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

package/dist/utils/orderCalculations.mjs.map

@@ -1 +1 @@
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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"]}
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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 type { OrderType } from '../types/perps-types.js';\nimport {\n  formatHyperLiquidPrice,\n  formatHyperLiquidSize,\n} from './hyperLiquidAdapter.js';\nimport {\n  getTriggerDirection,\n  isLimitExecutionOrderType,\n  isTriggerOrderType,\n  toSDKTimeInForce,\n} from './orderTypes.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  // Placement type. Only a resting order is margin-checked against its own\n  // submitted price; a marketable order is charged at the fill price. Defaults\n  // to 'market'.\n  orderType?: 'market' | 'limit';\n  // Price a limit order will rest at. Needed to size a limit order that rests\n  // above the market price.\n  limitPrice?: 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: OrderType;\n  isBuy: boolean;\n  finalPositionSize: number;\n  currentPrice: number;\n  limitPrice?: string;\n  // Trigger price for stop_*/take_profit_* placements. Required for those types:\n  // `*_limit` executes at `limitPrice`, `*_market` derives a slippage-capped\n  // limit price from this trigger price.\n  triggerPrice?: string;\n  // Max slippage in basis points (e.g. 300 = 3%). Applied to market orders and to\n  // market-executing trigger orders (where it caps the limit price derived from\n  // the trigger price); limit orders use limitPrice directly. Falls back to\n  // ORDER_SLIPPAGE_CONFIG.DefaultMarketSlippageBps for market orders and\n  // .DefaultTpslSlippageBps for market-executing triggers.\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: OrderType;\n  timeInForce?: 'GTC' | 'IOC' | 'ALO';\n  clientOrderId?: string;\n  // Trigger price for stop_*/take_profit_* placements (required for those types)\n  triggerPrice?: string;\n  takeProfitPrice?: string;\n  stopLossPrice?: string;\n  // Partial TP/SL sizes; default to the full order size when omitted\n  takeProfitSize?: string;\n  stopLossSize?: 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 {\n    spendableBalance,\n    assetPrice,\n    assetSzDecimals,\n    leverage,\n    orderType = 'market',\n    limitPrice,\n  } = params;\n  if (spendableBalance === 0 || !assetPrice || assetSzDecimals === undefined) {\n    return 0;\n  }\n\n  // HyperLiquid reserves initial margin for a RESTING order against the price\n  // the order is submitted at, not the market price its size was derived from.\n  // A limit order resting above the market price - typically a sell - therefore\n  // needs more margin than a market-priced notional budgets for, and the\n  // exchange refuses it with \"insufficient margin to place order\". Price the max\n  // off that submitted price instead. A marketable order is charged at the fill\n  // price, so it needs no adjustment.\n  const executionPriceRatio =\n    orderType === 'limit' && limitPrice && limitPrice > assetPrice\n      ? limitPrice / assetPrice\n      : 1;\n\n  // The theoretical maximum is spendableBalance * leverage, expressed in the\n  // market-price notional the caller works with.\n  const theoreticalMax = (spendableBalance * leverage) / executionPriceRatio;\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 =\n    parseFloat(testPositionSize) * assetPrice * executionPriceRatio;\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    triggerPrice,\n    maxSlippageBps,\n    szDecimals,\n  } = params;\n\n  let orderPrice: number;\n  let formattedSize: string;\n\n  if (isTriggerOrderType(orderType)) {\n    // Trigger placements price off the trigger, not the live market: the order\n    // rests off-book until the trigger fires.\n    if (!triggerPrice) {\n      throw new Error(PERPS_ERROR_CODES.ORDER_TRIGGER_PRICE_REQUIRED);\n    }\n\n    const triggerPriceNum = parseFloat(triggerPrice);\n    if (isNaN(triggerPriceNum) || triggerPriceNum <= 0) {\n      throw new Error(PERPS_ERROR_CODES.ORDER_TRIGGER_PRICE_POSITIVE);\n    }\n\n    if (isLimitExecutionOrderType(orderType)) {\n      if (!limitPrice) {\n        throw new Error(PERPS_ERROR_CODES.ORDER_LIMIT_PRICE_REQUIRED);\n      }\n      orderPrice = parseFloat(limitPrice);\n    } else {\n      // Market execution on trigger: HyperLiquid still needs a limit price, used\n      // as a slippage cap. The caller's tolerance wins when supplied; otherwise\n      // the 10% convention of the existing TP/SL children applies.