@metamask-previews/perps-controller 11.0.0-preview-9c0f91815 → 11.0.0-preview-e57e5c3dc

package/dist/utils/orderCalculations.mjs

@@ -1,8 +1,8 @@
 import { BASIS_POINTS_DIVISOR } from "../constants/hyperLiquidConfig.mjs";
-import { DECIMAL_PRECISION_CONFIG, MAX_ORDER_MARGIN_BUFFER, ORDER_SLIPPAGE_CONFIG } from "../constants/perpsConfig.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";
-import { getTriggerDirection, isLimitExecutionOrderType, isTriggerOrderType, SCALE_ORDER_COUNT, toSDKTimeInForce } from "./orderTypes.mjs";
+import { getTriggerDirection, isLimitExecutionOrderType, isTriggerOrderType, toSDKTimeInForce } from "./orderTypes.mjs";
 /**
  * Tolerance used when deciding whether a scaled size is already on the size
  * grid, guarding against floating-point representation error.
@@ -147,132 +147,6 @@ export function floorToSizeDecimals(size, szDecimals) {
     }
     return units / multiplier;
 }
-/**
- * The smallest price increment the venue will represent at a given price.
- *
- * HyperLiquid bounds a perp price two ways at once — a decimal-place cap that
- * depends on the asset's size precision, and a significant-figure cap — so the
- * tick widens as the price grows. Whichever bound is coarser at this price is
- * the tick.
- *
- * @param params - Tick parameters.
- * @param params.price - Price to measure the increment at.
- * @param params.szDecimals - The asset's size decimal precision.
- * @returns The tick size at that price.
- */
-export function getPriceTick(params) {
-    const { price, szDecimals } = params;
-    const byDecimals = Math.pow(10, -(DECIMAL_PRECISION_CONFIG.MaxPriceDecimals - szDecimals));
-    const bySignificantFigures = Math.pow(10, Math.floor(Math.log10(Math.abs(price))) -
-        (DECIMAL_PRECISION_CONFIG.MaxSignificantFigures - 1));
-    return Math.max(byDecimals, bySignificantFigures);
-}
-/**
- * Price a chase order against the book it is chasing.
- *
- * The venue's own definition: a chase rests one tick *inside* the spread —
- * above the best bid for a buy, below the best ask for a sell — except when the
- * spread is already a single tick, where there is no room to improve and the
- * order joins the touch instead.
- *
- * Rests inside rather than at the touch because a chase is post-only: sitting
- * one tick ahead of the rest of the queue is the whole point, and joining the
- * touch would leave it behind every order already resting there.
- *
- * @param params - Quote parameters.
- * @param params.bestBid - Best bid, excluding the chase's own resting order.
- * @param params.bestAsk - Best ask, excluding the chase's own resting order.
- * @param params.isBuy - Which side the chase rests on.
- * @param params.szDecimals - The asset's size decimal precision.
- * @returns The formatted price the chase should rest at.
- */
-export function computeChaseQuotePrice(params) {
-    const { bestBid, bestAsk, isBuy, szDecimals } = params;
-    const reference = isBuy ? bestBid : bestAsk;
-    const tick = getPriceTick({ price: reference, szDecimals });
-    const improved = isBuy ? bestBid + tick : bestAsk - tick;
-    // A single-tick spread leaves nowhere to improve to: the improved price would
-    // cross, which a post-only order cannot do. Join the touch instead.
-    const crosses = isBuy ? improved >= bestAsk : improved <= bestBid;
-    return formatHyperLiquidPrice({
-        price: crosses ? reference : improved,
-        szDecimals,
-    });
-}
-/**
- * Compute the price ladder a scale placement fans out over.
- *
- * The ladder is inclusive of both ends — the first rung sits exactly on
- * `minPrice`, the last exactly on `maxPrice` — so the range the caller asked
- * for is the range that actually reaches the exchange.
- *
- * @param params - Ladder parameters.
- * @param params.minPrice - Lowest price in the ladder.
- * @param params.maxPrice - Highest price in the ladder; must exceed `minPrice`.
- * @param params.count - Number of rungs.
- * @returns The rung prices, ascending.
