@metamask-previews/perps-controller 10.0.0-preview-a42e8d0d2 → 10.0.0-preview-5a03e1b92

package/dist/utils/orderCalculations.cjs

@@ -1,10 +1,16 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.buildOrdersArray = exports.calculateOrderPriceAndSize = exports.calculateFinalPositionSize = exports.getMaxAllowedAmount = exports.calculateMarginRequired = exports.calculatePositionSize = void 0;
+exports.buildOrdersArray = exports.formatPartialTpslSize = exports.validateOrderPrecision = exports.calculateOrderPriceAndSize = exports.calculateFinalPositionSize = exports.floorToSizeDecimals = 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");
+const orderTypes_js_1 = require("./orderTypes.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
  *
@@ -54,12 +60,23 @@ function calculateMarginRequired(params) {
 }
 exports.calculateMarginRequired = calculateMarginRequired;
 function getMaxAllowedAmount(params) {
-    const { spendableBalance, assetPrice, assetSzDecimals, leverage } = params;
+    const { spendableBalance, assetPrice, assetSzDecimals, leverage, orderType = 'market', limitPrice, } = params;
     if (spendableBalance === 0 || !assetPrice || assetSzDecimals === undefined) {
         return 0;
     }
-    // The theoretical maximum is simply spendableBalance * leverage
-    const theoreticalMax = spendableBalance * leverage;
+    // HyperLiquid reserves initial margin for a RESTING order against the price
+    // the order is submitted at, not the market price its size was derived from.
+    // A limit order resting above the market price - typically a sell - therefore
+    // needs more margin than a market-priced notional budgets for, and the
+    // exchange refuses it with "insufficient margin to place order". Price the max
+    // off that submitted price instead. A marketable order is charged at the fill
+    // price, so it needs no adjustment.
+    const executionPriceRatio = orderType === 'limit' && limitPrice && limitPrice > assetPrice
+        ? limitPrice / assetPrice
+        : 1;
+    // The theoretical maximum is spendableBalance * leverage, expressed in the
+    // market-price notional the caller works with.
+    const theoreticalMax = (spendableBalance * leverage) / executionPriceRatio;
     // But we need to account for position size rounding
     // Find the largest whole dollar amount that fits within this limit
     let maxAmount = Math.floor(theoreticalMax);
@@ -69,7 +86,7 @@ function getMaxAllowedAmount(params) {
         price: assetPrice,
         szDecimals: assetSzDecimals,
     });
-    const actualNotionalValue = parseFloat(testPositionSize) * assetPrice;
+    const actualNotionalValue = parseFloat(testPositionSize) * assetPrice * executionPriceRatio;
     const requiredMargin = actualNotionalValue / leverage;
     // If rounding caused us to exceed available balance, step down by one position increment
     if (requiredMargin > spendableBalance) {
@@ -83,6 +100,60 @@ 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
  *
@@ -93,34 +164,63 @@ exports.getMaxAllowedAmount = getMaxAllowedAmount;
  * @returns Final position size as a number
  */
 function calculateFinalPositionSize(params) {
-    const { usdAmount, size, currentPrice, priceAtCalculation, maxSlippageBps, szDecimals, leverage, debugLogger, } = params;
+    const { usdAmount, size, currentPrice, priceAtCalculation, maxSlippageBps, szDecimals, leverage, reduceOnly, 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);
-        // 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)}`);
+        // 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);
             }
-            debugLogger?.log('Price validation passed:', {
-                priceAtCalculation,
-                currentPrice,
-                deltaBps: priceDeltaBps.toFixed(2),
-                maxSlippageBps: maxSlippageBpsValue,
-            });
+            finalPositionSize = Math.min(finalPositionSize, requestedSize);
         }
-        // 2. Recalculate position size with fresh price
-        finalPositionSize = usdValue / currentPrice;
-        // 3. Apply size decimals rounding
+        // 3. Apply size decimals rounding (reduce-only never rounds up)
         const multiplier = Math.pow(10, szDecimals);
-        finalPositionSize = Math.round(finalPositionSize * multiplier) / multiplier;
-        // 4. Ensure rounded size meets requested USD (fix validation gap)
+        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.
         let actualNotionalValue = finalPositionSize * currentPrice;
-        if (actualNotionalValue < usdValue) {
+        if (!reduceOnly && actualNotionalValue < usdValue) {
             // Add 1 minimum increment to meet requested USD
             finalPositionSize += 1 / multiplier;
             actualNotionalValue = finalPositionSize * currentPrice;
@@ -155,6 +255,23 @@ 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,
@@ -170,10 +287,41 @@ exports.calculateFinalPositionSize = calculateFinalPositionSize;
  * @returns Formatted order price, size, and price string
  */
 function calculateOrderPriceAndSize(params) {
-    const { orderType, isBuy, finalPositionSize, currentPrice, limitPrice, maxSlippageBps, szDecimals, } = params;
+    const { orderType, isBuy, finalPositionSize, currentPrice, limitPrice, triggerPrice, maxSlippageBps, szDecimals, } = params;
     let orderPrice;
     let formattedSize;
-    if (orderType === 'market') {
+    if ((0, orderTypes_js_1.isTriggerOrderType)(orderType)) {
+        // Trigger placements price off the trigger, not the live market: the order
+        // rests off-book until the trigger fires.
