@metamask-previews/perps-controller 9.3.0-preview-68ba7f84e → 10.0.0-preview-5959fe813

package/dist/services/AggregatedOrderBookConnection.cjs

@@ -0,0 +1,405 @@
+"use strict";
+var __classPrivateFieldSet = (this && this.__classPrivateFieldSet) || function (receiver, state, value, kind, f) {
+    if (kind === "m") throw new TypeError("Private method is not writable");
+    if (kind === "a" && !f) throw new TypeError("Private accessor was defined without a setter");
+    if (typeof state === "function" ? receiver !== state || !f : !state.has(receiver)) throw new TypeError("Cannot write private member to an object whose class did not declare it");
+    return (kind === "a" ? f.call(receiver, value) : f ? f.value = value : state.set(receiver, value)), value;
+};
+var __classPrivateFieldGet = (this && this.__classPrivateFieldGet) || function (receiver, state, kind, f) {
+    if (kind === "a" && !f) throw new TypeError("Private accessor was defined without a getter");
+    if (typeof state === "function" ? receiver !== state || !f : !state.has(receiver)) throw new TypeError("Cannot read private member from an object whose class did not declare it");
+    return kind === "m" ? f : kind === "a" ? f.call(receiver) : f ? f.value : state.get(receiver);
+};
+var _AggregatedOrderBookConnection_instances, _AggregatedOrderBookConnection_isTestnet, _AggregatedOrderBookConnection_transport, _AggregatedOrderBookConnection_transportIsTestnet, _AggregatedOrderBookConnection_activeCount, _AggregatedOrderBookConnection_payloads, _AggregatedOrderBookConnection_activeSubscriptions, _AggregatedOrderBookConnection_terminated, _AggregatedOrderBookConnection_ensureTransport, _AggregatedOrderBookConnection_closeTransport;
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.AggregatedOrderBookConnection = exports.processAggregatedOrderBook = void 0;
+const hyperliquid_1 = require("@nktkas/hyperliquid");
+const hyperLiquidConfig_1 = require("../constants/hyperLiquidConfig.cjs");
+// Fast mode streams 5 levels per side (slow mode streams 20). We run fast mode
+// for lower-latency ladder updates, so the book never carries more than this.
+const DEFAULT_LEVELS = 5;
+/**
+ * Transforms a raw Hyperliquid `l2Book` snapshot into the `OrderBookData` shape
+ * the UI consumes. Mirrors the subscription service's internal
+ * `processOrderBookData` so this dedicated connection is a drop-in replacement
+ * for `subscribeToOrderBook` on the aggregated channel.
+ *
+ * @param data - Raw `l2Book` event.
+ * @param levels - Number of levels per side to keep.
+ * @returns Processed order-book snapshot.
+ */
+function processAggregatedOrderBook(data, levels) {
+    const bidsRaw = data?.levels?.[0] ?? [];
+    const asksRaw = data?.levels?.[1] ?? [];
+    let bidCumulativeSize = 0;
+    let bidCumulativeNotional = 0;
+    const bids = bidsRaw.slice(0, levels).map((level) => {
+        const price = Number.parseFloat(level.px);
+        const size = Number.parseFloat(level.sz);
+        const notional = price * size;
+        bidCumulativeSize += size;
+        bidCumulativeNotional += notional;
+        return {
+            price: level.px,
+            size: level.sz,
+            total: bidCumulativeSize.toString(),
+            notional: notional.toFixed(2),
+            totalNotional: bidCumulativeNotional.toFixed(2),
+        };
+    });
+    let askCumulativeSize = 0;
+    let askCumulativeNotional = 0;
+    const asks = asksRaw.slice(0, levels).map((level) => {
+        const price = Number.parseFloat(level.px);
+        const size = Number.parseFloat(level.sz);
+        const notional = price * size;
+        askCumulativeSize += size;
+        askCumulativeNotional += notional;
+        return {
+            price: level.px,
+            size: level.sz,
+            total: askCumulativeSize.toString(),
+            notional: notional.toFixed(2),
+            totalNotional: askCumulativeNotional.toFixed(2),
+        };
+    });
+    const bestBid = bids[0];
+    const bestAsk = asks[0];
+    const bidPrice = bestBid ? Number.parseFloat(bestBid.price) : 0;
+    const askPrice = bestAsk ? Number.parseFloat(bestAsk.price) : 0;
+    const spread = askPrice > 0 && bidPrice > 0 ? askPrice - bidPrice : 0;
+    const midPrice = askPrice > 0 && bidPrice > 0 ? (askPrice + bidPrice) / 2 : 0;
+    const spreadPercentage = midPrice > 0 ? ((spread / midPrice) * 100).toFixed(4) : '0';
+    const maxTotal = Math.max(bidCumulativeSize, askCumulativeSize).toString();
+    return {
+        bids,
+        asks,
+        spread: spread.toFixed(5),
+        spreadPercentage,
+        midPrice: midPrice.toFixed(5),
+        lastUpdated: Date.now(),
+        maxTotal,
+    };
+}
+exports.processAggregatedOrderBook = processAggregatedOrderBook;
+/**
+ * Owns a dedicated Hyperliquid WebSocket connection used solely for the
+ * order-book panel's server-aggregated `l2Book` subscription.
+ *
+ * The main connection (managed by the subscription service) multiplexes every
+ * subscription onto a single socket. The Hyperliquid SDK dispatches `l2Book`
+ * events by `coin` only, so running the raw (full-precision) and the aggregated
+ * (`nSigFigs`) subscriptions for the same coin on that shared socket
+ * cross-contaminates them — the coarse ladder and the precise spread/slippage
+ * clobber each other. Giving the aggregated subscription its own socket removes
+ * the collision entirely: this socket only ever carries a single `l2Book`
+ * stream, and the main socket is never touched by the panel's grouping.
+ *
+ * The socket is created lazily on the first subscription and torn down once the
+ * last subscription is removed, so it exists only while an order-book panel is
+ * open. Because network is a global setting, the transport is recreated if
+ * `isTestnet` changes between (re)subscriptions.
