@metamask-previews/perps-controller 0.0.0-preview-b0148922a → 0.0.0-preview-ee1fa5d01

package/dist/aggregation/SubscriptionMultiplexer.mjs

@@ -1,437 +0,0 @@
-/**
- * SubscriptionMultiplexer - Manages WebSocket subscriptions across multiple providers
- *
- * Responsibilities:
- * - Manage subscriptions to multiple providers simultaneously
- * - Tag all updates with providerId so UI can differentiate sources
- * - Support aggregation modes: 'merge' (all prices) or 'best_price' (best price per symbol)
- * - Cache latest updates per provider per symbol for aggregation
- */
-var __classPrivateFieldSet = (this && this.__classPrivateFieldSet) || function (receiver, state, value, kind, f) {
-    if (kind === "m") throw new TypeError("Private method is not writable");
-    if (kind === "a" && !f) throw new TypeError("Private accessor was defined without a setter");
-    if (typeof state === "function" ? receiver !== state || !f : !state.has(receiver)) throw new TypeError("Cannot write private member to an object whose class did not declare it");
-    return (kind === "a" ? f.call(receiver, value) : f ? f.value = value : state.set(receiver, value)), value;
-};
-var __classPrivateFieldGet = (this && this.__classPrivateFieldGet) || function (receiver, state, kind, f) {
-    if (kind === "a" && !f) throw new TypeError("Private accessor was defined without a getter");
-    if (typeof state === "function" ? receiver !== state || !f : !state.has(receiver)) throw new TypeError("Cannot read private member from an object whose class did not declare it");
-    return kind === "m" ? f : kind === "a" ? f.call(receiver) : f ? f.value : state.get(receiver);
-};
-var _SubscriptionMultiplexer_instances, _SubscriptionMultiplexer_logger, _SubscriptionMultiplexer_priceCache, _SubscriptionMultiplexer_positionCache, _SubscriptionMultiplexer_orderCache, _SubscriptionMultiplexer_accountCache, _SubscriptionMultiplexer_aggregatePrices, _SubscriptionMultiplexer_findBestPrice, _SubscriptionMultiplexer_aggregatePositions, _SubscriptionMultiplexer_aggregateOrders;
-import { PERPS_CONSTANTS } from "../constants/perpsConfig.mjs";
-import { ensureError } from "../utils/errorUtils.mjs";
-/**
- * SubscriptionMultiplexer manages real-time data subscriptions across
- * multiple perps providers.
- *
- * Key features:
- * - Subscribes to all providers simultaneously
- * - Tags all updates with source providerId
- * - Caches latest values for aggregation
- * - Supports different aggregation modes for prices
- *
- * @example
- * ```typescript
- * const mux = new SubscriptionMultiplexer();
- *
- * const unsubscribe = mux.subscribeToPrices({
- *   symbols: ['BTC', 'ETH'],
- *   providers: [
- *     ['hyperliquid', hlProvider],
- *     ['myx', myxProvider],
- *   ],
- *   callback: (prices) => {
- *     // prices have providerId injected
- *     prices.forEach(p => console.log(`${p.providerId}: ${p.symbol} = ${p.price}`));
- *   },
- *   aggregationMode: 'merge',
- * });
- *
- * // Later: clean up
- * unsubscribe();
- * ```
- */
-export class SubscriptionMultiplexer {
-    /**
-     * Create a new SubscriptionMultiplexer.
-     *
-     * @param options - Optional configuration including logger for error reporting
-     */
-    constructor(options) {
-        _SubscriptionMultiplexer_instances.add(this);
-        /**
-         * Optional logger for error reporting
-         */
-        _SubscriptionMultiplexer_logger.set(this, void 0);
-        /**
-         * Cache of latest prices per symbol per provider
-         * Map<symbol, Map<providerId, PriceUpdate>>
-         */
-        _SubscriptionMultiplexer_priceCache.set(this, new Map());
-        /**
-         * Cache of latest positions per provider
-         * Map<providerId, Position[]>
-         */
-        _SubscriptionMultiplexer_positionCache.set(this, new Map());
-        /**
-         * Cache of latest orders per provider
-         * Map<providerId, Order[]>
-         */
-        _SubscriptionMultiplexer_orderCache.set(this, new Map());
-        /**
-         * Cache of latest account state per provider
-         * Map<providerId, AccountState>
-         */
-        _SubscriptionMultiplexer_accountCache.set(this, new Map());
-        __classPrivateFieldSet(this, _SubscriptionMultiplexer_logger, options?.logger, "f");
-    }
-    /**
-     * Subscribe to price updates from multiple providers.
-     *
-     * @param params - Subscription parameters
-     * @returns Unsubscribe function
-     */
-    subscribeToPrices(params) {
-        const { symbols, providers, callback, aggregationMode = 'merge', throttleMs, includeOrderBook, includeMarketData, } = params;
-        const unsubscribers = [];
-        // Subscribe to each provider with defensive error handling
-        for (const [providerId, provider] of providers) {
-            try {
-                const subscribeParams = {
-                    symbols,
-                    callback: (updates) => {
-                        // Tag and cache each update
-                        updates.forEach((update) => {
-                            const taggedUpdate = { ...update, providerId };
