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

package/dist/utils/hyperLiquidAdapter.d.mts

@@ -1,77 +0,0 @@
-import type { AssetPosition, FrontendOrder, ClearinghouseStateResponse, MetaResponse, SDKOrderParams } from "../types/hyperliquid-types.mjs";
-import type { AccountState, MarketInfo, Order, OrderParams as PerpsOrderParams, Position, PositionTriggerOrder, RawLedgerUpdate, UserHistoryItem } from "../types/index.mjs";
-import type { TpslLinkage, TriggerOrderType } from "../types/perps-types.mjs";
-export declare const HYPERLIQUID_SCALE_CLOID_MARKER = "4d4d5343";
-/**
- * HyperLiquid SDK Adapter Utilities
- *
- * These functions transform between MetaMask Perps API types and HyperLiquid SDK types.
- * The SDK uses cryptic property names for efficiency, but our API uses descriptive names
- * to provide a consistent interface across different perps protocols.
- */
-export declare function adaptOrderToSDK(order: PerpsOrderParams, symbolToAssetId: Map<string, number>): SDKOrderParams;
-/**
- * Map the provider-agnostic TP/SL linkage onto HyperLiquid's grouping vocabulary.
- *
- * @param linkage - How the attached TP/SL is linked.
- * @returns The HyperLiquid grouping value.
- */
-export declare function adaptTpslLinkageToGrouping(linkage: TpslLinkage): 'na' | 'normalTpsl' | 'positionTpsl';
-export declare function adaptPositionFromSDK(assetPosition: AssetPosition): Position;
-export declare function adaptOrderFromSDK(rawOrder: FrontendOrder, position?: Position): Order;
-/**
- * Map HyperLiquid's human-readable order type string onto the provider-agnostic
- * trigger placement type.
- *
- * @param detailedOrderType - HyperLiquid `orderType` string (e.g. `'Stop Limit'`)
- * @returns The normalized trigger placement type, or undefined for non-trigger orders
- */
-export declare function adaptTriggerOrderTypeFromSDK(detailedOrderType: string | undefined): TriggerOrderType | undefined;
-/**
- * Build the position-state view of a trigger order attached to a position.
- *
- * HyperLiquid encodes "the whole position" as size `0` for position-bound TP/SL,
- * which is resolved here against the position size so consumers always see a
- * concrete quantity and can tell partial triggers apart.
- *
- * @param params - Mapping parameters
- * @param params.rawOrder - Raw HyperLiquid frontend order
- * @param params.positionSize - Signed or unsigned position size
- * @param params.entryPrice - Entry price, used to classify a trigger the exchange left unnamed
- * @returns The normalized trigger order, or undefined when the order is not a trigger
- */
-export declare function adaptPositionTriggerOrderFromSDK(params: {
-    rawOrder: Pick<FrontendOrder, 'oid' | 'orderType' | 'triggerPx' | 'limitPx' | 'sz' | 'reduceOnly'>;
-    positionSize: string;
-    entryPrice?: string;
-}): PositionTriggerOrder | undefined;
-export declare function adaptMarketFromSDK(sdkMarket: MetaResponse['universe'][number]): MarketInfo;
-export declare function adaptAccountStateFromSDK(perpsState: ClearinghouseStateResponse): AccountState;
-export declare function buildAssetMapping(params: {
-    metaUniverse: MetaResponse['universe'];
-    dex?: string | null;
-    perpDexIndex: number;
-}): {
-    symbolToAssetId: Map<string, number>;
-    assetIdToSymbol: Map<number, string>;
-};
-export declare function formatHyperLiquidPrice(params: {
-    price: string | number;
-    szDecimals: number;
-}): string;
-export declare function formatHyperLiquidSize(params: {
-    size: string | number;
-    szDecimals: number;
-}): string;
-export declare function calculatePositionSize(params: {
-    usdValue: number;
-    leverage: number;
-    assetPrice: number;
-}): number;
-export declare function calculateHip3AssetId(perpDexIndex: number, indexInMeta: number): number;
-export declare function parseAssetName(assetName: string): {
-    dex: string | null;
-    symbol: string;
-};
-export declare function adaptHyperLiquidLedgerUpdateToUserHistoryItem(rawLedgerUpdates: RawLedgerUpdate[]): UserHistoryItem[];
-//# sourceMappingURL=hyperLiquidAdapter.d.mts.map

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

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package/dist/utils/hyperLiquidAdapter.mjs.map

