@metamask-previews/perps-controller 0.0.0-preview-ae46ab603 → 0.0.0-preview-e4aa1532

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (498) hide show
  1. package/CHANGELOG.md +11 -1
  2. package/dist/PerpsController.cjs +2224 -66
  3. package/dist/PerpsController.cjs.map +1 -1
  4. package/dist/PerpsController.d.cts +933 -79
  5. package/dist/PerpsController.d.cts.map +1 -1
  6. package/dist/PerpsController.d.mts +933 -79
  7. package/dist/PerpsController.d.mts.map +1 -1
  8. package/dist/PerpsController.mjs +2221 -64
  9. package/dist/PerpsController.mjs.map +1 -1
  10. package/dist/__mocks__/hyperliquidMock.cjs +68 -0
  11. package/dist/__mocks__/hyperliquidMock.cjs.map +1 -0
  12. package/dist/__mocks__/hyperliquidMock.d.cts +15 -0
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  16. package/dist/__mocks__/hyperliquidMock.mjs +65 -0
  17. package/dist/__mocks__/hyperliquidMock.mjs.map +1 -0
  18. package/dist/__mocks__/providerMocks.cjs +144 -0
  19. package/dist/__mocks__/providerMocks.cjs.map +1 -0
  20. package/dist/__mocks__/providerMocks.d.cts +44 -0
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  22. package/dist/__mocks__/providerMocks.d.mts +44 -0
  23. package/dist/__mocks__/providerMocks.d.mts.map +1 -0
  24. package/dist/__mocks__/providerMocks.mjs +136 -0
  25. package/dist/__mocks__/providerMocks.mjs.map +1 -0
  26. package/dist/__mocks__/serviceMocks.cjs +187 -0
  27. package/dist/__mocks__/serviceMocks.cjs.map +1 -0
  28. package/dist/__mocks__/serviceMocks.d.cts +58 -0
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  32. package/dist/__mocks__/serviceMocks.mjs +180 -0
  33. package/dist/__mocks__/serviceMocks.mjs.map +1 -0
  34. package/dist/aggregation/SubscriptionMultiplexer.cjs +459 -0
  35. package/dist/aggregation/SubscriptionMultiplexer.cjs.map +1 -0
  36. package/dist/aggregation/SubscriptionMultiplexer.d.cts +222 -0
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  42. package/dist/aggregation/index.cjs +9 -0
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  48. package/dist/aggregation/index.mjs +5 -0
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  50. package/dist/constants/eventNames.cjs +117 -0
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  58. package/dist/constants/hyperLiquidConfig.cjs +366 -0
  59. package/dist/constants/hyperLiquidConfig.cjs.map +1 -0
  60. package/dist/constants/hyperLiquidConfig.d.cts +276 -0
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  66. package/dist/constants/index.cjs +23 -0
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  74. package/dist/constants/orderTypes.cjs +31 -0
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  82. package/dist/constants/performanceMetrics.cjs +61 -0
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  88. package/dist/constants/performanceMetrics.mjs +58 -0
  89. package/dist/constants/performanceMetrics.mjs.map +1 -0
  90. package/dist/constants/perpsConfig.cjs +461 -0
  91. package/dist/constants/perpsConfig.cjs.map +1 -0
  92. package/dist/constants/perpsConfig.d.cts +343 -0
  93. package/dist/constants/perpsConfig.d.cts.map +1 -0
  94. package/dist/constants/perpsConfig.d.mts +343 -0
  95. package/dist/constants/perpsConfig.d.mts.map +1 -0
  96. package/dist/constants/perpsConfig.mjs +458 -0
  97. package/dist/constants/perpsConfig.mjs.map +1 -0
  98. package/dist/constants/perpsErrorCodes.cjs +79 -0
  99. package/dist/constants/perpsErrorCodes.cjs.map +1 -0
  100. package/dist/constants/perpsErrorCodes.d.cts +64 -0
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  102. package/dist/constants/perpsErrorCodes.d.mts +64 -0
  103. package/dist/constants/perpsErrorCodes.d.mts.map +1 -0
  104. package/dist/constants/perpsErrorCodes.mjs +76 -0
  105. package/dist/constants/perpsErrorCodes.mjs.map +1 -0
  106. package/dist/index.cjs +32 -1
  107. package/dist/index.cjs.map +1 -1
  108. package/dist/index.d.cts +6 -2
  109. package/dist/index.d.cts.map +1 -1
  110. package/dist/index.d.mts +6 -2
  111. package/dist/index.d.mts.map +1 -1
  112. package/dist/index.mjs +9 -1
  113. package/dist/index.mjs.map +1 -1
  114. package/dist/platform-services/HyperLiquidClientService.cjs +857 -0
  115. package/dist/platform-services/HyperLiquidClientService.cjs.map +1 -0
  116. package/dist/platform-services/HyperLiquidClientService.d.cts +263 -0
  117. package/dist/platform-services/HyperLiquidClientService.d.cts.map +1 -0
  118. package/dist/platform-services/HyperLiquidClientService.d.mts +263 -0
  119. package/dist/platform-services/HyperLiquidClientService.d.mts.map +1 -0
  120. package/dist/platform-services/HyperLiquidClientService.mjs +853 -0
  121. package/dist/platform-services/HyperLiquidClientService.mjs.map +1 -0
  122. package/dist/platform-services/HyperLiquidSubscriptionService.cjs +2170 -0
  123. package/dist/platform-services/HyperLiquidSubscriptionService.cjs.map +1 -0
  124. package/dist/platform-services/HyperLiquidSubscriptionService.d.cts +424 -0
  125. package/dist/platform-services/HyperLiquidSubscriptionService.d.cts.map +1 -0
  126. package/dist/platform-services/HyperLiquidSubscriptionService.d.mts +424 -0
  127. package/dist/platform-services/HyperLiquidSubscriptionService.d.mts.map +1 -0
  128. package/dist/platform-services/HyperLiquidSubscriptionService.mjs +2166 -0
  129. package/dist/platform-services/HyperLiquidSubscriptionService.mjs.map +1 -0
  130. package/dist/platform-services/HyperLiquidWalletService.cjs +140 -0
  131. package/dist/platform-services/HyperLiquidWalletService.cjs.map +1 -0
  132. package/dist/platform-services/HyperLiquidWalletService.d.cts +78 -0
  133. package/dist/platform-services/HyperLiquidWalletService.d.cts.map +1 -0
  134. package/dist/platform-services/HyperLiquidWalletService.d.mts +78 -0
  135. package/dist/platform-services/HyperLiquidWalletService.d.mts.map +1 -0
  136. package/dist/platform-services/HyperLiquidWalletService.mjs +136 -0
  137. package/dist/platform-services/HyperLiquidWalletService.mjs.map +1 -0
  138. package/dist/providers/AggregatedPerpsProvider.cjs +777 -0
  139. package/dist/providers/AggregatedPerpsProvider.cjs.map +1 -0
  140. package/dist/providers/AggregatedPerpsProvider.d.cts +466 -0
  141. package/dist/providers/AggregatedPerpsProvider.d.cts.map +1 -0
  142. package/dist/providers/AggregatedPerpsProvider.d.mts +466 -0
  143. package/dist/providers/AggregatedPerpsProvider.d.mts.map +1 -0
  144. package/dist/providers/AggregatedPerpsProvider.mjs +773 -0
  145. package/dist/providers/AggregatedPerpsProvider.mjs.map +1 -0
  146. package/dist/providers/HyperLiquidProvider.cjs +5172 -0
  147. package/dist/providers/HyperLiquidProvider.cjs.map +1 -0
  148. package/dist/providers/HyperLiquidProvider.d.cts +881 -0
  149. package/dist/providers/HyperLiquidProvider.d.cts.map +1 -0
  150. package/dist/providers/HyperLiquidProvider.d.mts +881 -0
  151. package/dist/providers/HyperLiquidProvider.d.mts.map +1 -0
  152. package/dist/providers/HyperLiquidProvider.mjs +5168 -0
  153. package/dist/providers/HyperLiquidProvider.mjs.map +1 -0
  154. package/dist/providers/index.cjs +11 -0
  155. package/dist/providers/index.cjs.map +1 -0
  156. package/dist/providers/index.d.cts +6 -0
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  158. package/dist/providers/index.d.mts +6 -0
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  160. package/dist/providers/index.mjs +6 -0
  161. package/dist/providers/index.mjs.map +1 -0
  162. package/dist/routing/ProviderRouter.cjs +148 -0
  163. package/dist/routing/ProviderRouter.cjs.map +1 -0
  164. package/dist/routing/ProviderRouter.d.cts +124 -0
  165. package/dist/routing/ProviderRouter.d.cts.map +1 -0
  166. package/dist/routing/ProviderRouter.d.mts +124 -0
  167. package/dist/routing/ProviderRouter.d.mts.map +1 -0
  168. package/dist/routing/ProviderRouter.mjs +144 -0
  169. package/dist/routing/ProviderRouter.mjs.map +1 -0
  170. package/dist/routing/index.cjs +9 -0
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  176. package/dist/routing/index.mjs +5 -0
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  178. package/dist/selectors.cjs +161 -0
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  180. package/dist/selectors.d.cts +345 -0
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  186. package/dist/services/AccountService.cjs +313 -0
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  188. package/dist/services/AccountService.d.cts +53 -0
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  193. package/dist/services/AccountService.mjs.map +1 -0
  194. package/dist/services/DataLakeService.cjs +219 -0
  195. package/dist/services/DataLakeService.cjs.map +1 -0
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  202. package/dist/services/DepositService.cjs +96 -0
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  498. package/package.json +19 -4
@@ -0,0 +1,2166 @@
1
+ import { TP_SL_CONFIG, PERPS_CONSTANTS } from "../constants/perpsConfig.mjs";
2
+ import { calculateWeightedReturnOnEquity } from "../utils/accountUtils.mjs";
3
+ import { adaptPositionFromSDK, adaptOrderFromSDK, adaptAccountStateFromSDK, parseAssetName } from "../utils/hyperLiquidAdapter.mjs";
4
+ import { processBboData } from "../utils/hyperLiquidOrderBookProcessor.mjs";
5
+ import { calculateOpenInterestUSD } from "../utils/marketDataTransform.mjs";
6
+ /**
7
+ * Ensures we have a proper Error object for logging.
8
+ * Converts unknown/string errors to proper Error instances.
9
+ *
10
+ * @param error - The caught error (could be Error, string, or unknown)
11
+ * @returns A proper Error instance
12
+ */
13
+ function ensureError(error) {
14
+ if (error instanceof Error) {
15
+ return error;
16
+ }
17
+ return new Error(String(error));
18
+ }
19
+ /**
20
+ * Service for managing HyperLiquid WebSocket subscriptions
21
+ * Implements singleton subscription architecture with reference counting
22
+ */
23
+ export class HyperLiquidSubscriptionService {
24
+ constructor(clientService, walletService, platformDependencies, hip3Enabled, enabledDexs, allowlistMarkets, blocklistMarkets) {
25
+ this.discoveredDexNames = []; // DEX order for mapping webData3 perpDexStates indices
26
+ // DEX discovery synchronization - allows subscriptions to wait for HIP-3 DEX discovery
27
+ this.dexDiscoveryPromise = null;
28
+ this.dexDiscoveryResolver = null;
29
+ // Track DEXs for synchronized position notifications
30
+ // Ensures all DEXs send initial data before notifying subscribers
31
+ this.expectedDexs = new Set();
32
+ this.initializedDexs = new Set();
33
+ // Subscriber collections
34
+ this.priceSubscribers = new Map();
35
+ this.positionSubscribers = new Set();
36
+ // Order fill subscribers keyed by accountId (normalized: undefined -> 'default')
37
+ this.orderFillSubscribers = new Map();
38
+ this.orderSubscribers = new Set();
39
+ this.accountSubscribers = new Set();
40
+ // Track which subscribers want market data
41
+ this.marketDataSubscribers = new Map();
42
+ // Track which subscribers want top-of-book (best bid/ask) data
43
+ this.orderBookSubscribers = new Map();
44
+ this.globalActiveAssetSubscriptions = new Map();
45
+ this.globalBboSubscriptions = new Map();
46
+ // Order fill subscriptions keyed by accountId (normalized: undefined -> 'default')
47
+ this.orderFillSubscriptions = new Map();
48
+ this.symbolSubscriberCounts = new Map();
49
+ this.dexSubscriberCounts = new Map(); // Track subscribers per DEX for assetCtxs
50
+ // Multi-DEX webData3 subscription for all user data (positions, orders, account, OI caps)
51
+ this.webData3Subscriptions = new Map(); // Key: dex name ('' for main)
52
+ this.positionSubscriberCount = 0;
53
+ this.orderSubscriberCount = 0;
54
+ this.accountSubscriberCount = 0;
55
+ this.oiCapSubscriberCount = 0;
56
+ // Multi-DEX data caches
57
+ this.dexPositionsCache = new Map(); // Per-DEX positions
58
+ this.dexOrdersCache = new Map(); // Per-DEX orders
59
+ this.dexAccountCache = new Map(); // Per-DEX account state
60
+ this.cachedPositions = null; // Aggregated positions
61
+ this.cachedOrders = null; // Aggregated orders
62
+ this.cachedAccount = null; // Aggregated account
63
+ this.ordersCacheInitialized = false; // Track if orders cache has received WebSocket data
64
+ this.positionsCacheInitialized = false; // Track if positions cache has received WebSocket data
65
+ // OI Cap tracking (from webData3.perpDexStates[].perpsAtOpenInterestCap)
66
+ this.oiCapSubscribers = new Set();
67
+ this.cachedOICaps = [];
68
+ this.cachedOICapsHash = '';
69
+ this.oiCapsCacheInitialized = false;
70
+ // Global price data cache
71
+ this.cachedPriceData = null;
72
+ // HIP-3: assetCtxs subscriptions for multi-DEX market data
73
+ this.assetCtxsSubscriptions = new Map(); // Key: dex name ('' for main)
74
+ this.dexAssetCtxsCache = new Map(); // Per-DEX asset contexts
75
+ this.assetCtxsSubscriptionPromises = new Map(); // Track in-progress subscriptions
76
+ this.clearinghouseStateSubscriptions = new Map(); // Key: dex name ('' for main)
77
+ this.openOrdersSubscriptions = new Map(); // Key: dex name ('' for main)
78
+ // Meta cache per DEX - populated by metaAndAssetCtxs, used by createAssetCtxsSubscription
79
+ // This avoids redundant meta() API calls since metaAndAssetCtxs already returns meta data
80
+ this.dexMetaCache = new Map();
81
+ // Order book data cache
82
+ this.orderBookCache = new Map();
83
+ // Market data caching for multi-channel consolidation
84
+ this.marketDataCache = new Map();
85
+ // Cache hashes to avoid recomputation
86
+ this.cachedPositionsHash = '';
87
+ this.cachedOrdersHash = '';
88
+ this.cachedAccountHash = '';
89
+ this.clientService = clientService;
90
+ this.walletService = walletService;
91
+ this.deps = platformDependencies;
92
+ this.hip3Enabled = hip3Enabled ?? false;
93
+ this.enabledDexs = enabledDexs ?? [];
94
+ this.discoveredDexNames = enabledDexs ?? [];
95
+ this.allowlistMarkets = allowlistMarkets ?? [];
96
+ this.blocklistMarkets = blocklistMarkets ?? [];
97
+ }
98
+ /**
99
+ * Get error context for logging with searchable tags and context.
