@metamask-previews/perps-controller 0.0.0-preview-e4aa1532 → 0.0.0-preview-6dfa4aeba

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (498) hide show
  1. package/CHANGELOG.md +1 -11
  2. package/dist/PerpsController.cjs +66 -2224
  3. package/dist/PerpsController.cjs.map +1 -1
  4. package/dist/PerpsController.d.cts +79 -933
  5. package/dist/PerpsController.d.cts.map +1 -1
  6. package/dist/PerpsController.d.mts +79 -933
  7. package/dist/PerpsController.d.mts.map +1 -1
  8. package/dist/PerpsController.mjs +64 -2221
  9. package/dist/PerpsController.mjs.map +1 -1
  10. package/dist/index.cjs +1 -32
  11. package/dist/index.cjs.map +1 -1
  12. package/dist/index.d.cts +2 -6
  13. package/dist/index.d.cts.map +1 -1
  14. package/dist/index.d.mts +2 -6
  15. package/dist/index.d.mts.map +1 -1
  16. package/dist/index.mjs +1 -9
  17. package/dist/index.mjs.map +1 -1
  18. package/package.json +4 -19
  19. package/dist/__mocks__/hyperliquidMock.cjs +0 -68
  20. package/dist/__mocks__/hyperliquidMock.cjs.map +0 -1
  21. package/dist/__mocks__/hyperliquidMock.d.cts +0 -15
  22. package/dist/__mocks__/hyperliquidMock.d.cts.map +0 -1
  23. package/dist/__mocks__/hyperliquidMock.d.mts +0 -15
  24. package/dist/__mocks__/hyperliquidMock.d.mts.map +0 -1
  25. package/dist/__mocks__/hyperliquidMock.mjs +0 -65
  26. package/dist/__mocks__/hyperliquidMock.mjs.map +0 -1
  27. package/dist/__mocks__/providerMocks.cjs +0 -144
  28. package/dist/__mocks__/providerMocks.cjs.map +0 -1
  29. package/dist/__mocks__/providerMocks.d.cts +0 -44
  30. package/dist/__mocks__/providerMocks.d.cts.map +0 -1
  31. package/dist/__mocks__/providerMocks.d.mts +0 -44
  32. package/dist/__mocks__/providerMocks.d.mts.map +0 -1
  33. package/dist/__mocks__/providerMocks.mjs +0 -136
  34. package/dist/__mocks__/providerMocks.mjs.map +0 -1
  35. package/dist/__mocks__/serviceMocks.cjs +0 -187
  36. package/dist/__mocks__/serviceMocks.cjs.map +0 -1
  37. package/dist/__mocks__/serviceMocks.d.cts +0 -58
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  39. package/dist/__mocks__/serviceMocks.d.mts +0 -58
  40. package/dist/__mocks__/serviceMocks.d.mts.map +0 -1
  41. package/dist/__mocks__/serviceMocks.mjs +0 -180
  42. package/dist/__mocks__/serviceMocks.mjs.map +0 -1
  43. package/dist/aggregation/SubscriptionMultiplexer.cjs +0 -459
  44. package/dist/aggregation/SubscriptionMultiplexer.cjs.map +0 -1
  45. package/dist/aggregation/SubscriptionMultiplexer.d.cts +0 -222
  46. package/dist/aggregation/SubscriptionMultiplexer.d.cts.map +0 -1
  47. package/dist/aggregation/SubscriptionMultiplexer.d.mts +0 -222
  48. package/dist/aggregation/SubscriptionMultiplexer.d.mts.map +0 -1
  49. package/dist/aggregation/SubscriptionMultiplexer.mjs +0 -455
  50. package/dist/aggregation/SubscriptionMultiplexer.mjs.map +0 -1
  51. package/dist/aggregation/index.cjs +0 -9
  52. package/dist/aggregation/index.cjs.map +0 -1
  53. package/dist/aggregation/index.d.cts +0 -6
  54. package/dist/aggregation/index.d.cts.map +0 -1
  55. package/dist/aggregation/index.d.mts +0 -6
  56. package/dist/aggregation/index.d.mts.map +0 -1
  57. package/dist/aggregation/index.mjs +0 -5
  58. package/dist/aggregation/index.mjs.map +0 -1
  59. package/dist/constants/eventNames.cjs +0 -117