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{ hasProperty, Hex, isHexString } from '@metamask/utils';\n\nimport {\n  BASIS_POINTS_DIVISOR,\n  HIP3_ASSET_ID_CONFIG,\n} from '../constants/hyperLiquidConfig.js';\nimport {\n  DECIMAL_PRECISION_CONFIG,\n  ORDER_SLIPPAGE_CONFIG,\n} from '../constants/perpsConfig.js';\nimport { PERPS_ERROR_CODES } from '../perpsErrorCodes.js';\nimport type {\n  AssetPosition,\n  FrontendOrder,\n  ClearinghouseStateResponse,\n  MetaResponse,\n  SDKOrderParams,\n} from '../types/hyperliquid-types.js';\nimport type {\n  AccountState,\n  MarketInfo,\n  Order,\n  OrderParams as PerpsOrderParams,\n  Position,\n  PositionTriggerOrder,\n  RawLedgerUpdate,\n  UserHistoryItem,\n} from '../types/index.js';\nimport type { TpslLinkage, TriggerOrderType } from '../types/perps-types.js';\nimport {\n  buildTriggerOrderType,\n  classifyTriggerDirection,\n  getTriggerDirection,\n  getTriggerExecution,\n  isLimitExecutionOrderType,\n  isTriggerOrderType,\n  toSDKTimeInForce,\n} from './orderTypes.js';\nimport {\n  countSignificantFigures,\n  roundToSignificantFigures,\n} from './significantFigures.js';\n\ntype FrontendOrderWithParentTpsl = FrontendOrder & {\n  takeProfitPrice?: unknown;\n  stopLossPrice?: unknown;\n  takeProfitOrderId?: unknown;\n  stopLossOrderId?: unknown;\n};\n\nexport const HYPERLIQUID_SCALE_CLOID_MARKER = '4d4d5343';\n\n/**\n * Recover the Scale group shared by MetaMask-generated rung CLOIDs.\n *\n * @param clientOrderId - HyperLiquid client order ID.\n * @returns The Scale handle, or undefined for an unrelated order.\n */\nconst readScaleGroupId = (clientOrderId: string | null): string | undefined => {\n  const normalized = clientOrderId?.toLowerCase();\n  if (\n    normalized?.length !== 34 ||\n    !normalized.startsWith(`0x${HYPERLIQUID_SCALE_CLOID_MARKER}`)\n  ) {\n    return undefined;\n  }\n  return `scale:${normalized.slice(2, -2)}`;\n};\n\nconst readOptionalString = (value: unknown): string | undefined =>\n  typeof value === 'string' && value.length > 0 ? value : undefined;\n\nconst readOptionalOrderId = (value: unknown): string | undefined => {\n  if (typeof value === 'string' && value.length > 0) {\n    return value;\n  }\n\n  if (typeof value === 'number' && Number.isFinite(value)) {\n    return value.toString();\n  }\n\n  return undefined;\n};\n\nconst getParentTpslMetadata = (\n  rawOrder: FrontendOrderWithParentTpsl,\n): {\n  takeProfitPrice?: string;\n  stopLossPrice?: string;\n  takeProfitOrderId?: string;\n  stopLossOrderId?: string;\n} => ({\n  takeProfitPrice: readOptionalString(rawOrder.takeProfitPrice),\n  stopLossPrice: readOptionalString(rawOrder.stopLossPrice),\n  takeProfitOrderId: readOptionalOrderId(rawOrder.takeProfitOrderId),\n  stopLossOrderId: readOptionalOrderId(rawOrder.stopLossOrderId),\n});\n\n/**\n * HyperLiquid SDK Adapter Utilities\n *\n * These functions transform between MetaMask Perps API types and HyperLiquid SDK types.\n * The SDK uses cryptic property names for efficiency, but our API uses descriptive names\n * to provide a consistent interface across different perps protocols.\n */\n\nexport function adaptOrderToSDK(\n  order: PerpsOrderParams,\n  symbolToAssetId: Map<string, number>,\n): SDKOrderParams {\n  const assetId = symbolToAssetId.get(order.symbol);\n  if (assetId === undefined) {\n    const availableDexs = new Set<string>();\n    symbolToAssetId.forEach((_, symbol) => {\n      if (symbol.includes(':')) {\n        const dex = symbol.split(':')[0];\n        availableDexs.add(dex);\n      }\n    });\n\n    const dexHint =\n      availableDexs.size > 0\n        ? ` Available HIP-3 DEXs: ${Array.from(availableDexs).join(', ')}`\n        : ' No HIP-3 DEXs currently available.';\n\n    throw new Error(\n      `Asset ${order.symbol} not found in asset mapping.${dexHint} Check console logs for \"HyperLiquidProvider: Asset mapping built\" to see available assets.`,\n    );\n  }\n\n  return {\n    a: assetId,\n    b: order.isBuy,\n    p: order.price ?? resolveTriggerCapPrice(order) ?? '0',\n    s: order.size,\n    r: order.reduceOnly ?? false,\n    t: adaptOrderTypeToSDK(order),\n    c:\n      order.clientOrderId && isHexString(order.clientOrderId)\n        ? (order.clientOrderId as Hex)\n        : undefined,\n  };\n}\n\n/**\n * Derive the slippage cap a market-on-trigger order submits as its price.\n *\n * A `stop_market` / `take_profit_market` order legitimately carries no limit\n * price, but the SDK still requires a positive `p` — it is the cap the order\n * fills against once the trigger fires, not a resting price. Sending `'0'`\n * fails SDK validation before the request is ever made.