-                            // Initialize symbol cache if needed
-                            if (!__classPrivateFieldGet(this, _SubscriptionMultiplexer_priceCache, "f").has(update.symbol)) {
-                                __classPrivateFieldGet(this, _SubscriptionMultiplexer_priceCache, "f").set(update.symbol, new Map());
-                            }
-                            const symbolCache = __classPrivateFieldGet(this, _SubscriptionMultiplexer_priceCache, "f").get(update.symbol);
-                            if (symbolCache) {
-                                symbolCache.set(providerId, taggedUpdate);
-                            }
-                        });
-                        // Aggregate and emit based on mode
-                        const aggregated = __classPrivateFieldGet(this, _SubscriptionMultiplexer_instances, "m", _SubscriptionMultiplexer_aggregatePrices).call(this, symbols, aggregationMode);
-                        callback(aggregated);
-                    },
-                    throttleMs,
-                    includeOrderBook,
-                    includeMarketData,
-                };
-                const unsub = provider.subscribeToPrices(subscribeParams);
-                unsubscribers.push(unsub);
-            }
-            catch (error) {
-                // Log to Sentry before cleanup
-                __classPrivateFieldGet(this, _SubscriptionMultiplexer_logger, "f")?.error(ensureError(error, 'SubscriptionMultiplexer.subscribeToPrices'), {
-                    tags: {
-                        feature: PERPS_CONSTANTS.FeatureName,
-                        provider: providerId,
-                        method: 'subscribeToPrices',
-                    },
-                    context: {
-                        name: 'SubscriptionMultiplexer',
-                        data: { subscribedCount: unsubscribers.length },
-                    },
-                });
-                // Clean up any subscriptions created before the failure
-                unsubscribers.forEach((unsub) => unsub());
-                throw error;
-            }
-        }
-        // Return combined unsubscribe function
-        return () => {
-            unsubscribers.forEach((unsub) => unsub());
-            // Optionally clear cache for these symbols
-            symbols.forEach((symbol) => {
-                __classPrivateFieldGet(this, _SubscriptionMultiplexer_priceCache, "f").delete(symbol);
-            });
-        };
-    }
-    /**
-     * Subscribe to position updates from multiple providers.
-     *
-     * @param params - Subscription parameters
-     * @returns Unsubscribe function
-     */
-    subscribeToPositions(params) {
-        const { providers, callback } = params;
-        const unsubscribers = [];
-        for (const [providerId, provider] of providers) {
-            try {
-                const subscribeParams = {
-                    callback: (positions) => {
-                        // Tag positions with providerId and cache
-                        const taggedPositions = positions.map((pos) => ({
-                            ...pos,
-                            providerId,
-                        }));
-                        __classPrivateFieldGet(this, _SubscriptionMultiplexer_positionCache, "f").set(providerId, taggedPositions);
-                        // Emit aggregated positions from all providers
-                        const allPositions = __classPrivateFieldGet(this, _SubscriptionMultiplexer_instances, "m", _SubscriptionMultiplexer_aggregatePositions).call(this);
-                        callback(allPositions);
-                    },
-                };
-                const unsub = provider.subscribeToPositions(subscribeParams);
-                unsubscribers.push(unsub);
-            }
-            catch (error) {
-                __classPrivateFieldGet(this, _SubscriptionMultiplexer_logger, "f")?.error(ensureError(error, 'SubscriptionMultiplexer.subscribeToPositions'), {
-                    tags: {
-                        feature: PERPS_CONSTANTS.FeatureName,
-                        provider: providerId,
-                        method: 'subscribeToPositions',
-                    },
-                    context: {
-                        name: 'SubscriptionMultiplexer',
-                        data: { subscribedCount: unsubscribers.length },
-                    },
-                });
-                unsubscribers.forEach((unsub) => unsub());
-                throw error;
-            }
-        }
-        return () => {
-            unsubscribers.forEach((unsub) => unsub());
-            // Clear position cache for these providers
-            providers.forEach(([providerId]) => {
-                __classPrivateFieldGet(this, _SubscriptionMultiplexer_positionCache, "f").delete(providerId);
-            });
-        };
-    }
-    /**
-     * Subscribe to order fill updates from multiple providers.
-     *
-     * @param params - Subscription parameters
-     * @returns Unsubscribe function
-     */
-    subscribeToOrderFills(params) {