+ */
+class AggregatedOrderBookConnection {
+    constructor({ isTestnet }) {
+        _AggregatedOrderBookConnection_instances.add(this);
+        _AggregatedOrderBookConnection_isTestnet.set(this, void 0);
+        _AggregatedOrderBookConnection_transport.set(this, null);
+        _AggregatedOrderBookConnection_transportIsTestnet.set(this, false);
+        _AggregatedOrderBookConnection_activeCount.set(this, 0);
+        // Tracks the single `l2Book` payload the dedicated socket carries per asset,
+        // keyed by symbol. The SDK dispatches `l2Book` events by `coin` only, so two
+        // subscriptions for the same asset with different params (e.g. `nSigFigs`)
+        // would cross-contaminate on this shared socket — exactly the collision this
+        // connection exists to avoid. `count` refcounts the (identical) subscriptions
+        // sharing a payload so the entry is dropped once the last one unsubscribes.
+        _AggregatedOrderBookConnection_payloads.set(this, new Map());
+        // Force-terminate callback for every currently-active subscription. When a
+        // transport rebuild (`#closeTransport`) shuts the socket down out from under
+        // live subscriptions, these tear each one down — notifying the caller and
+        // releasing its SDK subscription / socket listeners — instead of orphaning
+        // them (stale handle, no more updates, and no further status because
+        // reporting is suppressed once `transport !== this.#transport`).
+        _AggregatedOrderBookConnection_activeSubscriptions.set(this, new Set());
+        // Set when the socket's auto-reconnection is exhausted (its
+        // `terminationSignal` aborts). A terminated socket cannot recover, so the next
+        // subscribe must build a fresh transport instead of reusing the dead one.
+        _AggregatedOrderBookConnection_terminated.set(this, false);
+        __classPrivateFieldSet(this, _AggregatedOrderBookConnection_isTestnet, isTestnet, "f");
+    }
+    /**
+     * Opens an aggregated `l2Book` subscription on the dedicated socket.
+     *
+     * Mirrors the subscription service's synchronous-unsubscribe contract: the
+     * returned function can be called before the async subscribe resolves and
+     * will cancel the pending subscription.
+     *
+     * Only one `l2Book` payload per asset may be active at a time. Subscribing to
+     * an asset that already has a live subscription with different params (e.g. a
+     * different `nSigFigs` or `mantissa`) throws, because the shared socket
+     * dispatches by `coin` and the conflicting streams would clobber each other.
+     *
+     * @param params - Subscription parameters.
+     * @returns An unsubscribe function.
+     * @throws If the asset already has an active subscription with different params.
+     */
+    subscribe(params) {
+        const levels = params.levels ?? DEFAULT_LEVELS;
+        // The `l2Book` subscription params the socket carries. `levels` is
+        // client-side only (it slices each snapshot), so it is deliberately excluded
+        // from the params and their signature.
+        const l2BookParams = {
+            coin: params.symbol,
+            nSigFigs: params.nSigFigs,
+            mantissa: params.mantissa ?? null,
+            fast: true,
+        };
+        const signature = JSON.stringify(l2BookParams);
+        const transport = __classPrivateFieldGet(this, _AggregatedOrderBookConnection_instances, "m", _AggregatedOrderBookConnection_ensureTransport).call(this, __classPrivateFieldGet(this, _AggregatedOrderBookConnection_isTestnet, "f").call(this));
+        // Reject a conflicting payload for an asset already on this socket. A
+        // recreated transport (first use, network change, or terminate) starts with
+        // an empty payload map, so this can only trip on the reuse path — the shared
+        // socket that would actually suffer the collision.
+        const existingPayload = __classPrivateFieldGet(this, _AggregatedOrderBookConnection_payloads, "f").get(params.symbol);
+        if (existingPayload && existingPayload.signature !== signature) {
+            throw new Error(`AggregatedOrderBookConnection: "${params.symbol}" is already subscribed with different params; only one l2Book payload per asset is allowed on the dedicated socket.`);
+        }
+        const { socket } = transport;
+        let cancelled = false;
+        let subscription = null;
+        __classPrivateFieldSet(this, _AggregatedOrderBookConnection_activeCount, __classPrivateFieldGet(this, _AggregatedOrderBookConnection_activeCount, "f") + 1, "f");
+        if (existingPayload) {
+            existingPayload.count += 1;
+        }
+        else {
+            __classPrivateFieldGet(this, _AggregatedOrderBookConnection_payloads, "f").set(params.symbol, { signature, count: 1 });
+        }
+        // Set once this subscription's socket terminates (reconnection exhausted).
+        // The `error` state is terminal until teardown/resubscribe, so once set we
+        // suppress any late `connected`/`connecting` — e.g. from a subscribe promise
+        // that resolves *after* the socket died — which would otherwise flip the UI
+        // back to a healthy state on a dead socket and hide the manual-reconnect
+        // affordance.
+        let terminated = false;
+        const reportStatus = (status) => {
+            // Suppress reports from a subscription that no longer drives the UI: it
+            // was unsubscribed (`cancelled`), its transport was replaced by a network
+            // flip or recreate (`transport !== this.#transport`, so its socket is
+            // dead), or its socket permanently terminated and `error` is now sticky
+            // until teardown (`terminated`).
+            if (cancelled ||
+                transport !== __classPrivateFieldGet(this, _AggregatedOrderBookConnection_transport, "f") ||
+                (terminated && status !== 'error')) {
+                return;
+            }
+            params.onStatusChange?.(status);
+        };
+        // Reflect the socket's live health. Every drop dispatches a `close` event;
+        // the reconnecting socket only exposes permanent termination through its
+        // `terminationSignal` (an `AbortSignal`), which it aborts *before* the final
+        // close. So an aborted signal on close — unless it was our own `close()`
+        // (`TERMINATED_BY_USER`) — means automatic reconnection is exhausted: the
+        // unrecoverable state the UI surfaces with a manual reconnect button. A
+        // still-live signal means a transient drop the socket will auto-reconnect.
+        const handleOpen = () => reportStatus('connected');
+        const handleClose = () => {
+            // A torn-down subscription must not mutate shared connection state. Its
+            // listeners are normally detached before the socket closes, but guard
+            // anyway so a late `close` (e.g. from `transport.close()` racing listener
+            // removal) can't wrongly flip `#terminated`.
