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

package/dist/utils/orderUtils.cjs

@@ -0,0 +1,159 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.determineMakerStatus = exports.getOrderLabelDirection = exports.formatOrderLabel = exports.willFlipPosition = exports.getOrderDirection = void 0;
+/**
+ * Capitalize the first letter of a string.
+ *
+ * @param str - String to capitalize.
+ * @returns Capitalized string.
+ */
+function capitalize(str) {
+    if (!str) {
+        return '';
+    }
+    return str.charAt(0).toUpperCase() + str.slice(1);
+}
+/**
+ * Get the order direction based on the side and position size
+ *
+ * @param side - The side of the order
+ * @param positionSize - The size of the position
+ * @returns The order direction ('long' or 'short') - raw string, translate in UI layer
+ */
+const getOrderDirection = (side, positionSize) => {
+    const hasPosition = Boolean(positionSize);
+    // No existing position → direction depends only on side
+    if (!hasPosition) {
+        return side === 'buy' ? 'long' : 'short';
+    }
+    // Existing position → infer direction based on position size
+    if (positionSize && parseFloat(positionSize) > 0) {
+        return 'long';
+    }
+    return 'short';
+};
+exports.getOrderDirection = getOrderDirection;
+const willFlipPosition = (currentPosition, orderParams) => {
+    const currentPositionSize = parseFloat(currentPosition.size);
+    const positionDirection = currentPositionSize > 0 ? 'long' : 'short';
+    const orderDirection = orderParams.isBuy ? 'long' : 'short';
+    const orderSize = parseFloat(orderParams.size);
+    if (orderParams.reduceOnly === true) {
+        return false;
+    }
+    if (orderParams.orderType !== 'market') {
+        return false;
+    }
+    if (positionDirection === orderDirection) {
+        return false;
+    }
+    if (orderSize > Math.abs(currentPositionSize)) {
+        return true;
+    }
+    return false;
+};
+exports.willFlipPosition = willFlipPosition;
+/**
+ * Format an order label following the pattern: [Type] [Close?] [Direction]
+ *
+ * Examples:
+ * - Market Long
+ * - Market Close Long
+ * - Limit Short
+ * - Limit Close Short
+ * - Stop Market Close Long
+ * - Take Profit Limit Close Short
+ *
+ * @param order - The order object
+ * @returns Formatted order label string
+ */
+const formatOrderLabel = (order) => {
+    const { side, detailedOrderType, orderType, reduceOnly, isTrigger } = order;
+    // Determine if this is a closing order
+    const isClosing = Boolean(reduceOnly ?? isTrigger);
+    // Determine direction based on whether it's closing or not
+    let direction;
+    if (isClosing) {
+        // For closing orders: sell closes long, buy closes short
+        direction = side === 'sell' ? 'long' : 'short';
+    }
+    else {
+        // For opening orders: buy is long, sell is short
+        direction = side === 'buy' ? 'long' : 'short';
+    }
+    // Get the order type string
+    // Use detailedOrderType if available (e.g., "Stop Market", "Take Profit Limit")
+    // Otherwise fall back to basic orderType
+    const typeString = detailedOrderType ?? (orderType === 'limit' ? 'Limit' : 'Market');
+    // Build the label: [Type] [Close?] [Direction]
+    if (isClosing) {
+        return capitalize(`${typeString} close ${direction}`);
+    }
+    return capitalize(`${typeString} ${direction}`);
+};
+exports.formatOrderLabel = formatOrderLabel;
+/**
+ * Get just the direction portion of an order label
+ * Used for compatibility with existing code that expects just "long" or "short"
+ *
+ * @param order - The order object
+ * @returns Direction string ("long" or "short" for opening, "Close Long" or "Close Short" for closing)
+ */
+const getOrderLabelDirection = (order) => {
+    const { side, reduceOnly, isTrigger } = order;
+    // Determine if this is a closing order
+    const isClosing = Boolean(reduceOnly ?? isTrigger);
+    if (isClosing) {
+        // For closing orders: sell closes long, buy closes short
+        return side === 'sell' ? 'Close Long' : 'Close Short';
+    }
+    // For opening orders: buy is long, sell is short
+    return side === 'buy' ? 'long' : 'short';
+};
+exports.getOrderLabelDirection = getOrderLabelDirection;
+/**
+ * Determines if a limit order will likely be a maker or taker.
+ *
+ * Logic:
+ * 1. Validates price data freshness and market state
+ * 2. Market orders are always taker
+ * 3. Limit orders that would execute immediately are taker
+ * 4. Limit orders that go into order book are maker
+ *
+ * @param params - Order parameters
+ * @param params.orderType - The order type (market or limit)
+ * @param params.limitPrice - The limit price for limit orders
+ * @param params.direction - The order direction (long or short)
+ * @param params.bestAsk - The best ask price from order book
+ * @param params.bestBid - The best bid price from order book
+ * @param params.symbol - The trading symbol for logging
+ * @param debugLogger - Optional debug logger for detailed logging
+ * @returns True if maker order, false if taker order
+ */
+function determineMakerStatus(params, debugLogger) {
+    const { orderType, limitPrice, direction, bestAsk, bestBid, symbol } = params;
+    // Market orders are always taker
+    if (orderType === 'market') {
+        return false;
+    }
+    // Default to taker when limit price is not specified
+    if (!limitPrice || limitPrice === '') {
+        return false;
+    }
+    const limitPriceNum = Number.parseFloat(limitPrice);
+    if (Number.isNaN(limitPriceNum) || limitPriceNum <= 0) {
+        return false;
+    }
+    if (bestBid !== undefined && bestAsk !== undefined) {
+        if (direction === 'long') {
+            return limitPriceNum < bestAsk;
+        }
+        // Short direction
+        return limitPriceNum > bestBid;
+    }
+    // Default to taker when no bid/ask data is available
+    debugLogger?.log('Fee Calculation: No bid/ask data available, using conservative taker fee', { symbol });
+    return false;
+}
+exports.determineMakerStatus = determineMakerStatus;
+//# sourceMappingURL=orderUtils.cjs.map

