@metamask-previews/perps-controller 13.1.0-preview-8c2a2eeb2 → 13.1.0-preview-4f4c98e

package/dist/utils/myxAdapter.js.map

@@ -0,0 +1 @@
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* MYX SDK Adapter Utilities\n *\n * Adapters for transforming between MetaMask Perps API types and MYX SDK types.\n * Includes adapters for market display, positions, orders, account state, and fills.\n *\n * Portable: no mobile-specific imports.\n * Formatters are injected via MarketDataFormatters interface (same pattern as marketDataTransform.ts).\n *\n * Key differences from HyperLiquid:\n * - API prices are normal floats (SDK contract layer uses 30 decimals internally)\n * - Sizes use 18 decimals (vs HyperLiquid's szDecimals per asset)\n * - Multiple pools can exist per symbol (MPM model)\n * - USDT collateral (vs USDC)\n */\n\nimport {\n  fromMYXPrice,\n  fromMYXSize,\n  fromMYXCollateral,\n  MYX_MAX_LEVERAGE,\n  MYX_MINIMUM_ORDER_SIZE_USD,\n} from '../constants/myxConfig.js';\nimport type {\n  AccountState,\n  CandleStick,\n  Funding,\n  MarketInfo,\n  Order,\n  OrderFill,\n  PerpsMarketData,\n  Position,\n  MarketDataFormatters,\n  UserHistoryItem,\n} from '../types/index.js';\nimport {\n  MYX_HL_OVERLAPPING_MARKETS,\n  MYXDirection,\n  MYXDirectionEnum,\n  MYXOperationEnum,\n  MYXOrderStatusEnum,\n  MYXOrderTypeEnum,\n  MYXExecTypeEnum,\n  MYXTradeFlowTypeEnum,\n} from '../types/myx-types.js';\nimport type {\n  MYXPoolSymbol,\n  MYXTicker,\n  MYXPositionType,\n  MYXHistoryOrderItem,\n  MYXTradeFlowItem,\n  MYXKlineData,\n  MYXKlineWsData,\n} from '../types/myx-types.js';\n\n/**\n * Format a price change value with sign prefix.\n * Uses injected formatters (same pattern as marketDataTransform.ts formatChange).\n *\n * @param change - The price change value to format.\n * @param formatters - Injectable formatters for platform-agnostic formatting.\n * @returns The formatted change string with sign and dollar symbol.\n */\nfunction formatChange(\n  change: number,\n  formatters: MarketDataFormatters,\n): string {\n  if (isNaN(change) || !isFinite(change)) {\n    return '$0.00';\n  }\n  if (change === 0) {\n    return '$0.00';\n  }\n\n  const formatted = formatters.formatPerpsFiat(Math.abs(change), {\n    ranges: formatters.priceRangesUniversal,\n  });\n\n  const valueWithoutDollar = formatted.replace('$', '');\n  return change > 0 ? `+$${valueWithoutDollar}` : `-$${valueWithoutDollar}`;\n}\n\n// ============================================================================\n// Market Transformation\n// ============================================================================\n\n/**\n * Transform MYX Pool/Market info to MetaMask Perps API MarketInfo format\n *\n * @param pool - Pool symbol data from MYX SDK (PoolSymbolAllResponse)\n * @returns MetaMask Perps API market info object\n */\nexport function adaptMarketFromMYX(pool: MYXPoolSymbol): MarketInfo {\n  // Extract base symbol from pool data\n  const symbol = pool.baseSymbol || extractSymbolFromPoolId(pool.poolId);\n\n  // MYX uses fixed 18 decimals for sizes\n  const szDecimals = 18;\n\n  return {\n    name: symbol,\n    szDecimals,\n    maxLeverage: MYX_MAX_LEVERAGE,\n    marginTableId: 0, // MYX doesn't use margin tables like HyperLiquid\n    minimumOrderSize: MYX_MINIMUM_ORDER_SIZE_USD,\n    providerId: 'myx',\n  };\n}\n\n/**\n * Convert MYX ticker data to price and change values\n *\n * @param ticker - Ticker data from MYX SDK\n * @returns Object with price string and 24h change percentage\n */\nexport function adaptPriceFromMYX(ticker: MYXTicker): {\n  price: string;\n  change24h: number;\n} {\n  // MYX API returns normal float strings (e.g. \"64854.76\")\n  const priceNum = fromMYXPrice(ticker.price);\n\n  // Change is provided as a percentage string (e.g., \"2.5\" means 2.5%)\n  const change24h = ticker.change ? parseFloat(ticker.change) : 0;\n\n  return {\n    price: priceNum.toString(),\n    change24h,\n  };\n}\n\n/**\n * Transform MYX pool and ticker to PerpsMarketData for UI display\n *\n * @param pool - Pool symbol data from MYX SDK\n * @param ticker - Optional ticker data for price info\n * @param formatters - Injectable formatters for platform-agnostic formatting\n * @returns Formatted market data for UI display\n */\nexport function adaptMarketDataFromMYX(\n  pool: MYXPoolSymbol,\n  ticker: MYXTicker | undefined,\n  formatters: MarketDataFormatters,\n): PerpsMarketData {\n  const symbol = pool.baseSymbol || extractSymbolFromPoolId(pool.poolId);\n\n  // Get price data from ticker if available\n  let price = '0';\n  let change24h = 0;\n  let volume = '0';\n\n  if (ticker) {\n    const priceData = adaptPriceFromMYX(ticker);\n    price = priceData.price;\n    change24h = priceData.change24h;\n    // Volume is already in USD (not 30-decimal format)\n    volume = ticker.volume || '0';\n  }\n\n  // Format using injected formatters (consistent with HyperLiquid via marketDataTransform.ts)\n  const priceNum = parseFloat(price);\n  const formattedPrice = formatters.formatPerpsFiat(priceNum);\n  const priceChange = priceNum * (change24h / 100);\n  const formattedChange = formatChange(priceChange, formatters);\n  const formattedChangePercent = formatters.formatPercentage(change24h);\n  const formattedVolume = formatters.formatVolume(parseFloat(volume));\n\n  return {\n    symbol,\n    name: getTokenName(symbol),\n    maxLeverage: `${MYX_MAX_LEVERAGE}x`,\n    price: formattedPrice,\n    change24h: formattedChange,\n    change24hPercent: formattedChangePercent,\n    volume: formattedVolume,\n    providerId: 'myx',\n  };\n}\n\n// ============================================================================\n// Market Filtering\n// ============================================================================\n\n/**\n * Filter MYX markets to only include MYX-exclusive markets\n * Removes markets that overlap with HyperLiquid\n *\n * @param pools - Array of MYX pool symbols\n * @returns Filtered array with only MYX-exclusive markets\n */\nexport function filterMYXExclusiveMarkets(\n  pools: MYXPoolSymbol[],\n): MYXPoolSymbol[] {\n  return pools.filter((pool) => {\n    const symbol = pool.baseSymbol || extractSymbolFromPoolId(pool.poolId);\n    // Exclude markets that overlap with HyperLiquid\n    return !MYX_HL_OVERLAPPING_MARKETS.includes(\n      symbol as (typeof MYX_HL_OVERLAPPING_MARKETS)[number],\n    );\n  });\n}\n\n/**\n * Check if a symbol overlaps with HyperLiquid markets\n *\n * @param symbol - Market symbol to check\n * @returns true if the symbol is available on both MYX and HyperLiquid\n */\nexport function isOverlappingMarket(symbol: string): boolean {\n  return MYX_HL_OVERLAPPING_MARKETS.includes(\n    symbol as (typeof MYX_HL_OVERLAPPING_MARKETS)[number],\n  );\n}\n\n// ============================================================================\n// Pool ID Utilities\n// ============================================================================\n\n/**\n * Build a map of poolId to symbol for quick lookup\n *\n * @param pools - Array of MYX pool symbols\n * @returns Map of poolId to symbol\n */\nexport function buildPoolSymbolMap(\n  pools: MYXPoolSymbol[],\n): Map<string, string> {\n  const map = new Map<string, string>();\n  for (const pool of pools) {\n    const symbol = pool.baseSymbol || extractSymbolFromPoolId(pool.poolId);\n    map.set(pool.poolId, symbol);\n  }\n  return map;\n}\n\n/**\n * Build a map of symbol to poolIds (for multi-pool support)\n *\n * @param pools - Array of MYX pool symbols\n * @returns Map of symbol to array of poolIds\n */\nexport function buildSymbolPoolsMap(\n  pools: MYXPoolSymbol[],\n): Map<string, string[]> {\n  const map = new Map<string, string[]>();\n  for (const pool of pools) {\n    const symbol = pool.baseSymbol || extractSymbolFromPoolId(pool.poolId);\n    const existing = map.get(symbol) ?? [];\n    existing.push(pool.poolId);\n    map.set(symbol, existing);\n  }\n  return map;\n}\n\n/**\n * Extract symbol from pool ID\n * Pool IDs typically contain the symbol as a suffix or can be parsed.\n * When baseSymbol is unavailable, returns a truncated address for UI display.\n *\n * @param poolId - MYX pool ID string\n * @returns Extracted symbol or truncated poolId as fallback\n */\nexport function extractSymbolFromPoolId(poolId: string): string {\n  // Pool IDs in MYX are hex addresses (\"0x...\")\n  // The actual symbol comes from the pool's baseSymbol field\n  // Truncate hex addresses so they're UI-friendly\n  if (poolId.startsWith('0x') && poolId.length > 10) {\n    return `${poolId.slice(0, 6)}...${poolId.slice(-4)}`;\n  }\n  return poolId;\n}\n\n/**\n * Get full token name from symbol\n * Returns the symbol as name if not found (MYX-specific tokens)\n *\n * @param symbol - The market symbol to look up.\n * @returns The human-readable token name, or the symbol itself if not found.\n */\nfunction getTokenName(symbol: string): string {\n  const tokenNames: Record<string, string> = {\n    BTC: 'Bitcoin',\n    ETH: 'Ethereum',\n    BNB: 'BNB',\n    MYX: 'MYX Protocol',\n    RHEA: 'Rhea Finance',\n    PARTI: 'Particle Network',\n    SKYAI: 'SkyAI',\n    PUMP: 'PumpFun',\n    WLFI: 'World Liberty Financial',\n  };\n\n  return tokenNames[symbol] || symbol;\n}\n\n// ============================================================================\n// Position Adapter\n// ============================================================================\n\n/**\n * Adapt MYX SDK PositionType to MetaMask Position\n *\n * @param pos - MYX position from SDK\n * @param poolSymbolMap - Map of poolId to symbol\n * @returns MetaMask Position object\n */\nexport function adaptPositionFromMYX(\n  pos: MYXPositionType,\n  poolSymbolMap: Map<string, string>,\n): Position {\n  const symbol = poolSymbolMap.get(pos.poolId) ?? pos.poolId;\n  const sizeNum = fromMYXSize(pos.size);\n  const entryPriceNum = fromMYXPrice(pos.entryPrice);\n  const collateralNum = fromMYXCollateral(pos.collateralAmount);\n\n  // Direction: 0 = LONG (positive size), 1 = SHORT (negative size)\n  const isLong = pos.direction === MYXDirection.LONG;\n  const signedSize = isLong ? sizeNum : -sizeNum;\n\n  // Position value = size * entry price\n  const positionValue = Math.abs(sizeNum * entryPriceNum);\n\n  // Leverage = position value / collateral (approximate)\n  const leverage = collateralNum > 0 ? positionValue / collateralNum : 1;\n\n  return {\n    symbol,\n    size: signedSize.toString(),\n    entryPrice: entryPriceNum.toString(),\n    positionValue: positionValue.toString(),\n    unrealizedPnl: '0', // Requires mark price - will be enriched by WS or separate call\n    marginUsed: collateralNum.toString(),\n    leverage: {\n      type: 'isolated',\n      value: Math.round(leverage),\n      rawUsd: collateralNum.toString(),\n    },\n    liquidationPrice: null, // Requires separate calculation\n    maxLeverage: MYX_MAX_LEVERAGE,\n    returnOnEquity: '0',\n    cumulativeFunding: {\n      allTime: '0',\n      sinceOpen: '0',\n      sinceChange: '0',\n    },\n    takeProfitPrice: undefined,\n    stopLossPrice: undefined,\n    takeProfitCount: 0,\n    stopLossCount: 0,\n    providerId: 'myx',\n  };\n}\n\n// ============================================================================\n// Order Adapter\n// ============================================================================\n\n/**\n * Adapt MYX SDK open order (PositionType-shaped from getOrders) to MetaMask Order.