100
+ * Enables Sentry dashboard filtering by feature, provider, and network.
101
+ *
102
+ * @param method - The method name where the error occurred
103
+ * @param extra - Optional additional context fields (merged into searchable context.data)
104
+ * @returns Error options with tags (searchable) and context (searchable)
105
+ */
106
+ getErrorContext(method, extra) {
107
+ return {
108
+ tags: {
109
+ feature: PERPS_CONSTANTS.FeatureName,
110
+ provider: 'hyperliquid',
111
+ network: this.clientService.isTestnetMode() ? 'testnet' : 'mainnet',
112
+ },
113
+ context: {
114
+ name: 'HyperLiquidSubscriptionService',
115
+ data: {
116
+ method,
117
+ ...extra,
118
+ },
119
+ },
120
+ };
121
+ }
122
+ /**
123
+ * Check if a DEX is enabled in our configuration
124
+ * Used to filter webData3 callback data to only process DEXs we care about
125
+ *
126
+ * @param dex - DEX name (null for main DEX, string for HIP-3)
127
+ * @returns true if this DEX should be processed
128
+ */
129
+ isDexEnabled(dex) {
130
+ if (dex === null) {
131
+ return true; // Main DEX always enabled
132
+ }
133
+ if (!this.hip3Enabled) {
134
+ return false; // HIP-3 disabled entirely
135
+ }
136
+ return this.enabledDexs.includes(dex);
137
+ }
138
+ /**
139
+ * Populate DEX meta cache with pre-fetched meta data
140
+ * Called by Provider after buildAssetMapping to share cached meta,
141
+ * avoiding redundant metaAndAssetCtxs/meta API calls during subscription setup
142
+ *
143
+ * @param dex - DEX key ('' for main DEX, 'xyz'/'flx'/etc for HIP-3)
144
+ * @param meta - Meta response containing universe data
145
+ * @param meta.universe
146
+ */
147
+ setDexMetaCache(dex, meta) {
148
+ this.dexMetaCache.set(dex, meta);
149
+ this.deps.debugLogger.log('[SubscriptionService] DEX meta cache populated', {
150
+ dex: dex || 'main',
151
+ universeSize: meta.universe.length,
152
+ });
153
+ }
154
+ /**
155
+ * Cache asset contexts for a specific DEX from API response
156
+ * This allows buildAssetMapping() to populate cache for getMarketDataWithPrices() to use
157
+ *
158
+ * @param dex - DEX name ('' for main perps)
159
+ * @param assetCtxs - Asset contexts from metaAndAssetCtxs response
160
+ */
161
+ setDexAssetCtxsCache(dex, assetCtxs) {
162
+ this.dexAssetCtxsCache.set(dex, assetCtxs);
163
+ this.deps.debugLogger.log('[SubscriptionService] DEX assetCtxs cache populated', {
164
+ dex: dex || 'main',
165
+ ctxsCount: assetCtxs.length,
166
+ });
167
+ }
168
+ /**
169
+ * Get cached assetCtxs for a DEX
170
+ * Returns the cached asset contexts from WebSocket subscription if available
171
+ *
172
+ * @param dex - DEX key ('' for main DEX, 'xyz'/'flx'/etc for HIP-3)
173
+ * @returns Array of asset contexts or undefined if not cached
174
+ */
175
+ getDexAssetCtxsCache(dex) {
176
+ return this.dexAssetCtxsCache.get(dex);
177
+ }
178
+ /**
179
+ * Wait for DEX discovery to complete (with timeout)
180
+ * Used when HIP-3 is enabled but enabledDexs hasn't been populated yet.
181
+ * This allows subscriptions to wait for DEX discovery before creating per-DEX subscriptions.
182
+ *
183
+ * @param timeoutMs - Timeout in milliseconds (default: 5000)
184
+ */
185
+ async waitForDexDiscovery(timeoutMs = 5000) {
186
+ // Already have DEXs, no need to wait
187
+ if (this.enabledDexs.length > 0) {
188
+ return;
189
+ }
190
+ // Create promise if not exists
191
+ if (!this.dexDiscoveryPromise) {
192
+ this.dexDiscoveryPromise = new Promise((resolve) => {
193
+ this.dexDiscoveryResolver = resolve;
194
+ });
195
+ }
196
+ // Wait with timeout
197
+ let timeoutId;
198
+ const timeoutPromise = new Promise((_, reject) => {
199
+ timeoutId = setTimeout(() => reject(new Error('DEX discovery timeout')), timeoutMs);
200
+ });
201
+ try {
202
+ await Promise.race([this.dexDiscoveryPromise, timeoutPromise]);
203
+ }
204
+ catch {
205
+ this.deps.debugLogger.log('DEX discovery wait timed out, proceeding with main DEX only');
206
+ }
207
+ finally {
208
+ if (timeoutId) {
209
+ clearTimeout(timeoutId);
210
+ }
211
+ }
212
+ }
213
+ /**
214
+ * Update feature flags for HIP-3 support
215
+ * Called when provider configuration changes at runtime
216
+ * Note: Market filtering is NOT applied in subscription service - only in Provider
217
+ *
218
+ * @param hip3Enabled - Whether HIP-3 is enabled
219
+ * @param enabledDexs - List of enabled DEX identifiers
220
+ * @param allowlistMarkets - List of allowed markets
221
+ * @param blocklistMarkets - List of blocked markets
222
+ */
223
+ async updateFeatureFlags(hip3Enabled, enabledDexs, allowlistMarkets, blocklistMarkets) {
224
+ const previousEnabledDexs = [...this.enabledDexs];
225
+ const previousAllowlistMarkets = [...this.allowlistMarkets];
226
+ const previousBlocklistMarkets = [...this.blocklistMarkets];
227
+ const previousHip3Enabled = this.hip3Enabled;
228
+ this.hip3Enabled = hip3Enabled;
229
+ this.enabledDexs = enabledDexs;
230
+ this.allowlistMarkets = allowlistMarkets;
231
+ this.blocklistMarkets = blocklistMarkets;
232
+ this.discoveredDexNames = enabledDexs; // Store DEX order for webData3 index mapping
233
+ // Resolve any pending DEX discovery wait now that DEXs are available
234
+ if (this.dexDiscoveryResolver && enabledDexs.length > 0) {
235
+ this.dexDiscoveryResolver();
236
+ this.dexDiscoveryPromise = null;
237
+ this.dexDiscoveryResolver = null;
238
+ }
239
+ this.deps.debugLogger.log('Feature flags updated:', {
240
+ previousHip3Enabled,
241
+ hip3Enabled,
242
+ previousEnabledDexs,
243
+ enabledDexs,
244
+ previousAllowlistMarkets,
245
+ allowlistMarkets,
246
+ previousBlocklistMarkets,
247
+ blocklistMarkets,
248
+ });
249
+ // If equity was just enabled or new DEXs were added
250
+ const newDexs = enabledDexs.filter((dex) => !previousEnabledDexs.includes(dex));
251
+ if ((!previousHip3Enabled && hip3Enabled && enabledDexs.length > 0) ||
252
+ newDexs.length > 0) {
253
+ this.deps.debugLogger.log('Establishing subscriptions for new DEXs:', newDexs);
254
+ // Establish assetCtxs subscriptions for new DEXs (for market data)
255
+ const hasMarketDataSubscribers = this.marketDataSubscribers.size > 0;
256
+ if (hasMarketDataSubscribers) {
257
+ await Promise.all(newDexs.map(async (dex) => {
258
+ try {
259
+ await this.ensureAssetCtxsSubscription(dex);
260
+ }
261
+ catch (assetCtxsError) {
262
+ this.deps.logger.error(ensureError(assetCtxsError), this.getErrorContext('updateFeatureFlags.ensureAssetCtxsSubscription', {
263
+ dex,
264
+ }));
265
+ }
266
+ }));
267
+ }
268
+ // Establish clearinghouseState/openOrders subscriptions for new DEXs
269
+ // (needed for positions, orders, and account data when using individual subscriptions)
270
+ const hasUserDataSubscribers = this.positionSubscriberCount > 0 ||
271
+ this.orderSubscriberCount > 0 ||
272
+ this.accountSubscriberCount > 0;
273
+ if (hasUserDataSubscribers && this.hip3Enabled) {
274
+ try {
275
+ const userAddress = await this.walletService.getUserAddressWithDefault();
276
+ await Promise.all(newDexs.map(async (dex) => {
277
+ try {
278
+ await this.ensureClearinghouseStateSubscription(userAddress, dex);
279
+ await this.ensureOpenOrdersSubscription(userAddress, dex);
280
+ this.deps.debugLogger.log(`Established user data subscriptions for new DEX: ${dex}`);
281
+ }
282
+ catch (userDataError) {
283
+ this.deps.logger.error(ensureError(userDataError), this.getErrorContext('updateFeatureFlags.ensureUserDataSubscription', { dex }));
284
+ }
285
+ }));
286
+ }
287
+ catch (addressError) {
288
+ this.deps.logger.error(ensureError(addressError), this.getErrorContext('updateFeatureFlags.getUserAddress'));
289
+ }
290
+ }
291
+ }
292
+ }
293
+ /**
294
+ * Fast hash function for change detection
295
+ * Uses string concatenation of key fields instead of JSON.stringify()
296
+ * Performance: ~100x faster than JSON.stringify() for typical objects
297
+ * Tracks structural changes (coin, size, entryPrice, leverage, TP/SL prices/counts)
298
+ * and value changes (unrealizedPnl, returnOnEquity) for live P&L updates
299
+ *
300
+ * @param positions - Positions to hash
301
+ * @returns Hash string
302
+ */
303
+ hashPositions(positions) {
304
+ if (!positions || positions.length === 0) {
305
+ return '0';
306
+ }
307
+ return positions
308
+ .map((pos) => `${pos.symbol}:${pos.size}:${pos.entryPrice}:${pos.leverage.value}:${pos.takeProfitPrice || ''}:${pos.stopLossPrice || ''}:${pos.takeProfitCount}:${pos.stopLossCount}:${pos.unrealizedPnl}:${pos.returnOnEquity}`)
309
+ .join('|');
310
+ }
311
+ /**
312
+ * Fast hash function for orders
313
+ *
314
+ * @param orders - Orders to hash
315
+ * @returns Hash string
316
+ */
317
+ hashOrders(orders) {
318
+ if (!orders || orders.length === 0) {
319
+ return '0';
320
+ }
321
+ return orders
322
+ .map((ord) => `${ord.symbol}:${ord.side}:${ord.size}:${ord.price}:${ord.orderType}`)
323
+ .join('|');
324
+ }
325
+ /**
326
+ * Fast hash function for account state
327
+ *
328
+ * @param account - Account state to hash
329
+ * @returns Hash string
330
+ */
331
+ hashAccountState(account) {
332
+ return `${account.availableBalance}:${account.totalBalance}:${account.marginUsed}:${account.unrealizedPnl}`;
333
+ }
334
+ /**
335
+ * Extract TP/SL from orders and optionally convert raw SDK orders to Order format.
336
+ * DRY helper used by both webData2 and clearinghouseState callbacks.
