@metamask-previews/perps-controller 10.0.0-preview-48f22dbe8 → 10.0.0-preview-a42e8d0d2

package/dist/utils/orderCalculations.cjs

@@ -1,15 +1,10 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.buildOrdersArray = exports.calculateOrderPriceAndSize = exports.calculateFinalPositionSize = exports.floorToSizeDecimals = exports.getMaxAllowedAmount = exports.calculateMarginRequired = exports.calculatePositionSize = void 0;
+exports.buildOrdersArray = exports.calculateOrderPriceAndSize = exports.calculateFinalPositionSize = exports.getMaxAllowedAmount = exports.calculateMarginRequired = exports.calculatePositionSize = void 0;
 const hyperLiquidConfig_js_1 = require("../constants/hyperLiquidConfig.cjs");
 const perpsConfig_js_1 = require("../constants/perpsConfig.cjs");
 const perpsErrorCodes_js_1 = require("../perpsErrorCodes.cjs");
 const hyperLiquidAdapter_js_1 = require("./hyperLiquidAdapter.cjs");
-/**
- * Tolerance used when deciding whether a scaled size is already on the size
- * grid, guarding against floating-point representation error.
- */
-const FLOAT_TOLERANCE = 1e-6;
 /**
  * Calculate position size based on USD amount and asset price
  *
@@ -88,60 +83,6 @@ function getMaxAllowedAmount(params) {
     return Math.max(0, Math.floor(bufferedMax));
 }
 exports.getMaxAllowedAmount = getMaxAllowedAmount;
-/**
- * Round a size down onto the asset's size grid.
- *
- * Used for reduce-only orders, where rounding up would push the size past the
- * live position size. Values already on the grid are snapped rather than
- * truncated, because floating-point math can leave them just below a grid
- * point (0.0123 * 10000 === 122.99999999999999) and truncating would drop a
- * whole increment.
- *
- * The result is never greater than `size`, for negative sizes as well as
- * positive: the snap only ever recovers a grid point the input already
- * represents, so a value genuinely below a grid point is stepped down even when
- * the tolerance would have reached the point above it.
- *
- * A size whose scaled form reaches `2^53` is returned unchanged: doubles cannot
- * represent consecutive integers there, so the grid is finer than the spacing
- * between representable values and there is nothing to round down to.
- *
- * @param size - Size to round down.
- * @param szDecimals - The asset's size decimal precision.
- * @returns The size rounded down onto the size grid, never exceeding `size`.
- */
-function floorToSizeDecimals(size, szDecimals) {
-    const multiplier = Math.pow(10, szDecimals);
-    const scaled = size * multiplier;
-    // Past 2^53 a double cannot represent consecutive integers, so `units -= 1`
-    // below would be a no-op and the step-down loop would never terminate. The
-    // size grid is finer than the spacing between representable values at that
-    // magnitude, so there is no increment to shave: return the input unchanged.
-    if (!Number.isFinite(scaled) || Math.abs(scaled) >= Number.MAX_SAFE_INTEGER) {
-        return size;
-    }
-    const nearest = Math.round(scaled);
-    // The tolerance scales with the magnitude, because double-precision error
-    // does too: a fixed epsilon would stop absorbing representation error for
-    // sizes that scale past ~1e10 and would then shave off a whole increment.
-    const tolerance = Math.max(FLOAT_TOLERANCE, Math.abs(scaled) * Number.EPSILON * 8);
-    let units = Math.abs(scaled - nearest) < tolerance ? nearest : Math.floor(scaled);
-    // Step down until the result no longer exceeds the input. One pass is not
-    // enough: a tolerance wide enough to absorb representation error at large
-    // magnitudes also reaches the next grid point, and for an input less than half
-    // an ulp below a grid point `size * multiplier` evaluates to exactly that grid
-    // integer, so flooring the scaled value returns the same too-large result.
-    // The comparison alone is the whole termination condition: for a non-negative
-    // size the loop stops at or before zero, and for a negative size it stops once
-    // the value is no longer above the input. Guarding on `units` instead would
-    // skip a negative size below the tolerance, which snaps to `-0` — and
-    // `-0 !== 0` is false. The 2^53 bail-out above keeps this bounded.
-    while (units / multiplier > size) {
-        units -= 1;
-    }
-    return units / multiplier;
-}
-exports.floorToSizeDecimals = floorToSizeDecimals;
 /**
  * Calculates final position size using USD as source of truth with price validation
  *
@@ -152,63 +93,34 @@ exports.floorToSizeDecimals = floorToSizeDecimals;
  * @returns Final position size as a number
  */
 function calculateFinalPositionSize(params) {
-    const { usdAmount, size, currentPrice, priceAtCalculation, maxSlippageBps, szDecimals, leverage, reduceOnly, debugLogger, } = params;
+    const { usdAmount, size, currentPrice, priceAtCalculation, maxSlippageBps, szDecimals, leverage, debugLogger, } = params;
     let finalPositionSize;
-    // Validate price staleness whenever the caller supplied a calculation-time
-    // price. This runs before the sizing branches on purpose: a full close submits
-    // the exact live position size rather than a USD-derived one, and it must still
-    // be rejected when the price has moved past the caller's tolerance.
-    if (priceAtCalculation) {
-        const priceDeltaBps = Math.abs(((currentPrice - priceAtCalculation) / priceAtCalculation) * 10000);
-        const maxSlippageBpsValue = maxSlippageBps ?? perpsConfig_js_1.ORDER_SLIPPAGE_CONFIG.DefaultMarketSlippageBps;
-        if (priceDeltaBps > maxSlippageBpsValue) {
-            throw new Error(`Price moved too much: ${priceDeltaBps.toFixed(0)} bps (max: ${maxSlippageBpsValue} bps). ` +
-                `Expected: ${priceAtCalculation.toFixed(2)}, Current: ${currentPrice.toFixed(2)}`);
-        }
-        debugLogger?.log('Price validation passed:', {
-            priceAtCalculation,
-            currentPrice,
-            deltaBps: priceDeltaBps.toFixed(2),
-            maxSlippageBps: maxSlippageBpsValue,
-        });
-    }
     if (usdAmount && parseFloat(usdAmount) > 0) {
         // USD amount provided - use it as source of truth
         const usdValue = parseFloat(usdAmount);
-        // Recalculate position size with fresh price
-        finalPositionSize = usdValue / currentPrice;
-        // A reduce-only order may never exceed the size the caller asked to close:
-        // that size is already clamped to the live position, while the USD amount was
-        // computed against an older price and can imply a larger size after an
-        // adverse move. Capping here keeps USD accuracy in the common case and makes
-        // the caller's clamp binding.
-        if (reduceOnly && size) {
-            const requestedSize = parseFloat(size);
-            // A supplied size must be positive, or the cap below would submit a
-            // zero/negative order. Reject it rather than silently falling back to the
-            // USD-derived size, matching how closePosition treats the same input.
