@metamask-previews/perps-controller 0.0.0-preview-ce3ee897a → 0.0.0-preview-e4aa1532

package/dist/aggregation/SubscriptionMultiplexer.cjs

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+"use strict";
+/* eslint-disable no-restricted-syntax, @typescript-eslint/prefer-nullish-coalescing */
+// TODO: Fix ESLint errors in this file - tracked for Phase 6 cleanup
+/**
+ * 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
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.SubscriptionMultiplexer = void 0;
+const perpsConfig_1 = require("../constants/perpsConfig.cjs");
+/**
+ * SubscriptionMultiplexer manages real-time data subscriptions across
+ * multiple perps providers.
+ *
+ * Key features:
+ * - Subscribes to all providers simultaneously
+ * - Tags all updates with source providerId
+ * - Caches latest values for aggregation
+ * - Supports different aggregation modes for prices
+ *
+ * @example
+ * ```typescript
+ * const mux = new SubscriptionMultiplexer();
+ *
+ * const unsubscribe = mux.subscribeToPrices({
+ *   symbols: ['BTC', 'ETH'],
+ *   providers: [
+ *     ['hyperliquid', hlProvider],
+ *     ['myx', myxProvider],
+ *   ],
+ *   callback: (prices) => {
+ *     // prices have providerId injected
+ *     prices.forEach(p => console.log(`${p.providerId}: ${p.symbol} = ${p.price}`));
+ *   },
+ *   aggregationMode: 'merge',
+ * });
+ *
+ * // Later: clean up
+ * unsubscribe();
+ * ```
+ */
+class SubscriptionMultiplexer {
+    /**
+     * Create a new SubscriptionMultiplexer.
+     *
+     * @param options - Optional configuration including logger for error reporting
+     */
+    constructor(options) {
+        /**
+         * Cache of latest prices per symbol per provider
+         * Map<symbol, Map<providerId, PriceUpdate>>
+         */
+        this.priceCache = new Map();
+        /**
+         * Cache of latest positions per provider
+         * Map<providerId, Position[]>
+         */
+        this.positionCache = new Map();
+        /**
+         * Cache of latest orders per provider
+         * Map<providerId, Order[]>
+         */
+        this.orderCache = new Map();
+        /**
+         * Cache of latest account state per provider
+         * Map<providerId, AccountState>
+         */
+        this.accountCache = new Map();
+        this.logger = options?.logger;
+    }
+    /**
+     * 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 (!this.priceCache.has(update.symbol)) {
+                                this.priceCache.set(update.symbol, new Map());
+                            }
+                            const symbolCache = this.priceCache.get(update.symbol);
+                            if (symbolCache) {
+                                symbolCache.set(providerId, taggedUpdate);
+                            }
+                        });
+                        // Aggregate and emit based on mode
+                        const aggregated = this.aggregatePrices(symbols, aggregationMode);
+                        callback(aggregated);
+                    },
+                    throttleMs,
+                    includeOrderBook,
+                    includeMarketData,
+                };
+                const unsub = provider.subscribeToPrices(subscribeParams);
+                unsubscribers.push(unsub);
+            }
+            catch (caughtError) {
+                // Log to Sentry before cleanup
+                const errorObj = caughtError instanceof Error
+                    ? caughtError
+                    : new Error(String(caughtError));
+                this.logger?.error(errorObj, {
+                    tags: {
+                        feature: perpsConfig_1.PERPS_CONSTANTS.FeatureName,
+                        provider: providerId,
+                        method: 'subscribeToPrices',
+                    },
+                    context: {
+                        name: 'SubscriptionMultiplexer',
+                        data: { subscribedCount: unsubscribers.length },
+                    },
+                });
+                // Clean up any subscriptions created before the failure
+                unsubscribers.forEach((unsub) => unsub());
+                throw caughtError;
+            }
+        }
+        // Return combined unsubscribe function
+        return () => {
+            unsubscribers.forEach((unsub) => unsub());
+            // Optionally clear cache for these symbols
+            symbols.forEach((symbol) => {
+                this.priceCache.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,
+                        }));
+                        this.positionCache.set(providerId, taggedPositions);
+                        // Emit aggregated positions from all providers
+                        const allPositions = this.aggregatePositions();
+                        callback(allPositions);
+                    },
+                };
+                const unsub = provider.subscribeToPositions(subscribeParams);
+                unsubscribers.push(unsub);
+            }
+            catch (caughtError) {
+                const errorObj = caughtError instanceof Error
+                    ? caughtError
+                    : new Error(String(caughtError));
+                this.logger?.error(errorObj, {
+                    tags: {
+                        feature: perpsConfig_1.PERPS_CONSTANTS.FeatureName,
+                        provider: providerId,
+                        method: 'subscribeToPositions',
+                    },
+                    context: {
+                        name: 'SubscriptionMultiplexer',
+                        data: { subscribedCount: unsubscribers.length },
+                    },
+                });
+                unsubscribers.forEach((unsub) => unsub());
+                throw caughtError;
+            }
+        }