\n      const effectiveBps =\n        maxSlippageBps ?? ORDER_SLIPPAGE_CONFIG.DefaultTpslSlippageBps;\n      const slippageValue = effectiveBps / BASIS_POINTS_DIVISOR;\n      orderPrice = isBuy\n        ? triggerPriceNum * (1 + slippageValue)\n        : triggerPriceNum * (1 - slippageValue);\n    }\n\n    formattedSize = formatHyperLiquidSize({\n      size: finalPositionSize,\n      szDecimals,\n    });\n  } else 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 * Build the SDK order-type field for the main order.\n *\n * Trigger placements map to the SDK's trigger shape; everything else keeps the\n * existing Gtc/FrontendMarket limit shape.\n *\n * @param params - Order type parameters\n * @param params.orderType - Placement type\n * @param params.timeInForce - Time in force; only limit orders may carry one\n * @param params.triggerPrice - Trigger price (required for trigger placements)\n * @param params.szDecimals - Asset size decimals, for price formatting\n * @returns The SDK `t` field for the main order\n */\nfunction buildMainOrderTypeField(params: {\n  orderType: OrderType;\n  timeInForce?: 'GTC' | 'IOC' | 'ALO';\n  triggerPrice?: string;\n  szDecimals: number;\n}): SDKOrderParams['t'] {\n  const { orderType, timeInForce, triggerPrice, szDecimals } = params;\n\n  if (!isTriggerOrderType(orderType)) {\n    if (orderType === 'limit') {\n      return { limit: { tif: toSDKTimeInForce(timeInForce) } };\n    }\n    if (timeInForce !== undefined) {\n      throw new Error(PERPS_ERROR_CODES.ORDER_TIME_IN_FORCE_NOT_SUPPORTED);\n    }\n    return { limit: { tif: 'FrontendMarket' } };\n  }\n\n  if (timeInForce !== undefined) {\n    throw new Error(PERPS_ERROR_CODES.ORDER_TIME_IN_FORCE_NOT_SUPPORTED);\n  }\n\n  if (!triggerPrice) {\n    throw new Error(PERPS_ERROR_CODES.ORDER_TRIGGER_PRICE_REQUIRED);\n  }\n\n  return {\n    trigger: {\n      isMarket: !isLimitExecutionOrderType(orderType),\n      triggerPx: formatTriggerPrice({\n        price: triggerPrice,\n        szDecimals,\n        error: PERPS_ERROR_CODES.ORDER_TRIGGER_PRICE_POSITIVE,\n      }),\n      tpsl: getTriggerDirection(orderType) === 'stop' ? 'sl' : 'tp',\n    },\n  };\n}\n\n/**\n * Format a price that becomes a `triggerPx`, rejecting one that disappears at\n * the asset's precision.\n *\n * A positive price below the asset's tick (`0.0004` where the asset quotes to\n * three places) formats to `'0'`, which the exchange rejects. Callers validate\n * this up front via `validateOrderPrecision`; this is the guard on the build\n * path itself, so no caller can assemble an order that cannot be accepted.\n *\n * @param params - Price parameters\n * @param params.price - The requested price\n * @param params.szDecimals - Asset size decimals\n * @param params.error - Typed error to throw when the price rounds away\n * @returns The exchange-formatted price, guaranteed positive.\n */\nfunction formatTriggerPrice(params: {\n  price: string;\n  szDecimals: number;\n  error: string;\n}): string {\n  const { price, szDecimals, error } = params;\n  const formatted = formatHyperLiquidPrice({ price, szDecimals });\n\n  if (parseFloat(formatted) <= 0) {\n    throw new Error(error);\n  }\n\n  return formatted;\n}\n\n/**\n * Resolve the size of an attached TP/SL order.\n *\n * @param params - Size parameters\n * @param params.tpslSize - Requested partial size, if any\n * @param params.formattedSize - Full order size, used when no partial size is given\n * @param params.szDecimals - Asset size decimals\n * @returns The exchange-formatted TP/SL order size\n */\nfunction formatTpslSize(params: {\n  tpslSize?: string;\n  formattedSize: string;\n  szDecimals: number;\n}): string {\n  const { tpslSize, formattedSize, szDecimals } = params;\n\n  if (tpslSize === undefined) {\n    return formattedSize;\n  }\n\n  // Validation compares the requested size against `params.size`, but a\n  // usdAmount-based order is finally sized from a fresher price, so the parent\n  // can end up smaller than the child that validated cleanly. Clamp so the\n  // attached TP/SL never exceeds the order it protects.\n  const requested = parseFloat(tpslSize);\n  const parentSize = parseFloat(formattedSize);\n  const size =\n    Number.isFinite(parentSize) && Number.isFinite(requested)\n      ? Math.min(requested, parentSize)\n      : requested;\n\n  return formatPartialTpslSize({ size, szDecimals });\n}\n\n/**\n * Check that an order's prices and partial sizes survive the asset's precision.\n *\n * Validation elsewhere sees the values the caller supplied; this sees what the\n * exchange will actually receive. A positive value below the asset's tick\n * formats to `'0'`, which either changes the order's meaning (a zero-sized\n * trigger covers the whole position) or is rejected outright (a zero\n * `triggerPx`).\n *\n * Callers run this before taking any side effect — cancelling the position's\n * existing triggers, changing leverage, moving HIP-3 margin — so a value that\n * would only fail once the orders are built cannot leave a position stripped of\n * its protection, or an account with leverage moved, for an order that was\n * never going to be accepted.