337
+ *
338
+ * @param orders - Raw SDK orders from WebSocket event
339
+ * @param positions - Current positions for TP/SL matching
340
+ * @param cachedProcessedOrders - Optional pre-processed orders (skips conversion if provided)
341
+ * @returns Maps for TP/SL prices and counts, plus processed Order array
342
+ */
343
+ extractTPSLFromOrders(orders, positions, cachedProcessedOrders) {
344
+ const tpslMap = new Map();
345
+ const tpslCountMap = new Map();
346
+ // If cached processed orders provided, extract TP/SL from them directly
347
+ if (cachedProcessedOrders) {
348
+ cachedProcessedOrders.forEach((order) => {
349
+ // Use triggerPrice for TP/SL (trigger condition price), falling back to price
350
+ // This ensures consistency with raw SDK order processing which uses triggerPx
351
+ const tpslPrice = order.triggerPrice || order.price;
352
+ if (order.isTrigger && tpslPrice) {
353
+ const isTakeProfit = order.detailedOrderType?.includes('Take Profit');
354
+ const isStop = order.detailedOrderType?.includes('Stop');
355
+ const matchingPosition = positions.find((pos) => pos.symbol === order.symbol);
356
+ // Determine TP vs SL classification for count and price updates
357
+ // Use order type first, fallback to price-based detection for ambiguous 'Trigger' types
358
+ let classifiedAsTakeProfit = isTakeProfit;
359
+ let classifiedAsStop = isStop;
360
+ if (!isTakeProfit && !isStop && matchingPosition) {
361
+ // Fallback: determine based on trigger price vs entry price
362
+ // This handles orders with ambiguous type 'Trigger'
363
+ const triggerPrice = parseFloat(tpslPrice);
364
+ const entryPrice = parseFloat(matchingPosition.entryPrice || '0');
365
+ const isLong = parseFloat(matchingPosition.size) > 0;
366
+ if (isLong) {
367
+ if (triggerPrice > entryPrice) {
368
+ classifiedAsTakeProfit = true;
369
+ }
370
+ else {
371
+ classifiedAsStop = true;
372
+ }
373
+ }
374
+ else if (triggerPrice < entryPrice) {
375
+ classifiedAsTakeProfit = true;
376
+ }
377
+ else {
378
+ classifiedAsStop = true;
379
+ }
380
+ }
381
+ const currentTakeProfitCount = tpslCountMap.get(order.symbol)?.takeProfitCount || 0;
382
+ const currentStopLossCount = tpslCountMap.get(order.symbol)?.stopLossCount || 0;
383
+ tpslCountMap.set(order.symbol, {
384
+ takeProfitCount: classifiedAsTakeProfit
385
+ ? currentTakeProfitCount + 1
386
+ : currentTakeProfitCount,
387
+ stopLossCount: classifiedAsStop
388
+ ? currentStopLossCount + 1
389
+ : currentStopLossCount,
390
+ });
391
+ if (matchingPosition) {
392
+ const existing = tpslMap.get(order.symbol) || {};
393
+ if (classifiedAsTakeProfit) {
394
+ existing.takeProfitPrice = tpslPrice;
395
+ }
396
+ else if (classifiedAsStop) {
397
+ existing.stopLossPrice = tpslPrice;
398
+ }
399
+ tpslMap.set(order.symbol, existing);
400
+ }
401
+ }
402
+ });
403
+ return { tpslMap, tpslCountMap, processedOrders: cachedProcessedOrders };
404
+ }
405
+ // Process raw SDK orders
406
+ const processedOrders = [];
407
+ orders.forEach((order) => {
408
+ let position;
409
+ let positionForCoin;
410
+ const matchPositionToTpsl = (pos) => {
411
+ if (TP_SL_CONFIG.UsePositionBoundTpsl) {
412
+ return (pos.symbol === order.coin &&
413
+ order.reduceOnly &&
414
+ order.isPositionTpsl);
415
+ }
416
+ return (pos.symbol === order.coin &&
417
+ Math.abs(parseFloat(order.sz)) >= Math.abs(parseFloat(pos.size)));
418
+ };
419
+ const matchPositionToCoin = (pos) => pos.symbol === order.coin;
420
+ // Process trigger orders for TP/SL extraction
421
+ if (order.triggerPx) {
422
+ const isTakeProfit = order.orderType?.includes('Take Profit');
423
+ const isStop = order.orderType?.includes('Stop');
424
+ const { coin } = order;
425
+ position = positions.find(matchPositionToTpsl);
426
+ positionForCoin = positions.find(matchPositionToCoin);
427
+ // Determine TP vs SL classification for count and price updates
428
+ // Use order type first, fallback to price-based detection for ambiguous 'Trigger' types
429
+ // This matches the cached order processing logic for consistency
430
+ let classifiedAsTakeProfit = isTakeProfit;
431
+ let classifiedAsStop = isStop;
432
+ if (!isTakeProfit && !isStop && position) {
433
+ // Fallback: determine based on trigger price vs entry price
434
+ // This handles orders with ambiguous type 'Trigger'
435
+ const triggerPrice = parseFloat(order.triggerPx);
436
+ const entryPrice = parseFloat(position.entryPrice || '0');
437
+ const isLong = parseFloat(position.size) > 0;
438
+ if (isLong) {
439
+ if (triggerPrice > entryPrice) {
440
+ classifiedAsTakeProfit = true;
441
+ }
442
+ else {
443
+ classifiedAsStop = true;
444
+ }
445
+ }
446
+ else if (triggerPrice < entryPrice) {
447
+ classifiedAsTakeProfit = true;
448
+ }
449
+ else {
450
+ classifiedAsStop = true;
451
+ }
452
+ }
453
+ const currentTakeProfitCount = tpslCountMap.get(coin)?.takeProfitCount || 0;
454
+ const currentStopLossCount = tpslCountMap.get(coin)?.stopLossCount || 0;
455
+ tpslCountMap.set(coin, {
456
+ takeProfitCount: classifiedAsTakeProfit
457
+ ? currentTakeProfitCount + 1
458
+ : currentTakeProfitCount,
459
+ stopLossCount: classifiedAsStop
460
+ ? currentStopLossCount + 1
461
+ : currentStopLossCount,
462
+ });
463
+ if (position) {
464
+ const existing = tpslMap.get(coin) || {};
465
+ // Use classified values for price assignment (consistent with count logic)
466
+ if (classifiedAsTakeProfit) {
467
+ existing.takeProfitPrice = order.triggerPx;
468
+ }
469
+ else if (classifiedAsStop) {
470
+ existing.stopLossPrice = order.triggerPx;
471
+ }
472
+ tpslMap.set(coin, existing);
473
+ }
474
+ }
475
+ // Convert ALL open orders to Order format
476
+ const convertedOrder = adaptOrderFromSDK(order, position || positionForCoin);
477
+ processedOrders.push(convertedOrder);
478
+ });
479
+ return { tpslMap, tpslCountMap, processedOrders };
480
+ }
481
+ /**
482
+ * Merge TP/SL data into positions
483
+ * DRY helper used by both webData2 and clearinghouseState callbacks
484
+ *
485
+ * @param positions - Base positions without TP/SL
486
+ * @param tpslMap - Map of coin -> TP/SL prices
487
+ * @param tpslCountMap - Map of coin -> TP/SL counts
488
+ * @returns Positions enhanced with TP/SL data
489
+ */
490
+ mergeTPSLIntoPositions(positions, tpslMap, tpslCountMap) {
491
+ return positions.map((position) => {
492
+ const tpsl = tpslMap.get(position.symbol) || {};
493
+ const tpslCount = tpslCountMap.get(position.symbol) || {};
494
+ return {
495
+ ...position,
496
+ takeProfitPrice: tpsl.takeProfitPrice || undefined,
497
+ stopLossPrice: tpsl.stopLossPrice || undefined,
498
+ takeProfitCount: tpslCount.takeProfitCount || 0,
499
+ stopLossCount: tpslCount.stopLossCount || 0,
500
+ };
501
+ });
502
+ }
503
+ /**
504
+ * Aggregate account states from all cached DEXs
505
+ * Sums balances and creates per-DEX breakdown for multi-DEX portfolio view
506
+ *
507
+ * @returns Aggregated account state with dexBreakdown field
508
+ */
509
+ aggregateAccountStates() {
510
+ const subAccountBreakdown = {};
511
+ let totalAvailableBalance = 0;
512
+ let totalBalance = 0;
513
+ let totalMarginUsed = 0;
514
+ let totalUnrealizedPnl = 0;
515
+ // Collect account states for weighted ROE calculation
516
+ const accountStatesForROE = [];
517
+ // Aggregate all cached account states
518
+ Array.from(this.dexAccountCache.entries()).forEach(([currentDex, state]) => {
519
+ const dexKey = currentDex === '' ? 'main' : currentDex;
520
+ subAccountBreakdown[dexKey] = {
521
+ availableBalance: state.availableBalance,
522
+ totalBalance: state.totalBalance,
523
+ };
524
+ totalAvailableBalance += parseFloat(state.availableBalance);
525
+ totalBalance += parseFloat(state.totalBalance);
526
+ totalMarginUsed += parseFloat(state.marginUsed);
527
+ totalUnrealizedPnl += parseFloat(state.unrealizedPnl);
528
+ // Collect data for weighted ROE calculation
529
+ accountStatesForROE.push({
530
+ unrealizedPnl: state.unrealizedPnl,
531
+ returnOnEquity: state.returnOnEquity,
532
+ });
533
+ });
534
+ // Use first DEX's account state as base and override aggregated values
535
+ const firstDexAccount = this.dexAccountCache.values().next().value || {};
536
+ // Calculate weighted returnOnEquity across all DEXs
537
+ const returnOnEquity = calculateWeightedReturnOnEquity(accountStatesForROE);
538
+ return {
539
+ ...firstDexAccount,
540
+ availableBalance: totalAvailableBalance.toString(),
541
+ totalBalance: totalBalance.toString(),
542
+ marginUsed: totalMarginUsed.toString(),
543
+ unrealizedPnl: totalUnrealizedPnl.toString(),
544
+ subAccountBreakdown,
545
+ returnOnEquity,
546
+ };
547
+ }
548
+ /**
549
+ * Subscribe to live price updates with singleton subscription architecture
550
+ * Uses allMids for fast price updates and predictedFundings for accurate funding rates
551
+ *
552
+ * @param params - Subscription parameters
553
+ * @returns Cleanup function
554
+ */
555
+ async subscribeToPrices(params) {
556
+ const { symbols, callback, includeOrderBook = false, includeMarketData = false, } = params;
557
+ const unsubscribers = [];
558
+ symbols.forEach((symbol) => {
559
+ unsubscribers.push(this.createSubscription(this.priceSubscribers, callback, symbol));
560
+ // Track market data subscribers separately
561
+ if (includeMarketData) {
562
+ unsubscribers.push(this.createSubscription(this.marketDataSubscribers, callback, symbol));
563
+ }
564
+ // Track order book subscribers separately
565
+ if (includeOrderBook) {
566
+ unsubscribers.push(this.createSubscription(this.orderBookSubscribers, callback, symbol));
567
+ }
568
+ });
569
+ await this.clientService.ensureSubscriptionClient(this.walletService.createWalletAdapter());
570
+ const subscriptionClient = this.clientService.getSubscriptionClient();
571
+ if (!subscriptionClient) {
572
+ this.deps.debugLogger.log('SubscriptionClient not available for price subscription');
573
+ return () => unsubscribers.forEach((fn) => fn());
574
+ }
575
+ // Ensure global subscriptions are established
576
+ this.ensureGlobalAllMidsSubscription();
577
+ // HIP-3: Establish assetCtxs subscriptions ONLY for DEXs with requested symbols
578
+ // Performance: Avoid unnecessary WebSocket connections for unused DEXs
579
+ if (includeMarketData) {
580
+ // Extract unique DEXs from requested symbols
581
+ const dexsNeeded = new Set();
582
+ symbols.forEach((symbol) => {
583
+ const { dex } = parseAssetName(symbol);
584
+ dexsNeeded.add(dex);
585
+ });
586
+ // Only subscribe to DEXs that have requested symbols
587
+ dexsNeeded.forEach((dex) => {
588
+ const dexName = dex ?? '';
589
+ this.ensureAssetCtxsSubscription(dexName).catch((assetCtxsError) => {
590
+ this.deps.logger.error(ensureError(assetCtxsError), this.getErrorContext('subscribeToPrices.ensureAssetCtxsSubscription', { dex: dexName }));
591
+ });
592
+ });
593
+ }
594
+ // Note: Funding rates are now cached via assetCtxs WebSocket subscription
595
+ // (ensureAssetCtxsSubscription above), eliminating the need for a separate
596
+ // metaAndAssetCtxs API call here. The WebSocket callback in createAssetCtxsSubscription
597
+ // populates marketDataCache with funding rates as they arrive.
598
+ symbols.forEach((symbol) => {
599
+ // Subscribe to activeAssetCtx only when market data is requested
600
+ if (includeMarketData) {
601
+ this.ensureActiveAssetSubscription(symbol);
602
+ }
603
+ if (includeOrderBook) {
604
+ this.ensureBboSubscription(symbol);
605
+ }
606
+ });
607
+ // Send cached data immediately if available
608
+ symbols.forEach((symbol) => {
609
+ const cachedPrice = this.cachedPriceData?.get(symbol);
610
+ if (cachedPrice) {
611
+ callback([cachedPrice]);
612
+ }
613
+ });
614
+ // Return cleanup function
615
+ return () => {
616
+ unsubscribers.forEach((fn) => fn());
617
+ // Cleanup subscriptions with reference counting
618
+ symbols.forEach((symbol) => {
619
+ if (includeMarketData) {
620
+ this.cleanupActiveAssetSubscription(symbol);
621
+ }
622
+ if (includeOrderBook) {
623
+ this.cleanupBboSubscription(symbol);
624
+ }
625
+ });
626
+ // Cleanup DEX-level assetCtxs subscriptions
627
+ if (includeMarketData) {
628
+ // Extract unique DEXs from requested symbols
629
+ const dexsNeeded = new Set();
630
+ symbols.forEach((symbol) => {
631
+ const { dex } = parseAssetName(symbol);
632
+ dexsNeeded.add(dex);
633
+ });
634