  60. package/dist/constants/eventNames.cjs.map +0 -1
  61. package/dist/constants/eventNames.d.cts +0 -106
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  65. package/dist/constants/eventNames.mjs +0 -114
  66. package/dist/constants/eventNames.mjs.map +0 -1
  67. package/dist/constants/hyperLiquidConfig.cjs +0 -366
  68. package/dist/constants/hyperLiquidConfig.cjs.map +0 -1
  69. package/dist/constants/hyperLiquidConfig.d.cts +0 -276
  70. package/dist/constants/hyperLiquidConfig.d.cts.map +0 -1
  71. package/dist/constants/hyperLiquidConfig.d.mts +0 -276
  72. package/dist/constants/hyperLiquidConfig.d.mts.map +0 -1
  73. package/dist/constants/hyperLiquidConfig.mjs +0 -357
  74. package/dist/constants/hyperLiquidConfig.mjs.map +0 -1
  75. package/dist/constants/index.cjs +0 -23
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  77. package/dist/constants/index.d.cts +0 -7
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  81. package/dist/constants/index.mjs +0 -7
  82. package/dist/constants/index.mjs.map +0 -1
  83. package/dist/constants/orderTypes.cjs +0 -31
  84. package/dist/constants/orderTypes.cjs.map +0 -1
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  89. package/dist/constants/orderTypes.mjs +0 -27
  90. package/dist/constants/orderTypes.mjs.map +0 -1
  91. package/dist/constants/performanceMetrics.cjs +0 -61
  92. package/dist/constants/performanceMetrics.cjs.map +0 -1
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  97. package/dist/constants/performanceMetrics.mjs +0 -58
  98. package/dist/constants/performanceMetrics.mjs.map +0 -1
  99. package/dist/constants/perpsConfig.cjs +0 -461
  100. package/dist/constants/perpsConfig.cjs.map +0 -1
  101. package/dist/constants/perpsConfig.d.cts +0 -343
  102. package/dist/constants/perpsConfig.d.cts.map +0 -1
  103. package/dist/constants/perpsConfig.d.mts +0 -343
  104. package/dist/constants/perpsConfig.d.mts.map +0 -1
  105. package/dist/constants/perpsConfig.mjs +0 -458
  106. package/dist/constants/perpsConfig.mjs.map +0 -1
  107. package/dist/constants/perpsErrorCodes.cjs +0 -79
  108. package/dist/constants/perpsErrorCodes.cjs.map +0 -1
  109. package/dist/constants/perpsErrorCodes.d.cts +0 -64
  110. package/dist/constants/perpsErrorCodes.d.cts.map +0 -1
  111. package/dist/constants/perpsErrorCodes.d.mts +0 -64
  112. package/dist/constants/perpsErrorCodes.d.mts.map +0 -1
  113. package/dist/constants/perpsErrorCodes.mjs +0 -76
  114. package/dist/constants/perpsErrorCodes.mjs.map +0 -1
  115. package/dist/platform-services/HyperLiquidClientService.cjs +0 -857
  116. package/dist/platform-services/HyperLiquidClientService.cjs.map +0 -1
  117. package/dist/platform-services/HyperLiquidClientService.d.cts +0 -263
  118. package/dist/platform-services/HyperLiquidClientService.d.cts.map +0 -1
  119. package/dist/platform-services/HyperLiquidClientService.d.mts +0 -263
  120. package/dist/platform-services/HyperLiquidClientService.d.mts.map +0 -1
  121. package/dist/platform-services/HyperLiquidClientService.mjs +0 -853
  122. package/dist/platform-services/HyperLiquidClientService.mjs.map +0 -1
  123. package/dist/platform-services/HyperLiquidSubscriptionService.cjs +0 -2170
  124. package/dist/platform-services/HyperLiquidSubscriptionService.cjs.map +0 -1