\n *\n * The cap follows the order's own tolerance, matching `calculateOrderPriceAndSize`\n * on the `placeOrder` path, so the same order priced through either route gets\n * the same execution bound.\n *\n * @param order - Order params carrying the placement type, trigger price, and\n * slippage tolerance.\n * @returns The formatted cap price, or undefined when the order needs no cap.\n */\nfunction resolveTriggerCapPrice(order: PerpsOrderParams): string | undefined {\n  if (\n    !isTriggerOrderType(order.orderType) ||\n    isLimitExecutionOrderType(order.orderType) ||\n    !order.triggerPrice\n  ) {\n    return undefined;\n  }\n\n  const triggerPrice = parseFloat(order.triggerPrice);\n  if (!Number.isFinite(triggerPrice)) {\n    return undefined;\n  }\n\n  // Accept the deprecated decimal `slippage` too, normalizing it to bps the way\n  // `placeOrder` does, so neither spelling silently falls back to the default.\n  const effectiveBps =\n    order.maxSlippageBps ??\n    (typeof order.slippage === 'number'\n      ? Math.round(order.slippage * BASIS_POINTS_DIVISOR)\n      : undefined) ??\n    ORDER_SLIPPAGE_CONFIG.DefaultTpslSlippageBps;\n\n  // Buying pays up to the cap, selling accepts down to it.\n  const slippage = effectiveBps / BASIS_POINTS_DIVISOR;\n  const capPrice = order.isBuy\n    ? triggerPrice * (1 + slippage)\n    : triggerPrice * (1 - slippage);\n\n  return capPrice.toString();\n}\n\n/**\n * Map a placement type onto the SDK's order-type field.\n *\n * @param order - Order params carrying the placement type and trigger price\n * @returns The SDK order-type field\n */\nfunction adaptOrderTypeToSDK(order: PerpsOrderParams): SDKOrderParams['t'] {\n  if (isTriggerOrderType(order.orderType)) {\n    if (order.timeInForce !== undefined) {\n      throw new Error(PERPS_ERROR_CODES.ORDER_TIME_IN_FORCE_NOT_SUPPORTED);\n    }\n    if (!order.triggerPrice) {\n      throw new Error(PERPS_ERROR_CODES.ORDER_TRIGGER_PRICE_REQUIRED);\n    }\n\n    return {\n      trigger: {\n        isMarket: !isLimitExecutionOrderType(order.orderType),\n        triggerPx: order.triggerPrice,\n        tpsl: getTriggerDirection(order.orderType) === 'stop' ? 'sl' : 'tp',\n      },\n    };\n  }\n\n  if (order.orderType === 'limit') {\n    return { limit: { tif: toSDKTimeInForce(order.timeInForce) } };\n  }\n  if (order.timeInForce !== undefined) {\n    throw new Error(PERPS_ERROR_CODES.ORDER_TIME_IN_FORCE_NOT_SUPPORTED);\n  }\n  return { limit: { tif: 'FrontendMarket' } };\n}\n\n/**\n * Map the provider-agnostic TP/SL linkage onto HyperLiquid's grouping vocabulary.\n *\n * @param linkage - How the attached TP/SL is linked.\n * @returns The HyperLiquid grouping value.\n */\nexport function adaptTpslLinkageToGrouping(\n  linkage: TpslLinkage,\n): 'na' | 'normalTpsl' | 'positionTpsl' {\n  switch (linkage) {\n    case 'position':\n      return 'positionTpsl';\n    case 'order':\n      return 'normalTpsl';\n    default:\n      return 'na';\n  }\n}\n\nexport function adaptPositionFromSDK(assetPosition: AssetPosition): Position {\n  const pos = assetPosition.position;\n  return {\n    symbol: pos.coin,\n    size: pos.szi,\n    entryPrice: pos.entryPx,\n    positionValue: pos.positionValue,\n    unrealizedPnl: pos.unrealizedPnl,\n    marginUsed: pos.marginUsed,\n    leverage: {\n      type: pos.leverage.type,\n      value: pos.leverage.value,\n      rawUsd:\n        pos.leverage.type === 'isolated' ? pos.leverage.rawUsd : undefined,\n    },\n    liquidationPrice: pos.liquidationPx,\n    maxLeverage: pos.maxLeverage,\n    returnOnEquity: pos.returnOnEquity,\n    cumulativeFunding: pos.cumFunding,\n    takeProfitCount: 0,\n    stopLossCount: 0,\n  };\n}\n\nexport function adaptOrderFromSDK(\n  rawOrder: FrontendOrder,\n  position?: Position,\n): Order {\n  // TODO: Remove this widened boundary type when FrontendOrder includes\n  // takeProfitPrice/stopLossPrice and takeProfitOrderId/stopLossOrderId.\n  const parentTpslMetadata = getParentTpslMetadata(\n    rawOrder as FrontendOrderWithParentTpsl,\n  );\n\n  // Extract basic fields with appropriate conversions\n  const orderId = rawOrder.oid.toString();\n  const symbol = rawOrder.coin;\n  const side: 'buy' | 'sell' = rawOrder.side === 'B' ? 