+            if (cancelled) {
+                return;
+            }
+            const { terminationSignal } = socket;
+            const terminatedByUser = terminationSignal.reason?.code ===
+                'TERMINATED_BY_USER';
+            if (terminationSignal.aborted && !terminatedByUser) {
+                __classPrivateFieldSet(this, _AggregatedOrderBookConnection_terminated, true, "f");
+                terminated = true;
+                reportStatus('error');
+                return;
+            }
+            reportStatus('connecting');
+        };
+        socket.addEventListener('open', handleOpen);
+        socket.addEventListener('close', handleClose);
+        const removeSocketListeners = () => {
+            socket.removeEventListener('open', handleOpen);
+            socket.removeEventListener('close', handleClose);
+        };
+        // Ends this subscription when its transport is torn down beneath it (network
+        // flip, post-termination resubscribe, or `close()`). Unlike `teardown` it
+        // leaves the shared refcount/payload state alone — `#closeTransport` clears
+        // those wholesale — but still notifies the caller and releases this
+        // subscription's resources so nothing leaks on the dead socket.
+        const forceTerminate = () => {
+            if (cancelled) {
+                return;
+            }
+            // Notify directly rather than via `reportStatus`: `#closeTransport`
+            // detaches `#transport` before invoking these callbacks (so a reentrant
+            // subscribe from this handler builds a fresh transport instead of binding
+            // to the dying one), which would otherwise trip `reportStatus`'s
+            // stale-transport guard. A subscription whose socket already terminated
+            // has reported `error`; a still-live one (abandoned by a network flip or
+            // `close()`) needs the terminal signal so the caller stops trusting a
+            // now-dead book.
+            if (!terminated) {
+                params.onStatusChange?.('error');
+            }
+            cancelled = true;
+            removeSocketListeners();
+            __classPrivateFieldGet(this, _AggregatedOrderBookConnection_activeSubscriptions, "f").delete(forceTerminate);
+            if (subscription) {
+                subscription.unsubscribe().catch(() => undefined);
+                subscription = null;
+            }
+        };
+        __classPrivateFieldGet(this, _AggregatedOrderBookConnection_activeSubscriptions, "f").add(forceTerminate);
+        // Releases this subscription's refcount and tears down the socket once no
+        // subscriptions remain. Idempotent via `cancelled`, so it's safe whether it
+        // runs from the returned unsubscribe or from a failed subscribe.
+        const teardown = () => {
+            if (cancelled) {
+                return;
+            }
+            cancelled = true;
+            removeSocketListeners();
+            __classPrivateFieldGet(this, _AggregatedOrderBookConnection_activeSubscriptions, "f").delete(forceTerminate);
+            if (subscription) {
+                subscription.unsubscribe().catch(() => undefined);
+                subscription = null;
+            }
+            // Only touch the refcount/current socket if this subscription still
+            // belongs to the active transport. If the transport was recreated (network
+            // change or terminate), this subscription's socket is already dead and
+            // `#activeCount` now tracks only the new transport's subscriptions — so an
+            // older unsubscribe must not decrement it and tear down the live socket.
+            if (transport === __classPrivateFieldGet(this, _AggregatedOrderBookConnection_transport, "f")) {
+                __classPrivateFieldSet(this, _AggregatedOrderBookConnection_activeCount, Math.max(0, __classPrivateFieldGet(this, _AggregatedOrderBookConnection_activeCount, "f") - 1), "f");
+                const entry = __classPrivateFieldGet(this, _AggregatedOrderBookConnection_payloads, "f").get(params.symbol);
+                if (entry) {
+                    entry.count -= 1;
+                    if (entry.count <= 0) {
+                        __classPrivateFieldGet(this, _AggregatedOrderBookConnection_payloads, "f").delete(params.symbol);
+                    }
+                }
+                if (__classPrivateFieldGet(this, _AggregatedOrderBookConnection_activeCount, "f") === 0) {
+                    __classPrivateFieldGet(this, _AggregatedOrderBookConnection_instances, "m", _AggregatedOrderBookConnection_closeTransport).call(this);
+                }
+            }
+        };
+        // Surfaces a subscription failure the same way regardless of when it
+        // happens: report `error` (before teardown flips `cancelled`, which gates
+        // status updates) then release the refcount so the dead subscription doesn't
+        // keep the dedicated socket open. Used for both the initial subscribe
+        // rejection (`.catch`) and post-confirmation failures the SDK reports only
+        // through `onError` — e.g. the server rejecting the re-subscription after a
+        // reconnect, which removes the listener and stops all further events (a
+        // frozen order book that would otherwise still read as `connected`).
+        // Idempotent via `teardown`'s `cancelled` guard.
+        const handleSubscriptionError = () => {
+            reportStatus('error');
+            teardown();
+        };
+        reportStatus('connecting');
+        // Subscribe through the typed `l2Book` client so the params are validated
+        // before they reach the wire (`fast: true` requests fast mode — 5 levels at
+        // ~0.5s). The listener receives the decoded snapshot directly.
+        new hyperliquid_1.SubscriptionClient({ transport })
+            .l2Book(l2BookParams, (data) => {
+            if (cancelled || data?.coin !== params.symbol || !data?.levels) {
+                return;
+            }
+            params.callback(processAggregatedOrderBook(data, levels));
+        }, 
+        // `onError` fires at most once for an *already confirmed* subscription
+        // that later fails (rejected re-subscription after reconnect, permanent
+        // termination, or a drop while re-subscription is disabled). The SDK
+        // removes the listener and emits nothing further, so treat it exactly
+        // like an initial failure.
+        { onError: handleSubscriptionError })
+            .then(async (sub) => {
+            // Stale if this subscription was unsubscribed (`cancelled`) or its
+            // transport was replaced (network flip / recreate) before the subscribe
+            // settled — either way the captured socket is dead, so clean up the SDK
+            // subscription instead of storing it or announcing `connected`.
+            if (cancelled || transport !== __classPrivateFieldGet(this, _AggregatedOrderBookConnection_transport, "f")) {
+                try {
+                    await sub.unsubscribe();
+                }
+                catch {
+                    // Ignore cleanup errors on an already-cancelled/stale subscription.