\n * Note: getOrders returns PositionType[] per the SDK types.\n * For richer order data, use getOrderHistory.\n *\n * @param historyOrder - MYX history order item\n * @param poolSymbolMap - Map of poolId to symbol\n * @returns MetaMask Order object\n */\nexport function adaptOrderFromMYX(\n  historyOrder: MYXHistoryOrderItem,\n  poolSymbolMap: Map<string, string>,\n): Order {\n  const symbol =\n    historyOrder.baseSymbol ??\n    poolSymbolMap.get(historyOrder.poolId) ??\n    historyOrder.poolId;\n\n  const priceNum = fromMYXPrice(historyOrder.price);\n  const sizeNum = fromMYXSize(historyOrder.size);\n  const filledSizeNum = fromMYXSize(historyOrder.filledSize);\n  const remainingSize = Math.max(0, sizeNum - filledSizeNum);\n\n  // Map direction\n  const side: 'buy' | 'sell' =\n    historyOrder.direction === MYXDirectionEnum.Long ? 'buy' : 'sell';\n\n  // Map order type\n  let orderType: 'market' | 'limit' = 'market';\n  if (historyOrder.orderType === MYXOrderTypeEnum.Limit) {\n    orderType = 'limit';\n  }\n\n  // Map status\n  let status: Order['status'] = 'open';\n  switch (historyOrder.orderStatus) {\n    case MYXOrderStatusEnum.Successful:\n      status = 'filled';\n      break;\n    case MYXOrderStatusEnum.Cancelled:\n      status = 'canceled';\n      break;\n    case MYXOrderStatusEnum.Expired:\n      status = 'canceled';\n      break;\n    default:\n      status = 'open';\n  }\n\n  // Detect trigger orders\n  const isTrigger =\n    historyOrder.execType === MYXExecTypeEnum.TP ||\n    historyOrder.execType === MYXExecTypeEnum.SL;\n  let detailedOrderType: string | undefined;\n  if (historyOrder.execType === MYXExecTypeEnum.TP) {\n    detailedOrderType = 'Take Profit';\n  } else if (historyOrder.execType === MYXExecTypeEnum.SL) {\n    detailedOrderType = 'Stop Loss';\n  } else if (historyOrder.execType === MYXExecTypeEnum.Liquidation) {\n    detailedOrderType = 'Liquidation';\n  }\n\n  return {\n    orderId: String(historyOrder.orderId),\n    symbol,\n    side,\n    orderType,\n    size: sizeNum.toString(),\n    originalSize: sizeNum.toString(),\n    price: priceNum.toString(),\n    filledSize: filledSizeNum.toString(),\n    remainingSize: remainingSize.toString(),\n    status,\n    timestamp: historyOrder.txTime,\n    isTrigger,\n    detailedOrderType,\n    reduceOnly:\n      historyOrder.operation === MYXOperationEnum.Decrease ? true : undefined,\n    providerId: 'myx',\n  };\n}\n\n// ============================================================================\n// Account State Adapter\n// ============================================================================\n\n/**\n * Adapt MYX account info response to MetaMask AccountState.\n *\n * @param accountInfo - Raw account info from MYX SDK\n * @param walletBalance - Wallet USDT balance (from getWalletQuoteTokenBalance)\n * @returns MetaMask AccountState\n */\nexport function adaptAccountStateFromMYX(\n  accountInfo: Record<string, unknown> | undefined,\n  walletBalance?: string,\n): AccountState {\n  // accountInfo structure varies; extract what we can\n  // TODO: Verify SDK semantics — if totalCollateral already includes unrealizedPnl,\n  // the totalBalance formula below double-counts. Needs SDK documentation check.\n  const rawCollateral = accountInfo?.totalCollateral ?? '0';\n  const rawPnl = accountInfo?.unrealizedPnl ?? '0';\n  const marginUsed = accountInfo ? fromMYXCollateral(String(rawCollateral)) : 0;\n  const unrealizedPnl = accountInfo ? fromMYXCollateral(String(rawPnl)) : 0;\n  const balance = walletBalance ? fromMYXCollateral(walletBalance) : 0;\n\n  const totalBalance = balance + marginUsed + unrealizedPnl;\n\n  return {\n    spendableBalance: balance.toString(),\n    withdrawableBalance: balance.toString(),\n    totalBalance: totalBalance.toString(),\n    marginUsed: marginUsed.toString(),\n    unrealizedPnl: unrealizedPnl.toString(),\n    returnOnEquity: '0',\n  };\n}\n\n// ============================================================================\n// Order Fill Adapter\n// ============================================================================\n\n/**\n * Adapt MYX history order item (filled) to MetaMask OrderFill\n *\n * @param order - MYX history order item\n * @param poolSymbolMap - Map of poolId to symbol\n * @returns MetaMask OrderFill\n */\nexport function adaptOrderFillFromMYX(\n  order: MYXHistoryOrderItem,\n  poolSymbolMap: Map<string, string>,\n): OrderFill {\n  const symbol =\n    order.baseSymbol ?? poolSymbolMap.get(order.poolId) ?? order.poolId;\n  const sizeNum = fromMYXSize(order.filledSize || order.size);\n  const priceNum = fromMYXPrice(order.lastPrice || order.price);\n  const side = order.direction === MYXDirectionEnum.Long ? 'buy' : 'sell';\n  const feeNum = fromMYXCollateral(order.tradingFee || '0');\n  const pnlNum = fromMYXCollateral(order.realizedPnl || '0');\n\n  let orderType: OrderFill['orderType'] = 'regular';\n  if (order.execType === MYXExecTypeEnum.TP) {\n    orderType = 'take_profit';\n  } else if (order.execType === MYXExecTypeEnum.SL) {\n    orderType = 'stop_loss';\n  } else if (order.execType === MYXExecTypeEnum.Liquidation) {\n    orderType = 'liquidation';\n  }\n\n  return {\n    orderId: String(order.orderId),\n    symbol,\n    side,\n    size: sizeNum.toString(),\n    price: priceNum.toString(),\n    pnl: pnlNum.toString(),\n    direction: side,\n    fee: feeNum.toString(),\n    feeToken: 'USDT',\n    timestamp: order.txTime,\n    success: order.orderStatus === MYXOrderStatusEnum.Successful,\n    orderType,\n    providerId: 'myx',\n  };\n}\n\n// ============================================================================\n// Funding Adapter\n// ============================================================================\n\n/**\n * Adapt MYX trade flow items (funding type) to MetaMask Funding\n *\n * @param flows - MYX trade flow items filtered to funding type\n * @param poolSymbolMap - Map of poolId to symbol\n * @returns Array of MetaMask Funding objects\n */\nexport function adaptFundingFromMYX(\n  flows: MYXTradeFlowItem[],\n  poolSymbolMap: Map<string, string>,\n): Funding[] {\n  return flows\n    .filter(\n      (flow) =>\n        flow.fundingFee && flow.fundingFee !== '0' && flow.fundingFee !== '',\n    )\n    .map((flow) => {\n      const symbol = poolSymbolMap.get(flow.poolId) ?? flow.poolId;\n      const amountUsd = fromMYXCollateral(flow.fundingFee);\n      return {\n        symbol,\n        amountUsd: amountUsd.toString(),\n        rate: undefined, // Funding rate not available in MYX trade flow data\n        timestamp: flow.txTime,\n        transactionHash: flow.txHash,\n      };\n    });\n}\n\n// ============================================================================\n// User History Adapter\n// ============================================================================\n\n/**\n * Adapt MYX trade flow items to MetaMask UserHistoryItem\n *\n * @param flows - MYX trade flow items\n * @returns Array of UserHistoryItem\n */\nexport function adaptUserHistoryFromMYX(\n  flows: MYXTradeFlowItem[],\n): UserHistoryItem[] {\n  return flows\n    .filter(\n      (flow) =>\n        flow.type === MYXTradeFlowTypeEnum.MarginAccountDeposit ||\n        flow.type === MYXTradeFlowTypeEnum.TransferToWallet,\n    )\n    .map((flow) => {\n      const isDeposit = flow.type === MYXTradeFlowTypeEnum.MarginAccountDeposit;\n      const amount = fromMYXCollateral(flow.collateralAmount || '0');\n      return {\n        id: String(flow.orderId),\n        timestamp: flow.txTime,\n        type: isDeposit ? 'deposit' : 'withdrawal',\n        amount: Math.abs(amount).toString(),\n        asset: 'USDT',\n        txHash: flow.txHash,\n        status: 'completed' as const,\n        details: {\n          source: 'myx',\n        },\n      };\n    });\n}\n\n// ============================================================================\n// Candle (Kline) Adapter\n// ============================================================================\n\n/**\n * Adapt MYX KlineDataItemType to MetaMask CandleStick.\n * KlineDataItemType fields (time, open, close, high, low) are already\n * human-readable strings — no 30-decimal conversion needed.\n *\n * @param item - MYX kline data item from SDK\n * @returns MetaMask CandleStick object\n */\nexport function adaptCandleFromMYX(item: MYXKlineData): CandleStick {\n  return {\n    time: item.time,\n    open: item.open,\n    high: item.high,\n    low: item.low,\n    close: item.close,\n    volume: '0', // KlineDataItemType has no volume field\n  };\n}\n\n/**\n * Adapt MYX WebSocket KlineData to MetaMask CandleStick.\n * WS KlineData uses single-letter fields: {t, o, h, l, c, v}.\n *\n * @param data - MYX WebSocket kline data\n * @returns MetaMask CandleStick object\n */\nexport function adaptCandleFromMYXWebSocket(data: MYXKlineWsData): CandleStick {\n  return {\n    time: data.t,\n    open: data.o,\n    high: data.h,\n    low: data.l,\n    close: data.c,\n    volume: data.v,\n  };\n}\n\n/**\n * Map CandlePeriod values to MYX KlineResolution.\n * MYX SDK supports: '1m', '5m', '15m', '30m', '1h', '4h', '1d', '1w', '1M'.\n * Unsupported CandlePeriod values are mapped to the nearest supported resolution.\n */\nconst CANDLE_PERIOD_TO_MYX_RESOLUTION: Record<string, string> = {\n  '1m': '1m',\n  '3m': '5m', // No 3m → use 5m\n  '5m': '5m',\n  '15m': '15m',\n  '30m': '30m',\n  '1h': '1h',\n  '2h': '4h', // No 2h → use 4h\n  '4h': '4h',\n  '8h': '4h', // No 8h → use 4h\n  '12h': '1d', // No 12h → use 1d\n  '1d': '1d',\n  '3d': '1w', // No 3d → use 1w\n  '1w': '1w',\n  '1M': '1M',\n};\n\n/**\n * Convert a CandlePeriod string to MYX KlineResolution.\n *\n * @param period - CandlePeriod value (e.g., '1m', '3m', '1h')\n * @returns MYX KlineResolution string\n */\nexport function toMYXKlineResolution(period: string): string {\n  return CANDLE_PERIOD_TO_MYX_RESOLUTION[period] ?? '1h';\n}\n\n// ============================================================================\n// Response Validation\n// ============================================================================\n\n/**\n * Assert MYX API response is successful.\n * MYX uses code 9200 or 0 for success.\n *\n * @param response - MYX API response with code field\n * @param response.code - Response code (9200 or 0 = success)\n * @param response.message - Optional error message\n * @param context - Context string for error messages\n */\nexport function assertMYXSuccess(\n  response: { code: number; message?: string | null },\n  context: string,\n): void {\n  if (response.code !== 9200 && response.code !== 0) {\n    throw new Error(\n      `MYX ${context} failed: code=${response.code} message=${response.message ?? 'unknown'}`,\n    );\n  }\n}\n"]}

