@metamask-previews/perps-controller 5.0.0-preview-4e0ae1bc9 → 5.0.0-preview-bd0d4d2e9

package/dist/utils/orderCalculations.mjs.map

@@ -1 +1 @@
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type { Hex } from '@metamask/utils';\n\nimport {\n  MAX_ORDER_MARGIN_BUFFER,\n  ORDER_SLIPPAGE_CONFIG,\n} from '../constants/perpsConfig';\nimport { PERPS_ERROR_CODES } from '../perpsErrorCodes';\nimport type { PerpsDebugLogger } from '../types';\nimport type { SDKOrderParams } from '../types/hyperliquid-types';\nimport {\n  formatHyperLiquidPrice,\n  formatHyperLiquidSize,\n} from './hyperLiquidAdapter';\n\n/**\n * Optional debug logger for order calculation functions.\n * When provided, enables detailed logging for debugging.\n */\nexport type OrderCalculationsDebugLogger = PerpsDebugLogger | undefined;\n\ntype PositionSizeParams = {\n  amount: string;\n  price: number;\n  szDecimals: number;\n};\n\ntype MarginRequiredParams = {\n  amount: string;\n  leverage: number;\n};\n\ntype MaxAllowedAmountParams = {\n  availableBalance: number;\n  assetPrice: number;\n  assetSzDecimals: number;\n  leverage: number;\n};\n\n// Advanced order calculation interfaces\nexport type CalculateFinalPositionSizeParams = {\n  usdAmount?: string;\n  size?: string;\n  currentPrice: number;\n  priceAtCalculation?: number;\n  maxSlippageBps?: number;\n  szDecimals: number;\n  leverage?: number;\n  debugLogger?: OrderCalculationsDebugLogger;\n};\n\nexport type CalculateFinalPositionSizeResult = {\n  finalPositionSize: number;\n};\n\nexport type CalculateOrderPriceAndSizeParams = {\n  orderType: 'market' | 'limit';\n  isBuy: boolean;\n  finalPositionSize: number;\n  currentPrice: number;\n  limitPrice?: string;\n  slippage?: number;\n  szDecimals: number;\n};\n\nexport type CalculateOrderPriceAndSizeResult = {\n  orderPrice: number;\n  formattedSize: string;\n  formattedPrice: string;\n};\n\nexport type BuildOrdersArrayParams = {\n  assetId: number;\n  isBuy: boolean;\n  formattedPrice: string;\n  formattedSize: string;\n  reduceOnly: boolean;\n  orderType: 'market' | 'limit';\n  clientOrderId?: string;\n  takeProfitPrice?: string;\n  stopLossPrice?: string;\n  szDecimals: number;\n  grouping?: 'na' | 'normalTpsl' | 'positionTpsl';\n};\n\nexport type BuildOrdersArrayResult = {\n  orders: SDKOrderParams[];\n  grouping: 'na' | 'normalTpsl' | 'positionTpsl';\n};\n\n/**\n * Calculate position size based on USD amount and asset price\n *\n * @param params - Amount in USD, current asset price, and required decimal precision\n * @returns Position size formatted to the asset's decimal precision\n */\nexport function calculatePositionSize(params: PositionSizeParams): string {\n  const { amount, price, szDecimals } = params;\n\n  // Validate required parameters\n  if (szDecimals === undefined || szDecimals === null) {\n    throw new Error('szDecimals is required for position size calculation');\n  }\n  if (szDecimals < 0) {\n    throw new Error(`szDecimals must be >= 0, got: ${szDecimals}`);\n  }\n\n  const amountNum = parseFloat(amount || '0');\n\n  if (isNaN(amountNum) || isNaN(price) || amountNum === 0 || price === 0) {\n    return (0).toFixed(szDecimals);\n  }\n\n  const positionSize = amountNum / price;\n  const multiplier = Math.pow(10, szDecimals);\n  let rounded = Math.round(positionSize * multiplier) / multiplier;\n\n  // Ensure rounded size meets requested USD (fix validation gap)\n  const actualUsd = rounded * price;\n  if (actualUsd < amountNum) {\n    rounded += 1 / multiplier;\n  }\n\n  return rounded.toFixed(szDecimals);\n}\n\n/**\n * Calculate margin required for a position\n *\n * @param params - Position amount and leverage\n * @returns Margin required formatted to 2 decimal places\n */\nexport function calculateMarginRequired(params: MarginRequiredParams): string {\n  const { amount, leverage } = params;\n  const amountNum = parseFloat(amount || '0');\n\n  if (\n    isNaN(amountNum) ||\n    isNaN(leverage) ||\n    amountNum === 0 ||\n    leverage === 0\n  ) {\n    return '0.00';\n  }\n\n  return (amountNum / leverage).toFixed(2);\n}\n\nexport function getMaxAllowedAmount(params: MaxAllowedAmountParams): number {\n  const { availableBalance, assetPrice, assetSzDecimals, leverage } = params;\n  if (availableBalance === 0 || !assetPrice || assetSzDecimals === undefined) {\n    return 0;\n  }\n\n  // The theoretical maximum is simply availableBalance * leverage\n  const theoreticalMax = availableBalance * leverage;\n\n  // But we need to account for position size rounding\n  // Find the largest whole dollar amount that fits within this limit\n  let maxAmount = Math.floor(theoreticalMax);\n\n  // Verify this amount doesn't exceed available balance after rounding\n  const testPositionSize = calculatePositionSize({\n    amount: maxAmount.toString(),\n    price: assetPrice,\n    szDecimals: assetSzDecimals,\n  });\n\n  const actualNotionalValue = parseFloat(testPositionSize) * assetPrice;\n  const requiredMargin = actualNotionalValue / leverage;\n\n  // If rounding caused us to exceed available balance, step down by one position increment\n  if (requiredMargin > availableBalance) {\n    const minPositionSizeIncrement = 1 / Math.pow(10, assetSzDecimals);\n    const positionSizeIncrementUsd = Math.ceil(\n      minPositionSizeIncrement * assetPrice,\n    );\n    maxAmount -= positionSizeIncrementUsd;\n  }\n\n  // Apply margin buffer to reduce \"Insufficient margin\" rejections from the exchange\n  // (fees, rounding, and exchange-side checks can make 100% theoretical max fail)\n  const bufferedMax = maxAmount * (1 - MAX_ORDER_MARGIN_BUFFER);\n\n  return Math.max(0, Math.floor(bufferedMax));\n}\n\n/**\n * Calculates final position size using USD as source of truth with price validation\n *\n * This function implements the hybrid approach where USD is the source of truth,\n * but includes price staleness validation and proper rounding to prevent precision loss.\n *\n * @param params - USD amount, size, prices, and configuration\n * @returns Final position size as a number\n */\nexport function calculateFinalPositionSize(\n  params: CalculateFinalPositionSizeParams,\n): CalculateFinalPositionSizeResult {\n  const {\n    usdAmount,\n    size,\n    currentPrice,\n    priceAtCalculation,\n    maxSlippageBps,\n    szDecimals,\n    leverage,\n    debugLogger,\n  } = params;\n\n  let finalPositionSize: number;\n\n  if (usdAmount && parseFloat(usdAmount) > 0) {\n    // USD amount provided - use it as source of truth\n    const usdValue = parseFloat(usdAmount);\n\n    // 1. Validate price staleness if priceAtCalculation provided\n    if (priceAtCalculation) {\n      const priceDeltaBps = Math.abs(\n        ((currentPrice - priceAtCalculation) / priceAtCalculation) * 10000,\n      );\n      const maxSlippageBpsValue =\n        maxSlippageBps ?? ORDER_SLIPPAGE_CONFIG.DefaultMarketSlippageBps;\n\n      if (priceDeltaBps > maxSlippageBpsValue) {\n        throw new Error(\n          `Price moved too much: ${priceDeltaBps.toFixed(0)} bps (max: ${maxSlippageBpsValue} bps). ` +\n            `Expected: ${priceAtCalculation.toFixed(2)}, Current: ${currentPrice.toFixed(2)}`,\n        );\n      }\n\n      debugLogger?.log('Price validation passed:', {\n        priceAtCalculation,\n        currentPrice,\n        deltaBps: priceDeltaBps.toFixed(2),\n        maxSlippageBps: maxSlippageBpsValue,\n      });\n    }\n\n    // 2. Recalculate position size with fresh price\n    finalPositionSize = usdValue / currentPrice;\n\n    // 3. Apply size decimals rounding\n    const multiplier = Math.pow(10, szDecimals);\n    finalPositionSize = Math.round(finalPositionSize * multiplier) / multiplier;\n\n    // 4. Ensure rounded size meets requested USD (fix validation gap)\n    let actualNotionalValue = finalPositionSize * currentPrice;\n    if (actualNotionalValue < usdValue) {\n      // Add 1 minimum increment to meet requested USD\n      finalPositionSize += 1 / multiplier;\n      actualNotionalValue = finalPositionSize * currentPrice;\n\n      debugLogger?.log('Position size adjusted to meet USD minimum:', {\n        requestedUsd: usdValue,\n        beforeAdjustment: finalPositionSize - 1 / multiplier,\n        afterAdjustment: finalPositionSize,\n        actualUsd: actualNotionalValue,\n      });\n    }\n\n    const requiredMargin = actualNotionalValue / (leverage ?? 1);\n\n    // Log if rounding caused significant difference\n    const usdDifference = Math.abs(actualNotionalValue - usdValue);\n    if (usdDifference > 0.01) {\n      debugLogger?.log(\n        'Position size rounding caused USD difference (acceptable):',\n        {\n          requestedUsd: usdValue,\n          actualUsd: actualNotionalValue,\n          difference: usdDifference,\n          positionSize: finalPositionSize,\n        },\n      );\n    }\n\n    debugLogger?.log('Recalculated position size with fresh price:', {\n      usdAmount: usdValue,\n      priceAtCalculation,\n      currentPrice,\n      originalSize: size,\n      recalculatedSize: finalPositionSize,\n      requiredMargin,\n      minIncrement: 1 / multiplier,\n    });\n  } else {\n    // Legacy: Use provided size (backward compatibility)\n    finalPositionSize = parseFloat(size ?? '0');\n\n    debugLogger?.log(\n      'Using legacy size calculation (no USD amount provided):',\n      {\n        providedSize: size,\n        finalSize: finalPositionSize,\n      },\n    );\n  }\n\n  return { finalPositionSize };\n}\n\n/**\n * Calculates order price and formatted size based on order type\n *\n * @param params - Order parameters including type, direction, size, and prices\n * @returns Formatted order price, size, and price string\n */\nexport function calculateOrderPriceAndSize(\n  params: CalculateOrderPriceAndSizeParams,\n): CalculateOrderPriceAndSizeResult {\n  const {\n    orderType,\n    isBuy,\n    finalPositionSize,\n    currentPrice,\n    limitPrice,\n    slippage,\n    szDecimals,\n  } = params;\n\n  let orderPrice: number;\n  let formattedSize: string;\n\n  if (orderType === 'market') {\n    // Market orders: add slippage (3% conservative default)\n    const slippageValue =\n      slippage ?? ORDER_SLIPPAGE_CONFIG.DefaultMarketSlippageBps / 10000;\n    orderPrice = isBuy\n      ? currentPrice * (1 + slippageValue)\n      : currentPrice * (1 - slippageValue);\n    formattedSize = formatHyperLiquidSize({\n      