'buy' : 'sell';\n  const detailedOrderType = rawOrder.orderType;\n  const { isTrigger } = rawOrder;\n  const { reduceOnly } = rawOrder;\n\n  const triggerOrderType = adaptTriggerOrderTypeFromSDK(detailedOrderType);\n\n  let orderType: 'limit' | 'market' = 'market';\n  if (triggerOrderType) {\n    // Trigger orders always carry a limitPx (the slippage cap for\n    // market-on-trigger execution), so the placement type is the only reliable\n    // source for how the order actually executes.\n    orderType = getTriggerExecution(triggerOrderType);\n  } else if (\n    detailedOrderType.toLowerCase().includes('limit') ||\n    rawOrder.limitPx\n  ) {\n    orderType = 'limit';\n  }\n\n  const price = rawOrder.limitPx || rawOrder.triggerPx || '0';\n\n  let size = rawOrder.sz;\n  let originalSize = rawOrder.origSz || size;\n\n  let currentSize = parseFloat(size);\n  let origSize = parseFloat(originalSize);\n\n  if (rawOrder.isPositionTpsl && origSize === 0 && position) {\n    const absPositionSize = Math.abs(parseFloat(position.size));\n    currentSize = absPositionSize;\n    origSize = absPositionSize;\n    size = absPositionSize.toString();\n    originalSize = absPositionSize.toString();\n  }\n\n  const filledSize = origSize - currentSize;\n\n  let takeProfitPrice: string | undefined;\n  let stopLossPrice: string | undefined;\n  let takeProfitOrderId: string | undefined;\n  let stopLossOrderId: string | undefined;\n\n  // TODO: We assume that there can only be 1 TP and 1 SL as children but there can be several TPSLs as children\n  if (rawOrder.children && rawOrder.children.length > 0) {\n    rawOrder.children.forEach((child) => {\n      if (child.isTrigger && child.orderType) {\n        if (child.orderType.includes('Take Profit')) {\n          // HyperLiquid represents \"no trigger price\" as an empty string, not\n          // null/undefined, so `||` (not `??`) is required to fall back to\n          // limitPx when triggerPx is ''.\n          takeProfitPrice = child.triggerPx || child.limitPx;\n          takeProfitOrderId = child.oid.toString();\n        } else if (child.orderType.includes('Stop')) {\n          stopLossPrice = child.triggerPx || child.limitPx;\n          stopLossOrderId = child.oid.toString();\n        }\n      }\n    });\n  }\n\n  // Fallback: preserve parent-level TP/SL metadata when children are absent.\n  takeProfitPrice ??= parentTpslMetadata.takeProfitPrice;\n  stopLossPrice ??= parentTpslMetadata.stopLossPrice;\n  takeProfitOrderId ??= parentTpslMetadata.takeProfitOrderId;\n  stopLossOrderId ??= parentTpslMetadata.stopLossOrderId;\n\n  // Build the order object\n  const order: Order = {\n    orderId,\n    symbol,\n    side,\n    orderType,\n    size,\n    originalSize,\n    price,\n    filledSize: filledSize.toString(),\n    remainingSize: size,\n    status: 'open' as const,\n    timestamp: rawOrder.timestamp,\n    detailedOrderType,\n    isTrigger,\n    reduceOnly,\n  };\n\n  const strategyGroupId = readScaleGroupId(rawOrder.cloid);\n  if (strategyGroupId) {\n    order.strategyGroupId = strategyGroupId;\n  }\n\n  if (typeof rawOrder.isPositionTpsl === 'boolean') {\n    order.isPositionTpsl = rawOrder.isPositionTpsl;\n  }\n\n  if (takeProfitPrice) {\n    order.takeProfitPrice = takeProfitPrice;\n    order.takeProfitOrderId = takeProfitOrderId;\n  }\n  if (stopLossPrice) {\n    order.stopLossPrice = stopLossPrice;\n    order.stopLossOrderId = stopLossOrderId;\n  }\n  if (rawOrder.triggerPx) {\n    order.triggerPrice = rawOrder.triggerPx;\n  }\n\n  if (triggerOrderType) {\n    order.triggerOrderType = triggerOrderType;\n  }\n\n  return order;\n}\n\n/**\n * Map HyperLiquid's human-readable order type string onto the provider-agnostic\n * trigger placement type.\n *\n * @param detailedOrderType - HyperLiquid `orderType` string (e.g. `'Stop Limit'`)\n * @returns The normalized trigger placement type, or undefined for non-trigger orders\n */\nexport function adaptTriggerOrderTypeFromSDK(\n  detailedOrderType: string | undefined,\n): TriggerOrderType | undefined {\n  if (!detailedOrderType) {\n    return undefined;\n  }\n\n  const isTakeProfit = detailedOrderType.includes('Take Profit');\n  const isStop = detailedOrderType.includes('Stop');\n\n  if (!isTakeProfit && !isStop) {\n    return undefined;\n  }\n\n  return buildTriggerOrderType({\n    direction: isTakeProfit ? 'take_profit' : 'stop',\n    execution: detailedOrderType.includes('Limit') ? 'limit' : 'market',\n  });\n}\n\n/**\n * Build the position-state view of a trigger order attached to a position.