package/dist/utils/orderUtils.cjs.map

@@ -0,0 +1 @@
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'long' : 'short';\n  }\n\n  // Existing position → infer direction based on position size\n  if (positionSize && parseFloat(positionSize) > 0) {\n    return 'long';\n  }\n\n  return 'short';\n};\n\nexport const willFlipPosition = (\n  currentPosition: Position,\n  orderParams: OrderParams,\n): boolean => {\n  const currentPositionSize = parseFloat(currentPosition.size);\n  const positionDirection = currentPositionSize > 0 ? 'long' : 'short';\n  const orderDirection = orderParams.isBuy ? 'long' : 'short';\n  const orderSize = parseFloat(orderParams.size);\n\n  if (orderParams.reduceOnly === true) {\n    return false;\n  }\n\n  if (orderParams.orderType !== 'market') {\n    return false;\n  }\n\n  if (positionDirection === orderDirection) {\n    return false;\n  }\n\n  if (orderSize > Math.abs(currentPositionSize)) {\n    return true;\n  }\n\n  return false;\n};\n\n/**\n * Format an order label following the pattern: [Type] [Close?] [Direction]\n *\n * Examples:\n * - Market Long\n * - Market Close Long\n * - Limit Short\n * - Limit Close Short\n * - Stop Market Close Long\n * - Take Profit Limit Close Short\n *\n * @param order - The order object\n * @returns Formatted order label string\n */\nexport const formatOrderLabel = (order: Order): string => {\n  const { side, detailedOrderType, orderType, reduceOnly, isTrigger } = order;\n\n  // Determine if this is a closing order\n  const isClosing = Boolean(reduceOnly ?? isTrigger);\n\n  // Determine direction based on whether it's closing or not\n  let direction: string;\n  if (isClosing) {\n    // For closing orders: sell closes long, buy closes short\n    direction = side === 'sell' ? 'long' : 'short';\n  } else {\n    // For opening orders: buy is long, sell is short\n    direction = side === 'buy' ? 'long' : 'short';\n  }\n\n  // Get the order type string\n  // Use detailedOrderType if available (e.g., \"Stop Market\", \"Take Profit Limit\")\n  // Otherwise fall back to basic orderType\n  const typeString =\n    detailedOrderType ?? (orderType === 'limit' ? 'Limit' : 'Market');\n\n  // Build the label: [Type] [Close?] [Direction]\n  if (isClosing) {\n    return capitalize(`${typeString} close ${direction}`);\n  }\n\n  return capitalize(`${typeString} ${direction}`);\n};\n\n/**\n * Get just the direction portion of an order label\n * Used for compatibility with existing code that expects just \"long\" or \"short\"\n *\n * @param order - The order object\n * @returns Direction string (\"long\" or \"short\" for opening, \"Close Long\" or \"Close Short\" for closing)\n */\nexport const getOrderLabelDirection = (order: Order): string => {\n  const { side, reduceOnly, isTrigger } = order;\n\n  // Determine if this is a closing order\n  const isClosing = Boolean(reduceOnly ?? isTrigger);\n\n  if (isClosing) {\n    // For closing orders: sell closes long, buy closes short\n    return side === 'sell' ? 'Close Long' : 'Close Short';\n  }\n\n  // For opening orders: buy is long, sell is short\n  return side === 'buy' ? 'long' : 'short';\n};\n\n/**\n * Determines if a limit order will likely be a maker or taker.\n *\n * Logic:\n * 1. Validates price data freshness and market state\n * 2. Market orders are always taker\n * 3. Limit orders that would execute immediately are taker\n * 4. Limit orders that go into order book are maker\n *\n * @param params - Order parameters\n * @param params.orderType - The order type (market or limit)\n * @param params.limitPrice - The limit price for limit orders\n * @param params.direction - The order direction (long or short)\n * @param params.bestAsk - The best ask price from order book\n * @param params.bestBid - The best bid price from order book\n * @param params.symbol - The trading symbol for logging\n * @param debugLogger - Optional debug logger for detailed logging\n * @returns True if maker order, false if taker order\n */\nexport function determineMakerStatus(\n  params: {\n    orderType: 'market' | 'limit';\n    limitPrice?: string;\n    direction: 'long' | 'short';\n    bestAsk?: number;\n    bestBid?: number;\n    symbol?: string;\n  },\n  debugLogger?: OrderUtilsDebugLogger,\n): boolean {\n  const { orderType, limitPrice, direction, bestAsk, bestBid, symbol } = params;\n  // Market orders are always taker\n  if (orderType === 'market') {\n    return false;\n  }\n\n  // Default to taker when limit price is not specified\n  if (!limitPrice || limitPrice === '') {\n    return false;\n  }\n\n  const limitPriceNum = Number.parseFloat(limitPrice);\n\n  if (Number.isNaN(limitPriceNum) || limitPriceNum <= 0) {\n    return false;\n  }\n\n  if (bestBid !== undefined && bestAsk !== undefined) {\n    if (direction === 'long') {\n      return limitPriceNum < bestAsk;\n    }\n\n    // Short direction\n    return limitPriceNum > bestBid;\n  }\n\n  // Default to taker when no bid/ask data is available\n  debugLogger?.log(\n    'Fee Calculation: No bid/ask data available, using conservative taker fee',\n    { symbol },\n  );\n  return false;\n}\n"]}