package/dist/utils/{orderCalculations.d.cts → orderCalculations.d.ts}

@@ -1,6 +1,6 @@
-import type { SDKOrderParams } from "../types/hyperliquid-types.cjs";
-import type { PerpsDebugLogger } from "../types/index.cjs";
-import type { OrdinaryOrderType } from "../types/perps-types.cjs";
+import type { SDKOrderParams } from '../types/hyperliquid-types.js';
+import type { PerpsDebugLogger } from '../types/index.js';
+import type { OrdinaryOrderType } from '../types/perps-types.js';
 /**
  * Optional debug logger for order calculation functions.
  * When provided, enables detailed logging for debugging.
@@ -295,4 +295,4 @@ export declare function formatPartialTpslSize(params: {
  */
 export declare function buildOrdersArray(params: BuildOrdersArrayParams): BuildOrdersArrayResult;
 export {};
-//# sourceMappingURL=orderCalculations.d.cts.map
+//# sourceMappingURL=orderCalculations.d.ts.map

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

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package/dist/utils/{orderCalculations.mjs → orderCalculations.js}

@@ -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 { PERPS_ERROR_CODES } from "../perpsErrorCodes.mjs";
-import { formatHyperLiquidPrice, formatHyperLiquidSize } from "./hyperLiquidAdapter.mjs";
-import { getTriggerDirection, isLimitExecutionOrderType, isTriggerOrderType, SCALE_ORDER_COUNT, toSDKTimeInForce } from "./orderTypes.mjs";
+import { BASIS_POINTS_DIVISOR } from '../constants/hyperLiquidConfig.js';
+import { DECIMAL_PRECISION_CONFIG, MAX_ORDER_MARGIN_BUFFER, ORDER_SLIPPAGE_CONFIG, } from '../constants/perpsConfig.js';
+import { PERPS_ERROR_CODES } from '../perpsErrorCodes.js';
+import { formatHyperLiquidPrice, formatHyperLiquidSize, } from './hyperLiquidAdapter.js';
+import { getTriggerDirection, isLimitExecutionOrderType, isTriggerOrderType, SCALE_ORDER_COUNT, toSDKTimeInForce, } from './orderTypes.js';
 /**
  * Tolerance used when deciding whether a scaled size is already on the size
  * grid, guarding against floating-point representation error.
@@ -804,4 +804,4 @@ export function buildOrdersArray(params) {
     const finalGrouping = grouping ?? ((takeProfitPrice ?? stopLossPrice) ? 'normalTpsl' : 'na');
     return { orders, grouping: finalGrouping };
 }
-//# sourceMappingURL=orderCalculations.mjs.map
+//# sourceMappingURL=orderCalculations.js.map

package/dist/utils/orderCalculations.js.map

@@ -0,0 +1 @@
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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. Either allocation below sums to\n * exactly `totalSize` in grid units.\n *\n * This is the one place the ladder's sizes are decided. Clients previewing a\n * scale placement must call it rather than reproduce the ramp, or the preview\n * and the placement will disagree at the rounding.\n *\n * **Even (no `skew`, or `skew` exactly 1).** Every rung gets `floor(total /\n * count)` units and whatever does not divide evenly goes onto the first rung —\n * 11 units across 3 rungs is `5, 3, 3`, not three equal slices.\n *\n * **Skewed.** Rung weights ramp linearly from 1 at index 0 to `skew` at the last\n * index, in ladder order — which is ascending price, `scaleMinPrice` to\n * `scaleMaxPrice`, for a buy and a sell alike. Each rung takes\n * `floor(weight / sumOfWeights * totalUnits)` units, and the units left over go\n * to the rungs with the largest discarded fraction, ties broken by ascending\n * index. The leftover is deliberately *not* dumped on the first rung the way the\n * even split does it: on a `skew` above 1 that would push size back to the end\n * of the ladder the caller weighted away from.\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. A `skew` far\n * enough from 1 can starve a rung the same way, and is rejected the same way.\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 * @param params.skew - Optional size weighting across the ladder; any finite\n * value above 0, used exactly as given.\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  skew?: number;\n}): string[] {\n  const { totalSize, count, szDecimals, skew } = 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  // Checked here rather than left to the arithmetic: a non-finite or\n  // non-positive skew produces weights that are NaN or run negative, and either\n  // one would come back as a ladder of zero-size rungs instead of a rejection.\n  if (skew !== undefined && (!Number.isFinite(skew) || skew <= 0)) {\n    throw new Error(PERPS_ERROR_CODES.ORDER_SCALE_RANGE_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 unitsPerRung =\n    skew === undefined || skew === 1\n      ? splitUnitsEvenly({ totalUnits, count })\n      : splitUnitsBySkew({ totalUnits, count, skew });\n\n  // A rung the ramp starved of every unit would be submitted as a zero-size\n  // order. That is the same failure the total-size check above rejects, and it\n  // is reported the same way, so a caller reads one reason for \"this ladder\n  // cannot be cut this finely\" rather than two.\n  if (unitsPerRung.some((units) => units === 0)) {\n    throw new Error(PERPS_ERROR_CODES.ORDER_SCALE_SIZE_TOO_SMALL);\n  }\n\n  return unitsPerRung.map((units) =>\n    formatHyperLiquidSize({ size: units / multiplier, szDecimals }),\n  );\n}\n\n/**\n * Spread the ladder's units evenly, leftover on the first rung.\n *\n * @param params - Split parameters.\n * @param params.totalUnits - Total size, in whole size-grid units.\n * @param params.count - Number of rungs.\n * @returns Units per rung, in ladder order.\n */\nfunction splitUnitsEvenly(params: {\n  totalUnits: number;\n  count: number;\n}): number[] {\n  const { totalUnits, count } = params;\n\n  const sliceUnits = Math.floor(totalUnits / count);\n  const remainderUnits = totalUnits - sliceUnits * count;\n\n  return Array.from({ length: count }, (_unused, index) =>\n    index === 0 ? sliceUnits + remainderUnits : sliceUnits,\n  );\n}\n\n/**\n * Spread the ladder's units along a linear weight ramp.\n *\n * Flooring every rung leaves up to `count - 1` units unallocated, and they go to\n * the rungs that lost the most to the floor — the standard largest-remainder\n * allocation. Ties go to the lower index, which keeps the result a function of\n * the inputs alone rather than of sort stability.\n *\n * @param params - Split parameters.\n * @param params.totalUnits - Total size, in whole size-grid units.\n * @param params.count - Number of rungs.\n * @param params.skew - Weight of the last rung relative to the first.\n * @returns Units per rung, in ladder order.\n */\nfunction splitUnitsBySkew(params: {\n  totalUnits: number;\n  count: number;\n  skew: number;\n}): number[] {\n  const { totalUnits, count, skew } = params;\n\n  const weights = Array.from(\n    { length: count },\n    (_unused, index) => 1 + ((skew - 1) * index) / (count - 1),\n  );\n  const weightSum = weights.reduce((sum, weight) => sum + weight, 0);\n\n  const ideal = weights.map((weight) => (weight / weightSum) * totalUnits);\n  const unitsPerRung = ideal.map((units) => Math.floor(units));\n  const leftoverUnits =\n    totalUnits - unitsPerRung.reduce((sum, units) => sum + units, 0);\n\n  Array.from({ length: count }, (_unused, index) => index)\n    .sort((left, right) => {\n      const fractionDelta =\n        ideal[right] - unitsPerRung[right] - (ideal[left] - unitsPerRung[left]);\n      return fractionDelta === 0 ? left - right : fractionDelta;\n    })\n    .slice(0, leftoverUnits)\n    .forEach((index) => {\n      unitsPerRung[index] += 1;\n    });\n\n  return unitsPerRung;\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.d.mts → orderTypes.d.ts}

