npm - @nadohq/engine-client - Versions diffs - 0.20.0 → 0.21.0 - Mend

@nadohq/engine-client 0.20.0 → 0.21.0

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1	- {"version":3,"file":"queryDataMappers.cjs","names":["ProductEngineType","mapEngineServerProductType"],"sources":["../../src/utils/queryDataMappers.ts"],"sourcesContent":["import {\n BalanceHealthContributions,\n calcTotalBorrowed,\n calcTotalDeposited,\n mapValues,\n PerpMarket,\n ProductEngineType,\n removeDecimals,\n SpotMarket,\n subaccountFromHex,\n toBigNumber,\n unpackOrderAppendix,\n} from '@nadohq/shared';\nimport {\n EngineMarketPrice,\n EngineNlpLockedBalance,\n EngineOrder,\n EnginePriceTickLiquidity,\n EngineServerIsolatedPositionsResponse,\n EngineServerMarketPrice,\n EngineServerNlpLockedBalancesResponse,\n EngineServerNlpPoolInfoResponse,\n EngineServerOrderResponse,\n EngineServerPerpProduct,\n EngineServerPriceTickLiquidity,\n EngineServerSpotProduct,\n EngineServerSubaccountInfoResponse,\n EngineServerSubaccountInfoState,\n EngineServerSymbol,\n EngineServerSymbolsResponse,\n EngineSymbol,\n EngineSymbolsResponse,\n GetEngineIsolatedPositionsResponse,\n GetEngineNlpLockedBalancesResponse,\n GetEngineNlpPoolInfoResponse,\n GetEngineSubaccountSummaryResponse,\n SubaccountSummaryState,\n} from '../types';\nimport { mapEngineServerProductType } from './productEngineTypeMappers';\n\nexport function mapEngineServerTickLiquidity(\n tick: EngineServerPriceTickLiquidity,\n): EnginePriceTickLiquidity {\n return {\n price: removeDecimals(tick[0]),\n liquidity: toBigNumber(tick[1]),\n };\n}\n\nexport function mapEngineServerOrder(\n order: EngineServerOrderResponse,\n): EngineOrder {\n const subaccount = subaccountFromHex(order.sender);\n return {\n digest: order.digest,\n expiration: Number(order.expiration),\n nonce: order.nonce,\n price: removeDecimals(order.price_x18),\n productId: order.product_id,\n subaccountOwner: subaccount.subaccountOwner,\n subaccountName: subaccount.subaccountName,\n totalAmount: toBigNumber(order.amount),\n unfilledAmount: toBigNumber(order.unfilled_amount),\n placementTime: order.placed_at,\n appendix: unpackOrderAppendix(order.appendix),\n };\n}\n\nexport function mapEngineServerSpotProduct(\n product: EngineServerSpotProduct,\n): SpotMarket {\n return {\n type: ProductEngineType.SPOT,\n productId: product.product_id,\n minSize: toBigNumber(product.book_info.min_size),\n priceIncrement: removeDecimals(product.book_info.price_increment_x18),\n sizeIncrement: toBigNumber(product.book_info.size_increment),\n product: {\n productId: product.product_id,\n type: ProductEngineType.SPOT,\n totalBorrowed: calcTotalBorrowed(\n product.state.total_borrows_normalized,\n product.state.cumulative_borrows_multiplier_x18,\n ),\n totalDeposited: calcTotalDeposited(\n product.state.total_deposits_normalized,\n product.state.cumulative_deposits_multiplier_x18,\n ),\n oraclePrice: removeDecimals(product.oracle_price_x18),\n interestFloor: removeDecimals(product.config.interest_floor_x18),\n interestInflectionUtil: removeDecimals(\n product.config.interest_inflection_util_x18,\n ),\n interestLargeCap: removeDecimals(product.config.interest_large_cap_x18),\n interestSmallCap: removeDecimals(product.config.interest_small_cap_x18),\n minDepositRate: removeDecimals(product.config.min_deposit_rate_x18),\n longWeightInitial: removeDecimals(product.risk.long_weight_initial_x18),\n longWeightMaintenance: removeDecimals(\n product.risk.long_weight_maintenance_x18,\n ),\n shortWeightInitial: removeDecimals(product.risk.short_weight_initial_x18),\n shortWeightMaintenance: removeDecimals(\n product.risk.short_weight_maintenance_x18,\n ),\n tokenAddr: product.config.token,\n },\n };\n}\n\nexport function mapEngineServerPerpProduct(\n product: EngineServerPerpProduct,\n): PerpMarket {\n return {\n type: ProductEngineType.PERP,\n productId: product.product_id,\n minSize: toBigNumber(product.book_info.min_size),\n priceIncrement: removeDecimals(product.book_info.price_increment_x18),\n sizeIncrement: toBigNumber(product.book_info.size_increment),\n product: {\n productId: product.product_id,\n type: ProductEngineType.PERP,\n oraclePrice: removeDecimals(product.oracle_price_x18),\n longWeightInitial: removeDecimals(product.risk.long_weight_initial_x18),\n longWeightMaintenance: removeDecimals(\n product.risk.long_weight_maintenance_x18,\n ),\n shortWeightInitial: removeDecimals(product.risk.short_weight_initial_x18),\n shortWeightMaintenance: removeDecimals(\n product.risk.short_weight_maintenance_x18,\n ),\n openInterest: toBigNumber(product.state.open_interest),\n cumulativeFundingLong: removeDecimals(\n product.state.cumulative_funding_long_x18,\n ),\n cumulativeFundingShort: removeDecimals(\n product.state.cumulative_funding_short_x18,\n ),\n },\n };\n}\n\nexport function mapEngineServerBalanceHealthContributions(\n healthContributionsForBalance: string[],\n): BalanceHealthContributions {\n return {\n initial: toBigNumber(healthContributionsForBalance[0]),\n maintenance: toBigNumber(healthContributionsForBalance[1]),\n unweighted: toBigNumber(healthContributionsForBalance[2]),\n };\n}\n\nexport function mapSubaccountSummary(\n baseResponse: EngineServerSubaccountInfoResponse,\n): GetEngineSubaccountSummaryResponse {\n return {\n exists: baseResponse.exists,\n ...mapSubaccountSummaryState(\n baseResponse,\n baseResponse.spot_products,\n baseResponse.perp_products,\n ),\n preState: baseResponse.pre_state\n ? mapSubaccountSummaryState(\n baseResponse.pre_state,\n baseResponse.spot_products,\n baseResponse.perp_products,\n )\n : undefined,\n };\n}\n\nfunction mapSubaccountSummaryState(\n state: EngineServerSubaccountInfoState,\n spotProducts: EngineServerSubaccountInfoResponse['spot_products'],\n perpProducts: EngineServerSubaccountInfoResponse['perp_products'],\n): SubaccountSummaryState {\n const balances: SubaccountSummaryState['balances'] = [];\n\n state.spot_balances.forEach((spotBalance) => {\n const product = spotProducts.find(\n (product) => product.product_id === spotBalance.product_id,\n );\n if (!product) {\n throw Error(`Could not find product ${spotBalance.product_id}`);\n }\n\n balances.push({\n amount: toBigNumber(spotBalance.balance.amount),\n healthContributions: mapEngineServerBalanceHealthContributions(\n state.health_contributions[spotBalance.product_id],\n ),\n ...mapEngineServerSpotProduct(product).product,\n });\n });\n\n state.perp_balances.forEach((perpBalance) => {\n const product = perpProducts.find(\n (product) => product.product_id === perpBalance.product_id,\n );\n if (!product) {\n throw Error(`Could not find product ${perpBalance.product_id}`);\n }\n\n balances.push({\n amount: toBigNumber(perpBalance.balance.amount),\n vQuoteBalance: toBigNumber(perpBalance.balance.v_quote_balance),\n healthContributions: mapEngineServerBalanceHealthContributions(\n state.health_contributions[perpBalance.product_id],\n ),\n ...mapEngineServerPerpProduct(product).product,\n });\n });\n\n return {\n balances,\n health: {\n initial: {\n health: toBigNumber(state.healths[0].health),\n assets: toBigNumber(state.healths[0].assets),\n liabilities: toBigNumber(state.healths[0].liabilities),\n },\n maintenance: {\n health: toBigNumber(state.healths[1].health),\n assets: toBigNumber(state.healths[1].assets),\n liabilities: toBigNumber(state.healths[1].liabilities),\n },\n unweighted: {\n health: toBigNumber(state.healths[2].health),\n assets: toBigNumber(state.healths[2].assets),\n liabilities: toBigNumber(state.healths[2].liabilities),\n },\n },\n };\n}\n\nexport function mapEngineServerIsolatedPositions(\n baseResponse: EngineServerIsolatedPositionsResponse,\n): GetEngineIsolatedPositionsResponse {\n return baseResponse.isolated_positions.map((position) => {\n const perpBalance = position.base_balance;\n const quoteBalance = position.quote_balance;\n\n return {\n subaccount: subaccountFromHex(position.subaccount),\n healths: {\n initial: toBigNumber(position.healths[0].health),\n