+        if (!triggerPrice) {
+            throw new Error(perpsErrorCodes_js_1.PERPS_ERROR_CODES.ORDER_TRIGGER_PRICE_REQUIRED);
+        }
+        const triggerPriceNum = parseFloat(triggerPrice);
+        if (isNaN(triggerPriceNum) || triggerPriceNum <= 0) {
+            throw new Error(perpsErrorCodes_js_1.PERPS_ERROR_CODES.ORDER_TRIGGER_PRICE_POSITIVE);
+        }
+        if ((0, orderTypes_js_1.isLimitExecutionOrderType)(orderType)) {
+            if (!limitPrice) {
+                throw new Error(perpsErrorCodes_js_1.PERPS_ERROR_CODES.ORDER_LIMIT_PRICE_REQUIRED);
+            }
+            orderPrice = parseFloat(limitPrice);
+        }
+        else {
+            // Market execution on trigger: HyperLiquid still needs a limit price, used
+            // as a slippage cap. The caller's tolerance wins when supplied; otherwise
+            // the 10% convention of the existing TP/SL children applies.
+            const effectiveBps = maxSlippageBps ?? perpsConfig_js_1.ORDER_SLIPPAGE_CONFIG.DefaultTpslSlippageBps;
+            const slippageValue = effectiveBps / hyperLiquidConfig_js_1.BASIS_POINTS_DIVISOR;
+            orderPrice = isBuy
+                ? triggerPriceNum * (1 + slippageValue)
+                : triggerPriceNum * (1 - slippageValue);
+        }
+        formattedSize = (0, hyperLiquidAdapter_js_1.formatHyperLiquidSize)({
+            size: finalPositionSize,
+            szDecimals,
+        });
+    }
+    else if (orderType === 'market') {
         // Market orders: apply slippage buffer to the live price so HyperLiquid
         // receives a worst-case acceptable limit price. Falls back to the
         // documented default if the caller does not provide one.
@@ -205,6 +353,175 @@ function calculateOrderPriceAndSize(params) {
     return { orderPrice, formattedSize, formattedPrice };
 }
 exports.calculateOrderPriceAndSize = calculateOrderPriceAndSize;
+/**
+ * Build the SDK order-type field for the main order.
+ *
+ * Trigger placements map to the SDK's trigger shape; everything else keeps the
+ * existing Gtc/FrontendMarket limit shape.
+ *
+ * @param params - Order type parameters
+ * @param params.orderType - Placement type
+ * @param params.timeInForce - Time in force; only limit orders may carry one
+ * @param params.triggerPrice - Trigger price (required for trigger placements)
+ * @param params.szDecimals - Asset size decimals, for price formatting
+ * @returns The SDK `t` field for the main order
+ */
+function buildMainOrderTypeField(params) {
+    const { orderType, timeInForce, triggerPrice, szDecimals } = params;
+    if (!(0, orderTypes_js_1.isTriggerOrderType)(orderType)) {
+        if (orderType === 'limit') {
+            return { limit: { tif: (0, orderTypes_js_1.toSDKTimeInForce)(timeInForce) } };
+        }
+        if (timeInForce !== undefined) {
+            throw new Error(perpsErrorCodes_js_1.PERPS_ERROR_CODES.ORDER_TIME_IN_FORCE_NOT_SUPPORTED);
+        }
+        return { limit: { tif: 'FrontendMarket' } };
+    }
+    if (timeInForce !== undefined) {
+        throw new Error(perpsErrorCodes_js_1.PERPS_ERROR_CODES.ORDER_TIME_IN_FORCE_NOT_SUPPORTED);
+    }
+    if (!triggerPrice) {
+        throw new Error(perpsErrorCodes_js_1.PERPS_ERROR_CODES.ORDER_TRIGGER_PRICE_REQUIRED);
+    }
+    return {
+        trigger: {
+            isMarket: !(0, orderTypes_js_1.isLimitExecutionOrderType)(orderType),
+            triggerPx: formatTriggerPrice({
+                price: triggerPrice,
+                szDecimals,
+                error: perpsErrorCodes_js_1.PERPS_ERROR_CODES.ORDER_TRIGGER_PRICE_POSITIVE,
+            }),
+            tpsl: (0, orderTypes_js_1.getTriggerDirection)(orderType) === 'stop' ? 'sl' : 'tp',
+        },
+    };
+}
+/**
+ * Format a price that becomes a `triggerPx`, rejecting one that disappears at
+ * the asset's precision.