package/dist/utils/orderUtils.d.cts

@@ -0,0 +1,66 @@
+import type { OrderParams, Order, PerpsDebugLogger, Position } from "../types/index.cjs";
+/**
+ * Optional debug logger for order utility functions.
+ * When provided, enables detailed logging for debugging.
+ */
+export type OrderUtilsDebugLogger = PerpsDebugLogger | undefined;
+/**
+ * Get the order direction based on the side and position size
+ *
+ * @param side - The side of the order
+ * @param positionSize - The size of the position
+ * @returns The order direction ('long' or 'short') - raw string, translate in UI layer
+ */
+export declare const getOrderDirection: (side: 'buy' | 'sell', positionSize: string | undefined) => 'long' | 'short';
+export declare const willFlipPosition: (currentPosition: Position, orderParams: OrderParams) => boolean;
+/**
+ * Format an order label following the pattern: [Type] [Close?] [Direction]
+ *
+ * Examples:
+ * - Market Long
+ * - Market Close Long
+ * - Limit Short
+ * - Limit Close Short
+ * - Stop Market Close Long
+ * - Take Profit Limit Close Short
+ *
+ * @param order - The order object
+ * @returns Formatted order label string
+ */
+export declare const formatOrderLabel: (order: Order) => string;
+/**
+ * Get just the direction portion of an order label
+ * Used for compatibility with existing code that expects just "long" or "short"
+ *
+ * @param order - The order object
+ * @returns Direction string ("long" or "short" for opening, "Close Long" or "Close Short" for closing)
+ */
+export declare const getOrderLabelDirection: (order: Order) => string;
+/**
+ * Determines if a limit order will likely be a maker or taker.
+ *
+ * Logic:
+ * 1. Validates price data freshness and market state
+ * 2. Market orders are always taker
+ * 3. Limit orders that would execute immediately are taker
+ * 4. Limit orders that go into order book are maker
+ *
+ * @param params - Order parameters
+ * @param params.orderType - The order type (market or limit)
+ * @param params.limitPrice - The limit price for limit orders
+ * @param params.direction - The order direction (long or short)
+ * @param params.bestAsk - The best ask price from order book
+ * @param params.bestBid - The best bid price from order book
+ * @param params.symbol - The trading symbol for logging
+ * @param debugLogger - Optional debug logger for detailed logging
+ * @returns True if maker order, false if taker order
+ */
+export declare function determineMakerStatus(params: {
+    orderType: 'market' | 'limit';
+    limitPrice?: string;
+    direction: 'long' | 'short';
+    bestAsk?: number;
+    bestBid?: number;
+    symbol?: string;
+}, debugLogger?: OrderUtilsDebugLogger): boolean;
+//# sourceMappingURL=orderUtils.d.cts.map