maintenance: toBigNumber(position.healths[1].health),\n unweighted: toBigNumber(position.healths[2].health),\n },\n baseBalance: {\n amount: toBigNumber(perpBalance.balance.amount),\n vQuoteBalance: toBigNumber(perpBalance.balance.v_quote_balance),\n // Health contributions === healths for an isolated position\n healthContributions: {\n initial: toBigNumber(position.base_healths[0]),\n maintenance: toBigNumber(position.base_healths[1]),\n unweighted: toBigNumber(position.base_healths[2]),\n },\n ...mapEngineServerPerpProduct(position.base_product).product,\n },\n quoteBalance: {\n amount: toBigNumber(quoteBalance.balance.amount),\n healthContributions: {\n initial: toBigNumber(position.quote_healths[0]),\n maintenance: toBigNumber(position.quote_healths[1]),\n unweighted: toBigNumber(position.quote_healths[2]),\n },\n ...mapEngineServerSpotProduct(position.quote_product).product,\n },\n };\n });\n}\n\nexport function mapEngineServerSymbols(\n baseResponse: EngineServerSymbolsResponse,\n): EngineSymbolsResponse {\n const symbols: Record<string, EngineSymbol> = mapValues(\n baseResponse.symbols,\n mapEngineServerSymbol,\n );\n\n return {\n symbols,\n };\n}\n\nexport function mapEngineServerSymbol(\n engineServerSymbol: EngineServerSymbol,\n): EngineSymbol {\n return {\n type: mapEngineServerProductType(engineServerSymbol.type),\n productId: engineServerSymbol.product_id,\n symbol: engineServerSymbol.symbol,\n priceIncrement: removeDecimals(engineServerSymbol.price_increment_x18),\n sizeIncrement: toBigNumber(engineServerSymbol.size_increment),\n minSize: toBigNumber(engineServerSymbol.min_size),\n makerFeeRate: removeDecimals(engineServerSymbol.maker_fee_rate_x18),\n takerFeeRate: removeDecimals(engineServerSymbol.taker_fee_rate_x18),\n longWeightInitial: removeDecimals(\n engineServerSymbol.long_weight_initial_x18,\n ),\n longWeightMaintenance: removeDecimals(\n engineServerSymbol.long_weight_maintenance_x18,\n ),\n maxOpenInterest: removeDecimals(engineServerSymbol.max_open_interest_x18),\n isolatedOnly: engineServerSymbol.isolated_only,\n };\n}\n\nexport function mapEngineMarketPrice(\n baseResponse: EngineServerMarketPrice,\n): EngineMarketPrice {\n return {\n ask: removeDecimals(baseResponse.ask_x18),\n bid: removeDecimals(baseResponse.bid_x18),\n productId: baseResponse.product_id,\n };\n}\n\nexport function mapEngineServerNlpLockedBalances(\n baseResponse: EngineServerNlpLockedBalancesResponse,\n): GetEngineNlpLockedBalancesResponse {\n const lockedBalances: EngineNlpLockedBalance[] =\n baseResponse.locked_balances.map((lockedBalance) => ({\n productId: lockedBalance.balance.product_id,\n balance: toBigNumber(lockedBalance.balance.balance.amount),\n unlockedAt: lockedBalance.unlocked_at,\n }));\n\n return {\n lockedBalances,\n balanceLocked: {\n productId: baseResponse.balance_locked.product_id,\n balance: toBigNumber(baseResponse.balance_locked.balance.amount),\n },\n balanceUnlocked: {\n productId: baseResponse.balance_unlocked.product_id,\n balance: toBigNumber(baseResponse.balance_unlocked.balance.amount),\n },\n };\n}\n\nexport function mapEngineServerNlpPoolInfo(\n baseResponse: EngineServerNlpPoolInfoResponse,\n): GetEngineNlpPoolInfoResponse {\n return {\n nlpPools: baseResponse.nlp_pools.map((pool) => ({\n poolId: pool.pool_id,\n subaccountHex: pool.subaccount,\n ownerAddress: pool.owner,\n balanceWeight: removeDecimals(pool.balance_weight_x18),\n subaccountInfo: mapSubaccountSummary(pool.subaccount_info),\n openOrders: pool.open_orders.map(mapEngineServerOrder),\n })),\n 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1	+ {"version":3,"file":"queryDataMappers.cjs","names":["ProductEngineType","mapEngineServerProductType"],"sources":["../../src/utils/queryDataMappers.ts"],"sourcesContent":["import {\n BalanceHealthContributions,\n calcTotalBorrowed,\n calcTotalDeposited,\n mapValues,\n PerpMarket,\n ProductEngineType,\n removeDecimals,\n SpotMarket,\n subaccountFromHex,\n toBigNumber,\n unpackOrderAppendix,\n} from '@nadohq/shared';\nimport {\n EngineMarketPrice,\n EngineNlpLockedBalance,\n EngineOrder,\n EnginePriceTickLiquidity,\n EngineServerCachedBboHistoryResponse,\n EngineServerIsolatedPositionsResponse,\n EngineServerMarketPrice,\n EngineServerNlpLockedBalancesResponse,\n EngineServerNlpPoolInfoResponse,\n EngineServerOrderResponse,\n EngineServerPerpProduct,\n EngineServerPriceTickLiquidity,\n EngineServerSpotProduct,\n EngineServerSubaccountInfoResponse,\n EngineServerSubaccountInfoState,\n EngineServerSymbol,\n EngineServerSymbolsResponse,\n EngineSymbol,\n EngineSymbolsResponse,\n GetEngineCachedBboHistoryResponse,\n GetEngineIsolatedPositionsResponse,\n GetEngineNlpLockedBalancesResponse,\n GetEngineNlpPoolInfoResponse,\n GetEngineSubaccountSummaryResponse,\n SubaccountSummaryState,\n} from '../types';\nimport { mapEngineServerProductType } from './productEngineTypeMappers';\n\nexport function mapEngineServerTickLiquidity(\n tick: EngineServerPriceTickLiquidity,\n): EnginePriceTickLiquidity {\n return {\n price: removeDecimals(tick[0]),\n liquidity: toBigNumber(tick[1]),\n };\n}\n\nexport function mapEngineServerOrder(\n order: EngineServerOrderResponse,\n): EngineOrder {\n const subaccount = subaccountFromHex(order.sender);\n return {\n digest: order.digest,\n expiration: Number(order.expiration),\n nonce: order.nonce,\n price: removeDecimals(order.price_x18),\n productId: order.product_id,\n subaccountOwner: subaccount.subaccountOwner,\n subaccountName: subaccount.subaccountName,\n totalAmount: toBigNumber(order.amount),\n unfilledAmount: toBigNumber(order.unfilled_amount),\n placementTime: order.placed_at,\n appendix: unpackOrderAppendix(order.appendix),\n };\n}\n\nexport function mapEngineServerSpotProduct(\n product: EngineServerSpotProduct,\n): SpotMarket {\n return {\n type: ProductEngineType.SPOT,\n productId: product.product_id,\n minSize: toBigNumber(product.book_info.min_size),\n priceIncrement: removeDecimals(product.book_info.price_increment_x18),\n sizeIncrement: toBigNumber(product.book_info.size_increment),\n product: {\n productId: product.product_id,\n type: ProductEngineType.SPOT,\n totalBorrowed: calcTotalBorrowed(\n product.state.total_borrows_normalized,\n product.state.cumulative_borrows_multiplier_x18,\n ),\n totalDeposited: calcTotalDeposited(\n product.state.total_deposits_normalized,\n product.state.cumulative_deposits_multiplier_x18,\n ),\n oraclePrice: removeDecimals(product.oracle_price_x18),\n interestFloor: removeDecimals(product.config.interest_floor_x18),\n interestInflectionUtil: removeDecimals(\n product.config.interest_inflection_util_x18,\n ),\n interestLargeCap: removeDecimals(product.config.interest_large_cap_x18),\n interestSmallCap: removeDecimals(product.config.interest_small_cap_x18),\n minDepositRate: removeDecimals(product.config.min_deposit_rate_x18),\n longWeightInitial: removeDecimals(product.risk.long_weight_initial_x18),\n longWeightMaintenance: removeDecimals(\n product.risk.long_weight_maintenance_x18,\n ),\n shortWeightInitial: removeDecimals(product.risk.short_weight_initial_x18),\n shortWeightMaintenance: removeDecimals(\n product.risk.short_weight_maintenance_x18,\n ),\n tokenAddr: product.config.token,\n },\n };\n}\n\nexport function mapEngineServerPerpProduct(\n product: EngineServerPerpProduct,\n): PerpMarket {\n return {\n type: ProductEngineType.PERP,\n productId: product.product_id,\n minSize: toBigNumber(product.book_info.min_size),\n priceIncrement: removeDecimals(product.book_info.price_increment_x18),\n sizeIncrement: toBigNumber(product.book_info.size_increment),\n product: {\n productId: product.product_id,\n type: ProductEngineType.PERP,\n oraclePrice: removeDecimals(product.oracle_price_x18),\n longWeightInitial: removeDecimals(product.risk.long_weight_initial_x18),\n longWeightMaintenance: removeDecimals(\n product.risk.long_weight_maintenance_x18,\n ),\n shortWeightInitial: removeDecimals(product.risk.short_weight_initial_x18),\n shortWeightMaintenance: removeDecimals(\n product.risk.short_weight_maintenance_x18,\n ),\n openInterest: toBigNumber(product.state.open_interest),\n cumulativeFundingLong: removeDecimals(\n product.state.cumulative_funding_long_x18,\n ),\n cumulativeFundingShort: removeDecimals(\n product.state.cumulative_funding_short_x18,\n ),\n },\n };\n}\n\nexport function mapEngineServerBalanceHealthContributions(\n healthContributionsForBalance: string[],\n): BalanceHealthContributions {\n return {\n initial: toBigNumber(healthContributionsForBalance[0]),\n maintenance: toBigNumber(healthContributionsForBalance[1]),\n unweighted: toBigNumber(healthContributionsForBalance[2]),\n };\n}\n\nexport function mapSubaccountSummary(\n baseResponse: EngineServerSubaccountInfoResponse,\n): GetEngineSubaccountSummaryResponse {\n return {\n exists: baseResponse.exists,\n ...mapSubaccountSummaryState(\n baseResponse,\n baseResponse.spot_products,\n baseResponse.perp_products,\n ),\n preState: baseResponse.pre_state\n ? mapSubaccountSummaryState(\n baseResponse.pre_state,\n baseResponse.spot_products,\n baseResponse.perp_products,\n )\n : undefined,\n };\n}\n\nfunction mapSubaccountSummaryState(\n state: EngineServerSubaccountInfoState,\n spotProducts: EngineServerSubaccountInfoResponse['spot_products'],\n perpProducts: EngineServerSubaccountInfoResponse['perp_products'],\n): SubaccountSummaryState {\n const balances: SubaccountSummaryState['balances'] = [];\n\n state.spot_balances.forEach((spotBalance) => {\n const product = spotProducts.find(\n (product) => product.product_id === spotBalance.product_id,\n );\n if (!product) {\n throw Error(`Could not find product ${spotBalance.product_id}`);\n }\n\n balances.push({\n amount: toBigNumber(spotBalance.balance.amount),\n healthContributions: mapEngineServerBalanceHealthContributions(\n state.health_contributions[spotBalance.product_id],\n ),\n ...mapEngineServerSpotProduct(product).product,\n });\n });\n\n state.perp_balances.forEach((perpBalance) => {\n const product = perpProducts.find(\n (product) => product.product_id === perpBalance.product_id,\n );\n if (!product) {\n throw Error(`Could not find product ${perpBalance.product_id}`);\n }\n\n balances.push({\n amount: toBigNumber(perpBalance.balance.amount),\n vQuoteBalance: toBigNumber(perpBalance.balance.v_quote_balance),\n healthContributions: mapEngineServerBalanceHealthContributions(\n state.health_contributions[perpBalance.product_id],\n ),\n ...mapEngineServerPerpProduct(product).product,\n });\n });\n\n return {\n balances,\n health: {\n initial: {\n health: toBigNumber(state.healths[0].health),\n assets: toBigNumber(state.healths[0].assets),\n liabilities: toBigNumber(state.healths[0].liabilities),\n },\n maintenance: {\n health: toBigNumber(state.healths[1].health),\n assets: toBigNumber(state.healths[1].assets),\n liabilities: toBigNumber(state.healths[1].liabilities),\n },\n unweighted: {\n health: toBigNumber(state.healths[2].health),\n assets: toBigNumber(state.healths[2].assets),\n liabilities: toBigNumber(state.healths[2].liabilities),\n },\n },\n };\n}\n\nexport function mapEngineServerIsolatedPositions(\n baseResponse: EngineServerIsolatedPositionsResponse,\n): GetEngineIsolatedPositionsResponse {\n return baseResponse.isolated_positions.map((position) => {\n const perpBalance = position.base_balance;\n const quoteBalance = position.quote_balance;\n\n return {\n subaccount: subaccountFromHex(position.subaccount),\n healths: {\n initial: toBigNumber(position.healths[0].health),\n maintenance: toBigNumber(position.healths[1].health),\n unweighted: toBigNumber(position.healths[2].health),\n },\n baseBalance: {\n amount: toBigNumber(perpBalance.balance.amount),\n vQuoteBalance: toBigNumber(perpBalance.balance.v_quote_balance),\n // Health contributions === healths for an isolated position\n healthContributions: {\n initial: toBigNumber(position.base_healths[0]),\n maintenance: toBigNumber(position.base_healths[1]),\n unweighted: toBigNumber(position.base_healths[2]),\n },\n ...mapEngineServerPerpProduct(position.base_product).product,\n },\n quoteBalance: {\n amount: toBigNumber(quoteBalance.balance.amount),\n healthContributions: {\n initial: toBigNumber(position.quote_healths[0]),\n maintenance: toBigNumber(position.quote_healths[1]),\n unweighted: toBigNumber(position.quote_healths[2]),\n },\n ...mapEngineServerSpotProduct(position.quote_product).product,\n },\n };\n });\n}\n\nexport function mapEngineServerSymbols(\n baseResponse: EngineServerSymbolsResponse,\n): EngineSymbolsResponse {\n const symbols: Record<string, EngineSymbol> = mapValues(\n baseResponse.symbols,\n mapEngineServerSymbol,\n );\n\n return {\n symbols,\n };\n}\n\nexport function mapEngineServerSymbol(\n engineServerSymbol: EngineServerSymbol,\n): EngineSymbol {\n return {\n type: mapEngineServerProductType(engineServerSymbol.type),\n productId: engineServerSymbol.product_id,\n symbol: engineServerSymbol.symbol,\n priceIncrement: removeDecimals(engineServerSymbol.price_increment_x18),\n sizeIncrement: toBigNumber(engineServerSymbol.size_increment),\n minSize: toBigNumber(engineServerSymbol.min_size),\n makerFeeRate: removeDecimals(engineServerSymbol.maker_fee_rate_x18),\n takerFeeRate: removeDecimals(engineServerSymbol.taker_fee_rate_x18),\n longWeightInitial: removeDecimals(\n engineServerSymbol.long_weight_initial_x18,\n ),\n longWeightMaintenance: removeDecimals(\n engineServerSymbol.long_weight_maintenance_x18,\n ),\n maxOpenInterest: removeDecimals(engineServerSymbol.max_open_interest_x18),\n isolatedOnly: engineServerSymbol.isolated_only,\n };\n}\n\nexport function mapEngineMarketPrice(\n baseResponse: EngineServerMarketPrice,\n): EngineMarketPrice {\n return {\n ask: removeDecimals(baseResponse.ask_x18),\n bid: removeDecimals(baseResponse.bid_x18),\n productId: baseResponse.product_id,\n };\n}\n\nexport function mapEngineBboHistory(\n baseResponse: EngineServerCachedBboHistoryResponse,\n): GetEngineCachedBboHistoryResponse {\n return {\n intervalMs: baseResponse.interval_ms,\n limit: baseResponse.limit,\n history: baseResponse.history.map((item) => ({\n productId: item.product_id,\n timestamp: Number(item.timestamp),\n bid: removeDecimals(item.bid),\n ask: removeDecimals(item.ask),\n })),\n };\n}\n\nexport function mapEngineServerNlpLockedBalances(\n baseResponse: EngineServerNlpLockedBalancesResponse,\n): GetEngineNlpLockedBalancesResponse {\n const lockedBalances: EngineNlpLockedBalance[] =\n baseResponse.locked_balances.map((lockedBalance) => ({\n productId: lockedBalance.balance.product_id,\n balance: toBigNumber(lockedBalance.balance.balance.amount),\n unlockedAt: lockedBalance.unlocked_at,\n }));\n\n return {\n lockedBalances,\n balanceLocked: {\n productId: baseResponse.balance_locked.product_id,\n balance: toBigNumber(baseResponse.balance_locked.balance.amount),\n },\n balanceUnlocked: {\n productId: baseResponse.balance_unlocked.product_id,\n balance: toBigNumber(baseResponse.balance_unlocked.balance.amount),\n },\n };\n}\n\nexport function mapEngineServerNlpPoolInfo(\n baseResponse: EngineServerNlpPoolInfoResponse,\n): GetEngineNlpPoolInfoResponse {\n return {\n nlpPools: baseResponse.nlp_pools.map((pool) => ({\n poolId: pool.pool_id,\n subaccountHex: pool.subaccount,\n ownerAddress: pool.owner,\n balanceWeight: removeDecimals(pool.balance_weight_x18),\n subaccountInfo: mapSubaccountSummary(pool.subaccount_info),\n openOrders: pool.open_orders.map(mapEngineServerOrder),\n })),\n 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package/dist/utils/queryDataMappers.d.cts CHANGED Viewed

@@ -1,2 +1,2 @@
-import { a as mapEngineServerNlpPoolInfo, c as mapEngineServerSpotProduct, d as mapEngineServerTickLiquidity, f as mapSubaccountSummary, i as mapEngineServerNlpLockedBalances, l as mapEngineServerSymbol, n as mapEngineServerBalanceHealthContributions, o as mapEngineServerOrder, r as mapEngineServerIsolatedPositions, s as mapEngineServerPerpProduct, t as mapEngineMarketPrice, u as mapEngineServerSymbols } from "../queryDataMappers-DO9yWdLo.cjs";
