@metamask-previews/perps-controller 0.0.0-preview-685dbf46b → 1.0.0-preview-bc00f2c

package/dist/aggregation/SubscriptionMultiplexer.cjs

@@ -0,0 +1,441 @@
+"use strict";
+/**
+ * SubscriptionMultiplexer - Manages WebSocket subscriptions across multiple providers
+ *
+ * Responsibilities:
+ * - Manage subscriptions to multiple providers simultaneously
+ * - Tag all updates with providerId so UI can differentiate sources
+ * - Support aggregation modes: 'merge' (all prices) or 'best_price' (best price per symbol)
+ * - Cache latest updates per provider per symbol for aggregation
+ */
+var __classPrivateFieldSet = (this && this.__classPrivateFieldSet) || function (receiver, state, value, kind, f) {
+    if (kind === "m") throw new TypeError("Private method is not writable");
+    if (kind === "a" && !f) throw new TypeError("Private accessor was defined without a setter");
+    if (typeof state === "function" ? receiver !== state || !f : !state.has(receiver)) throw new TypeError("Cannot write private member to an object whose class did not declare it");
+    return (kind === "a" ? f.call(receiver, value) : f ? f.value = value : state.set(receiver, value)), value;
+};
+var __classPrivateFieldGet = (this && this.__classPrivateFieldGet) || function (receiver, state, kind, f) {
+    if (kind === "a" && !f) throw new TypeError("Private accessor was defined without a getter");
+    if (typeof state === "function" ? receiver !== state || !f : !state.has(receiver)) throw new TypeError("Cannot read private member from an object whose class did not declare it");
+    return kind === "m" ? f : kind === "a" ? f.call(receiver) : f ? f.value : state.get(receiver);
+};
+var _SubscriptionMultiplexer_instances, _SubscriptionMultiplexer_logger, _SubscriptionMultiplexer_priceCache, _SubscriptionMultiplexer_positionCache, _SubscriptionMultiplexer_orderCache, _SubscriptionMultiplexer_accountCache, _SubscriptionMultiplexer_aggregatePrices, _SubscriptionMultiplexer_findBestPrice, _SubscriptionMultiplexer_aggregatePositions, _SubscriptionMultiplexer_aggregateOrders;
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.SubscriptionMultiplexer = void 0;
+const perpsConfig_1 = require("../constants/perpsConfig.cjs");
+const errorUtils_1 = require("../utils/errorUtils.cjs");
+/**
+ * SubscriptionMultiplexer manages real-time data subscriptions across
+ * multiple perps providers.
+ *
+ * Key features:
+ * - Subscribes to all providers simultaneously
+ * - Tags all updates with source providerId
+ * - Caches latest values for aggregation
+ * - Supports different aggregation modes for prices
+ *
+ * @example
+ * ```typescript
+ * const mux = new SubscriptionMultiplexer();
+ *
+ * const unsubscribe = mux.subscribeToPrices({
+ *   symbols: ['BTC', 'ETH'],
+ *   providers: [
+ *     ['hyperliquid', hlProvider],
+ *     ['myx', myxProvider],
+ *   ],
+ *   callback: (prices) => {
+ *     // prices have providerId injected
+ *     prices.forEach(p => console.log(`${p.providerId}: ${p.symbol} = ${p.price}`));
+ *   },
+ *   aggregationMode: 'merge',
+ * });
+ *
+ * // Later: clean up
+ * unsubscribe();
+ * ```
+ */
+class SubscriptionMultiplexer {
+    /**
+     * Create a new SubscriptionMultiplexer.
+     *
+     * @param options - Optional configuration including logger for error reporting
+     */
+    constructor(options) {
+        _SubscriptionMultiplexer_instances.add(this);
+        /**
+         * Optional logger for error reporting
+         */
+        _SubscriptionMultiplexer_logger.set(this, void 0);
+        /**
+         * Cache of latest prices per symbol per provider
+         * Map<symbol, Map<providerId, PriceUpdate>>
+         */
+        _SubscriptionMultiplexer_priceCache.set(this, new Map());
+        /**
+         * Cache of latest positions per provider
+         * Map<providerId, Position[]>
+         */
+        _SubscriptionMultiplexer_positionCache.set(this, new Map());
+        /**
+         * Cache of latest orders per provider
+         * Map<providerId, Order[]>
+         */
+        _SubscriptionMultiplexer_orderCache.set(this, new Map());
+        /**
+         * Cache of latest account state per provider
+         * Map<providerId, AccountState>
+         */
+        _SubscriptionMultiplexer_accountCache.set(this, new Map());
+        __classPrivateFieldSet(this, _SubscriptionMultiplexer_logger, options?.logger, "f");
+    }
+    /**
+     * Subscribe to price updates from multiple providers.