- */
-export function computeScalePriceLadder(params) {
-    const { minPrice, maxPrice, count } = params;
-    if (!Number.isInteger(count) ||
-        count < SCALE_ORDER_COUNT.min ||
-        count > SCALE_ORDER_COUNT.max) {
-        throw new Error(PERPS_ERROR_CODES.ORDER_SCALE_COUNT_INVALID);
-    }
-    if (!Number.isFinite(minPrice) ||
-        !Number.isFinite(maxPrice) ||
-        minPrice <= 0 ||
-        maxPrice <= minPrice) {
-        throw new Error(PERPS_ERROR_CODES.ORDER_SCALE_RANGE_INVALID);
-    }
-    const step = (maxPrice - minPrice) / (count - 1);
-    // The top rung is assigned rather than accumulated: `minPrice + step * n`
-    // drifts, and a ladder that stops short of the caller's maxPrice would quietly
-    // narrow the range they asked for.
-    return Array.from({ length: count }, (_unused, index) => index === count - 1 ? maxPrice : minPrice + step * index);
-}
-/**
- * Split a scale placement's total size across its ladder rungs.
- *
- * The split is done in whole units of the asset's size grid rather than in
- * decimal sizes: dividing and re-flooring in floating point loses a sub-unit of
- * dust on every rung, and a ladder that submits less than the size that was
- * validated is not the order the caller placed. Whatever does not divide evenly
- * goes onto the first rung, so the slices sum to exactly `totalSize`.
- *
- * The total is expected to sit on the grid already — `calculateFinalPositionSize`
- * floors it there — so rounding onto the grid here only absorbs representation
- * error. A total too small to give every rung a whole unit is rejected: placing
- * fewer orders than asked for would silently change the strategy.
- *
- * @param params - Split parameters.
- * @param params.totalSize - Total size to distribute.
- * @param params.count - Number of rungs.
- * @param params.szDecimals - The asset's size decimal precision.
- * @returns One size string per rung, in ladder order.
- */
-export function splitScaleSizes(params) {
-    const { totalSize, count, szDecimals } = params;
-    // Checked here as well as in `computeScalePriceLadder`: this is exported on
-    // its own, and a count of zero would otherwise return an empty split while a
-    // fractional one would return slices that do not sum to the total.
-    if (!Number.isInteger(count) ||
-        count < SCALE_ORDER_COUNT.min ||
-        count > SCALE_ORDER_COUNT.max) {
-        throw new Error(PERPS_ERROR_CODES.ORDER_SCALE_COUNT_INVALID);
-    }
-    const multiplier = Math.pow(10, szDecimals);
-    const totalUnits = Math.round(totalSize * multiplier);
-    if (!Number.isSafeInteger(totalUnits) || totalUnits < count) {
-        throw new Error(PERPS_ERROR_CODES.ORDER_SCALE_SIZE_TOO_SMALL);
-    }
-    const sliceUnits = Math.floor(totalUnits / count);
-    const remainderUnits = totalUnits - sliceUnits * count;
-    return Array.from({ length: count }, (_unused, index) => formatHyperLiquidSize({
-        size: (index === 0 ? sliceUnits + remainderUnits : sliceUnits) / multiplier,
-        szDecimals,
-    }));
-}
 /**
  * Calculates final position size using USD as source of truth with price validation
  *

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type { Hex } from '@metamask/utils';\n\nimport { BASIS_POINTS_DIVISOR } from '../constants/hyperLiquidConfig.js';\nimport {\n  DECIMAL_PRECISION_CONFIG,\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 { OrdinaryOrderType, OrderType } from '../types/perps-types.js';\nimport {\n  formatHyperLiquidPrice,\n  formatHyperLiquidSize,\n} from './hyperLiquidAdapter.js';\nimport {\n  getTriggerDirection,\n  isLimitExecutionOrderType,\n  isTriggerOrderType,\n  SCALE_ORDER_COUNT,\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  // Strategy placements are excluded: each derives its own prices and sizes and\n  // never reaches this helper. Left in, `chase` would fall through as a\n  // limit-priced order it carries no price for, and `twap`/`scale` would be\n  // serialized as ordinary FrontendMarket orders.