package/dist/utils/orderUtils.d.cts.map

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package/dist/utils/orderUtils.d.mts

@@ -0,0 +1,66 @@
+import type { OrderParams, Order, PerpsDebugLogger, Position } from "../types/index.mjs";
+/**
+ * Optional debug logger for order utility functions.
+ * When provided, enables detailed logging for debugging.
+ */
+export type OrderUtilsDebugLogger = PerpsDebugLogger | undefined;
+/**
+ * Get the order direction based on the side and position size
+ *
+ * @param side - The side of the order
+ * @param positionSize - The size of the position
+ * @returns The order direction ('long' or 'short') - raw string, translate in UI layer
+ */
+export declare const getOrderDirection: (side: 'buy' | 'sell', positionSize: string | undefined) => 'long' | 'short';
+export declare const willFlipPosition: (currentPosition: Position, orderParams: OrderParams) => boolean;
+/**
+ * Format an order label following the pattern: [Type] [Close?] [Direction]
+ *
+ * Examples:
+ * - Market Long
+ * - Market Close Long
+ * - Limit Short
+ * - Limit Close Short
+ * - Stop Market Close Long
+ * - Take Profit Limit Close Short
+ *
+ * @param order - The order object
+ * @returns Formatted order label string
+ */
+export declare const formatOrderLabel: (order: Order) => string;
+/**
+ * Get just the direction portion of an order label
+ * Used for compatibility with existing code that expects just "long" or "short"
+ *
+ * @param order - The order object
+ * @returns Direction string ("long" or "short" for opening, "Close Long" or "Close Short" for closing)
+ */
+export declare const getOrderLabelDirection: (order: Order) => string;
+/**
+ * Determines if a limit order will likely be a maker or taker.
+ *
+ * Logic:
+ * 1. Validates price data freshness and market state
+ * 2. Market orders are always taker
+ * 3. Limit orders that would execute immediately are taker
+ * 4. Limit orders that go into order book are maker
+ *
+ * @param params - Order parameters
+ * @param params.orderType - The order type (market or limit)
+ * @param params.limitPrice - The limit price for limit orders
+ * @param params.direction - The order direction (long or short)
+ * @param params.bestAsk - The best ask price from order book
+ * @param params.bestBid - The best bid price from order book
+ * @param params.symbol - The trading symbol for logging
+ * @param debugLogger - Optional debug logger for detailed logging
+ * @returns True if maker order, false if taker order
+ */
+export declare function determineMakerStatus(params: {
+    orderType: 'market' | 'limit';
+    limitPrice?: string;
+    direction: 'long' | 'short';
+    bestAsk?: number;
+    bestBid?: number;
+    symbol?: string;
+}, debugLogger?: OrderUtilsDebugLogger): boolean;
+//# sourceMappingURL=orderUtils.d.mts.map

package/dist/utils/orderUtils.d.mts.map

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package/dist/utils/orderUtils.mjs