@@ -1,5 +1,5 @@
-import type { Order, PositionTriggerOrder } from "../types/index.mjs";
-import type { OrderExecution, OrderType, StrategyOrderType, TriggerDirection, TriggerOrderType } from "../types/perps-types.mjs";
+import type { Order, PositionTriggerOrder } from '../types/index.js';
+import type { OrderExecution, OrderType, StrategyOrderType, TriggerDirection, TriggerOrderType } from '../types/perps-types.js';
 /**
  * All trigger placement types, in a stable order suitable for iteration
  * (validation tables, e2e matrices).
@@ -163,4 +163,4 @@ export declare function toSDKTimeInForce(timeInForce?: 'GTC' | 'IOC' | 'ALO'): '
  * @returns A stable string; `'0'` for both empty and absent.
  */
 export declare function hashTriggerOrders(orders?: PositionTriggerOrder[]): string;
-//# sourceMappingURL=orderTypes.d.mts.map
+//# sourceMappingURL=orderTypes.d.ts.map

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

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package/dist/utils/{orderTypes.mjs → orderTypes.js}

@@ -284,4 +284,4 @@ export function hashTriggerOrders(orders) {
         .map((order) => `${order.orderId}:${order.direction}:${order.orderType ?? '?'}@${order.triggerPrice}x${order.size}${order.isPartial ? 'p' : ''}`)
         .join(',');
 }
-//# sourceMappingURL=orderTypes.mjs.map
+//# sourceMappingURL=orderTypes.js.map

package/dist/utils/orderTypes.js.map

@@ -0,0 +1 @@
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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 * Resolve the scalar TP/SL summary price a position reports for one direction.\n *\n * The scalar fields are only ever scanned from position-bound triggers, so a\n * position whose only take profit (or stop loss) is quantity-scoped reported a\n * count of 1 with no price — and a client that renders the scalar showed\n * nothing. When the direction has exactly one trigger order, that order is the\n * price, whether or not it is position-bound.\n *\n * Two or more triggers keep the scanned value: no single price describes them,\n * and clients render the count instead. Zero triggers keep it too, because it\n * still carries the TP/SL of a *pending* order on the market, which the arrays\n * deliberately exclude.\n *\n * @param params - Resolution parameters\n * @param params.triggerOrders - Trigger orders attached to the position for one direction\n * @param params.scannedPrice - Price scanned from position-bound triggers, if any\n * @returns The price to report, or undefined when there is none\n */\nexport function resolvePositionTriggerSummaryPrice(params: {\n  triggerOrders: PositionTriggerOrder[];\n  scannedPrice?: string;\n}): string | undefined {\n  const { triggerOrders, scannedPrice } = params;\n\n  if (triggerOrders.length === 1) {\n    return triggerOrders[0].triggerPrice;\n  }\n\n  return scannedPrice;\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/{perpsConnectionAttemptContext.d.mts → perpsConnectionAttemptContext.d.ts}

@@ -4,4 +4,4 @@ export type PerpsConnectionAttemptContext = {
 };
 export declare function getPerpsConnectionAttemptContext(): PerpsConnectionAttemptContext | null;
 export declare function withPerpsConnectionAttemptContext<ValueType>(context: PerpsConnectionAttemptContext, callback: () => Promise<ValueType>): Promise<ValueType>;
-//# sourceMappingURL=perpsConnectionAttemptContext.d.mts.map
+//# sourceMappingURL=perpsConnectionAttemptContext.d.ts.map

package/dist/utils/perpsConnectionAttemptContext.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"perpsConnectionAttemptContext.d.ts","sourceRoot":"","sources":["../../src/utils/perpsConnectionAttemptContext.ts"],"names":[],"mappings":"AAAA,MAAM,MAAM,6BAA6B,GAAG;IAC1C,MAAM,EAAE,MAAM,CAAC;IACf,aAAa,EAAE,OAAO,CAAC;CACxB,CAAC;AAIF,wBAAgB,gCAAgC,IAAI,6BAA6B,GAAG,IAAI,CAEvF;AAED,wBAAsB,iCAAiC,CAAC,SAAS,EAC/D,OAAO,EAAE,6BAA6B,EACtC,QAAQ,EAAE,MAAM,OAAO,CAAC,SAAS,CAAC,GACjC,OAAO,CAAC,SAAS,CAAC,CASpB"}

package/dist/utils/{perpsConnectionAttemptContext.mjs → perpsConnectionAttemptContext.js}

@@ -12,4 +12,4 @@ export async function withPerpsConnectionAttemptContext(context, callback) {
         currentAttemptContext = previousContext;
     }
 }
-//# sourceMappingURL=perpsConnectionAttemptContext.mjs.map
+//# sourceMappingURL=perpsConnectionAttemptContext.js.map

package/dist/utils/perpsConnectionAttemptContext.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"perpsConnectionAttemptContext.js","sourceRoot":"","sources":["../../src/utils/perpsConnectionAttemptContext.ts"],"names":[],"mappings":"AAKA,IAAI,qBAAqB,GAAyC,IAAI,CAAC;AAEvE,MAAM,UAAU,gCAAgC;IAC9C,OAAO,qBAAqB,CAAC;AAC/B,CAAC;AAED,MAAM,CAAC,KAAK,UAAU,iCAAiC,CACrD,OAAsC,EACtC,QAAkC;IAElC,MAAM,eAAe,GAAG,qBAAqB,CAAC;IAC9C,qBAAqB,GAAG,OAAO,CAAC;IAEhC,IAAI,CAAC;QACH,OAAO,MAAM,QAAQ,EAAE,CAAC;IAC1B,CAAC;YAAS,CAAC;QACT,qBAAqB,GAAG,eAAe,CAAC;IAC1C,CAAC;AACH,CAAC","sourcesContent":["export type PerpsConnectionAttemptContext = {\n  source: string;\n  suppressError: boolean;\n};\n\nlet currentAttemptContext: PerpsConnectionAttemptContext | null = null;\n\nexport function getPerpsConnectionAttemptContext(): PerpsConnectionAttemptContext | null {\n  return currentAttemptContext;\n}\n\nexport async function withPerpsConnectionAttemptContext<ValueType>(\n  context: PerpsConnectionAttemptContext,\n  callback: () => Promise<ValueType>,\n): Promise<ValueType> {\n  const previousContext = currentAttemptContext;\n  currentAttemptContext = context;\n\n  try {\n    return await callback();\n  } finally {\n    currentAttemptContext = previousContext;\n  }\n}\n"]}

package/dist/utils/{perpsDiskPersistence.d.cts → perpsDiskPersistence.d.ts}

@@ -1,4 +1,4 @@
-import type { AccountState, Order, PerpsMarketData, Position } from "../types/index.cjs";
+import type { AccountState, Order, PerpsMarketData, Position } from '../types/index.js';
 /** Minimal disk cache interface required by persistence utilities. */
 export type PerpsDiskCache = {
     getItem(key: string): Promise<string | null>;
@@ -109,4 +109,4 @@ export declare function hydrateFromDiskSync(diskCache: PerpsDiskCache, currentMa
 }>, currentUserCache: Record<string, {
     timestamp: number;
 }>, staleGuardMs: number): HydrateFromDiskResult;
-//# sourceMappingURL=perpsDiskPersistence.d.cts.map
+//# sourceMappingURL=perpsDiskPersistence.d.ts.map

package/dist/utils/perpsDiskPersistence.d.ts.map

@@ -0,0 +1 @@
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package/dist/utils/{perpsDiskPersistence.mjs → perpsDiskPersistence.js}

@@ -1,4 +1,4 @@
-import { buildProviderCacheKey, PERPS_CONSTANTS, PERPS_DISK_CACHE_MARKETS, PERPS_DISK_CACHE_USER_DATA, PROVIDER_CONFIG } from "../constants/perpsConfig.mjs";
+import { buildProviderCacheKey, PERPS_CONSTANTS, PERPS_DISK_CACHE_MARKETS, PERPS_DISK_CACHE_USER_DATA, PROVIDER_CONFIG, } from '../constants/perpsConfig.js';
 /**
  * Multiplier applied to staleGuardMs (preloadGuardMs, currently 30s) to compute
  * the staleness cap for disk-hydrated timestamps. A factor of 10 ensures hydrated
@@ -248,4 +248,4 @@ export function hydrateFromDiskSync(diskCache, currentMarketCache, currentUserCa
         },
     };
 }
-//# sourceMappingURL=perpsDiskPersistence.mjs.map
+//# sourceMappingURL=perpsDiskPersistence.js.map