\n *\n * @param params - Price and size parameters\n * @param params.triggerPrice - Trigger price for a trigger placement, if any\n * @param params.takeProfitPrice - Attached take profit price, if any\n * @param params.stopLossPrice - Attached stop loss price, if any\n * @param params.takeProfitSize - Requested partial take profit size, if any\n * @param params.stopLossSize - Requested partial stop loss size, if any\n * @param params.szDecimals - Asset size decimals\n * @returns Validation result with isValid flag and optional error message\n */\nexport function validateOrderPrecision(params: {\n  triggerPrice?: string;\n  takeProfitPrice?: string;\n  stopLossPrice?: string;\n  takeProfitSize?: string;\n  stopLossSize?: string;\n  szDecimals: number;\n}): { isValid: boolean; error?: string } {\n  const {\n    triggerPrice,\n    takeProfitPrice,\n    stopLossPrice,\n    takeProfitSize,\n    stopLossSize,\n    szDecimals,\n  } = params;\n\n  for (const size of [takeProfitSize, stopLossSize]) {\n    if (size === undefined) {\n      continue;\n    }\n\n    if (parseFloat(formatHyperLiquidSize({ size, szDecimals })) <= 0) {\n      return {\n        isValid: false,\n        error: PERPS_ERROR_CODES.ORDER_TPSL_SIZE_INVALID,\n      };\n    }\n  }\n\n  // Prices carry their own precision: an asset quotes to\n  // `MaxPriceDecimals - szDecimals` places, so a positive price under that tick\n  // formats to '0'. Every one of these becomes a `triggerPx` the exchange\n  // rejects outright.\n  const priceChecks: [string | undefined, string][] = [\n    [triggerPrice, PERPS_ERROR_CODES.ORDER_TRIGGER_PRICE_POSITIVE],\n    [takeProfitPrice, PERPS_ERROR_CODES.ORDER_PRICE_POSITIVE],\n    [stopLossPrice, PERPS_ERROR_CODES.ORDER_PRICE_POSITIVE],\n  ];\n\n  for (const [price, error] of priceChecks) {\n    if (price === undefined) {\n      continue;\n    }\n\n    if (parseFloat(formatHyperLiquidPrice({ price, szDecimals })) <= 0) {\n      return { isValid: false, error };\n    }\n  }\n\n  return { isValid: true };\n}\n\n/**\n * Format a partial TP/SL size, rejecting one that disappears at the asset\n * precision.\n *\n * Validation only sees the requested size, so a positive value below the\n * asset's precision (0.0004 against `szDecimals: 3`) passes and then formats to\n * `'0'`. HyperLiquid reads a zero-sized trigger as covering the whole position,\n * which would silently turn a partial TP/SL into a full close.\n *\n * @param params - Size parameters\n * @param params.size - The requested partial size\n * @param params.szDecimals - Asset size decimals\n * @returns The exchange-formatted size, guaranteed positive.\n */\nexport function formatPartialTpslSize(params: {\n  size: string | number;\n  szDecimals: number;\n}): string {\n  const formatted = formatHyperLiquidSize(params);\n\n  if (parseFloat(formatted) <= 0) {\n    throw new Error(PERPS_ERROR_CODES.ORDER_TPSL_SIZE_INVALID);\n  }\n\n  return formatted;\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    timeInForce,\n    clientOrderId,\n    triggerPrice,\n    takeProfitPrice,\n    stopLossPrice,\n    takeProfitSize,\n    stopLossSize,\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: buildMainOrderTypeField({\n      orderType,\n      timeInForce,\n      triggerPrice,\n      szDecimals,\n    }),\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: formatTpslSize({\n        tpslSize: takeProfitSize,\n        formattedSize,\n        szDecimals,\n      }),\n      r: true,\n      t: {\n        trigger: {\n          isMarket: false,\n          triggerPx: formatTriggerPrice({\n            price: takeProfitPrice,\n            szDecimals,\n            error: PERPS_ERROR_CODES.ORDER_PRICE_POSITIVE,\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: formatTpslSize({ tpslSize: stopLossSize, formattedSize, szDecimals }),\n      r: true,\n      t: {\n        trigger: {\n          isMarket: true,\n          triggerPx: formatTriggerPrice({\n            price: stopLossPrice,\n            szDecimals,\n            error: PERPS_ERROR_CODES.ORDER_PRICE_POSITIVE,\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/orderTypes.cjs

@@ -0,0 +1,222 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.hashTriggerOrders = exports.toSDKTimeInForce = exports.buildTriggerOrderType = exports.buildPositionTriggerOrderFromOrder = exports.classifyTriggerDirection = exports.getTriggerDirection = exports.getTriggerExecution = exports.isLimitExecutionOrderType = exports.isTriggerOrderType = exports.TRIGGER_ORDER_TYPES = void 0;
+/**
+ * All trigger placement types, in a stable order suitable for iteration
+ * (validation tables, e2e matrices).