  125. package/dist/platform-services/HyperLiquidSubscriptionService.d.cts +0 -424
  126. package/dist/platform-services/HyperLiquidSubscriptionService.d.cts.map +0 -1
  127. package/dist/platform-services/HyperLiquidSubscriptionService.d.mts +0 -424
  128. package/dist/platform-services/HyperLiquidSubscriptionService.d.mts.map +0 -1
  129. package/dist/platform-services/HyperLiquidSubscriptionService.mjs +0 -2166
  130. package/dist/platform-services/HyperLiquidSubscriptionService.mjs.map +0 -1
  131. package/dist/platform-services/HyperLiquidWalletService.cjs +0 -140
  132. package/dist/platform-services/HyperLiquidWalletService.cjs.map +0 -1
  133. package/dist/platform-services/HyperLiquidWalletService.d.cts +0 -78
  134. package/dist/platform-services/HyperLiquidWalletService.d.cts.map +0 -1
  135. package/dist/platform-services/HyperLiquidWalletService.d.mts +0 -78
  136. package/dist/platform-services/HyperLiquidWalletService.d.mts.map +0 -1
  137. package/dist/platform-services/HyperLiquidWalletService.mjs +0 -136
  138. package/dist/platform-services/HyperLiquidWalletService.mjs.map +0 -1
  139. package/dist/providers/AggregatedPerpsProvider.cjs +0 -777
  140. package/dist/providers/AggregatedPerpsProvider.cjs.map +0 -1
  141. package/dist/providers/AggregatedPerpsProvider.d.cts +0 -466
  142. package/dist/providers/AggregatedPerpsProvider.d.cts.map +0 -1
  143. package/dist/providers/AggregatedPerpsProvider.d.mts +0 -466
  144. package/dist/providers/AggregatedPerpsProvider.d.mts.map +0 -1
  145. package/dist/providers/AggregatedPerpsProvider.mjs +0 -773
  146. package/dist/providers/AggregatedPerpsProvider.mjs.map +0 -1
  147. package/dist/providers/HyperLiquidProvider.cjs +0 -5172
  148. package/dist/providers/HyperLiquidProvider.cjs.map +0 -1
  149. package/dist/providers/HyperLiquidProvider.d.cts +0 -881
  150. package/dist/providers/HyperLiquidProvider.d.cts.map +0 -1
  151. package/dist/providers/HyperLiquidProvider.d.mts +0 -881
  152. package/dist/providers/HyperLiquidProvider.d.mts.map +0 -1
  153. package/dist/providers/HyperLiquidProvider.mjs +0 -5168
  154. package/dist/providers/HyperLiquidProvider.mjs.map +0 -1
  155. package/dist/providers/index.cjs +0 -11
  156. package/dist/providers/index.cjs.map +0 -1
  157. package/dist/providers/index.d.cts +0 -6
  158. package/dist/providers/index.d.cts.map +0 -1
  159. package/dist/providers/index.d.mts +0 -6
  160. package/dist/providers/index.d.mts.map +0 -1
  161. package/dist/providers/index.mjs +0 -6
  162. package/dist/providers/index.mjs.map +0 -1
  163. package/dist/routing/ProviderRouter.cjs +0 -148
  164. package/dist/routing/ProviderRouter.cjs.map +0 -1
  165. package/dist/routing/ProviderRouter.d.cts +0 -124
  166. package/dist/routing/ProviderRouter.d.cts.map +0 -1
  167. package/dist/routing/ProviderRouter.d.mts +0 -124
  168. package/dist/routing/ProviderRouter.d.mts.map +0 -1
  169. package/dist/routing/ProviderRouter.mjs +0 -144
  170. package/dist/routing/ProviderRouter.mjs.map +0 -1
  171. package/dist/routing/index.cjs +0 -9
  172. package/dist/routing/index.cjs.map +0 -1
  173. package/dist/routing/index.d.cts +0 -6
  174. package/dist/routing/index.d.cts.map +0 -1
  175. package/dist/routing/index.d.mts +0 -6