+ *
+ * A positive price below the asset's tick (`0.0004` where the asset quotes to
+ * three places) formats to `'0'`, which the exchange rejects. Callers validate
+ * this up front via `validateOrderPrecision`; this is the guard on the build
+ * path itself, so no caller can assemble an order that cannot be accepted.
+ *
+ * @param params - Price parameters
+ * @param params.price - The requested price
+ * @param params.szDecimals - Asset size decimals
+ * @param params.error - Typed error to throw when the price rounds away
+ * @returns The exchange-formatted price, guaranteed positive.
+ */
+function formatTriggerPrice(params) {
+    const { price, szDecimals, error } = params;
+    const formatted = (0, hyperLiquidAdapter_js_1.formatHyperLiquidPrice)({ price, szDecimals });
+    if (parseFloat(formatted) <= 0) {
+        throw new Error(error);
+    }
+    return formatted;
+}
+/**
+ * Resolve the size of an attached TP/SL order.
+ *
+ * @param params - Size parameters
+ * @param params.tpslSize - Requested partial size, if any
+ * @param params.formattedSize - Full order size, used when no partial size is given
+ * @param params.szDecimals - Asset size decimals
+ * @returns The exchange-formatted TP/SL order size
+ */
+function formatTpslSize(params) {
+    const { tpslSize, formattedSize, szDecimals } = params;
+    if (tpslSize === undefined) {
+        return formattedSize;
+    }
+    // Validation compares the requested size against `params.size`, but a
+    // usdAmount-based order is finally sized from a fresher price, so the parent
+    // can end up smaller than the child that validated cleanly. Clamp so the
+    // attached TP/SL never exceeds the order it protects.
+    const requested = parseFloat(tpslSize);
+    const parentSize = parseFloat(formattedSize);
+    const size = Number.isFinite(parentSize) && Number.isFinite(requested)
+        ? Math.min(requested, parentSize)
+        : requested;
+    return formatPartialTpslSize({ size, szDecimals });
+}
+/**
+ * Check that an order's prices and partial sizes survive the asset's precision.
+ *
+ * Validation elsewhere sees the values the caller supplied; this sees what the
+ * exchange will actually receive. A positive value below the asset's tick
+ * formats to `'0'`, which either changes the order's meaning (a zero-sized
+ * trigger covers the whole position) or is rejected outright (a zero
+ * `triggerPx`).
+ *
+ * Callers run this before taking any side effect — cancelling the position's
+ * existing triggers, changing leverage, moving HIP-3 margin — so a value that
+ * would only fail once the orders are built cannot leave a position stripped of
+ * its protection, or an account with leverage moved, for an order that was
+ * never going to be accepted.
+ *
+ * @param params - Price and size parameters
+ * @param params.triggerPrice - Trigger price for a trigger placement, if any
+ * @param params.takeProfitPrice - Attached take profit price, if any
+ * @param params.stopLossPrice - Attached stop loss price, if any
+ * @param params.takeProfitSize - Requested partial take profit size, if any
+ * @param params.stopLossSize - Requested partial stop loss size, if any
+ * @param params.szDecimals - Asset size decimals
+ * @returns Validation result with isValid flag and optional error message
+ */
+function validateOrderPrecision(params) {
+    const { triggerPrice, takeProfitPrice, stopLossPrice, takeProfitSize, stopLossSize, szDecimals, } = params;
+    for (const size of [takeProfitSize, stopLossSize]) {
+        if (size === undefined) {
+            continue;
+        }
+        if (parseFloat((0, hyperLiquidAdapter_js_1.formatHyperLiquidSize)({ size, szDecimals })) <= 0) {
+            return {
+                isValid: false,
+                error: perpsErrorCodes_js_1.PERPS_ERROR_CODES.ORDER_TPSL_SIZE_INVALID,
+            };
+        }
+    }
+    // Prices carry their own precision: an asset quotes to
+    // `MaxPriceDecimals - szDecimals` places, so a positive price under that tick
+    // formats to '0'. Every one of these becomes a `triggerPx` the exchange
+    // rejects outright.