size: finalPositionSize,\n      szDecimals,\n    });\n  } else {\n    // Limit orders: use provided price (no slippage applied)\n    if (!limitPrice) {\n      throw new Error(PERPS_ERROR_CODES.ORDER_LIMIT_PRICE_REQUIRED);\n    }\n    orderPrice = parseFloat(limitPrice);\n    formattedSize = formatHyperLiquidSize({\n      size: finalPositionSize,\n      szDecimals,\n    });\n  }\n\n  const formattedPrice = formatHyperLiquidPrice({\n    price: orderPrice,\n    szDecimals,\n  });\n\n  return { orderPrice, formattedSize, formattedPrice };\n}\n\n/**\n * Builds orders array including main order and optional TP/SL orders\n *\n * @param params - Order construction parameters\n * @returns Array of SDK order params and grouping type\n */\nexport function buildOrdersArray(\n  params: BuildOrdersArrayParams,\n): BuildOrdersArrayResult {\n  const {\n    assetId,\n    isBuy,\n    formattedPrice,\n    formattedSize,\n    reduceOnly,\n    orderType,\n    clientOrderId,\n    takeProfitPrice,\n    stopLossPrice,\n    szDecimals,\n    grouping,\n  } = params;\n\n  const orders: SDKOrderParams[] = [];\n\n  // 1. Main order\n  const mainOrder: SDKOrderParams = {\n    a: assetId,\n    b: isBuy,\n    p: formattedPrice,\n    s: formattedSize,\n    r: reduceOnly || false,\n    t:\n      orderType === 'limit'\n        ? { limit: { tif: 'Gtc' } }\n        : { limit: { tif: 'FrontendMarket' } },\n    c: clientOrderId ? (clientOrderId as Hex) : undefined,\n  };\n  orders.push(mainOrder);\n\n  // 2. Take Profit order\n  if (takeProfitPrice) {\n    const tpOrder: SDKOrderParams = {\n      a: assetId,\n      b: !isBuy,\n      p: formatHyperLiquidPrice({\n        price: parseFloat(takeProfitPrice),\n        szDecimals,\n      }),\n      s: formattedSize,\n      r: true,\n      t: {\n        trigger: {\n          isMarket: false,\n          triggerPx: formatHyperLiquidPrice({\n            price: parseFloat(takeProfitPrice),\n            szDecimals,\n          }),\n          tpsl: 'tp',\n        },\n      },\n    };\n    orders.push(tpOrder);\n  }\n\n  // 3. Stop Loss order\n  if (stopLossPrice) {\n    // Apply 10% slippage to SL limit price (executes as market order when triggered)\n    // HyperLiquid recommended: 10% for TP/SL orders\n    const stopLossPriceNum = parseFloat(stopLossPrice);\n    const slippageValue = ORDER_SLIPPAGE_CONFIG.DefaultTpslSlippageBps / 10000;\n    const limitPriceWithSlippage = isBuy\n      ? stopLossPriceNum * (1 - slippageValue) // Selling to close long: willing to accept LESS (slippage protection)\n      : stopLossPriceNum * (1 + slippageValue); // Buying to close short: willing to pay MORE (slippage protection)\n\n    const slOrder: SDKOrderParams = {\n      a: assetId,\n      b: !isBuy,\n      p: formatHyperLiquidPrice({\n        price: limitPriceWithSlippage,\n        szDecimals,\n      }),\n      s: formattedSize,\n      r: true,\n      t: {\n        trigger: {\n          isMarket: true,\n          triggerPx: formatHyperLiquidPrice({\n            price: stopLossPriceNum,\n            szDecimals,\n          }),\n          tpsl: 'sl',\n        },\n      },\n    };\n    orders.push(slOrder);\n  }\n\n  // Determine grouping\n  const finalGrouping: 'na' | 'normalTpsl' | 'positionTpsl' =\n    grouping ?? ((takeProfitPrice ?? stopLossPrice) ? 'normalTpsl' : 'na');\n\n  return { orders, grouping: finalGrouping };\n}\n"]}
