
     bidsMap;
     asksMap;
     cachedBestBid;
     cachedBestAsk;
-    constructor(orderbookId) {
+    constructor(orderbookId, aggregation = {}) {
         this.orderbookId = orderbookId;
-        this.seq = 0;
+        this.aggregation = (0, aggregation_1.normalizeAggregation)(aggregation);
+        this.seq = 0n;
+        this.lastSeq = undefined;
+        this.bidsTruncated = false;
+        this.asksTruncated = false;
         this.bidsMap = new Map();
         this.asksMap = new Map();
         this.cachedBestBid = null;
         this.cachedBestAsk = null;
     }
     /**
-     * Apply a WS orderbook frame (snapshot-only stream, last-write-wins).
+     * Apply a full snapshot when its revision is newer in this generation.
      *
      * `resync` frames take precedence and leave the book untouched — the
      * caller must re-subscribe with the same parameters. Every other data
-     * frame is a full snapshot by contract and replaces the book wholesale
-     * (the `is_snapshot` flag is not consulted), including the `seq: 0`
-     * initial snapshot delivered after every (re)subscribe: gating on `seq`
-     * would freeze the book after a resync or aggregation change, so `seq` is
-     * stored as informational only.
-     */
+    * accepted frame replaces the book wholesale. Revision gaps are normal.
+    */
     apply(book) {
+        if (book.seq < 0n)
+            throw new Error("book_update seq must be non-negative");
+        if (book.orderbook_id !== this.orderbookId ||
+            !(0, aggregation_1.aggregationsEqual)((0, aggregation_1.aggregationFromFrame)(book.n_sig_figs, book.mantissa), this.aggregation)) {
+            return { kind: "subscription_mismatch" };
+        }
         if (book.resync) {
             return {
                 kind: "refresh_required",
                 reason: { kind: "server_resync" },
             };
         }
+        if (this.lastSeq !== undefined && book.seq <= this.lastSeq) {
+            return { kind: "discarded_stale" };
+        }
         this.bidsMap.clear();
         this.asksMap.clear();
         for (const level of book.bids) {
@@ -56,7 +67,10 @@ class OrderbookState {
                 this.asksMap.set(level.price, level.size);
             }
         }
-        this.seq = book.seq ?? 0;
+        this.seq = book.seq;
+        this.lastSeq = book.seq;
+        this.bidsTruncated = book.bids_truncated ?? false;
+        this.asksTruncated = book.asks_truncated ?? false;
         this.cachedBestBid = null;
         this.cachedBestAsk = null;
         return { kind: "applied" };
@@ -113,10 +127,17 @@ class OrderbookState {
     isEmpty() {
         return this.bidsMap.size === 0 && this.asksMap.size === 0;
     }
+    /** Reset the revision gate for reconnect/resubscribe without hiding levels. */
+    beginGeneration() {
+        this.lastSeq = undefined;
+    }
     clear() {
         this.bidsMap.clear();
         this.asksMap.clear();
-        this.seq = 0;
+        this.seq = 0n;
+        this.lastSeq = undefined;
+        this.bidsTruncated = false;
+        this.asksTruncated = false;
         this.cachedBestBid = null;
         this.cachedBestAsk = null;
     }