@@ -0,0 +1,151 @@
+/**
+ * Capitalize the first letter of a string.
+ *
+ * @param str - String to capitalize.
+ * @returns Capitalized string.
+ */
+function capitalize(str) {
+    if (!str) {
+        return '';
+    }
+    return str.charAt(0).toUpperCase() + str.slice(1);
+}
+/**
+ * Get the order direction based on the side and position size
+ *
+ * @param side - The side of the order
+ * @param positionSize - The size of the position
+ * @returns The order direction ('long' or 'short') - raw string, translate in UI layer
+ */
+export const getOrderDirection = (side, positionSize) => {
+    const hasPosition = Boolean(positionSize);
+    // No existing position → direction depends only on side
+    if (!hasPosition) {
+        return side === 'buy' ? 'long' : 'short';
+    }
+    // Existing position → infer direction based on position size
+    if (positionSize && parseFloat(positionSize) > 0) {
+        return 'long';
+    }
+    return 'short';
+};
+export const willFlipPosition = (currentPosition, orderParams) => {
+    const currentPositionSize = parseFloat(currentPosition.size);
+    const positionDirection = currentPositionSize > 0 ? 'long' : 'short';
+    const orderDirection = orderParams.isBuy ? 'long' : 'short';
+    const orderSize = parseFloat(orderParams.size);
+    if (orderParams.reduceOnly === true) {
+        return false;
+    }
+    if (orderParams.orderType !== 'market') {
+        return false;
+    }
+    if (positionDirection === orderDirection) {
+        return false;
+    }
+    if (orderSize > Math.abs(currentPositionSize)) {
+        return true;
+    }
+    return false;
+};
+/**
+ * Format an order label following the pattern: [Type] [Close?] [Direction]
+ *
+ * Examples:
+ * - Market Long
+ * - Market Close Long
+ * - Limit Short
+ * - Limit Close Short
+ * - Stop Market Close Long
+ * - Take Profit Limit Close Short
+ *
+ * @param order - The order object
+ * @returns Formatted order label string
+ */
+export const formatOrderLabel = (order) => {
+    const { side, detailedOrderType, orderType, reduceOnly, isTrigger } = order;
+    // Determine if this is a closing order
+    const isClosing = Boolean(reduceOnly ?? isTrigger);
+    // Determine direction based on whether it's closing or not
+    let direction;
+    if (isClosing) {
+        // For closing orders: sell closes long, buy closes short
+        direction = side === 'sell' ? 'long' : 'short';
+    }
+    else {
+        // For opening orders: buy is long, sell is short
+        direction = side === 'buy' ? 'long' : 'short';
+    }
+    // Get the order type string
+    // Use detailedOrderType if available (e.g., "Stop Market", "Take Profit Limit")
+    // Otherwise fall back to basic orderType
+    const typeString = detailedOrderType ?? (orderType === 'limit' ? 'Limit' : 'Market');
+    // Build the label: [Type] [Close?] [Direction]
+    if (isClosing) {
+        return capitalize(`${typeString} close ${direction}`);
+    }
+    return capitalize(`${typeString} ${direction}`);
+};
+/**
+ * Get just the direction portion of an order label
+ * Used for compatibility with existing code that expects just "long" or "short"
+ *
+ * @param order - The order object
+ * @returns Direction string ("long" or "short" for opening, "Close Long" or "Close Short" for closing)
+ */
+export const getOrderLabelDirection = (order) => {
+    const { side, reduceOnly, isTrigger } = order;
+    // Determine if this is a closing order
+    const isClosing = Boolean(reduceOnly ?? isTrigger);
+    if (isClosing) {
+        // For closing orders: sell closes long, buy closes short
+        return side === 'sell' ? 'Close Long' : 'Close Short';
+    }
+    // For opening orders: buy is long, sell is short
+    return side === 'buy' ? 'long' : 'short';
+};
+/**
+ * Determines if a limit order will likely be a maker or taker.
+ *
+ * Logic:
+ * 1. Validates price data freshness and market state
+ * 2. Market orders are always taker
+ * 3. Limit orders that would execute immediately are taker
+ * 4. Limit orders that go into order book are maker
+ *
+ * @param params - Order parameters
+ * @param params.orderType - The order type (market or limit)
+ * @param params.limitPrice - The limit price for limit orders
+ * @param params.direction - The order direction (long or short)
+ * @param params.bestAsk - The best ask price from order book
+ * @param params.bestBid - The best bid price from order book
+ * @param params.symbol - The trading symbol for logging
+ * @param debugLogger - Optional debug logger for detailed logging
+ * @returns True if maker order, false if taker order
+ */
+export function determineMakerStatus(params, debugLogger) {
+    const { orderType, limitPrice, direction, bestAsk, bestBid, symbol } = params;
+    // Market orders are always taker
+    if (orderType === 'market') {
+        return false;
+    }
+    // Default to taker when limit price is not specified
+    if (!limitPrice || limitPrice === '') {
+        return false;
+    }
+    const limitPriceNum = Number.parseFloat(limitPrice);
+    if (Number.isNaN(limitPriceNum) || limitPriceNum <= 0) {
+        return false;
+    }
+    if (bestBid !== undefined && bestAsk !== undefined) {
+        if (direction === 'long') {
+            return limitPriceNum < bestAsk;
+        }
+        // Short direction
+        return limitPriceNum > bestBid;
+    }
+    // Default to taker when no bid/ask data is available
+    debugLogger?.log('Fee Calculation: No bid/ask data available, using conservative taker fee', { symbol });
+    return false;
+}
+//# sourceMappingURL=orderUtils.mjs.map