\n *\n * HyperLiquid encodes \"the whole position\" as size `0` for position-bound TP/SL,\n * which is resolved here against the position size so consumers always see a\n * concrete quantity and can tell partial triggers apart.\n *\n * @param params - Mapping parameters\n * @param params.rawOrder - Raw HyperLiquid frontend order\n * @param params.positionSize - Signed or unsigned position size\n * @param params.entryPrice - Entry price, used to classify a trigger the exchange left unnamed\n * @returns The normalized trigger order, or undefined when the order is not a trigger\n */\nexport function adaptPositionTriggerOrderFromSDK(params: {\n  rawOrder: Pick<\n    FrontendOrder,\n    'oid' | 'orderType' | 'triggerPx' | 'limitPx' | 'sz' | 'reduceOnly'\n  >;\n  positionSize: string;\n  entryPrice?: string;\n}): PositionTriggerOrder | undefined {\n  const { rawOrder, positionSize, entryPrice } = params;\n\n  const orderType = adaptTriggerOrderTypeFromSDK(rawOrder.orderType);\n\n  // HyperLiquid uses '' for \"no trigger price\", so `||` (not `??`) is required.\n  const triggerPrice = rawOrder.triggerPx || rawOrder.limitPx || '0';\n\n  // Same rule as the WebSocket path: an unnamed trigger keeps its recoverable\n  // direction and leaves its execution mode unstated, so both transports\n  // report the same set of orders.\n  const direction = orderType\n    ? getTriggerDirection(orderType)\n    : classifyTriggerDirection({ triggerPrice, entryPrice, positionSize });\n\n  if (!direction) {\n    return undefined;\n  }\n  const absolutePositionSize = Math.abs(parseFloat(positionSize || '0'));\n  const rawSize = Math.abs(parseFloat(rawOrder.sz || '0'));\n\n  // Position-bound TP/SL carries size 0, meaning the whole position.\n  const size = rawSize > 0 ? rawSize : absolutePositionSize;\n\n  return {\n    orderId: rawOrder.oid.toString(),\n    direction,\n    orderType,\n    triggerPrice,\n    size: size.toString(),\n    isPartial:\n      rawSize > 0 && absolutePositionSize > 0 && rawSize < absolutePositionSize,\n    reduceOnly: Boolean(rawOrder.reduceOnly),\n  };\n}\n\nexport function adaptMarketFromSDK(\n  sdkMarket: MetaResponse['universe'][number],\n): MarketInfo {\n  return {\n    name: sdkMarket.name,\n    szDecimals: sdkMarket.szDecimals,\n    maxLeverage: sdkMarket.maxLeverage,\n    marginTableId: sdkMarket.marginTableId,\n    onlyIsolated: sdkMarket.onlyIsolated,\n    isDelisted: sdkMarket.isDelisted,\n  };\n}\n\n// Perps-only account adapter. Spot balances are layered on afterwards by\n// addSpotBalanceToAccountState, which enforces the USDC-only policy via\n// SPOT_COLLATERAL_COINS. Keeping spot logic out of here preserves a single\n// source of truth for spot balance math.\nexport function adaptAccountStateFromSDK(\n  perpsState: ClearinghouseStateResponse,\n): AccountState {\n  const { totalUnrealizedPnl, weightedReturnOnEquity } =\n    perpsState.assetPositions.reduce(\n      (acc, assetPos: AssetPosition) => {\n        const unrealizedPnl = parseFloat(\n          assetPos.position.unrealizedPnl || '0',\n        );\n        const marginUsed = parseFloat(assetPos.position.marginUsed || '0');\n        const returnOnEquity = parseFloat(\n          assetPos.position.returnOnEquity || '0',\n        );\n        acc.totalUnrealizedPnl += unrealizedPnl;\n        acc.weightedReturnOnEquity += returnOnEquity * marginUsed;\n        return acc;\n      },\n      {\n        totalUnrealizedPnl: 0,\n        weightedReturnOnEquity: 0,\n      },\n    );\n  const totalMarginUsed = parseFloat(\n    perpsState.marginSummary.totalMarginUsed || '0',\n  );\n  const totalReturnOnEquityPercentage =\n    totalMarginUsed > 0\n      ? ((weightedReturnOnEquity / totalMarginUsed) * 100).toString()\n      : '0';\n\n  const perpsBalance = parseFloat(perpsState.marginSummary.accountValue);\n\n  const withdrawable = perpsState.withdrawable || '0';\n  const accountState: AccountState = {\n    spendableBalance: withdrawable,\n    withdrawableBalance: withdrawable,\n    totalBalance: perpsBalance.toString() || '0',\n    marginUsed: perpsState.marginSummary.totalMarginUsed || '0',\n    unrealizedPnl: totalUnrealizedPnl.toString() || '0',\n    returnOnEquity: totalReturnOnEquityPercentage || '0',\n  };\n\n  return accountState;\n}\n\nexport function buildAssetMapping(params: {\n  metaUniverse: MetaResponse['universe'];\n  dex?: string | null;\n  perpDexIndex: number;\n}): {\n  symbolToAssetId: Map<string, number>;\n  