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  177. package/dist/routing/index.mjs +0 -5
  178. package/dist/routing/index.mjs.map +0 -1
  179. package/dist/selectors.cjs +0 -161
  180. package/dist/selectors.cjs.map +0 -1
  181. package/dist/selectors.d.cts +0 -345
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  185. package/dist/selectors.mjs +0 -153
  186. package/dist/selectors.mjs.map +0 -1
  187. package/dist/services/AccountService.cjs +0 -313
  188. package/dist/services/AccountService.cjs.map +0 -1
  189. package/dist/services/AccountService.d.cts +0 -53
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  192. package/dist/services/AccountService.d.mts.map +0 -1
  193. package/dist/services/AccountService.mjs +0 -309
  194. package/dist/services/AccountService.mjs.map +0 -1
  195. package/dist/services/DataLakeService.cjs +0 -219
  196. package/dist/services/DataLakeService.cjs.map +0 -1
  197. package/dist/services/DataLakeService.d.cts +0 -49
  198. package/dist/services/DataLakeService.d.cts.map +0 -1
  199. package/dist/services/DataLakeService.d.mts +0 -49
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  201. package/dist/services/DataLakeService.mjs +0 -215
  202. package/dist/services/DataLakeService.mjs.map +0 -1
  203. package/dist/services/DepositService.cjs +0 -96
  204. package/dist/services/DepositService.cjs.map +0 -1
  205. package/dist/services/DepositService.d.cts +0 -37
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  211. package/dist/services/EligibilityService.cjs +0 -156
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@@ -1,455 +0,0 @@
1
- /* eslint-disable no-restricted-syntax, @typescript-eslint/prefer-nullish-coalescing */
2
- // TODO: Fix ESLint errors in this file - tracked for Phase 6 cleanup
3
- /**
4
- * SubscriptionMultiplexer - Manages WebSocket subscriptions across multiple providers
5
- *
6
- * Responsibilities:
7
- * - Manage subscriptions to multiple providers simultaneously
8
- * - Tag all updates with providerId so UI can differentiate sources
9
- * - Support aggregation modes: 'merge' (all prices) or 'best_price' (best price per symbol)
10
- * - Cache latest updates per provider per symbol for aggregation
11
- */
12
- import { PERPS_CONSTANTS } from "../constants/perpsConfig.mjs";
13
- /**
14
- * SubscriptionMultiplexer manages real-time data subscriptions across
15
- * multiple perps providers.
16
- *
17
- * Key features:
18
- * - Subscribes to all providers simultaneously
19
- * - Tags all updates with source providerId
20
- * - Caches latest values for aggregation
21
- * - Supports different aggregation modes for prices
22
- *
23
- * @example
24
- * ```typescript
25
- * const mux = new SubscriptionMultiplexer();
26
- *
27
- * const unsubscribe = mux.subscribeToPrices({
28
- * symbols: ['BTC', 'ETH'],
29
- * providers: [
30
- * ['hyperliquid', hlProvider],
31
- * ['myx', myxProvider],
32
- * ],
33
- * callback: (prices) => {
34
- * // prices have providerId injected
35
- * prices.forEach(p => console.log(`${p.providerId}: ${p.symbol} = ${p.price}`));
36
- * },
37
- * aggregationMode: 'merge',
38
- * });
39
- *
40
- * // Later: clean up
41
- * unsubscribe();
42
- * ```
43
- */
44
- export class SubscriptionMultiplexer {
45
- /**
46
- * Create a new SubscriptionMultiplexer.