+                }
+                return undefined;
+            }
+            subscription = sub;
+            reportStatus('connected');
+            return undefined;
+        })
+            .catch(handleSubscriptionError);
+        return teardown;
+    }
+    /** Closes the dedicated socket and drops all subscriptions. */
+    close() {
+        __classPrivateFieldGet(this, _AggregatedOrderBookConnection_instances, "m", _AggregatedOrderBookConnection_closeTransport).call(this);
+    }
+}
+exports.AggregatedOrderBookConnection = AggregatedOrderBookConnection;
+_AggregatedOrderBookConnection_isTestnet = new WeakMap(), _AggregatedOrderBookConnection_transport = new WeakMap(), _AggregatedOrderBookConnection_transportIsTestnet = new WeakMap(), _AggregatedOrderBookConnection_activeCount = new WeakMap(), _AggregatedOrderBookConnection_payloads = new WeakMap(), _AggregatedOrderBookConnection_activeSubscriptions = new WeakMap(), _AggregatedOrderBookConnection_terminated = new WeakMap(), _AggregatedOrderBookConnection_instances = new WeakSet(), _AggregatedOrderBookConnection_ensureTransport = function _AggregatedOrderBookConnection_ensureTransport(isTestnet) {
+    if (__classPrivateFieldGet(this, _AggregatedOrderBookConnection_transport, "f") &&
+        __classPrivateFieldGet(this, _AggregatedOrderBookConnection_transportIsTestnet, "f") === isTestnet &&
+        !__classPrivateFieldGet(this, _AggregatedOrderBookConnection_terminated, "f")) {
+        return __classPrivateFieldGet(this, _AggregatedOrderBookConnection_transport, "f");
+    }
+    // First use, the network changed, or the previous socket was terminated —
+    // (re)create the dedicated transport. Reuse the package's transport config
+    // so this socket shares the finite five-attempt reconnection policy; without
+    // it the SDK defaults `maxRetries` to Infinity and a sustained outage would
+    // never exhaust reconnection to reach the `error`/manual-reconnect state.
+    __classPrivateFieldGet(this, _AggregatedOrderBookConnection_instances, "m", _AggregatedOrderBookConnection_closeTransport).call(this);
+    // `#closeTransport` notifies subscribers, which may synchronously re-enter
+    // `subscribe` and build a matching transport. Reuse it instead of orphaning
+    // it (which would leak the reentrant subscription on an unreferenced socket).
+    if (__classPrivateFieldGet(this, _AggregatedOrderBookConnection_transport, "f") &&
+        __classPrivateFieldGet(this, _AggregatedOrderBookConnection_transportIsTestnet, "f") === isTestnet &&
+        !__classPrivateFieldGet(this, _AggregatedOrderBookConnection_terminated, "f")) {
+        return __classPrivateFieldGet(this, _AggregatedOrderBookConnection_transport, "f");
+    }
+    const transport = new hyperliquid_1.WebSocketTransport({
+        isTestnet,
+        ...hyperLiquidConfig_1.HYPERLIQUID_TRANSPORT_CONFIG,
+        reconnect: hyperLiquidConfig_1.HYPERLIQUID_TRANSPORT_CONFIG.reconnect,
+    });
+    __classPrivateFieldSet(this, _AggregatedOrderBookConnection_transport, transport, "f");
+    __classPrivateFieldSet(this, _AggregatedOrderBookConnection_transportIsTestnet, isTestnet, "f");
+    return transport;
+}, _AggregatedOrderBookConnection_closeTransport = function _AggregatedOrderBookConnection_closeTransport() {
+    const transport = __classPrivateFieldGet(this, _AggregatedOrderBookConnection_transport, "f");
+    // Snapshot the subscriptions to force-terminate, then detach ALL shared
+    // state (the set, `#transport`, refcounts) *before* invoking any callback.
+    // Those callbacks notify subscribers via `onStatusChange`, which can
+    // synchronously re-enter `subscribe`; detaching first guarantees a reentrant
+    // subscribe builds a fresh transport (rather than reusing this dying one)
+    // and registers itself in a clean set (rather than being swept up by, or
+    // lingering past, this teardown). Subscriptions torn down normally have
+    // already removed themselves, so their entry is a no-op here.
+    const subscriptions = [...__classPrivateFieldGet(this, _AggregatedOrderBookConnection_activeSubscriptions, "f")];
+    __classPrivateFieldGet(this, _AggregatedOrderBookConnection_activeSubscriptions, "f").clear();
+    __classPrivateFieldSet(this, _AggregatedOrderBookConnection_transport, null, "f");
+    __classPrivateFieldSet(this, _AggregatedOrderBookConnection_activeCount, 0, "f");
+    __classPrivateFieldGet(this, _AggregatedOrderBookConnection_payloads, "f").clear();
+    __classPrivateFieldSet(this, _AggregatedOrderBookConnection_terminated, false, "f");
+    // Force-terminate (which detaches each subscription's socket listeners)
+    // BEFORE closing the transport. `close()` on an already-exhausted socket
+    // dispatches a final `close`; if a stale `handleClose` were still attached
+    // it would re-set `#terminated` right after we cleared it, making the next
+    // `#ensureTransport` tear down the healthy replacement socket.