+     *
+     * @param params - Subscription parameters
+     * @returns Unsubscribe function
+     */
+    subscribeToPrices(params) {
+        const { symbols, providers, callback, aggregationMode = 'merge', throttleMs, includeOrderBook, includeMarketData, } = params;
+        const unsubscribers = [];
+        // Subscribe to each provider with defensive error handling
+        for (const [providerId, provider] of providers) {
+            try {
+                const subscribeParams = {
+                    symbols,
+                    callback: (updates) => {
+                        // Tag and cache each update
+                        updates.forEach((update) => {
+                            const taggedUpdate = { ...update, providerId };
+                            // Initialize symbol cache if needed
+                            if (!__classPrivateFieldGet(this, _SubscriptionMultiplexer_priceCache, "f").has(update.symbol)) {
+                                __classPrivateFieldGet(this, _SubscriptionMultiplexer_priceCache, "f").set(update.symbol, new Map());
+                            }
+                            const symbolCache = __classPrivateFieldGet(this, _SubscriptionMultiplexer_priceCache, "f").get(update.symbol);
+                            if (symbolCache) {
+                                symbolCache.set(providerId, taggedUpdate);
+                            }
+                        });
+                        // Aggregate and emit based on mode
+                        const aggregated = __classPrivateFieldGet(this, _SubscriptionMultiplexer_instances, "m", _SubscriptionMultiplexer_aggregatePrices).call(this, symbols, aggregationMode);
+                        callback(aggregated);
+                    },
+                    throttleMs,
+                    includeOrderBook,
+                    includeMarketData,
+                };
+                const unsub = provider.subscribeToPrices(subscribeParams);
+                unsubscribers.push(unsub);
+            }
+            catch (error) {
+                // Log to Sentry before cleanup
+                __classPrivateFieldGet(this, _SubscriptionMultiplexer_logger, "f")?.error((0, errorUtils_1.ensureError)(error, 'SubscriptionMultiplexer.subscribeToPrices'), {
+                    tags: {
+                        feature: perpsConfig_1.PERPS_CONSTANTS.FeatureName,
+                        provider: providerId,
+                        method: 'subscribeToPrices',
+                    },
+                    context: {
+                        name: 'SubscriptionMultiplexer',
+                        data: { subscribedCount: unsubscribers.length },
+                    },
+                });
+                // Clean up any subscriptions created before the failure
+                unsubscribers.forEach((unsub) => unsub());
+                throw error;
+            }
+        }
+        // Return combined unsubscribe function
+        return () => {
+            unsubscribers.forEach((unsub) => unsub());
+            // Optionally clear cache for these symbols
+            symbols.forEach((symbol) => {
+                __classPrivateFieldGet(this, _SubscriptionMultiplexer_priceCache, "f").delete(symbol);
+            });
+        };
+    }
+    /**
+     * Subscribe to position updates from multiple providers.
+     *
+     * @param params - Subscription parameters
+     * @returns Unsubscribe function
+     */
+    subscribeToPositions(params) {
+        const { providers, callback } = params;
+        const unsubscribers = [];
+        for (const [providerId, provider] of providers) {
+            try {
+                const subscribeParams = {
+                    callback: (positions) => {
+                        // Tag positions with providerId and cache
+                        const taggedPositions = positions.map((pos) => ({
+                            ...pos,
+                            providerId,
+                        }));
+                        __classPrivateFieldGet(this, _SubscriptionMultiplexer_positionCache, "f").set(providerId, taggedPositions);
+                        // Emit aggregated positions from all providers
+                        const allPositions = __classPrivateFieldGet(this, _SubscriptionMultiplexer_instances, "m", _SubscriptionMultiplexer_aggregatePositions).call(this);
+                        callback(allPositions);
+                    },
+                };
+                const unsub = provider.subscribeToPositions(subscribeParams);
+                unsubscribers.push(unsub);
+            }
+            catch (error) {
+                __classPrivateFieldGet(this, _SubscriptionMultiplexer_logger, "f")?.error((0, errorUtils_1.ensureError)(error, 'SubscriptionMultiplexer.subscribeToPositions'), {
+                    tags: {
+                        feature: perpsConfig_1.PERPS_CONSTANTS.FeatureName,
+                        provider: providerId,
+                        method: 'subscribeToPositions',
+                    },
+                    context: {
+                        name: 'SubscriptionMultiplexer',
+                        data: { subscribedCount: unsubscribers.length },
+                    },
+                });
+                unsubscribers.forEach((unsub) => unsub());
+                throw error;
+            }
+        }
+        return () => {
+            unsubscribers.forEach((unsub) => unsub());
+            // Clear position cache for these providers
+            providers.forEach(([providerId]) => {
+                __classPrivateFieldGet(this, _SubscriptionMultiplexer_positionCache, "f").delete(providerId);
+            });
+        };
+    }
+    /**
+     * Subscribe to order fill updates from multiple providers.
+     *
+     * @param params - Subscription parameters
+     * @returns Unsubscribe function
+     */
+    subscribeToOrderFills(params) {
+        const { providers, callback } = params;
+        const unsubscribers = [];
+        for (const [providerId, provider] of providers) {
+            try {
+                const subscribeParams = {
+                    callback: (fills, isSnapshot) => {
+                        // Tag fills with providerId
+                        const taggedFills = fills.map((fill) => ({
+                            ...fill,
+                            providerId,
+                        }));
+                        // For fills, we don't aggregate - emit immediately with tags
+                        callback(taggedFills, isSnapshot);
+                    },
+                };
+                const unsub = provider.subscribeToOrderFills(subscribeParams);
+                unsubscribers.push(unsub);
+            }
+            catch (error) {
+                __classPrivateFieldGet(this, _SubscriptionMultiplexer_logger, "f")?.error((0, errorUtils_1.ensureError)(error, 'SubscriptionMultiplexer.subscribeToOrderFills'), {
+                    tags: {
+                        feature: perpsConfig_1.PERPS_CONSTANTS.FeatureName,
+                        provider: providerId,
+                        method: 'subscribeToOrderFills',
+                    },
+                    context: {
+                        name: 'SubscriptionMultiplexer',
+                        data: { subscribedCount: unsubscribers.length },
+                    },
+                });
+                unsubscribers.forEach((unsub) => unsub());
+                throw error;
+            }
+        }
+        return () => {
+            unsubscribers.forEach((unsub) => unsub());
+        };
+    }
+    /**
+     * Subscribe to order updates from multiple providers.