-            if (!Number.isFinite(requestedSize) || requestedSize <= 0) {
-                throw new Error(perpsErrorCodes_js_1.PERPS_ERROR_CODES.ORDER_SIZE_POSITIVE);
+        // 1. Validate price staleness if priceAtCalculation provided
+        if (priceAtCalculation) {
+            const priceDeltaBps = Math.abs(((currentPrice - priceAtCalculation) / priceAtCalculation) * 10000);
+            const maxSlippageBpsValue = maxSlippageBps ?? perpsConfig_js_1.ORDER_SLIPPAGE_CONFIG.DefaultMarketSlippageBps;
+            if (priceDeltaBps > maxSlippageBpsValue) {
+                throw new Error(`Price moved too much: ${priceDeltaBps.toFixed(0)} bps (max: ${maxSlippageBpsValue} bps). ` +
+                    `Expected: ${priceAtCalculation.toFixed(2)}, Current: ${currentPrice.toFixed(2)}`);
             }
-            finalPositionSize = Math.min(finalPositionSize, requestedSize);
+            debugLogger?.log('Price validation passed:', {
+                priceAtCalculation,
+                currentPrice,
+                deltaBps: priceDeltaBps.toFixed(2),
+                maxSlippageBps: maxSlippageBpsValue,
+            });
         }
-        // 3. Apply size decimals rounding (reduce-only never rounds up)
+        // 2. Recalculate position size with fresh price
+        finalPositionSize = usdValue / currentPrice;
+        // 3. Apply size decimals rounding
         const multiplier = Math.pow(10, szDecimals);
-        const sizeBeforeRounding = finalPositionSize;
-        finalPositionSize = reduceOnly
-            ? floorToSizeDecimals(finalPositionSize, szDecimals)
-            : Math.round(finalPositionSize * multiplier) / multiplier;
-        // Rounding down can zero out a reduce-only order whose USD value is worth
-        // less than one size increment. Fail with a clear error instead of
-        // submitting a size of "0" the exchange will reject.
-        if (reduceOnly && finalPositionSize <= 0 && sizeBeforeRounding > 0) {
-            throw new Error(perpsErrorCodes_js_1.PERPS_ERROR_CODES.ORDER_SIZE_POSITIVE);
-        }
-        // 4. Ensure rounded size meets requested USD (fix validation gap).
-        // Skipped for reduce-only orders: adding an increment there would submit
-        // more than the position holds and HyperLiquid rejects the order.
+        finalPositionSize = Math.round(finalPositionSize * multiplier) / multiplier;
+        // 4. Ensure rounded size meets requested USD (fix validation gap)
         let actualNotionalValue = finalPositionSize * currentPrice;
-        if (!reduceOnly && actualNotionalValue < usdValue) {
+        if (actualNotionalValue < usdValue) {
             // Add 1 minimum increment to meet requested USD
             finalPositionSize += 1 / multiplier;
             actualNotionalValue = finalPositionSize * currentPrice;
@@ -243,23 +155,6 @@ function calculateFinalPositionSize(params) {
     else {
         // Legacy: Use provided size (backward compatibility)
         finalPositionSize = parseFloat(size ?? '0');
-        // Reduce-only sizes are formatted with toFixed() further down, which rounds
-        // up; truncate onto the size grid first so a close can never exceed the
-        // position it is closing.
-        if (reduceOnly) {
-            // A supplied size must be positive, or formatHyperLiquidSize would render
-            // a zero or negative order size. The USD branch above rejects the same
-            // input.
-            if (size && !(finalPositionSize > 0)) {
-                throw new Error(perpsErrorCodes_js_1.PERPS_ERROR_CODES.ORDER_SIZE_POSITIVE);
-            }
-            const sizeBeforeFlooring = finalPositionSize;
-            finalPositionSize = floorToSizeDecimals(finalPositionSize, szDecimals);
-            // A positive size that floors to zero is worth less than one increment
-            if (finalPositionSize <= 0 && sizeBeforeFlooring > 0) {
-                throw new Error(perpsErrorCodes_js_1.PERPS_ERROR_CODES.ORDER_SIZE_POSITIVE);
-            }
-        }
         debugLogger?.log('Using legacy size calculation (no USD amount provided):', {
             providedSize: size,
             finalSize: finalPositionSize,

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type { Hex } from '@metamask/utils';\n\nimport { BASIS_POINTS_DIVISOR } from '../constants/hyperLiquidConfig.js';\nimport {\n  MAX_ORDER_MARGIN_BUFFER,\n  ORDER_SLIPPAGE_CONFIG,\n} from '../constants/perpsConfig.js';\nimport { PERPS_ERROR_CODES } from '../perpsErrorCodes.js';\nimport type { SDKOrderParams } from '../types/hyperliquid-types.js';\nimport type { PerpsDebugLogger } from '../types/index.js';\nimport {\n  formatHyperLiquidPrice,\n  formatHyperLiquidSize,\n} from './hyperLiquidAdapter.js';\n\n/**\n * Optional debug logger for order calculation functions.\n * When provided, enables detailed logging for debugging.\n */\nexport type OrderCalculationsDebugLogger = PerpsDebugLogger | undefined;\n\n/**\n * Tolerance used when deciding whether a scaled size is already on the size\n * grid, guarding against floating-point representation error.\n */\nconst FLOAT_TOLERANCE = 1e-6;\n\ntype PositionSizeParams = {\n  amount: string;\n  price: number;\n  szDecimals: number;\n};\n\ntype MarginRequiredParams = {\n  amount: string;\n  leverage: number;\n};\n\ntype MaxAllowedAmountParams = {\n  spendableBalance: number;\n  assetPrice: number;\n  assetSzDecimals: number;\n  leverage: number;\n};\n\n// Advanced order calculation interfaces\nexport type CalculateFinalPositionSizeParams = {\n  usdAmount?: string;\n  size?: string;\n  currentPrice: number;\n  priceAtCalculation?: number;\n  maxSlippageBps?: number;\n  szDecimals: number;\n  leverage?: number;\n  // Reduce-only orders (position closes) may never round up: HyperLiquid\n  // rejects a reduce-only order whose size exceeds the live position with\n  // \"Reduce only order would increase position\".\n  reduceOnly?: boolean;\n  debugLogger?: OrderCalculationsDebugLogger;\n};\n\nexport type CalculateFinalPositionSizeResult = {\n  finalPositionSize: number;\n};\n\nexport type CalculateOrderPriceAndSizeParams = {\n  orderType: 'market' | 'limit';\n  isBuy: boolean;\n  finalPositionSize: number;\n  currentPrice: number;\n  limitPrice?: string;\n  // Max slippage in basis points (e.g. 300 = 3%). Only applied to market orders;\n  // limit orders use limitPrice directly. Falls back to ORDER_SLIPPAGE_CONFIG\n  // .DefaultMarketSlippageBps when omitted on a market order.