47
- *
48
- * @param options - Optional configuration including logger for error reporting
49
- */
50
- constructor(options) {
51
- /**
52
- * Cache of latest prices per symbol per provider
53
- * Map<symbol, Map<providerId, PriceUpdate>>
54
- */
55
- this.priceCache = new Map();
56
- /**
57
- * Cache of latest positions per provider
58
- * Map<providerId, Position[]>
59
- */
60
- this.positionCache = new Map();
61
- /**
62
- * Cache of latest orders per provider
63
- * Map<providerId, Order[]>
64
- */
65
- this.orderCache = new Map();
66
- /**
67
- * Cache of latest account state per provider
68
- * Map<providerId, AccountState>
69
- */
70
- this.accountCache = new Map();
71
- this.logger = options?.logger;
72
- }
73
- /**
74
- * Subscribe to price updates from multiple providers.
75
- *
76
- * @param params - Subscription parameters
77
- * @returns Unsubscribe function
78
- */
79
- subscribeToPrices(params) {
80
- const { symbols, providers, callback, aggregationMode = 'merge', throttleMs, includeOrderBook, includeMarketData, } = params;
81
- const unsubscribers = [];
82
- // Subscribe to each provider with defensive error handling
83
- for (const [providerId, provider] of providers) {
84
- try {
85
- const subscribeParams = {
86
- symbols,
87
- callback: (updates) => {
88
- // Tag and cache each update
89
- updates.forEach((update) => {
90
- const taggedUpdate = { ...update, providerId };
91
- // Initialize symbol cache if needed
92
- if (!this.priceCache.has(update.symbol)) {
93
- this.priceCache.set(update.symbol, new Map());
94
- }
95
- const symbolCache = this.priceCache.get(update.symbol);
96
- if (symbolCache) {
97
- symbolCache.set(providerId, taggedUpdate);
98
- }
99
- });
100
- // Aggregate and emit based on mode
101
- const aggregated = this.aggregatePrices(symbols, aggregationMode);
102
- callback(aggregated);
103
- },
104
- throttleMs,
105
- includeOrderBook,
106
- includeMarketData,
107
- };
108
- const unsub = provider.subscribeToPrices(subscribeParams);
109
- unsubscribers.push(unsub);
110
- }
111
- catch (caughtError) {
112
- // Log to Sentry before cleanup
113
- const errorObj = caughtError instanceof Error
114
- ? caughtError
115
- : new Error(String(caughtError));
116
- this.logger?.error(errorObj, {
117
- tags: {
118
- feature: PERPS_CONSTANTS.FeatureName,
119
- provider: providerId,
120
- method: 'subscribeToPrices',
121
- },
122
- context: {
123
- name: 'SubscriptionMultiplexer',
124
- data: { subscribedCount: unsubscribers.length },
125
- },
126
- });
127
- // Clean up any subscriptions created before the failure
128
- unsubscribers.forEach((unsub) => unsub());
129
- throw caughtError;
130
- }
131
- }
132
- // Return combined unsubscribe function
133
- return () => {
134
- unsubscribers.forEach((unsub) => unsub());
135
- // Optionally clear cache for these symbols
136
- symbols.forEach((symbol) => {
137
- this.priceCache.delete(symbol);
138
- });
139
- };
140
- }
141
- /**
142
- * Subscribe to position updates from multiple providers.