+ */
+exports.TRIGGER_ORDER_TYPES = [
+    'stop_market',
+    'stop_limit',
+    'take_profit_market',
+    'take_profit_limit',
+];
+/**
+ * Order types whose price field (`OrderParams.price`) is a real limit price the
+ * exchange must honour, as opposed to a slippage cap derived from the market.
+ */
+const LIMIT_EXECUTION_ORDER_TYPES = [
+    'limit',
+    'stop_limit',
+    'take_profit_limit',
+];
+/**
+ * Check whether an order type is a trigger placement (stop / take profit).
+ *
+ * @param orderType - Order type to check.
+ * @returns True when the type requires `OrderParams.triggerPrice`.
+ */
+function isTriggerOrderType(orderType) {
+    return exports.TRIGGER_ORDER_TYPES.includes(orderType);
+}
+exports.isTriggerOrderType = isTriggerOrderType;
+/**
+ * Check whether an order type executes as a limit order.
+ *
+ * Covers plain limit orders and the `*_limit` trigger types, both of which
+ * require `OrderParams.price`.
+ *
+ * @param orderType - Order type to check.
+ * @returns True when the order executes as a limit order.
+ */
+function isLimitExecutionOrderType(orderType) {
+    return LIMIT_EXECUTION_ORDER_TYPES.includes(orderType);
+}
+exports.isLimitExecutionOrderType = isLimitExecutionOrderType;
+/**
+ * Get how an order executes, ignoring whether it is trigger-gated.
+ *
+ * This is also the coarse execution type that consumers predating trigger orders
+ * understand (fee tiers, max order value, analytics).
+ *
+ * @param orderType - Order type to inspect.
+ * @returns `'limit'` for limit and `*_limit` types, `'market'` otherwise.
+ */
+function getTriggerExecution(orderType) {
+    return isLimitExecutionOrderType(orderType) ? 'limit' : 'market';
+}
+exports.getTriggerExecution = getTriggerExecution;
+/**
+ * Get the direction a trigger order fires in.
+ *
+ * @param orderType - Trigger order type.
+ * @returns `'stop'` for `stop_*`, `'take_profit'` for `take_profit_*`.
+ */
+function getTriggerDirection(orderType) {
+    return orderType === 'stop_market' || orderType === 'stop_limit'
+        ? 'stop'
+        : 'take_profit';
+}
+exports.getTriggerDirection = getTriggerDirection;
+/**
+ * Recover which way a trigger fires from its price relative to the entry.
+ *
+ * Used when the exchange reports a trigger without naming its placement type:
+ * a long takes profit above its entry and stops out below, a short the other
+ * way round. Shared by both transports so they classify identically.
+ *
+ * @param params - Classification parameters
+ * @param params.triggerPrice - Price at which the order activates
+ * @param params.entryPrice - Entry price of the position it is attached to
+ * @param params.positionSize - Signed position size; its sign gives the side
+ * @returns The direction, or undefined when there is nothing to compare against
+ */
+function classifyTriggerDirection(params) {
+    const { triggerPrice, entryPrice, positionSize } = params;
+    const trigger = parseFloat(triggerPrice ?? '');
+    const entry = parseFloat(entryPrice ?? '');
+    const signedSize = parseFloat(positionSize || '0');
+    if (!Number.isFinite(trigger) || !Number.isFinite(entry) || entry <= 0) {
+        return undefined;
+    }
+    // A long takes profit above its entry and stops out below; a short is the
+    // mirror image. A trigger sitting exactly at entry is neither, so both sides
+    // fall to 'stop' — matching the legacy price fallback the scalar
+    // takeProfitPrice/stopLossPrice fields still use. Splitting that tie the
+    // other way would file the order under takeProfitOrders while the scalar
+    // still reported it as a stop.