-export { mapEngineMarketPrice, mapEngineServerBalanceHealthContributions, mapEngineServerIsolatedPositions, mapEngineServerNlpLockedBalances, mapEngineServerNlpPoolInfo, mapEngineServerOrder, mapEngineServerPerpProduct, mapEngineServerSpotProduct, mapEngineServerSymbol, mapEngineServerSymbols, mapEngineServerTickLiquidity, mapSubaccountSummary };
+import { a as mapEngineServerNlpLockedBalances, c as mapEngineServerPerpProduct, d as mapEngineServerSymbols, f as mapEngineServerTickLiquidity, i as mapEngineServerIsolatedPositions, l as mapEngineServerSpotProduct, n as mapEngineMarketPrice, o as mapEngineServerNlpPoolInfo, p as mapSubaccountSummary, r as mapEngineServerBalanceHealthContributions, s as mapEngineServerOrder, t as mapEngineBboHistory, u as mapEngineServerSymbol } from "../queryDataMappers-kC-SPiHX.cjs";
+export { mapEngineBboHistory, mapEngineMarketPrice, mapEngineServerBalanceHealthContributions, mapEngineServerIsolatedPositions, mapEngineServerNlpLockedBalances, mapEngineServerNlpPoolInfo, mapEngineServerOrder, mapEngineServerPerpProduct, mapEngineServerSpotProduct, mapEngineServerSymbol, mapEngineServerSymbols, mapEngineServerTickLiquidity, mapSubaccountSummary };

package/dist/utils/queryDataMappers.d.ts CHANGED Viewed

@@ -1,2 +1,2 @@
-import { a as mapEngineServerNlpPoolInfo, c as mapEngineServerSpotProduct, d as mapEngineServerTickLiquidity, f as mapSubaccountSummary, i as mapEngineServerNlpLockedBalances, l as mapEngineServerSymbol, n as mapEngineServerBalanceHealthContributions, o as mapEngineServerOrder, r as mapEngineServerIsolatedPositions, s as mapEngineServerPerpProduct, t as mapEngineMarketPrice, u as mapEngineServerSymbols } from "../queryDataMappers-BguxA579.js";
-export { mapEngineMarketPrice, mapEngineServerBalanceHealthContributions, mapEngineServerIsolatedPositions, mapEngineServerNlpLockedBalances, mapEngineServerNlpPoolInfo, mapEngineServerOrder, mapEngineServerPerpProduct, mapEngineServerSpotProduct, mapEngineServerSymbol, mapEngineServerSymbols, mapEngineServerTickLiquidity, mapSubaccountSummary };
+import { a as mapEngineServerNlpLockedBalances, c as mapEngineServerPerpProduct, d as mapEngineServerSymbols, f as mapEngineServerTickLiquidity, i as mapEngineServerIsolatedPositions, l as mapEngineServerSpotProduct, n as mapEngineMarketPrice, o as mapEngineServerNlpPoolInfo, p as mapSubaccountSummary, r as mapEngineServerBalanceHealthContributions, s as mapEngineServerOrder, t as mapEngineBboHistory, u as mapEngineServerSymbol } from "../queryDataMappers-CyUgQn0_.js";
+export { mapEngineBboHistory, mapEngineMarketPrice, mapEngineServerBalanceHealthContributions, mapEngineServerIsolatedPositions, mapEngineServerNlpLockedBalances, mapEngineServerNlpPoolInfo, mapEngineServerOrder, mapEngineServerPerpProduct, mapEngineServerSpotProduct, mapEngineServerSymbol, mapEngineServerSymbols, mapEngineServerTickLiquidity, mapSubaccountSummary };

package/dist/utils/queryDataMappers.js CHANGED Viewed

@@ -185,6 +185,18 @@ function mapEngineMarketPrice(baseResponse) {
 		productId: baseResponse.product_id
 	};
 }
+function mapEngineBboHistory(baseResponse) {
+	return {
+		intervalMs: baseResponse.interval_ms,
+		limit: baseResponse.limit,
+		history: baseResponse.history.map((item) => ({
+			productId: item.product_id,
+			timestamp: Number(item.timestamp),
+			bid: removeDecimals(item.bid),
+			ask: removeDecimals(item.ask)
+		}))
+	};
+}
 function mapEngineServerNlpLockedBalances(baseResponse) {
 	return {
 		lockedBalances: baseResponse.locked_balances.map((lockedBalance) => ({
@@ -213,6 +225,6 @@ function mapEngineServerNlpPoolInfo(baseResponse) {
 	})) };
 }
 //#endregion
-export { mapEngineMarketPrice, mapEngineServerBalanceHealthContributions, mapEngineServerIsolatedPositions, mapEngineServerNlpLockedBalances, mapEngineServerNlpPoolInfo, mapEngineServerOrder, mapEngineServerPerpProduct, mapEngineServerSpotProduct, mapEngineServerSymbol, mapEngineServerSymbols, mapEngineServerTickLiquidity, mapSubaccountSummary };
+export { mapEngineBboHistory, mapEngineMarketPrice, mapEngineServerBalanceHealthContributions, mapEngineServerIsolatedPositions, mapEngineServerNlpLockedBalances, mapEngineServerNlpPoolInfo, mapEngineServerOrder, mapEngineServerPerpProduct, mapEngineServerSpotProduct, mapEngineServerSymbol, mapEngineServerSymbols, mapEngineServerTickLiquidity, mapSubaccountSummary };
 //# sourceMappingURL=queryDataMappers.js.map

package/dist/utils/queryDataMappers.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"queryDataMappers.js","names":[],"sources":["../../src/utils/queryDataMappers.ts"],"sourcesContent":["import {\n BalanceHealthContributions,\n calcTotalBorrowed,\n calcTotalDeposited,\n mapValues,\n PerpMarket,\n ProductEngineType,\n removeDecimals,\n SpotMarket,\n subaccountFromHex,\n toBigNumber,\n unpackOrderAppendix,\n} from '@nadohq/shared';\nimport {\n EngineMarketPrice,\n EngineNlpLockedBalance,\n EngineOrder,\n EnginePriceTickLiquidity,\n EngineServerIsolatedPositionsResponse,\n EngineServerMarketPrice,\n EngineServerNlpLockedBalancesResponse,\n EngineServerNlpPoolInfoResponse,\n EngineServerOrderResponse,\n EngineServerPerpProduct,\n EngineServerPriceTickLiquidity,\n EngineServerSpotProduct,\n EngineServerSubaccountInfoResponse,\n EngineServerSubaccountInfoState,\n EngineServerSymbol,\n EngineServerSymbolsResponse,\n EngineSymbol,\n EngineSymbolsResponse,\n GetEngineIsolatedPositionsResponse,\n GetEngineNlpLockedBalancesResponse,\n GetEngineNlpPoolInfoResponse,\n GetEngineSubaccountSummaryResponse,\n SubaccountSummaryState,\n} from '../types';\nimport { mapEngineServerProductType } from './productEngineTypeMappers';\n\nexport function mapEngineServerTickLiquidity(\n tick: EngineServerPriceTickLiquidity,\n): EnginePriceTickLiquidity {\n return {\n price: removeDecimals(tick[0]),\n liquidity: toBigNumber(tick[1]),\n };\n}\n\nexport function mapEngineServerOrder(\n order: EngineServerOrderResponse,\n): EngineOrder {\n const subaccount = subaccountFromHex(order.sender);\n return {\n digest: order.digest,\n expiration: Number(order.expiration),\n nonce: order.nonce,\n price: removeDecimals(order.price_x18),\n productId: order.product_id,\n subaccountOwner: subaccount.subaccountOwner,\n subaccountName: subaccount.subaccountName,\n totalAmount: toBigNumber(order.amount),\n unfilledAmount: toBigNumber(order.unfilled_amount),\n placementTime: order.placed_at,\n appendix: unpackOrderAppendix(order.appendix),\n };\n}\n\nexport function mapEngineServerSpotProduct(\n product: EngineServerSpotProduct,\n): SpotMarket {\n return {\n type: ProductEngineType.SPOT,\n productId: product.product_id,\n minSize: toBigNumber(product.book_info.min_size),\n priceIncrement: removeDecimals(product.book_info.price_increment_x18),\n sizeIncrement: toBigNumber(product.book_info.size_increment),\n product: {\n productId: product.product_id,\n type: ProductEngineType.SPOT,\n totalBorrowed: calcTotalBorrowed(\n product.state.total_borrows_normalized,\n product.state.cumulative_borrows_multiplier_x18,\n ),\n totalDeposited: calcTotalDeposited(\n product.state.total_deposits_normalized,\n product.state.cumulative_deposits_multiplier_x18,\n ),\n oraclePrice: removeDecimals(product.oracle_price_x18),\n interestFloor: removeDecimals(product.config.interest_floor_x18),\n interestInflectionUtil: removeDecimals(\n product.config.interest_inflection_util_x18,\n ),\n interestLargeCap: removeDecimals(product.config.interest_large_cap_x18),\n interestSmallCap: removeDecimals(product.config.interest_small_cap_x18),\n minDepositRate: removeDecimals(product.config.min_deposit_rate_x18),\n longWeightInitial: removeDecimals(product.risk.long_weight_initial_x18),\n longWeightMaintenance: removeDecimals(\n product.risk.long_weight_maintenance_x18,\n ),\n shortWeightInitial: removeDecimals(product.risk.short_weight_initial_x18),\n shortWeightMaintenance: removeDecimals(\n product.risk.short_weight_maintenance_x18,\n ),\n tokenAddr: product.config.token,\n },\n };\n}\n\nexport function mapEngineServerPerpProduct(\n product: EngineServerPerpProduct,\n): PerpMarket {\n return {\n type: ProductEngineType.PERP,\n productId: product.product_id,\n minSize: toBigNumber(product.book_info.min_size),\n priceIncrement: removeDecimals(product.book_info.price_increment_x18),\n sizeIncrement: toBigNumber(product.book_info.size_increment),\n product: {\n productId: product.product_id,\n type: ProductEngineType.PERP,\n oraclePrice: removeDecimals(product.oracle_price_x18),\n longWeightInitial: removeDecimals(product.risk.long_weight_initial_x18),\n longWeightMaintenance: removeDecimals(\n product.risk.long_weight_maintenance_x18,\n ),\n shortWeightInitial: removeDecimals(product.risk.short_weight_initial_x18),\n shortWeightMaintenance: removeDecimals(\n product.risk.short_weight_maintenance_x18,\n ),\n openInterest: toBigNumber(product.state.open_interest),\n cumulativeFundingLong: removeDecimals(\n product.state.cumulative_funding_long_x18,\n ),\n cumulativeFundingShort: removeDecimals(\n product.state.cumulative_funding_short_x18,\n ),\n },\n };\n}\n\nexport function mapEngineServerBalanceHealthContributions(\n healthContributionsForBalance: string[],\n): BalanceHealthContributions {\n return {\n initial: toBigNumber(healthContributionsForBalance[0]),\n maintenance: toBigNumber(healthContributionsForBalance[1]),\n unweighted: toBigNumber(healthContributionsForBalance[2]),\n };\n}\n\nexport function mapSubaccountSummary(\n baseResponse: EngineServerSubaccountInfoResponse,\n): GetEngineSubaccountSummaryResponse {\n return {\n exists: baseResponse.exists,\n ...mapSubaccountSummaryState(\n baseResponse,\n baseResponse.spot_products,\n baseResponse.perp_products,\n ),\n preState: baseResponse.pre_state\n ? mapSubaccountSummaryState(\n baseResponse.pre_state,\n baseResponse.spot_products,\n baseResponse.perp_products,\n )\n : undefined,\n };\n}\n\nfunction mapSubaccountSummaryState(\n state: EngineServerSubaccountInfoState,\n spotProducts: EngineServerSubaccountInfoResponse['spot_products'],\n perpProducts: EngineServerSubaccountInfoResponse['perp_products'],\n): SubaccountSummaryState {\n const balances: SubaccountSummaryState['balances'] = [];\n\n state.spot_balances.forEach((spotBalance) => {\n const product = spotProducts.find(\n (product) => product.product_id === spotBalance.product_id,\n );\n if (!product) {\n throw Error(`Could not find product ${spotBalance.product_id}`);\n }\n\n balances.push({\n amount: toBigNumber(spotBalance.balance.amount),\n healthContributions: mapEngineServerBalanceHealthContributions(\n state.health_contributions[spotBalance.product_id],\n ),\n ...mapEngineServerSpotProduct(product).product,\n });\n });\n\n state.perp_balances.forEach((perpBalance) => {\n const product = perpProducts.find(\n (product) => product.product_id === perpBalance.product_id,\n );\n if (!product) {\n throw Error(`Could not find product ${perpBalance.product_id}`);\n }\n\n balances.push({\n amount: toBigNumber(perpBalance.balance.amount),\n vQuoteBalance: toBigNumber(perpBalance.balance.v_quote_balance),\n healthContributions: mapEngineServerBalanceHealthContributions(\n state.health_contributions[perpBalance.product_id],\n ),\n ...mapEngineServerPerpProduct(product).product,\n });\n });\n\n return {\n balances,\n health: {\n initial: {\n health: toBigNumber(state.healths[0].health),\n assets: toBigNumber(state.healths[0].assets),\n liabilities: toBigNumber(state.healths[0].liabilities),\n },\n maintenance: {\n health: toBigNumber(state.healths[1].health),\n assets: toBigNumber(state.healths[1].assets),\n liabilities: toBigNumber(state.healths[1].liabilities),\n },\n unweighted: {\n health: toBigNumber(state.healths[2].health),\n assets: toBigNumber(state.healths[2].assets),\n liabilities: toBigNumber(state.healths[2].liabilities),\n },\n },\n };\n}\n\nexport function mapEngineServerIsolatedPositions(\n baseResponse: EngineServerIsolatedPositionsResponse,\n): GetEngineIsolatedPositionsResponse {\n return baseResponse.isolated_positions.map((position) => {\n const perpBalance = position.base_balance;\n const quoteBalance = position.quote_balance;\n\n return {\n subaccount: subaccountFromHex(position.subaccount),\n healths: {\n initial: toBigNumber(position.healths[0].health),\n maintenance: toBigNumber(position.healths[1].health),\n unweighted: toBigNumber(position.healths[2].health),\n },\n baseBalance: {\n amount: toBigNumber(perpBalance.balance.amount),\n vQuoteBalance: toBigNumber(perpBalance.balance.v_quote_balance),\n // Health contributions === healths for an isolated position\n healthContributions: {\n initial: toBigNumber(position.base_healths[0]),\n maintenance: toBigNumber(position.base_healths[1]),\n unweighted: toBigNumber(position.base_healths[2]),\n },\n ...mapEngineServerPerpProduct(position.base_product).product,\n },\n quoteBalance: {\n amount: toBigNumber(quoteBalance.balance.amount),\n healthContributions: {\n initial: toBigNumber(position.quote_healths[0]),\n maintenance: toBigNumber(position.quote_healths[1]),\n unweighted: toBigNumber(position.quote_healths[2]),\n },\n ...mapEngineServerSpotProduct(position.quote_product).product,\n },\n };\n });\n}\n\nexport function mapEngineServerSymbols(\n baseResponse: EngineServerSymbolsResponse,\n): EngineSymbolsResponse {\n const symbols: Record<string, EngineSymbol> = mapValues(\n baseResponse.symbols,\n mapEngineServerSymbol,\n );\n\n return {\n symbols,\n };\n}\n\nexport function mapEngineServerSymbol(\n engineServerSymbol: EngineServerSymbol,\n): EngineSymbol {\n return {\n type: mapEngineServerProductType(engineServerSymbol.type),\n productId: engineServerSymbol.product_id,\n symbol: engineServerSymbol.symbol,\n priceIncrement: removeDecimals(engineServerSymbol.price_increment_x18),\n sizeIncrement: toBigNumber(engineServerSymbol.size_increment),\n minSize: toBigNumber(engineServerSymbol.min_size),\n makerFeeRate: removeDecimals(engineServerSymbol.maker_fee_rate_x18),\n takerFeeRate: removeDecimals(engineServerSymbol.taker_fee_rate_x18),\n longWeightInitial: removeDecimals(\n engineServerSymbol.long_weight_initial_x18,\n ),\n longWeightMaintenance: removeDecimals(\n engineServerSymbol.long_weight_maintenance_x18,\n ),\n maxOpenInterest: removeDecimals(engineServerSymbol.max_open_interest_x18),\n isolatedOnly: engineServerSymbol.isolated_only,\n };\n}\n\nexport function mapEngineMarketPrice(\n baseResponse: EngineServerMarketPrice,\n): EngineMarketPrice {\n return {\n ask: removeDecimals(baseResponse.ask_x18),\n bid: removeDecimals(baseResponse.bid_x18),\n productId: baseResponse.product_id,\n };\n}\n\nexport function mapEngineServerNlpLockedBalances(\n baseResponse: EngineServerNlpLockedBalancesResponse,\n): GetEngineNlpLockedBalancesResponse {\n const lockedBalances: EngineNlpLockedBalance[] =\n baseResponse.locked_balances.map((lockedBalance) => ({\n productId: lockedBalance.balance.product_id,\n balance: toBigNumber(lockedBalance.balance.balance.amount),\n unlockedAt: lockedBalance.unlocked_at,\n }));\n\n return {\n lockedBalances,\n balanceLocked: {\n productId: baseResponse.balance_locked.product_id,\n balance: toBigNumber(baseResponse.balance_locked.balance.amount),\n },\n balanceUnlocked: {\n productId: baseResponse.balance_unlocked.product_id,\n balance: 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1	+ {"version":3,"file":"queryDataMappers.js","names":[],"sources":["../../src/utils/queryDataMappers.ts"],"sourcesContent":["import {\n BalanceHealthContributions,\n calcTotalBorrowed,\n calcTotalDeposited,\n mapValues,\n PerpMarket,\n ProductEngineType,\n removeDecimals,\n SpotMarket,\n subaccountFromHex,\n toBigNumber,\n unpackOrderAppendix,\n} from '@nadohq/shared';\nimport {\n EngineMarketPrice,\n EngineNlpLockedBalance,\n EngineOrder,\n EnginePriceTickLiquidity,\n EngineServerCachedBboHistoryResponse,\n EngineServerIsolatedPositionsResponse,\n EngineServerMarketPrice,\n