+ // Cleanup assetCtxs subscription for each DEX
635
+ dexsNeeded.forEach((dex) => {
636
+ const dexName = dex ?? '';
637
+ this.cleanupAssetCtxsSubscription(dexName);
638
+ });
639
+ }
640
+ };
641
+ }
642
+ /**
643
+ * Ensure shared webData3 subscription is active (singleton pattern with multi-DEX support)
644
+ * webData3 provides data for all DEXs (main + HIP-3) in a single subscription
645
+ *
646
+ * @param accountId - Optional account ID
647
+ */
648
+ async ensureSharedWebData3Subscription(accountId) {
649
+ // Establish webData3 subscription (if not exists)
650
+ if (!this.webData3Subscriptions.has('')) {
651
+ if (!this.webData3SubscriptionPromise) {
652
+ this.webData3SubscriptionPromise =
653
+ this.createUserDataSubscription(accountId);
654
+ try {
655
+ await this.webData3SubscriptionPromise;
656
+ }
657
+ catch {
658
+ this.webData3SubscriptionPromise = undefined;
659
+ throw new Error('Failed to create user data subscription');
660
+ }
661
+ }
662
+ else {
663
+ await this.webData3SubscriptionPromise;
664
+ }
665
+ }
666
+ // Note: webData3 includes all DEX data, so no separate HIP-3 subscriptions needed
667
+ }
668
+ /**
669
+ * Create WebSocket subscription for user data (positions, orders, account)
670
+ * - Uses webData2 when HIP-3 disabled (main DEX only)
671
+ * - Uses webData3 when HIP-3 enabled (main + HIP-3 DEXs)
672
+ *
673
+ * webData2 provides data for main DEX only
674
+ * webData3 provides perpDexStates[] array containing data for all DEXs:
675
+ * - Index 0: Main DEX (dexName = '')
676
+ * - Index 1+: HIP-3 DEXs in order of enabledDexs array
677
+ *
678
+ * @param accountId - Optional account ID
679
+ */
680
+ async createUserDataSubscription(accountId) {
681
+ await this.clientService.ensureSubscriptionClient(this.walletService.createWalletAdapter());
682
+ const subscriptionClient = this.clientService.getSubscriptionClient();
683
+ if (!subscriptionClient) {
684
+ throw new Error('Subscription client not initialized');
685
+ }
686
+ const userAddress = await this.walletService.getUserAddressWithDefault(accountId);
687
+ const dexName = ''; // Use empty string as key for single subscription
688
+ // Skip if subscription already exists
689
+ if (this.webData3Subscriptions.has(dexName)) {
690
+ return;
691
+ }
692
+ // Wait for DEX discovery if HIP-3 is enabled but DEXs haven't been discovered yet
693
+ // This ensures HIP-3 subscriptions are created together with main DEX
694
+ if (this.hip3Enabled && this.enabledDexs.length === 0) {
695
+ this.deps.debugLogger.log('Waiting for DEX discovery before creating subscriptions...');
696
+ await this.waitForDexDiscovery();
697
+ this.deps.debugLogger.log('DEX discovery complete, proceeding with subscriptions', {
698
+ enabledDexs: this.enabledDexs,
699
+ });
700
+ }
701
+ return new Promise((resolve, reject) => {
702
+ // Choose channel based on HIP-3 master switch
703
+ if (!this.hip3Enabled) {
704
+ // HIP-3 disabled: Use webData2 (main DEX only)
705
+ subscriptionClient
706
+ .webData2({ user: userAddress }, (data) => {
707
+ try {
708
+ // webData2 returns clearinghouseState for main DEX only
709
+ const currentDexName = ''; // Main DEX
710
+ // Check for removed fields before accessing
711
+ if (!data.clearinghouseState) {
712
+ return;
713
+ }
714
+ // Extract and process positions from clearinghouseState
715
+ const positions = data.clearinghouseState.assetPositions
716
+ .filter((assetPos) => assetPos.position.szi !== '0')
717
+ .map((assetPos) => adaptPositionFromSDK(assetPos));
718
+ // Extract TP/SL from orders
719
+ const { tpslMap, tpslCountMap, processedOrders: processedOrdersData, } = this.extractTPSLFromOrders(data.openOrders || [], positions);
720
+ // Merge TP/SL data into positions
721
+ const positionsWithTPSL = this.mergeTPSLIntoPositions(positions, tpslMap, tpslCountMap);
722
+ // Extract account data (webData2 provides clearinghouseState)
723
+ const accountState = adaptAccountStateFromSDK(data.clearinghouseState, undefined);
724
+ // Store in caches (main DEX only)
725
+ this.dexPositionsCache.set(currentDexName, positionsWithTPSL);
726
+ this.dexOrdersCache.set(currentDexName, processedOrdersData);
727
+ this.dexAccountCache.set(currentDexName, accountState);
728
+ // OI caps (main DEX only)
729
+ const oiCaps = data.perpsAtOpenInterestCap || [];
730
+ const oiCapsHash = [...oiCaps]
731
+ .sort((a, b) => a.localeCompare(b))
732
+ .join(',');
733
+ if (oiCapsHash !== this.cachedOICapsHash) {
734
+ this.cachedOICaps = oiCaps;
735
+ this.cachedOICapsHash = oiCapsHash;
736
+ this.oiCapsCacheInitialized = true;
737
+ this.oiCapSubscribers.forEach((oiCallback) => oiCallback(oiCaps));
738
+ }
739
+ // Notify subscribers (no aggregation needed - only main DEX)
740
+ const positionsHash = this.hashPositions(positionsWithTPSL);
741
+ const ordersHash = this.hashOrders(processedOrdersData);
742
+ const accountHash = this.hashAccountState(accountState);
743
+ if (positionsHash !== this.cachedPositionsHash) {
744
+ this.cachedPositions = positionsWithTPSL;
745
+ this.cachedPositionsHash = positionsHash;
746
+ this.positionsCacheInitialized = true;
747
+ this.positionSubscribers.forEach((posCallback) => posCallback(positionsWithTPSL));
748
+ }
749
+ if (ordersHash !== this.cachedOrdersHash) {
750
+ this.cachedOrders = processedOrdersData;
751
+ this.cachedOrdersHash = ordersHash;
752
+ this.ordersCacheInitialized = true;
753
+ this.orderSubscribers.forEach((ordCallback) => ordCallback(processedOrdersData));
754
+ }
755
+ if (accountHash !== this.cachedAccountHash) {
756
+ this.cachedAccount = accountState;
757
+ this.cachedAccountHash = accountHash;
758
+ this.accountSubscribers.forEach((accCallback) => accCallback(accountState));
759
+ }
760
+ }
761
+ catch (callbackError) {
762
+ this.deps.logger.error(ensureError(callbackError), this.getErrorContext('webData2 callback error', {
763
+ user: userAddress,
764
+ dataKeys: data ? Object.keys(data) : 'data is null/undefined',
765
+ hasClearinghouseState: data?.clearinghouseState !== undefined,
766
+ hasOpenOrders: data?.openOrders !== undefined,
767
+ hasPerpsAtOpenInterestCap: data?.perpsAtOpenInterestCap !== undefined,
768
+ }));
769
+ }
770
+ })
771
+ .then((subscription) => {
772
+ this.webData3Subscriptions.set(dexName, subscription);
773
+ this.deps.debugLogger.log('webData2 subscription established for main DEX only');
774
+ resolve();
775
+ })
776
+ .catch((subscribeError) => {
777
+ this.deps.logger.error(ensureError(subscribeError), this.getErrorContext('createUserDataSubscription (webData2)', {
778
+ dex: dexName,
779
+ }));
780
+ reject(ensureError(subscribeError));
781
+ });
782
+ }
783
+ else {
784
+ // HIP-3 enabled: Use individual subscriptions for positions/orders/account
785
+ // webData3 is only used for OI caps extraction
786
+ // Determine which DEXs to subscribe to
787
+ const dexsToSubscribe = [
788
+ '', // Main DEX
789
+ ...this.enabledDexs.filter((dex) => this.isDexEnabled(dex)),
790
+ ];
791
+ // Track expected DEXs for synchronized notifications
792
+ // Clear previous tracking and set new expected DEXs
793
+ this.expectedDexs = new Set(dexsToSubscribe);
794
+ this.initializedDexs = new Set();
795
+ // Set up individual subscriptions for each DEX
796
+ const subscriptionPromises = [];
797
+ for (const currentDexName of dexsToSubscribe) {
798
+ // Set up clearinghouseState subscription for positions + account
799
+ subscriptionPromises.push(this.ensureClearinghouseStateSubscription(userAddress, currentDexName));
800
+ // Set up openOrders subscription for orders
801
+ subscriptionPromises.push(this.ensureOpenOrdersSubscription(userAddress, currentDexName));
802
+ }
803
+ // Also set up webData3 for OI caps only
804
+ const webData3Promise = subscriptionClient
805
+ .webData3({ user: userAddress }, (data) => {
806
+ try {
807
+ // webData3 is ONLY used for OI caps extraction
808
+ // Positions, orders, and account data come from individual subscriptions
809
+ const allOICaps = [];
810
+ data.perpDexStates.forEach((dexState, index) => {
811
+ // Map webData3 index to DEX name
812
+ // Index 0 = main DEX (null), Index 1+ = HIP-3 DEXs from discoveredDexNames
813
+ const dexIdentifier = index === 0 ? null : this.discoveredDexNames[index - 1];
814
+ // Skip unknown DEXs (not in discoveredDexNames) to prevent main DEX cache corruption
815
+ if (index > 0 && dexIdentifier === undefined) {
816
+ return; // Unknown DEX - skip to prevent misidentifying as main DEX
817
+ }
818
+ // Only process DEXs we care about (skip others silently)
819
+ if (!this.isDexEnabled(dexIdentifier ?? null)) {
820
+ return; // Skip this DEX - not enabled in our configuration
821
+ }
822
+ const currentDexNameInLoop = dexIdentifier ?? '';
823
+ const oiCaps = dexState.perpsAtOpenInterestCap || [];
824
+ // Add DEX prefix for HIP-3 symbols (e.g., "xyz:TSLA")
825
+ if (currentDexNameInLoop) {
826
+ allOICaps.push(...oiCaps.map((symbolName) => `${currentDexNameInLoop}:${symbolName}`));
827
+ }
828
+ else {
829
+ // Main DEX - no prefix needed
830
+ allOICaps.push(...oiCaps);
831
+ }
832
+ });
833
+ // Update OI caps cache and notify if changed
834
+ const oiCapsHash = [...allOICaps]
835
+ .sort((a, b) => a.localeCompare(b))
836
+ .join(',');
837
+ if (oiCapsHash !== this.cachedOICapsHash) {
838
+ this.cachedOICaps = allOICaps;
839
+ this.cachedOICapsHash = oiCapsHash;
840
+ this.oiCapsCacheInitialized = true;
841
+ // Notify all subscribers
842
+ this.oiCapSubscribers.forEach((oiCallback) => oiCallback(allOICaps));
843
+ }
844
+ }
845
+ catch (callbackError) {
846
+ this.deps.logger.error(ensureError(callbackError), this.getErrorContext('webData3 callback error', {
847
+ user: userAddress,
848
+ hasPerpDexStates: data?.perpDexStates !== undefined,
849
+ perpDexStatesLength: data?.perpDexStates?.length ?? 0,
850
+ }));
851
+ }
852
+ })
853
+ .then((sub) => {
854
+ this.webData3Subscriptions.set(dexName, sub);
855
+ this.deps.debugLogger.log(`webData3 subscription established for OI caps (main + HIP-3)`);
856
+ })
857
+ .catch((subscribeError) => {
858
+ this.deps.logger.error(ensureError(subscribeError), this.getErrorContext('createUserDataSubscription (webData3)', {
859
+ dex: dexName,
860
+ }));
861
+ throw subscribeError;
862
+ });
863
+ subscriptionPromises.push(webData3Promise);
864
+ // Wait for all subscriptions to be established
865
+ Promise.all(subscriptionPromises)
866
+ .then(() => {
867
+ this.deps.debugLogger.log(`HIP-3 user data subscriptions established for ${dexsToSubscribe.length} DEXs`);
868
+ resolve();
869
+ })
870
+ .catch((allError) => {
871
+ this.deps.logger.error(ensureError(allError), this.getErrorContext('createUserDataSubscription (HIP-3)', {
872
+ dexs: dexsToSubscribe,
873
+ }));
874
+ reject(ensureError(allError));
875
+ });
876
+ }
877
+ });
878
+ }
879
+ /**
880
+ * Ensure clearinghouseState subscription exists for a DEX
881
+ *
882
+ * @param userAddress - User address
883
+ * @param dexName - DEX name ('' for main)
884
+ */
885
+ async ensureClearinghouseStateSubscription(userAddress, dexName) {
886
+ if (this.clearinghouseStateSubscriptions.has(dexName)) {
887
+ return; // Already subscribed
888
+ }
889
+ const subscriptionClient = this.clientService.getSubscriptionClient();
890
+ if (!subscriptionClient) {
891
+ throw new Error('Subscription client not available');
892
+ }
893
+ try {
894
+ const subscription = await subscriptionClient.clearinghouseState({
895
+ user: userAddress,
896
+ dex: dexName || undefined, // Empty string -> undefined for main DEX
897
+ }, (data) => {
898
+ const cacheKey = data.dex || '';
899
+ // Update caches and notify subscribers if we have positions/account subscribers
900
+ if (this.positionSubscriberCount > 0 ||
901
+ this.accountSubscriberCount > 0) {
902
+ // Process positions from clearinghouse state
903
+ const positions = data.clearinghouseState.assetPositions
904
+ .filter((assetPos) => assetPos.position.szi !== '0')
905
+ .map((assetPos) => adaptPositionFromSDK(assetPos));
906
+ // Get cached orders to preserve TP/SL data (prevents flickering)
907
+ // Orders are cached by openOrders subscription
908
+ const cachedOrdersForDex = this.dexOrdersCache.get(cacheKey) || [];
909
+ // Re-extract TP/SL from cached orders for the new positions
910
+ // This ensures TP/SL data persists across clearinghouseState updates