+     *
+     * @param params - Subscription parameters
+     * @returns Unsubscribe function
+     */
+    subscribeToOrders(params) {
+        const { providers, callback } = params;
+        const unsubscribers = [];
+        for (const [providerId, provider] of providers) {
+            try {
+                const subscribeParams = {
+                    callback: (orders) => {
+                        // Tag orders with providerId and cache
+                        const taggedOrders = orders.map((order) => ({
+                            ...order,
+                            providerId,
+                        }));
+                        __classPrivateFieldGet(this, _SubscriptionMultiplexer_orderCache, "f").set(providerId, taggedOrders);
+                        // Emit aggregated orders from all providers
+                        const allOrders = __classPrivateFieldGet(this, _SubscriptionMultiplexer_instances, "m", _SubscriptionMultiplexer_aggregateOrders).call(this);
+                        callback(allOrders);
+                    },
+                };
+                const unsub = provider.subscribeToOrders(subscribeParams);
+                unsubscribers.push(unsub);
+            }
+            catch (error) {
+                __classPrivateFieldGet(this, _SubscriptionMultiplexer_logger, "f")?.error((0, errorUtils_1.ensureError)(error, 'SubscriptionMultiplexer.subscribeToOrders'), {
+                    tags: {
+                        feature: perpsConfig_1.PERPS_CONSTANTS.FeatureName,
+                        provider: providerId,
+                        method: 'subscribeToOrders',
+                    },
+                    context: {
+                        name: 'SubscriptionMultiplexer',
+                        data: { subscribedCount: unsubscribers.length },
+                    },
+                });
+                unsubscribers.forEach((unsub) => unsub());
+                throw error;
+            }
+        }
+        return () => {
+            unsubscribers.forEach((unsub) => unsub());
+            providers.forEach(([providerId]) => {
+                __classPrivateFieldGet(this, _SubscriptionMultiplexer_orderCache, "f").delete(providerId);
+            });
+        };
+    }
+    /**
+     * Subscribe to account updates from multiple providers.
+     *
+     * @param params - Subscription parameters
+     * @returns Unsubscribe function
+     */
+    subscribeToAccount(params) {
+        const { providers, callback } = params;
+        const unsubscribers = [];
+        for (const [providerId, provider] of providers) {
+            try {
+                const subscribeParams = {
+                    callback: (account) => {
+                        if (account === null) {
+                            __classPrivateFieldGet(this, _SubscriptionMultiplexer_accountCache, "f").delete(providerId);
+                        }
+                        else {
+                            // Tag account with providerId and cache
+                            const taggedAccount = {
+                                ...account,
+                                providerId,
+                            };
+                            __classPrivateFieldGet(this, _SubscriptionMultiplexer_accountCache, "f").set(providerId, taggedAccount);
+                        }
+                        // Emit all cached account states
+                        const allAccounts = Array.from(__classPrivateFieldGet(this, _SubscriptionMultiplexer_accountCache, "f").values());
+                        callback(allAccounts);
+                    },
+                };
+                const unsub = provider.subscribeToAccount(subscribeParams);
+                unsubscribers.push(unsub);
+            }
+            catch (error) {
+                __classPrivateFieldGet(this, _SubscriptionMultiplexer_logger, "f")?.error((0, errorUtils_1.ensureError)(error, 'SubscriptionMultiplexer.subscribeToAccount'), {
+                    tags: {
+                        feature: perpsConfig_1.PERPS_CONSTANTS.FeatureName,
+                        provider: providerId,
+                        method: 'subscribeToAccount',
+                    },
+                    context: {
+                        name: 'SubscriptionMultiplexer',
+                        data: { subscribedCount: unsubscribers.length },
+                    },
+                });
+                unsubscribers.forEach((unsub) => unsub());
+                throw error;
+            }
+        }
+        return () => {
+            unsubscribers.forEach((unsub) => unsub());
+            providers.forEach(([providerId]) => {
+                __classPrivateFieldGet(this, _SubscriptionMultiplexer_accountCache, "f").delete(providerId);
+            });
+        };
+    }
+    /**
+     * Clear all cached data.
+     */
+    clearCache() {
+        __classPrivateFieldGet(this, _SubscriptionMultiplexer_priceCache, "f").clear();
+        __classPrivateFieldGet(this, _SubscriptionMultiplexer_positionCache, "f").clear();
+        __classPrivateFieldGet(this, _SubscriptionMultiplexer_orderCache, "f").clear();
+        __classPrivateFieldGet(this, _SubscriptionMultiplexer_accountCache, "f").clear();
+    }
+    /**
+     * Get cached price for a symbol from a specific provider.
+     *
+     * @param symbol - Market symbol
+     * @param providerId - Provider ID
+     * @returns Cached price update or undefined
+     */
+    getCachedPrice(symbol, providerId) {
+        return __classPrivateFieldGet(this, _SubscriptionMultiplexer_priceCache, "f").get(symbol)?.get(providerId);
+    }
+    /**
+     * Get all cached prices for a symbol.