+    for (const forceTerminate of subscriptions) {
+        forceTerminate();
+    }
+    if (transport) {
+        transport.close();
+    }
+};
+//# sourceMappingURL=AggregatedOrderBookConnection.cjs.map

package/dist/services/AggregatedOrderBookConnection.cjs.map

@@ -0,0 +1 @@
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Declared locally to avoid coupling to the SDK's exported type\n * names (and to keep this the only file that references the SDK's shapes).\n */\ntype HyperliquidL2BookLevel = {\n  /** Price. */\n  px: string;\n  /** Total size resting at this price. */\n  sz: string;\n  /** Number of individual orders. */\n  n: number;\n};\n\n/** `l2Book` snapshot event (index 0 = bids, index 1 = asks). */\ntype HyperliquidL2BookEvent = {\n  coin: string;\n  time: number;\n  levels: [bids: HyperliquidL2BookLevel[], asks: HyperliquidL2BookLevel[]];\n  spread?: string;\n};\n\n/**\n * Health of the dedicated order-book socket, surfaced to the UI so the panel\n * can show a reconnect affordance.\n *\n * - `connecting`: socket opening or reconnecting after a transient drop.\n * - `connected`: subscription is live.\n * - `error`: dropped and automatic reconnection was exhausted; needs a manual reconnect.\n */\nexport type OrderBookConnectionStatus = 'connecting' | 'connected' | 'error';\n\nexport type SubscribeAggregatedOrderBookParams = {\n  /** Market symbol (e.g. 'BTC'). */\n  symbol: string;\n  /** Number of levels per side to keep. */\n  levels?: number;\n  /**\n   * Server-side aggregation significant figures. Required: omitting it would\n   * request the raw, full-precision book instead of an aggregated one, which\n   * contradicts this service's contract.\n   */\n  nSigFigs: 2 | 3 | 4 | 5;\n  /** Mantissa refinement when `nSigFigs` is 5. */\n  mantissa?: 2 | 5;\n  /** Invoked with each processed snapshot. */\n  callback: (data: OrderBookData) => void;\n  /** Invoked when the underlying socket's health changes. */\n  onStatusChange?: (status: OrderBookConnectionStatus) => void;\n};\n\nexport type AggregatedOrderBookConnectionOptions = {\n  /** Resolves the current network at subscribe time. */\n  isTestnet: () => boolean;\n};\n\n// Fast mode streams 5 levels per side (slow mode streams 20). We run fast mode\n// for lower-latency ladder updates, so the book never carries more than this.\nconst DEFAULT_LEVELS = 5;\n\n/**\n * Transforms a raw Hyperliquid `l2Book` snapshot into the `OrderBookData` shape\n * the UI consumes. Mirrors the subscription service's internal\n * `processOrderBookData` so this dedicated connection is a drop-in replacement\n * for `subscribeToOrderBook` on the aggregated channel.\n *\n * @param data - Raw `l2Book` event.\n * @param levels - Number of levels per side to keep.\n * @returns Processed order-book snapshot.\n */\nexport function processAggregatedOrderBook(\n  data: HyperliquidL2BookEvent,\n  levels: number,\n): OrderBookData {\n  const bidsRaw = data?.levels?.[0] ?? [];\n  const asksRaw = data?.levels?.[1] ?? [];\n\n  let bidCumulativeSize = 0;\n  let bidCumulativeNotional = 0;\n  const bids = bidsRaw.slice(0, levels).map((level) => {\n    const price = Number.parseFloat(level.px);\n    const size = Number.parseFloat(level.sz);\n    const notional = price * size;\n    bidCumulativeSize += size;\n    bidCumulativeNotional += notional;\n    return {\n      price: level.px,\n      size: level.sz,\n      total: bidCumulativeSize.toString(),\n      notional: notional.toFixed(2),\n      totalNotional: bidCumulativeNotional.toFixed(2),\n    };\n  });\n\n  let askCumulativeSize = 0;\n  let askCumulativeNotional = 0;\n  const asks = asksRaw.slice(0, levels).map((level) => {\n    const price = Number.parseFloat(level.px);\n    const size = Number.parseFloat(level.sz);\n    const notional = price * size;\n    askCumulativeSize += size;\n    askCumulativeNotional += notional;\n    return {\n      price: level.px,\n      size: level.sz,\n      total: askCumulativeSize.toString(),\n      notional: notional.toFixed(2),\n      totalNotional: askCumulativeNotional.toFixed(2),\n    };\n  });\n\n  const bestBid = bids[0];\n  const bestAsk = asks[0];\n  const bidPrice = bestBid ? Number.parseFloat(bestBid.price) : 0;\n  const askPrice = bestAsk ? Number.parseFloat(bestAsk.price) : 0;\n  const spread = askPrice > 0 && bidPrice > 0 ? askPrice - bidPrice : 0;\n  const midPrice = askPrice > 0 && bidPrice > 0 ? (askPrice + bidPrice) / 2 : 0;\n  const spreadPercentage =\n    midPrice > 0 ? ((spread / midPrice) * 100).toFixed(4) : '0';\n  const maxTotal = Math.max(bidCumulativeSize, askCumulativeSize).toString();\n\n  return {\n    bids,\n    asks,\n    spread: spread.toFixed(5),\n    spreadPercentage,\n    midPrice: midPrice.toFixed(5),\n    lastUpdated: Date.now(),\n    maxTotal,\n  };\n}\n\n/**\n * Owns a dedicated Hyperliquid WebSocket connection used solely for the\n * order-book panel's server-aggregated `l2Book` subscription.\n *\n * The main connection (managed by the subscription service) multiplexes every\n * subscription onto a single socket. The Hyperliquid SDK dispatches `l2Book`\n * events by `coin` only, so running the raw (full-precision) and the aggregated\n * (`nSigFigs`) subscriptions for the same coin on that shared socket\n * cross-contaminates them — the coarse ladder and the precise spread/slippage\n * clobber each other. Giving the aggregated subscription its own socket removes\n * the collision entirely: this socket only ever carries a single `l2Book`\n * stream, and the main socket is never touched by the panel's grouping.\n *\n * The socket is created lazily on the first subscription and torn down once the\n * last subscription is removed, so it exists only while an order-book panel is\n * open. Because network is a global setting, the transport is recreated if\n * `isTestnet` changes between (re)subscriptions.\n */\nexport class AggregatedOrderBookConnection {\n  readonly #isTestnet: () => boolean;\n\n  #transport: WebSocketTransport | null = null;\n\n  #transportIsTestnet = false;\n\n  #activeCount = 0;\n\n  // Tracks the single `l2Book` payload the dedicated socket carries per asset,\n  // keyed by symbol. The SDK dispatches `l2Book` events by `coin` only, so two\n  // subscriptions for the same asset with different params (e.g. `nSigFigs`)\n  // would cross-contaminate on this shared socket — exactly the collision this\n  // connection exists to avoid. `count` refcounts the (identical) subscriptions\n  // sharing a payload so the entry is dropped once the last one unsubscribes.\n  readonly #payloads = new Map<string, { signature: string; count: number }>();\n\n  // Force-terminate callback for every currently-active subscription. When a\n  // transport rebuild (`#closeTransport`) shuts the socket down out from under\n  // live subscriptions, these tear each one down — notifying the caller and\n  // releasing its SDK subscription / socket listeners — instead of orphaning\n  // them (stale handle, no more updates, and no further status because\n  // reporting is suppressed once `transport !== this.#transport`).