143
- *
144
- * @param params - Subscription parameters
145
- * @returns Unsubscribe function
146
- */
147
- subscribeToPositions(params) {
148
- const { providers, callback } = params;
149
- const unsubscribers = [];
150
- for (const [providerId, provider] of providers) {
151
- try {
152
- const subscribeParams = {
153
- callback: (positions) => {
154
- // Tag positions with providerId and cache
155
- const taggedPositions = positions.map((pos) => ({
156
- ...pos,
157
- providerId,
158
- }));
159
- this.positionCache.set(providerId, taggedPositions);
160
- // Emit aggregated positions from all providers
161
- const allPositions = this.aggregatePositions();
162
- callback(allPositions);
163
- },
164
- };
165
- const unsub = provider.subscribeToPositions(subscribeParams);
166
- unsubscribers.push(unsub);
167
- }
168
- catch (caughtError) {
169
- const errorObj = caughtError instanceof Error
170
- ? caughtError
171
- : new Error(String(caughtError));
172
- this.logger?.error(errorObj, {
173
- tags: {
174
- feature: PERPS_CONSTANTS.FeatureName,
175
- provider: providerId,
176
- method: 'subscribeToPositions',
177
- },
178
- context: {
179
- name: 'SubscriptionMultiplexer',
180
- data: { subscribedCount: unsubscribers.length },
181
- },
182
- });
183
- unsubscribers.forEach((unsub) => unsub());
184
- throw caughtError;
185
- }
186
- }
187
- return () => {
188
- unsubscribers.forEach((unsub) => unsub());
189
- // Clear position cache for these providers
190
- providers.forEach(([providerId]) => {
191
- this.positionCache.delete(providerId);
192
- });
193
- };
194
- }
195
- /**
196
- * Subscribe to order fill updates from multiple providers.
197
- *
198
- * @param params - Subscription parameters
199
- * @returns Unsubscribe function
200
- */
201
- subscribeToOrderFills(params) {
202
- const { providers, callback } = params;
203
- const unsubscribers = [];
204
- for (const [providerId, provider] of providers) {
205
- try {
206
- const subscribeParams = {
207
- callback: (fills, isSnapshot) => {
208
- // Tag fills with providerId
209
- const taggedFills = fills.map((fill) => ({
210
- ...fill,
211
- providerId,
212
- }));
213
- // For fills, we don't aggregate - emit immediately with tags
214
- callback(taggedFills, isSnapshot);
215
- },
216
- };
217
- const unsub = provider.subscribeToOrderFills(subscribeParams);
218
- unsubscribers.push(unsub);
219
- }
220
- catch (caughtError) {
221
- const errorObj = caughtError instanceof Error
222
- ? caughtError
223
- : new Error(String(caughtError));
224
- this.logger?.error(errorObj, {
225
- tags: {
226
- feature: PERPS_CONSTANTS.FeatureName,
227
- provider: providerId,
228
- method: 'subscribeToOrderFills',
229
- },
230
- context: {
231
- name: 'SubscriptionMultiplexer',
232
- data: { subscribedCount: unsubscribers.length },
233
- },
234
- });
235
- unsubscribers.forEach((unsub) => unsub());
236
- throw caughtError;
237
- }
238
- }
239
- return () => {
240
- unsubscribers.forEach((unsub) => unsub());
241
- };
242
- }
243
- /**
244
- * Subscribe to order updates from multiple providers.
245
- *
246
- * @param params - Subscription parameters
247
- * @returns Unsubscribe function
248
- */
249
- subscribeToOrders(params) {
250
- const { providers, callback } = params;
251
- const unsubscribers = [];
252
- for (const [providerId, provider] of providers) {
253
- try {
254
- const subscribeParams = {
255
- callback: (orders) => {
256
- // Tag orders with providerId and cache
257
- const taggedOrders = orders.map((order) => ({
258
- ...order,
259
- providerId,
260
- }));
261
- this.orderCache.set(providerId, taggedOrders);
262
- // Emit aggregated orders from all providers
263
- const allOrders = this.aggregateOrders();
264
- callback(allOrders);
265
- },
266
- };
267
- const unsub = provider.subscribeToOrders(subscribeParams);
268
- unsubscribers.push(unsub);
269
- }
270
- catch (caughtError) {
271
- const errorObj = caughtError instanceof Error
272
- ? caughtError
273
- : new Error(String(caughtError));
274
- this.logger?.error(errorObj, {
275
- tags: {
276
- feature: PERPS_CONSTANTS.FeatureName,
277
- provider: providerId,
278
- method: 'subscribeToOrders',
279
- },
280
- context: {
281
- name: 'SubscriptionMultiplexer',
282
- data: { subscribedCount: unsubscribers.length },
283
- },
284
- });
285
- unsubscribers.forEach((unsub) => unsub());
286
- throw caughtError;
287
- }
288
- }
289
- return () => {
290
- unsubscribers.forEach((unsub) => unsub());
291
- providers.forEach(([providerId]) => {
292
- this.orderCache.delete(providerId);
293
- });
294
- };
295
- }
296
- /**
297
- * Subscribe to account updates from multiple providers.