package/dist/utils/orderUtils.mjs.map

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'long' : 'short';\n  }\n\n  // Existing position → infer direction based on position size\n  if (positionSize && parseFloat(positionSize) > 0) {\n    return 'long';\n  }\n\n  return 'short';\n};\n\nexport const willFlipPosition = (\n  currentPosition: Position,\n  orderParams: OrderParams,\n): boolean => {\n  const currentPositionSize = parseFloat(currentPosition.size);\n  const positionDirection = currentPositionSize > 0 ? 'long' : 'short';\n  const orderDirection = orderParams.isBuy ? 'long' : 'short';\n  const orderSize = parseFloat(orderParams.size);\n\n  if (orderParams.reduceOnly === true) {\n    return false;\n  }\n\n  if (orderParams.orderType !== 'market') {\n    return false;\n  }\n\n  if (positionDirection === orderDirection) {\n    return false;\n  }\n\n  if (orderSize > Math.abs(currentPositionSize)) {\n    return true;\n  }\n\n  return false;\n};\n\n/**\n * Format an order label following the pattern: [Type] [Close?] [Direction]\n *\n * Examples:\n * - Market Long\n * - Market Close Long\n * - Limit Short\n * - Limit Close Short\n * - Stop Market Close Long\n * - Take Profit Limit Close Short\n *\n * @param order - The order object\n * @returns Formatted order label string\n */\nexport const formatOrderLabel = (order: Order): string => {\n  const { side, detailedOrderType, orderType, reduceOnly, isTrigger } = order;\n\n  // Determine if this is a closing order\n  const isClosing = Boolean(reduceOnly ?? isTrigger);\n\n  // Determine direction based on whether it's closing or not\n  let direction: string;\n  if (isClosing) {\n    // For closing orders: sell closes long, buy closes short\n    direction = side === 'sell' ? 'long' : 'short';\n  } else {\n    // For opening orders: buy is long, sell is short\n    direction = side === 'buy' ? 'long' : 'short';\n  }\n\n  // Get the order type string\n  // Use detailedOrderType if available (e.g., \"Stop Market\", \"Take Profit Limit\")\n  // Otherwise fall back to basic orderType\n  const typeString =\n    detailedOrderType ?? (orderType === 'limit' ? 'Limit' : 'Market');\n\n  // Build the label: [Type] [Close?] [Direction]\n  if (isClosing) {\n    return capitalize(`${typeString} close ${direction}`);\n  }\n\n  return capitalize(`${typeString} ${direction}`);\n};\n\n/**\n * Get just the direction portion of an order label\n * Used for compatibility with existing code that expects just \"long\" or \"short\"\n *\n * @param order - The order object\n * @returns Direction string (\"long\" or \"short\" for opening, \"Close Long\" or \"Close Short\" for closing)\n */\nexport const getOrderLabelDirection = (order: Order): string => {\n  const { side, reduceOnly, isTrigger } = order;\n\n  // Determine if this is a closing order\n  const isClosing = Boolean(reduceOnly ?? isTrigger);\n\n  if (isClosing) {\n    // For closing orders: sell closes long, buy closes short\n    return side === 'sell' ? 'Close Long' : 'Close Short';\n  }\n\n  // For opening orders: buy is long, sell is short\n  return side === 'buy' ? 'long' : 'short';\n};\n\n/**\n * Determines if a limit order will likely be a maker or taker.\n *\n * Logic:\n * 1. Validates price data freshness and market state\n * 2. Market orders are always taker\n * 3. Limit orders that would execute immediately are taker\n * 4. Limit orders that go into order book are maker\n *\n * @param params - Order parameters\n * @param params.orderType - The order type (market or limit)\n * @param params.limitPrice - The limit price for limit orders\n * @param params.direction - The order direction (long or short)\n * @param params.bestAsk - The best ask price from order book\n * @param params.bestBid - The best bid price from order book\n * @param params.symbol - The trading symbol for logging\n * @param debugLogger - Optional debug logger for detailed logging\n * @returns True if maker order, false if taker order\n */\nexport function determineMakerStatus(\n  params: {\n    orderType: 'market' | 'limit';\n    limitPrice?: string;\n    direction: 'long' | 'short';\n    bestAsk?: number;\n    bestBid?: number;\n    symbol?: string;\n  },\n  debugLogger?: OrderUtilsDebugLogger,\n): boolean {\n  const { orderType, limitPrice, direction, bestAsk, bestBid, symbol } = params;\n  // Market orders are always taker\n  if (orderType === 'market') {\n    return false;\n  }\n\n  // Default to taker when limit price is not specified\n  if (!limitPrice || limitPrice === '') {\n    return false;\n  }\n\n  const limitPriceNum = Number.parseFloat(limitPrice);\n\n  if (Number.isNaN(limitPriceNum) || limitPriceNum <= 0) {\n    return false;\n  }\n\n  if (bestBid !== undefined && bestAsk !== undefined) {\n    if (direction === 'long') {\n      return limitPriceNum < bestAsk;\n    }\n\n    // Short direction\n    return limitPriceNum > bestBid;\n  }\n\n  // Default to taker when no bid/ask data is available\n  debugLogger?.log(\n    'Fee Calculation: No bid/ask data available, using conservative taker fee',\n    { symbol },\n  );\n  return false;\n}\n"]}