assetIdToSymbol: Map<number, string>;\n} {\n  const { metaUniverse, perpDexIndex } = params;\n  const symbolToAssetId = new Map<string, number>();\n  const assetIdToSymbol = new Map<number, string>();\n\n  metaUniverse.forEach((asset, index) => {\n    const assetId = calculateHip3AssetId(perpDexIndex, index);\n    symbolToAssetId.set(asset.name, assetId);\n    assetIdToSymbol.set(assetId, asset.name);\n  });\n\n  return { symbolToAssetId, assetIdToSymbol };\n}\n\nexport function formatHyperLiquidPrice(params: {\n  price: string | number;\n  szDecimals: number;\n}): string {\n  const { price, szDecimals } = params;\n  const priceNum = typeof price === 'string' ? parseFloat(price) : price;\n\n  if (Number.isInteger(priceNum)) {\n    return priceNum.toString();\n  }\n\n  const maxDecimalPlaces =\n    DECIMAL_PRECISION_CONFIG.MaxPriceDecimals - szDecimals;\n\n  let formattedPrice = priceNum.toFixed(maxDecimalPlaces);\n  formattedPrice = parseFloat(formattedPrice).toString();\n\n  const significantDigits = countSignificantFigures(formattedPrice);\n\n  if (significantDigits > DECIMAL_PRECISION_CONFIG.MaxSignificantFigures) {\n    formattedPrice = roundToSignificantFigures(formattedPrice);\n  }\n\n  return formattedPrice;\n}\n\nexport function formatHyperLiquidSize(params: {\n  size: string | number;\n  szDecimals: number;\n}): string {\n  const { size, szDecimals } = params;\n  const number = typeof size === 'string' ? parseFloat(size) : size;\n\n  if (isNaN(number)) {\n    return '0';\n  }\n\n  const formatted = number.toFixed(szDecimals);\n\n  if (!formatted.includes('.')) {\n    return formatted;\n  }\n\n  return formatted.replace(/\\.?0+$/u, '');\n}\n\nexport function calculatePositionSize(params: {\n  usdValue: number;\n  leverage: number;\n  assetPrice: number;\n}): number {\n  const { usdValue, leverage, assetPrice } = params;\n  return (usdValue * leverage) / assetPrice;\n}\n\nexport function calculateHip3AssetId(\n  perpDexIndex: number,\n  indexInMeta: number,\n): number {\n  if (perpDexIndex === 0) {\n    return indexInMeta;\n  }\n  return (\n    HIP3_ASSET_ID_CONFIG.BaseAssetId +\n    perpDexIndex * HIP3_ASSET_ID_CONFIG.DexMultiplier +\n    indexInMeta\n  );\n}\n\nexport function parseAssetName(assetName: string): {\n  dex: string | null;\n  symbol: string;\n} {\n  const colonIndex = assetName.indexOf(':');\n  if (colonIndex === -1) {\n    return { dex: null, symbol: assetName };\n  }\n  return {\n    dex: assetName.substring(0, colonIndex),\n    symbol: assetName.substring(colonIndex + 1),\n  };\n}\n\nexport function adaptHyperLiquidLedgerUpdateToUserHistoryItem(\n  rawLedgerUpdates: RawLedgerUpdate[],\n): UserHistoryItem[] {\n  return (rawLedgerUpdates || [])\n    .filter((update) => {\n      if (update.delta.type === 'deposit') {\n        return true;\n      }\n      if (update.delta.type === 'withdraw') {\n        return true;\n      }\n      if (update.delta.type === 'internalTransfer') {\n        const usdc = Number.parseFloat(update.delta.usdc ?? '0');\n        if (Number.isNaN(usdc)) {\n          return false;\n        }\n        return usdc > 0;\n      }\n      return false;\n    })\n    .map((update) => {\n      let amount = '0';\n      let asset = 'USDC';\n\n      if (hasProperty(update.delta, 'usdc') && update.delta.usdc) {\n        amount = Math.abs(parseFloat(update.delta.usdc)).toString();\n      }\n      if (\n        hasProperty(update.delta, 'coin') &&\n        typeof update.delta.coin === 'string'\n      ) {\n        asset = update.delta.coin;\n      }\n\n      return {\n        id: `history-${update.hash}`,\n        timestamp: update.time,\n        amount,\n        asset,\n        txHash: update.hash,\n        status: 'completed' as const,\n        type: update.delta.type === 'withdraw' ? 'withdrawal' : 'deposit',\n        details: {\n          source: '',\n          bridgeContract: undefined,\n          recipient: undefined,\n          blockNumber: undefined,\n          chainId: undefined,\n          synthetic: undefined,\n        },\n      };\n    });\n}\n"]}

package/dist/utils/hyperLiquidOrderBookProcessor.cjs

@@ -1,83 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.processBboData = exports.processL2BookData = void 0;
-/**
- * Process Level 2 order book data and update caches
- *
- * Extracts best bid/ask prices from order book levels, calculates spread,
- * and updates the order book cache and price data cache.