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

@@ -1 +1 @@
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Consumers holding multiple aggregation views of one\n * orderbook on the same connection key their `OrderbookState` instances by\n * `(orderbook_id, aggregation)` using\n * `aggregationFromFrame(book.n_sig_figs, book.mantissa)`.\n */\nexport type OrderbookApplyResult =\n  | { kind: \"applied\" }\n  | { kind: \"refresh_required\"; reason: OrderbookRefreshReason };\n\nexport type OrderbookRefreshReason =\n  /**\n   * The backend explicitly requested a resync: unsubscribe and re-subscribe\n   * with the same parameters (including aggregation) to receive a fresh\n   * snapshot.\n   */\n  { kind: \"server_resync\" };\n\nexport class OrderbookState {\n  readonly orderbookId: OrderBookId;\n  /**\n   * Projection version of the last applied frame. Strictly increasing but\n   * non-contiguous server-side (conflation skips versions), and the initial\n   * snapshot after every (re)subscribe is `seq: 0` — informational only,\n   * never used to gate frames.\n   */\n  seq: number;\n  private readonly bidsMap: Map<string, string>;\n  private readonly asksMap: Map<string, string>;\n  private cachedBestBid: string | undefined | null;\n  private cachedBestAsk: string | undefined | 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.cachedBestBid = null;\n    this.cachedBestAsk = null;\n  }\n\n  /**\n   * Apply a WS orderbook frame (snapshot-only stream, last-write-wins).\n   *\n   * `resync` frames take precedence and leave the book untouched — the\n   * caller must re-subscribe with the same parameters. Every other data\n   * frame is a full snapshot by contract and replaces the book wholesale\n   * (the `is_snapshot` flag is not consulted), including the `seq: 0`\n   * initial snapshot delivered after every (re)subscribe: gating on `seq`\n   * would freeze the book after a resync or aggregation change, so `seq` is\n   * stored as informational only.\n   */\n  apply(book: OrderBook): OrderbookApplyResult {\n    if (book.resync) {\n      return {\n        kind: \"refresh_required\",\n        reason: { kind: \"server_resync\" },\n      };\n    }\n\n    this.bidsMap.clear();\n    this.asksMap.clear();\n    for (const level of book.bids) {\n      if (!new Decimal(level.size).isZero()) {\n        this.bidsMap.set(level.price, level.size);\n      }\n    }\n    for (const level of book.asks) {\n      if (!new Decimal(level.size).isZero()) {\n        this.asksMap.set(level.price, level.size);\n      }\n    }\n    this.seq = book.seq ?? 0;\n    this.cachedBestBid = null;\n    this.cachedBestAsk = null;\n\n    return { kind: \"applied\" };\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"]}
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Decimal from \"decimal.js\";\nimport type { OrderBookId } from \"../../shared\";\nimport type { OrderBook } from \"./wire\";\nimport {\n  aggregationFromFrame,\n  aggregationsEqual,\n  normalizeAggregation,\n  type BookAggregation,\n} from \"./aggregation\";\n\n/**\n * The `book_update` stream is snapshot-only: every data frame carries the\n * full top-20 levels per side and replaces the previous book wholesale.\n * Equal and older revisions are discarded within one generation.\n * Consumers holding multiple aggregation views of one orderbook on the same\n * connection key their `OrderbookState` instances by\n * `(orderbook_id, aggregation)` using\n * `aggregationFromFrame(book.n_sig_figs, book.mantissa)`.\n */\nexport type OrderbookApplyResult =\n  | { kind: \"applied\" }\n  | { kind: \"discarded_stale\" }\n  | { kind: \"subscription_mismatch\" }\n  | { kind: \"refresh_required\"; reason: OrderbookRefreshReason };\n\nexport type OrderbookRefreshReason =\n  /**\n   * The backend explicitly requested a resync: unsubscribe and re-subscribe\n   * with the same parameters (including aggregation) to receive a fresh\n   * snapshot.\n   */\n  { kind: \"server_resync\" };\n\nexport class OrderbookState {\n  readonly orderbookId: OrderBookId;\n  readonly aggregation: BookAggregation;\n  /**\n   * Last accepted engine depth revision. Forward gaps are expected.\n   */\n  seq: bigint;\n  private lastSeq: bigint | undefined;\n  bidsTruncated: boolean;\n  asksTruncated: boolean;\n  private readonly bidsMap: Map<string, string>;\n  private readonly asksMap: Map<string, string>;\n  private cachedBestBid: string | undefined | null;\n  private cachedBestAsk: string | undefined | null;\n\n  constructor(orderbookId: OrderBookId, aggregation: BookAggregation = {}) {\n    this.orderbookId = orderbookId;\n    this.aggregation = normalizeAggregation(aggregation);\n    this.seq = 0n;\n    this.lastSeq = undefined;\n    this.bidsTruncated = false;\n    this.asksTruncated = false;\n    this.bidsMap = new Map();\n    this.asksMap = new Map();\n    this.cachedBestBid = null;\n    this.cachedBestAsk = null;\n  }\n\n  /**\n   * Apply a full snapshot when its revision is newer in this generation.\n   *\n   * `resync` frames take precedence and leave the book untouched — the\n   * caller must re-subscribe with the same parameters. Every other data\n  * accepted frame replaces the book wholesale. Revision gaps are normal.\n  */\n  apply(book: OrderBook): OrderbookApplyResult {\n    if (book.seq < 0n) throw new Error(\"book_update seq must be non-negative\");\n    if (\n      book.orderbook_id !== this.orderbookId ||\n      !aggregationsEqual(\n        aggregationFromFrame(book.n_sig_figs, book.mantissa),\n        this.aggregation\n      )\n    ) {\n      return { kind: \"subscription_mismatch\" };\n    }\n    if (book.resync) {\n      return {\n        kind: \"refresh_required\",\n        reason: { kind: \"server_resync\" },\n      };\n    }\n    if (this.lastSeq !== undefined && book.seq <= this.lastSeq) {\n      return { kind: \"discarded_stale\" };\n    }\n\n    this.bidsMap.clear();\n    this.asksMap.clear();\n    for (const level of book.bids) {\n      if (!new Decimal(level.size).isZero()) {\n        this.bidsMap.set(level.price, level.size);\n      }\n    }\n    for (const level of book.asks) {\n      if (!new Decimal(level.size).isZero()) {\n        this.asksMap.set(level.price, level.size);\n      }\n    }\n    this.seq = book.seq;\n    this.lastSeq = book.seq;\n    this.bidsTruncated = book.bids_truncated ?? false;\n    this.asksTruncated = book.asks_truncated ?? false;\n    this.cachedBestBid = null;\n    this.cachedBestAsk = null;\n\n    return { kind: \"applied\" };\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  /** Reset the revision gate for reconnect/resubscribe without hiding levels. */\n  beginGeneration(): void {\n    this.lastSeq = undefined;\n  }\n\n  clear(): void {\n    this.bidsMap.clear();\n    this.asksMap.clear();\n    this.seq = 0n;\n    this.lastSeq = undefined;\n    this.bidsTruncated = false;\n    this.asksTruncated = false;\n    this.cachedBestBid = null;\n    this.cachedBestAsk = null;\n  }\n}\n"]}