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{\n  buildProviderCacheKey,\n  PERPS_CONSTANTS,\n  PERPS_DISK_CACHE_MARKETS,\n  PERPS_DISK_CACHE_USER_DATA,\n  PROVIDER_CONFIG,\n} from '../constants/perpsConfig.js';\nimport type {\n  AccountState,\n  Order,\n  PerpsMarketData,\n  Position,\n} from '../types/index.js';\n\n/**\n * Multiplier applied to staleGuardMs (preloadGuardMs, currently 30s) to compute\n * the staleness cap for disk-hydrated timestamps. A factor of 10 ensures hydrated\n * data is always TTL-expired so the stream manager overwrites it with live data,\n * while still being recent enough for a useful first paint.\n */\nconst DISK_HYDRATION_STALENESS_FACTOR = 10;\n\n/** Minimal disk cache interface required by persistence utilities. */\nexport type PerpsDiskCache = {\n  getItem(key: string): Promise<string | null>;\n  getItemSync?(key: string): string | null;\n  setItem(key: string, value: string): Promise<void>;\n};\n\n/** Shape of a single market entry persisted to disk cache. */\nexport type DiskCacheMarketEntry = {\n  providerNetworkKey: string;\n  data: PerpsMarketData[];\n  timestamp: number;\n};\n\n/** Shape of a single user-data entry persisted to disk cache. */\nexport type DiskCacheUserEntry = {\n  providerNetworkKey: string;\n  address: string;\n  positions: Position[];\n  orders: Order[];\n  accountState: AccountState | null;\n  timestamp: number;\n  hip3ConfigVersion?: number;\n  dexes?: string[];\n};\n\n/** Disk payload shape — either a single entry or a multi-provider wrapper. */\nexport type DiskCacheMarketPayload =\n  | DiskCacheMarketEntry\n  | { entries: DiskCacheMarketEntry[] };\n\nexport type DiskCacheUserPayload =\n  | DiskCacheUserEntry\n  | { entries: DiskCacheUserEntry[] };\n\n/**\n * Build the disk-cache payload for market data.\n * In aggregated mode, groups markets by provider into separate entries.\n *\n * @param markets - Current market data snapshot.\n * @param activeProvider - The active provider id (may be \"aggregated\").\n * @param isTestnet - Global testnet flag.\n * @param now - Timestamp to stamp entries with.\n * @returns Payload ready for JSON serialization.\n */\nexport function buildMarketDataPayload(\n  markets: PerpsMarketData[],\n  activeProvider: string,\n  isTestnet: boolean,\n  now: number,\n): DiskCacheMarketPayload {\n  if (activeProvider === 'aggregated') {\n    const entriesByKey = new Map<string, DiskCacheMarketEntry>();\n    for (const market of markets) {\n      const providerId = market.providerId ?? PROVIDER_CONFIG.DefaultProvider;\n      const key = buildProviderCacheKey(providerId, isTestnet);\n      const existing = entriesByKey.get(key);\n      if (existing) {\n        existing.data.push(market);\n      } else {\n        entriesByKey.set(key, {\n          providerNetworkKey: key,\n          data: [market],\n          timestamp: now,\n        });\n      }\n    }\n    const entries = Array.from(entriesByKey.values());\n    return entries.length === 1 ? entries[0] : { entries };\n  }\n  return {\n    providerNetworkKey: buildProviderCacheKey(\n      activeProvider ?? PROVIDER_CONFIG.DefaultProvider,\n      isTestnet,\n    ),\n    data: markets,\n    timestamp: now,\n  };\n}\n\n/**\n * Build the disk-cache payload for user data (positions, orders, account).\n * In aggregated mode, groups entries by provider.\n *\n * @param positions - Current positions snapshot.\n * @param orders - Current orders snapshot.\n * @param accountState - Current account state snapshot.\n * @param address - EVM account address.\n * @param activeProvider - The active provider id (may be \"aggregated\").\n * @param isTestnet - Global testnet flag.\n * @param now - Timestamp to stamp entries with.\n * @returns Payload ready for JSON serialization.\n */\nexport function buildUserDataPayload(\n  positions: Position[],\n  orders: Order[],\n  accountState: AccountState | null,\n  address: string,\n  activeProvider: string,\n  isTestnet: boolean,\n  now: number,\n): DiskCacheUserPayload {\n  if (activeProvider === 'aggregated') {\n    const entriesByKey = new Map<string, DiskCacheUserEntry>();\n    const ensureEntry = (providerId: string): DiskCacheUserEntry => {\n      const key = buildProviderCacheKey(providerId, isTestnet);\n      let entry = entriesByKey.get(key);\n      if (!entry) {\n        entry = {\n          providerNetworkKey: key,\n          address,\n          positions: [],\n          orders: [],\n          accountState: null,\n          timestamp: now,\n        };\n        entriesByKey.set(key, entry);\n      }\n      return entry;\n    };\n\n    for (const position of positions) {\n      ensureEntry(\n        position.providerId ?? PROVIDER_CONFIG.DefaultProvider,\n      ).positions.push(position);\n    }\n    for (const order of orders) {\n      ensureEntry(\n        order.providerId ?? PROVIDER_CONFIG.DefaultProvider,\n      ).orders.push(order);\n    }\n    if (accountState) {\n      ensureEntry(\n        accountState.providerId ?? PROVIDER_CONFIG.DefaultProvider,\n      ).accountState = accountState;\n    }\n\n    const entries = Array.from(entriesByKey.values()).filter(\n      (entry) =>\n        entry.positions.length > 0 ||\n        entry.orders.length > 0 ||\n        entry.accountState !== null,\n    );\n    return entries.length === 1 ? entries[0] : { entries };\n  }\n  return {\n    providerNetworkKey: buildProviderCacheKey(\n      activeProvider ?? PROVIDER_CONFIG.DefaultProvider,\n      isTestnet,\n    ),\n    address,\n    positions,\n    orders,\n    accountState,\n    timestamp: now,\n  };\n}\n\n/**\n * Write market entries to disk (best-effort, non-blocking).\n *\n * @param diskCache - Disk cache instance from controller infrastructure.\n * @param entries - Pre-assembled market cache entries to persist.\n */\nexport function persistMarketEntriesToDisk(\n  diskCache: PerpsDiskCache,\n  entries: DiskCacheMarketEntry[],\n): void {\n  if (entries.length === 0) {\n    return;\n  }\n  const payload = entries.length === 1 ? entries[0] : { entries };\n  diskCache\n    .setItem(PERPS_DISK_CACHE_MARKETS, JSON.stringify(payload))\n    .catch(() => {\n      // Disk persistence is best-effort and must never block preload.\n    });\n}\n\n/**\n * Write user data entries to disk (best-effort, non-blocking).\n *\n * @param diskCache - Disk cache instance from controller infrastructure.\n * @param entries - Pre-assembled user cache entries to persist.\n */\nexport async function persistUserEntriesToDisk(\n  diskCache: PerpsDiskCache,\n  entries: DiskCacheUserEntry[],\n): Promise<void> {\n  if (entries.length === 0) {\n    return;\n  }\n  const payload = entries.length === 1 ? entries[0] : { entries };\n  await diskCache.setItem(PERPS_DISK_CACHE_USER_DATA, JSON.stringify(payload));\n}\n\n/** Computed updates returned by hydrateFromDiskSync. */\nexport type HydrateFromDiskResult = {\n  marketUpdates: Record<string, { data: PerpsMarketData[]; timestamp: number }>;\n  userUpdates: Record<\n    string,\n    {\n      positions: Position[];\n      orders: Order[];\n      accountState: AccountState | null;\n      timestamp: number;\n      address: string;\n      hip3ConfigVersion?: number;\n      dexes?: string[];\n    }\n  >;\n  stats: {\n    marketCount: number;\n    userPositions: number;\n    userOrders: number;\n    durationMs: number;\n  };\n};\n\n/**\n * Read disk-persisted cache snapshots and compute the state updates to apply.\n * Returns plain objects rather than mutating state directly, so the caller\n * can apply all changes in a single batched this.update() call.\n *\n * All returned timestamps are capped at DISK_HYDRATION_STALENESS_FACTOR * staleGuardMs\n * in the past so the stream manager always overwrites disk data with fresh live data.\n *\n * @param diskCache - Disk cache instance from controller infrastructure.\n * @param currentMarketCache - Current cachedMarketDataByProvider state.\n * @param currentUserCache - Current cachedUserDataByProvider state.\n * @param staleGuardMs - preloadGuardMs constant from the controller.\n * @returns Updates to apply plus stats for debug logging.\n */\nexport function hydrateFromDiskSync(\n  diskCache: PerpsDiskCache,\n  currentMarketCache: Record<string, { timestamp: number }>,\n  currentUserCache: Record<string, { timestamp: number }>,\n  staleGuardMs: number,\n): HydrateFromDiskResult {\n  const hydrateT0 = Date.now();\n  const marketUpdates: HydrateFromDiskResult['marketUpdates'] = {};\n  const userUpdates: HydrateFromDiskResult['userUpdates'] = {};\n  let marketCount = 0;\n  let userPositions = 0;\n  let userOrders = 0;\n\n  if (!diskCache.getItemSync) {\n    return {\n      marketUpdates,\n      userUpdates,\n      stats: { marketCount, userPositions, userOrders, durationMs: 0 },\n    };\n  }\n\n  const staleHydratedTimestamp =\n    Date.now() - staleGuardMs * DISK_HYDRATION_STALENESS_FACTOR - 1;\n\n  try {\n    const marketsRaw = diskCache.getItemSync(PERPS_DISK_CACHE_MARKETS);\n    const userRaw = diskCache.getItemSync(PERPS_DISK_CACHE_USER_DATA);\n\n    if (marketsRaw) {\n      try {\n        const parsed = JSON.parse(marketsRaw) as\n          | DiskCacheMarketEntry\n          | { entries: DiskCacheMarketEntry[] };\n        const entries = Array.isArray((parsed as { entries?: unknown }).entries)\n          ? (parsed as { entries: DiskCacheMarketEntry[] }).entries\n          : [parsed as DiskCacheMarketEntry];\n\n        for (const entry of entries) {\n          if (entry.providerNetworkKey && Array.isArray(entry.data)) {\n            const existing = currentMarketCache[entry.providerNetworkKey];\n            if (!existing || existing.timestamp < entry.timestamp) {\n              const strippedData = entry.data.map((market) => {\n                const structuralMarket = { ...market };\n                if (\n                  structuralMarket.dataSource ===\n                  'terminal-global-snapshot-mark'\n                ) {\n                  delete structuralMarket.trend;\n                }\n                delete structuralMarket.dataSource;\n                delete structuralMarket.sourceExpiresAt;\n                return {\n                  ...structuralMarket,\n                  price: PERPS_CONSTANTS.FallbackPriceDisplay,\n                  change24h: PERPS_CONSTANTS.FallbackDataDisplay,\n                  change24hPercent: PERPS_CONSTANTS.FallbackPercentageDisplay,\n                };\n              });\n              marketUpdates[entry.providerNetworkKey] = {\n                data: strippedData,\n                // Disk-hydrated market snapshots are only for structural\n                // first paint. Keep them TTL-stale so the stream manager\n                // still fetches fresh prices on connect.\n                timestamp: Math.min(entry.timestamp, staleHydratedTimestamp),\n              };\n              marketCount += strippedData.length;\n            }\n          }\n        }\n      } catch {\n        // Corrupt JSON — silently ignore\n      }\n    }\n\n    if (userRaw) {\n      try {\n        const parsed = JSON.parse(userRaw) as\n          | DiskCacheUserEntry\n          | { entries: DiskCacheUserEntry[] };\n        const entries = Array.isArray((parsed as { entries?: unknown }).entries)\n          ? (parsed as { entries: DiskCacheUserEntry[] }).entries\n          : [parsed as DiskCacheUserEntry];\n\n        for (const entry of entries) {\n          if (entry.providerNetworkKey && entry.address) {\n            // Skip address check here — accounts may not be loaded yet at\n            // constructor time. getCachedUserDataForActiveProvider validates\n            // the address at read time, so stale-account data is never served.\n            const existing = currentUserCache[entry.providerNetworkKey];\n            if (!existing || existing.timestamp < entry.timestamp) {\n              userUpdates[entry.providerNetworkKey] = {\n                positions: entry.positions,\n                orders: entry.orders,\n                accountState: entry.accountState,\n                timestamp: Math.min(entry.timestamp, staleHydratedTimestamp),\n                address: entry.address,\n                hip3ConfigVersion: entry.hip3ConfigVersion,\n                dexes: entry.dexes,\n              };\n              userPositions += entry.positions.length;\n              userOrders += entry.orders.length;\n            }\n          }\n        }\n      } catch {\n        // Corrupt JSON — silently ignore\n      }\n    }\n  } catch {\n    // Disk read failure — non-critical\n  }\n\n  return {\n    marketUpdates,\n    userUpdates,\n    stats: {\n      marketCount,\n      userPositions,\n      userOrders,\n      durationMs: Date.now() - hydrateT0,\n    },\n  };\n}\n"]}