\n  maxSlippageBps?: number;\n  szDecimals: number;\n};\n\nexport type CalculateOrderPriceAndSizeResult = {\n  orderPrice: number;\n  formattedSize: string;\n  formattedPrice: string;\n};\n\nexport type BuildOrdersArrayParams = {\n  assetId: number;\n  isBuy: boolean;\n  formattedPrice: string;\n  formattedSize: string;\n  reduceOnly: boolean;\n  orderType: 'market' | 'limit';\n  clientOrderId?: string;\n  takeProfitPrice?: string;\n  stopLossPrice?: string;\n  szDecimals: number;\n  grouping?: 'na' | 'normalTpsl' | 'positionTpsl';\n};\n\nexport type BuildOrdersArrayResult = {\n  orders: SDKOrderParams[];\n  grouping: 'na' | 'normalTpsl' | 'positionTpsl';\n};\n\n/**\n * Calculate position size based on USD amount and asset price\n *\n * @param params - Amount in USD, current asset price, and required decimal precision\n * @returns Position size formatted to the asset's decimal precision\n */\nexport function calculatePositionSize(params: PositionSizeParams): string {\n  const { amount, price, szDecimals } = params;\n\n  // Validate required parameters\n  if (szDecimals === undefined || szDecimals === null) {\n    throw new Error('szDecimals is required for position size calculation');\n  }\n  if (szDecimals < 0) {\n    throw new Error(`szDecimals must be >= 0, got: ${szDecimals}`);\n  }\n\n  const amountNum = parseFloat(amount || '0');\n\n  if (isNaN(amountNum) || isNaN(price) || amountNum === 0 || price === 0) {\n    return (0).toFixed(szDecimals);\n  }\n\n  const positionSize = amountNum / price;\n  const multiplier = Math.pow(10, szDecimals);\n  let rounded = Math.round(positionSize * multiplier) / multiplier;\n\n  // Ensure rounded size meets requested USD (fix validation gap)\n  const actualUsd = rounded * price;\n  if (actualUsd < amountNum) {\n    rounded += 1 / multiplier;\n  }\n\n  return rounded.toFixed(szDecimals);\n}\n\n/**\n * Calculate margin required for a position\n *\n * @param params - Position amount and leverage\n * @returns Margin required formatted to 2 decimal places\n */\nexport function calculateMarginRequired(params: MarginRequiredParams): string {\n  const { amount, leverage } = params;\n  const amountNum = parseFloat(amount || '0');\n\n  if (\n    isNaN(amountNum) ||\n    isNaN(leverage) ||\n    amountNum === 0 ||\n    leverage === 0\n  ) {\n    return '0.00';\n  }\n\n  return (amountNum / leverage).toFixed(2);\n}\n\nexport function getMaxAllowedAmount(params: MaxAllowedAmountParams): number {\n  const { spendableBalance, assetPrice, assetSzDecimals, leverage } = params;\n  if (spendableBalance === 0 || !assetPrice || assetSzDecimals === undefined) {\n    return 0;\n  }\n\n  // The theoretical maximum is simply spendableBalance * leverage\n  const theoreticalMax = spendableBalance * leverage;\n\n  // But we need to account for position size rounding\n  // Find the largest whole dollar amount that fits within this limit\n  let maxAmount = Math.floor(theoreticalMax);\n\n  // Verify this amount doesn't exceed available balance after rounding\n  const testPositionSize = calculatePositionSize({\n    amount: maxAmount.toString(),\n    price: assetPrice,\n    szDecimals: assetSzDecimals,\n  });\n\n  const actualNotionalValue = parseFloat(testPositionSize) * assetPrice;\n  const requiredMargin = actualNotionalValue / leverage;\n\n  // If rounding caused us to exceed available balance, step down by one position increment\n  if (requiredMargin > spendableBalance) {\n    const minPositionSizeIncrement = 1 / Math.pow(10, assetSzDecimals);\n    const positionSizeIncrementUsd = Math.ceil(\n      minPositionSizeIncrement * assetPrice,\n    );\n    maxAmount -= positionSizeIncrementUsd;\n  }\n\n  // Apply margin buffer to reduce \"Insufficient margin\" rejections from the exchange\n  // (fees, rounding, and exchange-side checks can make 100% theoretical max fail)\n  const bufferedMax = maxAmount * (1 - MAX_ORDER_MARGIN_BUFFER);\n\n  return Math.max(0, Math.floor(bufferedMax));\n}\n\n/**\n * Round a size down onto the asset's size grid.\n *\n * Used for reduce-only orders, where rounding up would push the size past the\n * live position size. Values already on the grid are snapped rather than\n * truncated, because floating-point math can leave them just below a grid\n * point (0.0123 * 10000 === 122.99999999999999) and truncating would drop a\n * whole increment.\n *\n * The result is never greater than `size`, for negative sizes as well as\n * positive: the snap only ever recovers a grid point the input already\n * represents, so a value genuinely below a grid point is stepped down even when\n * the tolerance would have reached the point above it.\n *\n * A size whose scaled form reaches `2^53` is returned unchanged: doubles cannot\n * represent consecutive integers there, so the grid is finer than the spacing\n * between representable values and there is nothing to round down to.\n *\n * @param size - Size to round down.\n * @param szDecimals - The asset's size decimal precision.\n * @returns The size rounded down onto the size grid, never exceeding `size`.\n */\nexport function floorToSizeDecimals(size: number, szDecimals: number): number {\n  const multiplier = Math.pow(10, szDecimals);\n  const scaled = size * multiplier;\n\n  // Past 2^53 a double cannot represent consecutive integers, so `units -= 1`\n  // below would be a no-op and the step-down loop would never terminate. The\n  // size grid is finer than the spacing between representable values at that\n  // magnitude, so there is no increment to shave: return the input unchanged.\n  if (!Number.isFinite(scaled) || Math.abs(scaled) >= Number.MAX_SAFE_INTEGER) {\n    return size;\n  }\n\n  const nearest = Math.round(scaled);\n  // The tolerance scales with the magnitude, because double-precision error\n  // does too: a fixed epsilon would stop absorbing representation error for\n  // sizes that scale past ~1e10 and would then shave off a whole increment.\n  const tolerance = Math.max(\n    FLOAT_TOLERANCE,\n    Math.abs(scaled) * Number.EPSILON * 8,\n  );\n  let units =\n    Math.abs(scaled - nearest) < tolerance ? nearest : Math.floor(scaled);\n\n  // Step down until the result no longer exceeds the input. One pass is not\n  // enough: a tolerance wide enough to absorb representation error at large\n  // magnitudes also reaches the next grid point, and for an input less than half\n  // an ulp below a grid point `size * multiplier` evaluates to exactly that grid\n  // integer, so flooring the scaled value returns the same too-large result.\n  // The comparison alone is the whole termination condition: for a non-negative\n  // size the loop stops at or before zero, and for a negative size it stops once\n  // the value is no longer above the input. Guarding on `units` instead would\n  // skip a negative size below the tolerance, which snaps to `-0` — and\n  // `-0 !== 0` is false. The 2^53 bail-out above keeps this bounded.\n  while (units / multiplier > size) {\n    units -= 1;\n  }\n\n  return units / multiplier;\n}\n\n/**\n * Calculates final position size using USD as source of truth with price validation\n *\n * This function implements the hybrid approach where USD is the source of truth,\n * but includes price staleness validation and proper rounding to prevent precision loss.\n *\n * @param params - USD amount, size, prices, and configuration\n * @returns Final position size as a number\n */\nexport function calculateFinalPositionSize(\n  params: CalculateFinalPositionSizeParams,\n): CalculateFinalPositionSizeResult {\n  const {\n    usdAmount,\n    size,\n    currentPrice,\n    priceAtCalculation,\n    maxSlippageBps,\n    szDecimals,\n    leverage,\n    reduceOnly,\n    debugLogger,\n  } = params;\n\n  let finalPositionSize: number;\n\n  // Validate price staleness whenever the caller supplied a calculation-time\n  // price. This runs before the sizing branches on purpose: a full close submits\n  // the exact live position size rather than a USD-derived one, and it must still\n  // be rejected when the price has moved past the caller's tolerance.