+    const isLong = signedSize > 0;
+    if (isLong) {
+        return trigger > entry ? 'take_profit' : 'stop';
+    }
+    return trigger < entry ? 'take_profit' : 'stop';
+}
+exports.classifyTriggerDirection = classifyTriggerDirection;
+/**
+ * Project a normalized open order onto the position-state view of a trigger order.
+ *
+ * Returns undefined when the order is not a trigger, or when its direction can
+ * be established neither from a named placement type nor from its price.
+ *
+ * @param params - Mapping parameters
+ * @param params.order - Normalized open order
+ * @param params.positionSize - Size of the position the trigger is attached to
+ * @param params.entryPrice - Entry price, used to classify an unnamed trigger
+ * @returns The position trigger order, or undefined
+ */
+function buildPositionTriggerOrderFromOrder(params) {
+    const { order, positionSize, entryPrice } = params;
+    if (!order.isTrigger) {
+        return undefined;
+    }
+    // HyperLiquid sometimes reports a bare 'Trigger', naming neither direction
+    // nor execution. The direction is still recoverable from the trigger price
+    // against the entry, and it is what decides which array the order belongs
+    // to — so an unnamed trigger is kept rather than dropped, with its execution
+    // mode left unstated. Without a position to compare against there is nothing
+    // to recover, and it is dropped.
+    const direction = order.triggerOrderType === undefined
+        ? classifyTriggerDirection({
+            triggerPrice: order.triggerPrice ?? order.price,
+            entryPrice,
+            positionSize,
+        })
+        : getTriggerDirection(order.triggerOrderType);
+    if (!direction) {
+        return undefined;
+    }
+    const absolutePositionSize = Math.abs(parseFloat(positionSize || '0'));
+    const rawSize = Math.abs(parseFloat(order.size || '0'));
+    // A position-bound TP/SL covers whatever the position currently is. The
+    // exchange encodes that as size 0, but `adaptOrderFromSDK` has already
+    // resolved it against the position as it stood when the order was adapted,
+    // so the size carried here goes stale as soon as the position is resized.
+    // The flag is the durable statement of what the trigger covers; the number
+    // is not. Reading the number instead would report the old size, and would
+    // call the order partial whenever the position had since grown.
+    const isPositionBound = order.isPositionTpsl === true;
+    const size = isPositionBound || rawSize === 0 ? absolutePositionSize : rawSize;
+    return {
+        orderId: order.orderId,
+        direction,
+        orderType: order.triggerOrderType,
+        triggerPrice: order.triggerPrice ?? order.price,
+        size: size.toString(),
+        isPartial: !isPositionBound &&
+            rawSize > 0 &&
+            absolutePositionSize > 0 &&
+            rawSize < absolutePositionSize,
+        reduceOnly: Boolean(order.reduceOnly),
+    };
+}
+exports.buildPositionTriggerOrderFromOrder = buildPositionTriggerOrderFromOrder;
+/**
+ * Build a trigger order type from its two independent dimensions.
+ *
+ * @param params - Trigger dimensions.
+ * @param params.direction - Whether the trigger is a stop or a take profit.
+ * @param params.execution - How the order executes once triggered.
+ * @returns The matching trigger order type.
+ */
+function buildTriggerOrderType(params) {
+    const { direction, execution } = params;
+    if (direction === 'stop') {
+        return execution === 'limit' ? 'stop_limit' : 'stop_market';
+    }
+    return execution === 'limit' ? 'take_profit_limit' : 'take_profit_market';
+}
+exports.buildTriggerOrderType = buildTriggerOrderType;
+/**
+ * Map the controller's time in force onto the exchange's spelling.
+ *
+ * Shared by the two order-building paths so they cannot drift apart.
+ *
+ * @param timeInForce - Requested time in force; defaults to GTC.
+ * @returns The SDK time-in-force value.
+ */
+function toSDKTimeInForce(timeInForce) {
+    switch (timeInForce) {
+        case 'IOC':
+            return 'Ioc';
+        case 'ALO':
+            return 'Alo';
+        default:
+            return 'Gtc';
+    }
+}
+exports.toSDKTimeInForce = toSDKTimeInForce;
+/**
+ * Hash the identity of a position's trigger orders for change detection.
+ *
+ * Streamed positions only re-emit when their hash changes, so this has to move
+ * when a trigger is added, removed, repriced, resized, or retyped — otherwise
+ * subscribers never receive the updated arrays.
+ *
+ * The placement type is part of the identity because a trigger can be modified
+ * in place: switching a stop from market to limit execution keeps its order ID,
+ * trigger price, and size, so nothing else here would move even though the
+ * execution semantics subscribers rely on have changed.
+ *
+ * @param orders - Trigger orders attached to a position, if any.
+ * @returns A stable string; `'0'` for both empty and absent.