+     *
+     * @param symbol - Market symbol
+     * @returns Map of provider ID to price update
+     */
+    getAllCachedPricesForSymbol(symbol) {
+        return __classPrivateFieldGet(this, _SubscriptionMultiplexer_priceCache, "f").get(symbol);
+    }
+}
+exports.SubscriptionMultiplexer = SubscriptionMultiplexer;
+_SubscriptionMultiplexer_logger = new WeakMap(), _SubscriptionMultiplexer_priceCache = new WeakMap(), _SubscriptionMultiplexer_positionCache = new WeakMap(), _SubscriptionMultiplexer_orderCache = new WeakMap(), _SubscriptionMultiplexer_accountCache = new WeakMap(), _SubscriptionMultiplexer_instances = new WeakSet(), _SubscriptionMultiplexer_aggregatePrices = function _SubscriptionMultiplexer_aggregatePrices(symbols, mode) {
+    const result = [];
+    symbols.forEach((symbol) => {
+        const providerPrices = __classPrivateFieldGet(this, _SubscriptionMultiplexer_priceCache, "f").get(symbol);
+        if (!providerPrices || providerPrices.size === 0) {
+            return;
+        }
+        if (mode === 'merge') {
+            // Return all prices (one per provider)
+            providerPrices.forEach((price) => {
+                result.push(price);
+            });
+        }
+        else {
+            // 'best_price': Return the best price across providers
+            const best = __classPrivateFieldGet(this, _SubscriptionMultiplexer_instances, "m", _SubscriptionMultiplexer_findBestPrice).call(this, providerPrices);
+            if (best) {
+                result.push(best);
+            }
+        }
+    });
+    return result;
+}, _SubscriptionMultiplexer_findBestPrice = function _SubscriptionMultiplexer_findBestPrice(providerPrices) {
+    let bestPrice;
+    let smallestSpread = Infinity;
+    providerPrices.forEach((price) => {
+        if (price.spread === undefined) {
+            // No spread info - just use the first one
+            bestPrice ?? (bestPrice = price);
+        }
+        else {
+            // If spread is available, use it to determine best
+            const spreadValue = parseFloat(price.spread);
+            if (!isNaN(spreadValue) && spreadValue < smallestSpread) {
+                smallestSpread = spreadValue;
+                bestPrice = price;
+            }
+        }
+    });
+    return bestPrice;
+}, _SubscriptionMultiplexer_aggregatePositions = function _SubscriptionMultiplexer_aggregatePositions() {
+    const allPositions = [];
+    __classPrivateFieldGet(this, _SubscriptionMultiplexer_positionCache, "f").forEach((positions) => {
+        allPositions.push(...positions);
+    });
+    return allPositions;
+}, _SubscriptionMultiplexer_aggregateOrders = function _SubscriptionMultiplexer_aggregateOrders() {
+    const allOrders = [];
+    __classPrivateFieldGet(this, _SubscriptionMultiplexer_orderCache, "f").forEach((orders) => {
+        allOrders.push(...orders);
+    });
+    return allOrders;
+};
+//# sourceMappingURL=SubscriptionMultiplexer.cjs.map

package/dist/aggregation/SubscriptionMultiplexer.cjs.map

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* SubscriptionMultiplexer - Manages WebSocket subscriptions across multiple providers\n *\n * Responsibilities:\n * - Manage subscriptions to multiple providers simultaneously\n * - Tag all updates with providerId so UI can differentiate sources\n * - Support aggregation modes: 'merge' (all prices) or 'best_price' (best price per symbol)\n * - Cache latest updates per provider per symbol for aggregation\n */\n\nimport { PERPS_CONSTANTS } from '../constants/perpsConfig';\nimport type {\n  PerpsProviderType,\n  PerpsProvider,\n  PerpsLogger,\n  PriceUpdate,\n  Position,\n  OrderFill,\n  Order,\n  AccountState,\n  SubscribePricesParams,\n  SubscribePositionsParams,\n  SubscribeOrderFillsParams,\n  SubscribeOrdersParams,\n  SubscribeAccountParams,\n} from '../types';\nimport { ensureError } from '../utils/errorUtils';\n\n/**\n * Options for constructing SubscriptionMultiplexer\n */\nexport type SubscriptionMultiplexerOptions = {\n  /** Optional logger for error reporting (e.g., Sentry) */\n  logger?: PerpsLogger;\n};\n\n/**\n * Aggregation mode for price subscriptions\n */\nexport type PriceAggregationMode = 'merge' | 'best_price';\n\n/**\n * Parameters for multiplexed price subscriptions\n */\nexport type MultiplexedPricesParams = {\n  /** Symbols to subscribe to */\n  symbols: string[];\n  /** Provider instances to subscribe through */\n  providers: [PerpsProviderType, PerpsProvider][];\n  /** Callback to receive aggregated price updates */\n  callback: (prices: PriceUpdate[]) => void;\n  /** Aggregation mode: 'merge' returns all prices, 'best_price' returns best per symbol */\n  aggregationMode?: PriceAggregationMode;\n  /** Optional throttle in milliseconds */\n  throttleMs?: number;\n  /** Include order book data */\n  includeOrderBook?: boolean;\n  /** Include market data (funding, OI, volume) */\n  includeMarketData?: boolean;\n};\n\n/**\n * Parameters for multiplexed position subscriptions\n */\nexport type MultiplexedPositionsParams = {\n  /** Provider instances to subscribe through */\n  providers: [PerpsProviderType, PerpsProvider][];\n  /** Callback to receive aggregated position updates */\n  callback: (positions: Position[]) => void;\n};\n\n/**\n * Parameters for multiplexed order fill subscriptions\n */\nexport type MultiplexedOrderFillsParams = {\n  /** Provider instances to subscribe through */\n  providers: [PerpsProviderType, PerpsProvider][];\n  /** Callback