\n  if (priceAtCalculation) {\n    const priceDeltaBps = Math.abs(\n      ((currentPrice - priceAtCalculation) / priceAtCalculation) * 10000,\n    );\n    const maxSlippageBpsValue =\n      maxSlippageBps ?? ORDER_SLIPPAGE_CONFIG.DefaultMarketSlippageBps;\n\n    if (priceDeltaBps > maxSlippageBpsValue) {\n      throw new Error(\n        `Price moved too much: ${priceDeltaBps.toFixed(0)} bps (max: ${maxSlippageBpsValue} bps). ` +\n          `Expected: ${priceAtCalculation.toFixed(2)}, Current: ${currentPrice.toFixed(2)}`,\n      );\n    }\n\n    debugLogger?.log('Price validation passed:', {\n      priceAtCalculation,\n      currentPrice,\n      deltaBps: priceDeltaBps.toFixed(2),\n      maxSlippageBps: maxSlippageBpsValue,\n    });\n  }\n\n  if (usdAmount && parseFloat(usdAmount) > 0) {\n    // USD amount provided - use it as source of truth\n    const usdValue = parseFloat(usdAmount);\n\n    // Recalculate position size with fresh price\n    finalPositionSize = usdValue / currentPrice;\n\n    // A reduce-only order may never exceed the size the caller asked to close:\n    // that size is already clamped to the live position, while the USD amount was\n    // computed against an older price and can imply a larger size after an\n    // adverse move. Capping here keeps USD accuracy in the common case and makes\n    // the caller's clamp binding.\n    if (reduceOnly && size) {\n      const requestedSize = parseFloat(size);\n\n      // A supplied size must be positive, or the cap below would submit a\n      // zero/negative order. Reject it rather than silently falling back to the\n      // USD-derived size, matching how closePosition treats the same input.\n      if (!Number.isFinite(requestedSize) || requestedSize <= 0) {\n        throw new Error(PERPS_ERROR_CODES.ORDER_SIZE_POSITIVE);\n      }\n\n      finalPositionSize = Math.min(finalPositionSize, requestedSize);\n    }\n\n    // 3. Apply size decimals rounding (reduce-only never rounds up)\n    const multiplier = Math.pow(10, szDecimals);\n    const sizeBeforeRounding = finalPositionSize;\n    finalPositionSize = reduceOnly\n      ? floorToSizeDecimals(finalPositionSize, szDecimals)\n      : Math.round(finalPositionSize * multiplier) / multiplier;\n\n    // Rounding down can zero out a reduce-only order whose USD value is worth\n    // less than one size increment. Fail with a clear error instead of\n    // submitting a size of \"0\" the exchange will reject.\n    if (reduceOnly && finalPositionSize <= 0 && sizeBeforeRounding > 0) {\n      throw new Error(PERPS_ERROR_CODES.ORDER_SIZE_POSITIVE);\n    }\n\n    // 4. Ensure rounded size meets requested USD (fix validation gap).\n    // Skipped for reduce-only orders: adding an increment there would submit\n    // more than the position holds and HyperLiquid rejects the order.\n    let actualNotionalValue = finalPositionSize * currentPrice;\n    if (!reduceOnly && actualNotionalValue < usdValue) {\n      // Add 1 minimum increment to meet requested USD\n      finalPositionSize += 1 / multiplier;\n      actualNotionalValue = finalPositionSize * currentPrice;\n\n      debugLogger?.log('Position size adjusted to meet USD minimum:', {\n        requestedUsd: usdValue,\n        beforeAdjustment: finalPositionSize - 1 / multiplier,\n        afterAdjustment: finalPositionSize,\n        actualUsd: actualNotionalValue,\n      });\n    }\n\n    const requiredMargin = actualNotionalValue / (leverage ?? 1);\n\n    // Log if rounding caused significant difference\n    const usdDifference = Math.abs(actualNotionalValue - usdValue);\n    if (usdDifference > 0.01) {\n      debugLogger?.log(\n        'Position size rounding caused USD difference (acceptable):',\n        {\n          requestedUsd: usdValue,\n          actualUsd: actualNotionalValue,\n          difference: usdDifference,\n          positionSize: finalPositionSize,\n        },\n      );\n    }\n\n    debugLogger?.log('Recalculated position size with fresh price:', {\n      usdAmount: usdValue,\n      priceAtCalculation,\n      currentPrice,\n      originalSize: size,\n      recalculatedSize: finalPositionSize,\n      requiredMargin,\n      minIncrement: 1 / multiplier,\n    });\n  } else {\n    // Legacy: Use provided size (backward compatibility)\n    finalPositionSize = parseFloat(size ?? '0');\n\n    // Reduce-only sizes are formatted with toFixed() further down, which rounds\n    // up; truncate onto the size grid first so a close can never exceed the\n    // position it is closing.\n    if (reduceOnly) {\n      // A supplied size must be positive, or formatHyperLiquidSize would render\n      // a zero or negative order size. The USD branch above rejects the same\n      // input.\n      if (size && !(finalPositionSize > 0)) {\n        throw new Error(PERPS_ERROR_CODES.ORDER_SIZE_POSITIVE);\n      }\n\n      const sizeBeforeFlooring = finalPositionSize;\n      finalPositionSize = floorToSizeDecimals(finalPositionSize, szDecimals);\n\n      // A positive size that floors to zero is worth less than one increment\n      if (finalPositionSize <= 0 && sizeBeforeFlooring > 0) {\n        throw new Error(PERPS_ERROR_CODES.ORDER_SIZE_POSITIVE);\n      }\n    }\n\n    debugLogger?.log(\n      'Using legacy size calculation (no USD amount provided):',\n      {\n        providedSize: size,\n        finalSize: finalPositionSize,\n      },\n    );\n  }\n\n  return { finalPositionSize };\n}\n\n/**\n * Calculates order price and formatted size based on order type\n *\n * @param params - Order parameters including type, direction, size, and prices\n * @returns Formatted order price, size, and price string\n */\nexport function calculateOrderPriceAndSize(\n  params: CalculateOrderPriceAndSizeParams,\n): CalculateOrderPriceAndSizeResult {\n  const {\n    orderType,\n    isBuy,\n    finalPositionSize,\n    currentPrice,\n    limitPrice,\n    maxSlippageBps,\n    szDecimals,\n  } = params;\n\n  let orderPrice: number;\n  let formattedSize: string;\n\n  if (orderType === 'market') {\n    // Market orders: apply slippage buffer to the live price so HyperLiquid\n    // receives a worst-case acceptable limit price. Falls back to the\n    // documented default if the caller does not provide one.\n    const effectiveBps =\n      maxSlippageBps ?? ORDER_SLIPPAGE_CONFIG.DefaultMarketSlippageBps;\n    const slippageValue = effectiveBps / BASIS_POINTS_DIVISOR;\n    orderPrice = isBuy\n      ? currentPrice * (1 + slippageValue)\n      : currentPrice * (1 - slippageValue);\n    formattedSize = formatHyperLiquidSize({\n      size: finalPositionSize,\n      szDecimals,\n    });\n  } else {\n    // Limit orders: use provided price (no slippage applied)\n    if (!limitPrice) {\n      throw new Error(PERPS_ERROR_CODES.ORDER_LIMIT_PRICE_REQUIRED);\n    }\n    orderPrice = parseFloat(limitPrice);\n    formattedSize = formatHyperLiquidSize({\n      size: finalPositionSize,\n      szDecimals,\n    });\n  }\n\n  const formattedPrice = formatHyperLiquidPrice({\n    price: orderPrice,\n    szDecimals,\n  });\n\n  return { orderPrice, formattedSize, formattedPrice };\n}\n\n/**\n * Builds orders array including main order and optional TP/SL orders\n *\n * @param params - Order construction parameters\n * @returns Array of SDK order params and grouping type\n */\nexport function buildOrdersArray(\n  params: BuildOrdersArrayParams,\n): BuildOrdersArrayResult {\n  const {\n    assetId,\n    isBuy,\n    formattedPrice,\n    formattedSize,\n    reduceOnly,\n    orderType,\n    clientOrderId,\n    takeProfitPrice,\n    stopLossPrice,\n    szDecimals,\n    grouping,\n  } = params;\n\n  const orders: SDKOrderParams[] = [];\n\n  // 1. Main order\n  const mainOrder: SDKOrderParams = {\n    a: assetId,\n    b: isBuy,\n    p: formattedPrice,\n    s: formattedSize,\n    r: reduceOnly || false,\n    t:\n      orderType === 'limit'\n        ? { limit: { tif: 'Gtc' } }\n        : { limit: { tif: 'FrontendMarket' } },\n    