@metamask-previews/perps-controller 10.0.0-preview-a42e8d0d2 → 10.0.0-preview-d2f661012

package/dist/utils/orderCalculations.cjs

@@ -1,10 +1,15 @@
 "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.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");
+/**
+ * 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
  *
@@ -83,6 +88,60 @@ 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 +152,63 @@ 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 +243,23 @@ 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,

package/dist/utils/orderCalculations.cjs.map

@@ -1 +1 @@
-{"version":3,"file":"orderCalculations.cjs","sourceRoot":"","sources":["../../src/utils/orderCalculations.ts"],"names":[],"mappings":";;;AAEA,6EAAyE;AACzE,iEAGqC;AACrC,+DAA0D;AAG1D,oEAGiC;AAgFjC;;;;;GAKG;AACH,SAAgB,qBAAqB,CAAC,MAA0B;IAC9D,MAAM,EAAE,MAAM,EAAE,KAAK,EAAE,UAAU,EAAE,GAAG,MAAM,CAAC;IAE7C,+BAA+B;IAC/B,IAAI,UAAU,KAAK,SAAS,IAAI,UAAU,KAAK,IAAI,EAAE,CAAC;QACpD,MAAM,IAAI,KAAK,CAAC,sDAAsD,CAAC,CAAC;IAC1E,CAAC;IACD,IAAI,UAAU,GAAG,CAAC,EAAE,CAAC;QACnB,MAAM,IAAI,KAAK,CAAC,iCAAiC,UAAU,EAAE,CAAC,CAAC;IACjE,CAAC;IAED,MAAM,SAAS,GAAG,UAAU,CAAC,MAAM,IAAI,GAAG,CAAC,CAAC;IAE5C,IAAI,KAAK,CAAC,SAAS,CAAC,IAAI,KAAK,CAAC,KAAK,CAAC,IAAI,SAAS,KAAK,CAAC,IAAI,KAAK,KAAK,CAAC,EAAE,CAAC;QACvE,OAAO,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC;IACjC,CAAC;IAED,MAAM,YAAY,GAAG,SAAS,GAAG,KAAK,CAAC;IACvC,MAAM,UAAU,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,UAAU,CAAC,CAAC;IAC5C,IAAI,OAAO,GAAG,IAAI,CAAC,KAAK,CAAC,YAAY,GAAG,UAAU,CAAC,GAAG,UAAU,CAAC;IAEjE,+DAA+D;IAC/D,MAAM,SAAS,GAAG,OAAO,GAAG,KAAK,CAAC;IAClC,IAAI,SAAS,GAAG,SAAS,EAAE,CAAC;QAC1B,OAAO,IAAI,CAAC,GAAG,UAAU,CAAC;IAC5B,CAAC;IAED,OAAO,OAAO,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC;AACrC,CAAC;AA5BD,sDA4BC;AAED;;;;;GAKG;AACH,SAAgB,uBAAuB,CAAC,MAA4B;IAClE,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,GAAG,MAAM,CAAC;IACpC,MAAM,SAAS,GAAG,UAAU,CAAC,MAAM,IAAI,GAAG,CAAC,CAAC;IAE5C,IACE,KAAK,CAAC,SAAS,CAAC;QAChB,KAAK,CAAC,QAAQ,CAAC;QACf,SAAS,KAAK,CAAC;QACf,QAAQ,KAAK,CAAC,EACd,CAAC;QACD,OAAO,MAAM,CAAC;IAChB,CAAC;IAED,OAAO,CAAC,SAAS,GAAG,QAAQ,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;AAC3C,CAAC;AAdD,0DAcC;AAED,SAAgB,mBAAmB,CAAC,MAA8B;IAChE,MAAM,EAAE,gBAAgB,EAAE,UAAU,EAAE,eAAe,EAAE,QAAQ,EAAE,GAAG,MAAM,CAAC;IAC3E,IAAI,gBAAgB,KAAK,CAAC,IAAI,CAAC,UAAU,IAAI,eAAe,KAAK,SAAS,EAAE,CAAC;QAC3E,OAAO,CAAC,CAAC;IACX,CAAC;IAED,gEAAgE;IAChE,MAAM,cAAc,GAAG,gBAAgB,GAAG,QAAQ,CAAC;IAEnD,oDAAoD;IACpD,mEAAmE;IACnE,IAAI,SAAS,GAAG,IAAI,CAAC,KAAK,CAAC,cAAc,CAAC,CAAC;IAE3C,qEAAqE;IACrE,MAAM,gBAAgB,GAAG,qBAAqB,CAAC;QAC7C,MAAM,EAAE,SAAS,CAAC,QAAQ,EAAE;QAC5B,KAAK,EAAE,UAAU;QACjB,UAAU,EAAE,eAAe;KAC5B,CAAC,CAAC;IAEH,MAAM,mBAAmB,GAAG,UAAU,CAAC,gBAAgB,CAAC,GAAG,UAAU,CAAC;IACtE,MAAM,cAAc,GAAG,mBAAmB,GAAG,QAAQ,CAAC;IAEtD,yFAAyF;IACzF,IAAI,cAAc,GAAG,gBAAgB,EAAE,CAAC;QACtC,MAAM,wBAAwB,GAAG,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,eAAe,CAAC,CAAC;QACnE,MAAM,wBAAwB,GAAG,IAAI,CAAC,IAAI,CACxC,wBAAwB,GAAG,UAAU,CACtC,CAAC;QACF,SAAS,IAAI,wBAAwB,CAAC;IACxC,CAAC;IAED,mFAAmF;IACnF,gFAAgF;IAChF,MAAM,WAAW,GAAG,SAAS,GAAG,CAAC,CAAC,GAAG,wCAAuB,CAAC,CAAC;IAE9D,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC,CAAC;AAC9C,CAAC;AArCD,kDAqCC;AAED;;;;;;;;GAQG;AACH,SAAgB,0BAA0B,CACxC,MAAwC;IAExC,MAAM,EACJ,SAAS,EACT,IAAI,EACJ,YAAY,EACZ,kBAAkB,EAClB,cAAc,EACd,UAAU,EACV,QAAQ,EACR,WAAW,GACZ,GAAG,MAAM,CAAC;IAEX,IAAI,iBAAyB,CAAC;IAE9B,IAAI,SAAS,IAAI,UAAU,CAAC,SAAS,CAAC,GAAG,CAAC,EAAE,CAAC;QAC3C,kDAAkD;QAClD,MAAM,QAAQ,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;QAEvC,6DAA6D;QAC7D,IAAI,kBAAkB,EAAE,CAAC;YACvB,MAAM,aAAa,GAAG,IAAI,CAAC,GAAG,CAC5B,CAAC,CAAC,YAAY,GAAG,kBAAkB,CAAC,GAAG,kBAAkB,CAAC,GAAG,KAAK,CACnE,CAAC;YACF,MAAM,mBAAmB,GACvB,cAAc,IAAI,sCAAqB,CAAC,wBAAwB,CAAC;YAEnE,IAAI,aAAa,GAAG,mBAAmB,EAAE,CAAC;gBACxC,MAAM,IAAI,KAAK,CACb,yBAAyB,aAAa,CAAC,OAAO,CAAC,CAAC,CAAC,cAAc,mBAAmB,SAAS;oBACzF,aAAa,kBAAkB,CAAC,OAAO,CAAC,CAAC,CAAC,cAAc,YAAY,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,CACpF,CAAC;YACJ,CAAC;YAED,WAAW,EAAE,GAAG,CAAC,0BAA0B,EAAE;gBAC3C,kBAAkB;gBAClB,YAAY;gBACZ,QAAQ,EAAE,aAAa,CAAC,OAAO,CAAC,CAAC,CAAC;gBAClC,cAAc,EAAE,mBAAmB;aACpC,CAAC,CAAC;QACL,CAAC;QAED,gDAAgD;QAChD,iBAAiB,GAAG,QAAQ,GAAG,YAAY,CAAC;QAE5C,kCAAkC;QAClC,MAAM,UAAU,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,UAAU,CAAC,CAAC;QAC5C,iBAAiB,GAAG,IAAI,CAAC,KAAK,CAAC,iBAAiB,GAAG,UAAU,CAAC,GAAG,UAAU,CAAC;QAE5E,kEAAkE;QAClE,IAAI,mBAAmB,GAAG,iBAAiB,GAAG,YAAY,CAAC;QAC3D,IAAI,mBAAmB,GAAG,QAAQ,EAAE,CAAC;YACnC,gDAAgD;YAChD,iBAAiB,IAAI,CAAC,GAAG,UAAU,CAAC;YACpC,mBAAmB,GAAG,iBAAiB,GAAG,YAAY,CAAC;YAEvD,WAAW,EAAE,GAAG,CAAC,6CAA6C,EAAE;gBAC9D,YAAY,EAAE,QAAQ;gBACtB,gBAAgB,EAAE,iBAAiB,GAAG,CAAC,GAAG,UAAU;gBACpD,eAAe,EAAE,iBAAiB;gBAClC,SAAS,EAAE,mBAAmB;aAC/B,CAAC,CAAC;QACL,CAAC;QAED,MAAM,cAAc,GAAG,mBAAmB,GAAG,CAAC,QAAQ,IAAI,CAAC,CAAC,CAAC;QAE7D,gDAAgD;QAChD,MAAM,aAAa,GAAG,IAAI,CAAC,GAAG,CAAC,mBAAmB,GAAG,QAAQ,CAAC,CAAC;QAC/D,IAAI,aAAa,GAAG,IAAI,EAAE,CAAC;YACzB,WAAW,EAAE,GAAG,CACd,4DAA4D,EAC5D;gBACE,YAAY,EAAE,QAAQ;gBACtB,SAAS,EAAE,mBAAmB;gBAC9B,UAAU,EAAE,aAAa;gBACzB,YAAY,EAAE,iBAAiB;aAChC,CACF,CAAC;QACJ,CAAC;QAED,WAAW,EAAE,GAAG,CAAC,8CAA8C,EAAE;YAC/D,SAAS,EAAE,QAAQ;YACnB,kBAAkB;YAClB,YAAY;YACZ,YAAY,EAAE,IAAI;YAClB,gBAAgB,EAAE,iBAAiB;YACnC,cAAc;YACd,YAAY,EAAE,CAAC,GAAG,UAAU;SAC7B,CAAC,CAAC;IACL,CAAC;SAAM,CAAC;QACN,qDAAqD;QACrD,iBAAiB,GAAG,UAAU,CAAC,IAAI,IAAI,GAAG,CAAC,CAAC;QAE5C,WAAW,EAAE,GAAG,CACd,yDAAyD,EACzD;YACE,YAAY,EAAE,IAAI;YAClB,SAAS,EAAE,iBAAiB;SAC7B,CACF,CAAC;IACJ,CAAC;IAED,OAAO,EAAE,iBAAiB,EAAE,CAAC;AAC/B,CAAC;AAxGD,gEAwGC;AAED;;;;;GAKG;AACH,SAAgB,0BAA0B,CACxC,MAAwC;IAExC,MAAM,EACJ,SAAS,EACT,KAAK,EACL,iBAAiB,EACjB,YAAY,EACZ,UAAU,EACV,cAAc,EACd,UAAU,GACX,GAAG,MAAM,CAAC;IAEX,IAAI,UAAkB,CAAC;IACvB,IAAI,aAAqB,CAAC;IAE1B,IAAI,SAAS,KAAK,QAAQ,EAAE,CAAC;QAC3B,wEAAwE;QACxE,kEAAkE;QAClE,yDAAyD;QACzD,MAAM,YAAY,GAChB,cAAc,IAAI,sCAAqB,CAAC,wBAAwB,CAAC;QACnE,MAAM,aAAa,GAAG,YAAY,GAAG,2CAAoB,CAAC;QAC1D,UAAU,GAAG,KAAK;YAChB,CAAC,CAAC,YAAY,GAAG,CAAC,CAAC,GAAG,aAAa,CAAC;YACpC,CAAC,CAAC,YAAY,GAAG,CAAC,CAAC,GAAG,aAAa,CAAC,CAAC;QACvC,aAAa,GAAG,IAAA,6CAAqB,EAAC;YACpC,IAAI,EAAE,iBAAiB;YACvB,UAAU;SACX,CAAC,CAAC;IACL,CAAC;SAAM,CAAC;QACN,yDAAyD;QACzD,IAAI,CAAC,UAAU,EAAE,CAAC;YAChB,MAAM,IAAI,KAAK,CAAC,sCAAiB,CAAC,0BAA0B,CAAC,CAAC;QAChE,CAAC;QACD,UAAU,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;QACpC,aAAa,GAAG,IAAA,6CAAqB,EAAC;YACpC,IAAI,EAAE,iBAAiB;YACvB,UAAU;SACX,CAAC,CAAC;IACL,CAAC;IAED,MAAM,cAAc,GAAG,IAAA,8CAAsB,EAAC;QAC5C,KAAK,EAAE,UAAU;QACjB,UAAU;KACX,CAAC,CAAC;IAEH,OAAO,EAAE,UAAU,EAAE,aAAa,EAAE,cAAc,EAAE,CAAC;AACvD,CAAC;AAhDD,gEAgDC;AAED;;;;;GAKG;AACH,SAAgB,gBAAgB,CAC9B,MAA8B;IAE9B,MAAM,EACJ,OAAO,EACP,KAAK,EACL,cAAc,EACd,aAAa,EACb,UAAU,EACV,SAAS,EACT,aAAa,EACb,eAAe,EACf,aAAa,EACb,UAAU,EACV,QAAQ,GACT,GAAG,MAAM,CAAC;IAEX,MAAM,MAAM,GAAqB,EAAE,CAAC;IAEpC,gBAAgB;IAChB,MAAM,SAAS,GAAmB;QAChC,CAAC,EAAE,OAAO;QACV,CAAC,EAAE,KAAK;QACR,CAAC,EAAE,cAAc;QACjB,CAAC,EAAE,aAAa;QAChB,CAAC,EAAE,UAAU,IAAI,KAAK;QACtB,CAAC,EACC,SAAS,KAAK,OAAO;YACnB,CAAC,CAAC,EAAE,KAAK,EAAE,EAAE,GAAG,EAAE,KAAK,EAAE,EAAE;YAC3B,CAAC,CAAC,EAAE,KAAK,EAAE,EAAE,GAAG,EAAE,gBAAgB,EAAE,EAAE;QAC1C,CAAC,EAAE,aAAa,CAAC,CAAC,CAAE,aAAqB,CAAC,CAAC,CAAC,SAAS;KACtD,CAAC;IACF,MAAM,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IAEvB,uBAAuB;IACvB,IAAI,eAAe,EAAE,CAAC;QACpB,MAAM,OAAO,GAAmB;YAC9B,CAAC,EAAE,OAAO;YACV,CAAC,EAAE,CAAC,KAAK;YACT,CAAC,EAAE,IAAA,8CAAsB,EAAC;gBACxB,KAAK,EAAE,UAAU,CAAC,eAAe,CAAC;gBAClC,UAAU;aACX,CAAC;YACF,CAAC,EAAE,aAAa;YAChB,CAAC,EAAE,IAAI;YACP,CAAC,EAAE;gBACD,OAAO,EAAE;oBACP,QAAQ,EAAE,KAAK;oBACf,SAAS,EAAE,IAAA,8CAAsB,EAAC;wBAChC,KAAK,EAAE,UAAU,CAAC,eAAe,CAAC;wBAClC,UAAU;qBACX,CAAC;oBACF,IAAI,EAAE,IAAI;iBACX;aACF;SACF,CAAC;QACF,MAAM,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;IACvB,CAAC;IAED,qBAAqB;IACrB,IAAI,aAAa,EAAE,CAAC;QAClB,iFAAiF;QACjF,gDAAgD;QAChD,MAAM,gBAAgB,GAAG,UAAU,CAAC,aAAa,CAAC,CAAC;QACnD,MAAM,aAAa,GAAG,sCAAqB,CAAC,sBAAsB,GAAG,KAAK,CAAC;QAC3E,MAAM,sBAAsB,GAAG,KAAK;YAClC,CAAC,CAAC,gBAAgB,GAAG,CAAC,CAAC,GAAG,aAAa,CAAC,CAAC,sEAAsE;YAC/G,CAAC,CAAC,gBAAgB,GAAG,CAAC,CAAC,GAAG,aAAa,CAAC,CAAC,CAAC,mEAAmE;QAE/G,MAAM,OAAO,GAAmB;YAC9B,CAAC,EAAE,OAAO;YACV,CAAC,EAAE,CAAC,KAAK;YACT,CAAC,EAAE,IAAA,8CAAsB,EAAC;gBACxB,KAAK,EAAE,sBAAsB;gBAC7B,UAAU;aACX,CAAC;YACF,CAAC,EAAE,aAAa;YAChB,CAAC,EAAE,IAAI;YACP,CAAC,EAAE;gBACD,OAAO,EAAE;oBACP,QAAQ,EAAE,IAAI;oBACd,SAAS,EAAE,IAAA,8CAAsB,EAAC;wBAChC,KAAK,EAAE,gBAAgB;wBACvB,UAAU;qBACX,CAAC;oBACF,IAAI,EAAE,IAAI;iBACX;aACF;SACF,CAAC;QACF,MAAM,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;IACvB,CAAC;IAED,qBAAqB;IACrB,MAAM,aAAa,GACjB,QAAQ,IAAI,CAAC,CAAC,eAAe,IAAI,aAAa,CAAC,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC;IAEzE,OAAO,EAAE,MAAM,EAAE,QAAQ,EAAE,aAAa,EAAE,CAAC;AAC7C,CAAC;AAjGD,4CAiGC","sourcesContent":["import 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"]}
+{"version":3,"file":"orderCalculations.cjs","sourceRoot":"","sources":["../../src/utils/orderCalculations.ts"],"names":[],"mappings":";;;AAEA,6EAAyE;AACzE,iEAGqC;AACrC,+DAA0D;AAG1D,oEAGiC;AAQjC;;;GAGG;AACH,MAAM,eAAe,GAAG,IAAI,CAAC;AA8E7B;;;;;GAKG;AACH,SAAgB,qBAAqB,CAAC,MAA0B;IAC9D,MAAM,EAAE,MAAM,EAAE,KAAK,EAAE,UAAU,EAAE,GAAG,MAAM,CAAC;IAE7C,+BAA+B;IAC/B,IAAI,UAAU,KAAK,SAAS,IAAI,UAAU,KAAK,IAAI,EAAE,CAAC;QACpD,MAAM,IAAI,KAAK,CAAC,sDAAsD,CAAC,CAAC;IAC1E,CAAC;IACD,IAAI,UAAU,GAAG,CAAC,EAAE,CAAC;QACnB,MAAM,IAAI,KAAK,CAAC,iCAAiC,UAAU,EAAE,CAAC,CAAC;IACjE,CAAC;IAED,MAAM,SAAS,GAAG,UAAU,CAAC,MAAM,IAAI,GAAG,CAAC,CAAC;IAE5C,IAAI,KAAK,CAAC,SAAS,CAAC,IAAI,KAAK,CAAC,KAAK,CAAC,IAAI,SAAS,KAAK,CAAC,IAAI,KAAK,KAAK,CAAC,EAAE,CAAC;QACvE,OAAO,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC;IACjC,CAAC;IAED,MAAM,YAAY,GAAG,SAAS,GAAG,KAAK,CAAC;IACvC,MAAM,UAAU,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,UAAU,CAAC,CAAC;IAC5C,IAAI,OAAO,GAAG,IAAI,CAAC,KAAK,CAAC,YAAY,GAAG,UAAU,CAAC,GAAG,UAAU,CAAC;IAEjE,+DAA+D;IAC/D,MAAM,SAAS,GAAG,OAAO,GAAG,KAAK,CAAC;IAClC,IAAI,SAAS,GAAG,SAAS,EAAE,CAAC;QAC1B,OAAO,IAAI,CAAC,GAAG,UAAU,CAAC;IAC5B,CAAC;IAED,OAAO,OAAO,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC;AACrC,CAAC;AA5BD,sDA4BC;AAED;;;;;GAKG;AACH,SAAgB,uBAAuB,CAAC,MAA4B;IAClE,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,GAAG,MAAM,CAAC;IACpC,MAAM,SAAS,GAAG,UAAU,CAAC,MAAM,IAAI,GAAG,CAAC,CAAC;IAE5C,IACE,KAAK,CAAC,SAAS,CAAC;QAChB,KAAK,CAAC,QAAQ,CAAC;QACf,SAAS,KAAK,CAAC;QACf,QAAQ,KAAK,CAAC,EACd,CAAC;QACD,OAAO,MAAM,CAAC;IAChB,CAAC;IAED,OAAO,CAAC,SAAS,GAAG,QAAQ,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;AAC3C,CAAC;AAdD,0DAcC;AAED,SAAgB,mBAAmB,CAAC,MAA8B;IAChE,MAAM,EAAE,gBAAgB,EAAE,UAAU,EAAE,eAAe,EAAE,QAAQ,EAAE,GAAG,MAAM,CAAC;IAC3E,IAAI,gBAAgB,KAAK,CAAC,IAAI,CAAC,UAAU,IAAI,eAAe,KAAK,SAAS,EAAE,CAAC;QAC3E,OAAO,CAAC,CAAC;IACX,CAAC;IAED,gEAAgE;IAChE,MAAM,cAAc,GAAG,gBAAgB,GAAG,QAAQ,CAAC;IAEnD,oDAAoD;IACpD,mEAAmE;IACnE,IAAI,SAAS,GAAG,IAAI,CAAC,KAAK,CAAC,cAAc,CAAC,CAAC;IAE3C,qEAAqE;IACrE,MAAM,gBAAgB,GAAG,qBAAqB,CAAC;QAC7C,MAAM,EAAE,SAAS,CAAC,QAAQ,EAAE;QAC5B,KAAK,EAAE,UAAU;QACjB,UAAU,EAAE,eAAe;KAC5B,CAAC,CAAC;IAEH,MAAM,mBAAmB,GAAG,UAAU,CAAC,gBAAgB,CAAC,GAAG,UAAU,CAAC;IACtE,MAAM,cAAc,GAAG,mBAAmB,GAAG,QAAQ,CAAC;IAEtD,yFAAyF;IACzF,IAAI,cAAc,GAAG,gBAAgB,EAAE,CAAC;QACtC,MAAM,wBAAwB,GAAG,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,eAAe,CAAC,CAAC;QACnE,MAAM,wBAAwB,GAAG,IAAI,CAAC,IAAI,CACxC,wBAAwB,GAAG,UAAU,CACtC,CAAC;QACF,SAAS,IAAI,wBAAwB,CAAC;IACxC,CAAC;IAED,mFAAmF;IACnF,gFAAgF;IAChF,MAAM,WAAW,GAAG,SAAS,GAAG,CAAC,CAAC,GAAG,wCAAuB,CAAC,CAAC;IAE9D,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC,CAAC;AAC9C,CAAC;AArCD,kDAqCC;AAED;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,SAAgB,mBAAmB,CAAC,IAAY,EAAE,UAAkB;IAClE,MAAM,UAAU,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,UAAU,CAAC,CAAC;IAC5C,MAAM,MAAM,GAAG,IAAI,GAAG,UAAU,CAAC;IAEjC,4EAA4E;IAC5E,2EAA2E;IAC3E,2EAA2E;IAC3E,4EAA4E;IAC5E,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,IAAI,IAAI,CAAC,GAAG,CAAC,MAAM,CAAC,IAAI,MAAM,CAAC,gBAAgB,EAAE,CAAC;QAC5E,OAAO,IAAI,CAAC;IACd,CAAC;IAED,MAAM,OAAO,GAAG,IAAI,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;IACnC,0EAA0E;IAC1E,0EAA0E;IAC1E,0EAA0E;IAC1E,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,CACxB,eAAe,EACf,IAAI,CAAC,GAAG,CAAC,MAAM,CAAC,GAAG,MAAM,CAAC,OAAO,GAAG,CAAC,CACtC,CAAC;IACF,IAAI,KAAK,GACP,IAAI,CAAC,GAAG,CAAC,MAAM,GAAG,OAAO,CAAC,GAAG,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;IAExE,0EAA0E;IAC1E,0EAA0E;IAC1E,+EAA+E;IAC/E,+EAA+E;IAC/E,2EAA2E;IAC3E,8EAA8E;IAC9E,+EAA+E;IAC/E,4EAA4E;IAC5E,sEAAsE;IACtE,mEAAmE;IACnE,OAAO,KAAK,GAAG,UAAU,GAAG,IAAI,EAAE,CAAC;QACjC,KAAK,IAAI,CAAC,CAAC;IACb,CAAC;IAED,OAAO,KAAK,GAAG,UAAU,CAAC;AAC5B,CAAC;AAtCD,kDAsCC;AAED;;;;;;;;GAQG;AACH,SAAgB,0BAA0B,CACxC,MAAwC;IAExC,MAAM,EACJ,SAAS,EACT,IAAI,EACJ,YAAY,EACZ,kBAAkB,EAClB,cAAc,EACd,UAAU,EACV,QAAQ,EACR,UAAU,EACV,WAAW,GACZ,GAAG,MAAM,CAAC;IAEX,IAAI,iBAAyB,CAAC;IAE9B,2EAA2E;IAC3E,+EAA+E;IAC/E,gFAAgF;IAChF,oEAAoE;IACpE,IAAI,kBAAkB,EAAE,CAAC;QACvB,MAAM,aAAa,GAAG,IAAI,CAAC,GAAG,CAC5B,CAAC,CAAC,YAAY,GAAG,kBAAkB,CAAC,GAAG,kBAAkB,CAAC,GAAG,KAAK,CACnE,CAAC;QACF,MAAM,mBAAmB,GACvB,cAAc,IAAI,sCAAqB,CAAC,wBAAwB,CAAC;QAEnE,IAAI,aAAa,GAAG,mBAAmB,EAAE,CAAC;YACxC,MAAM,IAAI,KAAK,CACb,yBAAyB,aAAa,CAAC,OAAO,CAAC,CAAC,CAAC,cAAc,mBAAmB,SAAS;gBACzF,aAAa,kBAAkB,CAAC,OAAO,CAAC,CAAC,CAAC,cAAc,YAAY,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,CACpF,CAAC;QACJ,CAAC;QAED,WAAW,EAAE,GAAG,CAAC,0BAA0B,EAAE;YAC3C,kBAAkB;YAClB,YAAY;YACZ,QAAQ,EAAE,aAAa,CAAC,OAAO,CAAC,CAAC,CAAC;YAClC,cAAc,EAAE,mBAAmB;SACpC,CAAC,CAAC;IACL,CAAC;IAED,IAAI,SAAS,IAAI,UAAU,CAAC,SAAS,CAAC,GAAG,CAAC,EAAE,CAAC;QAC3C,kDAAkD;QAClD,MAAM,QAAQ,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;QAEvC,6CAA6C;QAC7C,iBAAiB,GAAG,QAAQ,GAAG,YAAY,CAAC;QAE5C,2EAA2E;QAC3E,8EAA8E;QAC9E,uEAAuE;QACvE,6EAA6E;QAC7E,8BAA8B;QAC9B,IAAI,UAAU,IAAI,IAAI,EAAE,CAAC;YACvB,MAAM,aAAa,GAAG,UAAU,CAAC,IAAI,CAAC,CAAC;YAEvC,oEAAoE;YACpE,0EAA0E;YAC1E,sEAAsE;YACtE,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,aAAa,CAAC,IAAI,aAAa,IAAI,CAAC,