to receive aggregated order fill updates */\n  callback: (fills: OrderFill[], isSnapshot?: boolean) => void;\n};\n\n/**\n * Parameters for multiplexed order subscriptions\n */\nexport type MultiplexedOrdersParams = {\n  /** Provider instances to subscribe through */\n  providers: [PerpsProviderType, PerpsProvider][];\n  /** Callback to receive aggregated order updates */\n  callback: (orders: Order[]) => void;\n};\n\n/**\n * Parameters for multiplexed account subscriptions\n */\nexport type MultiplexedAccountParams = {\n  /** Provider instances to subscribe through */\n  providers: [PerpsProviderType, PerpsProvider][];\n  /** Callback to receive account updates (one per provider) */\n  callback: (accounts: AccountState[]) => void;\n};\n\n/**\n * SubscriptionMultiplexer manages real-time data subscriptions across\n * multiple perps providers.\n *\n * Key features:\n * - Subscribes to all providers simultaneously\n * - Tags all updates with source providerId\n * - Caches latest values for aggregation\n * - Supports different aggregation modes for prices\n *\n * @example\n * ```typescript\n * const mux = new SubscriptionMultiplexer();\n *\n * const unsubscribe = mux.subscribeToPrices({\n *   symbols: ['BTC', 'ETH'],\n *   providers: [\n *     ['hyperliquid', hlProvider],\n *     ['myx', myxProvider],\n *   ],\n *   callback: (prices) => {\n *     // prices have providerId injected\n *     prices.forEach(p => console.log(`${p.providerId}: ${p.symbol} = ${p.price}`));\n *   },\n *   aggregationMode: 'merge',\n * });\n *\n * // Later: clean up\n * unsubscribe();\n * ```\n */\nexport class SubscriptionMultiplexer {\n  /**\n   * Optional logger for error reporting\n   */\n  readonly #logger?: PerpsLogger;\n\n  /**\n   * Cache of latest prices per symbol per provider\n   * Map<symbol, Map<providerId, PriceUpdate>>\n   */\n  readonly #priceCache: Map<string, Map<PerpsProviderType, PriceUpdate>> =\n    new Map();\n\n  /**\n   * Cache of latest positions per provider\n   * Map<providerId, Position[]>\n   */\n  readonly #positionCache: Map<PerpsProviderType, Position[]> = new Map();\n\n  /**\n   * Cache of latest orders per provider\n   * Map<providerId, Order[]>\n   */\n  readonly #orderCache: Map<PerpsProviderType, Order[]> = new Map();\n\n  /**\n   * Cache of latest account state per provider\n   * Map<providerId, AccountState>\n   */\n  readonly #accountCache: Map<PerpsProviderType, AccountState> = new Map();\n\n  /**\n   * Create a new SubscriptionMultiplexer.\n   *\n   * @param options - Optional configuration including logger for error reporting\n   */\n  constructor(options?: SubscriptionMultiplexerOptions) {\n    this.#logger = options?.logger;\n  }\n\n  /**\n   * Subscribe to price updates from multiple providers.\n   *\n   * @param params - Subscription parameters\n   * @returns Unsubscribe function\n   */\n  subscribeToPrices(params: MultiplexedPricesParams): () => void {\n    const {\n      symbols,\n      providers,\n      callback,\n      aggregationMode = 'merge',\n      throttleMs,\n      includeOrderBook,\n      includeMarketData,\n    } = params;\n\n    const unsubscribers: (() => void)[] = [];\n\n    // Subscribe to each provider with defensive error handling\n    for (const [providerId, provider] of providers) {\n      try {\n        const subscribeParams: SubscribePricesParams = {\n          symbols,\n          callback: (updates) => {\n            // Tag and cache each update\n            updates.forEach((update) => {\n              const taggedUpdate: PriceUpdate = { ...update, providerId };\n\n              // Initialize symbol cache if needed\n              if (!this.#priceCache.has(update.symbol)) {\n                this.#priceCache.set(update.symbol, new Map());\n              }\n              const symbolCache = this.#priceCache.get(update.symbol);\n              if (symbolCache) {\n                symbolCache.set(providerId, taggedUpdate);\n              }\n            });\n\n            // Aggregate and emit based on mode\n            const aggregated = this.#aggregatePrices(symbols, aggregationMode);\n            callback(aggregated);\n          },\n          throttleMs,\n          includeOrderBook,\n          includeMarketData,\n        };\n\n        const unsub = provider.subscribeToPrices(subscribeParams);\n        unsubscribers.push(unsub);\n      } catch (error) {\n        // Log to Sentry before cleanup\n        this.#logger?.error(\n          ensureError(error, 'SubscriptionMultiplexer.subscribeToPrices'),\n          {\n            tags: {\n              feature: PERPS_CONSTANTS.FeatureName,\n              provider: providerId,\n              method: 'subscribeToPrices',\n            },\n            context: {\n              name: 'SubscriptionMultiplexer',\n              data: { subscribedCount: unsubscribers.length },\n            },\n          },\n        );\n\n        // Clean up any subscriptions created before the failure\n        unsubscribers.forEach((unsub) => unsub());\n        throw error;\n      }\n    }\n\n    // Return combined unsubscribe function\n    return () => {\n      unsubscribers.forEach((unsub) => unsub());\n      // Optionally clear cache for these symbols\n      symbols.forEach((symbol) => {\n        this.#priceCache.delete(symbol);\n      });\n    };\n  }\n\n  /**\n   * Subscribe to position updates from multiple providers.