-        const { providers, callback } = params;
-        const unsubscribers = [];
-        for (const [providerId, provider] of providers) {
-            try {
-                const subscribeParams = {
-                    callback: (fills, isSnapshot) => {
-                        // Tag fills with providerId
-                        const taggedFills = fills.map((fill) => ({
-                            ...fill,
-                            providerId,
-                        }));
-                        // For fills, we don't aggregate - emit immediately with tags
-                        callback(taggedFills, isSnapshot);
-                    },
-                };
-                const unsub = provider.subscribeToOrderFills(subscribeParams);
-                unsubscribers.push(unsub);
-            }
-            catch (error) {
-                __classPrivateFieldGet(this, _SubscriptionMultiplexer_logger, "f")?.error(ensureError(error, 'SubscriptionMultiplexer.subscribeToOrderFills'), {
-                    tags: {
-                        feature: PERPS_CONSTANTS.FeatureName,
-                        provider: providerId,
-                        method: 'subscribeToOrderFills',
-                    },
-                    context: {
-                        name: 'SubscriptionMultiplexer',
-                        data: { subscribedCount: unsubscribers.length },
-                    },
-                });
-                unsubscribers.forEach((unsub) => unsub());
-                throw error;
-            }
-        }
-        return () => {
-            unsubscribers.forEach((unsub) => unsub());
-        };
-    }
-    /**
-     * Subscribe to order updates from multiple providers.
-     *
-     * @param params - Subscription parameters
-     * @returns Unsubscribe function
-     */
-    subscribeToOrders(params) {
-        const { providers, callback } = params;
-        const unsubscribers = [];
-        for (const [providerId, provider] of providers) {
-            try {
-                const subscribeParams = {
-                    callback: (orders) => {
-                        // Tag orders with providerId and cache
-                        const taggedOrders = orders.map((order) => ({
-                            ...order,
-                            providerId,
-                        }));
-                        __classPrivateFieldGet(this, _SubscriptionMultiplexer_orderCache, "f").set(providerId, taggedOrders);
-                        // Emit aggregated orders from all providers
-                        const allOrders = __classPrivateFieldGet(this, _SubscriptionMultiplexer_instances, "m", _SubscriptionMultiplexer_aggregateOrders).call(this);
-                        callback(allOrders);
-                    },
-                };
-                const unsub = provider.subscribeToOrders(subscribeParams);
-                unsubscribers.push(unsub);
-            }
-            catch (error) {
-                __classPrivateFieldGet(this, _SubscriptionMultiplexer_logger, "f")?.error(ensureError(error, 'SubscriptionMultiplexer.subscribeToOrders'), {
-                    tags: {
-                        feature: PERPS_CONSTANTS.FeatureName,
-                        provider: providerId,
-                        method: 'subscribeToOrders',
-                    },
-                    context: {
-                        name: 'SubscriptionMultiplexer',
-                        data: { subscribedCount: unsubscribers.length },
-                    },
-                });
-                unsubscribers.forEach((unsub) => unsub());
-                throw error;
-            }
-        }
-        return () => {
-            unsubscribers.forEach((unsub) => unsub());
-            providers.forEach(([providerId]) => {
-                __classPrivateFieldGet(this, _SubscriptionMultiplexer_orderCache, "f").delete(providerId);
-            });
-        };
-    }
-    /**
-     * Subscribe to account updates from multiple providers.
-     *
-     * @param params - Subscription parameters
-     * @returns Unsubscribe function
-     */
-    subscribeToAccount(params) {
-        const { providers, callback } = params;
-        const unsubscribers = [];
-        for (const [providerId, provider] of providers) {
-            try {
-                const subscribeParams = {
-                    callback: (account) => {
-                        if (account === null) {
-                            __classPrivateFieldGet(this, _SubscriptionMultiplexer_accountCache, "f").delete(providerId);
-                        }
-                        else {
-                            // Tag account with providerId and cache
-                            const taggedAccount = {
-                                ...account,
-                                providerId,
-                            };
-                            __classPrivateFieldGet(this, _SubscriptionMultiplexer_accountCache, "f").set(providerId, taggedAccount);
-                        }
-                        // Emit all cached account states