EAAE,CAAC;gBAC1D,MAAM,IAAI,KAAK,CAAC,sCAAiB,CAAC,mBAAmB,CAAC,CAAC;YACzD,CAAC;YAED,iBAAiB,GAAG,IAAI,CAAC,GAAG,CAAC,iBAAiB,EAAE,aAAa,CAAC,CAAC;QACjE,CAAC;QAED,gEAAgE;QAChE,MAAM,UAAU,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,UAAU,CAAC,CAAC;QAC5C,MAAM,kBAAkB,GAAG,iBAAiB,CAAC;QAC7C,iBAAiB,GAAG,UAAU;YAC5B,CAAC,CAAC,mBAAmB,CAAC,iBAAiB,EAAE,UAAU,CAAC;YACpD,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,iBAAiB,GAAG,UAAU,CAAC,GAAG,UAAU,CAAC;QAE5D,0EAA0E;QAC1E,mEAAmE;QACnE,qDAAqD;QACrD,IAAI,UAAU,IAAI,iBAAiB,IAAI,CAAC,IAAI,kBAAkB,GAAG,CAAC,EAAE,CAAC;YACnE,MAAM,IAAI,KAAK,CAAC,sCAAiB,CAAC,mBAAmB,CAAC,CAAC;QACzD,CAAC;QAED,mEAAmE;QACnE,yEAAyE;QACzE,kEAAkE;QAClE,IAAI,mBAAmB,GAAG,iBAAiB,GAAG,YAAY,CAAC;QAC3D,IAAI,CAAC,UAAU,IAAI,mBAAmB,GAAG,QAAQ,EAAE,CAAC;YAClD,gDAAgD;YAChD,iBAAiB,IAAI,CAAC,GAAG,UAAU,CAAC;YACpC,mBAAmB,GAAG,iBAAiB,GAAG,YAAY,CAAC;YAEvD,WAAW,EAAE,GAAG,CAAC,6CAA6C,EAAE;gBAC9D,YAAY,EAAE,QAAQ;gBACtB,gBAAgB,EAAE,iBAAiB,GAAG,CAAC,GAAG,UAAU;gBACpD,eAAe,EAAE,iBAAiB;gBAClC,SAAS,EAAE,mBAAmB;aAC/B,CAAC,CAAC;QACL,CAAC;QAED,MAAM,cAAc,GAAG,mBAAmB,GAAG,CAAC,QAAQ,IAAI,CAAC,CAAC,CAAC;QAE7D,gDAAgD;QAChD,MAAM,aAAa,GAAG,IAAI,CAAC,GAAG,CAAC,mBAAmB,GAAG,QAAQ,CAAC,CAAC;QAC/D,IAAI,aAAa,GAAG,IAAI,EAAE,CAAC;YACzB,WAAW,EAAE,GAAG,CACd,4DAA4D,EAC5D;gBACE,YAAY,EAAE,QAAQ;gBACtB,SAAS,EAAE,mBAAmB;gBAC9B,UAAU,EAAE,aAAa;gBACzB,YAAY,EAAE,iBAAiB;aAChC,CACF,CAAC;QACJ,CAAC;QAED,WAAW,EAAE,GAAG,CAAC,8CAA8C,EAAE;YAC/D,SAAS,EAAE,QAAQ;YACnB,kBAAkB;YAClB,YAAY;YACZ,YAAY,EAAE,IAAI;YAClB,gBAAgB,EAAE,iBAAiB;YACnC,cAAc;YACd,YAAY,EAAE,CAAC,GAAG,UAAU;SAC7B,CAAC,CAAC;IACL,CAAC;SAAM,CAAC;QACN,qDAAqD;QACrD,iBAAiB,GAAG,UAAU,CAAC,IAAI,IAAI,GAAG,CAAC,CAAC;QAE5C,4EAA4E;QAC5E,wEAAwE;QACxE,0BAA0B;QAC1B,IAAI,UAAU,EAAE,CAAC;YACf,0EAA0E;YAC1E,uEAAuE;YACvE,SAAS;YACT,IAAI,IAAI,IAAI,CAAC,CAAC,iBAAiB,GAAG,CAAC,CAAC,EAAE,CAAC;gBACrC,MAAM,IAAI,KAAK,CAAC,sCAAiB,CAAC,mBAAmB,CAAC,CAAC;YACzD,CAAC;YAED,MAAM,kBAAkB,GAAG,iBAAiB,CAAC;YAC7C,iBAAiB,GAAG,mBAAmB,CAAC,iBAAiB,EAAE,UAAU,CAAC,CAAC;YAEvE,uEAAuE;YACvE,IAAI,iBAAiB,IAAI,CAAC,IAAI,kBAAkB,GAAG,CAAC,EAAE,CAAC;gBACrD,MAAM,IAAI,KAAK,CAAC,sCAAiB,CAAC,mBAAmB,CAAC,CAAC;YACzD,CAAC;QACH,CAAC;QAED,WAAW,EAAE,GAAG,CACd,yDAAyD,EACzD;YACE,YAAY,EAAE,IAAI;YAClB,SAAS,EAAE,iBAAiB;SAC7B,CACF,CAAC;IACJ,CAAC;IAED,OAAO,EAAE,iBAAiB,EAAE,CAAC;AAC/B,CAAC;AA9JD,gEA8JC;AAED;;;;;GAKG;AACH,SAAgB,0BAA0B,CACxC,MAAwC;IAExC,MAAM,EACJ,SAAS,EACT,KAAK,EACL,iBAAiB,EACjB,YAAY,EACZ,UAAU,EACV,cAAc,EACd,UAAU,GACX,GAAG,MAAM,CAAC;IAEX,IAAI,UAAkB,CAAC;IACvB,IAAI,aAAqB,CAAC;IAE1B,IAAI,SAAS,KAAK,QAAQ,EAAE,CAAC;QAC3B,wEAAwE;QACxE,kEAAkE;QAClE,yDAAyD;QACzD,MAAM,YAAY,GAChB,cAAc,IAAI,sCAAqB,CAAC,wBAAwB,CAAC;QACnE,MAAM,aAAa,GAAG,YAAY,GAAG,2CAAoB,CAAC;QAC1D,UAAU,GAAG,KAAK;YAChB,CAAC,CAAC,YAAY,GAAG,CAAC,CAAC,GAAG,aAAa,CAAC;YACpC,CAAC,CAAC,YAAY,GAAG,CAAC,CAAC,GAAG,aAAa,CAAC,CAAC;QACvC,aAAa,GAAG,IAAA,6CAAqB,EAAC;YACpC,IAAI,EAAE,iBAAiB;YACvB,UAAU;SACX,CAAC,CAAC;IACL,CAAC;SAAM,CAAC;QACN,yDAAyD;QACzD,IAAI,CAAC,UAAU,EAAE,CAAC;YAChB,MAAM,IAAI,KAAK,CAAC,sCAAiB,CAAC,0BAA0B,CAAC,CAAC;QAChE,CAAC;QACD,UAAU,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;QACpC,aAAa,GAAG,IAAA,6CAAqB,EAAC;YACpC,IAAI,EAAE,iBAAiB;YACvB,UAAU;SACX,CAAC,CAAC;IACL,CAAC;IAED,MAAM,cAAc,GAAG,IAAA,8CAAsB,EAAC;QAC5C,KAAK,EAAE,UAAU;QACjB,UAAU;KACX,CAAC,CAAC;IAEH,OAAO,EAAE,UAAU,EAAE,aAAa,EAAE,cAAc,EAAE,CAAC;AACvD,CAAC;AAhDD,gEAgDC;AAED;;;;;GAKG;AACH,SAAgB,gBAAgB,CAC9B,MAA8B;IAE9B,MAAM,EACJ,OAAO,EACP,KAAK,EACL,cAAc,EACd,aAAa,EACb,UAAU,EACV,SAAS,EACT,aAAa,EACb,eAAe,EACf,aAAa,EACb,UAAU,EACV,QAAQ,GACT,GAAG,MAAM,CAAC;IAEX,MAAM,MAAM,GAAqB,EAAE,CAAC;IAEpC,gBAAgB;IAChB,MAAM,SAAS,GAAmB;QAChC,CAAC,EAAE,OAAO;QACV,CAAC,EAAE,KAAK;QACR,CAAC,EAAE,cAAc;QACjB,CAAC,EAAE,aAAa;QAChB,CAAC,EAAE,UAAU,IAAI,KAAK;QACtB,CAAC,EACC,SAAS,KAAK,OAAO;YACnB,CAAC,CAAC,EAAE,KAAK,EAAE,EAAE,GAAG,EAAE,KAAK,EAAE,EAAE;YAC3B,CAAC,CAAC,EAAE,KAAK,EAAE,EAAE,GAAG,EAAE,gBAAgB,EAAE,EAAE;QAC1C,CAAC,EAAE,aAAa,CAAC,CAAC,CAAE,aAAqB,CAAC,CAAC,CAAC,SAAS;KACtD,CAAC;IACF,MAAM,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IAEvB,uBAAuB;IACvB,IAAI,eAAe,EAAE,CAAC;QACpB,MAAM,OAAO,GAAmB;YAC9B,CAAC,EAAE,OAAO;YACV,CAAC,EAAE,CAAC,KAAK;YACT,CAAC,EAAE,IAAA,8CAAsB,EAAC;gBACxB,KAAK,EAAE,UAAU,CAAC,eAAe,CAAC;gBAClC,UAAU;aACX,CAAC;YACF,CAAC,EAAE,aAAa;YAChB,CAAC,EAAE,IAAI;YACP,CAAC,EAAE;gBACD,OAAO,EAAE;oBACP,QAAQ,EAAE,KAAK;oBACf,SAAS,EAAE,IAAA,8CAAsB,EAAC;wBAChC,KAAK,EAAE,UAAU,CAAC,eAAe,CAAC;wBAClC,UAAU;qBACX,CAAC;oBACF,IAAI,EAAE,IAAI;iBACX;aACF;SACF,CAAC;QACF,MAAM,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;IACvB,CAAC;IAED,qBAAqB;IACrB,IAAI,aAAa,EAAE,CAAC;QAClB,iFAAiF;QACjF,gDAAgD;QAChD,MAAM,gBAAgB,GAAG,UAAU,CAAC,aAAa,CAAC,CAAC;QACnD,MAAM,aAAa,GAAG,sCAAqB,CAAC,sBAAsB,GAAG,KAAK,CAAC;QAC3E,MAAM,sBAAsB,GAAG,KAAK;YAClC,CAAC,CAAC,gBAAgB,GAAG,CAAC,CAAC,GAAG,aAAa,CAAC,CAAC,sEAAsE;YAC/G,CAAC,CAAC,gBAAgB,GAAG,CAAC,CAAC,GAAG,aAAa,CAAC,CAAC,CAAC,mEAAmE;QAE/G,MAAM,OAAO,GAAmB;YAC9B,CAAC,EAAE,OAAO;YACV,CAAC,EAAE,CAAC,KAAK;YACT,CAAC,EAAE,IAAA,8CAAsB,EAAC;gBACxB,KAAK,EAAE,sBAAsB;gBAC7B,UAAU;aACX,CAAC;YACF,CAAC,EAAE,aAAa;YAChB,CAAC,EAAE,IAAI;YACP,CAAC,EAAE;gBACD,OAAO,EAAE;oBACP,QAAQ,EAAE,IAAI;oBACd,SAAS,EAAE,IAAA,8CAAsB,EAAC;wBAChC,KAAK,EAAE,gBAAgB;wBACvB,UAAU;qBACX,CAAC;oBACF,IAAI,EAAE,IAAI;iBACX;aACF;SACF,CAAC;QACF,MAAM,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;IACvB,CAAC;IAED,qBAAqB;IACrB,MAAM,aAAa,GACjB,QAAQ,IAAI,CAAC,CAAC,eAAe,IAAI,aAAa,CAAC,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC;IAEzE,OAAO,EAAE,MAAM,EAAE,QAAQ,EAAE,aAAa,EAAE,CAAC;AAC7C,CAAC;AAjGD,4CAiGC","sourcesContent":["import type { Hex } from '@metamask/utils';\n\nimport { BASIS_POINTS_DIVISOR } from '../constants/hyperLiquidConfig.js';\nimport {\n  MAX_ORDER_MARGIN_BUFFER,\n  ORDER_SLIPPAGE_CONFIG,\n} from '../constants/perpsConfig.js';\nimport { PERPS_ERROR_CODES } from '../perpsErrorCodes.js';\nimport type { SDKOrderParams } from '../types/hyperliquid-types.js';\nimport type { PerpsDebugLogger } from '../types/index.js';\nimport {\n  formatHyperLiquidPrice,\n  formatHyperLiquidSize,\n} from './hyperLiquidAdapter.js';\n\n/**\n * Optional debug logger for order calculation functions.\n * When provided, enables detailed logging for debugging.\n */\nexport type OrderCalculationsDebugLogger = PerpsDebugLogger | undefined;\n\n/**\n * Tolerance used when deciding whether a scaled size is already on the size\n * grid, guarding against floating-point representation error.\n */\nconst FLOAT_TOLERANCE = 1e-6;\n\ntype PositionSizeParams = {\n  amount: string;\n  price: number;\n  szDecimals: number;\n};\n\ntype MarginRequiredParams = {\n  amount: string;\n  leverage: number;\n};\n\ntype MaxAllowedAmountParams = {\n  spendableBalance: number;\n  assetPrice: number;\n  assetSzDecimals: number;\n  leverage: number;\n};\n\n// Advanced order calculation interfaces\nexport type CalculateFinalPositionSizeParams = {\n  usdAmount?: string;\n  size?: string;\n  currentPrice: number;\n  priceAtCalculation?: number;\n  maxSlippageBps?: number;\n  szDecimals: number;\n  leverage?: number;\n  // Reduce-only orders (position closes) may never round up: HyperLiquid\n  // rejects a reduce-only order whose size exceeds the live position with\n  // \"Reduce only order would increase position\".