+        return () => {
+            unsubscribers.forEach((unsub) => unsub());
+            // Clear position cache for these providers
+            providers.forEach(([providerId]) => {
+                this.positionCache.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 (caughtError) {
+                const errorObj = caughtError instanceof Error
+                    ? caughtError
+                    : new Error(String(caughtError));
+                this.logger?.error(errorObj, {
+                    tags: {
+                        feature: perpsConfig_1.PERPS_CONSTANTS.FeatureName,
+                        provider: providerId,
+                        method: 'subscribeToOrderFills',
+                    },
+                    context: {
+                        name: 'SubscriptionMultiplexer',
+                        data: { subscribedCount: unsubscribers.length },
+                    },
+                });
+                unsubscribers.forEach((unsub) => unsub());
+                throw caughtError;
+            }
+        }
+        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,
+                        }));
+                        this.orderCache.set(providerId, taggedOrders);
+                        // Emit aggregated orders from all providers
+                        const allOrders = this.aggregateOrders();
+                        callback(allOrders);
+                    },
+                };
+                const unsub = provider.subscribeToOrders(subscribeParams);
+                unsubscribers.push(unsub);
+            }
+            catch (caughtError) {
+                const errorObj = caughtError instanceof Error
+                    ? caughtError
+                    : new Error(String(caughtError));
+                this.logger?.error(errorObj, {
+                    tags: {
+                        feature: perpsConfig_1.PERPS_CONSTANTS.FeatureName,
+                        provider: providerId,
+                        method: 'subscribeToOrders',
+                    },
+                    context: {
+                        name: 'SubscriptionMultiplexer',
+                        data: { subscribedCount: unsubscribers.length },
+                    },
+                });
+                unsubscribers.forEach((unsub) => unsub());
+                throw caughtError;
+            }
+        }
+        return () => {
+            unsubscribers.forEach((unsub) => unsub());
+            providers.forEach(([providerId]) => {
+                this.orderCache.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) => {
+                        // Tag account with providerId and cache
+                        const taggedAccount = { ...account, providerId };
+                        this.accountCache.set(providerId, taggedAccount);
+                        // Emit all cached account states
+                        const allAccounts = Array.from(this.accountCache.values());
+                        callback(allAccounts);
+                    },
+                };
+                const unsub = provider.subscribeToAccount(subscribeParams);
+                unsubscribers.push(unsub);
+            }
+            catch (caughtError) {
+                const errorObj = caughtError instanceof Error
+                    ? caughtError
+                    : new Error(String(caughtError));
+                this.logger?.error(errorObj, {
+                    tags: {
+                        feature: perpsConfig_1.PERPS_CONSTANTS.FeatureName,
+                        provider: providerId,
+                        method: 'subscribeToAccount',
+                    },
+                    context: {
+                        name: 'SubscriptionMultiplexer',
+                        data: { subscribedCount: unsubscribers.length },
+                    },
+                });
+                unsubscribers.forEach((unsub) => unsub());
+                throw caughtError;
+            }
+        }
+        return () => {
+            unsubscribers.forEach((unsub) => unsub());
+            providers.forEach(([providerId]) => {
+                this.accountCache.delete(providerId);
+            });
+        };
+    }
+    /**
+     * Aggregate cached prices based on mode.
+     *
+     * @param symbols - Symbols to include in result
+     * @param mode - Aggregation mode
+     * @returns Aggregated price updates
+     */
+    aggregatePrices(symbols, mode) {
+        const result = [];
+        symbols.forEach((symbol) => {
+            const providerPrices = this.priceCache.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 = this.findBestPrice(providerPrices);
+                if (best) {
+                    result.push(best);
+                }
+            }
+        });
+        return result;
+    }
+    /**
+     * Find the best price from multiple provider prices.
+     * "Best" is defined as the price with the smallest spread.
+     *
+     * @param providerPrices - Map of provider prices for a symbol
+     * @returns Best price update or undefined
+     */
+    findBestPrice(providerPrices) {
+        let bestPrice;
+        let smallestSpread = Infinity;
+        providerPrices.forEach((price) => {
+            // If spread is available, use it to determine best
+            if (price.spread !== undefined) {
+                const spreadValue = parseFloat(price.spread);
+                if (!isNaN(spreadValue) && spreadValue < smallestSpread) {
+                    smallestSpread = spreadValue;
+                    bestPrice = price;
+                }
+            }
+            else if (!bestPrice) {
+                // No spread info - just use the first one
+                bestPrice = price;
+            }
+        });
+        return bestPrice;
+    }
+    /**
+     * Aggregate positions from all providers.