911
+ let positionsWithTPSL = positions;
912
+ if (cachedOrdersForDex.length > 0) {
913
+ const { tpslMap, tpslCountMap } = this.extractTPSLFromOrders([], positions, cachedOrdersForDex);
914
+ positionsWithTPSL = this.mergeTPSLIntoPositions(positions, tpslMap, tpslCountMap);
915
+ }
916
+ // Update account state
917
+ const accountState = adaptAccountStateFromSDK(data.clearinghouseState, undefined);
918
+ // Update caches
919
+ this.dexPositionsCache.set(cacheKey, positionsWithTPSL);
920
+ this.dexAccountCache.set(cacheKey, accountState);
921
+ // Mark this DEX as initialized (has sent first data)
922
+ this.initializedDexs.add(cacheKey);
923
+ // Trigger aggregation and notify subscribers
924
+ this.aggregateAndNotifySubscribers();
925
+ }
926
+ });
927
+ this.clearinghouseStateSubscriptions.set(dexName, subscription);
928
+ this.deps.debugLogger.log(`clearinghouseState subscription established for DEX: ${dexName || 'main'}`);
929
+ }
930
+ catch (subscribeError) {
931
+ // Remove this DEX from expected set so it doesn't block notifications for other DEXs
932
+ this.expectedDexs.delete(dexName);
933
+ this.deps.logger.error(ensureError(subscribeError), this.getErrorContext('ensureClearinghouseStateSubscription', {
934
+ dex: dexName,
935
+ }));
936
+ throw subscribeError;
937
+ }
938
+ }
939
+ /**
940
+ * Ensure openOrders subscription exists for a DEX
941
+ *
942
+ * @param userAddress - User address
943
+ * @param dexName - DEX name ('' for main)
944
+ */
945
+ async ensureOpenOrdersSubscription(userAddress, dexName) {
946
+ if (this.openOrdersSubscriptions.has(dexName)) {
947
+ return; // Already subscribed
948
+ }
949
+ const subscriptionClient = this.clientService.getSubscriptionClient();
950
+ if (!subscriptionClient) {
951
+ throw new Error('Subscription client not available');
952
+ }
953
+ try {
954
+ const subscription = await subscriptionClient.openOrders({
955
+ user: userAddress,
956
+ dex: dexName || undefined, // Empty string -> undefined for main DEX
957
+ }, (data) => {
958
+ const cacheKey = data.dex || '';
959
+ // Update caches and notify subscribers if we have order subscribers
960
+ if (this.orderSubscriberCount > 0 ||
961
+ this.positionSubscriberCount > 0) {
962
+ // Get cached positions for TP/SL processing
963
+ const cachedPositionsForDex = this.dexPositionsCache.get(cacheKey) || [];
964
+ // Extract TP/SL and process orders
965
+ const { tpslMap, tpslCountMap, processedOrders: ordersProcessed, } = this.extractTPSLFromOrders(data.orders, cachedPositionsForDex);
966
+ // Update orders cache with processed orders
967
+ this.dexOrdersCache.set(cacheKey, ordersProcessed);
968
+ // Update positions with TP/SL if we have positions
969
+ if (cachedPositionsForDex.length > 0) {
970
+ const positionsWithTPSL = this.mergeTPSLIntoPositions(cachedPositionsForDex, tpslMap, tpslCountMap);
971
+ this.dexPositionsCache.set(cacheKey, positionsWithTPSL);
972
+ }
973
+ // Mark this DEX as initialized (has sent first data)
974
+ this.initializedDexs.add(cacheKey);
975
+ // Trigger aggregation and notify subscribers
976
+ this.aggregateAndNotifySubscribers();
977
+ }
978
+ });
979
+ this.openOrdersSubscriptions.set(dexName, subscription);
980
+ this.deps.debugLogger.log(`openOrders subscription established for DEX: ${dexName || 'main'}`);
981
+ }
982
+ catch (subscribeError) {
983
+ // Remove this DEX from expected set so it doesn't block notifications for other DEXs
984
+ this.expectedDexs.delete(dexName);
985
+ this.deps.logger.error(ensureError(subscribeError), this.getErrorContext('ensureOpenOrdersSubscription', {
986
+ dex: dexName,
987
+ }));
988
+ throw subscribeError;
989
+ }
990
+ }
991
+ /**
992
+ * Aggregate data from all DEX caches and notify subscribers if data changed
993
+ * Used by both webData3 callback and fallback subscription callbacks
994
+ */
995
+ aggregateAndNotifySubscribers() {
996
+ // Wait for all expected DEXs to send initial data before notifying
997
+ // This ensures positions from all DEXs appear simultaneously
998
+ if (this.expectedDexs.size > 0) {
999
+ const allDexsInitialized = Array.from(this.expectedDexs).every((dex) => this.initializedDexs.has(dex));
1000
+ if (!allDexsInitialized) {
1001
+ this.deps.debugLogger.log('Waiting for all DEXs to send initial data', {
1002
+ expected: Array.from(this.expectedDexs),
1003
+ initialized: Array.from(this.initializedDexs),
1004
+ });
1005
+ return; // Don't notify yet - waiting for more DEXs
1006
+ }
1007
+ }
1008
+ // Aggregate data from all DEX caches
1009
+ // Order: Main DEX (crypto perps) first, then HIP-3 DEXs
1010
+ const mainDexPositions = this.dexPositionsCache.get('') || [];
1011
+ const hip3DexPositions = Array.from(this.dexPositionsCache.entries())
1012
+ .filter(([key]) => key !== '')
1013
+ .flatMap(([, positionsForDex]) => positionsForDex);
1014
+ const aggregatedPositions = [...mainDexPositions, ...hip3DexPositions];
1015
+ const mainDexOrders = this.dexOrdersCache.get('') || [];
1016
+ const hip3DexOrders = Array.from(this.dexOrdersCache.entries())
1017
+ .filter(([key]) => key !== '')
1018
+ .flatMap(([, ordersForDex]) => ordersForDex);
1019
+ const aggregatedOrders = [...mainDexOrders, ...hip3DexOrders];
1020
+ const aggregatedAccount = this.aggregateAccountStates();
1021
+ // Check if aggregated data changed using fast hash comparison
1022
+ const positionsHash = this.hashPositions(aggregatedPositions);
1023
+ const ordersHash = this.hashOrders(aggregatedOrders);
1024
+ const accountHash = this.hashAccountState(aggregatedAccount);
1025
+ const positionsChanged = positionsHash !== this.cachedPositionsHash;
1026
+ const ordersChanged = ordersHash !== this.cachedOrdersHash;
1027
+ const accountChanged = accountHash !== this.cachedAccountHash;
1028
+ // Only notify subscribers if aggregated data changed
1029
+ if (positionsChanged) {
1030
+ this.cachedPositions = aggregatedPositions;
1031
+ this.cachedPositionsHash = positionsHash;
1032
+ this.positionsCacheInitialized = true; // Mark cache as initialized
1033
+ this.positionSubscribers.forEach((posCallback) => {
1034
+ posCallback(aggregatedPositions);
1035
+ });
1036
+ }
1037
+ if (ordersChanged) {
1038
+ this.cachedOrders = aggregatedOrders;
1039
+ this.cachedOrdersHash = ordersHash;
1040
+ this.ordersCacheInitialized = true; // Mark cache as initialized
1041
+ this.orderSubscribers.forEach((ordCallback) => {
1042
+ ordCallback(aggregatedOrders);
1043
+ });
1044
+ }
1045
+ if (accountChanged) {
1046
+ this.cachedAccount = aggregatedAccount;
1047
+ this.cachedAccountHash = accountHash;
1048
+ this.accountSubscribers.forEach((accCallback) => {
1049
+ accCallback(aggregatedAccount);
1050
+ });
1051
+ }
1052
+ }
1053
+ /**
1054
+ * Clean up webData3 subscription when no longer needed
1055
+ */
1056
+ cleanupSharedWebData3ISubscription() {
1057
+ const totalSubscribers = this.positionSubscriberCount +
1058
+ this.orderSubscriberCount +
1059
+ this.accountSubscriberCount +
1060
+ this.oiCapSubscriberCount;
1061
+ if (totalSubscribers <= 0) {
1062
+ // Cleanup webData3 subscription (covers all DEXs)
1063
+ if (this.webData3Subscriptions.size > 0) {
1064
+ this.webData3Subscriptions.forEach((subscription, dexNameKey) => {
1065
+ subscription.unsubscribe().catch((unsubError) => {
1066
+ this.deps.logger.error(ensureError(unsubError), this.getErrorContext('cleanupSharedWebData3ISubscription.webData3', {
1067
+ dex: dexNameKey,
1068
+ }));
1069
+ });
1070
+ });
1071
+ this.webData3Subscriptions.clear();
1072
+ this.webData3SubscriptionPromise = undefined;
1073
+ }
1074
+ // Cleanup individual subscriptions (clearinghouseState + openOrders)
1075
+ if (this.clearinghouseStateSubscriptions.size > 0) {
1076
+ this.clearinghouseStateSubscriptions.forEach((subscription, dexNameKey) => {
1077
+ subscription.unsubscribe().catch((unsubError) => {
1078
+ this.deps.logger.error(ensureError(unsubError), this.getErrorContext('cleanupSharedWebData3ISubscription.clearinghouseState', {
1079
+ dex: dexNameKey,
1080
+ }));
1081
+ });
1082
+ });
1083
+ this.clearinghouseStateSubscriptions.clear();
1084
+ }
1085
+ if (this.openOrdersSubscriptions.size > 0) {
1086
+ this.openOrdersSubscriptions.forEach((subscription, dexNameKey) => {
1087
+ subscription.unsubscribe().catch((unsubError) => {
1088
+ this.deps.logger.error(ensureError(unsubError), this.getErrorContext('cleanupSharedWebData3ISubscription.openOrders', {
1089
+ dex: dexNameKey,
1090
+ }));
1091
+ });
1092
+ });
1093
+ this.openOrdersSubscriptions.clear();
1094
+ }
1095
+ // Clear subscriber counts
1096
+ this.positionSubscriberCount = 0;
1097
+ this.orderSubscriberCount = 0;
1098
+ this.accountSubscriberCount = 0;
1099
+ this.oiCapSubscriberCount = 0;
1100
+ // Clear per-DEX caches
1101
+ this.dexPositionsCache.clear();
1102
+ this.dexOrdersCache.clear();
1103
+ this.dexAccountCache.clear();
1104
+ // Clear DEX tracking for synchronized notifications
1105
+ this.expectedDexs.clear();
1106
+ this.initializedDexs.clear();
1107
+ // Clear aggregated caches
1108
+ this.cachedPositions = null;
1109
+ this.cachedOrders = null;
1110
+ this.cachedAccount = null;
1111
+ this.ordersCacheInitialized = false; // Reset cache initialization flag
1112
+ this.positionsCacheInitialized = false; // Reset cache initialization flag
1113
+ // Clear hash caches
1114
+ this.cachedPositionsHash = '';
1115
+ this.cachedOrdersHash = '';
1116
+ this.cachedAccountHash = '';
1117
+ this.deps.debugLogger.log('All multi-DEX subscriptions cleaned up (webData2/3 + individual subscriptions)');
1118
+ }
1119
+ }
1120
+ /**
1121
+ * Subscribe to live position updates with TP/SL data
1122
+ *
1123
+ * @param params - Subscription parameters
1124
+ * @returns Cleanup function
1125
+ */
1126
+ subscribeToPositions(params) {
1127
+ const { callback, accountId } = params;
1128
+ const unsubscribe = this.createSubscription(this.positionSubscribers, callback);
1129
+ // Increment position subscriber count
1130
+ this.positionSubscriberCount++;
1131
+ // Immediately provide cached data if available
1132
+ if (this.cachedPositions) {
1133
+ callback(this.cachedPositions);
1134
+ }
1135
+ // Ensure shared subscription is active
1136
+ this.ensureSharedWebData3Subscription(accountId).catch((subError) => {
1137
+ this.deps.logger.error(ensureError(subError), this.getErrorContext('subscribeToPositions'));
1138
+ });
1139
+ return () => {
1140
+ unsubscribe();
1141
+ this.positionSubscriberCount--;
1142
+ this.cleanupSharedWebData3ISubscription();
1143
+ };
1144
+ }
1145
+ /**
1146
+ * Subscribe to open interest cap updates
1147
+ * OI caps are extracted from webData2 subscription (zero additional overhead)
1148
+ *
1149
+ * @param params - Subscription parameters
1150
+ * @returns Cleanup function
1151
+ */
1152
+ subscribeToOICaps(params) {
1153
+ const { callback, accountId } = params;
1154
+ // Create subscription
1155
+ const unsubscribe = this.createSubscription(this.oiCapSubscribers, callback);
1156
+ // Increment OI cap subscriber count
1157
+ this.oiCapSubscriberCount++;
1158
+ // Immediately provide cached data if available
1159
+ if (this.cachedOICaps) {
1160
+ callback(this.cachedOICaps);
1161
+ }
1162
+ // Ensure webData3 subscription is active (OI caps come from webData3)
1163
+ this.ensureSharedWebData3Subscription(accountId).catch((subError) => {
1164
+ this.deps.logger.error(ensureError(subError), this.getErrorContext('subscribeToOICaps'));
1165
+ });
1166
+ return () => {
1167
+ unsubscribe();
1168
+ this.oiCapSubscriberCount--;
1169
+ this.cleanupSharedWebData3ISubscription();
1170
+ };
1171
+ }
1172
+ /**
1173
+ * Check if OI caps cache has been initialized
1174
+ * Useful for preventing UI flashing before first data arrives
1175
+ *
1176
+ * @returns True if cache is initialized
1177
+ */
1178
+ isOICapsCacheInitialized() {
1179
+ return this.oiCapsCacheInitialized;
1180
+ }
1181
+ /**
1182
+ * Subscribe to live order fill updates
1183
+ * Shares subscriptions per accountId to avoid duplicate WebSocket connections
1184
+ *
1185
+ * @param params - Subscription parameters
1186
+ * @returns Cleanup function
1187
+ */
1188
+ subscribeToOrderFills(params) {
1189
+ const { callback, accountId } = params;
1190
+ // Normalize accountId: undefined -> 'default' for Map key
1191