\n  reduceOnly?: boolean;\n  debugLogger?: OrderCalculationsDebugLogger;\n};\n\nexport type CalculateFinalPositionSizeResult = {\n  finalPositionSize: number;\n};\n\nexport type CalculateOrderPriceAndSizeParams = {\n  orderType: 'market' | 'limit';\n  isBuy: boolean;\n  finalPositionSize: number;\n  currentPrice: number;\n  limitPrice?: string;\n  // Max slippage in basis points (e.g. 300 = 3%). Only applied to market orders;\n  // limit orders use limitPrice directly. Falls back to ORDER_SLIPPAGE_CONFIG\n  // .DefaultMarketSlippageBps when omitted on a market order.\n  maxSlippageBps?: number;\n  szDecimals: number;\n};\n\nexport type CalculateOrderPriceAndSizeResult = {\n  orderPrice: number;\n  formattedSize: string;\n  formattedPrice: string;\n};\n\nexport type BuildOrdersArrayParams = {\n  assetId: number;\n  isBuy: boolean;\n  formattedPrice: string;\n  formattedSize: string;\n  reduceOnly: boolean;\n  orderType: 'market' | 'limit';\n  clientOrderId?: string;\n  takeProfitPrice?: string;\n  stopLossPrice?: string;\n  szDecimals: number;\n  grouping?: 'na' | 'normalTpsl' | 'positionTpsl';\n};\n\nexport type BuildOrdersArrayResult = {\n  orders: SDKOrderParams[];\n  grouping: 'na' | 'normalTpsl' | 'positionTpsl';\n};\n\n/**\n * Calculate position size based on USD amount and asset price\n *\n * @param params - Amount in USD, current asset price, and required decimal precision\n * @returns Position size formatted to the asset's decimal precision\n */\nexport function calculatePositionSize(params: PositionSizeParams): string {\n  const { amount, price, szDecimals } = params;\n\n  // Validate required parameters\n  if (szDecimals === undefined || szDecimals === null) {\n    throw new Error('szDecimals is required for position size calculation');\n  }\n  if (szDecimals < 0) {\n    throw new Error(`szDecimals must be >= 0, got: ${szDecimals}`);\n  }\n\n  const amountNum = parseFloat(amount || '0');\n\n  if (isNaN(amountNum) || isNaN(price) || amountNum === 0 || price === 0) {\n    return (0).toFixed(szDecimals);\n  }\n\n  const positionSize = amountNum / price;\n  const multiplier = Math.pow(10, szDecimals);\n  let rounded = Math.round(positionSize * multiplier) / multiplier;\n\n  // Ensure rounded size meets requested USD (fix validation gap)\n  const actualUsd = rounded * price;\n  if (actualUsd < amountNum) {\n    rounded += 1 / multiplier;\n  }\n\n  return rounded.toFixed(szDecimals);\n}\n\n/**\n * Calculate margin required for a position\n *\n * @param params - Position amount and leverage\n * @returns Margin required formatted to 2 decimal places\n */\nexport function calculateMarginRequired(params: MarginRequiredParams): string {\n  const { amount, leverage } = params;\n  const amountNum = parseFloat(amount || '0');\n\n  if (\n    isNaN(amountNum) ||\n    isNaN(leverage) ||\n    amountNum === 0 ||\n    leverage === 0\n  ) {\n    return '0.00';\n  }\n\n  return (amountNum / leverage).toFixed(2);\n}\n\nexport function getMaxAllowedAmount(params: MaxAllowedAmountParams): number {\n  const { spendableBalance, assetPrice, assetSzDecimals, leverage } = params;\n  if (spendableBalance === 0 || !assetPrice || assetSzDecimals === undefined) {\n    return 0;\n  }\n\n  // The theoretical maximum is simply spendableBalance * leverage\n  const theoreticalMax = spendableBalance * leverage;\n\n  // But we need to account for position size rounding\n  // Find the largest whole dollar amount that fits within this limit\n  let maxAmount = Math.floor(theoreticalMax);\n\n  // Verify this amount doesn't exceed available balance after rounding\n  const testPositionSize = calculatePositionSize({\n    amount: maxAmount.toString(),\n    price: assetPrice,\n    szDecimals: assetSzDecimals,\n  });\n\n  const actualNotionalValue = parseFloat(testPositionSize) * assetPrice;\n  const requiredMargin = actualNotionalValue / leverage;\n\n  // If rounding caused us to exceed available balance, step down by one position increment\n  if (requiredMargin > spendableBalance) {\n    const minPositionSizeIncrement = 1 / Math.pow(10, assetSzDecimals);\n    const positionSizeIncrementUsd = Math.ceil(\n      minPositionSizeIncrement * assetPrice,\n    );\n    maxAmount -= positionSizeIncrementUsd;\n  }\n\n  // Apply margin buffer to reduce \"Insufficient margin\" rejections from the exchange\n  // (fees, rounding, and exchange-side checks can make 100% theoretical max fail)\n  const bufferedMax = maxAmount * (1 - MAX_ORDER_MARGIN_BUFFER);\n\n  return Math.max(0, Math.floor(bufferedMax));\n}\n\n/**\n * Round a size down onto the asset's size grid.\n *\n * Used for reduce-only orders, where rounding up would push the size past the\n * live position size. Values already on the grid are snapped rather than\n * truncated, because floating-point math can leave them just below a grid\n * point (0.0123 * 10000 === 122.99999999999999) and truncating would drop a\n * whole increment.\n *\n * The result is never greater than `size`, for negative sizes as well as\n * positive: the snap only ever recovers a grid point the input already\n * represents, so a value genuinely below a grid point is stepped down even when\n * the tolerance would have reached the point above it.\n *\n * A size whose scaled form reaches `2^53` is returned unchanged: doubles cannot\n * represent consecutive integers there, so the grid is finer than the spacing\n * between representable values and there is nothing to round down to.\n *\n * @param size - Size to round down.\n * @param szDecimals - The asset's size decimal precision.\n * @returns The size rounded down onto the size grid, never exceeding `size`.\n */\nexport function floorToSizeDecimals(size: number, szDecimals: number): number {\n  const multiplier = Math.pow(10, szDecimals);\n  const scaled = size * multiplier;\n\n  // Past 2^53 a double cannot represent consecutive integers, so `units -= 1`\n  // below would be a no-op and the step-down loop would never terminate. The\n  // size grid is finer than the spacing between representable values at that\n  // magnitude, so there is no increment to shave: return the input unchanged.\n  if (!Number.isFinite(scaled) || Math.abs(scaled) >= Number.MAX_SAFE_INTEGER) {\n    return size;\n  }\n\n  const nearest = Math.round(scaled);\n  // The tolerance scales with the magnitude, because double-precision error\n  // does too: a fixed epsilon would stop absorbing representation error for\n  // sizes that scale past ~1e10 and would then shave off a whole increment.