-                        const allAccounts = Array.from(__classPrivateFieldGet(this, _SubscriptionMultiplexer_accountCache, "f").values());
-                        callback(allAccounts);
-                    },
-                };
-                const unsub = provider.subscribeToAccount(subscribeParams);
-                unsubscribers.push(unsub);
-            }
-            catch (error) {
-                __classPrivateFieldGet(this, _SubscriptionMultiplexer_logger, "f")?.error(ensureError(error, 'SubscriptionMultiplexer.subscribeToAccount'), {
-                    tags: {
-                        feature: PERPS_CONSTANTS.FeatureName,
-                        provider: providerId,
-                        method: 'subscribeToAccount',
-                    },
-                    context: {
-                        name: 'SubscriptionMultiplexer',
-                        data: { subscribedCount: unsubscribers.length },
-                    },
-                });
-                unsubscribers.forEach((unsub) => unsub());
-                throw error;
-            }
-        }
-        return () => {
-            unsubscribers.forEach((unsub) => unsub());
-            providers.forEach(([providerId]) => {
-                __classPrivateFieldGet(this, _SubscriptionMultiplexer_accountCache, "f").delete(providerId);
-            });
-        };
-    }
-    /**
-     * Clear all cached data.
-     */
-    clearCache() {
-        __classPrivateFieldGet(this, _SubscriptionMultiplexer_priceCache, "f").clear();
-        __classPrivateFieldGet(this, _SubscriptionMultiplexer_positionCache, "f").clear();
-        __classPrivateFieldGet(this, _SubscriptionMultiplexer_orderCache, "f").clear();
-        __classPrivateFieldGet(this, _SubscriptionMultiplexer_accountCache, "f").clear();
-    }
-    /**
-     * Get cached price for a symbol from a specific provider.
-     *
-     * @param symbol - Market symbol
-     * @param providerId - Provider ID
-     * @returns Cached price update or undefined
-     */
-    getCachedPrice(symbol, providerId) {
-        return __classPrivateFieldGet(this, _SubscriptionMultiplexer_priceCache, "f").get(symbol)?.get(providerId);
-    }
-    /**
-     * Get all cached prices for a symbol.
-     *
-     * @param symbol - Market symbol
-     * @returns Map of provider ID to price update
-     */
-    getAllCachedPricesForSymbol(symbol) {
-        return __classPrivateFieldGet(this, _SubscriptionMultiplexer_priceCache, "f").get(symbol);
-    }
-}
-_SubscriptionMultiplexer_logger = new WeakMap(), _SubscriptionMultiplexer_priceCache = new WeakMap(), _SubscriptionMultiplexer_positionCache = new WeakMap(), _SubscriptionMultiplexer_orderCache = new WeakMap(), _SubscriptionMultiplexer_accountCache = new WeakMap(), _SubscriptionMultiplexer_instances = new WeakSet(), _SubscriptionMultiplexer_aggregatePrices = function _SubscriptionMultiplexer_aggregatePrices(symbols, mode) {
-    const result = [];
-    symbols.forEach((symbol) => {
-        const providerPrices = __classPrivateFieldGet(this, _SubscriptionMultiplexer_priceCache, "f").get(symbol);
-        if (!providerPrices || providerPrices.size === 0) {
-            return;
-        }
-        if (mode === 'merge') {
-            // Return all prices (one per provider)
-            providerPrices.forEach((price) => {
-                result.push(price);
-            });
-        }
-        else {
-            // 'best_price': Return the best price across providers
-            const best = __classPrivateFieldGet(this, _SubscriptionMultiplexer_instances, "m", _SubscriptionMultiplexer_findBestPrice).call(this, providerPrices);
-            if (best) {
-                result.push(best);
-            }
-        }
-    });
-    return result;
-}, _SubscriptionMultiplexer_findBestPrice = function _SubscriptionMultiplexer_findBestPrice(providerPrices) {
-    let bestPrice;
-    let smallestSpread = Infinity;
-    providerPrices.forEach((price) => {
-        if (price.spread === undefined) {
-            // No spread info - just use the first one
-            bestPrice ?? (bestPrice = price);
-        }
-        else {
-            // If spread is available, use it to determine best
-            const spreadValue = parseFloat(price.spread);
-            if (!isNaN(spreadValue) && spreadValue < smallestSpread) {
-                smallestSpread = spreadValue;
-                bestPrice = price;
-            }
-        }
-    });
-    return bestPrice;
-}, _SubscriptionMultiplexer_aggregatePositions = function _SubscriptionMultiplexer_aggregatePositions() {
-    const allPositions = [];
-    __classPrivateFieldGet(this, _SubscriptionMultiplexer_positionCache, "f").forEach((positions) => {
-        allPositions.push(...positions);
-    });
-    return allPositions;
-}, _SubscriptionMultiplexer_aggregateOrders = function _SubscriptionMultiplexer_aggregateOrders() {
-    const allOrders = [];
-    __classPrivateFieldGet(this, _SubscriptionMultiplexer_orderCache, "f").forEach((orders) => {
-        allOrders.push(...orders);
-    });
-    return allOrders;
-};
-//# sourceMappingURL=SubscriptionMultiplexer.mjs.map