+ */
+function hashTriggerOrders(orders) {
+    if (!orders || orders.length === 0) {
+        return '0';
+    }
+    return orders
+        .map((order) => `${order.orderId}:${order.direction}:${order.orderType ?? '?'}@${order.triggerPrice}x${order.size}${order.isPartial ? 'p' : ''}`)
+        .join(',');
+}
+exports.hashTriggerOrders = hashTriggerOrders;
+//# sourceMappingURL=orderTypes.cjs.map

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Order type to check.\n * @returns True when the type requires `OrderParams.triggerPrice`.\n */\nexport function isTriggerOrderType(\n  orderType: OrderType,\n): orderType is TriggerOrderType {\n  return (TRIGGER_ORDER_TYPES as readonly OrderType[]).includes(orderType);\n}\n\n/**\n * Check whether an order type executes as a limit order.\n *\n * Covers plain limit orders and the `*_limit` trigger types, both of which\n * require `OrderParams.price`.\n *\n * @param orderType - Order type to check.\n * @returns True when the order executes as a limit order.\n */\nexport function isLimitExecutionOrderType(orderType: OrderType): boolean {\n  return (LIMIT_EXECUTION_ORDER_TYPES as readonly OrderType[]).includes(\n    orderType,\n  );\n}\n\n/**\n * Get how an order executes, ignoring whether it is trigger-gated.\n *\n * This is also the coarse execution type that consumers predating trigger orders\n * understand (fee tiers, max order value, analytics).\n *\n * @param orderType - Order type to inspect.\n * @returns `'limit'` for limit and `*_limit` types, `'market'` otherwise.\n */\nexport function getTriggerExecution(orderType: OrderType): OrderExecution {\n  return isLimitExecutionOrderType(orderType) ? 'limit' : 'market';\n}\n\n/**\n * Get the direction a trigger order fires in.\n *\n * @param orderType - Trigger order type.\n * @returns `'stop'` for `stop_*`, `'take_profit'` for `take_profit_*`.\n */\nexport function getTriggerDirection(\n  orderType: TriggerOrderType,\n): TriggerDirection {\n  return orderType === 'stop_market' || orderType === 'stop_limit'\n    ? 'stop'\n    : 'take_profit';\n}\n\n/**\n * Recover which way a trigger fires from its price relative to the entry.\n *\n * Used when the exchange reports a trigger without naming its placement type:\n * a long takes profit above its entry and stops out below, a short the other\n * way round. Shared by both transports so they classify identically.\n *\n * @param params - Classification parameters\n * @param params.triggerPrice - Price at which the order activates\n * @param params.entryPrice - Entry price of the position it is attached to\n * @param params.positionSize - Signed position size; its sign gives the side\n * @returns The direction, or undefined when there is nothing to compare against\n */\nexport function classifyTriggerDirection(params: {\n  triggerPrice?: string;\n  entryPrice?: string;\n  positionSize: string;\n}): TriggerDirection | undefined {\n  const { triggerPrice, entryPrice, positionSize } = params;\n\n  const trigger = parseFloat(triggerPrice ?? '');\n  const entry = parseFloat(entryPrice ?? '');\n  const signedSize = parseFloat(positionSize || '0');\n\n  if (!Number.isFinite(trigger) || !Number.isFinite(entry) || entry <= 0) {\n    return undefined;\n  }\n\n  // A long takes profit above its entry and stops out below; a short is the\n  // mirror image. A trigger sitting exactly at entry is neither, so both sides\n  // fall to 'stop' — matching the legacy price fallback the scalar\n  // takeProfitPrice/stopLossPrice fields still use. Splitting that tie the\n  // other way would file the order under takeProfitOrders while the scalar\n  // still reported it as a stop.\n  const isLong = signedSize > 0;\n\n  if (isLong) {\n    return trigger > entry ? 'take_profit' : 'stop';\n  }\n  return trigger < entry ? 'take_profit' : 'stop';\n}\n\n/**\n * Project a normalized open order onto the position-state view of a trigger order.\n *\n * Returns undefined when the order is not a trigger, or when its direction can\n * be established neither from a named placement type nor from its price.\n *\n * @param params - Mapping parameters\n * @param params.order - Normalized open order\n * @param params.positionSize - Size of the position the trigger is attached to\n * @param params.entryPrice - Entry price, used to classify an unnamed trigger\n * @returns The position trigger order, or undefined\n */\nexport function buildPositionTriggerOrderFromOrder(params: {\n  order: Order;\n  positionSize: string;\n  entryPrice?: string;\n}): PositionTriggerOrder | undefined {\n  const { order, positionSize, entryPrice } = params;\n\n  if (!order.isTrigger) {\n    return undefined;\n  }\n\n  // HyperLiquid sometimes reports a bare 'Trigger', naming neither direction\n  // nor execution. The direction is still recoverable from the trigger price\n  // against the entry, and it is what decides which array the order belongs\n  // to — so an unnamed trigger is kept rather than dropped, with its execution\n  // mode left unstated. Without a position to compare against there is nothing\n  // to recover, and it is dropped.