\n  const tolerance = Math.max(\n    FLOAT_TOLERANCE,\n    Math.abs(scaled) * Number.EPSILON * 8,\n  );\n  let units =\n    Math.abs(scaled - nearest) < tolerance ? nearest : Math.floor(scaled);\n\n  // Step down until the result no longer exceeds the input. One pass is not\n  // enough: a tolerance wide enough to absorb representation error at large\n  // magnitudes also reaches the next grid point, and for an input less than half\n  // an ulp below a grid point `size * multiplier` evaluates to exactly that grid\n  // integer, so flooring the scaled value returns the same too-large result.\n  // The comparison alone is the whole termination condition: for a non-negative\n  // size the loop stops at or before zero, and for a negative size it stops once\n  // the value is no longer above the input. Guarding on `units` instead would\n  // skip a negative size below the tolerance, which snaps to `-0` — and\n  // `-0 !== 0` is false. The 2^53 bail-out above keeps this bounded.\n  while (units / multiplier > size) {\n    units -= 1;\n  }\n\n  return units / multiplier;\n}\n\n/**\n * Calculates final position size using USD as source of truth with price validation\n *\n * This function implements the hybrid approach where USD is the source of truth,\n * but includes price staleness validation and proper rounding to prevent precision loss.\n *\n * @param params - USD amount, size, prices, and configuration\n * @returns Final position size as a number\n */\nexport function calculateFinalPositionSize(\n  params: CalculateFinalPositionSizeParams,\n): CalculateFinalPositionSizeResult {\n  const {\n    usdAmount,\n    size,\n    currentPrice,\n    priceAtCalculation,\n    maxSlippageBps,\n    szDecimals,\n    leverage,\n    reduceOnly,\n    debugLogger,\n  } = params;\n\n  let finalPositionSize: number;\n\n  // Validate price staleness whenever the caller supplied a calculation-time\n  // price. This runs before the sizing branches on purpose: a full close submits\n  // the exact live position size rather than a USD-derived one, and it must still\n  // be rejected when the price has moved past the caller's tolerance.\n  if (priceAtCalculation) {\n    const priceDeltaBps = Math.abs(\n      ((currentPrice - priceAtCalculation) / priceAtCalculation) * 10000,\n    );\n    const maxSlippageBpsValue =\n      maxSlippageBps ?? ORDER_SLIPPAGE_CONFIG.DefaultMarketSlippageBps;\n\n    if (priceDeltaBps > maxSlippageBpsValue) {\n      throw new Error(\n        `Price moved too much: ${priceDeltaBps.toFixed(0)} bps (max: ${maxSlippageBpsValue} bps). ` +\n          `Expected: ${priceAtCalculation.toFixed(2)}, Current: ${currentPrice.toFixed(2)}`,\n      );\n    }\n\n    debugLogger?.log('Price validation passed:', {\n      priceAtCalculation,\n      currentPrice,\n      deltaBps: priceDeltaBps.toFixed(2),\n      maxSlippageBps: maxSlippageBpsValue,\n    });\n  }\n\n  if (usdAmount && parseFloat(usdAmount) > 0) {\n    // USD amount provided - use it as source of truth\n    const usdValue = parseFloat(usdAmount);\n\n    // Recalculate position size with fresh price\n    finalPositionSize = usdValue / currentPrice;\n\n    // A reduce-only order may never exceed the size the caller asked to close:\n    // that size is already clamped to the live position, while the USD amount was\n    // computed against an older price and can imply a larger size after an\n    // adverse move. Capping here keeps USD accuracy in the common case and makes\n    // the caller's clamp binding.\n    if (reduceOnly && size) {\n      const requestedSize = parseFloat(size);\n\n      // A supplied size must be positive, or the cap below would submit a\n      // zero/negative order. Reject it rather than silently falling back to the\n      // USD-derived size, matching how closePosition treats the same input.\n      if (!Number.isFinite(requestedSize) || requestedSize <= 0) {\n        throw new Error(PERPS_ERROR_CODES.ORDER_SIZE_POSITIVE);\n      }\n\n      finalPositionSize = Math.min(finalPositionSize, requestedSize);\n    }\n\n    // 3. Apply size decimals rounding (reduce-only never rounds up)\n    const multiplier = Math.pow(10, szDecimals);\n    const sizeBeforeRounding = finalPositionSize;\n    finalPositionSize = reduceOnly\n      ? floorToSizeDecimals(finalPositionSize, szDecimals)\n      : Math.round(finalPositionSize * multiplier) / multiplier;\n\n    // Rounding down can zero out a reduce-only order whose USD value is worth\n    // less than one size increment. Fail with a clear error instead of\n    // submitting a size of \"0\" the exchange will reject.\n    if (reduceOnly && finalPositionSize <= 0 && sizeBeforeRounding > 0) {\n      throw new Error(PERPS_ERROR_CODES.ORDER_SIZE_POSITIVE);\n    }\n\n    // 4. Ensure rounded size meets requested USD (fix validation gap).\n    // Skipped for reduce-only orders: adding an increment there would submit\n    // more than the position holds and HyperLiquid rejects the order.\n    let actualNotionalValue = finalPositionSize * currentPrice;\n    if (!reduceOnly && actualNotionalValue < usdValue) {\n      // Add 1 minimum increment to meet requested USD\n      finalPositionSize += 1 / multiplier;\n      actualNotionalValue = finalPositionSize * currentPrice;\n\n      debugLogger?.log('Position size adjusted to meet USD minimum:', {\n        requestedUsd: usdValue,\n        beforeAdjustment: finalPositionSize - 1 / multiplier,\n        afterAdjustment: finalPositionSize,\n        actualUsd: actualNotionalValue,\n      });\n    }\n\n    const requiredMargin = actualNotionalValue / (leverage ?? 1);\n\n    // Log if rounding caused significant difference\n    const usdDifference = Math.abs(actualNotionalValue - usdValue);\n    if (usdDifference > 0.01) {\n      debugLogger?.log(\n        'Position size rounding caused USD difference (acceptable):',\n        {\n          requestedUsd: usdValue,\n          actualUsd: actualNotionalValue,\n          difference: usdDifference,\n          positionSize: finalPositionSize,\n        },\n      );\n    }\n\n    debugLogger?.log('Recalculated position size with fresh price:', {\n      usdAmount: usdValue,\n      priceAtCalculation,\n      currentPrice,\n      originalSize: size,\n      recalculatedSize: finalPositionSize,\n      requiredMargin,\n      minIncrement: 1 / multiplier,\n    });\n  } else {\n    // Legacy: Use provided size (backward compatibility)\n    finalPositionSize = parseFloat(size ?? '0');\n\n    // Reduce-only sizes are formatted with toFixed() further down, which rounds\n    // up; truncate onto the size grid first so a close can never exceed the\n    // position it is closing.\n    if (reduceOnly) {\n      // A supplied size must be positive, or formatHyperLiquidSize would render\n      // a zero or negative order size. The USD branch above rejects the same\n      // input.\n      if (size && !