+ const normalizedAccountId = accountId ?? 'default';
1192
+ const unsubscribe = this.createSubscription(this.orderFillSubscribers, callback, normalizedAccountId);
1193
+ // Ensure subscription is established for this accountId
1194
+ this.ensureOrderFillISubscription(accountId).catch((subError) => {
1195
+ this.deps.logger.error(ensureError(subError), this.getErrorContext('subscribeToOrderFills'));
1196
+ });
1197
+ return () => {
1198
+ unsubscribe();
1199
+ // If no more subscribers for this accountId, clean up subscription
1200
+ const subscribers = this.orderFillSubscribers.get(normalizedAccountId);
1201
+ if (!subscribers || subscribers.size === 0) {
1202
+ const subscription = this.orderFillSubscriptions.get(normalizedAccountId);
1203
+ if (subscription) {
1204
+ subscription.unsubscribe().catch((unsubError) => {
1205
+ this.deps.logger.error(ensureError(unsubError), this.getErrorContext('subscribeToOrderFills.unsubscribe'));
1206
+ });
1207
+ this.orderFillSubscriptions.delete(normalizedAccountId);
1208
+ }
1209
+ }
1210
+ };
1211
+ }
1212
+ /**
1213
+ * Ensure order fill subscription is active for the given accountId
1214
+ * Shares subscription across all callbacks for the same accountId
1215
+ *
1216
+ * @param accountId - Optional account ID
1217
+ */
1218
+ async ensureOrderFillISubscription(accountId) {
1219
+ // Normalize accountId: undefined -> 'default' for Map key
1220
+ const normalizedAccountId = accountId ?? 'default';
1221
+ // If subscription already exists, no need to create another
1222
+ if (this.orderFillSubscriptions.has(normalizedAccountId)) {
1223
+ return;
1224
+ }
1225
+ const subscriptionClient = this.clientService.getSubscriptionClient();
1226
+ if (!subscriptionClient) {
1227
+ await this.clientService.ensureSubscriptionClient(this.walletService.createWalletAdapter());
1228
+ const client = this.clientService.getSubscriptionClient();
1229
+ if (!client) {
1230
+ throw new Error('SubscriptionClient not available');
1231
+ }
1232
+ return this.ensureOrderFillISubscription(accountId);
1233
+ }
1234
+ const userAddress = await this.walletService.getUserAddressWithDefault(accountId);
1235
+ // userFills returns a Promise<ISubscription>, need to await it
1236
+ const subscription = await subscriptionClient.userFills({ user: userAddress }, (data) => {
1237
+ const orderFills = data.fills.map((fill) => ({
1238
+ orderId: fill.oid.toString(),
1239
+ symbol: fill.coin,
1240
+ side: fill.side,
1241
+ size: fill.sz,
1242
+ price: fill.px,
1243
+ fee: fill.fee,
1244
+ timestamp: fill.time,
1245
+ pnl: fill.closedPnl,
1246
+ direction: fill.dir,
1247
+ feeToken: fill.feeToken,
1248
+ startPosition: fill.startPosition,
1249
+ liquidation: fill.liquidation
1250
+ ? {
1251
+ liquidatedUser: fill.liquidation.liquidatedUser,
1252
+ markPx: fill.liquidation.markPx,
1253
+ method: fill.liquidation.method,
1254
+ }
1255
+ : undefined,
1256
+ }));
1257
+ // Distribute to all callbacks for this accountId
1258
+ const subscribers = this.orderFillSubscribers.get(normalizedAccountId);
1259
+ if (subscribers) {
1260
+ subscribers.forEach((fillCallback) => {
1261
+ fillCallback(orderFills, data.isSnapshot);
1262
+ });
1263
+ }
1264
+ });
1265
+ this.orderFillSubscriptions.set(normalizedAccountId, subscription);
1266
+ }
1267
+ /**
1268
+ * Subscribe to live order updates
1269
+ * Uses the shared webData2 subscription to avoid duplicate connections
1270
+ *
1271
+ * @param params - Subscription parameters
1272
+ * @returns Cleanup function
1273
+ */
1274
+ subscribeToOrders(params) {
1275
+ const { callback, accountId } = params;
1276
+ const unsubscribe = this.createSubscription(this.orderSubscribers, callback);
1277
+ // Increment order subscriber count
1278
+ this.orderSubscriberCount++;
1279
+ // Immediately provide cached data if available
1280
+ if (this.cachedOrders) {
1281
+ callback(this.cachedOrders);
1282
+ }
1283
+ // Ensure shared subscription is active
1284
+ this.ensureSharedWebData3Subscription(accountId).catch((subError) => {
1285
+ this.deps.logger.error(ensureError(subError), this.getErrorContext('subscribeToOrders'));
1286
+ });
1287
+ return () => {
1288
+ unsubscribe();
1289
+ this.orderSubscriberCount--;
1290
+ this.cleanupSharedWebData3ISubscription();
1291
+ };
1292
+ }
1293
+ /**
1294
+ * Subscribe to live account updates
1295
+ * Uses the shared webData2 subscription to avoid duplicate connections
1296
+ *
1297
+ * @param params - Subscription parameters
1298
+ * @returns Cleanup function
1299
+ */
1300
+ subscribeToAccount(params) {
1301
+ const { callback, accountId } = params;
1302
+ const unsubscribe = this.createSubscription(this.accountSubscribers, callback);
1303
+ // Increment account subscriber count
1304
+ this.accountSubscriberCount++;
1305
+ // Immediately provide cached data if available
1306
+ if (this.cachedAccount) {
1307
+ callback(this.cachedAccount);
1308
+ }
1309
+ // Ensure shared subscription is active (reuses existing connection)
1310
+ this.ensureSharedWebData3Subscription(accountId).catch((subError) => {
1311
+ this.deps.logger.error(ensureError(subError), this.getErrorContext('subscribeToAccount'));
1312
+ });
1313
+ return () => {
1314
+ unsubscribe();
1315
+ this.accountSubscriberCount--;
1316
+ this.cleanupSharedWebData3ISubscription();
1317
+ };
1318
+ }
1319
+ /**
1320
+ * Check if orders cache has been initialized from WebSocket
1321
+ *
1322
+ * @returns true if WebSocket has sent at least one update, false otherwise
1323
+ */
1324
+ isOrdersCacheInitialized() {
1325
+ return this.ordersCacheInitialized;
1326
+ }
1327
+ /**
1328
+ * Check if positions cache has been initialized from WebSocket
1329
+ *
1330
+ * @returns true if WebSocket has sent at least one update, false otherwise
1331
+ */
1332
+ isPositionsCacheInitialized() {
1333
+ return this.positionsCacheInitialized;
1334
+ }
1335
+ /**
1336
+ * Get cached positions from WebSocket subscription
1337
+ *
1338
+ * @returns Cached positions array, or null if not initialized
1339
+ */
1340
+ getCachedPositions() {
1341
+ return this.cachedPositions;
1342
+ }
1343
+ /**
1344
+ * Get cached orders from WebSocket subscription
1345
+ *
1346
+ * @returns Cached orders array, or null if not initialized
1347
+ */
1348
+ getCachedOrders() {
1349
+ return this.cachedOrders;
1350
+ }
1351
+ /**
1352
+ * Create subscription with common error handling
1353
+ *
1354
+ * @param subscribers - Subscriber collection
1355
+ * @param callback - Callback to add
1356
+ * @param key - Optional key for Map-based collections
1357
+ * @returns Unsubscribe function
1358
+ */
1359
+ createSubscription(subscribers, callback, key) {
1360
+ if (subscribers instanceof Map && key) {
1361
+ if (!subscribers.has(key)) {
1362
+ subscribers.set(key, new Set());
1363
+ }
1364
+ subscribers.get(key)?.add(callback);
1365
+ }
1366
+ else if (subscribers instanceof Set) {
1367
+ subscribers.add(callback);
1368
+ }
1369
+ return () => {
1370
+ if (subscribers instanceof Map && key) {
1371
+ const set = subscribers.get(key);
1372
+ set?.delete(callback);
1373
+ if (set?.size === 0) {
1374
+ subscribers.delete(key);
1375
+ }
1376
+ }
1377
+ else if (subscribers instanceof Set) {
1378
+ subscribers.delete(callback);
1379
+ }
1380
+ };
1381
+ }
1382
+ /**
1383
+ * Helper function to create consolidated price updates with 24h change calculation
1384
+ *
1385
+ * @param symbol - Asset symbol
1386
+ * @param price - Current price
1387
+ * @returns Price update object
1388
+ */
1389
+ createPriceUpdate(symbol, price) {
1390
+ const marketData = this.marketDataCache.get(symbol);
1391
+ const orderBookData = this.orderBookCache.get(symbol);
1392
+ const currentPrice = parseFloat(price);
1393
+ let percentChange24h;
1394
+ if (marketData?.prevDayPx !== undefined) {
1395
+ const change = ((currentPrice - marketData.prevDayPx) / marketData.prevDayPx) * 100;
1396
+ percentChange24h = change.toFixed(2);
1397
+ }
1398
+ // Check if any subscriber for this symbol wants market data
1399
+ const hasMarketDataSubscribers = this.marketDataSubscribers.has(symbol) &&
1400
+ (this.marketDataSubscribers.get(symbol)?.size ?? 0) > 0;
1401
+ const priceUpdate = {
1402
+ symbol,
1403
+ price, // This is the mid price from allMids
1404
+ timestamp: Date.now(),
1405
+ percentChange24h,
1406
+ // Add mark price from activeAssetCtx
1407
+ markPrice: marketData?.oraclePrice
1408
+ ? marketData.oraclePrice.toString()
1409
+ : undefined,
1410
+ // Add order book data if available
1411
+ bestBid: orderBookData?.bestBid,
1412
+ bestAsk: orderBookData?.bestAsk,
1413
+ spread: orderBookData?.spread,
1414
+ // Always include funding when available (don't default to 0, preserve undefined)
1415
+ funding: marketData?.funding,
1416
+ // Add market data only if requested by at least one subscriber
1417
+ openInterest: hasMarketDataSubscribers
1418
+ ? marketData?.openInterest
1419
+ : undefined,
1420
+ volume24h: hasMarketDataSubscribers ? marketData?.volume24h : undefined,
1421
+ };
1422
+ return priceUpdate;
1423
+ }
1424
+ /**
1425
+ * Ensure global allMids subscription is active (singleton pattern)
1426
+ */
1427
+ ensureGlobalAllMidsSubscription() {
1428
+ // Check both the subscription AND the promise to prevent race conditions
1429
+ if (this.globalAllMidsSubscription || this.globalAllMidsPromise) {
1430
+ return;
1431
+ }
1432
+ const subscriptionClient = this.clientService.getSubscriptionClient();
1433
+ if (!subscriptionClient) {
1434
+ return;
1435
+ }
1436
+ // Track WebSocket metrics
1437
+ const wsMetrics = {
1438
+ messagesReceived: 0,
1439
+ lastMessageTime: Date.now(),
1440
+ reconnectCount: 0,
1441
+ startTime: Date.now(),
1442
+ };
1443
+ // Store the promise immediately to prevent duplicate calls
1444
+ this.globalAllMidsPromise = subscriptionClient
1445
+ .allMids((data) => {
1446
+ wsMetrics.messagesReceived++;
1447
+ wsMetrics.lastMessageTime = Date.now();
1448
+ // Initialize cache if needed
1449
+ this.cachedPriceData ?? (this.cachedPriceData = new Map());
1450
+ const subscribedSymbols = new Set();
1451
+ // Collect all symbols that have subscribers
1452
+ for (const [symbol, subscriberSet] of this.priceSubscribers.entries()) {
1453
+ if (subscriberSet.size > 0) {
1454
+ subscribedSymbols.add(symbol);
1455
+ }
1456
+ }
1457
+ // Track if any subscribed symbol was updated
1458
+ let hasUpdates = false;
1459
+ // Only process symbols that are actually subscribed to
1460
+ for (const symbol in data.mids) {
1461
+ // Skip if nobody is subscribed to this symbol
1462
+ if (!subscribedSymbols.has(symbol)) {
1463
+ continue;
1464
+ }
1465
+ const priceValue = data.mids[symbol].toString();
1466
+ const cachedPrice = this.cachedPriceData.get(symbol);
1467
+ // Skip if price hasn't changed
1468
+ if (cachedPrice?.price === priceValue) {
1469
+ continue;
1470
+ }
1471
+ // Price changed or new symbol - update cache
1472
+ const priceUpdate = this.createPriceUpdate(symbol, priceValue);
1473
+ this.cachedPriceData.set(symbol, priceUpdate);
1474
+ hasUpdates = true;
1475
+ }
1476
+ // Only notify subscribers if we actually have updates
1477
+ // This prevents unnecessary React re-renders when prices haven't changed
1478
+ if (hasUpdates) {
1479
+ this.notifyAllPriceSubscribers();
1480
+ }
1481
+ })
1482
+ .then((sub) => {
1483
+ this.globalAllMidsSubscription = sub;
1484
+ this.deps.debugLogger.log('HyperLiquid: Global allMids subscription established');
1485
+ // Notify existing subscribers with any cached data now that subscription is established
1486
+ if (this.cachedPriceData && this.cachedPriceData.size > 0) {
1487
+ this.notifyAllPriceSubscribers();
1488
+ }
1489
+ })
1490
+ .catch((subError) => {
1491
+ // Clear the promise on error so it can be retried
1492
+ this.globalAllMidsPromise = undefined;
1493
+ this.deps.logger.error(ensureError(subError), this.getErrorContext('ensureGlobalAllMidsSubscription'));
1494
+ });
1495
+ }
1496
+ /**
1497
+ * Ensure activeAssetCtx subscription for specific symbol (with reference counting)
1498
+ *
1499
+ * @param symbol - Asset symbol
1500
+ */
1501
+ ensureActiveAssetSubscription(symbol) {
1502
+ // Increment subscriber count
1503
+ const currentCount = this.symbolSubscriberCounts.get(symbol) || 0;
1504
+ this.symbolSubscriberCounts.set(symbol, currentCount + 1);
1505
+ // If subscription already exists, just return