\n  const direction =\n    order.triggerOrderType === undefined\n      ? classifyTriggerDirection({\n          triggerPrice: order.triggerPrice ?? order.price,\n          entryPrice,\n          positionSize,\n        })\n      : getTriggerDirection(order.triggerOrderType);\n\n  if (!direction) {\n    return undefined;\n  }\n\n  const absolutePositionSize = Math.abs(parseFloat(positionSize || '0'));\n  const rawSize = Math.abs(parseFloat(order.size || '0'));\n\n  // A position-bound TP/SL covers whatever the position currently is. The\n  // exchange encodes that as size 0, but `adaptOrderFromSDK` has already\n  // resolved it against the position as it stood when the order was adapted,\n  // so the size carried here goes stale as soon as the position is resized.\n  // The flag is the durable statement of what the trigger covers; the number\n  // is not. Reading the number instead would report the old size, and would\n  // call the order partial whenever the position had since grown.\n  const isPositionBound = order.isPositionTpsl === true;\n  const size =\n    isPositionBound || rawSize === 0 ? absolutePositionSize : rawSize;\n\n  return {\n    orderId: order.orderId,\n    direction,\n    orderType: order.triggerOrderType,\n    triggerPrice: order.triggerPrice ?? order.price,\n    size: size.toString(),\n    isPartial:\n      !isPositionBound &&\n      rawSize > 0 &&\n      absolutePositionSize > 0 &&\n      rawSize < absolutePositionSize,\n    reduceOnly: Boolean(order.reduceOnly),\n  };\n}\n\n/**\n * Build a trigger order type from its two independent dimensions.\n *\n * @param params - Trigger dimensions.\n * @param params.direction - Whether the trigger is a stop or a take profit.\n * @param params.execution - How the order executes once triggered.\n * @returns The matching trigger order type.\n */\nexport function buildTriggerOrderType(params: {\n  direction: TriggerDirection;\n  execution: OrderExecution;\n}): TriggerOrderType {\n  const { direction, execution } = params;\n\n  if (direction === 'stop') {\n    return execution === 'limit' ? 'stop_limit' : 'stop_market';\n  }\n\n  return execution === 'limit' ? 'take_profit_limit' : 'take_profit_market';\n}\n\n/**\n * Map the controller's time in force onto the exchange's spelling.\n *\n * Shared by the two order-building paths so they cannot drift apart.\n *\n * @param timeInForce - Requested time in force; defaults to GTC.\n * @returns The SDK time-in-force value.\n */\nexport function toSDKTimeInForce(\n  timeInForce?: 'GTC' | 'IOC' | 'ALO',\n): 'Gtc' | 'Ioc' | 'Alo' {\n  switch (timeInForce) {\n    case 'IOC':\n      return 'Ioc';\n    case 'ALO':\n      return 'Alo';\n    default:\n      return 'Gtc';\n  }\n}\n\n/**\n * Hash the identity of a position's trigger orders for change detection.\n *\n * Streamed positions only re-emit when their hash changes, so this has to move\n * when a trigger is added, removed, repriced, resized, or retyped — otherwise\n * subscribers never receive the updated arrays.\n *\n * The placement type is part of the identity because a trigger can be modified\n * in place: switching a stop from market to limit execution keeps its order ID,\n * trigger price, and size, so nothing else here would move even though the\n * execution semantics subscribers rely on have changed.\n *\n * @param orders - Trigger orders attached to a position, if any.\n * @returns A stable string; `'0'` for both empty and absent.\n */\nexport function hashTriggerOrders(orders?: PositionTriggerOrder[]): string {\n  if (!orders || orders.length === 0) {\n    return '0';\n  }\n  return orders\n    .map(\n      (order) =>\n        `${order.orderId}:${order.direction}:${order.orderType ?? '?'}@${order.triggerPrice}x${order.size}${order.isPartial ? 'p' : ''}`,\n    )\n    .join(',');\n}\n"]}

package/dist/utils/orderTypes.d.cts

@@ -0,0 +1,114 @@
+import type { Order, PositionTriggerOrder } from "../types/index.cjs";
+import type { OrderExecution, OrderType, TriggerDirection, TriggerOrderType } from "../types/perps-types.cjs";
+/**
+ * All trigger placement types, in a stable order suitable for iteration
+ * (validation tables, e2e matrices).