298
- *
299
- * @param params - Subscription parameters
300
- * @returns Unsubscribe function
301
- */
302
- subscribeToAccount(params) {
303
- const { providers, callback } = params;
304
- const unsubscribers = [];
305
- for (const [providerId, provider] of providers) {
306
- try {
307
- const subscribeParams = {
308
- callback: (account) => {
309
- // Tag account with providerId and cache
310
- const taggedAccount = { ...account, providerId };
311
- this.accountCache.set(providerId, taggedAccount);
312
- // Emit all cached account states
313
- const allAccounts = Array.from(this.accountCache.values());
314
- callback(allAccounts);
315
- },
316
- };
317
- const unsub = provider.subscribeToAccount(subscribeParams);
318
- unsubscribers.push(unsub);
319
- }
320
- catch (caughtError) {
321
- const errorObj = caughtError instanceof Error
322
- ? caughtError
323
- : new Error(String(caughtError));
324
- this.logger?.error(errorObj, {
325
- tags: {
326
- feature: PERPS_CONSTANTS.FeatureName,
327
- provider: providerId,
328
- method: 'subscribeToAccount',
329
- },
330
- context: {
331
- name: 'SubscriptionMultiplexer',
332
- data: { subscribedCount: unsubscribers.length },
333
- },
334
- });
335
- unsubscribers.forEach((unsub) => unsub());
336
- throw caughtError;
337
- }
338
- }
339
- return () => {
340
- unsubscribers.forEach((unsub) => unsub());
341
- providers.forEach(([providerId]) => {
342
- this.accountCache.delete(providerId);
343
- });
344
- };
345
- }
346
- /**
347
- * Aggregate cached prices based on mode.
348
- *
349
- * @param symbols - Symbols to include in result
350
- * @param mode - Aggregation mode
351
- * @returns Aggregated price updates
352
- */
353
- aggregatePrices(symbols, mode) {
354
- const result = [];
355
- symbols.forEach((symbol) => {
356
- const providerPrices = this.priceCache.get(symbol);
357
- if (!providerPrices || providerPrices.size === 0) {
358
- return;
359
- }
360
- if (mode === 'merge') {
361
- // Return all prices (one per provider)
362
- providerPrices.forEach((price) => {
363
- result.push(price);
364
- });
365
- }
366
- else {
367
- // 'best_price': Return the best price across providers
368
- const best = this.findBestPrice(providerPrices);
369
- if (best) {
370
- result.push(best);
371
- }
372
- }
373
- });
374
- return result;
375
- }
376
- /**
377
- * Find the best price from multiple provider prices.
378
- * "Best" is defined as the price with the smallest spread.
379
- *
380
- * @param providerPrices - Map of provider prices for a symbol
381
- * @returns Best price update or undefined
382
- */
383
- findBestPrice(providerPrices) {
384
- let bestPrice;
385
- let smallestSpread = Infinity;
386
- providerPrices.forEach((price) => {
387
- // If spread is available, use it to determine best
388
- if (price.spread !== undefined) {
389
- const spreadValue = parseFloat(price.spread);
390
- if (!isNaN(spreadValue) && spreadValue < smallestSpread) {
391
- smallestSpread = spreadValue;
392
- bestPrice = price;
393
- }
394
- }
395
- else if (!bestPrice) {
396
- // No spread info - just use the first one
397
- bestPrice = price;
398
- }
399
- });
400
- return bestPrice;
401
- }
402
- /**
403
- * Aggregate positions from all providers.