1506
+ if (this.globalActiveAssetSubscriptions.has(symbol)) {
1507
+ return;
1508
+ }
1509
+ const subscriptionClient = this.clientService.getSubscriptionClient();
1510
+ if (!subscriptionClient) {
1511
+ return;
1512
+ }
1513
+ // Track metrics for this subscription
1514
+ const subscriptionMetrics = {
1515
+ messagesReceived: 0,
1516
+ startTime: Date.now(),
1517
+ };
1518
+ subscriptionClient
1519
+ .activeAssetCtx({ coin: symbol }, (data) => {
1520
+ subscriptionMetrics.messagesReceived++;
1521
+ if (data.coin === symbol && data.ctx) {
1522
+ // Type guard using SDK types: check if this is perps (has funding) or spot (no funding)
1523
+ const isPerpsContext = (event) => 'funding' in event.ctx &&
1524
+ 'openInterest' in event.ctx &&
1525
+ 'oraclePx' in event.ctx;
1526
+ const { ctx } = data;
1527
+ // Cache market data for consolidation with price updates
1528
+ const ctxPrice = ctx.midPx || ctx.markPx;
1529
+ const openInterestUSD = isPerpsContext(data) && ctxPrice
1530
+ ? calculateOpenInterestUSD(data.ctx.openInterest, ctxPrice)
1531
+ : NaN;
1532
+ const marketDataEntry = {
1533
+ prevDayPx: ctx.prevDayPx
1534
+ ? parseFloat(ctx.prevDayPx.toString())
1535
+ : undefined,
1536
+ // Cache funding rate from activeAssetCtx for real-time updates
1537
+ // SDK defines funding as string (not nullable) in ActiveAssetCtxEvent
1538
+ funding: isPerpsContext(data)
1539
+ ? parseFloat(data.ctx.funding.toString())
1540
+ : undefined,
1541
+ openInterest: !isNaN(openInterestUSD)
1542
+ ? openInterestUSD
1543
+ : undefined,
1544
+ volume24h: ctx.dayNtlVlm
1545
+ ? parseFloat(ctx.dayNtlVlm.toString())
1546
+ : undefined,
1547
+ oraclePrice: isPerpsContext(data)
1548
+ ? parseFloat(data.ctx.oraclePx.toString())
1549
+ : undefined,
1550
+ lastUpdated: Date.now(),
1551
+ };
1552
+ this.marketDataCache.set(symbol, marketDataEntry);
1553
+ // Update cached price data with new 24h change if we have current price
1554
+ const currentCachedPrice = this.cachedPriceData?.get(symbol);
1555
+ if (currentCachedPrice) {
1556
+ const updatedPrice = this.createPriceUpdate(symbol, currentCachedPrice.price);
1557
+ this.cachedPriceData ?? (this.cachedPriceData = new Map());
1558
+ this.cachedPriceData.set(symbol, updatedPrice);
1559
+ this.notifyAllPriceSubscribers();
1560
+ }
1561
+ }
1562
+ })
1563
+ .then((sub) => {
1564
+ this.globalActiveAssetSubscriptions.set(symbol, sub);
1565
+ this.deps.debugLogger.log(`HyperLiquid: Market data subscription established for ${symbol}`);
1566
+ })
1567
+ .catch((subError) => {
1568
+ this.deps.logger.error(ensureError(subError), this.getErrorContext('ensureActiveAssetSubscription', { symbol }));
1569
+ });
1570
+ }
1571
+ /**
1572
+ * Cleanup activeAssetCtx subscription when no longer needed
1573
+ *
1574
+ * @param symbol - Asset symbol
1575
+ */
1576
+ cleanupActiveAssetSubscription(symbol) {
1577
+ const currentCount = this.symbolSubscriberCounts.get(symbol) || 0;
1578
+ if (currentCount <= 1) {
1579
+ // Last subscriber, cleanup subscription
1580
+ const subscription = this.globalActiveAssetSubscriptions.get(symbol);
1581
+ if (subscription && typeof subscription.unsubscribe === 'function') {
1582
+ const unsubscribeResult = Promise.resolve(subscription.unsubscribe());
1583
+ unsubscribeResult.catch(() => {
1584
+ // Ignore errors during cleanup
1585
+ });
1586
+ this.globalActiveAssetSubscriptions.delete(symbol);
1587
+ this.symbolSubscriberCounts.delete(symbol);
1588
+ }
1589
+ else if (subscription) {
1590
+ // Subscription exists but unsubscribe is not a function or doesn't return a Promise
1591
+ // Just clean up the reference
1592
+ this.globalActiveAssetSubscriptions.delete(symbol);
1593
+ this.symbolSubscriberCounts.delete(symbol);
1594
+ }
1595
+ }
1596
+ else {
1597
+ // Still has subscribers, just decrement count
1598
+ this.symbolSubscriberCounts.set(symbol, currentCount - 1);
1599
+ }
1600
+ }
1601
+ /**
1602
+ * Ensure assetCtxs subscription for specific DEX (HIP-3 support)
1603
+ * Uses WebSocket instead of REST polling for market data
1604
+ * Implements reference counting to track active subscribers per DEX
1605
+ *
1606
+ * @param dex - DEX identifier ('' for main)
1607
+ */
1608
+ async ensureAssetCtxsSubscription(dex) {
1609
+ const dexKey = dex || '';
1610
+ // Increment subscriber count for this DEX
1611
+ const currentCount = this.dexSubscriberCounts.get(dexKey) || 0;
1612
+ this.dexSubscriberCounts.set(dexKey, currentCount + 1);
1613
+ // Return if subscription already exists
1614
+ if (this.assetCtxsSubscriptions.has(dexKey)) {
1615
+ return;
1616
+ }
1617
+ // Return existing promise if subscription is being established
1618
+ if (this.assetCtxsSubscriptionPromises.has(dexKey)) {
1619
+ return this.assetCtxsSubscriptionPromises.get(dexKey);
1620
+ }
1621
+ // Create new subscription promise
1622
+ const promise = this.createAssetCtxsSubscription(dex);
1623
+ this.assetCtxsSubscriptionPromises.set(dexKey, promise);
1624
+ try {
1625
+ await promise;
1626
+ }
1627
+ catch {
1628
+ // Clear promise on error so it can be retried
1629
+ this.assetCtxsSubscriptionPromises.delete(dexKey);
1630
+ throw new Error(`Failed to create assetCtxs subscription for DEX: ${dex}`);
1631
+ }
1632
+ }
1633
+ /**
1634
+ * Create assetCtxs subscription for specific DEX
1635
+ * Provides real-time market data for all assets on the DEX
1636
+ *
1637
+ * Performance: Uses cached meta from dexMetaCache (populated by metaAndAssetCtxs)
1638
+ * to avoid redundant meta() API calls during subscription setup
1639
+ *
1640
+ * @param dex - DEX identifier ('' for main)
1641
+ */
1642
+ async createAssetCtxsSubscription(dex) {
1643
+ await this.clientService.ensureSubscriptionClient(this.walletService.createWalletAdapter());
1644
+ const subscriptionClient = this.clientService.getSubscriptionClient();
1645
+ if (!subscriptionClient) {
1646
+ throw new Error('Subscription client not initialized');
1647
+ }
1648
+ const dexKey = dex || '';
1649
+ const dexIdentifier = dex ?? 'main DEX';
1650
+ // Check cache first - populated by metaAndAssetCtxs in ensureAssetCtxsSubscription
1651
+ let perpsMeta = this.dexMetaCache.get(dexKey);
1652
+ if (!perpsMeta) {
1653
+ // Fallback: fetch meta if not in cache (shouldn't happen in normal flow)
1654
+ this.deps.debugLogger.log(`Meta cache miss for ${dexIdentifier}, fetching from API`);
1655
+ const infoClient = this.clientService.getInfoClient();
1656
+ const fetchedMeta = await infoClient.meta({ dex: dex || undefined });
1657
+ if (fetchedMeta?.universe) {
1658
+ perpsMeta = fetchedMeta;
1659
+ this.dexMetaCache.set(dexKey, fetchedMeta);
1660
+ }
1661
+ }
1662
+ if (!perpsMeta?.universe) {
1663
+ const errorMessage = `No universe data available for ${dexIdentifier}`;
1664
+ throw new Error(errorMessage);
1665
+ }
1666
+ this.deps.debugLogger.log(`Using ${this.dexMetaCache.has(dexKey) ? 'cached' : 'fetched'} meta for ${dexIdentifier}`, {
1667
+ dex,
1668
+ universeCount: perpsMeta.universe.length,
1669
+ firstAssetSample: perpsMeta.universe[0]?.name,
1670
+ });
1671
+ // Capture perpsMeta in closure for callback
1672
+ const metaForCallback = perpsMeta;
1673
+ return new Promise((resolve, reject) => {
1674
+ const subscriptionParams = dex ? { dex } : {};
1675
+ subscriptionClient
1676
+ .assetCtxs(subscriptionParams, (data) => {
1677
+ // Cache asset contexts for this DEX
1678
+ this.dexAssetCtxsCache.set(dexKey, data.ctxs);
1679
+ // Use cached meta to map ctxs array indices to symbols (no REST API call!)
1680
+ metaForCallback.universe.forEach((asset, index) => {
1681
+ const ctx = data.ctxs[index];
1682
+ if (ctx && 'funding' in ctx) {
1683
+ // This is a perps context
1684
+ const ctxPrice = ctx.midPx || ctx.markPx;
1685
+ const openInterestUSD = calculateOpenInterestUSD(ctx.openInterest, ctxPrice);
1686
+ const marketDataEntry = {
1687
+ prevDayPx: ctx.prevDayPx
1688
+ ? parseFloat(ctx.prevDayPx.toString())
1689
+ : undefined,
1690
+ funding: parseFloat(ctx.funding.toString()),
1691
+ openInterest: !isNaN(openInterestUSD)
1692
+ ? openInterestUSD
1693
+ : undefined,
1694
+ volume24h: ctx.dayNtlVlm
1695
+ ? parseFloat(ctx.dayNtlVlm.toString())
1696
+ : undefined,
1697
+ oraclePrice: parseFloat(ctx.oraclePx.toString()),
1698
+ lastUpdated: Date.now(),
1699
+ };
1700
+ this.marketDataCache.set(asset.name, marketDataEntry);
1701
+ // HIP-3: Extract price from assetCtx and update cached prices
1702
+ const priceValue = ctx.midPx?.toString() || ctx.markPx?.toString();
1703
+ if (priceValue) {
1704
+ // For HIP-3 DEXs, meta() returns asset.name already containing the DEX prefix
1705
+ // (e.g., "xyz:XYZ100"), so use it directly
1706
+ const assetSymbol = asset.name;
1707
+ const priceUpdate = this.createPriceUpdate(assetSymbol, priceValue);
1708
+ this.cachedPriceData ?? (this.cachedPriceData = new Map());
1709
+ this.cachedPriceData.set(assetSymbol, priceUpdate);
1710
+ }
1711
+ }
1712
+ });
1713
+ // Notify price subscribers with updated market data
1714
+ this.notifyAllPriceSubscribers();
1715
+ })
1716
+ .then((sub) => {
1717
+ this.assetCtxsSubscriptions.set(dexKey, sub);
1718
+ this.deps.debugLogger.log(`assetCtxs subscription established for ${dex ? `DEX: ${dex}` : 'main DEX'}`);
1719
+ resolve();
1720
+ })
1721
+ .catch((subError) => {
1722
+ this.deps.logger.error(ensureError(subError), this.getErrorContext('createAssetCtxsSubscription', { dex }));
1723
+ reject(ensureError(subError));
1724
+ });
1725
+ });
1726
+ }
1727
+ /**
1728
+ * Cleanup assetCtxs subscription for specific DEX with reference counting
1729
+ * Only unsubscribes when the last subscriber for this DEX is removed
1730
+ *
1731
+ * @param dex - DEX identifier ('' for main)
1732
+ */
1733
+ cleanupAssetCtxsSubscription(dex) {
1734
+ const dexKey = dex || '';
1735
+ // Decrement subscriber count for this DEX
1736
+ const currentCount = this.dexSubscriberCounts.get(dexKey) || 0;
1737
+ if (currentCount <= 1) {
1738
+ // Last subscriber - cleanup the subscription
1739
+ const subscription = this.assetCtxsSubscriptions.get(dexKey);
1740
+ if (subscription) {
1741
+ subscription.unsubscribe().catch((unsubError) => {
1742
+ this.deps.logger.error(ensureError(unsubError), this.getErrorContext('cleanupAssetCtxsSubscription', { dex }));
1743
+ });
1744
+ this.assetCtxsSubscriptions.delete(dexKey);
1745
+ this.dexAssetCtxsCache.delete(dexKey);
1746
+ this.assetCtxsSubscriptionPromises.delete(dexKey);
1747
+ this.dexSubscriberCounts.delete(dexKey);
1748
+ this.deps.debugLogger.log(`Cleaned up assetCtxs subscription for ${dex ? `DEX: ${dex}` : 'main DEX'}`);
1749
+ }
1750
+ }
1751
+ else {
1752
+ // Still has subscribers - just decrement count
1753
+ this.dexSubscriberCounts.set(dexKey, currentCount - 1);
1754
+ }
1755
+ }
1756
+ /**
1757
+ * Ensure BBO subscription for specific symbol (singleton)
1758
+ *
1759
+ * BBO provides best bid/ask without being affected by L2Book aggregation parameters,
1760
+ * keeping spread consistent across order book grouping selections (matches Hyperliquid UI).
1761
+ *
1762
+ * @param symbol - Asset symbol
1763
+ */
1764
+ ensureBboSubscription(symbol) {
1765
+ if (this.globalBboSubscriptions.has(symbol)) {
1766
+ return;
1767
+ }
1768
+ const subscriptionClient = this.clientService.getSubscriptionClient();
1769
+ if (!subscriptionClient) {
1770
+ return;
1771
+ }
1772
+ subscriptionClient
1773
+ .bbo({ coin: symbol }, (data) => {
1774
+ processBboData({
1775
+ symbol,
1776
+ data,
1777
+ orderBookCache: this.orderBookCache,
1778
+ cachedPriceData: this.cachedPriceData,
1779
+ createPriceUpdate: this.createPriceUpdate.bind(this),
1780
+ notifySubscribers: this.notifyAllPriceSubscribers.bind(this),
1781
+ });
1782
+ })
1783
+ .then((sub) => {
1784
+ this.globalBboSubscriptions.set(symbol, sub);
1785
+ this.deps.debugLogger.log(`HyperLiquid: BBO subscription established for ${symbol}`);
1786
+ })
1787
+ .catch((subError) => {
1788
+ this.deps.logger.error(ensureError(subError), this.getErrorContext('ensureBboSubscription', { symbol }));
1789
+ });
1790
+ }
1791
+ /**
1792
+ * Cleanup BBO subscription when no longer needed
1793
+ *
1794
+ * @param symbol - Asset symbol
1795
+ */
1796
+ cleanupBboSubscription(symbol) {
1797
+ // If anyone still wants order book (top-of-book) data for this symbol, keep the subscription alive.