package/dist/utils/{perpsFormatters.d.cts → perpsFormatters.d.ts}

@@ -201,4 +201,4 @@ export declare const formatPercentage: (value: string | number, decimals?: numbe
 export declare const formatFundingRate: (value?: number | null, options?: {
     showZero?: boolean;
 }) => string;
-//# sourceMappingURL=perpsFormatters.d.cts.map
+//# sourceMappingURL=perpsFormatters.d.ts.map

package/dist/utils/perpsFormatters.d.ts.map

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package/dist/utils/{perpsFormatters.mjs → perpsFormatters.js}

@@ -8,7 +8,7 @@
  * Intl.NumberFormat instances are cached in a module-level Map keyed by
  * serialized options, avoiding repeated construction costs.
  */
-import { DECIMAL_PRECISION_CONFIG, FUNDING_RATE_CONFIG, PERPS_CONSTANTS } from "../constants/perpsConfig.mjs";
+import { DECIMAL_PRECISION_CONFIG, FUNDING_RATE_CONFIG, PERPS_CONSTANTS, } from '../constants/perpsConfig.js';
 // Module-level Intl.NumberFormat cache (keyed by serialized options).
 const _fmtCache = new Map();
 function _formatCurrency(value, currency, opts) {
@@ -497,4 +497,4 @@ export const formatFundingRate = (value, options) => {
     }
     return `${formatted}%`;
 };
-//# sourceMappingURL=perpsFormatters.mjs.map
+//# sourceMappingURL=perpsFormatters.js.map