+     *
+     * @returns All cached positions
+     */
+    aggregatePositions() {
+        const allPositions = [];
+        this.positionCache.forEach((positions) => {
+            allPositions.push(...positions);
+        });
+        return allPositions;
+    }
+    /**
+     * Aggregate orders from all providers.
+     *
+     * @returns All cached orders
+     */
+    aggregateOrders() {
+        const allOrders = [];
+        this.orderCache.forEach((orders) => {
+            allOrders.push(...orders);
+        });
+        return allOrders;
+    }
+    /**
+     * Clear all cached data.
+     */
+    clearCache() {
+        this.priceCache.clear();
+        this.positionCache.clear();
+        this.orderCache.clear();
+        this.accountCache.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 this.priceCache.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 this.priceCache.get(symbol);
+    }
+}
+exports.SubscriptionMultiplexer = SubscriptionMultiplexer;
+//# sourceMappingURL=SubscriptionMultiplexer.cjs.map

package/dist/aggregation/SubscriptionMultiplexer.cjs.map

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eslint-disable no-restricted-syntax, @typescript-eslint/prefer-nullish-coalescing */\n// TODO: Fix ESLint errors in this file - tracked for Phase 6 cleanup\n/**\n * 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';\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  private readonly logger?: PerpsLogger;\n\n  /**\n   * Cache of latest prices per symbol per provider\n   * Map<symbol, Map<providerId, PriceUpdate>>\n   */\n  private readonly priceCache: Map<\n    string,\n    Map<PerpsProviderType, PriceUpdate>\n  > = new Map();\n\n  /**\n   * Cache of latest positions per provider\n   * Map<providerId, Position[]>\n   */\n  private readonly positionCache: Map<PerpsProviderType, Position[]> =\n    new Map();\n\n  /**\n   * Cache of latest orders per provider\n   * Map<providerId, Order[]>\n   */\n  private readonly orderCache: Map<PerpsProviderType, Order[]> = new Map();\n\n  /**\n   * Cache of latest account state per provider\n   * Map<providerId, AccountState>\n   */\n  private readonly accountCache: Map<PerpsProviderType, AccountState> =\n    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 (caughtError) {\n        // Log to Sentry before cleanup\n        const errorObj =\n          caughtError instanceof Error\n            ? caughtError\n            : new Error(String(caughtError));\n        this.logger?.error(errorObj, {\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        // Clean up any subscriptions created before the failure\n        unsubscribers.forEach((unsub) => unsub());\n        throw caughtError;\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 (caughtError) {\n        const errorObj =\n          caughtError instanceof Error\n            ? caughtError\n            : new Error(String(caughtError));\n        this.logger?.error(errorObj, {\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        unsubscribers.forEach((unsub) => unsub());\n        throw caughtError;\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 (caughtError) {\n        const errorObj =\n          caughtError instanceof Error\n            ? caughtError\n            : new Error(String(caughtError));\n        this.logger?.error(errorObj, {\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        unsubscribers.forEach((unsub) => unsub());\n        throw caughtError;\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 (caughtError) {\n        const errorObj =\n          caughtError instanceof Error\n            ? caughtError\n            : new Error(String(caughtError));\n        this.logger?.error(errorObj, {\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        unsubscribers.forEach((unsub) => unsub());\n        throw caughtError;\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            // Tag account with providerId and cache\n            const taggedAccount: AccountState = { ...account, providerId };\n            this.accountCache.set(providerId, taggedAccount);\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 (caughtError) {\n        const errorObj =\n          caughtError instanceof Error\n            ? caughtError\n            : new Error(String(caughtError));\n        this.logger?.error(errorObj, {\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        unsubscribers.forEach((unsub) => unsub());\n        throw caughtError;\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  private 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  private 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 spread is available, use it to determine best\n      if (price.spread !== undefined) {\n        const spreadValue = parseFloat(price.spread);\n        if (!isNaN(spreadValue) && spreadValue < smallestSpread) {\n          smallestSpread = spreadValue;\n          bestPrice = price;\n        }\n      } else if (!bestPrice) {\n        // No spread info - just use the first one\n        bestPrice = price;\n      }\n    });\n\n    return bestPrice;\n  }\n\n  /**\n   * Aggregate positions from all providers.\n   *\n   * @returns All cached positions\n   */\n  private 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  private 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"]}