+ */
+export declare const TRIGGER_ORDER_TYPES: readonly ["stop_market", "stop_limit", "take_profit_market", "take_profit_limit"];
+/**
+ * Check whether an order type is a trigger placement (stop / take profit).
+ *
+ * @param orderType - Order type to check.
+ * @returns True when the type requires `OrderParams.triggerPrice`.
+ */
+export declare function isTriggerOrderType(orderType: OrderType): orderType is TriggerOrderType;
+/**
+ * Check whether an order type executes as a limit order.
+ *
+ * Covers plain limit orders and the `*_limit` trigger types, both of which
+ * require `OrderParams.price`.
+ *
+ * @param orderType - Order type to check.
+ * @returns True when the order executes as a limit order.
+ */
+export declare function isLimitExecutionOrderType(orderType: OrderType): boolean;
+/**
+ * Get how an order executes, ignoring whether it is trigger-gated.
+ *
+ * This is also the coarse execution type that consumers predating trigger orders
+ * understand (fee tiers, max order value, analytics).
+ *
+ * @param orderType - Order type to inspect.
+ * @returns `'limit'` for limit and `*_limit` types, `'market'` otherwise.
+ */
+export declare function getTriggerExecution(orderType: OrderType): OrderExecution;
+/**
+ * Get the direction a trigger order fires in.
+ *
+ * @param orderType - Trigger order type.
+ * @returns `'stop'` for `stop_*`, `'take_profit'` for `take_profit_*`.
+ */
+export declare function getTriggerDirection(orderType: TriggerOrderType): TriggerDirection;
+/**
+ * Recover which way a trigger fires from its price relative to the entry.
+ *
+ * Used when the exchange reports a trigger without naming its placement type:
+ * a long takes profit above its entry and stops out below, a short the other
+ * way round. Shared by both transports so they classify identically.
+ *
+ * @param params - Classification parameters
+ * @param params.triggerPrice - Price at which the order activates
+ * @param params.entryPrice - Entry price of the position it is attached to
+ * @param params.positionSize - Signed position size; its sign gives the side
+ * @returns The direction, or undefined when there is nothing to compare against
+ */
+export declare function classifyTriggerDirection(params: {
+    triggerPrice?: string;
+    entryPrice?: string;
+    positionSize: string;
+}): TriggerDirection | undefined;
+/**
+ * Project a normalized open order onto the position-state view of a trigger order.
+ *
+ * Returns undefined when the order is not a trigger, or when its direction can
+ * be established neither from a named placement type nor from its price.
+ *
+ * @param params - Mapping parameters
+ * @param params.order - Normalized open order
+ * @param params.positionSize - Size of the position the trigger is attached to
+ * @param params.entryPrice - Entry price, used to classify an unnamed trigger
+ * @returns The position trigger order, or undefined
+ */
+export declare function buildPositionTriggerOrderFromOrder(params: {
+    order: Order;
+    positionSize: string;
+    entryPrice?: string;
+}): PositionTriggerOrder | undefined;
+/**
+ * Build a trigger order type from its two independent dimensions.
+ *
+ * @param params - Trigger dimensions.
+ * @param params.direction - Whether the trigger is a stop or a take profit.
+ * @param params.execution - How the order executes once triggered.
+ * @returns The matching trigger order type.
+ */
+export declare function buildTriggerOrderType(params: {
+    direction: TriggerDirection;
+    execution: OrderExecution;
+}): TriggerOrderType;
+/**
+ * Map the controller's time in force onto the exchange's spelling.
+ *
+ * Shared by the two order-building paths so they cannot drift apart.
+ *
+ * @param timeInForce - Requested time in force; defaults to GTC.
+ * @returns The SDK time-in-force value.
+ */
+export declare function toSDKTimeInForce(timeInForce?: 'GTC' | 'IOC' | 'ALO'): 'Gtc' | 'Ioc' | 'Alo';
+/**
+ * Hash the identity of a position's trigger orders for change detection.
+ *
+ * Streamed positions only re-emit when their hash changes, so this has to move
+ * when a trigger is added, removed, repriced, resized, or retyped — otherwise
+ * subscribers never receive the updated arrays.
+ *
+ * The placement type is part of the identity because a trigger can be modified
+ * in place: switching a stop from market to limit execution keeps its order ID,
+ * trigger price, and size, so nothing else here would move even though the
+ * execution semantics subscribers rely on have changed.
+ *
+ * @param orders - Trigger orders attached to a position, if any.
+ * @returns A stable string; `'0'` for both empty and absent.
+ */
+export declare function hashTriggerOrders(orders?: PositionTriggerOrder[]): string;
+//# sourceMappingURL=orderTypes.d.cts.map

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

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