\n  readonly #activeSubscriptions = new Set<() => void>();\n\n  // Set when the socket's auto-reconnection is exhausted (its\n  // `terminationSignal` aborts). A terminated socket cannot recover, so the next\n  // subscribe must build a fresh transport instead of reusing the dead one.\n  #terminated = false;\n\n  constructor({ isTestnet }: AggregatedOrderBookConnectionOptions) {\n    this.#isTestnet = isTestnet;\n  }\n\n  /**\n   * Opens an aggregated `l2Book` subscription on the dedicated socket.\n   *\n   * Mirrors the subscription service's synchronous-unsubscribe contract: the\n   * returned function can be called before the async subscribe resolves and\n   * will cancel the pending subscription.\n   *\n   * Only one `l2Book` payload per asset may be active at a time. Subscribing to\n   * an asset that already has a live subscription with different params (e.g. a\n   * different `nSigFigs` or `mantissa`) throws, because the shared socket\n   * dispatches by `coin` and the conflicting streams would clobber each other.\n   *\n   * @param params - Subscription parameters.\n   * @returns An unsubscribe function.\n   * @throws If the asset already has an active subscription with different params.\n   */\n  subscribe(params: SubscribeAggregatedOrderBookParams): () => void {\n    const levels = params.levels ?? DEFAULT_LEVELS;\n    // The `l2Book` subscription params the socket carries. `levels` is\n    // client-side only (it slices each snapshot), so it is deliberately excluded\n    // from the params and their signature.\n    const l2BookParams = {\n      coin: params.symbol,\n      nSigFigs: params.nSigFigs,\n      mantissa: params.mantissa ?? null,\n      fast: true as const,\n    };\n    const signature = JSON.stringify(l2BookParams);\n\n    const transport = this.#ensureTransport(this.#isTestnet());\n\n    // Reject a conflicting payload for an asset already on this socket. A\n    // recreated transport (first use, network change, or terminate) starts with\n    // an empty payload map, so this can only trip on the reuse path — the shared\n    // socket that would actually suffer the collision.\n    const existingPayload = this.#payloads.get(params.symbol);\n    if (existingPayload && existingPayload.signature !== signature) {\n      throw new Error(\n        `AggregatedOrderBookConnection: \"${params.symbol}\" is already subscribed with different params; only one l2Book payload per asset is allowed on the dedicated socket.`,\n      );\n    }\n\n    const { socket } = transport;\n\n    let cancelled = false;\n    let subscription: ISubscription | null = null;\n    this.#activeCount += 1;\n    if (existingPayload) {\n      existingPayload.count += 1;\n    } else {\n      this.#payloads.set(params.symbol, { signature, count: 1 });\n    }\n\n    // Set once this subscription's socket terminates (reconnection exhausted).\n    // The `error` state is terminal until teardown/resubscribe, so once set we\n    // suppress any late `connected`/`connecting` — e.g. from a subscribe promise\n    // that resolves *after* the socket died — which would otherwise flip the UI\n    // back to a healthy state on a dead socket and hide the manual-reconnect\n    // affordance.\n    let terminated = false;\n    const reportStatus = (status: OrderBookConnectionStatus): void => {\n      // Suppress reports from a subscription that no longer drives the UI: it\n      // was unsubscribed (`cancelled`), its transport was replaced by a network\n      // flip or recreate (`transport !== this.#transport`, so its socket is\n      // dead), or its socket permanently terminated and `error` is now sticky\n      // until teardown (`terminated`).\n      if (\n        cancelled ||\n        transport !== this.#transport ||\n        (terminated && status !== 'error')\n      ) {\n        return;\n      }\n      params.onStatusChange?.(status);\n    };\n\n    // Reflect the socket's live health. Every drop dispatches a `close` event;\n    // the reconnecting socket only exposes permanent termination through its\n    // `terminationSignal` (an `AbortSignal`), which it aborts *before* the final\n    // close. So an aborted signal on close — unless it was our own `close()`\n    // (`TERMINATED_BY_USER`) — means automatic reconnection is exhausted: the\n    // unrecoverable state the UI surfaces with a manual reconnect button. A\n    // still-live signal means a transient drop the socket will auto-reconnect.\n    const handleOpen = (): void => reportStatus('connected');\n    const handleClose = (): void => {\n      // A torn-down subscription must not mutate shared connection state. Its\n      // listeners are normally detached before the socket closes, but guard\n      // anyway so a late `close` (e.g. from `transport.close()` racing listener\n      // removal) can't wrongly flip `#terminated`.\n      if (cancelled) {\n        return;\n      }\n      const { terminationSignal } = socket;\n      const terminatedByUser =\n        (terminationSignal.reason as { code?: string } | undefined)?.code ===\n        'TERMINATED_BY_USER';\n      if (terminationSignal.aborted && !terminatedByUser) {\n        this.#terminated = true;\n        terminated = true;\n        reportStatus('error');\n        return;\n      }\n      reportStatus('connecting');\n    };\n    socket.addEventListener('open', handleOpen);\n    socket.addEventListener('close', handleClose);\n\n    const removeSocketListeners = (): void => {\n      socket.removeEventListener('open', handleOpen);\n      socket.removeEventListener('close', handleClose);\n    };\n\n    // Ends this subscription when its transport is torn down beneath it (network\n    // flip, post-termination resubscribe, or `close()`). Unlike `teardown` it\n    // leaves the shared refcount/payload state alone — `#closeTransport` clears\n    // those wholesale — but still notifies the caller and releases this\n    // subscription's resources so nothing leaks on the dead socket.\n    const forceTerminate = (): void => {\n      if (cancelled) {\n        return;\n      }\n      // Notify directly rather than via `reportStatus`: `#closeTransport`\n      // detaches `#transport` before invoking these callbacks (so a reentrant\n      // subscribe from this handler builds a fresh transport instead of binding\n      // to the dying one), which would otherwise trip `reportStatus`'s\n      // stale-transport guard. A subscription whose socket already terminated\n      // has reported `error`; a still-live one (abandoned by a network flip or\n      // `close()`) needs the terminal signal so the caller stops trusting a\n      // now-dead book.\n      if (!terminated) {\n        params.onStatusChange?.('error');\n      }\n      cancelled = true;\n      removeSocketListeners();\n      this.#activeSubscriptions.delete(forceTerminate);\n      if (subscription) {\n        subscription.unsubscribe().catch(() => undefined);\n        subscription = null;\n      }\n    };\n    this.#activeSubscriptions.add(forceTerminate);\n\n    // Releases this subscription's refcount and tears down the socket once no\n    // subscriptions remain. Idempotent via `cancelled`, so it's safe whether it\n    // runs from the returned unsubscribe or from a failed subscribe.