package/dist/aggregation/SubscriptionMultiplexer.mjs.map

@@ -1 +0,0 @@
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* SubscriptionMultiplexer - Manages WebSocket subscriptions across multiple providers\n *\n * Responsibilities:\n * - Manage subscriptions to multiple providers simultaneously\n * - Tag all updates with providerId so UI can differentiate sources\n * - Support aggregation modes: 'merge' (all prices) or 'best_price' (best price per symbol)\n * - Cache latest updates per provider per symbol for aggregation\n */\n\nimport { PERPS_CONSTANTS } from '../constants/perpsConfig';\nimport type {\n  PerpsProviderType,\n  PerpsProvider,\n  PerpsLogger,\n  PriceUpdate,\n  Position,\n  OrderFill,\n  Order,\n  AccountState,\n  SubscribePricesParams,\n  SubscribePositionsParams,\n  SubscribeOrderFillsParams,\n  SubscribeOrdersParams,\n  SubscribeAccountParams,\n} from '../types';\nimport { ensureError } from '../utils/errorUtils';\n\n/**\n * Options for constructing SubscriptionMultiplexer\n */\nexport type SubscriptionMultiplexerOptions = {\n  /** Optional logger for error reporting (e.g., Sentry) */\n  logger?: PerpsLogger;\n};\n\n/**\n * Aggregation mode for price subscriptions\n */\nexport type PriceAggregationMode = 'merge' | 'best_price';\n\n/**\n * Parameters for multiplexed price subscriptions\n */\nexport type MultiplexedPricesParams = {\n  /** Symbols to subscribe to */\n  symbols: string[];\n  /** Provider instances to subscribe through */\n  providers: [PerpsProviderType, PerpsProvider][];\n  /** Callback to receive aggregated price updates */\n  callback: (prices: PriceUpdate[]) => void;\n  /** Aggregation mode: 'merge' returns all prices, 'best_price' returns best per symbol */\n  aggregationMode?: PriceAggregationMode;\n  /** Optional throttle in milliseconds */\n  throttleMs?: number;\n  /** Include order book data */\n  includeOrderBook?: boolean;\n  /** Include market data (funding, OI, volume) */\n  includeMarketData?: boolean;\n};\n\n/**\n * Parameters for multiplexed position subscriptions\n */\nexport type MultiplexedPositionsParams = {\n  /** Provider instances to subscribe through */\n  providers: [PerpsProviderType, PerpsProvider][];\n  /** Callback to receive aggregated position updates */\n  callback: (positions: Position[]) => void;\n};\n\n/**\n * Parameters for multiplexed order fill subscriptions\n */\nexport type MultiplexedOrderFillsParams = {\n  /** Provider instances to subscribe through */\n  providers: [PerpsProviderType, PerpsProvider][];\n  /** Callback to receive aggregated order fill updates */\n  callback: (fills: OrderFill[], isSnapshot?: boolean) => void;\n};\n\n/**\n * Parameters for multiplexed order subscriptions\n */\nexport type MultiplexedOrdersParams = {\n  /** Provider instances to subscribe through */\n  providers: [PerpsProviderType, PerpsProvider][];\n  /** Callback to receive aggregated order updates */\n  callback: (orders: Order[]) => void;\n};\n\n/**\n * Parameters for multiplexed account subscriptions\n */\nexport type MultiplexedAccountParams = {\n  /** Provider instances to subscribe through */\n  providers: [PerpsProviderType, PerpsProvider][];\n  /** Callback to receive account updates (one per provider) */\n  callback: (accounts: AccountState[]) => void;\n};\n\n/**\n * SubscriptionMultiplexer manages real-time data subscriptions across\n * multiple perps providers.\n *\n * Key features:\n * - Subscribes to all providers simultaneously\n * - Tags all updates with source providerId\n * - Caches latest values for aggregation\n * - Supports different aggregation modes for prices\n *\n * @example\n * ```typescript\n * const mux = new SubscriptionMultiplexer();\n *\n * const unsubscribe = mux.subscribeToPrices({\n *   symbols: ['BTC', 'ETH'],\n *   providers: [\n *     ['hyperliquid', hlProvider],\n *     ['myx', myxProvider],\n *   ],\n *   callback: (prices) => {\n *     // prices have providerId injected\n *     prices.forEach(p => console.log(`${p.providerId}: ${p.symbol} = ${p.price}`));\n *   },\n *   aggregationMode: 'merge',\n * });\n *\n * // Later: clean up\n * unsubscribe();\n * ```\n */\nexport class SubscriptionMultiplexer {\n  /**\n   * Optional logger for error reporting\n   */\n  readonly #logger?: PerpsLogger;\n\n  /**\n   * Cache of latest prices per symbol per provider\n   * Map<symbol, Map<providerId, PriceUpdate>>\n   */\n  readonly #priceCache: Map<string, Map<PerpsProviderType, PriceUpdate>> =\n    new Map();\n\n  /**\n   * Cache of latest positions per provider\n   * Map<providerId, Position[]>\n   */\n  readonly #positionCache: Map<PerpsProviderType, Position[]> = new Map();\n\n  /**\n   * Cache of latest orders per provider\n   * Map<providerId, Order[]>\n   */\n  readonly #orderCache: Map<PerpsProviderType, Order[]> = new Map();\n\n  /**\n   * Cache of latest account state per provider\n   * Map<providerId, AccountState>\n   */\n  readonly #accountCache: Map<PerpsProviderType, AccountState> = new Map();\n\n  /**\n   * Create a new SubscriptionMultiplexer.\n   *\n   * @param options - Optional configuration including logger for error reporting\n   */\n  constructor(options?: SubscriptionMultiplexerOptions) {\n    this.#logger = options?.logger;\n  }\n\n  /**\n   * Subscribe to price updates from multiple providers.\n   *\n   * @param params - Subscription parameters\n   * @returns Unsubscribe function\n   */\n  subscribeToPrices(params: MultiplexedPricesParams): () => void {\n    const {\n      symbols,\n      providers,\n      callback,\n      aggregationMode = 'merge',\n      throttleMs,\n      includeOrderBook,\n      includeMarketData,\n    } = params;\n\n    const unsubscribers: (() => void)[] = [];\n\n    // Subscribe to each provider with defensive error handling\n    for (const [providerId, provider] of providers) {\n      try {\n        const subscribeParams: SubscribePricesParams = {\n          symbols,\n          callback: (updates) => {\n            // Tag and cache each update\n            updates.forEach((update) => {\n              const taggedUpdate: PriceUpdate = { ...update, providerId };\n\n              // Initialize symbol cache if needed\n              if (!this.