+    const priceChecks = [
+        [triggerPrice, perpsErrorCodes_js_1.PERPS_ERROR_CODES.ORDER_TRIGGER_PRICE_POSITIVE],
+        [takeProfitPrice, perpsErrorCodes_js_1.PERPS_ERROR_CODES.ORDER_PRICE_POSITIVE],
+        [stopLossPrice, perpsErrorCodes_js_1.PERPS_ERROR_CODES.ORDER_PRICE_POSITIVE],
+    ];
+    for (const [price, error] of priceChecks) {
+        if (price === undefined) {
+            continue;
+        }
+        if (parseFloat((0, hyperLiquidAdapter_js_1.formatHyperLiquidPrice)({ price, szDecimals })) <= 0) {
+            return { isValid: false, error };
+        }
+    }
+    return { isValid: true };
+}
+exports.validateOrderPrecision = validateOrderPrecision;
+/**
+ * Format a partial TP/SL size, rejecting one that disappears at the asset
+ * precision.
+ *
+ * Validation only sees the requested size, so a positive value below the
+ * asset's precision (0.0004 against `szDecimals: 3`) passes and then formats to
+ * `'0'`. HyperLiquid reads a zero-sized trigger as covering the whole position,
+ * which would silently turn a partial TP/SL into a full close.
+ *
+ * @param params - Size parameters
+ * @param params.size - The requested partial size
+ * @param params.szDecimals - Asset size decimals
+ * @returns The exchange-formatted size, guaranteed positive.
+ */
+function formatPartialTpslSize(params) {
+    const formatted = (0, hyperLiquidAdapter_js_1.formatHyperLiquidSize)(params);
+    if (parseFloat(formatted) <= 0) {
+        throw new Error(perpsErrorCodes_js_1.PERPS_ERROR_CODES.ORDER_TPSL_SIZE_INVALID);
+    }
+    return formatted;
+}
+exports.formatPartialTpslSize = formatPartialTpslSize;
 /**
  * Builds orders array including main order and optional TP/SL orders
  *
@@ -212,7 +529,7 @@ exports.calculateOrderPriceAndSize = calculateOrderPriceAndSize;
  * @returns Array of SDK order params and grouping type
  */
 function buildOrdersArray(params) {
-    const { assetId, isBuy, formattedPrice, formattedSize, reduceOnly, orderType, clientOrderId, takeProfitPrice, stopLossPrice, szDecimals, grouping, } = params;
+    const { assetId, isBuy, formattedPrice, formattedSize, reduceOnly, orderType, timeInForce, clientOrderId, triggerPrice, takeProfitPrice, stopLossPrice, takeProfitSize, stopLossSize, szDecimals, grouping, } = params;
     const orders = [];
     // 1. Main order
     const mainOrder = {
@@ -221,9 +538,12 @@ function buildOrdersArray(params) {
         p: formattedPrice,
         s: formattedSize,
         r: reduceOnly || false,
-        t: orderType === 'limit'
-            ? { limit: { tif: 'Gtc' } }
-            : { limit: { tif: 'FrontendMarket' } },
+        t: buildMainOrderTypeField({
+            orderType,
+            timeInForce,
+            triggerPrice,
+            szDecimals,
+        }),
         c: clientOrderId ? clientOrderId : undefined,
     };
     orders.push(mainOrder);
@@ -236,14 +556,19 @@ function buildOrdersArray(params) {
                 price: parseFloat(takeProfitPrice),
                 szDecimals,
             }),
-            s: formattedSize,
+            s: formatTpslSize({
+                tpslSize: takeProfitSize,
+                formattedSize,
+                szDecimals,
+            }),
             r: true,
             t: {
                 trigger: {
                     isMarket: false,
-                    triggerPx: (0, hyperLiquidAdapter_js_1.formatHyperLiquidPrice)({
-                        price: parseFloat(takeProfitPrice),
+                    triggerPx: formatTriggerPrice({
+                        price: takeProfitPrice,
                         szDecimals,
+                        error: perpsErrorCodes_js_1.PERPS_ERROR_CODES.ORDER_PRICE_POSITIVE,
                     }),
                     tpsl: 'tp',
                 },
@@ -267,14 +592,15 @@ function buildOrdersArray(params) {
                 price: limitPriceWithSlippage,
                 szDecimals,
             }),
-            s: formattedSize,
+            s: formatTpslSize({ tpslSize: stopLossSize, formattedSize, szDecimals }),
             r: true,
             t: {
                 trigger: {
                     isMarket: true,
-                    triggerPx: (0, hyperLiquidAdapter_js_1.formatHyperLiquidPrice)({
-                        price: stopLossPriceNum,
+                    triggerPx: formatTriggerPrice({
+                        price: stopLossPrice,
                         szDecimals,
+                        error: perpsErrorCodes_js_1.PERPS_ERROR_CODES.ORDER_PRICE_POSITIVE,
                     }),
                     tpsl: 'sl',
                 },