\n    const teardown = (): void => {\n      if (cancelled) {\n        return;\n      }\n      cancelled = true;\n      removeSocketListeners();\n      this.#activeSubscriptions.delete(forceTerminate);\n      if (subscription) {\n        subscription.unsubscribe().catch(() => undefined);\n        subscription = null;\n      }\n      // Only touch the refcount/current socket if this subscription still\n      // belongs to the active transport. If the transport was recreated (network\n      // change or terminate), this subscription's socket is already dead and\n      // `#activeCount` now tracks only the new transport's subscriptions — so an\n      // older unsubscribe must not decrement it and tear down the live socket.\n      if (transport === this.#transport) {\n        this.#activeCount = Math.max(0, this.#activeCount - 1);\n        const entry = this.#payloads.get(params.symbol);\n        if (entry) {\n          entry.count -= 1;\n          if (entry.count <= 0) {\n            this.#payloads.delete(params.symbol);\n          }\n        }\n        if (this.#activeCount === 0) {\n          this.#closeTransport();\n        }\n      }\n    };\n\n    // Surfaces a subscription failure the same way regardless of when it\n    // happens: report `error` (before teardown flips `cancelled`, which gates\n    // status updates) then release the refcount so the dead subscription doesn't\n    // keep the dedicated socket open. Used for both the initial subscribe\n    // rejection (`.catch`) and post-confirmation failures the SDK reports only\n    // through `onError` — e.g. the server rejecting the re-subscription after a\n    // reconnect, which removes the listener and stops all further events (a\n    // frozen order book that would otherwise still read as `connected`).\n    // Idempotent via `teardown`'s `cancelled` guard.\n    const handleSubscriptionError = (): void => {\n      reportStatus('error');\n      teardown();\n    };\n\n    reportStatus('connecting');\n\n    // Subscribe through the typed `l2Book` client so the params are validated\n    // before they reach the wire (`fast: true` requests fast mode — 5 levels at\n    // ~0.5s). The listener receives the decoded snapshot directly.\n    new SubscriptionClient({ transport })\n      .l2Book(\n        l2BookParams,\n        (data: HyperliquidL2BookEvent) => {\n          if (cancelled || data?.coin !== params.symbol || !data?.levels) {\n            return;\n          }\n          params.callback(processAggregatedOrderBook(data, levels));\n        },\n        // `onError` fires at most once for an *already confirmed* subscription\n        // that later fails (rejected re-subscription after reconnect, permanent\n        // termination, or a drop while re-subscription is disabled). The SDK\n        // removes the listener and emits nothing further, so treat it exactly\n        // like an initial failure.\n        { onError: handleSubscriptionError },\n      )\n      .then(async (sub) => {\n        // Stale if this subscription was unsubscribed (`cancelled`) or its\n        // transport was replaced (network flip / recreate) before the subscribe\n        // settled — either way the captured socket is dead, so clean up the SDK\n        // subscription instead of storing it or announcing `connected`.\n        if (cancelled || transport !== this.#transport) {\n          try {\n            await sub.unsubscribe();\n          } catch {\n            // Ignore cleanup errors on an already-cancelled/stale subscription.\n          }\n          return undefined;\n        }\n        subscription = sub;\n        reportStatus('connected');\n        return undefined;\n      })\n      .catch(handleSubscriptionError);\n\n    return teardown;\n  }\n\n  /** Closes the dedicated socket and drops all subscriptions. */\n  close(): void {\n    this.#closeTransport();\n  }\n\n  #ensureTransport(isTestnet: boolean): WebSocketTransport {\n    if (\n      this.#transport &&\n      this.#transportIsTestnet === isTestnet &&\n      !this.#terminated\n    ) {\n      return this.#transport;\n    }\n    // First use, the network changed, or the previous socket was terminated —\n    // (re)create the dedicated transport. Reuse the package's transport config\n    // so this socket shares the finite five-attempt reconnection policy; without\n    // it the SDK defaults `maxRetries` to Infinity and a sustained outage would\n    // never exhaust reconnection to reach the `error`/manual-reconnect state.\n    this.#closeTransport();\n    // `#closeTransport` notifies subscribers, which may synchronously re-enter\n    // `subscribe` and build a matching transport. Reuse it instead of orphaning\n    // it (which would leak the reentrant subscription on an unreferenced socket).\n    if (\n      this.#transport &&\n      this.#transportIsTestnet === isTestnet &&\n      !this.#terminated\n    ) {\n      return this.#transport;\n    }\n    const transport = new WebSocketTransport({\n      isTestnet,\n      ...HYPERLIQUID_TRANSPORT_CONFIG,\n      reconnect: HYPERLIQUID_TRANSPORT_CONFIG.reconnect,\n    });\n    this.#transport = transport;\n    this.#transportIsTestnet = isTestnet;\n    return transport;\n  }\n\n  #closeTransport(): void {\n    const transport = this.#transport;\n    // Snapshot the subscriptions to force-terminate, then detach ALL shared\n    // state (the set, `#transport`, refcounts) *before* invoking any callback.\n    // Those callbacks notify subscribers via `onStatusChange`, which can\n    // synchronously re-enter `subscribe`; detaching first guarantees a reentrant\n    // subscribe builds a fresh transport (rather than reusing this dying one)\n    // and registers itself in a clean set (rather than being swept up by, or\n    // lingering past, this teardown). Subscriptions torn down normally have\n    // already removed themselves, so their entry is a no-op here.\n    const subscriptions = [...this.#activeSubscriptions];\n    this.#activeSubscriptions.clear();\n    this.#transport = null;\n    this.#activeCount = 0;\n    this.#payloads.clear();\n    this.#terminated = false;\n    // Force-terminate (which detaches each subscription's socket listeners)\n    // BEFORE closing the transport. `close()` on an already-exhausted socket\n    // dispatches a final `close`; if a stale `handleClose` were still attached\n    // it would re-set `#terminated` right after we cleared it, making the next\n    // `#ensureTransport` tear down the healthy replacement socket.\n    for (const forceTerminate of subscriptions) {\n      forceTerminate();\n    }\n    if (transport) {\n      transport.close();\n    }\n  }\n}\n"]}

package/dist/services/AggregatedOrderBookConnection.d.cts

@@ -0,0 +1,106 @@
+import type { OrderBookData } from "../types/index.cjs";
+/**
+ * A single L2 book price level as delivered by Hyperliquid's `l2Book`
+ * subscription. Declared locally to avoid coupling to the SDK's exported type
+ * names (and to keep this the only file that references the SDK's shapes).