package/dist/utils/perpsFormatters.js.map

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* Portable perps decimal formatters.\n *\n * These are the canonical implementations, exported from the controller so\n * extension and any future consumer can import them directly.\n * No mobile-specific imports — safe to sync to Core.\n *\n * Intl.NumberFormat instances are cached in a module-level Map keyed by\n * serialized options, avoiding repeated construction costs.\n */\nimport {\n  DECIMAL_PRECISION_CONFIG,\n  FUNDING_RATE_CONFIG,\n  PERPS_CONSTANTS,\n} from '../constants/perpsConfig.js';\n\n// Module-level Intl.NumberFormat cache (keyed by serialized options).\nconst _fmtCache = new Map<string, Intl.NumberFormat>();\n\nfunction _formatCurrency(\n  value: number,\n  currency: string,\n  opts: { minimumFractionDigits: number; maximumFractionDigits: number },\n): string {\n  const key = `${currency}:${opts.minimumFractionDigits}:${opts.maximumFractionDigits}`;\n  let formatter = _fmtCache.get(key);\n  if (!formatter) {\n    formatter = new Intl.NumberFormat('en-US', {\n      style: 'currency',\n      currency,\n      currencyDisplay: 'narrowSymbol',\n      minimumFractionDigits: opts.minimumFractionDigits,\n      maximumFractionDigits: opts.maximumFractionDigits,\n    });\n    _fmtCache.set(key, formatter);\n  }\n  return formatter.format(value);\n}\n\n/**\n * Internal equivalent of the mobile formatWithThreshold utility.\n * Formats a currency value, returning \"<$X.XX\" for values below threshold.\n *\n * @param amount - The numeric amount to format.\n * @param threshold - The threshold below which the \"<\" prefix is shown.\n * @param options - Intl formatting options.\n * @param options.currency - ISO 4217 currency code.\n * @param options.minimumFractionDigits - Minimum decimal digits.\n * @param options.maximumFractionDigits - Maximum decimal digits.\n * @returns Formatted currency string.\n */\nfunction _formatWithThreshold(\n  amount: number,\n  threshold: number,\n  options: {\n    currency: string;\n    minimumFractionDigits: number;\n    maximumFractionDigits: number;\n  },\n): string {\n  const formatOpts = {\n    minimumFractionDigits: options.minimumFractionDigits,\n    maximumFractionDigits: options.maximumFractionDigits,\n    currencyDisplay: 'narrowSymbol' as const,\n  };\n  if (amount === 0) {\n    return _formatCurrency(0, options.currency, formatOpts);\n  }\n  return Math.abs(amount) < threshold\n    ? `<${_formatCurrency(threshold, options.currency, formatOpts)}`\n    : _formatCurrency(amount, options.currency, formatOpts);\n}\n\n/**\n * Price threshold constants for PRICE_RANGES_UNIVERSAL\n * These define the boundaries between different formatting ranges\n */\nexport const PRICE_THRESHOLD = {\n  /** Very high values boundary (> $100k) */\n  VERY_HIGH: 100_000,\n  /** High values boundary (> $10k) */\n  HIGH: 10_000,\n  /** Large values boundary (> $1k) */\n  LARGE: 1_000,\n  /** Medium values boundary (> $100) */\n  MEDIUM: 100,\n  /** Medium-low values boundary (> $10) */\n  MEDIUM_LOW: 10,\n  /** Low values boundary (>= $0.01) */\n  LOW: 0.01,\n  /**\n   * Very small values threshold (< $0.01)\n   * This is the minimum value for formatWithThreshold and should align with\n   * the 6 decimal maximum (0.000001 is the smallest representable value)\n   */\n  VERY_SMALL: 0.000001,\n} as const;\n\n/**\n * Configuration for a specific number range formatting\n */\nexport type FiatRangeConfig = {\n  /**\n   * The condition to match for this range (e.g., < 0.0001, < 1, >= 1000)\n   * Function should return true if this config should be applied\n   */\n  condition: (value: number) => boolean;\n  /** Minimum decimal places for this range */\n  minimumDecimals: number;\n  /** Maximum decimal places for this range */\n  maximumDecimals: number;\n  /** Optional threshold for formatWithThreshold (defaults to the range boundary) */\n  threshold?: number;\n  /** Optional significant digits for this range (overrides decimal places when set) */\n  significantDigits?: number;\n  /** Optional custom formatting logic for this range */\n  customFormat?: (value: number, locale: string, currency: string) => string;\n  /** Optional flag to strip trailing zeros for this range (overrides global stripTrailingZeros option) */\n  stripTrailingZeros?: boolean;\n  /**\n   * Optional flag for fiat-style stripping (only strips .00, preserves meaningful decimals like .10, .40)\n   * When true, \"$1,250.00\" → \"$1,250\" but \"$1,250.10\" stays \"$1,250.10\"\n   * When false (default), strips all trailing zeros: \"$1,250.10\" → \"$1,250.1\"\n   */\n  fiatStyleStripping?: boolean;\n};\n\n/**\n * Formats a number to a specific number of significant digits\n * Strips trailing zeros unless minDecimals requires them\n *\n * @param value - The numeric value to format\n * @param significantDigits - Number of significant digits to maintain\n * @param minDecimals - Minimum decimal places to show (may add zeros)\n * @param maxDecimals - Maximum decimal places allowed\n * @returns Formatted number with appropriate precision, trailing zeros removed\n */\nexport function formatWithSignificantDigits(\n  value: number,\n  significantDigits: number,\n  minDecimals?: number,\n  maxDecimals?: number,\n): { value: number; decimals: number } {\n  // Handle special cases\n  if (value === 0) {\n    // Return zero with no trailing decimals by default (matches stripTrailingZeros behavior)\n    // Can be overridden by explicit minDecimals if needed\n    return { value: 0, decimals: minDecimals ?? 0 };\n  }\n\n  const absValue = Math.abs(value);\n\n  // For numbers >= 1, calculate decimals based on magnitude to achieve target significant figures\n  // This ensures consistent precision across different price ranges:\n  // Examples with 4 significant figures:\n  //   $123,456.78 → $123,456.78 (≥$1000: 2 decimals minimum, 8 sig figs)\n  //   $456.12 → $456.12 (≥$10: 2 decimals minimum, 5 sig figs)\n  //   $56.123 → $56.123 (≥$10: 2 decimals minimum, 5 sig figs)\n  //   $5.123 → $5.123 ($1-$10: 3 decimals = 4 sig figs)\n  //   $2.801 → $2.801 ($1-$10: 3 decimals = 4 sig figs)\n  //   $1.234 → $1.234 ($1-$10: 3 decimals = 4 sig figs)\n  if (absValue >= 1) {\n    let targetDecimals: number;\n\n    // Calculate decimals needed based on integer digits to achieve target significant figures\n    // For $38.388 with 5 sig figs: 2 integer digits, need 3 decimals (3,8,3,8,8)\n    // For $123.45 with 5 sig figs: 3 integer digits, need 2 decimals (1,2,3,4,5)\n    const integerDigits = Math.floor(Math.log10(absValue)) + 1;\n    const decimalsNeeded = significantDigits - integerDigits;\n    targetDecimals = Math.max(decimalsNeeded, 0); // Can't have negative decimals\n\n    // Apply explicit minimum decimals constraint if provided (for special cases)\n    if (minDecimals !== undefined && targetDecimals < minDecimals) {\n      targetDecimals = minDecimals;\n    }\n\n    // Apply maximum decimals constraint if specified\n    const finalDecimals =\n      maxDecimals === undefined\n        ? targetDecimals\n        : Math.min(targetDecimals, maxDecimals);\n\n    // Round to prevent floating-point artifacts (e.g., 2.820000000000003 → 2.82)\n    const roundedValue = Number(value.toFixed(finalDecimals));\n\n    return {\n      value: roundedValue,\n      decimals: finalDecimals,\n    };\n  }\n\n  // For numbers < 1, use toPrecision to limit to significantDigits\n  // Examples: 0.1234, 0.01234 should show exactly 4 sig figs\n  const precisionStr = absValue.toPrecision(significantDigits);\n  const precisionNum = parseFloat(precisionStr);\n\n  // Convert to string to count actual decimals after trailing zeros are removed\n  const valueStr = precisionNum.toString();\n  const [, decPart = ''] = valueStr.split('.');\n  let actualDecimals = decPart.length;\n\n  // Apply min/max decimal constraints\n  if (minDecimals !== undefined && actualDecimals < minDecimals) {\n    actualDecimals = minDecimals; // Will add zeros if needed\n  }\n  if (maxDecimals !== undefined && actualDecimals > maxDecimals) {\n    actualDecimals = maxDecimals;\n  }\n\n  // Return the value with sign restored and decimal count\n  return {\n    value: value < 0 ? -precisionNum : precisionNum,\n    decimals: actualDecimals,\n  };\n}\n\n/**\n * Minimal view fiat range configuration\n * Uses fiat-style stripping for clean currency display\n * Strips only .00 to avoid partial decimals like $1,250.1\n */\nexport const PRICE_RANGES_MINIMAL_VIEW: FiatRangeConfig[] = [\n  {\n    // Large values (>= $1000): Strip .00 only ($5,000 not $5,000.00, but $5,000.10 stays)\n    condition: (val: number) => Math.abs(val) >= PRICE_THRESHOLD.LARGE,\n    minimumDecimals: 2,\n    maximumDecimals: 2,\n    threshold: PRICE_THRESHOLD.LARGE,\n    stripTrailingZeros: true,\n    fiatStyleStripping: true,\n  },\n  {\n    // Small values (< $1000): Also use fiat-style stripping ($100 not $100.00, but $13.40 stays)\n    condition: () => true,\n    minimumDecimals: 2,\n    maximumDecimals: 2,\n    threshold: PRICE_THRESHOLD.LOW,\n    stripTrailingZeros: true,\n    fiatStyleStripping: true,\n  },\n];\n\n/**\n * Universal price range configuration following comprehensive rules from rules-decimals.md\n *\n * Rules:\n * - Max 6 decimals across all ranges (Hyperliquid limit)\n * - Strip trailing zeros by default\n * - Use |v| (absolute value) for conditions\n *\n * Significant digits by range:\n * - > $100,000: 6 sig digs\n * - $100,000 > x > $0.01: 5 sig digs\n * - < $0.01: 4 sig digs\n *\n * Decimal limits by price range:\n * - |v| > 10,000: min 0, max 0 decimals; 5 sig digs (6 if >100k)\n * - |v| > 1,000: min 0, max 1 decimal; 5 sig digs\n * - |v| > 100: min 0, max 2 decimals; 5 sig digs\n * - |v| > 10: min 0, max 4 decimals; 5 sig digs\n * - |v| ≥ 0.01: 5 sig digs, min 2, max 6 decimals\n * - |v| < 0.01: 4 sig digs, min 2, max 6 decimals\n *\n * Examples:\n * - $123,456.78 → $123,457 (>$10k: 0 decimals, 6 sig figs)\n * - $12,345.67 → $12,346 (>$10k: 0 decimals, 5 sig figs)\n * - $1,234.56 → $1,234.6 ($1k-$10k: 1 decimal, 5 sig figs)\n * - $123.456 → $123.46 ($100-$1k: 2 decimals, 5 sig figs)\n * - $12.34567 → $12.346 ($10-$100: 4 decimals, 5 sig figs)\n * - $1.3445555 → $1.3446 (≥$0.01: 5 sig figs)\n * - $0.333333 → $0.33333 (≥$0.01: 5 sig figs)\n * - $0.004236 → $0.004236 (<$0.01: 4 sig figs, max 6 decimals)\n * - $0.0000006 → $0.000001 (<$0.01: 4 sig figs, rounds with max 6 decimals)\n */\nexport const PRICE_RANGES_UNIVERSAL: FiatRangeConfig[] = [\n  {\n    // Very high values (> $100,000): No decimals, 6 significant figures\n    // Ex: $123,456.78 → $123,457\n    condition: (val) => Math.abs(val) > PRICE_THRESHOLD.VERY_HIGH,\n    minimumDecimals: 0,\n    maximumDecimals: 0,\n    significantDigits: 6,\n    threshold: PRICE_THRESHOLD.VERY_HIGH,\n  },\n  {\n    // High values ($10,000-$100,000]: No decimals, 5 significant figures\n    // Ex: $12,345.67 → $12,346\n    condition: (val) => Math.abs(val) > PRICE_THRESHOLD.HIGH,\n    minimumDecimals: 0,\n    maximumDecimals: 0,\n    significantDigits: 5,\n    threshold: PRICE_THRESHOLD.HIGH,\n  },\n  {\n    // Large values ($1,000-$10,000]: Max 1 decimal, 5 significant figures\n    // Ex: $1,234.56 → $1,234.6\n    condition: (val) => Math.abs(val) > PRICE_THRESHOLD.LARGE,\n    minimumDecimals: 0,\n    maximumDecimals: 1,\n    significantDigits: 5,\n    threshold: PRICE_THRESHOLD.LARGE,\n  },\n  {\n    // Medium values ($100-$1,000]: Max 2 decimals, 5 significant figures\n    // Ex: $123.456 → $123.46\n    condition: (val) => Math.abs(val) > PRICE_THRESHOLD.MEDIUM,\n    minimumDecimals: 0,\n    maximumDecimals: 2,\n    significantDigits: 5,\n    threshold: PRICE_THRESHOLD.MEDIUM,\n  },\n  {\n    // Medium-low values ($10-$100]: Max 4 decimals, 5 significant figures\n    // Ex: $12.34567 → $12.346\n    condition: (val) => Math.abs(val) > PRICE_THRESHOLD.MEDIUM_LOW,\n    minimumDecimals: 0,\n    maximumDecimals: 4,\n    significantDigits: 5,\n    threshold: PRICE_THRESHOLD.MEDIUM_LOW,\n  },\n  {\n    // Low values ($0.01-$10]: 5 significant figures, min 2 max MAX_PRICE_DECIMALS decimals\n    // Ex: $1.3445555 → $1.3446 | $0.333333 → $0.33333\n    condition: (val) => Math.abs(val) >= PRICE_THRESHOLD.LOW,\n    significantDigits: 5,\n    minimumDecimals: 2,\n    maximumDecimals: DECIMAL_PRECISION_CONFIG.MaxPriceDecimals,\n    threshold: PRICE_THRESHOLD.LOW,\n  },\n  {\n    // Very small values (< $0.01): 4 significant figures, min 2 max MAX_PRICE_DECIMALS decimals\n    // Ex: $0.004236 → $0.004236 | $0.0000006 → $0.000001\n    condition: () => true,\n    significantDigits: 4,\n    minimumDecimals: 2,\n    maximumDecimals: DECIMAL_PRECISION_CONFIG.MaxPriceDecimals,\n    threshold: PRICE_THRESHOLD.VERY_SMALL,\n  },\n];\n\n/**\n * Formats a balance value as USD currency with appropriate decimal places\n *\n * @param balance - Raw numeric balance value (e.g., 1234.56, not token minimal denomination)\n * @param options - Optional formatting options\n * @param options.minimumDecimals - Global minimum decimal places (overrides range configs)\n * @param options.maximumDecimals - Global maximum decimal places (overrides range configs)\n * @param options.significantDigits - Global significant digits (overrides decimal settings when set)\n * @param options.ranges - Custom range configurations (defaults to PRICE_RANGES_MINIMAL_VIEW)\n * @param options.currency - Currency code (default: 'USD')\n * @param options.locale - Locale for formatting (default: 'en-US')\n * @param options.stripTrailingZeros - Strip trailing zeros from output (default: false via PRICE_RANGES_MINIMAL_VIEW). When true, overrides minimumDecimals constraint.