\n   *\n   * @param params - Subscription parameters\n   * @returns Unsubscribe function\n   */\n  subscribeToPositions(params: MultiplexedPositionsParams): () => void {\n    const { providers, callback } = params;\n    const unsubscribers: (() => void)[] = [];\n\n    for (const [providerId, provider] of providers) {\n      try {\n        const subscribeParams: SubscribePositionsParams = {\n          callback: (positions) => {\n            // Tag positions with providerId and cache\n            const taggedPositions = positions.map((pos) => ({\n              ...pos,\n              providerId,\n            }));\n            this.#positionCache.set(providerId, taggedPositions);\n\n            // Emit aggregated positions from all providers\n            const allPositions = this.#aggregatePositions();\n            callback(allPositions);\n          },\n        };\n\n        const unsub = provider.subscribeToPositions(subscribeParams);\n        unsubscribers.push(unsub);\n      } catch (error) {\n        this.#logger?.error(\n          ensureError(error, 'SubscriptionMultiplexer.subscribeToPositions'),\n          {\n            tags: {\n              feature: PERPS_CONSTANTS.FeatureName,\n              provider: providerId,\n              method: 'subscribeToPositions',\n            },\n            context: {\n              name: 'SubscriptionMultiplexer',\n              data: { subscribedCount: unsubscribers.length },\n            },\n          },\n        );\n        unsubscribers.forEach((unsub) => unsub());\n        throw error;\n      }\n    }\n\n    return () => {\n      unsubscribers.forEach((unsub) => unsub());\n      // Clear position cache for these providers\n      providers.forEach(([providerId]) => {\n        this.#positionCache.delete(providerId);\n      });\n    };\n  }\n\n  /**\n   * Subscribe to order fill updates from multiple providers.\n   *\n   * @param params - Subscription parameters\n   * @returns Unsubscribe function\n   */\n  subscribeToOrderFills(params: MultiplexedOrderFillsParams): () => void {\n    const { providers, callback } = params;\n    const unsubscribers: (() => void)[] = [];\n\n    for (const [providerId, provider] of providers) {\n      try {\n        const subscribeParams: SubscribeOrderFillsParams = {\n          callback: (fills, isSnapshot) => {\n            // Tag fills with providerId\n            const taggedFills = fills.map((fill) => ({\n              ...fill,\n              providerId,\n            }));\n\n            // For fills, we don't aggregate - emit immediately with tags\n            callback(taggedFills, isSnapshot);\n          },\n        };\n\n        const unsub = provider.subscribeToOrderFills(subscribeParams);\n        unsubscribers.push(unsub);\n      } catch (error) {\n        this.#logger?.error(\n          ensureError(error, 'SubscriptionMultiplexer.subscribeToOrderFills'),\n          {\n            tags: {\n              feature: PERPS_CONSTANTS.FeatureName,\n              provider: providerId,\n              method: 'subscribeToOrderFills',\n            },\n            context: {\n              name: 'SubscriptionMultiplexer',\n              data: { subscribedCount: unsubscribers.length },\n            },\n          },\n        );\n        unsubscribers.forEach((unsub) => unsub());\n        throw error;\n      }\n    }\n\n    return () => {\n      unsubscribers.forEach((unsub) => unsub());\n    };\n  }\n\n  /**\n   * Subscribe to order updates from multiple providers.\n   *\n   * @param params - Subscription parameters\n   * @returns Unsubscribe function\n   */\n  subscribeToOrders(params: MultiplexedOrdersParams): () => void {\n    const { providers, callback } = params;\n    const unsubscribers: (() => void)[] = [];\n\n    for (const [providerId, provider] of providers) {\n      try {\n        const subscribeParams: SubscribeOrdersParams = {\n          callback: (orders) => {\n            // Tag orders with providerId and cache\n            const taggedOrders = orders.map((order) => ({\n              ...order,\n              providerId,\n            }));\n            this.#orderCache.set(providerId, taggedOrders);\n\n            // Emit aggregated orders from all providers\n            const allOrders = this.#aggregateOrders();\n            callback(allOrders);\n          },\n        };\n\n        const unsub = provider.subscribeToOrders(subscribeParams);\n        unsubscribers.push(unsub);\n      } catch (error) {\n        this.#logger?.error(\n          ensureError(error, 'SubscriptionMultiplexer.subscribeToOrders'),\n          {\n            tags: {\n              feature: PERPS_CONSTANTS.FeatureName,\n              provider: providerId,\n              method: 'subscribeToOrders',\n            },\n            context: {\n              name: 'SubscriptionMultiplexer',\n              data: { subscribedCount: unsubscribers.length },\n            },\n          },\n        );\n        unsubscribers.forEach((unsub) => unsub());\n        throw error;\n      }\n    }\n\n    return () => {\n      unsubscribers.forEach((unsub) => unsub());\n      providers.forEach(([providerId]) => {\n        this.#orderCache.delete(providerId);\n      });\n    };\n  }\n\n  /**\n   * Subscribe to account updates from multiple providers.\n   *\n   * @param params - Subscription parameters\n   * @returns Unsubscribe function\n   */\n  subscribeToAccount(params: MultiplexedAccountParams): () => void {\n    const { providers, callback } = params;\n    const unsubscribers: (() => void)[] = [];\n\n    for (const [providerId, provider] of providers) {\n      try {\n        const subscribeParams: SubscribeAccountParams = {\n          callback: (account) => {\n            if (account === null) {\n              this.