c: clientOrderId ? (clientOrderId as Hex) : undefined,\n  };\n  orders.push(mainOrder);\n\n  // 2. Take Profit order\n  if (takeProfitPrice) {\n    const tpOrder: SDKOrderParams = {\n      a: assetId,\n      b: !isBuy,\n      p: formatHyperLiquidPrice({\n        price: parseFloat(takeProfitPrice),\n        szDecimals,\n      }),\n      s: formattedSize,\n      r: true,\n      t: {\n        trigger: {\n          isMarket: false,\n          triggerPx: formatHyperLiquidPrice({\n            price: parseFloat(takeProfitPrice),\n            szDecimals,\n          }),\n          tpsl: 'tp',\n        },\n      },\n    };\n    orders.push(tpOrder);\n  }\n\n  // 3. Stop Loss order\n  if (stopLossPrice) {\n    // Apply 10% slippage to SL limit price (executes as market order when triggered)\n    // HyperLiquid recommended: 10% for TP/SL orders\n    const stopLossPriceNum = parseFloat(stopLossPrice);\n    const slippageValue = ORDER_SLIPPAGE_CONFIG.DefaultTpslSlippageBps / 10000;\n    const limitPriceWithSlippage = isBuy\n      ? stopLossPriceNum * (1 - slippageValue) // Selling to close long: willing to accept LESS (slippage protection)\n      : stopLossPriceNum * (1 + slippageValue); // Buying to close short: willing to pay MORE (slippage protection)\n\n    const slOrder: SDKOrderParams = {\n      a: assetId,\n      b: !isBuy,\n      p: formatHyperLiquidPrice({\n        price: limitPriceWithSlippage,\n        szDecimals,\n      }),\n      s: formattedSize,\n      r: true,\n      t: {\n        trigger: {\n          isMarket: true,\n          triggerPx: formatHyperLiquidPrice({\n            price: stopLossPriceNum,\n            szDecimals,\n          }),\n          tpsl: 'sl',\n        },\n      },\n    };\n    orders.push(slOrder);\n  }\n\n  // Determine grouping\n  const finalGrouping: 'na' | 'normalTpsl' | 'positionTpsl' =\n    grouping ?? ((takeProfitPrice ?? stopLossPrice) ? 'normalTpsl' : 'na');\n\n  return { orders, grouping: finalGrouping };\n}\n"]}
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type { Hex } from '@metamask/utils';\n\nimport { BASIS_POINTS_DIVISOR } from '../constants/hyperLiquidConfig.js';\nimport {\n  MAX_ORDER_MARGIN_BUFFER,\n  ORDER_SLIPPAGE_CONFIG,\n} from '../constants/perpsConfig.js';\nimport { PERPS_ERROR_CODES } from '../perpsErrorCodes.js';\nimport type { SDKOrderParams } from '../types/hyperliquid-types.js';\nimport type { PerpsDebugLogger } from '../types/index.js';\nimport {\n  formatHyperLiquidPrice,\n  formatHyperLiquidSize,\n} from './hyperLiquidAdapter.js';\n\n/**\n * Optional debug logger for order calculation functions.\n * When provided, enables detailed logging for debugging.\n */\nexport type OrderCalculationsDebugLogger = PerpsDebugLogger | undefined;\n\ntype PositionSizeParams = {\n  amount: string;\n  price: number;\n  szDecimals: number;\n};\n\ntype MarginRequiredParams = {\n  amount: string;\n  leverage: number;\n};\n\ntype MaxAllowedAmountParams = {\n  spendableBalance: number;\n  assetPrice: number;\n  assetSzDecimals: number;\n  leverage: number;\n};\n\n// Advanced order calculation interfaces\nexport type CalculateFinalPositionSizeParams = {\n  usdAmount?: string;\n  size?: string;\n  currentPrice: number;\n  priceAtCalculation?: number;\n  maxSlippageBps?: number;\n  szDecimals: number;\n  leverage?: number;\n  debugLogger?: OrderCalculationsDebugLogger;\n};\n\nexport type CalculateFinalPositionSizeResult = {\n  finalPositionSize: number;\n};\n\nexport type CalculateOrderPriceAndSizeParams = {\n  orderType: 'market' | 'limit';\n  isBuy: boolean;\n  finalPositionSize: number;\n  currentPrice: number;\n  limitPrice?: string;\n  // Max slippage in basis points (e.g. 300 = 3%). Only applied to market orders;\n  // limit orders use limitPrice directly. Falls back to ORDER_SLIPPAGE_CONFIG\n  // .DefaultMarketSlippageBps when omitted on a market order.\n  maxSlippageBps?: number;\n  szDecimals: number;\n};\n\nexport type CalculateOrderPriceAndSizeResult = {\n  orderPrice: number;\n  formattedSize: string;\n  formattedPrice: string;\n};\n\nexport type BuildOrdersArrayParams = {\n  assetId: number;\n  isBuy: boolean;\n  formattedPrice: string;\n  formattedSize: string;\n  reduceOnly: boolean;\n  orderType: 'market' | 'limit';\n  clientOrderId?: string;\n  takeProfitPrice?: string;\n  stopLossPrice?: string;\n  szDecimals: number;\n  grouping?: 'na' | 'normalTpsl' | 'positionTpsl';\n};\n\nexport type BuildOrdersArrayResult = {\n  orders: SDKOrderParams[];\n  grouping: 'na' | 'normalTpsl' | 'positionTpsl';\n};\n\n/**\n * Calculate position size based on USD amount and asset price\n *\n * @param params - Amount in USD, current asset price, and required decimal precision\n * @returns Position size formatted to the asset's decimal precision\n */\nexport function calculatePositionSize(params: PositionSizeParams): string {\n  const { amount, price, szDecimals } = params;\n\n  // Validate required parameters\n  if (szDecimals === undefined || szDecimals === null) {\n    throw new Error('szDecimals is required for position size calculation');\n  }\n  if (szDecimals < 0) {\n    throw new Error(`szDecimals must be >= 0, got: ${szDecimals}`);\n  }\n\n  const amountNum = parseFloat(amount || '0');\n\n  if (isNaN(amountNum) || isNaN(price) || amountNum === 0 || price === 0) {\n    return (0).toFixed(szDecimals);\n  }\n\n  const positionSize = amountNum / price;\n  const multiplier = Math.pow(10, szDecimals);\n  let rounded = Math.round(positionSize * multiplier) / multiplier;\n\n  // Ensure rounded size meets requested USD (fix validation gap)\n  const actualUsd = rounded * price;\n  if (actualUsd < amountNum) {\n    rounded += 1 / multiplier;\n  }\n\n  return rounded.toFixed(szDecimals);\n}\n\n/**\n * Calculate margin required for a position\n *\n * @param params - Position amount and leverage\n * @returns Margin required formatted to 2 decimal places\n */\nexport function calculateMarginRequired(params: MarginRequiredParams): string {\n  const { amount, leverage } = params;\n  const amountNum = parseFloat(amount || '0');\n\n  if (\n    isNaN(amountNum) ||\n    isNaN(leverage) ||\n    amountNum === 0 ||\n    leverage === 0\n  ) {\n    return '0.00';\n  }\n\n  return (amountNum / leverage).toFixed(2);\n}\n\nexport function getMaxAllowedAmount(params: MaxAllowedAmountParams): number {\n  const { spendableBalance, assetPrice, assetSzDecimals, leverage } = params;\n  if (spendableBalance === 0 || !assetPrice || assetSzDecimals === undefined) {\n    return 0;\n  }\n\n  // The theoretical maximum is simply spendableBalance * leverage\n  const theoreticalMax = spendableBalance * leverage;\n\n  // But we need to account for position size rounding\n  // Find the largest whole dollar amount that fits within this limit\n  let maxAmount = Math.floor(theoreticalMax);\n\n  // Verify this amount doesn't exceed available balance after rounding\n  const testPositionSize = calculatePositionSize({\n    amount: maxAmount.toString(),\n    price: assetPrice,\n    szDecimals: assetSzDecimals,\n  });\n\n  const actualNotionalValue = parseFloat(testPositionSize) * assetPrice;\n  const requiredMargin = actualNotionalValue / leverage;\n\n  // If rounding caused us to exceed available balance, step down by one position increment\n  if (requiredMargin > spendableBalance) {\n    const minPositionSizeIncrement = 1 / Math.pow(10, assetSzDecimals);\n    const positionSizeIncrementUsd = Math.ceil(\n      minPositionSizeIncrement * assetPrice,\n    );\n    maxAmount -= positionSizeIncrementUsd;\n  }\n\n  // Apply margin buffer to reduce \"Insufficient margin\" rejections from the exchange\n  // (fees, rounding, and exchange-side checks can make 100% theoretical max fail)\n  const bufferedMax = maxAmount * (1 - MAX_ORDER_MARGIN_BUFFER);\n\n  return Math.max(0, Math.floor(bufferedMax));\n}\n\n/**\n * Calculates final position size using USD as source of truth with price validation\n *\n * This function implements the hybrid approach where USD is the source of truth,\n * but includes price staleness validation and proper rounding to prevent precision loss.