+ */
+type HyperliquidL2BookLevel = {
+    /** Price. */
+    px: string;
+    /** Total size resting at this price. */
+    sz: string;
+    /** Number of individual orders. */
+    n: number;
+};
+/** `l2Book` snapshot event (index 0 = bids, index 1 = asks). */
+type HyperliquidL2BookEvent = {
+    coin: string;
+    time: number;
+    levels: [bids: HyperliquidL2BookLevel[], asks: HyperliquidL2BookLevel[]];
+    spread?: string;
+};
+/**
+ * Health of the dedicated order-book socket, surfaced to the UI so the panel
+ * can show a reconnect affordance.
+ *
+ * - `connecting`: socket opening or reconnecting after a transient drop.
+ * - `connected`: subscription is live.
+ * - `error`: dropped and automatic reconnection was exhausted; needs a manual reconnect.
+ */
+export type OrderBookConnectionStatus = 'connecting' | 'connected' | 'error';
+export type SubscribeAggregatedOrderBookParams = {
+    /** Market symbol (e.g. 'BTC'). */
+    symbol: string;
+    /** Number of levels per side to keep. */
+    levels?: number;
+    /**
+     * Server-side aggregation significant figures. Required: omitting it would
+     * request the raw, full-precision book instead of an aggregated one, which
+     * contradicts this service's contract.
+     */
+    nSigFigs: 2 | 3 | 4 | 5;
+    /** Mantissa refinement when `nSigFigs` is 5. */
+    mantissa?: 2 | 5;
+    /** Invoked with each processed snapshot. */
+    callback: (data: OrderBookData) => void;
+    /** Invoked when the underlying socket's health changes. */
+    onStatusChange?: (status: OrderBookConnectionStatus) => void;
+};
+export type AggregatedOrderBookConnectionOptions = {
+    /** Resolves the current network at subscribe time. */
+    isTestnet: () => boolean;
+};
+/**
+ * Transforms a raw Hyperliquid `l2Book` snapshot into the `OrderBookData` shape
+ * the UI consumes. Mirrors the subscription service's internal
+ * `processOrderBookData` so this dedicated connection is a drop-in replacement
+ * for `subscribeToOrderBook` on the aggregated channel.
+ *
+ * @param data - Raw `l2Book` event.
+ * @param levels - Number of levels per side to keep.
+ * @returns Processed order-book snapshot.
+ */
+export declare function processAggregatedOrderBook(data: HyperliquidL2BookEvent, levels: number): OrderBookData;
+/**
+ * Owns a dedicated Hyperliquid WebSocket connection used solely for the
+ * order-book panel's server-aggregated `l2Book` subscription.
+ *
+ * The main connection (managed by the subscription service) multiplexes every
+ * subscription onto a single socket. The Hyperliquid SDK dispatches `l2Book`
+ * events by `coin` only, so running the raw (full-precision) and the aggregated
+ * (`nSigFigs`) subscriptions for the same coin on that shared socket
+ * cross-contaminates them — the coarse ladder and the precise spread/slippage
+ * clobber each other. Giving the aggregated subscription its own socket removes
+ * the collision entirely: this socket only ever carries a single `l2Book`
+ * stream, and the main socket is never touched by the panel's grouping.
+ *
+ * The socket is created lazily on the first subscription and torn down once the
+ * last subscription is removed, so it exists only while an order-book panel is
+ * open. Because network is a global setting, the transport is recreated if
+ * `isTestnet` changes between (re)subscriptions.
+ */
+export declare class AggregatedOrderBookConnection {
+    #private;
+    constructor({ isTestnet }: AggregatedOrderBookConnectionOptions);
+    /**
+     * Opens an aggregated `l2Book` subscription on the dedicated socket.
+     *
+     * Mirrors the subscription service's synchronous-unsubscribe contract: the
+     * returned function can be called before the async subscribe resolves and
+     * will cancel the pending subscription.
+     *
+     * Only one `l2Book` payload per asset may be active at a time. Subscribing to
+     * an asset that already has a live subscription with different params (e.g. a
+     * different `nSigFigs` or `mantissa`) throws, because the shared socket
+     * dispatches by `coin` and the conflicting streams would clobber each other.
+     *
+     * @param params - Subscription parameters.
+     * @returns An unsubscribe function.
+     * @throws If the asset already has an active subscription with different params.
+     */
+    subscribe(params: SubscribeAggregatedOrderBookParams): () => void;
+    /** Closes the dedicated socket and drops all subscriptions. */
+    close(): void;
+}
+export {};
+//# sourceMappingURL=AggregatedOrderBookConnection.d.cts.map

package/dist/services/AggregatedOrderBookConnection.d.cts.map

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