404
- *
405
- * @returns All cached positions
406
- */
407
- aggregatePositions() {
408
- const allPositions = [];
409
- this.positionCache.forEach((positions) => {
410
- allPositions.push(...positions);
411
- });
412
- return allPositions;
413
- }
414
- /**
415
- * Aggregate orders from all providers.
416
- *
417
- * @returns All cached orders
418
- */
419
- aggregateOrders() {
420
- const allOrders = [];
421
- this.orderCache.forEach((orders) => {
422
- allOrders.push(...orders);
423
- });
424
- return allOrders;
425
- }
426
- /**
427
- * Clear all cached data.
428
- */
429
- clearCache() {
430
- this.priceCache.clear();
431
- this.positionCache.clear();
432
- this.orderCache.clear();
433
- this.accountCache.clear();
434
- }
435
- /**
436
- * Get cached price for a symbol from a specific provider.
437
- *
438
- * @param symbol - Market symbol
439
- * @param providerId - Provider ID
440
- * @returns Cached price update or undefined
441
- */
442
- getCachedPrice(symbol, providerId) {
443
- return this.priceCache.get(symbol)?.get(providerId);
444
- }
445
- /**
446
- * Get all cached prices for a symbol.
447
- *
448
- * @param symbol - Market symbol
449
- * @returns Map of provider ID to price update
450
- */
451
- getAllCachedPricesForSymbol(symbol) {
452
- return this.priceCache.get(symbol);
453
- }
454
- }
455
- //# sourceMappingURL=SubscriptionMultiplexer.mjs.map
@@ -1 +0,0 @@
1
- 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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"]}
@@ -1,9 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.SubscriptionMultiplexer = void 0;
4
- /**
5
- * Provider aggregation module exports
6
- */
7
- var SubscriptionMultiplexer_1 = require("./SubscriptionMultiplexer.cjs");
8
- Object.defineProperty(exports, "SubscriptionMultiplexer", { enumerable: true, get: function () { return SubscriptionMultiplexer_1.SubscriptionMultiplexer; } });
9
- //# sourceMappingURL=index.cjs.map
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- {"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"]}
@@ -1,6 +0,0 @@
1
- /**
2
- * Provider aggregation module exports
3
- */
4
- export { SubscriptionMultiplexer } from "./SubscriptionMultiplexer.cjs";
5
- export type { PriceAggregationMode, MultiplexedPricesParams, MultiplexedPositionsParams, MultiplexedOrderFillsParams, MultiplexedOrdersParams, MultiplexedAccountParams, } from "./SubscriptionMultiplexer.cjs";
6
- //# sourceMappingURL=index.d.cts.map
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@@ -1,6 +0,0 @@
1
- /**
2
- * Provider aggregation module exports
3
- */
4
- export { SubscriptionMultiplexer } from "./SubscriptionMultiplexer.mjs";
5
- export type { PriceAggregationMode, MultiplexedPricesParams, MultiplexedPositionsParams, MultiplexedOrderFillsParams, MultiplexedOrdersParams, MultiplexedAccountParams, } from "./SubscriptionMultiplexer.mjs";
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- //# sourceMappingURL=index.d.mts.map
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@@ -1,5 +0,0 @@
1
- /**
2
- * Provider aggregation module exports
3
- */
4
- export { SubscriptionMultiplexer } from "./SubscriptionMultiplexer.mjs";
5
- //# sourceMappingURL=index.mjs.map
@@ -1 +0,0 @@
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- {"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"]}