\n *\n * @param params - USD amount, size, prices, and configuration\n * @returns Final position size as a number\n */\nexport function calculateFinalPositionSize(\n  params: CalculateFinalPositionSizeParams,\n): CalculateFinalPositionSizeResult {\n  const {\n    usdAmount,\n    size,\n    currentPrice,\n    priceAtCalculation,\n    maxSlippageBps,\n    szDecimals,\n    leverage,\n    debugLogger,\n  } = params;\n\n  let finalPositionSize: number;\n\n  if (usdAmount && parseFloat(usdAmount) > 0) {\n    // USD amount provided - use it as source of truth\n    const usdValue = parseFloat(usdAmount);\n\n    // 1. Validate price staleness if priceAtCalculation provided\n    if (priceAtCalculation) {\n      const priceDeltaBps = Math.abs(\n        ((currentPrice - priceAtCalculation) / priceAtCalculation) * 10000,\n      );\n      const maxSlippageBpsValue =\n        maxSlippageBps ?? ORDER_SLIPPAGE_CONFIG.DefaultMarketSlippageBps;\n\n      if (priceDeltaBps > maxSlippageBpsValue) {\n        throw new Error(\n          `Price moved too much: ${priceDeltaBps.toFixed(0)} bps (max: ${maxSlippageBpsValue} bps). ` +\n            `Expected: ${priceAtCalculation.toFixed(2)}, Current: ${currentPrice.toFixed(2)}`,\n        );\n      }\n\n      debugLogger?.log('Price validation passed:', {\n        priceAtCalculation,\n        currentPrice,\n        deltaBps: priceDeltaBps.toFixed(2),\n        maxSlippageBps: maxSlippageBpsValue,\n      });\n    }\n\n    // 2. Recalculate position size with fresh price\n    finalPositionSize = usdValue / currentPrice;\n\n    // 3. Apply size decimals rounding\n    const multiplier = Math.pow(10, szDecimals);\n    finalPositionSize = Math.round(finalPositionSize * multiplier) / multiplier;\n\n    // 4. Ensure rounded size meets requested USD (fix validation gap)\n    let actualNotionalValue = finalPositionSize * currentPrice;\n    if (actualNotionalValue < usdValue) {\n      // Add 1 minimum increment to meet requested USD\n      finalPositionSize += 1 / multiplier;\n      actualNotionalValue = finalPositionSize * currentPrice;\n\n      debugLogger?.log('Position size adjusted to meet USD minimum:', {\n        requestedUsd: usdValue,\n        beforeAdjustment: finalPositionSize - 1 / multiplier,\n        afterAdjustment: finalPositionSize,\n        actualUsd: actualNotionalValue,\n      });\n    }\n\n    const requiredMargin = actualNotionalValue / (leverage ?? 1);\n\n    // Log if rounding caused significant difference\n    const usdDifference = Math.abs(actualNotionalValue - usdValue);\n    if (usdDifference > 0.01) {\n      debugLogger?.log(\n        'Position size rounding caused USD difference (acceptable):',\n        {\n          requestedUsd: usdValue,\n          actualUsd: actualNotionalValue,\n          difference: usdDifference,\n          positionSize: finalPositionSize,\n        },\n      );\n    }\n\n    debugLogger?.log('Recalculated position size with fresh price:', {\n      usdAmount: usdValue,\n      priceAtCalculation,\n      currentPrice,\n      originalSize: size,\n      recalculatedSize: finalPositionSize,\n      requiredMargin,\n      minIncrement: 1 / multiplier,\n    });\n  } else {\n    // Legacy: Use provided size (backward compatibility)\n    finalPositionSize = parseFloat(size ?? '0');\n\n    debugLogger?.log(\n      'Using legacy size calculation (no USD amount provided):',\n      {\n        providedSize: size,\n        finalSize: finalPositionSize,\n      },\n    );\n  }\n\n  return { finalPositionSize };\n}\n\n/**\n * Calculates order price and formatted size based on order type\n *\n * @param params - Order parameters including type, direction, size, and prices\n * @returns Formatted order price, size, and price string\n */\nexport function calculateOrderPriceAndSize(\n  params: CalculateOrderPriceAndSizeParams,\n): CalculateOrderPriceAndSizeResult {\n  const {\n    orderType,\n    isBuy,\n    finalPositionSize,\n    currentPrice,\n    limitPrice,\n    maxSlippageBps,\n    szDecimals,\n  } = params;\n\n  let orderPrice: number;\n  let formattedSize: string;\n\n  if (orderType === 'market') {\n    // Market orders: apply slippage buffer to the live price so HyperLiquid\n    // receives a worst-case acceptable limit price. Falls back to the\n    // documented default if the caller does not provide one.\n    const effectiveBps =\n      maxSlippageBps ?? ORDER_SLIPPAGE_CONFIG.DefaultMarketSlippageBps;\n    const slippageValue = effectiveBps / BASIS_POINTS_DIVISOR;\n    orderPrice = isBuy\n      ? currentPrice * (1 + slippageValue)\n      : currentPrice * (1 - slippageValue);\n    formattedSize = formatHyperLiquidSize({\n      size: finalPositionSize,\n      szDecimals,\n    });\n  } else {\n    // Limit orders: use provided price (no slippage applied)\n    if (!limitPrice) {\n      throw new Error(PERPS_ERROR_CODES.ORDER_LIMIT_PRICE_REQUIRED);\n    }\n    orderPrice = parseFloat(limitPrice);\n    formattedSize = formatHyperLiquidSize({\n      size: finalPositionSize,\n      szDecimals,\n    });\n  }\n\n  const formattedPrice = formatHyperLiquidPrice({\n    price: orderPrice,\n    szDecimals,\n  });\n\n  return { orderPrice, formattedSize, formattedPrice };\n}\n\n/**\n * Builds orders array including main order and optional TP/SL orders\n *\n * @param params - Order construction parameters\n * @returns Array of SDK order params and grouping type\n */\nexport function buildOrdersArray(\n  params: BuildOrdersArrayParams,\n): BuildOrdersArrayResult {\n  const {\n    assetId,\n    isBuy,\n    formattedPrice,\n    formattedSize,\n    reduceOnly,\n    orderType,\n    clientOrderId,\n    takeProfitPrice,\n    stopLossPrice,\n    szDecimals,\n    grouping,\n  } = params;\n\n  const orders: SDKOrderParams[] = [];\n\n  // 1. Main order\n  const mainOrder: SDKOrderParams = {\n    a: assetId,\n    b: isBuy,\n    p: formattedPrice,\n    s: formattedSize,\n    r: reduceOnly || false,\n    t:\n      orderType === 'limit'\n        ? { limit: { tif: 'Gtc' } }\n        : { limit: { tif: 'FrontendMarket' } },\n    c: clientOrderId ? (clientOrderId as Hex) : undefined,\n  };\n  orders.push(mainOrder);\n\n  // 2. Take Profit order\n  if (takeProfitPrice) {\n    const tpOrder: SDKOrderParams = {\n      a: assetId,\n      b: !isBuy,\n      p: formatHyperLiquidPrice({\n        price: parseFloat(takeProfitPrice),\n        szDecimals,\n      }),\n      s: formattedSize,\n      r: true,\n      t: {\n        trigger: {\n          isMarket: false,\n          triggerPx: formatHyperLiquidPrice({\n            price: parseFloat(takeProfitPrice),\n            szDecimals,\n          }),\n          tpsl: 'tp',\n        },\n      },\n    };\n    orders.push(tpOrder);\n  }\n\n  // 3. Stop Loss order\n  if (stopLossPrice) {\n    // Apply 10% slippage to SL limit price (executes as market order when triggered)\n    // HyperLiquid recommended: 10% for TP/SL orders\n    const stopLossPriceNum = parseFloat(stopLossPrice);\n    const slippageValue = ORDER_SLIPPAGE_CONFIG.DefaultTpslSlippageBps / 10000;\n    const limitPriceWithSlippage = isBuy\n      ? stopLossPriceNum * (1 - slippageValue) // Selling to close long: willing to accept LESS (slippage protection)\n      : stopLossPriceNum * (1 + slippageValue); // Buying to close short: willing to pay MORE (slippage protection)\n\n    const slOrder: SDKOrderParams = {\n      a: assetId,\n      b: !isBuy,\n      p: formatHyperLiquidPrice({\n        price: limitPriceWithSlippage,\n        szDecimals,\n      }),\n      s: formattedSize,\n      r: true,\n      t: {\n        trigger: {\n          isMarket: true,\n          triggerPx: formatHyperLiquidPrice({\n            price: stopLossPriceNum,\n            szDecimals,\n          }),\n          tpsl: 'sl',\n        },\n      },\n    };\n    orders.push(slOrder);\n  }\n\n  // Determine grouping\n  const finalGrouping: 'na' | 'normalTpsl' | 'positionTpsl' =\n    grouping ?? ((takeProfitPrice ?? stopLossPrice) ? 'normalTpsl' : 'na');\n\n  return { orders, grouping: finalGrouping };\n}\n"]}