- *
- * @param params - Processing parameters
- */
-function processL2BookData(params) {
-    const { symbol, data, orderBookCache, cachedPriceData, createPriceUpdate, notifySubscribers, } = params;
-    if (data?.coin !== symbol || !data?.levels) {
-        return;
-    }
-    // Extract best bid and ask from order book
-    const bestBid = data.levels[0]?.[0]; // First bid level
-    const bestAsk = data.levels[1]?.[0]; // First ask level
-    if (!bestBid && !bestAsk) {
-        return;
-    }
-    const bidPrice = bestBid ? parseFloat(bestBid.px) : 0;
-    const askPrice = bestAsk ? parseFloat(bestAsk.px) : 0;
-    const spread = bidPrice > 0 && askPrice > 0 ? (askPrice - bidPrice).toFixed(5) : undefined;
-    // Update order book cache
-    orderBookCache.set(symbol, {
-        bestBid: bestBid?.px,
-        bestAsk: bestAsk?.px,
-        spread,
-        lastUpdated: Date.now(),
-    });
-    // Update cached price data with new order book data
-    const currentCachedPrice = cachedPriceData?.get(symbol);
-    if (!currentCachedPrice) {
-        return;
-    }
-    const updatedPrice = createPriceUpdate(symbol, currentCachedPrice.price);
-    // Ensure cache exists before setting
-    if (cachedPriceData) {
-        cachedPriceData.set(symbol, updatedPrice);
-        notifySubscribers();
-    }
-}
-exports.processL2BookData = processL2BookData;
-/**
- * Process BBO (best bid/offer) data and update caches
- *
- * BBO is lightweight and independent from L2Book aggregation parameters,
- * making it ideal for spread / top-of-book display.
- *
- * @param params - The BBO processing parameters including symbol, data, and caches.
- */
-function processBboData(params) {
-    const { symbol, data, orderBookCache, cachedPriceData, createPriceUpdate, notifySubscribers, } = params;
-    if (data?.coin !== symbol || !Array.isArray(data?.bbo)) {
-        return;
-    }
-    const [bestBid, bestAsk] = data.bbo;
-    if (!bestBid && !bestAsk) {
-        return;
-    }
-    const bidPrice = bestBid ? parseFloat(bestBid.px) : 0;
-    const askPrice = bestAsk ? parseFloat(bestAsk.px) : 0;
-    const spread = bidPrice > 0 && askPrice > 0 ? (askPrice - bidPrice).toFixed(5) : undefined;
-    orderBookCache.set(symbol, {
-        bestBid: bestBid?.px,
-        bestAsk: bestAsk?.px,
-        spread,
-        lastUpdated: Date.now(),
-    });
-    const currentCachedPrice = cachedPriceData?.get(symbol);
-    if (!currentCachedPrice) {
-        return;
-    }
-    const updatedPrice = createPriceUpdate(symbol, currentCachedPrice.price);
-    if (cachedPriceData) {
-        cachedPriceData.set(symbol, updatedPrice);
-        notifySubscribers();
-    }
-}
-exports.processBboData = processBboData;
-//# sourceMappingURL=hyperLiquidOrderBookProcessor.cjs.map

package/dist/utils/hyperLiquidOrderBookProcessor.cjs.map

@@ -1 +0,0 @@
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(askPrice - bidPrice).toFixed(5) : undefined;\n\n  // Update order book cache\n  orderBookCache.set(symbol, {\n    bestBid: bestBid?.px,\n    bestAsk: bestAsk?.px,\n    spread,\n    lastUpdated: Date.now(),\n  });\n\n  // Update cached price data with new order book data\n  const currentCachedPrice = cachedPriceData?.get(symbol);\n  if (!currentCachedPrice) {\n    return;\n  }\n\n  const updatedPrice = createPriceUpdate(symbol, currentCachedPrice.price);\n\n  // Ensure cache exists before setting\n  if (cachedPriceData) {\n    cachedPriceData.set(symbol, updatedPrice);\n    notifySubscribers();\n  }\n}\n\n/**\n * Process BBO (best bid/offer) data and update caches\n *\n * BBO is lightweight and independent from L2Book aggregation parameters,\n * making it ideal for spread / top-of-book display.\n *\n * @param params - The BBO processing parameters including symbol, data, and caches.\n */\nexport function processBboData(params: ProcessBboDataParams): void {\n  const {\n    symbol,\n    data,\n    orderBookCache,\n    cachedPriceData,\n    createPriceUpdate,\n    notifySubscribers,\n  } = params;\n\n  if (data?.coin !== symbol || !Array.isArray(data?.bbo)) {\n    return;\n  }\n\n  const [bestBid, bestAsk] = data.bbo;\n  if (!bestBid && !bestAsk) {\n    return;\n  }\n\n  const bidPrice = bestBid ? parseFloat(bestBid.px) : 0;\n  const askPrice = bestAsk ? parseFloat(bestAsk.px) : 0;\n  const spread =\n    bidPrice > 0 && askPrice > 0 ? (askPrice - bidPrice).toFixed(5) : undefined;\n\n  orderBookCache.set(symbol, {\n    bestBid: bestBid?.px,\n    bestAsk: bestAsk?.px,\n    spread,\n    lastUpdated: Date.now(),\n  });\n\n  const currentCachedPrice = cachedPriceData?.get(symbol);\n  if (!currentCachedPrice) {\n    return;\n  }\n\n  const updatedPrice = createPriceUpdate(symbol, currentCachedPrice.price);\n  if (cachedPriceData) {\n    cachedPriceData.set(symbol, updatedPrice);\n    notifySubscribers();\n  }\n}\n"]}

package/dist/utils/hyperLiquidOrderBookProcessor.d.cts

@@ -1,55 +0,0 @@
-import type { BboWsEvent, L2BookResponse } from "@nktkas/hyperliquid";
-import type { PriceUpdate } from "../types/index.cjs";
-/**
- * HyperLiquid Order Book Processor
- *
- * Utility functions for processing Level 2 order book data from HyperLiquid WebSocket.