\n  orderType: OrdinaryOrderType;\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  // Strategy placements never reach here; see `CalculateOrderPriceAndSizeParams`.\n  orderType: OrdinaryOrderType;\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 * The smallest price increment the venue will represent at a given price.\n *\n * HyperLiquid bounds a perp price two ways at once — a decimal-place cap that\n * depends on the asset's size precision, and a significant-figure cap — so the\n * tick widens as the price grows. Whichever bound is coarser at this price is\n * the tick.\n *\n * @param params - Tick parameters.\n * @param params.price - Price to measure the increment at.\n * @param params.szDecimals - The asset's size decimal precision.\n * @returns The tick size at that price.\n */\nexport function getPriceTick(params: {\n  price: number;\n  szDecimals: number;\n}): number {\n  const { price, szDecimals } = params;\n\n  const byDecimals = Math.pow(\n    10,\n    -(DECIMAL_PRECISION_CONFIG.MaxPriceDecimals - szDecimals),\n  );\n  const bySignificantFigures = Math.pow(\n    10,\n    Math.floor(Math.log10(Math.abs(price))) -\n      (DECIMAL_PRECISION_CONFIG.MaxSignificantFigures - 1),\n  );\n\n  return Math.max(byDecimals, bySignificantFigures);\n}\n\n/**\n * Price a chase order against the book it is chasing.\n *\n * The venue's own definition: a chase rests one tick *inside* the spread —\n * above the best bid for a buy, below the best ask for a sell — except when the\n * spread is already a single tick, where there is no room to improve and the\n * order joins the touch instead.\n *\n * Rests inside rather than at the touch because a chase is post-only: sitting\n * one tick ahead of the rest of the queue is the whole point, and joining the\n * touch would leave it behind every order already resting there.\n *\n * @param params - Quote parameters.\n * @param params.bestBid - Best bid, excluding the chase's own resting order.\n * @param params.bestAsk - Best ask, excluding the chase's own resting order.\n * @param params.isBuy - Which side the chase rests on.\n * @param params.szDecimals - The asset's size decimal precision.\n * @returns The formatted price the chase should rest at.\n */\nexport function computeChaseQuotePrice(params: {\n  bestBid: number;\n  bestAsk: number;\n  isBuy: boolean;\n  szDecimals: number;\n}): string {\n  const { bestBid, bestAsk, isBuy, szDecimals } = params;\n\n  const reference = isBuy ? bestBid : bestAsk;\n  const tick = getPriceTick({ price: reference, szDecimals });\n  const improved = isBuy ? bestBid + tick : bestAsk - tick;\n\n  // A single-tick spread leaves nowhere to improve to: the improved price would\n  // cross, which a post-only order cannot do. Join the touch instead.\n  const crosses = isBuy ? improved >= bestAsk : improved <= bestBid;\n\n  return formatHyperLiquidPrice({\n    price: crosses ? reference : improved,\n    szDecimals,\n  });\n}\n\n/**\n * Compute the price ladder a scale placement fans out over.\n *\n * The ladder is inclusive of both ends — the first rung sits exactly on\n * `minPrice`, the last exactly on `maxPrice` — so the range the caller asked\n * for is the range that actually reaches the exchange.\n *\n * @param params - Ladder parameters.\n * @param params.minPrice - Lowest price in the ladder.\n * @param params.maxPrice - Highest price in the ladder; must exceed `minPrice`.\n * @param params.count - Number of rungs.\n * @returns The rung prices, ascending.\n */\nexport function computeScalePriceLadder(params: {\n  minPrice: number;\n  maxPrice: number;\n  count: number;\n}): number[] {\n  const { minPrice, maxPrice, count } = params;\n\n  if (\n    !Number.isInteger(count) ||\n    count < SCALE_ORDER_COUNT.min ||\n    count > SCALE_ORDER_COUNT.max\n  ) {\n    throw new Error(PERPS_ERROR_CODES.ORDER_SCALE_COUNT_INVALID);\n  }\n  if (\n    !Number.isFinite(minPrice) ||\n    !Number.isFinite(maxPrice) ||\n    minPrice <= 0 ||\n    maxPrice <= minPrice\n  ) {\n    throw new Error(PERPS_ERROR_CODES.ORDER_SCALE_RANGE_INVALID);\n  }\n\n  const step = (maxPrice - minPrice) / (count - 1);\n  // The top rung is assigned rather than accumulated: `minPrice + step * n`\n  // drifts, and a ladder that stops short of the caller's maxPrice would quietly\n  // narrow the range they asked for.