package/dist/utils/orderCalculations.d.cts

@@ -28,7 +28,6 @@ export type CalculateFinalPositionSizeParams = {
     maxSlippageBps?: number;
     szDecimals: number;
     leverage?: number;
-    reduceOnly?: boolean;
     debugLogger?: OrderCalculationsDebugLogger;
 };
 export type CalculateFinalPositionSizeResult = {
@@ -80,29 +79,6 @@ export declare function calculatePositionSize(params: PositionSizeParams): strin
  */
 export declare function calculateMarginRequired(params: MarginRequiredParams): string;
 export declare function getMaxAllowedAmount(params: MaxAllowedAmountParams): number;
-/**
- * Round a size down onto the asset's size grid.
- *
- * Used for reduce-only orders, where rounding up would push the size past the
- * live position size. Values already on the grid are snapped rather than
- * truncated, because floating-point math can leave them just below a grid
- * point (0.0123 * 10000 === 122.99999999999999) and truncating would drop a
- * whole increment.
- *
- * The result is never greater than `size`, for negative sizes as well as
- * positive: the snap only ever recovers a grid point the input already
- * represents, so a value genuinely below a grid point is stepped down even when
- * the tolerance would have reached the point above it.
- *
- * A size whose scaled form reaches `2^53` is returned unchanged: doubles cannot
- * represent consecutive integers there, so the grid is finer than the spacing
- * between representable values and there is nothing to round down to.
- *
- * @param size - Size to round down.
- * @param szDecimals - The asset's size decimal precision.
- * @returns The size rounded down onto the size grid, never exceeding `size`.
- */
-export declare function floorToSizeDecimals(size: number, szDecimals: number): number;
 /**
  * Calculates final position size using USD as source of truth with price validation
  *

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

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package/dist/utils/orderCalculations.d.mts

@@ -28,7 +28,6 @@ export type CalculateFinalPositionSizeParams = {
     maxSlippageBps?: number;
     szDecimals: number;
     leverage?: number;
-    reduceOnly?: boolean;
     debugLogger?: OrderCalculationsDebugLogger;
 };
 export type CalculateFinalPositionSizeResult = {
@@ -80,29 +79,6 @@ export declare function calculatePositionSize(params: PositionSizeParams): strin
  */
 export declare function calculateMarginRequired(params: MarginRequiredParams): string;
 export declare function getMaxAllowedAmount(params: MaxAllowedAmountParams): number;
-/**
- * Round a size down onto the asset's size grid.
- *
- * Used for reduce-only orders, where rounding up would push the size past the
- * live position size. Values already on the grid are snapped rather than
- * truncated, because floating-point math can leave them just below a grid
- * point (0.0123 * 10000 === 122.99999999999999) and truncating would drop a
- * whole increment.
- *
- * The result is never greater than `size`, for negative sizes as well as
- * positive: the snap only ever recovers a grid point the input already
- * represents, so a value genuinely below a grid point is stepped down even when
- * the tolerance would have reached the point above it.
- *
- * A size whose scaled form reaches `2^53` is returned unchanged: doubles cannot
- * represent consecutive integers there, so the grid is finer than the spacing
- * between representable values and there is nothing to round down to.
- *
- * @param size - Size to round down.
- * @param szDecimals - The asset's size decimal precision.
- * @returns The size rounded down onto the size grid, never exceeding `size`.
- */
-export declare function floorToSizeDecimals(size: number, szDecimals: number): number;
 /**
  * Calculates final position size using USD as source of truth with price validation
  *

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

@@ -1 +1 @@
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package/dist/utils/orderCalculations.mjs

@@ -2,11 +2,6 @@ import { BASIS_POINTS_DIVISOR } from "../constants/hyperLiquidConfig.mjs";
 import { MAX_ORDER_MARGIN_BUFFER, ORDER_SLIPPAGE_CONFIG } from "../constants/perpsConfig.mjs";
 import { PERPS_ERROR_CODES } from "../perpsErrorCodes.mjs";
 import { formatHyperLiquidPrice, formatHyperLiquidSize } from "./hyperLiquidAdapter.mjs";
-/**
- * Tolerance used when deciding whether a scaled size is already on the size
- * grid, guarding against floating-point representation error.
- */
-const FLOAT_TOLERANCE = 1e-6;
 /**
  * Calculate position size based on USD amount and asset price
  *
@@ -82,59 +77,6 @@ export function getMaxAllowedAmount(params) {
     const bufferedMax = maxAmount * (1 - MAX_ORDER_MARGIN_BUFFER);
     return Math.max(0, Math.floor(bufferedMax));
 }
-/**
- * Round a size down onto the asset's size grid.
- *
- * Used for reduce-only orders, where rounding up would push the size past the
- * live position size. Values already on the grid are snapped rather than
- * truncated, because floating-point math can leave them just below a grid
- * point (0.0123 * 10000 === 122.99999999999999) and truncating would drop a
- * whole increment.
- *
- * The result is never greater than `size`, for negative sizes as well as
- * positive: the snap only ever recovers a grid point the input already
- * represents, so a value genuinely below a grid point is stepped down even when
- * the tolerance would have reached the point above it.
- *
- * A size whose scaled form reaches `2^53` is returned unchanged: doubles cannot
- * represent consecutive integers there, so the grid is finer than the spacing
- * between representable values and there is nothing to round down to.
- *
- * @param size - Size to round down.
- * @param szDecimals - The asset's size decimal precision.
- * @returns The size rounded down onto the size grid, never exceeding `size`.
- */
-export function floorToSizeDecimals(size, szDecimals) {
-    const multiplier = Math.pow(10, szDecimals);
-    const scaled = size * multiplier;
-    // Past 2^53 a double cannot represent consecutive integers, so `units -= 1`
-    // below would be a no-op and the step-down loop would never terminate. The
-    // size grid is finer than the spacing between representable values at that
-    // magnitude, so there is no increment to shave: return the input unchanged.