EngineServerNlpLockedBalancesResponse,\n EngineServerNlpPoolInfoResponse,\n EngineServerOrderResponse,\n EngineServerPerpProduct,\n EngineServerPriceTickLiquidity,\n EngineServerSpotProduct,\n EngineServerSubaccountInfoResponse,\n EngineServerSubaccountInfoState,\n EngineServerSymbol,\n EngineServerSymbolsResponse,\n EngineSymbol,\n EngineSymbolsResponse,\n GetEngineCachedBboHistoryResponse,\n GetEngineIsolatedPositionsResponse,\n GetEngineNlpLockedBalancesResponse,\n GetEngineNlpPoolInfoResponse,\n GetEngineSubaccountSummaryResponse,\n SubaccountSummaryState,\n} from '../types';\nimport { mapEngineServerProductType } from './productEngineTypeMappers';\n\nexport function mapEngineServerTickLiquidity(\n tick: EngineServerPriceTickLiquidity,\n): EnginePriceTickLiquidity {\n return {\n price: removeDecimals(tick[0]),\n liquidity: toBigNumber(tick[1]),\n };\n}\n\nexport function mapEngineServerOrder(\n order: EngineServerOrderResponse,\n): EngineOrder {\n const subaccount = subaccountFromHex(order.sender);\n return {\n digest: order.digest,\n expiration: Number(order.expiration),\n nonce: order.nonce,\n price: removeDecimals(order.price_x18),\n productId: order.product_id,\n subaccountOwner: subaccount.subaccountOwner,\n subaccountName: subaccount.subaccountName,\n totalAmount: toBigNumber(order.amount),\n unfilledAmount: toBigNumber(order.unfilled_amount),\n placementTime: order.placed_at,\n appendix: unpackOrderAppendix(order.appendix),\n };\n}\n\nexport function mapEngineServerSpotProduct(\n product: EngineServerSpotProduct,\n): SpotMarket {\n return {\n type: ProductEngineType.SPOT,\n productId: product.product_id,\n minSize: toBigNumber(product.book_info.min_size),\n priceIncrement: removeDecimals(product.book_info.price_increment_x18),\n sizeIncrement: toBigNumber(product.book_info.size_increment),\n product: {\n productId: product.product_id,\n type: ProductEngineType.SPOT,\n totalBorrowed: calcTotalBorrowed(\n product.state.total_borrows_normalized,\n product.state.cumulative_borrows_multiplier_x18,\n ),\n totalDeposited: calcTotalDeposited(\n product.state.total_deposits_normalized,\n product.state.cumulative_deposits_multiplier_x18,\n ),\n oraclePrice: removeDecimals(product.oracle_price_x18),\n interestFloor: removeDecimals(product.config.interest_floor_x18),\n interestInflectionUtil: removeDecimals(\n product.config.interest_inflection_util_x18,\n ),\n interestLargeCap: removeDecimals(product.config.interest_large_cap_x18),\n interestSmallCap: removeDecimals(product.config.interest_small_cap_x18),\n minDepositRate: removeDecimals(product.config.min_deposit_rate_x18),\n longWeightInitial: removeDecimals(product.risk.long_weight_initial_x18),\n longWeightMaintenance: removeDecimals(\n product.risk.long_weight_maintenance_x18,\n ),\n shortWeightInitial: removeDecimals(product.risk.short_weight_initial_x18),\n shortWeightMaintenance: removeDecimals(\n product.risk.short_weight_maintenance_x18,\n ),\n tokenAddr: product.config.token,\n },\n };\n}\n\nexport function mapEngineServerPerpProduct(\n product: EngineServerPerpProduct,\n): PerpMarket {\n return {\n type: ProductEngineType.PERP,\n productId: product.product_id,\n minSize: toBigNumber(product.book_info.min_size),\n priceIncrement: removeDecimals(product.book_info.price_increment_x18),\n sizeIncrement: toBigNumber(product.book_info.size_increment),\n product: {\n productId: product.product_id,\n type: ProductEngineType.PERP,\n oraclePrice: removeDecimals(product.oracle_price_x18),\n longWeightInitial: removeDecimals(product.risk.long_weight_initial_x18),\n longWeightMaintenance: removeDecimals(\n product.risk.long_weight_maintenance_x18,\n ),\n shortWeightInitial: removeDecimals(product.risk.short_weight_initial_x18),\n shortWeightMaintenance: removeDecimals(\n product.risk.short_weight_maintenance_x18,\n ),\n openInterest: toBigNumber(product.state.open_interest),\n cumulativeFundingLong: removeDecimals(\n product.state.cumulative_funding_long_x18,\n ),\n cumulativeFundingShort: removeDecimals(\n product.state.cumulative_funding_short_x18,\n ),\n },\n };\n}\n\nexport function mapEngineServerBalanceHealthContributions(\n healthContributionsForBalance: string[],\n): BalanceHealthContributions {\n return {\n initial: toBigNumber(healthContributionsForBalance[0]),\n maintenance: toBigNumber(healthContributionsForBalance[1]),\n unweighted: toBigNumber(healthContributionsForBalance[2]),\n };\n}\n\nexport function mapSubaccountSummary(\n baseResponse: EngineServerSubaccountInfoResponse,\n): GetEngineSubaccountSummaryResponse {\n return {\n exists: baseResponse.exists,\n ...mapSubaccountSummaryState(\n baseResponse,\n baseResponse.spot_products,\n baseResponse.perp_products,\n ),\n preState: baseResponse.pre_state\n ? mapSubaccountSummaryState(\n baseResponse.pre_state,\n baseResponse.spot_products,\n baseResponse.perp_products,\n )\n : undefined,\n };\n}\n\nfunction mapSubaccountSummaryState(\n state: EngineServerSubaccountInfoState,\n spotProducts: EngineServerSubaccountInfoResponse['spot_products'],\n perpProducts: EngineServerSubaccountInfoResponse['perp_products'],\n): SubaccountSummaryState {\n const balances: SubaccountSummaryState['balances'] = [];\n\n state.spot_balances.forEach((spotBalance) => {\n const product = spotProducts.find(\n (product) => product.product_id === spotBalance.product_id,\n );\n if (!product) {\n throw Error(`Could not find product ${spotBalance.product_id}`);\n }\n\n balances.push({\n amount: toBigNumber(spotBalance.balance.amount),\n healthContributions: mapEngineServerBalanceHealthContributions(\n state.health_contributions[spotBalance.product_id],\n ),\n ...mapEngineServerSpotProduct(product).product,\n });\n });\n\n state.perp_balances.forEach((perpBalance) => {\n const product = perpProducts.find(\n (product) => product.product_id === perpBalance.product_id,\n );\n if (!product) {\n throw Error(`Could not find product ${perpBalance.product_id}`);\n }\n\n balances.push({\n amount: toBigNumber(perpBalance.balance.amount),\n vQuoteBalance: toBigNumber(perpBalance.balance.v_quote_balance),\n healthContributions: mapEngineServerBalanceHealthContributions(\n state.health_contributions[perpBalance.product_id],\n ),\n ...mapEngineServerPerpProduct(product).product,\n });\n });\n\n return {\n balances,\n health: {\n initial: {\n health: toBigNumber(state.healths[0].health),\n assets: toBigNumber(state.healths[0].assets),\n liabilities: toBigNumber(state.healths[0].liabilities),\n },\n maintenance: {\n health: toBigNumber(state.healths[1].health),\n assets: toBigNumber(state.healths[1].assets),\n liabilities: toBigNumber(state.healths[1].liabilities),\n },\n unweighted: {\n health: toBigNumber(state.healths[2].health),\n assets: toBigNumber(state.healths[2].assets),\n liabilities: toBigNumber(state.healths[2].liabilities),\n },\n },\n };\n}\n\nexport function mapEngineServerIsolatedPositions(\n baseResponse: EngineServerIsolatedPositionsResponse,\n): GetEngineIsolatedPositionsResponse {\n return baseResponse.isolated_positions.map((position) => {\n const perpBalance = position.base_balance;\n const quoteBalance = position.quote_balance;\n\n return {\n subaccount: subaccountFromHex(position.subaccount),\n healths: {\n initial: toBigNumber(position.healths[0].health),\n maintenance: toBigNumber(position.healths[1].health),\n unweighted: toBigNumber(position.healths[2].health),\n },\n baseBalance: {\n amount: toBigNumber(perpBalance.balance.amount),\n vQuoteBalance: toBigNumber(perpBalance.balance.v_quote_balance),\n // Health contributions === healths for an isolated position\n healthContributions: {\n initial: toBigNumber(position.base_healths[0]),\n maintenance: toBigNumber(position.base_healths[1]),\n unweighted: toBigNumber(position.base_healths[2]),\n },\n ...mapEngineServerPerpProduct(position.base_product).product,\n },\n quoteBalance: {\n amount: toBigNumber(quoteBalance.balance.amount),\n healthContributions: {\n initial: toBigNumber(position.quote_healths[0]),\n maintenance: toBigNumber(position.quote_healths[1]),\n unweighted: toBigNumber(position.quote_healths[2]),\n },\n ...mapEngineServerSpotProduct(position.quote_product).product,\n },\n };\n });\n}\n\nexport function mapEngineServerSymbols(\n baseResponse: EngineServerSymbolsResponse,\n): EngineSymbolsResponse {\n const symbols: Record<string, EngineSymbol> = mapValues(\n baseResponse.symbols,\n mapEngineServerSymbol,\n );\n\n return {\n symbols,\n };\n}\n\nexport function mapEngineServerSymbol(\n engineServerSymbol: EngineServerSymbol,\n): EngineSymbol {\n return {\n type: mapEngineServerProductType(engineServerSymbol.type),\n productId: engineServerSymbol.product_id,\n symbol: engineServerSymbol.symbol,\n priceIncrement: removeDecimals(engineServerSymbol.price_increment_x18),\n sizeIncrement: toBigNumber(engineServerSymbol.size_increment),\n minSize: toBigNumber(engineServerSymbol.min_size),\n makerFeeRate: removeDecimals(engineServerSymbol.maker_fee_rate_x18),\n takerFeeRate: removeDecimals(engineServerSymbol.taker_fee_rate_x18),\n longWeightInitial: removeDecimals(\n engineServerSymbol.long_weight_initial_x18,\n ),\n longWeightMaintenance: removeDecimals(\n engineServerSymbol.long_weight_maintenance_x18,\n ),\n maxOpenInterest: removeDecimals(engineServerSymbol.max_open_interest_x18),\n isolatedOnly: engineServerSymbol.isolated_only,\n };\n}\n\nexport function mapEngineMarketPrice(\n baseResponse: EngineServerMarketPrice,\n): EngineMarketPrice {\n return {\n ask: removeDecimals(baseResponse.ask_x18),\n bid: removeDecimals(baseResponse.bid_x18),\n productId: baseResponse.product_id,\n };\n}\n\nexport function mapEngineBboHistory(\n baseResponse: EngineServerCachedBboHistoryResponse,\n): GetEngineCachedBboHistoryResponse {\n return {\n intervalMs: baseResponse.interval_ms,\n limit: baseResponse.limit,\n history: baseResponse.history.map((item) => ({\n productId: item.product_id,\n timestamp: Number(item.timestamp),\n bid: removeDecimals(item.bid),\n ask: removeDecimals(item.ask),\n })),\n };\n}\n\nexport function mapEngineServerNlpLockedBalances(\n baseResponse: EngineServerNlpLockedBalancesResponse,\n): GetEngineNlpLockedBalancesResponse {\n const lockedBalances: EngineNlpLockedBalance[] =\n baseResponse.locked_balances.map((lockedBalance) => ({\n productId: lockedBalance.balance.product_id,\n balance: toBigNumber(lockedBalance.balance.balance.amount),\n unlockedAt: lockedBalance.unlocked_at,\n }));\n\n return {\n lockedBalances,\n balanceLocked: {\n productId: baseResponse.balance_locked.product_id,\n balance: toBigNumber(baseResponse.balance_locked.balance.amount),\n },\n balanceUnlocked: {\n productId: baseResponse.balance_unlocked.product_id,\n balance: toBigNumber(baseResponse.balance_unlocked.balance.amount),\n },\n };\n}\n\nexport function mapEngineServerNlpPoolInfo(\n baseResponse: EngineServerNlpPoolInfoResponse,\n): GetEngineNlpPoolInfoResponse {\n return {\n nlpPools: baseResponse.nlp_pools.map((pool) => ({\n poolId: pool.pool_id,\n subaccountHex: pool.subaccount,\n ownerAddress: pool.owner,\n balanceWeight: removeDecimals(pool.balance_weight_x18),\n subaccountInfo: mapSubaccountSummary(pool.subaccount_info),\n openOrders: pool.open_orders.map(mapEngineServerOrder),\n })),\n 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package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "@nadohq/engine-client",
-  "version": "0.20.0",
+  "version": "0.21.0",
   "type": "module",
   "sideEffects": false,
   "description": "HTTP client for the Nado off-chain matching engine",
@@ -41,7 +41,7 @@
   "module": "./dist/index.js",
   "types": "./dist/index.d.ts",
   "dependencies": {
-    "@nadohq/shared": "^0.20.0",
+    "@nadohq/shared": "^0.21.0",
     "axios": "1.16.1",
     "ts-mixer": "6.0.4"
   },
@@ -53,5 +53,5 @@
     "bignumber.js": "11.1.1",
     "viem": "2.50.4"
   },
-  "gitHead": "f5eb63ad2bd818fe1cfb2e1d9112b7ba9cb6123d"
+  "gitHead": "dc5abad6e9ca4c9a08de51655fc8f4950a9946e2"
 }

package/src/EngineBaseClient.ts CHANGED Viewed

@@ -7,11 +7,18 @@ import {
 } from '@nadohq/shared';
 import axios, { AxiosInstance, AxiosResponse } from 'axios';
 import {
+  EngineServerCachedQueryRequestByType,
+  EngineServerCachedQueryRequestType,
+  EngineServerCachedQueryResponse,
+  EngineServerCachedQueryResponseByType,
+  EngineServerCachedQuerySuccessResponse,
+  EngineServerEdgeControlRequestByType,
+  EngineServerEdgeControlRequestType,
+  EngineServerEdgeControlResponseByType,
   EngineServerExecuteRequestByType,
   EngineServerExecuteRequestType,
   EngineServerExecuteResult,
   EngineServerExecuteSuccessResult,
-  EngineServerQueryRequest,
   EngineServerQueryRequestByType,
   EngineServerQueryRequestType,
   EngineServerQueryResponse,
@@ -38,6 +45,11 @@ type EngineQueryRequestResponse<
   T extends EngineServerQueryRequestType = EngineServerQueryRequestType,
 > = EngineServerQueryResponse<T>;
+type EngineCachedQueryRequestResponse<
+  T extends EngineServerCachedQueryRequestType =
+    EngineServerCachedQueryRequestType,
+> = EngineServerCachedQueryResponse<T>;
 /**
  * Base client for all engine requests
  */
@@ -119,19 +131,62 @@ export class EngineBaseClient {
   }
   /**
-   * A simple, typechecked fn for constructing a query request in the format expected by the server.
+   * Queries the gateway's in-memory cache via the `/edge/query` endpoint. Lower latency than
+   * {@link query} at the cost of eventual consistency — do not use for order, margin, or
+   * settlement decisions.
    *
    * @param requestType
    * @param params
+   * @public
    */
-  public getQueryRequest<TRequestType extends EngineServerQueryRequestType>(
+  public async edgeQuery<
+    TRequestType extends EngineServerCachedQueryRequestType,
+  >(
     requestType: TRequestType,
-    params: EngineServerQueryRequestByType[TRequestType],
-  ): EngineServerQueryRequest<TRequestType> {
-    return {
-      type: requestType,
-      ...params,
-    };
+    params: EngineServerCachedQueryRequestByType[TRequestType],
+  ): Promise<EngineServerCachedQueryResponseByType[TRequestType]> {
+    const request = this.getQueryRequest(requestType, params);
+    const response =
+      await this.axiosInstance.post<EngineCachedQueryRequestResponse>(
+        `${this.opts.url}/edge/query`,
+        request,
+      );
+    this.checkResponseStatus(response);
+    this.checkServerStatus(response);
+    // checkServerStatus throws on failure responses so the cast to the success response is acceptable here
+    const successResponse = response as AxiosResponse<
+      EngineServerCachedQuerySuccessResponse<TRequestType>
+    >;
+    return successResponse.data.data;
+  }
+  /**
+   * Sends an edge control message (`ping` / `time`) via the `/edge/query` endpoint. These
+   * return immediately from the server clock and use a different envelope than the cached data
+   * queries (no `data` field), so the whole response body is returned.
+   *
+   * @param requestType
+   * @param params
+   * @public
+   */
+  public async edgeControlQuery<
+    TRequestType extends EngineServerEdgeControlRequestType,
+  >(
+    requestType: TRequestType,
+    params: EngineServerEdgeControlRequestByType[TRequestType],
+  ): Promise<EngineServerEdgeControlResponseByType[TRequestType]> {
+    const request = this.getQueryRequest(requestType, params);
+    const response = await this.axiosInstance.post<
+      EngineServerEdgeControlResponseByType[TRequestType]
+    >(`${this.opts.url}/edge/query`, request);
+    this.checkResponseStatus(response);
+    this.checkServerStatus(response);
+    return response.data;
   }
   /**
@@ -158,6 +213,24 @@ export class EngineBaseClient {
     return response.data as EngineServerExecuteSuccessResult<TRequestType>;
   }
+  /**
+   * A simple, typechecked fn for constructing a `type`-tagged request body in the format expected
+   * by the server. Generic over the request type / params pair so it can build live query, edge
+   * (cached) query, and edge control request bodies alike.