#priceCache.has(update.symbol)) {\n                this.#priceCache.set(update.symbol, new Map());\n              }\n              const symbolCache = this.#priceCache.get(update.symbol);\n              if (symbolCache) {\n                symbolCache.set(providerId, taggedUpdate);\n              }\n            });\n\n            // Aggregate and emit based on mode\n            const aggregated = this.#aggregatePrices(symbols, aggregationMode);\n            callback(aggregated);\n          },\n          throttleMs,\n          includeOrderBook,\n          includeMarketData,\n        };\n\n        const unsub = provider.subscribeToPrices(subscribeParams);\n        unsubscribers.push(unsub);\n      } catch (error) {\n        // Log to Sentry before cleanup\n        this.#logger?.error(\n          ensureError(error, 'SubscriptionMultiplexer.subscribeToPrices'),\n          {\n            tags: {\n              feature: PERPS_CONSTANTS.FeatureName,\n              provider: providerId,\n              method: 'subscribeToPrices',\n            },\n            context: {\n              name: 'SubscriptionMultiplexer',\n              data: { subscribedCount: unsubscribers.length },\n            },\n          },\n        );\n\n        // Clean up any subscriptions created before the failure\n        unsubscribers.forEach((unsub) => unsub());\n        throw error;\n      }\n    }\n\n    // Return combined unsubscribe function\n    return () => {\n      unsubscribers.forEach((unsub) => unsub());\n      // Optionally clear cache for these symbols\n      symbols.forEach((symbol) => {\n        this.#priceCache.delete(symbol);\n      });\n    };\n  }\n\n  /**\n   * Subscribe to position updates from multiple providers.\n   *\n   * @param params - Subscription parameters\n   * @returns Unsubscribe function\n   */\n  subscribeToPositions(params: MultiplexedPositionsParams): () => void {\n    const { providers, callback } = params;\n    const unsubscribers: (() => void)[] = [];\n\n    for (const [providerId, provider] of providers) {\n      try {\n        const subscribeParams: SubscribePositionsParams = {\n          callback: (positions) => {\n            // Tag positions with providerId and cache\n            const taggedPositions = positions.map((pos) => ({\n              ...pos,\n              providerId,\n            }));\n            this.#positionCache.set(providerId, taggedPositions);\n\n            // Emit aggregated positions from all providers\n            const allPositions = this.#aggregatePositions();\n            callback(allPositions);\n          },\n        };\n\n        const unsub = provider.subscribeToPositions(subscribeParams);\n        unsubscribers.push(unsub);\n      } catch (error) {\n        this.#logger?.error(\n          ensureError(error, 'SubscriptionMultiplexer.subscribeToPositions'),\n          {\n            tags: {\n              feature: PERPS_CONSTANTS.FeatureName,\n              provider: providerId,\n              method: 'subscribeToPositions',\n            },\n            context: {\n              name: 'SubscriptionMultiplexer',\n              data: { subscribedCount: unsubscribers.length },\n            },\n          },\n        );\n        unsubscribers.forEach((unsub) => unsub());\n        throw error;\n      }\n    }\n\n    return () => {\n      unsubscribers.forEach((unsub) => unsub());\n      // Clear position cache for these providers\n      providers.forEach(([providerId]) => {\n        this.#positionCache.delete(providerId);\n      });\n    };\n  }\n\n  /**\n   * Subscribe to order fill updates from multiple providers.\n   *\n   * @param params - Subscription parameters\n   * @returns Unsubscribe function\n   */\n  subscribeToOrderFills(params: MultiplexedOrderFillsParams): () => void {\n    const { providers, callback } = params;\n    const unsubscribers: (() => void)[] = [];\n\n    for (const [providerId, provider] of providers) {\n      try {\n        const subscribeParams: SubscribeOrderFillsParams = {\n          callback: (fills, isSnapshot) => {\n            // Tag fills with providerId\n            const taggedFills = fills.map((fill) => ({\n              ...fill,\n              providerId,\n            }));\n\n            // For fills, we don't aggregate - emit immediately with tags\n            callback(taggedFills, isSnapshot);\n          },\n        };\n\n        const unsub = provider.subscribeToOrderFills(subscribeParams);\n        unsubscribers.push(unsub);\n      } catch (error) {\n        this.#logger?.error(\n          ensureError(error, 'SubscriptionMultiplexer.subscribeToOrderFills'),\n          {\n            tags: {\n              feature: PERPS_CONSTANTS.FeatureName,\n              provider: providerId,\n              method: 'subscribeToOrderFills',\n            },\n            context: {\n              name: 'SubscriptionMultiplexer',\n              data: { subscribedCount: unsubscribers.length },\n            },\n          },\n        );\n        unsubscribers.forEach((unsub) => unsub());\n        throw error;\n      }\n    }\n\n    return () => {\n      unsubscribers.forEach((unsub) => unsub());\n    };\n  }\n\n  /**\n   * Subscribe to order updates from multiple providers.\n   *\n   * @param params - Subscription parameters\n   * @returns Unsubscribe function\n   */\n  subscribeToOrders(params: MultiplexedOrdersParams): () => void {\n    const { providers, callback } = params;\n    const unsubscribers: (() => void)[] = [];\n\n    for (const [providerId, provider] of providers) {\n      try {\n        const subscribeParams: SubscribeOrdersParams = {\n          callback: (orders) => {\n            // Tag orders with providerId and cache\n            const taggedOrders = orders.map((order) => ({\n              ...order,\n              providerId,\n            }));\n            this.#orderCache.set(providerId, taggedOrders);\n\n            // Emit aggregated orders from all providers\n            const allOrders = this.#aggregateOrders();\n            callback(allOrders);\n          },\n        };\n\n        const unsub = provider.subscribeToOrders(subscribeParams);\n        unsubscribers.push(unsub);\n      } catch (error) {\n        this.