-    if (!Number.isFinite(scaled) || Math.abs(scaled) >= Number.MAX_SAFE_INTEGER) {
-        return size;
-    }
-    const nearest = Math.round(scaled);
-    // The tolerance scales with the magnitude, because double-precision error
-    // does too: a fixed epsilon would stop absorbing representation error for
-    // sizes that scale past ~1e10 and would then shave off a whole increment.
-    const tolerance = Math.max(FLOAT_TOLERANCE, Math.abs(scaled) * Number.EPSILON * 8);
-    let units = Math.abs(scaled - nearest) < tolerance ? nearest : Math.floor(scaled);
-    // Step down until the result no longer exceeds the input. One pass is not
-    // enough: a tolerance wide enough to absorb representation error at large
-    // magnitudes also reaches the next grid point, and for an input less than half
-    // an ulp below a grid point `size * multiplier` evaluates to exactly that grid
-    // integer, so flooring the scaled value returns the same too-large result.
-    // The comparison alone is the whole termination condition: for a non-negative
-    // size the loop stops at or before zero, and for a negative size it stops once
-    // the value is no longer above the input. Guarding on `units` instead would
-    // skip a negative size below the tolerance, which snaps to `-0` — and
-    // `-0 !== 0` is false. The 2^53 bail-out above keeps this bounded.
-    while (units / multiplier > size) {
-        units -= 1;
-    }
-    return units / multiplier;
-}
 /**
  * Calculates final position size using USD as source of truth with price validation
  *
@@ -145,63 +87,34 @@ export function floorToSizeDecimals(size, szDecimals) {
  * @returns Final position size as a number
  */
 export function calculateFinalPositionSize(params) {
-    const { usdAmount, size, currentPrice, priceAtCalculation, maxSlippageBps, szDecimals, leverage, reduceOnly, debugLogger, } = params;
+    const { usdAmount, size, currentPrice, priceAtCalculation, maxSlippageBps, szDecimals, leverage, debugLogger, } = params;
     let finalPositionSize;
-    // Validate price staleness whenever the caller supplied a calculation-time
-    // price. This runs before the sizing branches on purpose: a full close submits
-    // the exact live position size rather than a USD-derived one, and it must still
-    // be rejected when the price has moved past the caller's tolerance.
-    if (priceAtCalculation) {
-        const priceDeltaBps = Math.abs(((currentPrice - priceAtCalculation) / priceAtCalculation) * 10000);
-        const maxSlippageBpsValue = maxSlippageBps ?? ORDER_SLIPPAGE_CONFIG.DefaultMarketSlippageBps;
-        if (priceDeltaBps > maxSlippageBpsValue) {
-            throw new Error(`Price moved too much: ${priceDeltaBps.toFixed(0)} bps (max: ${maxSlippageBpsValue} bps). ` +
-                `Expected: ${priceAtCalculation.toFixed(2)}, Current: ${currentPrice.toFixed(2)}`);
-        }
-        debugLogger?.log('Price validation passed:', {
-            priceAtCalculation,
-            currentPrice,
-            deltaBps: priceDeltaBps.toFixed(2),
-            maxSlippageBps: maxSlippageBpsValue,
-        });
-    }
     if (usdAmount && parseFloat(usdAmount) > 0) {
         // USD amount provided - use it as source of truth
         const usdValue = parseFloat(usdAmount);
-        // Recalculate position size with fresh price
-        finalPositionSize = usdValue / currentPrice;
-        // A reduce-only order may never exceed the size the caller asked to close:
-        // that size is already clamped to the live position, while the USD amount was
-        // computed against an older price and can imply a larger size after an
-        // adverse move. Capping here keeps USD accuracy in the common case and makes
-        // the caller's clamp binding.
-        if (reduceOnly && size) {
-            const requestedSize = parseFloat(size);
-            // A supplied size must be positive, or the cap below would submit a
-            // zero/negative order. Reject it rather than silently falling back to the
-            // USD-derived size, matching how closePosition treats the same input.
-            if (!Number.isFinite(requestedSize) || requestedSize <= 0) {
-                throw new Error(PERPS_ERROR_CODES.ORDER_SIZE_POSITIVE);
+        // 1. Validate price staleness if priceAtCalculation provided
+        if (priceAtCalculation) {
+            const priceDeltaBps = Math.abs(((currentPrice - priceAtCalculation) / priceAtCalculation) * 10000);
+            const maxSlippageBpsValue = maxSlippageBps ?? ORDER_SLIPPAGE_CONFIG.DefaultMarketSlippageBps;
+            if (priceDeltaBps > maxSlippageBpsValue) {
+                throw new Error(`Price moved too much: ${priceDeltaBps.toFixed(0)} bps (max: ${maxSlippageBpsValue} bps). ` +
+                    `Expected: ${priceAtCalculation.toFixed(2)}, Current: ${currentPrice.toFixed(2)}`);
             }
-            finalPositionSize = Math.min(finalPositionSize, requestedSize);
+            debugLogger?.log('Price validation passed:', {
+                priceAtCalculation,
+                currentPrice,
+                deltaBps: priceDeltaBps.toFixed(2),
+                maxSlippageBps: maxSlippageBpsValue,
+            });
         }
-        // 3. Apply size decimals rounding (reduce-only never rounds up)
+        // 2. Recalculate position size with fresh price
+        finalPositionSize = usdValue / currentPrice;
+        // 3. Apply size decimals rounding
         const multiplier = Math.pow(10, szDecimals);
-        const sizeBeforeRounding = finalPositionSize;
-        finalPositionSize = reduceOnly
-            ? floorToSizeDecimals(finalPositionSize, szDecimals)
-            : Math.round(finalPositionSize * multiplier) / multiplier;
-        // Rounding down can zero out a reduce-only order whose USD value is worth
-        // less than one size increment. Fail with a clear error instead of
-        // submitting a size of "0" the exchange will reject.
-        if (reduceOnly && finalPositionSize <= 0 && sizeBeforeRounding > 0) {
-            throw new Error(PERPS_ERROR_CODES.ORDER_SIZE_POSITIVE);
-        }
-        // 4. Ensure rounded size meets requested USD (fix validation gap).
-        // Skipped for reduce-only orders: adding an increment there would submit
-        // more than the position holds and HyperLiquid rejects the order.
+        finalPositionSize = Math.round(finalPositionSize * multiplier) / multiplier;
+        // 4. Ensure rounded size meets requested USD (fix validation gap)
         let actualNotionalValue = finalPositionSize * currentPrice;
-        if (!reduceOnly && actualNotionalValue < usdValue) {
+        if (actualNotionalValue < usdValue) {
             // Add 1 minimum increment to meet requested USD
             finalPositionSize += 1 / multiplier;
             actualNotionalValue = finalPositionSize * currentPrice;
@@ -236,23 +149,6 @@ export function calculateFinalPositionSize(params) {
     else {
         // Legacy: Use provided size (backward compatibility)
         finalPositionSize = parseFloat(size ?? '0');
-        // Reduce-only sizes are formatted with toFixed() further down, which rounds
-        // up; truncate onto the size grid first so a close can never exceed the
-        // position it is closing.
-        if (reduceOnly) {
-            // A supplied size must be positive, or formatHyperLiquidSize would render
-            // a zero or negative order size. The USD branch above rejects the same
-            // input.
-            if (size && !(finalPositionSize > 0)) {
-                throw new Error(PERPS_ERROR_CODES.ORDER_SIZE_POSITIVE);
-            }
-            const sizeBeforeFlooring = finalPositionSize;
-            finalPositionSize = floorToSizeDecimals(finalPositionSize, szDecimals);
-            // A positive size that floors to zero is worth less than one increment
-            if (finalPositionSize <= 0 && sizeBeforeFlooring > 0) {
-                throw new Error(PERPS_ERROR_CODES.ORDER_SIZE_POSITIVE);
-            }
-        }
         debugLogger?.log('Using legacy size calculation (no USD amount provided):', {
             providedSize: size,
             finalSize: finalPositionSize,