- * Extracts best bid/ask prices, calculates spreads, and updates caches.
- */
-/**
- * Order book cache entry structure
- */
-export type OrderBookCacheEntry = {
-    bestBid?: string;
-    bestAsk?: string;
-    spread?: string;
-    lastUpdated: number;
-};
-/**
- * Parameters for processing L2 book data
- */
-export type ProcessL2BookDataParams = {
-    symbol: string;
-    data: L2BookResponse;
-    orderBookCache: Map<string, OrderBookCacheEntry>;
-    cachedPriceData: Map<string, PriceUpdate> | null;
-    createPriceUpdate: (symbol: string, price: string) => PriceUpdate;
-    notifySubscribers: () => void;
-};
-export type ProcessBboDataParams = {
-    symbol: string;
-    data: BboWsEvent;
-    orderBookCache: Map<string, OrderBookCacheEntry>;
-    cachedPriceData: Map<string, PriceUpdate> | null;
-    createPriceUpdate: (symbol: string, price: string) => PriceUpdate;
-    notifySubscribers: () => void;
-};
-/**
- * Process Level 2 order book data and update caches
- *
- * Extracts best bid/ask prices from order book levels, calculates spread,
- * and updates the order book cache and price data cache.
- *
- * @param params - Processing parameters
- */
-export declare function processL2BookData(params: ProcessL2BookDataParams): void;
-/**
- * Process BBO (best bid/offer) data and update caches
- *
- * BBO is lightweight and independent from L2Book aggregation parameters,
- * making it ideal for spread / top-of-book display.
- *
- * @param params - The BBO processing parameters including symbol, data, and caches.
- */
-export declare function processBboData(params: ProcessBboDataParams): void;
-//# sourceMappingURL=hyperLiquidOrderBookProcessor.d.cts.map

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(askPrice - bidPrice).toFixed(5) : undefined;\n\n  // Update order book cache\n  orderBookCache.set(symbol, {\n    bestBid: bestBid?.px,\n    bestAsk: bestAsk?.px,\n    spread,\n    lastUpdated: Date.now(),\n  });\n\n  // Update cached price data with new order book data\n  const currentCachedPrice = cachedPriceData?.get(symbol);\n  if (!currentCachedPrice) {\n    return;\n  }\n\n  const updatedPrice = createPriceUpdate(symbol, currentCachedPrice.price);\n\n  // Ensure cache exists before setting\n  if (cachedPriceData) {\n    cachedPriceData.set(symbol, updatedPrice);\n    notifySubscribers();\n  }\n}\n\n/**\n * Process BBO (best bid/offer) data and update caches\n *\n * BBO is lightweight and independent from L2Book aggregation parameters,\n * making it ideal for spread / top-of-book display.\n *\n * @param params - The BBO processing parameters including symbol, data, and caches.\n */\nexport function processBboData(params: ProcessBboDataParams): void {\n  const {\n    symbol,\n    data,\n    orderBookCache,\n    cachedPriceData,\n    createPriceUpdate,\n    notifySubscribers,\n  } = params;\n\n  if (data?.coin !== symbol || !Array.isArray(data?.bbo)) {\n    return;\n  }\n\n  const [bestBid, bestAsk] = data.bbo;\n  if (!bestBid && !bestAsk) {\n    return;\n  }\n\n  const bidPrice = bestBid ? parseFloat(bestBid.px) : 0;\n  const askPrice = bestAsk ? parseFloat(bestAsk.px) : 0;\n  const spread =\n    bidPrice > 0 && askPrice > 0 ? (askPrice - bidPrice).toFixed(5) : undefined;\n\n  orderBookCache.set(symbol, {\n    bestBid: bestBid?.px,\n    bestAsk: bestAsk?.px,\n    spread,\n    lastUpdated: Date.now(),\n  });\n\n  const currentCachedPrice = cachedPriceData?.get(symbol);\n  if (!currentCachedPrice) {\n    return;\n  }\n\n  const updatedPrice = createPriceUpdate(symbol, currentCachedPrice.price);\n  if (cachedPriceData) {\n    cachedPriceData.set(symbol, updatedPrice);\n    notifySubscribers();\n  }\n}\n"]}