#accountCache.delete(providerId);\n            } else {\n              // Tag account with providerId and cache\n              const taggedAccount: AccountState = {\n                ...account,\n                providerId,\n              };\n              this.#accountCache.set(providerId, taggedAccount);\n            }\n\n            // Emit all cached account states\n            const allAccounts = Array.from(this.#accountCache.values());\n            callback(allAccounts);\n          },\n        };\n\n        const unsub = provider.subscribeToAccount(subscribeParams);\n        unsubscribers.push(unsub);\n      } catch (error) {\n        this.#logger?.error(\n          ensureError(error, 'SubscriptionMultiplexer.subscribeToAccount'),\n          {\n            tags: {\n              feature: PERPS_CONSTANTS.FeatureName,\n              provider: providerId,\n              method: 'subscribeToAccount',\n            },\n            context: {\n              name: 'SubscriptionMultiplexer',\n              data: { subscribedCount: unsubscribers.length },\n            },\n          },\n        );\n        unsubscribers.forEach((unsub) => unsub());\n        throw error;\n      }\n    }\n\n    return () => {\n      unsubscribers.forEach((unsub) => unsub());\n      providers.forEach(([providerId]) => {\n        this.#accountCache.delete(providerId);\n      });\n    };\n  }\n\n  /**\n   * Aggregate cached prices based on mode.\n   *\n   * @param symbols - Symbols to include in result\n   * @param mode - Aggregation mode\n   * @returns Aggregated price updates\n   */\n  #aggregatePrices(\n    symbols: string[],\n    mode: PriceAggregationMode,\n  ): PriceUpdate[] {\n    const result: PriceUpdate[] = [];\n\n    symbols.forEach((symbol) => {\n      const providerPrices = this.#priceCache.get(symbol);\n      if (!providerPrices || providerPrices.size === 0) {\n        return;\n      }\n\n      if (mode === 'merge') {\n        // Return all prices (one per provider)\n        providerPrices.forEach((price) => {\n          result.push(price);\n        });\n      } else {\n        // 'best_price': Return the best price across providers\n        const best = this.#findBestPrice(providerPrices);\n        if (best) {\n          result.push(best);\n        }\n      }\n    });\n\n    return result;\n  }\n\n  /**\n   * Find the best price from multiple provider prices.\n   * \"Best\" is defined as the price with the smallest spread.\n   *\n   * @param providerPrices - Map of provider prices for a symbol\n   * @returns Best price update or undefined\n   */\n  #findBestPrice(\n    providerPrices: Map<PerpsProviderType, PriceUpdate>,\n  ): PriceUpdate | undefined {\n    let bestPrice: PriceUpdate | undefined;\n    let smallestSpread = Infinity;\n\n    providerPrices.forEach((price) => {\n      if (price.spread === undefined) {\n        // No spread info - just use the first one\n        bestPrice ??= price;\n      } else {\n        // If spread is available, use it to determine best\n        const spreadValue = parseFloat(price.spread);\n        if (!isNaN(spreadValue) && spreadValue < smallestSpread) {\n          smallestSpread = spreadValue;\n          bestPrice = price;\n        }\n      }\n    });\n\n    return bestPrice;\n  }\n\n  /**\n   * Aggregate positions from all providers.\n   *\n   * @returns All cached positions\n   */\n  #aggregatePositions(): Position[] {\n    const allPositions: Position[] = [];\n    this.#positionCache.forEach((positions) => {\n      allPositions.push(...positions);\n    });\n    return allPositions;\n  }\n\n  /**\n   * Aggregate orders from all providers.\n   *\n   * @returns All cached orders\n   */\n  #aggregateOrders(): Order[] {\n    const allOrders: Order[] = [];\n    this.#orderCache.forEach((orders) => {\n      allOrders.push(...orders);\n    });\n    return allOrders;\n  }\n\n  /**\n   * Clear all cached data.\n   */\n  clearCache(): void {\n    this.#priceCache.clear();\n    this.#positionCache.clear();\n    this.#orderCache.clear();\n    this.#accountCache.clear();\n  }\n\n  /**\n   * Get cached price for a symbol from a specific provider.\n   *\n   * @param symbol - Market symbol\n   * @param providerId - Provider ID\n   * @returns Cached price update or undefined\n   */\n  getCachedPrice(\n    symbol: string,\n    providerId: PerpsProviderType,\n  ): PriceUpdate | undefined {\n    return this.#priceCache.get(symbol)?.get(providerId);\n  }\n\n  /**\n   * Get all cached prices for a symbol.\n   *\n   * @param symbol - Market symbol\n   * @returns Map of provider ID to price update\n   */\n  getAllCachedPricesForSymbol(\n    symbol: string,\n  ): Map<PerpsProviderType, PriceUpdate> | undefined {\n    return this.#priceCache.get(symbol);\n  }\n}\n"]}

package/dist/aggregation/SubscriptionMultiplexer.d.cts

@@ -0,0 +1,171 @@
+/**
+ * SubscriptionMultiplexer - Manages WebSocket subscriptions across multiple providers
+ *
+ * Responsibilities:
+ * - Manage subscriptions to multiple providers simultaneously
+ * - Tag all updates with providerId so UI can differentiate sources
+ * - Support aggregation modes: 'merge' (all prices) or 'best_price' (best price per symbol)
+ * - Cache latest updates per provider per symbol for aggregation
+ */
+import type { PerpsProviderType, PerpsProvider, PerpsLogger, PriceUpdate, Position, OrderFill, Order, AccountState } from "../types/index.cjs";