package/dist/utils/pnlCalculations.cjs

@@ -0,0 +1,107 @@
+"use strict";
+/**
+ * P&L calculation utilities for Perps trading
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.calculateTotalPnLPercentage = exports.calculateTotalPnL = exports.calculatePnLPercentageFromUnrealized = exports.calculatePnLWithPercentage = exports.calculatePnLPercentage = exports.calculateExpectedPnL = exports.calculatePnL = void 0;
+/**
+ * Calculate P&L for a position.
+ *
+ * @param params - P&L calculation parameters
+ * @returns The calculated profit or loss value
+ */
+function calculatePnL(params) {
+    const { entryPrice, currentPrice, size } = params;
+    return (currentPrice - entryPrice) * size;
+}
+exports.calculatePnL = calculatePnL;
+/**
+ * Calculate expected profit/loss for TP/SL trigger, accounting for closing fees.
+ * Reuses calculatePnL for gross P&L, then subtracts fees.
+ *
+ * @param params - Expected P&L calculation parameters
+ * @returns The expected net profit or loss after fees
+ */
+function calculateExpectedPnL(params) {
+    const { triggerPrice, entryPrice, size, closingFee } = params;
+    const grossPnL = calculatePnL({
+        entryPrice,
+        currentPrice: triggerPrice,
+        size,
+    });
+    return grossPnL - closingFee;
+}
+exports.calculateExpectedPnL = calculateExpectedPnL;
+/**
+ * Calculate P&L percentage for a position.
+ *
+ * @param params - P&L calculation parameters
+ * @returns The P&L as a percentage value
+ */
+function calculatePnLPercentage(params) {
+    const { entryPrice, currentPrice, size } = params;
+    return ((currentPrice - entryPrice) / entryPrice) * 100 * Math.sign(size);
+}
+exports.calculatePnLPercentage = calculatePnLPercentage;
+/**
+ * Calculate both P&L and P&L percentage.
+ *
+ * @param params - P&L calculation parameters
+ * @returns Object containing both P&L value and percentage
+ */
+function calculatePnLWithPercentage(params) {
+    return {
+        pnl: calculatePnL(params),
+        pnlPercentage: calculatePnLPercentage(params),
+    };
+}
+exports.calculatePnLWithPercentage = calculatePnLWithPercentage;
+/**
+ * Calculate P&L percentage based on unrealized P&L and position value.
+ * This is used when current price is not available.
+ *
+ * @param params - Parameters including unrealized P&L, entry price, and size
+ * @returns The P&L as a percentage value
+ */
+function calculatePnLPercentageFromUnrealized(params) {
+    const { unrealizedPnl, entryPrice, size } = params;
+    const entryValue = entryPrice * Math.abs(size);
+    if (entryValue === 0) {
+        return 0;
+    }
+    return (unrealizedPnl / entryValue) * 100;
+}
+exports.calculatePnLPercentageFromUnrealized = calculatePnLPercentageFromUnrealized;
+/**
+ * Calculate total P&L for multiple positions.
+ *
+ * @param params - Parameters containing array of positions
+ * @returns The sum of unrealized P&L across all positions
+ */
+function calculateTotalPnL(params) {
+    const { positions } = params;
+    return positions.reduce((sum, position) => sum + parseFloat(position.unrealizedPnl || '0'), 0);
+}
+exports.calculateTotalPnL = calculateTotalPnL;
+/**
+ * Calculate total P&L percentage for multiple positions.
+ *
+ * @param params - Parameters containing array of positions
+ * @returns The weighted average P&L percentage across all positions
+ */
+function calculateTotalPnLPercentage(params) {
+    const { positions } = params;
+    let totalPnl = 0;
+    let totalEntryValue = 0;
+    positions.forEach((position) => {
+        const pnl = parseFloat(position.unrealizedPnl || '0');
+        const entryPrice = parseFloat(position.entryPrice || '0');
+        const size = Math.abs(parseFloat(position.size || '0'));
+        const entryValue = entryPrice * size;
+        totalPnl += pnl;
+        totalEntryValue += entryValue;
+    });
+    return totalEntryValue === 0 ? 0 : (totalPnl / totalEntryValue) * 100;
+}
+exports.calculateTotalPnLPercentage = calculateTotalPnLPercentage;
+//# sourceMappingURL=pnlCalculations.cjs.map