(finalPositionSize > 0)) {\n        throw new Error(PERPS_ERROR_CODES.ORDER_SIZE_POSITIVE);\n      }\n\n      const sizeBeforeFlooring = finalPositionSize;\n      finalPositionSize = floorToSizeDecimals(finalPositionSize, szDecimals);\n\n      // A positive size that floors to zero is worth less than one increment\n      if (finalPositionSize <= 0 && sizeBeforeFlooring > 0) {\n        throw new Error(PERPS_ERROR_CODES.ORDER_SIZE_POSITIVE);\n      }\n    }\n\n    debugLogger?.log(\n      'Using legacy size calculation (no USD amount provided):',\n      {\n        providedSize: size,\n        finalSize: finalPositionSize,\n      },\n    );\n  }\n\n  return { finalPositionSize };\n}\n\n/**\n * Calculates order price and formatted size based on order type\n *\n * @param params - Order parameters including type, direction, size, and prices\n * @returns Formatted order price, size, and price string\n */\nexport function calculateOrderPriceAndSize(\n  params: CalculateOrderPriceAndSizeParams,\n): CalculateOrderPriceAndSizeResult {\n  const {\n    orderType,\n    isBuy,\n    finalPositionSize,\n    currentPrice,\n    limitPrice,\n    maxSlippageBps,\n    szDecimals,\n  } = params;\n\n  let orderPrice: number;\n  let formattedSize: string;\n\n  if (orderType === 'market') {\n    // Market orders: apply slippage buffer to the live price so HyperLiquid\n    // receives a worst-case acceptable limit price. Falls back to the\n    // documented default if the caller does not provide one.\n    const effectiveBps =\n      maxSlippageBps ?? ORDER_SLIPPAGE_CONFIG.DefaultMarketSlippageBps;\n    const slippageValue = effectiveBps / BASIS_POINTS_DIVISOR;\n    orderPrice = isBuy\n      ? currentPrice * (1 + slippageValue)\n      : currentPrice * (1 - slippageValue);\n    formattedSize = formatHyperLiquidSize({\n      size: finalPositionSize,\n      szDecimals,\n    });\n  } else {\n    // Limit orders: use provided price (no slippage applied)\n    if (!limitPrice) {\n      throw new Error(PERPS_ERROR_CODES.ORDER_LIMIT_PRICE_REQUIRED);\n    }\n    orderPrice = parseFloat(limitPrice);\n    formattedSize = formatHyperLiquidSize({\n      size: finalPositionSize,\n      szDecimals,\n    });\n  }\n\n  const formattedPrice = formatHyperLiquidPrice({\n    price: orderPrice,\n    szDecimals,\n  });\n\n  return { orderPrice, formattedSize, formattedPrice };\n}\n\n/**\n * Builds orders array including main order and optional TP/SL orders\n *\n * @param params - Order construction parameters\n * @returns Array of SDK order params and grouping type\n */\nexport function buildOrdersArray(\n  params: BuildOrdersArrayParams,\n): BuildOrdersArrayResult {\n  const {\n    assetId,\n    isBuy,\n    formattedPrice,\n    formattedSize,\n    reduceOnly,\n    orderType,\n    clientOrderId,\n    takeProfitPrice,\n    stopLossPrice,\n    szDecimals,\n    grouping,\n  } = params;\n\n  const orders: SDKOrderParams[] = [];\n\n  // 1. Main order\n  const mainOrder: SDKOrderParams = {\n    a: assetId,\n    b: isBuy,\n    p: formattedPrice,\n    s: formattedSize,\n    r: reduceOnly || false,\n    t:\n      orderType === 'limit'\n        ? { limit: { tif: 'Gtc' } }\n        : { limit: { tif: 'FrontendMarket' } },\n    c: clientOrderId ? (clientOrderId as Hex) : undefined,\n  };\n  orders.push(mainOrder);\n\n  // 2. Take Profit order\n  if (takeProfitPrice) {\n    const tpOrder: SDKOrderParams = {\n      a: assetId,\n      b: !isBuy,\n      p: formatHyperLiquidPrice({\n        price: parseFloat(takeProfitPrice),\n        szDecimals,\n      }),\n      s: formattedSize,\n      r: true,\n      t: {\n        trigger: {\n          isMarket: false,\n          triggerPx: formatHyperLiquidPrice({\n            price: parseFloat(takeProfitPrice),\n            szDecimals,\n          }),\n          tpsl: 'tp',\n        },\n      },\n    };\n    orders.push(tpOrder);\n  }\n\n  // 3. Stop Loss order\n  if (stopLossPrice) {\n    // Apply 10% slippage to SL limit price (executes as market order when triggered)\n    // HyperLiquid recommended: 10% for TP/SL orders\n    const stopLossPriceNum = parseFloat(stopLossPrice);\n    const slippageValue = ORDER_SLIPPAGE_CONFIG.DefaultTpslSlippageBps / 10000;\n    const limitPriceWithSlippage = isBuy\n      ? stopLossPriceNum * (1 - slippageValue) // Selling to close long: willing to accept LESS (slippage protection)\n      : stopLossPriceNum * (1 + slippageValue); // Buying to close short: willing to pay MORE (slippage protection)\n\n    const slOrder: SDKOrderParams = {\n      a: assetId,\n      b: !isBuy,\n      p: formatHyperLiquidPrice({\n        price: limitPriceWithSlippage,\n        szDecimals,\n      }),\n      s: formattedSize,\n      r: true,\n      t: {\n        trigger: {\n          isMarket: true,\n          triggerPx: formatHyperLiquidPrice({\n            price: stopLossPriceNum,\n            szDecimals,\n          }),\n          tpsl: 'sl',\n        },\n      },\n    };\n    orders.push(slOrder);\n  }\n\n  // Determine grouping\n  const finalGrouping: 'na' | 'normalTpsl' | 'positionTpsl' =\n    grouping ?? ((takeProfitPrice ?? stopLossPrice) ? 'normalTpsl' : 'na');\n\n  return { orders, grouping: finalGrouping };\n}\n"]}

package/dist/utils/orderCalculations.d.cts

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

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

@@ -1 +1 @@
-{"version":3,"file":"orderCalculations.d.cts","sourceRoot":"","sources":["../../src/utils/orderCalculations.ts"],"names":[],"mappings":"AAQA,OAAO,KAAK,EAAE,cAAc,EAAE,uCAAsC;AACpE,OAAO,KAAK,EAAE,gBAAgB,EAAE,2BAA0B;AAM1D;;;GAGG;AACH,MAAM,MAAM,4BAA4B,GAAG,gBAAgB,GAAG,SAAS,CAAC;AAExE,KAAK,kBAAkB,GAAG;IACxB,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,MAAM,CAAC;IACd,UAAU,EAAE,MAAM,CAAC;CACpB,CAAC;AAEF,KAAK,oBAAoB,GAAG;IAC1B,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,MAAM,CAAC;CAClB,CAAC;AAEF,KAAK,sBAAsB,GAAG;IAC5B,gBAAgB,EAAE,MAAM,CAAC;IACzB,UAAU,EAAE,MAAM,CAAC;IACnB,eAAe,EAAE,MAAM,CAAC;IACxB,QAAQ,EAAE,MAAM,CAAC;CAClB,CAAC;AAGF,MAAM,MAAM,gCAAgC,GAAG;IAC7C,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,YAAY,EAAE,MAAM,CAAC;IACrB,kBAAkB,CAAC,EAAE,MAAM,CAAC;IAC5B,cAAc,CAAC,EAAE,MAAM,CAAC;IACxB,UAAU,EAAE,MAAM,CAAC;IACnB,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,WAAW,CAAC,EAAE,4BAA4B,CAAC;CAC5C,CAAC;AAEF,MAAM,MAAM,gCAAgC,GAAG;IAC7C,iBAAiB,EAAE,MAAM,CAAC;CAC3B,CAAC;AAEF,MAAM,MAAM,gCAAgC,GAAG;IAC7C,SAAS,EAAE,QAAQ,GAAG,OAAO,CAAC;IAC9B,KAAK,EAAE,OAAO,CAAC;IACf,iBAAiB,EAAE,MAAM,CAAC;IAC1B,YAAY,EAAE,MAAM,CAAC;IACrB,UAAU,CAAC,EAAE,MAAM,CAAC;IAIpB,cAAc,CAAC,EAAE,MAAM,CAAC;IACxB,UAAU,EAAE,MAAM,CAAC;CACpB,CAAC;AAEF,MAAM,MAAM,gCAAgC,GAAG;IAC7C,UAAU,EAAE,MAAM,CAAC;IACnB,aAAa,EAAE,MAAM,CAAC;IACtB,cAAc,EAAE,MAAM,CAAC;CACxB,CAAC;AAEF,MAAM,MAAM,sBAAsB,GAAG;IACnC,OAAO,EAAE,MAAM,CAAC;IAChB,KAAK,EAAE,OAAO,CAAC;IACf,cAAc,EAAE,MAAM,CAAC;IACvB,aAAa,EAAE,MAAM,CAAC;IACtB,UAAU,EAAE,OAAO,CAAC;IACpB,SAAS,EAAE,QAAQ,GAAG,OAAO,CAAC;IAC9B,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,eAAe,CAAC,EAAE,MAAM,CAAC;IACzB,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,UAAU,EAAE,MAAM,CAAC;IACnB,QAAQ,CAAC,EAAE,IAAI,GAAG,YAAY,GAAG,cAAc,CAAC;CACjD,CAAC;AAEF,MAAM,MAAM,sBAAsB,GAAG;IACnC,MAAM,EAAE,cAAc,EAAE,CAAC;IACzB,QAAQ,EAAE,IAAI,GAAG,YAAY,GAAG,cAAc,CAAC;CAChD,CAAC;AAEF;;;;;GAKG;AACH,wBAAgB,qBAAqB,CAAC,MAAM,EAAE,kBAAkB,GAAG,MAAM,CA4BxE;AAED;;;;;GAKG;AACH,wBAAgB,uBAAuB,CAAC,MAAM,EAAE,oBAAoB,GAAG,MAAM,CAc5E;AAED,wBAAgB,mBAAmB,CAAC,MAAM,EAAE,sBAAsB,GAAG,MAAM,CAqC1E;AAED;;;;;;;;GAQG;AACH,wBAAgB,0BAA0B,CACxC,MAAM,EAAE,gCAAgC,GACvC,gCAAgC,CAsGlC;AAED;;;;;GAKG;AACH,wBAAgB,0BAA0B,CACxC,MAAM,EAAE,gCAAgC,GACvC,gCAAgC,CA8ClC;AAED;;;;;GAKG;AACH,wBAAgB,gBAAgB,CAC9B,MAAM,EAAE,sBAAsB,GAC7B,sBAAsB,CA+FxB"}