+/**
+ * Options for constructing SubscriptionMultiplexer
+ */
+export type SubscriptionMultiplexerOptions = {
+    /** Optional logger for error reporting (e.g., Sentry) */
+    logger?: PerpsLogger;
+};
+/**
+ * Aggregation mode for price subscriptions
+ */
+export type PriceAggregationMode = 'merge' | 'best_price';
+/**
+ * Parameters for multiplexed price subscriptions
+ */
+export type MultiplexedPricesParams = {
+    /** Symbols to subscribe to */
+    symbols: string[];
+    /** Provider instances to subscribe through */
+    providers: [PerpsProviderType, PerpsProvider][];
+    /** Callback to receive aggregated price updates */
+    callback: (prices: PriceUpdate[]) => void;
+    /** Aggregation mode: 'merge' returns all prices, 'best_price' returns best per symbol */
+    aggregationMode?: PriceAggregationMode;
+    /** Optional throttle in milliseconds */
+    throttleMs?: number;
+    /** Include order book data */
+    includeOrderBook?: boolean;
+    /** Include market data (funding, OI, volume) */
+    includeMarketData?: boolean;
+};
+/**
+ * Parameters for multiplexed position subscriptions
+ */
+export type MultiplexedPositionsParams = {
+    /** Provider instances to subscribe through */
+    providers: [PerpsProviderType, PerpsProvider][];
+    /** Callback to receive aggregated position updates */
+    callback: (positions: Position[]) => void;
+};
+/**
+ * Parameters for multiplexed order fill subscriptions
+ */
+export type MultiplexedOrderFillsParams = {
+    /** Provider instances to subscribe through */
+    providers: [PerpsProviderType, PerpsProvider][];
+    /** Callback to receive aggregated order fill updates */
+    callback: (fills: OrderFill[], isSnapshot?: boolean) => void;
+};
+/**
+ * Parameters for multiplexed order subscriptions
+ */
+export type MultiplexedOrdersParams = {
+    /** Provider instances to subscribe through */
+    providers: [PerpsProviderType, PerpsProvider][];
+    /** Callback to receive aggregated order updates */
+    callback: (orders: Order[]) => void;
+};
+/**
+ * Parameters for multiplexed account subscriptions
+ */
+export type MultiplexedAccountParams = {
+    /** Provider instances to subscribe through */
+    providers: [PerpsProviderType, PerpsProvider][];
+    /** Callback to receive account updates (one per provider) */
+    callback: (accounts: AccountState[]) => void;
+};
+/**
+ * SubscriptionMultiplexer manages real-time data subscriptions across
+ * multiple perps providers.
+ *
+ * Key features:
+ * - Subscribes to all providers simultaneously
+ * - Tags all updates with source providerId
+ * - Caches latest values for aggregation
+ * - Supports different aggregation modes for prices
+ *
+ * @example
+ * ```typescript
+ * const mux = new SubscriptionMultiplexer();
+ *
+ * const unsubscribe = mux.subscribeToPrices({
+ *   symbols: ['BTC', 'ETH'],
+ *   providers: [
+ *     ['hyperliquid', hlProvider],
+ *     ['myx', myxProvider],
+ *   ],
+ *   callback: (prices) => {
+ *     // prices have providerId injected
+ *     prices.forEach(p => console.log(`${p.providerId}: ${p.symbol} = ${p.price}`));
+ *   },
+ *   aggregationMode: 'merge',
+ * });
+ *
+ * // Later: clean up
+ * unsubscribe();
+ * ```
+ */
+export declare class SubscriptionMultiplexer {
+    #private;
+    /**
+     * Create a new SubscriptionMultiplexer.
+     *
+     * @param options - Optional configuration including logger for error reporting
+     */
+    constructor(options?: SubscriptionMultiplexerOptions);
+    /**
+     * Subscribe to price updates from multiple providers.
+     *
+     * @param params - Subscription parameters
+     * @returns Unsubscribe function
+     */
+    subscribeToPrices(params: MultiplexedPricesParams): () => void;
+    /**
+     * Subscribe to position updates from multiple providers.
+     *
+     * @param params - Subscription parameters
+     * @returns Unsubscribe function
+     */
+    subscribeToPositions(params: MultiplexedPositionsParams): () => void;
+    /**
+     * Subscribe to order fill updates from multiple providers.
+     *
+     * @param params - Subscription parameters
+     * @returns Unsubscribe function
+     */
+    subscribeToOrderFills(params: MultiplexedOrderFillsParams): () => void;
+    /**
+     * Subscribe to order updates from multiple providers.
+     *
+     * @param params - Subscription parameters
+     * @returns Unsubscribe function
+     */
+    subscribeToOrders(params: MultiplexedOrdersParams): () => void;
+    /**
+     * Subscribe to account updates from multiple providers.
+     *
+     * @param params - Subscription parameters
+     * @returns Unsubscribe function
+     */
+    subscribeToAccount(params: MultiplexedAccountParams): () => void;
+    /**
+     * Clear all cached data.
+     */
+    clearCache(): void;
+    /**
+     * Get cached price for a symbol from a specific provider.
+     *
+     * @param symbol - Market symbol
+     * @param providerId - Provider ID
+     * @returns Cached price update or undefined
+     */
+    getCachedPrice(symbol: string, providerId: PerpsProviderType): PriceUpdate | undefined;
+    /**
+     * Get all cached prices for a symbol.
+     *
+     * @param symbol - Market symbol
+     * @returns Map of provider ID to price update
+     */
+    getAllCachedPricesForSymbol(symbol: string): Map<PerpsProviderType, PriceUpdate> | undefined;
+}
+//# sourceMappingURL=SubscriptionMultiplexer.d.cts.map