\n  return Array.from({ length: count }, (_unused, index) =>\n    index === count - 1 ? maxPrice : minPrice + step * index,\n  );\n}\n\n/**\n * Split a scale placement's total size across its ladder rungs.\n *\n * The split is done in whole units of the asset's size grid rather than in\n * decimal sizes: dividing and re-flooring in floating point loses a sub-unit of\n * dust on every rung, and a ladder that submits less than the size that was\n * validated is not the order the caller placed. Whatever does not divide evenly\n * goes onto the first rung, so the slices sum to exactly `totalSize`.\n *\n * The total is expected to sit on the grid already — `calculateFinalPositionSize`\n * floors it there — so rounding onto the grid here only absorbs representation\n * error. A total too small to give every rung a whole unit is rejected: placing\n * fewer orders than asked for would silently change the strategy.\n *\n * @param params - Split parameters.\n * @param params.totalSize - Total size to distribute.\n * @param params.count - Number of rungs.\n * @param params.szDecimals - The asset's size decimal precision.\n * @returns One size string per rung, in ladder order.\n */\nexport function splitScaleSizes(params: {\n  totalSize: number;\n  count: number;\n  szDecimals: number;\n}): string[] {\n  const { totalSize, count, szDecimals } = params;\n\n  // Checked here as well as in `computeScalePriceLadder`: this is exported on\n  // its own, and a count of zero would otherwise return an empty split while a\n  // fractional one would return slices that do not sum to the total.\n  if (\n    !Number.isInteger(count) ||\n    count < SCALE_ORDER_COUNT.min ||\n    count > SCALE_ORDER_COUNT.max\n  ) {\n    throw new Error(PERPS_ERROR_CODES.ORDER_SCALE_COUNT_INVALID);\n  }\n\n  const multiplier = Math.pow(10, szDecimals);\n  const totalUnits = Math.round(totalSize * multiplier);\n\n  if (!Number.isSafeInteger(totalUnits) || totalUnits < count) {\n    throw new Error(PERPS_ERROR_CODES.ORDER_SCALE_SIZE_TOO_SMALL);\n  }\n\n  const sliceUnits = Math.floor(totalUnits / count);\n  const remainderUnits = totalUnits - sliceUnits * count;\n\n  return Array.from({ length: count }, (_unused, index) =>\n    formatHyperLiquidSize({\n      size:\n        (index === 0 ? sliceUnits + remainderUnits : sliceUnits) / multiplier,\n      szDecimals,\n    }),\n  );\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"]}
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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

@@ -1,6 +1,6 @@
 "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.isStrategyOrderType = exports.isTriggerOrderType = exports.SCALE_ORDER_COUNT = exports.STRATEGY_ORDER_TYPES = exports.TRIGGER_ORDER_TYPES = void 0;
+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).
@@ -11,24 +11,6 @@ exports.TRIGGER_ORDER_TYPES = [
     'take_profit_market',
     'take_profit_limit',
 ];
-/**
- * All strategy placement types, in a stable order suitable for iteration
- * (validation tables, e2e matrices).
- */
-exports.STRATEGY_ORDER_TYPES = [
-    'twap',
-    'scale',
-    'chase',
-];
-/**
- * Bounds on how many limit orders a scale placement may fan out into.
- *
- * A ladder needs at least two rungs to span a range at all; the upper bound
- * keeps a single placement from consuming a venue's per-account open-order
- * budget. Protocol-agnostic: a provider whose venue is stricter narrows this
- * further in its own validation.
- */
-exports.SCALE_ORDER_COUNT = { min: 2, max: 20 };
 /**
  * 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.