+{"version":3,"file":"orderCalculations.d.cts","sourceRoot":"","sources":["../../src/utils/orderCalculations.ts"],"names":[],"mappings":"AAQA,OAAO,KAAK,EAAE,cAAc,EAAE,uCAAsC;AACpE,OAAO,KAAK,EAAE,gBAAgB,EAAE,2BAA0B;AAM1D;;;GAGG;AACH,MAAM,MAAM,4BAA4B,GAAG,gBAAgB,GAAG,SAAS,CAAC;AAQxE,KAAK,kBAAkB,GAAG;IACxB,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,MAAM,CAAC;IACd,UAAU,EAAE,MAAM,CAAC;CACpB,CAAC;AAEF,KAAK,oBAAoB,GAAG;IAC1B,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,MAAM,CAAC;CAClB,CAAC;AAEF,KAAK,sBAAsB,GAAG;IAC5B,gBAAgB,EAAE,MAAM,CAAC;IACzB,UAAU,EAAE,MAAM,CAAC;IACnB,eAAe,EAAE,MAAM,CAAC;IACxB,QAAQ,EAAE,MAAM,CAAC;CAClB,CAAC;AAGF,MAAM,MAAM,gCAAgC,GAAG;IAC7C,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,YAAY,EAAE,MAAM,CAAC;IACrB,kBAAkB,CAAC,EAAE,MAAM,CAAC;IAC5B,cAAc,CAAC,EAAE,MAAM,CAAC;IACxB,UAAU,EAAE,MAAM,CAAC;IACnB,QAAQ,CAAC,EAAE,MAAM,CAAC;IAIlB,UAAU,CAAC,EAAE,OAAO,CAAC;IACrB,WAAW,CAAC,EAAE,4BAA4B,CAAC;CAC5C,CAAC;AAEF,MAAM,MAAM,gCAAgC,GAAG;IAC7C,iBAAiB,EAAE,MAAM,CAAC;CAC3B,CAAC;AAEF,MAAM,MAAM,gCAAgC,GAAG;IAC7C,SAAS,EAAE,QAAQ,GAAG,OAAO,CAAC;IAC9B,KAAK,EAAE,OAAO,CAAC;IACf,iBAAiB,EAAE,MAAM,CAAC;IAC1B,YAAY,EAAE,MAAM,CAAC;IACrB,UAAU,CAAC,EAAE,MAAM,CAAC;IAIpB,cAAc,CAAC,EAAE,MAAM,CAAC;IACxB,UAAU,EAAE,MAAM,CAAC;CACpB,CAAC;AAEF,MAAM,MAAM,gCAAgC,GAAG;IAC7C,UAAU,EAAE,MAAM,CAAC;IACnB,aAAa,EAAE,MAAM,CAAC;IACtB,cAAc,EAAE,MAAM,CAAC;CACxB,CAAC;AAEF,MAAM,MAAM,sBAAsB,GAAG;IACnC,OAAO,EAAE,MAAM,CAAC;IAChB,KAAK,EAAE,OAAO,CAAC;IACf,cAAc,EAAE,MAAM,CAAC;IACvB,aAAa,EAAE,MAAM,CAAC;IACtB,UAAU,EAAE,OAAO,CAAC;IACpB,SAAS,EAAE,QAAQ,GAAG,OAAO,CAAC;IAC9B,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,eAAe,CAAC,EAAE,MAAM,CAAC;IACzB,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,UAAU,EAAE,MAAM,CAAC;IACnB,QAAQ,CAAC,EAAE,IAAI,GAAG,YAAY,GAAG,cAAc,CAAC;CACjD,CAAC;AAEF,MAAM,MAAM,sBAAsB,GAAG;IACnC,MAAM,EAAE,cAAc,EAAE,CAAC;IACzB,QAAQ,EAAE,IAAI,GAAG,YAAY,GAAG,cAAc,CAAC;CAChD,CAAC;AAEF;;;;;GAKG;AACH,wBAAgB,qBAAqB,CAAC,MAAM,EAAE,kBAAkB,GAAG,MAAM,CA4BxE;AAED;;;;;GAKG;AACH,wBAAgB,uBAAuB,CAAC,MAAM,EAAE,oBAAoB,GAAG,MAAM,CAc5E;AAED,wBAAgB,mBAAmB,CAAC,MAAM,EAAE,sBAAsB,GAAG,MAAM,CAqC1E;AAED;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,wBAAgB,mBAAmB,CAAC,IAAI,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,GAAG,MAAM,CAsC5E;AAED;;;;;;;;GAQG;AACH,wBAAgB,0BAA0B,CACxC,MAAM,EAAE,gCAAgC,GACvC,gCAAgC,CA4JlC;AAED;;;;;GAKG;AACH,wBAAgB,0BAA0B,CACxC,MAAM,EAAE,gCAAgC,GACvC,gCAAgC,CA8ClC;AAED;;;;;GAKG;AACH,wBAAgB,gBAAgB,CAC9B,MAAM,EAAE,sBAAsB,GAC7B,sBAAsB,CA+FxB"}

package/dist/utils/orderCalculations.d.mts

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

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

@@ -1 +1 @@
-{"version":3,"file":"orderCalculations.d.mts","sourceRoot":"","sources":["../../src/utils/orderCalculations.ts"],"names":[],"mappings":"AAQA,OAAO,KAAK,EAAE,cAAc,EAAE,uCAAsC;AACpE,OAAO,KAAK,EAAE,gBAAgB,EAAE,2BAA0B;AAM1D;;;GAGG;AACH,MAAM,MAAM,4BAA4B,GAAG,gBAAgB,GAAG,SAAS,CAAC;AAExE,KAAK,kBAAkB,GAAG;IACxB,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,MAAM,CAAC;IACd,UAAU,EAAE,MAAM,CAAC;CACpB,CAAC;AAEF,KAAK,oBAAoB,GAAG;IAC1B,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,MAAM,CAAC;CAClB,CAAC;AAEF,KAAK,sBAAsB,GAAG;IAC5B,gBAAgB,EAAE,MAAM,CAAC;IACzB,UAAU,EAAE,MAAM,CAAC;IACnB,eAAe,EAAE,MAAM,CAAC;IACxB,QAAQ,EAAE,MAAM,CAAC;CAClB,CAAC;AAGF,MAAM,MAAM,gCAAgC,GAAG;IAC7C,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,YAAY,EAAE,MAAM,CAAC;IACrB,kBAAkB,CAAC,EAAE,MAAM,CAAC;IAC5B,cAAc,CAAC,EAAE,MAAM,CAAC;IACxB,UAAU,EAAE,MAAM,CAAC;IACnB,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,WAAW,CAAC,EAAE,4BAA4B,CAAC;CAC5C,CAAC;AAEF,MAAM,MAAM,gCAAgC,GAAG;IAC7C,iBAAiB,EAAE,MAAM,CAAC;CAC3B,CAAC;AAEF,MAAM,MAAM,gCAAgC,GAAG;IAC7C,SAAS,EAAE,QAAQ,GAAG,OAAO,CAAC;IAC9B,KAAK,EAAE,OAAO,CAAC;IACf,iBAAiB,EAAE,MAAM,CAAC;IAC1B,YAAY,EAAE,MAAM,CAAC;IACrB,UAAU,CAAC,EAAE,MAAM,CAAC;IAIpB,cAAc,CAAC,EAAE,MAAM,CAAC;IACxB,UAAU,EAAE,MAAM,CAAC;CACpB,CAAC;AAEF,MAAM,MAAM,gCAAgC,GAAG;IAC7C,UAAU,EAAE,MAAM,CAAC;IACnB,aAAa,EAAE,MAAM,CAAC;IACtB,cAAc,EAAE,MAAM,CAAC;CACxB,CAAC;AAEF,MAAM,MAAM,sBAAsB,GAAG;IACnC,OAAO,EAAE,MAAM,CAAC;IAChB,KAAK,EAAE,OAAO,CAAC;IACf,cAAc,EAAE,MAAM,CAAC;IACvB,aAAa,EAAE,MAAM,CAAC;IACtB,UAAU,EAAE,OAAO,CAAC;IACpB,SAAS,EAAE,QAAQ,GAAG,OAAO,CAAC;IAC9B,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,eAAe,CAAC,EAAE,MAAM,CAAC;IACzB,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,UAAU,EAAE,MAAM,CAAC;IACnB,QAAQ,CAAC,EAAE,IAAI,GAAG,YAAY,GAAG,cAAc,CAAC;CACjD,CAAC;AAEF,MAAM,MAAM,sBAAsB,GAAG;IACnC,MAAM,EAAE,cAAc,EAAE,CAAC;IACzB,QAAQ,EAAE,IAAI,GAAG,YAAY,GAAG,cAAc,CAAC;CAChD,CAAC;AAEF;;;;;GAKG;AACH,wBAAgB,qBAAqB,CAAC,MAAM,EAAE,kBAAkB,GAAG,MAAM,CA4BxE;AAED;;;;;GAKG;AACH,wBAAgB,uBAAuB,CAAC,MAAM,EAAE,oBAAoB,GAAG,MAAM,CAc5E;AAED,wBAAgB,mBAAmB,CAAC,MAAM,EAAE,sBAAsB,GAAG,MAAM,CAqC1E;AAED;;;;;;;;GAQG;AACH,wBAAgB,0BAA0B,CACxC,MAAM,EAAE,gCAAgC,GACvC,gCAAgC,CAsGlC;AAED;;;;;GAKG;AACH,wBAAgB,0BAA0B,CACxC,MAAM,EAAE,gCAAgC,GACvC,gCAAgC,CA8ClC;AAED;;;;;GAKG;AACH,wBAAgB,gBAAgB,CAC9B,MAAM,EAAE,sBAAsB,GAC7B,sBAAsB,CA+FxB"}
+{"version":3,"file":"orderCalculations.d.mts","sourceRoot":"","sources":["../../src/utils/orderCalculations.ts"],"names":[],"mappings":"AAQA,OAAO,KAAK,EAAE,cAAc,EAAE,uCAAsC;AACpE,OAAO,KAAK,EAAE,gBAAgB,EAAE,2BAA0B;AAM1D;;;GAGG;AACH,MAAM,MAAM,4BAA4B,GAAG,gBAAgB,GAAG,SAAS,CAAC;AAQxE,KAAK,kBAAkB,GAAG;IACxB,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,MAAM,CAAC;IACd,UAAU,EAAE,MAAM,CAAC;CACpB,CAAC;AAEF,KAAK,oBAAoB,GAAG;IAC1B,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,MAAM,CAAC;CAClB,CAAC;AAEF,KAAK,sBAAsB,GAAG;IAC5B,gBAAgB,EAAE,MAAM,CAAC;IACzB,UAAU,EAAE,MAAM,CAAC;IACnB,eAAe,EAAE,MAAM,CAAC;IACxB,QAAQ,EAAE,MAAM,CAAC;CAClB,CAAC;AAGF,MAAM,MAAM,gCAAgC,GAAG;IAC7C,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,YAAY,EAAE,MAAM,CAAC;IACrB,kBAAkB,CAAC,EAAE,MAAM,CAAC;IAC5B,cAAc,CAAC,EAAE,MAAM,CAAC;IACxB,UAAU,EAAE,MAAM,CAAC;IACnB,QAAQ,CAAC,EAAE,MAAM,CAAC;IAIlB,UAAU,CAAC,EAAE,OAAO,CAAC;IACrB,WAAW,CAAC,EAAE,4BAA4B,CAAC;CAC5C,CAAC;AAEF,MAAM,MAAM,gCAAgC,GAAG;IAC7C,iBAAiB,EAAE,MAAM,CAAC;CAC3B,CAAC;AAEF,MAAM,MAAM,gCAAgC,GAAG;IAC7C,SAAS,EAAE,QAAQ,GAAG,OAAO,CAAC;IAC9B,KAAK,EAAE,OAAO,CAAC;IACf,iBAAiB,EAAE,MAAM,CAAC;IAC1B,YAAY,EAAE,MAAM,CAAC;IACrB,UAAU,CAAC,EAAE,MAAM,CAAC;IAIpB,cAAc,CAAC,EAAE,MAAM,CAAC;IACxB,UAAU,EAAE,MAAM,CAAC;CACpB,CAAC;AAEF,MAAM,MAAM,gCAAgC,GAAG;IAC7C,UAAU,EAAE,MAAM,CAAC;IACnB,aAAa,EAAE,MAAM,CAAC;IACtB,cAAc,EAAE,MAAM,CAAC;CACxB,CAAC;AAEF,MAAM,MAAM,sBAAsB,GAAG;IACnC,OAAO,EAAE,MAAM,CAAC;IAChB,KAAK,EAAE,OAAO,CAAC;IACf,cAAc,EAAE,MAAM,CAAC;IACvB,aAAa,EAAE,MAAM,CAAC;IACtB,UAAU,EAAE,OAAO,CAAC;IACpB,SAAS,EAAE,QAAQ,GAAG,OAAO,CAAC;IAC9B,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,eAAe,CAAC,EAAE,MAAM,CAAC;IACzB,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,UAAU,EAAE,MAAM,CAAC;IACnB,QAAQ,CAAC,EAAE,IAAI,GAAG,YAAY,GAAG,cAAc,CAAC;CACjD,CAAC;AAEF,MAAM,MAAM,sBAAsB,GAAG;IACnC,MAAM,EAAE,cAAc,EAAE,CAAC;IACzB,QAAQ,EAAE,IAAI,GAAG,YAAY,GAAG,cAAc,CAAC;CAChD,CAAC;AAEF;;;;;GAKG;AACH,wBAAgB,qBAAqB,CAAC,MAAM,EAAE,kBAAkB,GAAG,MAAM,CA4BxE;AAED;;;;;GAKG;AACH,wBAAgB,uBAAuB,CAAC,MAAM,EAAE,oBAAoB,GAAG,MAAM,CAc5E;AAED,wBAAgB,mBAAmB,CAAC,MAAM,EAAE,sBAAsB,GAAG,MAAM,CAqC1E;AAED;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,wBAAgB,mBAAmB,CAAC,IAAI,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,GAAG,MAAM,CAsC5E;AAED;;;;;;;;GAQG;AACH,wBAAgB,0BAA0B,CACxC,MAAM,EAAE,gCAAgC,GACvC,gCAAgC,CA4JlC;AAED;;;;;GAKG;AACH,wBAAgB,0BAA0B,CACxC,MAAM,EAAE,gCAAgC,GACvC,gCAAgC,CA8ClC;AAED;;;;;GAKG;AACH,wBAAgB,gBAAgB,CAC9B,MAAM,EAAE,sBAAsB,GAC7B,sBAAsB,CA+FxB"}

package/dist/utils/orderCalculations.mjs

@@ -2,6 +2,11 @@ import { BASIS_POINTS_DIVISOR } from "../constants/hyperLiquidConfig.mjs";
 import { MAX_ORDER_MARGIN_BUFFER, ORDER_SLIPPAGE_CONFIG } from "../constants/perpsConfig.mjs";
 import { PERPS_ERROR_CODES } from "../perpsErrorCodes.mjs";
 import { formatHyperLiquidPrice, formatHyperLiquidSize } from "./hyperLiquidAdapter.mjs";
+/**
+ * Tolerance used when deciding whether a scaled size is already on the size
+ * grid, guarding against floating-point representation error.
+ */
+const FLOAT_TOLERANCE = 1e-6;
 /**
  * Calculate position size based on USD amount and asset price
  *
@@ -77,6 +82,59 @@ export function getMaxAllowedAmount(params) {
     const bufferedMax = maxAmount * (1 - MAX_ORDER_MARGIN_BUFFER);
     return Math.max(0, Math.floor(bufferedMax));
 }
+/**
+ * Round a size down onto the asset's size grid.
+ *
+ * Used for reduce-only orders, where rounding up would push the size past the
+ * live position size. Values already on the grid are snapped rather than
+ * truncated, because floating-point math can leave them just below a grid
+ * point (0.0123 * 10000 === 122.99999999999999) and truncating would drop a
+ * whole increment.
+ *
+ * The result is never greater than `size`, for negative sizes as well as
+ * positive: the snap only ever recovers a grid point the input already
+ * represents, so a value genuinely below a grid point is stepped down even when
+ * the tolerance would have reached the point above it.
+ *
+ * A size whose scaled form reaches `2^53` is returned unchanged: doubles cannot
+ * represent consecutive integers there, so the grid is finer than the spacing
+ * between representable values and there is nothing to round down to.
+ *
+ * @param size - Size to round down.
+ * @param szDecimals - The asset's size decimal precision.
+ * @returns The size rounded down onto the size grid, never exceeding `size`.
+ */
+export function floorToSizeDecimals(size, szDecimals) {
+    const multiplier = Math.pow(10, szDecimals);
+    const scaled = size * multiplier;
+    // Past 2^53 a double cannot represent consecutive integers, so `units -= 1`
+    // below would be a no-op and the step-down loop would never terminate. The
+    // size grid is finer than the spacing between representable values at that
+    // magnitude, so there is no increment to shave: return the input unchanged.
+    if (!Number.isFinite(scaled) || Math.abs(scaled) >= Number.MAX_SAFE_INTEGER) {
+        return size;
+    }
+    const nearest = Math.round(scaled);
+    // The tolerance scales with the magnitude, because double-precision error
+    // does too: a fixed epsilon would stop absorbing representation error for
+    // sizes that scale past ~1e10 and would then shave off a whole increment.
+    const tolerance = Math.max(FLOAT_TOLERANCE, Math.abs(scaled) * Number.EPSILON * 8);
+    let units = Math.abs(scaled - nearest) < tolerance ? nearest : Math.floor(scaled);
+    // Step down until the result no longer exceeds the input. One pass is not
+    // enough: a tolerance wide enough to absorb representation error at large
+    // magnitudes also reaches the next grid point, and for an input less than half
+    // an ulp below a grid point `size * multiplier` evaluates to exactly that grid
+    // integer, so flooring the scaled value returns the same too-large result.
+    // The comparison alone is the whole termination condition: for a non-negative
+    // size the loop stops at or before zero, and for a negative size it stops once
+    // the value is no longer above the input. Guarding on `units` instead would
+    // skip a negative size below the tolerance, which snaps to `-0` — and
+    // `-0 !== 0` is false. The 2^53 bail-out above keeps this bounded.
+    while (units / multiplier > size) {
+        units -= 1;
+    }
+    return units / multiplier;
+}
 /**
  * Calculates final position size using USD as source of truth with price validation
  *
@@ -87,34 +145,63 @@ export function getMaxAllowedAmount(params) {
  * @returns Final position size as a number
  */
 export 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 ?? 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 ?? 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(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(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;
@@ -149,6 +236,23 @@ export function calculateFinalPositionSize(params) {
     else {
         // Legacy: Use provided size (backward compatibility)
         finalPositionSize = parseFloat(size ?? '0');
+        // Reduce-only sizes are formatted with toFixed() further down, which rounds
+        // up; truncate onto the size grid first so a close can never exceed the
+        // position it is closing.
+        if (reduceOnly) {
+            // A supplied size must be positive, or formatHyperLiquidSize would render
+            // a zero or negative order size. The USD branch above rejects the same
+            // input.
+            if (size && !(finalPositionSize > 0)) {
+                throw new Error(PERPS_ERROR_CODES.ORDER_SIZE_POSITIVE);
+            }
+            const sizeBeforeFlooring = finalPositionSize;
+            finalPositionSize = floorToSizeDecimals(finalPositionSize, szDecimals);
+            // A positive size that floors to zero is worth less than one increment
+            if (finalPositionSize <= 0 && sizeBeforeFlooring > 0) {
+                throw new Error(PERPS_ERROR_CODES.ORDER_SIZE_POSITIVE);
+            }
+        }
         debugLogger?.log('Using legacy size calculation (no USD amount provided):', {
             providedSize: size,
             finalSize: finalPositionSize,