\n * @returns Formatted currency string with variable decimals based on configured ranges\n * @example\n * // Using defaults (preserves trailing zeros for fiat)\n * formatPerpsFiat(1234.56) => \"$1,234.56\"\n * formatPerpsFiat(1250.00) => \"$1,250.00\"  // Trailing zeros preserved\n * formatPerpsFiat(50000) => \"$50,000.00\"   // Trailing zeros preserved\n *\n * // Stripping trailing zeros when needed (e.g., for crypto)\n * formatPerpsFiat(1250, { stripTrailingZeros: true }) => \"$1,250\"\n *\n * // With custom ranges\n * formatPerpsFiat(0.00001, {\n *   ranges: [\n *     { condition: (v) => v < 0.001, minimumDecimals: 6, maximumDecimals: 8 },\n *     { condition: () => true, minimumDecimals: 2, maximumDecimals: 2 }\n *   ]\n * }) => \"$0.00001\"  // Trailing zero stripped\n *\n * // With significant digits\n * formatPerpsFiat(1234.56789, { significantDigits: 5 }) => \"$1,234.6\"\n * formatPerpsFiat(0.0001234, { significantDigits: 3 }) => \"$0.000123\"\n */\nexport const formatPerpsFiat = (\n  balance: string | number,\n  options?: {\n    minimumDecimals?: number;\n    maximumDecimals?: number;\n    significantDigits?: number;\n    ranges?: FiatRangeConfig[];\n    currency?: string;\n    locale?: string;\n    stripTrailingZeros?: boolean;\n  },\n): string => {\n  const value = typeof balance === 'string' ? parseFloat(balance) : balance;\n  const currency = options?.currency ?? 'USD';\n\n  let formatted: string;\n\n  if (isNaN(value)) {\n    // Return placeholder for invalid values to avoid confusion with actual $0 values\n    return PERPS_CONSTANTS.FallbackPriceDisplay;\n  }\n\n  // Use custom ranges or defaults\n  const ranges = options?.ranges ?? PRICE_RANGES_MINIMAL_VIEW;\n\n  // Find the first matching range configuration\n  const rangeConfig = ranges.find((range) => range.condition(value));\n\n  if (rangeConfig) {\n    // Check for significant digits (global or range-specific)\n    const sigDigits =\n      options?.significantDigits ?? rangeConfig.significantDigits;\n\n    // If significant digits are specified, use them\n    if (sigDigits) {\n      // Get min/max decimals (global overrides range, range overrides default)\n      const minDecimals =\n        options?.minimumDecimals ?? rangeConfig.minimumDecimals;\n      const maxDecimals =\n        options?.maximumDecimals ?? rangeConfig.maximumDecimals;\n\n      // Calculate appropriate formatting based on significant digits\n      const { value: formattedValue, decimals } = formatWithSignificantDigits(\n        value,\n        sigDigits,\n        minDecimals,\n        maxDecimals,\n      );\n\n      // Format with the calculated decimal places\n      formatted = _formatWithThreshold(\n        formattedValue,\n        rangeConfig.threshold ?? 0.01,\n        {\n          currency,\n          minimumFractionDigits: decimals,\n          maximumFractionDigits: decimals,\n        },\n      );\n    } else {\n      // Standard decimal-based formatting (existing logic)\n      const minDecimals =\n        options?.minimumDecimals ?? rangeConfig.minimumDecimals;\n      const maxDecimals =\n        options?.maximumDecimals ?? rangeConfig.maximumDecimals;\n\n      // Use custom formatting if provided\n      if (rangeConfig.customFormat) {\n        formatted = rangeConfig.customFormat(\n          value,\n          options?.locale ?? 'en-US',\n          currency,\n        );\n      } else {\n        // Use standard formatting with threshold\n        formatted = _formatWithThreshold(value, rangeConfig.threshold ?? 0.01, {\n          currency,\n          minimumFractionDigits: minDecimals,\n          maximumFractionDigits: maxDecimals,\n        });\n      }\n    }\n  } else {\n    // Fallback if no range matches (shouldn't happen with proper default config)\n    const fallbackMin = options?.minimumDecimals ?? 2;\n    const fallbackMax = options?.maximumDecimals ?? 2;\n    formatted = _formatWithThreshold(value, 0.01, {\n      currency,\n      minimumFractionDigits: fallbackMin,\n      maximumFractionDigits: fallbackMax,\n    });\n  }\n\n  // Post-process: strip trailing zeros unless explicitly disabled\n  // Priority: explicit options.stripTrailingZeros false > rangeConfig > options default > true\n  // If options.stripTrailingZeros is explicitly false, skip stripping entirely\n  if (options?.stripTrailingZeros === false) {\n    return formatted;\n  }\n\n  // Otherwise check range config or default to true\n  const shouldStrip =\n    rangeConfig?.stripTrailingZeros ?? options?.stripTrailingZeros ?? true;\n\n  if (shouldStrip) {\n    // Check if fiat-style stripping is enabled (only strips .00)\n    const useFiatStyle = rangeConfig?.fiatStyleStripping ?? false;\n\n    if (useFiatStyle) {\n      // Fiat-style: Only strip .00 (no meaningful decimals), preserve 2-decimal format\n      // Examples: $1,250.00 → $1,250 | $1,000.10 → $1,000.10 | $13.40 → $13.40\n      return formatted.replace(/\\.00$/u, '');\n    }\n    // Standard: Strip all trailing zeros after decimal point\n    // Examples: $1,250.00 → $1,250 | $100.0 → $100 | $10.5 → $10.5 | $1.234 → $1.234\n    return formatted.replace(/(\\.\\d*?)0+$/u, '$1').replace(/\\.$/u, '');\n  }\n\n  return formatted;\n};\n\n/**\n * Formats position size with variable decimal precision based on magnitude or asset-specific decimals\n * Removes trailing zeros to match task requirements\n *\n * @param size - Raw position size value\n * @param szDecimals - Optional asset-specific decimal precision from Hyperliquid metadata (e.g., BTC=5, ETH=4, DOGE=1)\n * @returns Format varies by size or uses asset-specific decimals, with trailing zeros removed:\n * If szDecimals provided: Uses exact decimals (e.g., 0.00009 BTC with szDecimals=5 => \"0.00009\")\n * Otherwise falls back to magnitude-based logic:\n * - Size < 0.01: Up to 6 decimals (e.g., \"0.00009\" not \"0.000090\")\n * - Size < 1: Up to 4 decimals (e.g., \"0.0024\" not \"0.002400\")\n * - Size >= 1: Up to 2 decimals (e.g., \"44\" not \"44.00\")\n * @example formatPositionSize(0.00009, 5) => \"0.00009\" (uses szDecimals)\n * @example formatPositionSize(44.00, 1) => \"44\" (uses szDecimals, trailing zeros removed)\n * @example formatPositionSize(0.0024) => \"0.0024\" (no szDecimals, uses magnitude logic)\n * @example formatPositionSize(44.00) => \"44\" (no szDecimals, uses magnitude logic)\n */\nexport const formatPositionSize = (\n  size: string | number,\n  szDecimals?: number,\n): string => {\n  const value = typeof size === 'string' ? parseFloat(size) : size;\n\n  if (isNaN(value) || value === 0) {\n    return '0';\n  }\n\n  // Use asset-specific decimals if provided (Hyperliquid metadata)\n  if (szDecimals !== undefined) {\n    const fixed = value.toFixed(szDecimals);\n    // Only strip trailing zeros when a decimal point is present; toFixed(0)\n    // returns an integer string and the regex would otherwise eat valid zeros\n    // on whole-unit assets (szDecimals=0), e.g. \"100\" -> \"1\".\n    return fixed.includes('.') ? fixed.replace(/\\.?0+$/u, '') : fixed;\n  }\n\n  // Fallback: magnitude-based decimal logic for backwards compatibility\n  const abs = Math.abs(value);\n  let formatted: string;\n\n  if (abs < 0.01) {\n    // For very small numbers, use more decimal places\n    formatted = value.toFixed(6);\n  } else if (abs < 1) {\n    // For small numbers, use 4 decimal places\n    formatted = value.toFixed(4);\n  } else {\n    // For normal numbers, use 2 decimal places\n    formatted = value.toFixed(2);\n  }\n\n  // Remove trailing zeros and unnecessary decimal point\n  return formatted.replace(/\\.?0+$/u, '');\n};\n\n/**\n * Formats a PnL (Profit and Loss) value with sign prefix\n *\n * @param pnl - Raw numeric PnL value (positive for profit, negative for loss)\n * @returns Format: \"+$X,XXX.XX\" or \"-$X,XXX.XX\" (always shows sign, 2 decimals)\n * @example formatPnl(1234.56) => \"+$1,234.56\"\n * @example formatPnl(-500) => \"-$500.00\"\n * @example formatPnl(0) => \"+$0.00\"\n */\nexport const formatPnl = (pnl: string | number): string => {\n  const value = typeof pnl === 'string' ? parseFloat(pnl) : pnl;\n\n  if (isNaN(value)) {\n    return PERPS_CONSTANTS.ZeroAmountDetailedDisplay;\n  }\n\n  const formatted = _formatCurrency(Math.abs(value), 'USD', {\n    minimumFractionDigits: 2,\n    maximumFractionDigits: 2,\n  });\n\n  return value >= 0 ? `+${formatted}` : `-${formatted}`;\n};\n\n/**\n * Formats a percentage value with sign prefix\n *\n * @param value - Raw percentage value (e.g., 5.25 for 5.25%, not 0.0525)\n * @param decimals - Number of decimal places to show (default: 2)\n * @returns Format: \"+X.XX%\" or \"-X.XX%\" (always shows sign, 2 decimals)\n * @example formatPercentage(5.25) => \"+5.25%\"\n * @example formatPercentage(-2.75) => \"-2.75%\"\n * @example formatPercentage(0) => \"+0.00%\"\n */\nexport const formatPercentage = (\n  value: string | number,\n  decimals: number = 2,\n): string => {\n  const parsed = typeof value === 'string' ? parseFloat(value) : value;\n\n  if (isNaN(parsed)) {\n    return '0.00%';\n  }\n\n  return `${parsed >= 0 ? '+' : ''}${parsed.toFixed(decimals)}%`;\n};\n\n/**\n * Formats funding rate for display\n *\n * @param value - Raw funding rate value (decimal, not percentage)\n * @param options - Optional formatting options\n * @param options.showZero - Whether to return zero display value for zero/undefined (default: true)\n * @returns Formatted funding rate as percentage string\n * @example formatFundingRate(0.0005) => \"0.0500%\"\n * @example formatFundingRate(-0.0001) => \"-0.0100%\"\n * @example formatFundingRate(0.000000059) => \"<0.0001%\"\n * @example formatFundingRate(-0.000000059) => \"-<0.0001%\"\n * @example formatFundingRate(undefined) => \"0.0000%\"\n */\nexport const formatFundingRate = (\n  value?: number | null,\n  options?: { showZero?: boolean },\n): string => {\n  const showZero = options?.showZero ?? true;\n\n  if (value === undefined || value === null) {\n    return showZero ? FUNDING_RATE_CONFIG.ZeroDisplay : '';\n  }\n\n  const percentage = value * FUNDING_RATE_CONFIG.PercentageMultiplier;\n  const formatted = percentage.toFixed(FUNDING_RATE_CONFIG.Decimals);\n  const minimumDisplayPercentage = 10 ** -FUNDING_RATE_CONFIG.Decimals;\n\n  if (value !== 0 && parseFloat(formatted) === 0) {\n    const threshold = minimumDisplayPercentage.toFixed(\n      FUNDING_RATE_CONFIG.Decimals,\n    );\n    return value > 0 ? `<${threshold}%` : `-<${threshold}%`;\n  }\n\n  // Check if the result is effectively zero\n  if (showZero && parseFloat(formatted) === 0) {\n    return FUNDING_RATE_CONFIG.ZeroDisplay;\n  }\n\n  return `${formatted}%`;\n};\n"]}