#logger?.error(\n          ensureError(error, 'SubscriptionMultiplexer.subscribeToOrders'),\n          {\n            tags: {\n              feature: PERPS_CONSTANTS.FeatureName,\n              provider: providerId,\n              method: 'subscribeToOrders',\n            },\n            context: {\n              name: 'SubscriptionMultiplexer',\n              data: { subscribedCount: unsubscribers.length },\n            },\n          },\n        );\n        unsubscribers.forEach((unsub) => unsub());\n        throw error;\n      }\n    }\n\n    return () => {\n      unsubscribers.forEach((unsub) => unsub());\n      providers.forEach(([providerId]) => {\n        this.#orderCache.delete(providerId);\n      });\n    };\n  }\n\n  /**\n   * Subscribe to account updates from multiple providers.\n   *\n   * @param params - Subscription parameters\n   * @returns Unsubscribe function\n   */\n  subscribeToAccount(params: MultiplexedAccountParams): () => void {\n    const { providers, callback } = params;\n    const unsubscribers: (() => void)[] = [];\n\n    for (const [providerId, provider] of providers) {\n      try {\n        const subscribeParams: SubscribeAccountParams = {\n          callback: (account) => {\n            if (account === null) {\n              this.#accountCache.delete(providerId);\n            } else {\n              // Tag account with providerId and cache\n              const taggedAccount: AccountState = {\n                ...account,\n                providerId,\n              };\n              this.#accountCache.set(providerId, taggedAccount);\n            }\n\n            // Emit all cached account states\n            const allAccounts = Array.from(this.#accountCache.values());\n            callback(allAccounts);\n          },\n        };\n\n        const unsub = provider.subscribeToAccount(subscribeParams);\n        unsubscribers.push(unsub);\n      } catch (error) {\n        this.#logger?.error(\n          ensureError(error, 'SubscriptionMultiplexer.subscribeToAccount'),\n          {\n            tags: {\n              feature: PERPS_CONSTANTS.FeatureName,\n              provider: providerId,\n              method: 'subscribeToAccount',\n            },\n            context: {\n              name: 'SubscriptionMultiplexer',\n              data: { subscribedCount: unsubscribers.length },\n            },\n          },\n        );\n        unsubscribers.forEach((unsub) => unsub());\n        throw error;\n      }\n    }\n\n    return () => {\n      unsubscribers.forEach((unsub) => unsub());\n      providers.forEach(([providerId]) => {\n        this.#accountCache.delete(providerId);\n      });\n    };\n  }\n\n  /**\n   * Aggregate cached prices based on mode.\n   *\n   * @param symbols - Symbols to include in result\n   * @param mode - Aggregation mode\n   * @returns Aggregated price updates\n   */\n  #aggregatePrices(\n    symbols: string[],\n    mode: PriceAggregationMode,\n  ): PriceUpdate[] {\n    const result: PriceUpdate[] = [];\n\n    symbols.forEach((symbol) => {\n      const providerPrices = this.#priceCache.get(symbol);\n      if (!providerPrices || providerPrices.size === 0) {\n        return;\n      }\n\n      if (mode === 'merge') {\n        // Return all prices (one per provider)\n        providerPrices.forEach((price) => {\n          result.push(price);\n        });\n      } else {\n        // 'best_price': Return the best price across providers\n        const best = this.#findBestPrice(providerPrices);\n        if (best) {\n          result.push(best);\n        }\n      }\n    });\n\n    return result;\n  }\n\n  /**\n   * Find the best price from multiple provider prices.\n   * \"Best\" is defined as the price with the smallest spread.\n   *\n   * @param providerPrices - Map of provider prices for a symbol\n   * @returns Best price update or undefined\n   */\n  #findBestPrice(\n    providerPrices: Map<PerpsProviderType, PriceUpdate>,\n  ): PriceUpdate | undefined {\n    let bestPrice: PriceUpdate | undefined;\n    let smallestSpread = Infinity;\n\n    providerPrices.forEach((price) => {\n      if (price.spread === undefined) {\n        // No spread info - just use the first one\n        bestPrice ??= price;\n      } else {\n        // If spread is available, use it to determine best\n        const spreadValue = parseFloat(price.spread);\n        if (!isNaN(spreadValue) && spreadValue < smallestSpread) {\n          smallestSpread = spreadValue;\n          bestPrice = price;\n        }\n      }\n    });\n\n    return bestPrice;\n  }\n\n  /**\n   * Aggregate positions from all providers.\n   *\n   * @returns All cached positions\n   */\n  #aggregatePositions(): Position[] {\n    const allPositions: Position[] = [];\n    this.#positionCache.forEach((positions) => {\n      allPositions.push(...positions);\n    });\n    return allPositions;\n  }\n\n  /**\n   * Aggregate orders from all providers.\n   *\n   * @returns All cached orders\n   */\n  #aggregateOrders(): Order[] {\n    const allOrders: Order[] = [];\n    this.#orderCache.forEach((orders) => {\n      allOrders.push(...orders);\n    });\n    return allOrders;\n  }\n\n  /**\n   * Clear all cached data.\n   */\n  clearCache(): void {\n    this.#priceCache.clear();\n    this.#positionCache.clear();\n    this.#orderCache.clear();\n    this.#accountCache.clear();\n  }\n\n  /**\n   * Get cached price for a symbol from a specific provider.\n   *\n   * @param symbol - Market symbol\n   * @param providerId - Provider ID\n   * @returns Cached price update or undefined\n   */\n  getCachedPrice(\n    symbol: string,\n    providerId: PerpsProviderType,\n  ): PriceUpdate | undefined {\n    return this.#priceCache.get(symbol)?.get(providerId);\n  }\n\n  /**\n   * Get all cached prices for a symbol.\n   *\n   * @param symbol - Market symbol\n   * @returns Map of provider ID to price update\n   */\n  getAllCachedPricesForSymbol(\n    symbol: string,\n  ): Map<PerpsProviderType, PriceUpdate> | undefined {\n    return this.#priceCache.get(symbol);\n  }\n}\n"]}