package/dist/utils/pnlCalculations.cjs.map

@@ -0,0 +1 @@
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P&L calculation parameters\n * @returns The calculated profit or loss value\n */\nexport function calculatePnL(params: PnLCalculationParams): number {\n  const { entryPrice, currentPrice, size } = params;\n  return (currentPrice - entryPrice) * size;\n}\n\n/**\n * Calculate expected profit/loss for TP/SL trigger, accounting for closing fees.\n * Reuses calculatePnL for gross P&L, then subtracts fees.\n *\n * @param params - Expected P&L calculation parameters\n * @returns The expected net profit or loss after fees\n */\nexport function calculateExpectedPnL(params: ExpectedPnLParams): number {\n  const { triggerPrice, entryPrice, size, closingFee } = params;\n  const grossPnL = calculatePnL({\n    entryPrice,\n    currentPrice: triggerPrice,\n    size,\n  });\n  return grossPnL - closingFee;\n}\n\n/**\n * Calculate P&L percentage for a position.\n *\n * @param params - P&L calculation parameters\n * @returns The P&L as a percentage value\n */\nexport function calculatePnLPercentage(params: PnLCalculationParams): number {\n  const { entryPrice, currentPrice, size } = params;\n  return ((currentPrice - entryPrice) / entryPrice) * 100 * Math.sign(size);\n}\n\n/**\n * Calculate both P&L and P&L percentage.\n *\n * @param params - P&L calculation parameters\n * @returns Object containing both P&L value and percentage\n */\nexport function calculatePnLWithPercentage(\n  params: PnLCalculationParams,\n): PnLResult {\n  return {\n    pnl: calculatePnL(params),\n    pnlPercentage: calculatePnLPercentage(params),\n  };\n}\n\n/**\n * Calculate P&L percentage based on unrealized P&L and position value.\n * This is used when current price is not available.\n *\n * @param params - Parameters including unrealized P&L, entry price, and size\n * @returns The P&L as a percentage value\n */\nexport function calculatePnLPercentageFromUnrealized(\n  params: PnLFromUnrealizedParams,\n): number {\n  const { unrealizedPnl, entryPrice, size } = params;\n  const entryValue = entryPrice * Math.abs(size);\n  if (entryValue === 0) {\n    return 0;\n  }\n  return (unrealizedPnl / entryValue) * 100;\n}\n\n/**\n * Calculate total P&L for multiple positions.\n *\n * @param params - Parameters containing array of positions\n * @returns The sum of unrealized P&L across all positions\n */\nexport function calculateTotalPnL(params: TotalPnLParams): number {\n  const { positions } = params;\n  return positions.reduce(\n    (sum, position) => sum + parseFloat(position.unrealizedPnl || '0'),\n    0,\n  );\n}\n\n/**\n * Calculate total P&L percentage for multiple positions.\n *\n * @param params - Parameters containing array of positions\n * @returns The weighted average P&L percentage across all positions\n */\nexport function calculateTotalPnLPercentage(params: TotalPnLParams): number {\n  const { positions } = params;\n  let totalPnl = 0;\n  let totalEntryValue = 0;\n\n  positions.forEach((position) => {\n    const pnl = parseFloat(position.unrealizedPnl || '0');\n    const entryPrice = parseFloat(position.entryPrice || '0');\n    const size = Math.abs(parseFloat(position.size || '0'));\n    const entryValue = entryPrice * size;\n\n    totalPnl += pnl;\n    totalEntryValue += entryValue;\n  });\n\n  return totalEntryValue === 0 ? 0 : (totalPnl / totalEntryValue) * 100;\n}\n"]}