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type { Hex } from '@metamask/utils';\n\nimport {\n  MAX_ORDER_MARGIN_BUFFER,\n  ORDER_SLIPPAGE_CONFIG,\n} from '../constants/perpsConfig';\nimport { PERPS_ERROR_CODES } from '../perpsErrorCodes';\nimport type { PerpsDebugLogger } from '../types';\nimport type { SDKOrderParams } from '../types/hyperliquid-types';\nimport {\n  formatHyperLiquidPrice,\n  formatHyperLiquidSize,\n} from './hyperLiquidAdapter';\n\n/**\n * Optional debug logger for order calculation functions.\n * When provided, enables detailed logging for debugging.\n */\nexport type OrderCalculationsDebugLogger = PerpsDebugLogger | undefined;\n\ntype PositionSizeParams = {\n  amount: string;\n  price: number;\n  szDecimals: number;\n};\n\ntype MarginRequiredParams = {\n  amount: string;\n  leverage: number;\n};\n\ntype MaxAllowedAmountParams = {\n  spendableBalance: number;\n  assetPrice: number;\n  assetSzDecimals: number;\n  leverage: number;\n};\n\n// Advanced order calculation interfaces\nexport type CalculateFinalPositionSizeParams = {\n  usdAmount?: string;\n  size?: string;\n  currentPrice: number;\n  priceAtCalculation?: number;\n  maxSlippageBps?: number;\n  szDecimals: number;\n  leverage?: number;\n  debugLogger?: OrderCalculationsDebugLogger;\n};\n\nexport type CalculateFinalPositionSizeResult = {\n  finalPositionSize: number;\n};\n\nexport type CalculateOrderPriceAndSizeParams = {\n  orderType: 'market' | 'limit';\n  isBuy: boolean;\n  finalPositionSize: number;\n  currentPrice: number;\n  limitPrice?: string;\n  slippage?: number;\n  szDecimals: number;\n};\n\nexport type CalculateOrderPriceAndSizeResult = {\n  orderPrice: number;\n  formattedSize: string;\n  formattedPrice: string;\n};\n\nexport type BuildOrdersArrayParams = {\n  assetId: number;\n  isBuy: boolean;\n  formattedPrice: string;\n  formattedSize: string;\n  reduceOnly: boolean;\n  orderType: 'market' | 'limit';\n  clientOrderId?: string;\n  takeProfitPrice?: string;\n  stopLossPrice?: string;\n  szDecimals: number;\n  grouping?: 'na' | 'normalTpsl' | 'positionTpsl';\n};\n\nexport type BuildOrdersArrayResult = {\n  orders: SDKOrderParams[];\n  grouping: 'na' | 'normalTpsl' | 'positionTpsl';\n};\n\n/**\n * Calculate position size based on USD amount and asset price\n *\n * @param params - Amount in USD, current asset price, and required decimal precision\n * @returns Position size formatted to the asset's decimal precision\n */\nexport function calculatePositionSize(params: PositionSizeParams): string {\n  const { amount, price, szDecimals } = params;\n\n  // Validate required parameters\n  if (szDecimals === undefined || szDecimals === null) {\n    throw new Error('szDecimals is required for position size calculation');\n  }\n  if (szDecimals < 0) {\n    throw new Error(`szDecimals must be >= 0, got: ${szDecimals}`);\n  }\n\n  const amountNum = parseFloat(amount || '0');\n\n  if (isNaN(amountNum) || isNaN(price) || amountNum === 0 || price === 0) {\n    return (0).toFixed(szDecimals);\n  }\n\n  const positionSize = amountNum / price;\n  const multiplier = Math.pow(10, szDecimals);\n  let rounded = Math.round(positionSize * multiplier) / multiplier;\n\n  // Ensure rounded size meets requested USD (fix validation gap)\n  const actualUsd = rounded * price;\n  if (actualUsd < amountNum) {\n    rounded += 1 / multiplier;\n  }\n\n  return rounded.toFixed(szDecimals);\n}\n\n/**\n * Calculate margin required for a position\n *\n * @param params - Position amount and leverage\n * @returns Margin required formatted to 2 decimal places\n */\nexport function calculateMarginRequired(params: MarginRequiredParams): string {\n  const { amount, leverage } = params;\n  const amountNum = parseFloat(amount || '0');\n\n  if (\n    isNaN(amountNum) ||\n    isNaN(leverage) ||\n    amountNum === 0 ||\n    leverage === 0\n  ) {\n    return '0.00';\n  }\n\n  return (amountNum / leverage).toFixed(2);\n}\n\nexport function getMaxAllowedAmount(params: MaxAllowedAmountParams): number {\n  const { spendableBalance, assetPrice, assetSzDecimals, leverage } = params;\n  if (spendableBalance === 0 || !assetPrice || assetSzDecimals === undefined) {\n    return 0;\n  }\n\n  // The theoretical maximum is simply spendableBalance * leverage\n  const theoreticalMax = spendableBalance * leverage;\n\n  // But we need to account for position size rounding\n  // Find the largest whole dollar amount that fits within this limit\n  let maxAmount = Math.floor(theoreticalMax);\n\n  // Verify this amount doesn't exceed available balance after rounding\n  const testPositionSize = calculatePositionSize({\n    amount: maxAmount.toString(),\n    price: assetPrice,\n    szDecimals: assetSzDecimals,\n  });\n\n  const actualNotionalValue = parseFloat(testPositionSize) * assetPrice;\n  const requiredMargin = actualNotionalValue / leverage;\n\n  // If rounding caused us to exceed available balance, step down by one position increment\n  if (requiredMargin > spendableBalance) {\n    const minPositionSizeIncrement = 1 / Math.pow(10, assetSzDecimals);\n    const positionSizeIncrementUsd = Math.ceil(\n      minPositionSizeIncrement * assetPrice,\n    );\n    maxAmount -= positionSizeIncrementUsd;\n  }\n\n  // Apply margin buffer to reduce \"Insufficient margin\" rejections from the exchange\n  // (fees, rounding, and exchange-side checks can make 100% theoretical max fail)\n  const bufferedMax = maxAmount * (1 - MAX_ORDER_MARGIN_BUFFER);\n\n  return Math.max(0, Math.floor(bufferedMax));\n}\n\n/**\n * Calculates final position size using USD as source of truth with price validation\n *\n * This function implements the hybrid approach where USD is the source of truth,\n * but includes price staleness validation and proper rounding to prevent precision loss.\n *\n * @param params - USD amount, size, prices, and configuration\n * @returns Final position size as a number\n */\nexport function calculateFinalPositionSize(\n  params: CalculateFinalPositionSizeParams,\n): CalculateFinalPositionSizeResult {\n  const {\n    usdAmount,\n    size,\n    currentPrice,\n    priceAtCalculation,\n    maxSlippageBps,\n    szDecimals,\n    leverage,\n    debugLogger,\n  } = params;\n\n  let finalPositionSize: number;\n\n  if (usdAmount && parseFloat(usdAmount) > 0) {\n    // USD amount provided - use it as source of truth\n    const usdValue = parseFloat(usdAmount);\n\n    // 1. Validate price staleness if priceAtCalculation provided\n    if (priceAtCalculation) {\n      const priceDeltaBps = Math.abs(\n        ((currentPrice - priceAtCalculation) / priceAtCalculation) * 10000,\n      );\n      const maxSlippageBpsValue =\n        maxSlippageBps ?? ORDER_SLIPPAGE_CONFIG.DefaultMarketSlippageBps;\n\n      if (priceDeltaBps > maxSlippageBpsValue) {\n        throw new Error(\n          `Price moved too much: ${priceDeltaBps.toFixed(0)} bps (max: ${maxSlippageBpsValue} bps). ` +\n            `Expected: ${priceAtCalculation.toFixed(2)}, Current: ${currentPrice.toFixed(2)}`,\n        );\n      }\n\n      debugLogger?.log('Price validation passed:', {\n        priceAtCalculation,\n        currentPrice,\n        deltaBps: priceDeltaBps.toFixed(2),\n        maxSlippageBps: maxSlippageBpsValue,\n      });\n    }\n\n    // 2. Recalculate position size with fresh price\n    finalPositionSize = usdValue / currentPrice;\n\n    // 3. Apply size decimals rounding\n    const multiplier = Math.pow(10, szDecimals);\n    finalPositionSize = Math.round(finalPositionSize * multiplier) / multiplier;\n\n    // 4. Ensure rounded size meets requested USD (fix validation gap)\n    let actualNotionalValue = finalPositionSize * currentPrice;\n    if (actualNotionalValue < usdValue) {\n      // Add 1 minimum increment to meet requested USD\n      finalPositionSize += 1 / multiplier;\n      actualNotionalValue = finalPositionSize * currentPrice;\n\n      debugLogger?.log('Position size adjusted to meet USD minimum:', {\n        requestedUsd: usdValue,\n        beforeAdjustment: finalPositionSize - 1 / multiplier,\n        afterAdjustment: finalPositionSize,\n        actualUsd: actualNotionalValue,\n      });\n    }\n\n    const requiredMargin = actualNotionalValue / (leverage ?? 1);\n\n    // Log if rounding caused significant difference\n    const usdDifference = Math.abs(actualNotionalValue - usdValue);\n    if (usdDifference > 0.01) {\n      debugLogger?.log(\n        'Position size rounding caused USD difference (acceptable):',\n        {\n          requestedUsd: usdValue,\n          actualUsd: actualNotionalValue,\n          difference: usdDifference,\n          positionSize: finalPositionSize,\n        },\n      );\n    }\n\n    debugLogger?.log('Recalculated position size with fresh price:', {\n      usdAmount: usdValue,\n      priceAtCalculation,\n      currentPrice,\n      originalSize: size,\n      recalculatedSize: finalPositionSize,\n      requiredMargin,\n      minIncrement: 1 / multiplier,\n    });\n  } else {\n    // Legacy: Use provided size (backward compatibility)\n    finalPositionSize = parseFloat(size ?? '0');\n\n    debugLogger?.log(\n      'Using legacy size calculation (no USD amount provided):',\n      {\n        providedSize: size,\n        finalSize: finalPositionSize,\n      },\n    );\n  }\n\n  return { finalPositionSize };\n}\n\n/**\n * Calculates order price and formatted size based on order type\n *\n * @param params - Order parameters including type, direction, size, and prices\n * @returns Formatted order price, size, and price string\n */\nexport function calculateOrderPriceAndSize(\n  params: CalculateOrderPriceAndSizeParams,\n): CalculateOrderPriceAndSizeResult {\n  const {\n    orderType,\n    isBuy,\n    finalPositionSize,\n    currentPrice,\n    limitPrice,\n    slippage,\n    szDecimals,\n  } = params;\n\n  let orderPrice: number;\n  let formattedSize: string;\n\n  if (orderType === 'market') {\n    // Market orders: add slippage (3% conservative default)\n    const slippageValue =\n      slippage ?? ORDER_SLIPPAGE_CONFIG.DefaultMarketSlippageBps / 10000;\n    orderPrice = isBuy\n      ? currentPrice * (1 + slippageValue)\n      : currentPrice * (1 - slippageValue);\n    formattedSize = formatHyperLiquidSize({\n      size: finalPositionSize,\n      szDecimals,\n    });\n  } else {\n    // Limit orders: use provided price (no slippage applied)\n    if (!limitPrice) {\n      throw new Error(PERPS_ERROR_CODES.ORDER_LIMIT_PRICE_REQUIRED);\n    }\n    orderPrice = parseFloat(limitPrice);\n    formattedSize = formatHyperLiquidSize({\n      size: finalPositionSize,\n      szDecimals,\n    });\n  }\n\n  const formattedPrice = formatHyperLiquidPrice({\n    price: orderPrice,\n    szDecimals,\n  });\n\n  return { orderPrice, formattedSize, formattedPrice };\n}\n\n/**\n * Builds orders array including main order and optional TP/SL orders\n *\n * @param params - Order construction parameters\n * @returns Array of SDK order params and grouping type\n */\nexport function buildOrdersArray(\n  params: BuildOrdersArrayParams,\n): BuildOrdersArrayResult {\n  const {\n    assetId,\n    isBuy,\n    formattedPrice,\n    formattedSize,\n    reduceOnly,\n    orderType,\n    clientOrderId,\n    takeProfitPrice,\n    stopLossPrice,\n    szDecimals,\n    grouping,\n  } = params;\n\n  const orders: SDKOrderParams[] = [];\n\n  // 1. Main order\n  const mainOrder: SDKOrderParams = {\n    a: assetId,\n    b: isBuy,\n    p: formattedPrice,\n    s: formattedSize,\n    r: reduceOnly || false,\n    t:\n      orderType === 'limit'\n        ? { limit: { tif: 'Gtc' } }\n        : { limit: { tif: 'FrontendMarket' } },\n    c: clientOrderId ? (clientOrderId as Hex) : undefined,\n  };\n  orders.push(mainOrder);\n\n  // 2. Take Profit order\n  if (takeProfitPrice) {\n    const tpOrder: SDKOrderParams = {\n      a: assetId,\n      b: !isBuy,\n      p: formatHyperLiquidPrice({\n        price: parseFloat(takeProfitPrice),\n        szDecimals,\n      }),\n      s: formattedSize,\n      r: true,\n      t: {\n        trigger: {\n          isMarket: false,\n          triggerPx: formatHyperLiquidPrice({\n            price: parseFloat(takeProfitPrice),\n            szDecimals,\n          }),\n          tpsl: 'tp',\n        },\n      },\n    };\n    orders.push(tpOrder);\n  }\n\n  // 3. Stop Loss order\n  if (stopLossPrice) {\n    // Apply 10% slippage to SL limit price (executes as market order when triggered)\n    // HyperLiquid recommended: 10% for TP/SL orders\n    const stopLossPriceNum = parseFloat(stopLossPrice);\n    const slippageValue = ORDER_SLIPPAGE_CONFIG.DefaultTpslSlippageBps / 10000;\n    const limitPriceWithSlippage = isBuy\n      ? stopLossPriceNum * (1 - slippageValue) // Selling to close long: willing to accept LESS (slippage protection)\n      : stopLossPriceNum * (1 + slippageValue); // Buying to close short: willing to pay MORE (slippage protection)\n\n    const slOrder: SDKOrderParams = {\n      a: assetId,\n      b: !isBuy,\n      p: formatHyperLiquidPrice({\n        price: limitPriceWithSlippage,\n        szDecimals,\n      }),\n      s: formattedSize,\n      r: true,\n      t: {\n        trigger: {\n          isMarket: true,\n          triggerPx: formatHyperLiquidPrice({\n            price: stopLossPriceNum,\n            szDecimals,\n          }),\n          tpsl: 'sl',\n        },\n      },\n    };\n    orders.push(slOrder);\n  }\n\n  // Determine grouping\n  const finalGrouping: 'na' | 'normalTpsl' | 'positionTpsl' =\n    grouping ?? ((takeProfitPrice ?? stopLossPrice) ? 'normalTpsl' : 'na');\n\n  return { orders, grouping: finalGrouping };\n}\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@metamask-previews/perps-controller",
-  "version": "5.0.0-preview-4e0ae1bc9",
+  "version": "5.0.0-preview-bd0d4d2e9",
   "description": "Controller for perpetual trading functionality in MetaMask",
   "keywords": [
     "Ethereum",