package/dist/aggregation/index.cjs

@@ -1,9 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.SubscriptionMultiplexer = void 0;
-/**
- * Provider aggregation module exports
- */
-var SubscriptionMultiplexer_1 = require("./SubscriptionMultiplexer.cjs");
-Object.defineProperty(exports, "SubscriptionMultiplexer", { enumerable: true, get: function () { return SubscriptionMultiplexer_1.SubscriptionMultiplexer; } });
-//# sourceMappingURL=index.cjs.map

package/dist/aggregation/index.cjs.map

@@ -1 +0,0 @@
-{"version":3,"file":"index.cjs","sourceRoot":"","sources":["../../src/aggregation/index.ts"],"names":[],"mappings":";;;AAAA;;GAEG;AACH,yEAAoE;AAA3D,kIAAA,uBAAuB,OAAA","sourcesContent":["/**\n * Provider aggregation module exports\n */\nexport { SubscriptionMultiplexer } from './SubscriptionMultiplexer';\nexport type {\n  PriceAggregationMode,\n  MultiplexedPricesParams,\n  MultiplexedPositionsParams,\n  MultiplexedOrderFillsParams,\n  MultiplexedOrdersParams,\n  MultiplexedAccountParams,\n} from './SubscriptionMultiplexer';\n"]}

package/dist/aggregation/index.d.cts

@@ -1,6 +0,0 @@
-/**
- * Provider aggregation module exports
- */
-export { SubscriptionMultiplexer } from "./SubscriptionMultiplexer.cjs";
-export type { PriceAggregationMode, MultiplexedPricesParams, MultiplexedPositionsParams, MultiplexedOrderFillsParams, MultiplexedOrdersParams, MultiplexedAccountParams, } from "./SubscriptionMultiplexer.cjs";
-//# sourceMappingURL=index.d.cts.map

package/dist/aggregation/index.d.cts.map

@@ -1 +0,0 @@
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package/dist/aggregation/index.d.mts

@@ -1,6 +0,0 @@
-/**
- * Provider aggregation module exports
- */
-export { SubscriptionMultiplexer } from "./SubscriptionMultiplexer.mjs";
-export type { PriceAggregationMode, MultiplexedPricesParams, MultiplexedPositionsParams, MultiplexedOrderFillsParams, MultiplexedOrdersParams, MultiplexedAccountParams, } from "./SubscriptionMultiplexer.mjs";
-//# sourceMappingURL=index.d.mts.map

package/dist/aggregation/index.d.mts.map

@@ -1 +0,0 @@
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package/dist/aggregation/index.mjs

@@ -1,5 +0,0 @@
-/**
- * Provider aggregation module exports
- */
-export { SubscriptionMultiplexer } from "./SubscriptionMultiplexer.mjs";
-//# sourceMappingURL=index.mjs.map

package/dist/aggregation/index.mjs.map

@@ -1 +0,0 @@
-{"version":3,"file":"index.mjs","sourceRoot":"","sources":["../../src/aggregation/index.ts"],"names":[],"mappings":"AAAA;;GAEG;AACH,OAAO,EAAE,uBAAuB,EAAE,sCAAkC","sourcesContent":["/**\n * Provider aggregation module exports\n */\nexport { SubscriptionMultiplexer } from './SubscriptionMultiplexer';\nexport type {\n  PriceAggregationMode,\n  MultiplexedPricesParams,\n  MultiplexedPositionsParams,\n  MultiplexedOrderFillsParams,\n  MultiplexedOrdersParams,\n  MultiplexedAccountParams,\n} from './SubscriptionMultiplexer';\n"]}