package/dist/domain/orderbook/ticker.d.ts

@@ -3,6 +3,7 @@ export interface TickerData {
     orderbookId: OrderBookId;
     bestBid?: string;
     bestAsk?: string;
+    /** Engine-authoritative; may use one-sided-book or last-trade fallback. */
     midPrice?: string;
 }
 //# sourceMappingURL=ticker.d.ts.map

package/dist/domain/orderbook/ticker.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"ticker.d.ts","sourceRoot":"","sources":["../../../src/domain/orderbook/ticker.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC;AAEhD,MAAM,WAAW,UAAU;IACzB,WAAW,EAAE,WAAW,CAAC;IACzB,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,2EAA2E;IAC3E,QAAQ,CAAC,EAAE,MAAM,CAAC;CACnB"}

package/dist/domain/orderbook/ticker.js.map

@@ -1 +1 @@
-{"version":3,"file":"ticker.js","sourceRoot":"","sources":["../../../src/domain/orderbook/ticker.ts"],"names":[],"mappings":"","sourcesContent":["import type { OrderBookId } from \"../../shared\";\n\nexport interface TickerData {\n  orderbookId: OrderBookId;\n  bestBid?: string;\n  bestAsk?: string;\n  midPrice?: string;\n}\n"]}
+{"version":3,"file":"ticker.js","sourceRoot":"","sources":["../../../src/domain/orderbook/ticker.ts"],"names":[],"mappings":"","sourcesContent":["import type { OrderBookId } from \"../../shared\";\n\nexport interface TickerData {\n  orderbookId: OrderBookId;\n  bestBid?: string;\n  bestAsk?: string;\n  /** Engine-authoritative; may use one-sided-book or last-trade fallback. */\n  midPrice?: string;\n}\n"]}