+   *
+   * @param requestType
+   * @param params
+   */
+  public getQueryRequest<TRequestType extends string, TParams extends object>(
+    requestType: TRequestType,
+    params: TParams,
+  ): { type: TRequestType } & TParams {
+    return {
+      type: requestType,
+      ...params,
+    };
+  }
   /**
    * A simple, typechecked fn for constructing an execute request in the format expected by the server.
    *
@@ -215,7 +288,10 @@ export class EngineBaseClient {
   private checkServerStatus(
     response: AxiosResponse<
-      EngineServerExecuteResult | EngineQueryRequestResponse
+      | EngineServerExecuteResult
+      | EngineQueryRequestResponse
+      | EngineCachedQueryRequestResponse
+      | EngineServerEdgeControlResponseByType[EngineServerEdgeControlRequestType]
     >,
   ) {
     if (response.data.status !== 'success') {

package/src/EngineClient.ts CHANGED Viewed

@@ -1,13 +1,15 @@
 import { Mixin } from 'ts-mixer';
+import { EngineEdgeQueryClient } from './EngineEdgeQueryClient';
 import { EngineExecuteClient } from './EngineExecuteClient';
 import { EngineQueryClient } from './EngineQueryClient';
 import { EngineWebClient } from './EngineWebClient';
 /**
- * Combined Engine client providing query, execution, and WebSocket functionality for off-chain matching engine communication
+ * Combined Engine client providing query, edge (cached) query, execution, and WebSocket functionality for off-chain matching engine communication
  */
 export class EngineClient extends Mixin(
   EngineQueryClient,
+  EngineEdgeQueryClient,
   EngineExecuteClient,
   EngineWebClient,
 ) {}

package/src/EngineEdgeQueryClient.ts ADDED Viewed

@@ -0,0 +1,211 @@
+import { mapValues, MarketWithProduct } from '@nadohq/shared';
+import { EngineBaseClient } from './EngineBaseClient';
+import {
+  EngineCachedTimeParams,
+  EnginePingParams,
+  EnginePingResponse,
+  EngineServerStatusResponse,
+  EngineSymbolsResponse,
+  GetEngineAllMarketsResponse,
+  GetEngineCachedBboHistoryParams,
+  GetEngineCachedBboHistoryResponse,
+  GetEngineCachedMarketPricesParams,
+  GetEngineContractsResponse,
+  GetEngineHealthGroupsResponse,
+  GetEngineMarketPricesResponse,
+  GetEngineNlpPoolInfoResponse,
+  GetEngineSymbolsParams,
+} from './types';
+import { mapProductEngineType } from './utils/productEngineTypeMappers';
+import {
+  mapEngineBboHistory,
+  mapEngineMarketPrice,
+  mapEngineServerNlpPoolInfo,
+  mapEngineServerPerpProduct,
+  mapEngineServerSpotProduct,
+  mapEngineServerSymbols,
+} from './utils/queryDataMappers';
+/**
+ * "Edge" queries hit the gateway's in-memory cache via `/edge/query`. They are lower latency
+ * than the live {@link EngineQueryClient} queries but eventually consistent — do not use them
+ * for order, margin, or settlement decisions.
+ *
+ * Each `getCached*` method mirrors the data shape of its live counterpart; only the request
+ * type and refresh semantics differ.
+ *
+ * @see https://docs.nado.xyz/developer-resources/api/gateway/edge
+ */
+export class EngineEdgeQueryClient extends EngineBaseClient {
+  /**
+   * Cached highest bid / lowest ask per product. Products with no cached best-bid/offer yet are
+   * silently omitted, so the returned array may be shorter than `productIds`.
+   *
+   * @param params Omit `productIds` to return every product currently in the cache
+   */
+  async getCachedMarketPrices(
+    params: GetEngineCachedMarketPricesParams = {},
+  ): Promise<GetEngineMarketPricesResponse> {
+    const baseResponse = await this.edgeQuery('cached_prices', {
+      product_ids: params.productIds,
+    });
+    return {
+      marketPrices: baseResponse.market_prices.map(mapEngineMarketPrice),
+    };
+  }
+  /**
+   * Cached product metadata and trading config (increments, fees, weights, trading status).
+   *
+   * @param params Optional `productIds` / `productType` filters
+   */
+  async getCachedSymbols(
+    params: GetEngineSymbolsParams = {},
+  ): Promise<EngineSymbolsResponse> {
+    const baseResponse = await this.edgeQuery('cached_symbols', {
+      product_ids: params.productIds,
+      product_type:
+        params.productType != null
+          ? mapProductEngineType(params.productType)
+          : undefined,
+    });
+    return mapEngineServerSymbols(baseResponse);
+  }
+  /**
+   * Cached chain ID and on-chain contract addresses for the current chain. Always available: if
+   * the cache is cold the gateway falls back to its live contract config.
+   */
+  async getCachedContracts(): Promise<GetEngineContractsResponse> {
+    const baseResponse = await this.edgeQuery('cached_contracts', {});
+    return {
+      chainId: Number(baseResponse.chain_id),
+      endpointAddr: baseResponse.endpoint_addr,
+    };
+  }
+  /**
+   * Cached engine status (e.g. `active`, `syncing`). Refreshed every 500ms.
+   */
+  async getCachedStatus(): Promise<EngineServerStatusResponse> {
+    return this.edgeQuery('cached_status', {});
+  }
+  /**
+   * Cached full config, risk, and on-chain state for every spot and perp product.
+   */
+  async getCachedAllMarkets(): Promise<GetEngineAllMarketsResponse> {
+    const markets: MarketWithProduct[] = [];
+    const baseResponse = await this.edgeQuery('cached_all_products', {});
+    baseResponse.spot_products.forEach((spotProduct) => {
+      markets.push(mapEngineServerSpotProduct(spotProduct));
+    });
+    baseResponse.perp_products.forEach((perpProduct) => {
+      markets.push(mapEngineServerPerpProduct(perpProduct));
+    });
+    return markets;
+  }
+  /**
+   * Cached all products grouped per edge market, keyed by chain ID.
+   */
+  async getCachedEdgeAllMarkets(): Promise<
+    Record<number, MarketWithProduct[]>
+  > {
+    const baseResponse = await this.edgeQuery('cached_edge_all_products', {});
+    return mapValues(baseResponse.edge_all_products, (allProducts) => {
+      const markets: MarketWithProduct[] = [];
+      allProducts.spot_products.forEach((spotProduct) => {
+        markets.push(mapEngineServerSpotProduct(spotProduct));
+      });
+      allProducts.perp_products.forEach((perpProduct) => {
+        markets.push(mapEngineServerPerpProduct(perpProduct));
+      });
+      return markets;
+    });
+  }
+  /**
+   * Cached spot/perp product pairings used for health grouping.
+   */
+  async getCachedHealthGroups(): Promise<GetEngineHealthGroupsResponse> {
+    const baseResponse = await this.edgeQuery('cached_health_groups', {});
+    return {
+      healthGroups: baseResponse.health_groups.map(
+        ([spotProductId, perpProductId]) => ({
+          spotProductId,
+          perpProductId,
+        }),
+      ),
+    };
+  }
+  /**
+   * Cached NLP pool information. Refreshed every 5s.
+   */
+  async getCachedNlpPoolInfo(): Promise<GetEngineNlpPoolInfoResponse> {
+    const baseResponse = await this.edgeQuery('cached_nlp_pool_info', {});
+    return mapEngineServerNlpPoolInfo(baseResponse);
+  }
+  /**
+   * A rolling, down-samplable time series of best-bid/offer snapshots per product. The gateway
+   * samples the live price cache every 500ms and retains up to 30 minutes of history per product.
+   *
+   * @param params
+   */
+  async getCachedBboHistory(
+    params: GetEngineCachedBboHistoryParams = {},
+  ): Promise<GetEngineCachedBboHistoryResponse> {
+    const baseResponse = await this.edgeQuery('cached_bbo_history', {
+      product_ids: params.productIds,
+      interval_ms: params.intervalMs,
+      max_time_ms: params.maxTimeMs,
+      limit: params.limit,
+    });
+    return mapEngineBboHistory(baseResponse);
+  }
+  /**
+   * Latency / clock-sync helper. Echoes `clientTime` back alongside the server time so the caller
+   * can measure round-trip latency and clock offset in one call.
+   *
+   * @param params
+   */
+  async ping(params: EnginePingParams = {}): Promise<EnginePingResponse> {
+    const baseResponse = await this.edgeControlQuery('ping', {
+      id: params.id,
+      client_time:
+        params.clientTime != null ? String(params.clientTime) : undefined,
+    });
+    return {
+      id: baseResponse.id,
+      serverTime: Number(baseResponse.server_time),
+      clientTime:
+        baseResponse.client_time != null
+          ? Number(baseResponse.client_time)
+          : undefined,
+    };
+  }
+  /**
+   * Returns the current server time (epoch ms) from the gateway clock.
+   *
+   * @param params
+   */
+  async getEdgeControlTime(
+    params: EngineCachedTimeParams = {},
+  ): Promise<number> {
+    const baseResponse = await this.edgeControlQuery('time', {
+      id: params.id,
+    });
+    return Number(baseResponse.server_time);
+  }
+}