@@ -38,23 +20,6 @@ const LIMIT_EXECUTION_ORDER_TYPES = [
     'stop_limit',
     'take_profit_limit',
 ];
-/**
- * Order types that rest limit orders on the book, whatever decides their price.
- *
- * A superset of `LIMIT_EXECUTION_ORDER_TYPES`: a scale ladder and a chase both
- * rest limit orders, but they derive their own prices rather than taking one
- * from `OrderParams.price`, so they are limit *execution* without being
- * limit-*priced*. A TWAP is absent because its suborders cross the book.
- *
- * The distinction matters wherever execution is what is being charged or
- * bounded — fee tier, max order value — as opposed to where the caller's price
- * field is being read.
- */
-const LIMIT_RESTING_ORDER_TYPES = [
-    ...LIMIT_EXECUTION_ORDER_TYPES,
-    'scale',
-    'chase',
-];
 /**
  * Check whether an order type is a trigger placement (stop / take profit).
  *
@@ -65,17 +30,6 @@ function isTriggerOrderType(orderType) {
     return exports.TRIGGER_ORDER_TYPES.includes(orderType);
 }
 exports.isTriggerOrderType = isTriggerOrderType;
-/**
- * Check whether an order type is a strategy placement (TWAP / scale / chase).
- *
- * @param orderType - Order type to check.
- * @returns True when the placement expands into an execution schedule rather
- * than a single order.
- */
-function isStrategyOrderType(orderType) {
-    return exports.STRATEGY_ORDER_TYPES.includes(orderType);
-}
-exports.isStrategyOrderType = isStrategyOrderType;
 /**
  * Check whether an order type executes as a limit order.
  *
@@ -93,19 +47,13 @@ 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). It answers "does this rest
- * on the book or cross it", which is not the same question as
- * `isLimitExecutionOrderType` — a scale ladder and a chase rest limit orders
- * without carrying an `OrderParams.price`.
+ * understand (fee tiers, max order value, analytics).
  *
  * @param orderType - Order type to inspect.
- * @returns `'limit'` for limit, `*_limit`, `scale` and `chase`; `'market'`
- * otherwise, including `twap`, whose suborders cross the book.
+ * @returns `'limit'` for limit and `*_limit` types, `'market'` otherwise.
  */
 function getTriggerExecution(orderType) {
-    return LIMIT_RESTING_ORDER_TYPES.includes(orderType)
-        ? 'limit'
-        : 'market';
+    return isLimitExecutionOrderType(orderType) ? 'limit' : 'market';
 }
 exports.getTriggerExecution = getTriggerExecution;
 /**

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type { Order, PositionTriggerOrder } from '../types/index.js';\nimport type {\n  OrderExecution,\n  OrderType,\n  StrategyOrderType,\n  TriggerDirection,\n  TriggerOrderType,\n} from '../types/perps-types.js';\n\n/**\n * All trigger placement types, in a stable order suitable for iteration\n * (validation tables, e2e matrices).\n */\nexport const TRIGGER_ORDER_TYPES = [\n  'stop_market',\n  'stop_limit',\n  'take_profit_market',\n  'take_profit_limit',\n] as const satisfies readonly TriggerOrderType[];\n\n/**\n * All strategy placement types, in a stable order suitable for iteration\n * (validation tables, e2e matrices).\n */\nexport const STRATEGY_ORDER_TYPES = [\n  'twap',\n  'scale',\n  'chase',\n] as const satisfies readonly StrategyOrderType[];\n\n/**\n * Bounds on how many limit orders a scale placement may fan out into.\n *\n * A ladder needs at least two rungs to span a range at all; the upper bound\n * keeps a single placement from consuming a venue's per-account open-order\n * budget. Protocol-agnostic: a provider whose venue is stricter narrows this\n * further in its own validation.\n */\nexport const SCALE_ORDER_COUNT = { min: 2, max: 20 } as const;\n\n/**\n * Order types whose price field (`OrderParams.price`) is a real limit price the\n * exchange must honour, as opposed to a slippage cap derived from the market.\n */\nconst LIMIT_EXECUTION_ORDER_TYPES = [\n  'limit',\n  'stop_limit',\n  'take_profit_limit',\n] as const satisfies readonly OrderType[];\n\n/**\n * Order types that rest limit orders on the book, whatever decides their price.