package/dist/domain/orderbook/wire.d.ts

@@ -1,4 +1,14 @@
-import type { OrderBookId, Side } from "../../shared";
+import type { OrderBookId, OrderbookRules, Side, TradingRules } from "../../shared";
+export interface TradingRulesWire {
+    base_size_decimals: number;
+    max_price_decimals: number;
+    max_price_significant_figures: number;
+    integer_prices_always_allowed: boolean;
+    price_quantum: string;
+    price_quantum_raw: string;
+    base_size_quantum: string;
+    base_size_quantum_raw: string;
+}
 export interface OrderbookResponse {
     id: number;
     market_pubkey: string;
@@ -33,14 +43,19 @@ export interface OrderbookDepthResponse {
     best_bid?: string;
     best_ask?: string;
     spread?: string;
+    /** Deprecated backend alias; never use for order admission. */
     tick_size?: string;
+    price_quantum: string;
+    /** Parsed exact rules; raw quantum strings are exposed as bigint values. */
+    trading_rules: TradingRules;
+    bids_truncated: boolean;
+    asks_truncated: boolean;
+    revision: bigint;
+    captured_at_ms: bigint;
     bids: RestBookLevel[];
     asks: RestBookLevel[];
-    /**
-     * Display decimals for prices and sizes. Always sent by current backends;
-     * optional for tolerance of older payloads.
-     */
-    decimals?: OrderbookDepthDecimals;
+    /** Required display decimals; size is base-token on-chain precision. */
+    decimals: OrderbookDepthDecimals;
 }
 /**
  * Price/size display decimals from the depth endpoint. Distinct from
@@ -55,28 +70,37 @@ export interface DecimalsResponse {
     base_decimals: number;
     quote_decimals: number;
     price_decimals: number;
+    trading_rules: TradingRulesWire;
 }
+export declare function tradingRulesFromWire(wire: TradingRulesWire): TradingRules;
+export declare function orderbookRulesFromWire(wire: DecimalsResponse): OrderbookRules;
 export interface WsBookLevel {
     side: Side;
     price: string;
     size: string;
+    /**
+     * Exact quote-token amount represented by the underlying maker orders.
+     * For grouped books this is independent of the displayed bucket price.
+     */
+    quote_notional: string;
 }
 /**
  * WS orderbook snapshot frame.
  *
  * The stream is snapshot-only: every data frame carries the full top-20
- * levels per side and replaces the previous book wholesale (last-write-wins).
- * `seq` is strictly increasing but non-contiguous, and the initial snapshot
- * after every (re)subscribe is `seq: 0` — informational only, never a gate.
+ * levels per side and replaces the previous book wholesale. `seq` is the
+ * engine depth revision and is monotonic only within one subscription generation.
  */
 export interface OrderBook {
     orderbook_id: OrderBookId;
     is_snapshot?: boolean;
-    seq?: number;
+    seq: bigint;
     resync?: boolean;
     timestamp?: string;
     bids: WsBookLevel[];
     asks: WsBookLevel[];
+    bids_truncated?: boolean;
+    asks_truncated?: boolean;
     /**
      * Aggregation tags echoed by the backend (omitted = full precision).
      * Always normalized server-side ((5, none) arrives as (5, 1)). Use

package/dist/domain/orderbook/wire.d.ts.map

@@ -1 +1 @@
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package/dist/domain/orderbook/wire.js

@@ -1,3 +1,50 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
+exports.tradingRulesFromWire = tradingRulesFromWire;
+exports.orderbookRulesFromWire = orderbookRulesFromWire;
+function tradingRulesFromWire(wire) {
+    if (!wire ||
+        !isNonNegativeSafeInteger(wire.base_size_decimals) ||
+        !isNonNegativeSafeInteger(wire.max_price_decimals) ||
+        !isNonNegativeSafeInteger(wire.max_price_significant_figures) ||
+        typeof wire.integer_prices_always_allowed !== "boolean" ||
+        typeof wire.price_quantum !== "string" ||
+        typeof wire.base_size_quantum !== "string" ||
+        typeof wire.price_quantum_raw !== "string" ||
+        typeof wire.base_size_quantum_raw !== "string" ||
+        !/^\d+$/.test(wire.price_quantum_raw) ||
+        !/^\d+$/.test(wire.base_size_quantum_raw)) {
+        throw new Error("invalid trading_rules response");
+    }
+    return {
+        baseSizeDecimals: wire.base_size_decimals,
+        maxPriceDecimals: wire.max_price_decimals,
+        maxPriceSignificantFigures: wire.max_price_significant_figures,
+        integerPricesAlwaysAllowed: wire.integer_prices_always_allowed,
+        priceQuantum: wire.price_quantum,
+        priceQuantumRaw: BigInt(wire.price_quantum_raw),
+        baseSizeQuantum: wire.base_size_quantum,
+        baseSizeQuantumRaw: BigInt(wire.base_size_quantum_raw),
+    };
+}
+function orderbookRulesFromWire(wire) {
+    if (!wire ||
+        typeof wire.orderbook_id !== "string" ||
+        !isNonNegativeSafeInteger(wire.base_decimals) ||
+        !isNonNegativeSafeInteger(wire.quote_decimals) ||
+        !isNonNegativeSafeInteger(wire.price_decimals) ||
+        !wire.trading_rules) {
+        throw new Error("invalid orderbook decimals response");
+    }
+    return {
+        orderbookId: wire.orderbook_id,
+        baseDecimals: wire.base_decimals,
+        quoteDecimals: wire.quote_decimals,
+        priceDecimals: wire.price_decimals,
+        tradingRules: tradingRulesFromWire(wire.trading_rules),
+    };
+}
+function isNonNegativeSafeInteger(value) {
+    return typeof value === "number" && Number.isSafeInteger(value) && value >= 0;
+}
 //# sourceMappingURL=wire.js.map