1798
+ if ((this.orderBookSubscribers.get(symbol)?.size ?? 0) > 0) {
1799
+ return;
1800
+ }
1801
+ const subscription = this.globalBboSubscriptions.get(symbol);
1802
+ if (subscription && typeof subscription.unsubscribe === 'function') {
1803
+ const unsubscribeResult = Promise.resolve(subscription.unsubscribe());
1804
+ unsubscribeResult.catch(() => {
1805
+ // Ignore errors during cleanup
1806
+ });
1807
+ this.globalBboSubscriptions.delete(symbol);
1808
+ this.orderBookCache.delete(symbol);
1809
+ }
1810
+ else if (subscription) {
1811
+ // Subscription exists but unsubscribe is not a function or doesn't return a Promise
1812
+ // Just clean up the reference
1813
+ this.globalBboSubscriptions.delete(symbol);
1814
+ this.orderBookCache.delete(symbol);
1815
+ }
1816
+ }
1817
+ /**
1818
+ * Subscribe to full order book updates with multiple depth levels
1819
+ * Creates a dedicated L2Book subscription for the requested symbol
1820
+ * and processes data into OrderBookData format for UI consumption
1821
+ *
1822
+ * @param params - Subscription parameters
1823
+ * @returns Cleanup function to unsubscribe
1824
+ */
1825
+ subscribeToOrderBook(params) {
1826
+ const { symbol, levels = 10, nSigFigs = 5, mantissa, callback, onError, } = params;
1827
+ this.clientService.ensureSubscriptionClient(this.walletService.createWalletAdapter());
1828
+ const subscriptionClient = this.clientService.getSubscriptionClient();
1829
+ if (!subscriptionClient) {
1830
+ const subError = new Error('Subscription client not available');
1831
+ onError?.(subError);
1832
+ this.deps.debugLogger.log('subscribeToOrderBook: Subscription client not available');
1833
+ return () => {
1834
+ // No-op cleanup
1835
+ };
1836
+ }
1837
+ let subscription;
1838
+ let cancelled = false;
1839
+ subscriptionClient
1840
+ .l2Book({ coin: symbol, nSigFigs, mantissa }, (data) => {
1841
+ if (cancelled || data?.coin !== symbol || !data?.levels) {
1842
+ return;
1843
+ }
1844
+ const orderBookData = this.processOrderBookData(data, levels);
1845
+ callback(orderBookData);
1846
+ })
1847
+ .then((sub) => {
1848
+ if (cancelled) {
1849
+ sub.unsubscribe().catch((unsubError) => {
1850
+ this.deps.logger.error(ensureError(unsubError), this.getErrorContext('subscribeToOrderBook.cleanup', { symbol }));
1851
+ });
1852
+ }
1853
+ else {
1854
+ subscription = sub;
1855
+ this.deps.debugLogger.log(`HyperLiquid: Order book subscription established for ${symbol}`);
1856
+ }
1857
+ })
1858
+ .catch((subError) => {
1859
+ this.deps.logger.error(ensureError(subError), this.getErrorContext('subscribeToOrderBook', { symbol }));
1860
+ onError?.(ensureError(subError));
1861
+ });
1862
+ return () => {
1863
+ cancelled = true;
1864
+ if (subscription) {
1865
+ subscription.unsubscribe().catch((unsubError) => {
1866
+ this.deps.logger.error(ensureError(unsubError), this.getErrorContext('subscribeToOrderBook.unsubscribe', {
1867
+ symbol,
1868
+ }));
1869
+ });
1870
+ }
1871
+ };
1872
+ }
1873
+ /**
1874
+ * Process raw L2Book data into OrderBookData format
1875
+ * Calculates cumulative totals, notional values, and spread metrics
1876
+ *
1877
+ * @param data - Raw L2Book response from WebSocket
1878
+ * @param levels - Number of levels to return per side
1879
+ * @returns Processed OrderBookData
1880
+ */
1881
+ processOrderBookData(data, levels) {
1882
+ const bidsRaw = data?.levels?.[0] || [];
1883
+ const asksRaw = data?.levels?.[1] || [];
1884
+ // Process bids (buy orders) - highest price first
1885
+ let bidCumulativeSize = 0;
1886
+ let bidCumulativeNotional = 0;
1887
+ const bids = bidsRaw.slice(0, levels).map((level) => {
1888
+ const price = parseFloat(level.px);
1889
+ const size = parseFloat(level.sz);
1890
+ const notional = price * size;
1891
+ bidCumulativeSize += size;
1892
+ bidCumulativeNotional += notional;
1893
+ return {
1894
+ price: level.px,
1895
+ size: level.sz,
1896
+ total: bidCumulativeSize.toString(),
1897
+ notional: notional.toFixed(2),
1898
+ totalNotional: bidCumulativeNotional.toFixed(2),
1899
+ };
1900
+ });
1901
+ // Process asks (sell orders) - lowest price first
1902
+ let askCumulativeSize = 0;
1903
+ let askCumulativeNotional = 0;
1904
+ const asks = asksRaw.slice(0, levels).map((level) => {
1905
+ const price = parseFloat(level.px);
1906
+ const size = parseFloat(level.sz);
1907
+ const notional = price * size;
1908
+ askCumulativeSize += size;
1909
+ askCumulativeNotional += notional;
1910
+ return {
1911
+ price: level.px,
1912
+ size: level.sz,
1913
+ total: askCumulativeSize.toString(),
1914
+ notional: notional.toFixed(2),
1915
+ totalNotional: askCumulativeNotional.toFixed(2),
1916
+ };
1917
+ });
1918
+ // Calculate spread and mid price
1919
+ const bestBid = bids[0];
1920
+ const bestAsk = asks[0];
1921
+ const bidPrice = bestBid ? parseFloat(bestBid.price) : 0;
1922
+ const askPrice = bestAsk ? parseFloat(bestAsk.price) : 0;
1923
+ const spread = askPrice > 0 && bidPrice > 0 ? askPrice - bidPrice : 0;
1924
+ const midPrice = askPrice > 0 && bidPrice > 0 ? (askPrice + bidPrice) / 2 : 0;
1925
+ const spreadPercentage = midPrice > 0 ? ((spread / midPrice) * 100).toFixed(4) : '0';
1926
+ // Calculate max total for depth chart scaling
1927
+ const maxTotal = Math.max(bidCumulativeSize, askCumulativeSize).toString();
1928
+ return {
1929
+ bids,
1930
+ asks,
1931
+ spread: spread.toFixed(5),
1932
+ spreadPercentage,
1933
+ midPrice: midPrice.toFixed(5),
1934
+ lastUpdated: Date.now(),
1935
+ maxTotal,
1936
+ };
1937
+ }
1938
+ /**
1939
+ * Notify all price subscribers with their requested symbols from cache
1940
+ * Optimized to batch updates per subscriber
1941
+ */
1942
+ notifyAllPriceSubscribers() {
1943
+ // If no price data exists yet, don't notify
1944
+ if (!this.cachedPriceData) {
1945
+ return;
1946
+ }
1947
+ const priceData = this.cachedPriceData;
1948
+ // Group updates by subscriber to batch notifications
1949
+ const subscriberUpdates = new Map();
1950
+ this.priceSubscribers.forEach((subscriberSet, symbol) => {
1951
+ const priceUpdate = priceData.get(symbol);
1952
+ if (priceUpdate) {
1953
+ subscriberSet.forEach((priceCallback) => {
1954
+ if (!subscriberUpdates.has(priceCallback)) {
1955
+ subscriberUpdates.set(priceCallback, []);
1956
+ }
1957
+ const updates = subscriberUpdates.get(priceCallback);
1958
+ if (updates) {
1959
+ updates.push(priceUpdate);
1960
+ }
1961
+ });
1962
+ }
1963
+ });
1964
+ // Send batched updates to each subscriber
1965
+ subscriberUpdates.forEach((updates, priceCallback) => {
1966
+ if (updates.length > 0) {
1967
+ priceCallback(updates);
1968
+ }
1969
+ });
1970
+ }
1971
+ /**
1972
+ * Restore all active subscriptions after WebSocket reconnection
1973
+ * Re-establishes WebSocket subscriptions for all active subscribers
1974
+ *
1975
+ * IMPORTANT: This method verifies transport readiness before attempting
1976
+ * any subscriptions to prevent "subscribe error: undefined" errors.
1977
+ */
1978
+ async restoreSubscriptions() {
1979
+ // CRITICAL: Verify transport is ready before attempting any subscriptions
1980
+ // This prevents race conditions where subscriptions are attempted while
1981
+ // the WebSocket is still in CONNECTING state
1982
+ try {
1983
+ await this.clientService.ensureTransportReady(5000);
1984
+ }
1985
+ catch (transportError) {
1986
+ this.deps.debugLogger.log('Transport not ready during subscription restore, will retry on next reconnect', {
1987
+ error: transportError instanceof Error
1988
+ ? transportError.message
1989
+ : String(transportError),
1990
+ });
1991
+ return;
1992
+ }
1993
+ // Re-establish global allMids subscription if there are price subscribers
1994
+ if (this.priceSubscribers.size > 0) {
1995
+ // Clear existing subscription reference (it's dead after reconnection)
1996
+ this.globalAllMidsSubscription = undefined;
1997
+ this.globalAllMidsPromise = undefined;
1998
+ // Re-establish the subscription
1999
+ this.ensureGlobalAllMidsSubscription();
2000
+ }
2001
+ // Re-establish order fill subscriptions if there are fill subscribers
2002
+ if (this.orderFillSubscribers.size > 0) {
2003
+ // Clear existing subscription references (they're dead after reconnection)
2004
+ this.orderFillSubscriptions.clear();
2005
+ // Re-establish subscriptions for all accountIds with subscribers
2006
+ // Note: normalizedAccountId is 'default' for undefined, need to convert back
2007
+ const normalizedAccountIds = Array.from(this.orderFillSubscribers.keys());
2008
+ await Promise.all(normalizedAccountIds.map((normalizedAccountId) => {
2009
+ // Convert normalized key back to original accountId (undefined if 'default')
2010
+ const originalAccountId = normalizedAccountId === 'default'
2011
+ ? undefined
2012
+ : normalizedAccountId;
2013
+ return this.ensureOrderFillISubscription(originalAccountId).catch(() => {
2014
+ // Ignore errors during order fill subscription restoration
2015
+ });
2016
+ }));
2017
+ }
2018
+ // Re-establish user data subscriptions if there are user data subscribers
2019
+ if (this.positionSubscribers.size > 0 ||
2020
+ this.orderSubscribers.size > 0 ||
2021
+ this.accountSubscribers.size > 0 ||
2022
+ this.oiCapSubscribers.size > 0) {
2023
+ // Clear existing subscription references (they're dead after reconnection)
2024
+ this.webData3Subscriptions.clear();
2025
+ this.webData3SubscriptionPromise = undefined;
2026
+ // Clear individual subscriptions (clearinghouseState + openOrders) for HIP-3 mode
2027
+ this.clearinghouseStateSubscriptions.clear();
2028
+ this.openOrdersSubscriptions.clear();
2029
+ // Re-establish the subscription (will use current account)
2030
+ // This will set up webData2 for non-HIP-3, or individual subscriptions + webData3 (OI caps only) for HIP-3
2031
+ await this.ensureSharedWebData3Subscription();
2032
+ }
2033
+ // Re-establish activeAsset subscriptions if there are market data subscribers
2034
+ if (this.marketDataSubscribers.size > 0) {
2035
+ // Clear existing subscriptions (they're dead after reconnection)
2036
+ this.globalActiveAssetSubscriptions.clear();
2037
+ // Clear reference counts to prevent double-counting after reconnection
2038
+ this.symbolSubscriberCounts.clear();
2039
+ // Re-establish subscriptions for all symbols with market data subscribers
2040
+ const symbolsNeedingMarketData = Array.from(this.marketDataSubscribers.keys());
2041
+ symbolsNeedingMarketData.forEach((symbol) => {
2042
+ this.ensureActiveAssetSubscription(symbol);
2043
+ });
2044
+ }
2045
+ // Re-establish BBO subscriptions if there are order book subscribers
2046
+ if (this.orderBookSubscribers.size > 0) {
2047
+ // Clear existing subscriptions (they're dead after reconnection)
2048
+ this.globalBboSubscriptions.clear();
2049
+ // Re-establish subscriptions for all symbols with order book subscribers
2050
+ const symbolsNeedingOrderBook = Array.from(this.orderBookSubscribers.keys());
2051
+ symbolsNeedingOrderBook.forEach((symbol) => {
2052
+ this.ensureBboSubscription(symbol);
2053
+ });
2054
+ }
2055
+ // Re-establish assetCtxs subscriptions if there are market data subscribers
2056
+ if (this.marketDataSubscribers.size > 0) {
2057
+ // Clear existing subscriptions (they're dead after reconnection)
2058
+ this.assetCtxsSubscriptions.clear();
2059
+ this.assetCtxsSubscriptionPromises.clear();
2060
+ // Clear reference counts to prevent double-counting after reconnection
2061
+ this.dexSubscriberCounts.clear();
2062
+ // Re-establish subscriptions for all DEXs with market data subscribers
2063
+ const dexsNeeded = new Set();
2064
+ this.marketDataSubscribers.forEach((_subscribers, symbol) => {
2065
+ const { dex } = parseAssetName(symbol);
2066
+ if (dex) {
2067
+ dexsNeeded.add(dex);
2068
+ }
2069
+ });
2070
+ // Add main DEX if any main DEX symbols have subscribers
2071
+ const hasMainDexSubscribers = Array.from(this.marketDataSubscribers.keys()).some((symbol) => {
2072
+ const { dex } = parseAssetName(symbol);
2073
+ return !dex;
2074
+ });
2075
+ if (hasMainDexSubscribers) {
2076
+ dexsNeeded.add('');
2077
+ }
2078
+ // Re-establish subscriptions
2079
+ await Promise.all(Array.from(dexsNeeded).map((dex) => this.ensureAssetCtxsSubscription(dex).catch(() => {
2080
+ // Ignore errors during assetCtxs subscription restoration
2081
+ })));
2082
+ }
2083
+ }
2084
+ /**
2085
+ * Clear all subscriptions and cached data (multi-DEX support)
2086
+ */
2087
+ clearAll() {
2088
+ // Clear all local subscriber collections
2089
+ this.priceSubscribers.clear();
2090
+ this.positionSubscribers.clear();
2091
+ this.orderFillSubscribers.clear();
2092
+ this.orderSubscribers.clear();
2093
+ this.accountSubscribers.clear();
2094
+ this.marketDataSubscribers.clear();
2095
+ this.orderBookSubscribers.clear();
2096
+ // Clear order fill subscriptions
2097
+ this.orderFillSubscriptions.forEach((subscription) => {
2098
+ subscription.unsubscribe().catch(() => {
2099
+ // Ignore errors during cleanup
2100
+ });
2101
+ });
2102
+ this.orderFillSubscriptions.clear();
2103
+ // Clear cached data
2104
+ this.cachedPriceData = null;
2105
+ this.cachedPositions = null;
2106
+ this.cachedOrders = null;
2107
+ this.cachedAccount = null;
2108
+ this.ordersCacheInitialized = false; // Reset cache initialization flag
2109
+ this.positionsCacheInitialized = false; // Reset cache initialization flag
2110
+ this.marketDataCache.clear();
2111
+ this.orderBookCache.clear();
2112
+ this.symbolSubscriberCounts.clear();
2113
+ this.dexSubscriberCounts.clear();
2114
+ // Clear hash caches
2115
+ this.cachedPositionsHash = '';
2116
+ this.cachedOrdersHash = '';
2117
+ this.cachedAccountHash = '';
2118
+ // Clear multi-DEX caches
2119
+ this.deps.debugLogger.log('HyperLiquidSubscriptionService: Clearing per-DEX caches', {
2120
+ dexPositionsCacheSize: this.dexPositionsCache.size,
2121
+ dexOrdersCacheSize: this.dexOrdersCache.size,
2122
+ dexAccountCacheSize: this.dexAccountCache.size,
2123
+ dexAssetCtxsCacheSize: this.dexAssetCtxsCache.size,
2124
+ dexPositionsCacheKeys: Array.from(this.dexPositionsCache.keys()),
2125
+ dexAssetCtxsCacheKeys: Array.from(this.dexAssetCtxsCache.keys()),
2126
+ });
2127
+ this.dexPositionsCache.clear();
2128
+ this.dexOrdersCache.clear();
2129
+ this.dexAccountCache.clear();
2130
+ this.dexAssetCtxsCache.clear();
2131
+ // Clear subscription references (actual cleanup handled by client service)
2132
+ this.globalAllMidsSubscription = undefined;
2133
+ this.globalActiveAssetSubscriptions.clear();
2134
+ this.globalBboSubscriptions.clear();
2135
+ this.webData3Subscriptions.clear();
2136
+ this.webData3SubscriptionPromise = undefined;
2137
+ // HIP-3: Clear assetCtxs subscriptions (clearinghouseState no longer needed with webData3)
2138
+ this.assetCtxsSubscriptions.clear();
2139
+ this.assetCtxsSubscriptionPromises.clear();
2140
+ // Cleanup individual subscriptions (clearinghouseState + openOrders)
2141
+ if (this.clearinghouseStateSubscriptions.size > 0) {
2142
+ this.clearinghouseStateSubscriptions.forEach((subscription, dexNameKey) => {
2143
+ subscription.unsubscribe().catch((unsubError) => {
2144
+ this.deps.logger.error(ensureError(unsubError), this.getErrorContext('clearAll.clearinghouseState', {
2145
+ dex: dexNameKey,
2146
+ }));
2147
+ });
2148
+ });
2149
+ this.clearinghouseStateSubscriptions.clear();
2150
+ }
2151
+ if (this.openOrdersSubscriptions.size > 0) {
2152
+ this.openOrdersSubscriptions.forEach((subscription, dexNameKey) => {
2153
+ subscription.unsubscribe().catch((unsubError) => {
2154
+ this.deps.logger.error(ensureError(unsubError), this.getErrorContext('clearAll.openOrders', {
2155
+ dex: dexNameKey,
2156
+ }));
2157
+ });
2158
+ });
2159
+ this.openOrdersSubscriptions.clear();
2160
+ }
2161
+ this.deps.debugLogger.log('HyperLiquid: Subscription service cleared (multi-DEX with individual subscriptions)', {
2162
+ timestamp: new Date().toISOString(),
2163
+ });
2164
+ }
2165
+ }
2166
+ //# sourceMappingURL=HyperLiquidSubscriptionService.mjs.map