\n *\n * A superset of `LIMIT_EXECUTION_ORDER_TYPES`: a scale ladder and a chase both\n * rest limit orders, but they derive their own prices rather than taking one\n * from `OrderParams.price`, so they are limit *execution* without being\n * limit-*priced*. A TWAP is absent because its suborders cross the book.\n *\n * The distinction matters wherever execution is what is being charged or\n * bounded — fee tier, max order value — as opposed to where the caller's price\n * field is being read.\n */\nconst LIMIT_RESTING_ORDER_TYPES = [\n  ...LIMIT_EXECUTION_ORDER_TYPES,\n  'scale',\n  'chase',\n] as const satisfies readonly OrderType[];\n\n/**\n * Check whether an order type is a trigger placement (stop / take profit).\n *\n * @param orderType - 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 is a strategy placement (TWAP / scale / chase).\n *\n * @param orderType - Order type to check.\n * @returns True when the placement expands into an execution schedule rather\n * than a single order.\n */\nexport function isStrategyOrderType(\n  orderType: OrderType,\n): orderType is StrategyOrderType {\n  return (STRATEGY_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). It answers \"does this rest\n * on the book or cross it\", which is not the same question as\n * `isLimitExecutionOrderType` — a scale ladder and a chase rest limit orders\n * without carrying an `OrderParams.price`.\n *\n * @param orderType - Order type to inspect.\n * @returns `'limit'` for limit, `*_limit`, `scale` and `chase`; `'market'`\n * otherwise, including `twap`, whose suborders cross the book.\n */\nexport function getTriggerExecution(orderType: OrderType): OrderExecution {\n  return (LIMIT_RESTING_ORDER_TYPES as readonly OrderType[]).includes(orderType)\n    ? 'limit'\n    : '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"]}
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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

@@ -1,27 +1,10 @@
 import type { Order, PositionTriggerOrder } from "../types/index.cjs";
-import type { OrderExecution, OrderType, StrategyOrderType, TriggerDirection, TriggerOrderType } from "../types/perps-types.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"];
-/**
- * All strategy placement types, in a stable order suitable for iteration
- * (validation tables, e2e matrices).
- */
-export declare const STRATEGY_ORDER_TYPES: readonly ["twap", "scale", "chase"];
-/**
- * Bounds on how many limit orders a scale placement may fan out into.
- *
- * A ladder needs at least two rungs to span a range at all; the upper bound
- * keeps a single placement from consuming a venue's per-account open-order
- * budget. Protocol-agnostic: a provider whose venue is stricter narrows this
- * further in its own validation.
- */
-export declare const SCALE_ORDER_COUNT: {
-    readonly min: 2;
-    readonly max: 20;
-};
 /**
  * Check whether an order type is a trigger placement (stop / take profit).
  *
@@ -29,14 +12,6 @@ export declare const SCALE_ORDER_COUNT: {
  * @returns True when the type requires `OrderParams.triggerPrice`.
  */
 export declare function isTriggerOrderType(orderType: OrderType): orderType is TriggerOrderType;
-/**
- * Check whether an order type is a strategy placement (TWAP / scale / chase).
- *
- * @param orderType - Order type to check.
- * @returns True when the placement expands into an execution schedule rather
- * than a single order.
- */
-export declare function isStrategyOrderType(orderType: OrderType): orderType is StrategyOrderType;
 /**
  * Check whether an order type executes as a limit order.
  *
@@ -51,14 +26,10 @@ 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). It answers "does this rest
- * on the book or cross it", which is not the same question as
- * `isLimitExecutionOrderType` — a scale ladder and a chase rest limit orders
- * without carrying an `OrderParams.price`.
+ * understand (fee tiers, max order value, analytics).
  *
  * @param orderType - Order type to inspect.
- * @returns `'limit'` for limit, `*_limit`, `scale` and `chase`; `'market'`
- * otherwise, including `twap`, whose suborders cross the book.
+ * @returns `'limit'` for limit and `*_limit` types, `'market'` otherwise.
  */
 export declare function getTriggerExecution(orderType: OrderType): OrderExecution;
 /**