@oracle-agent/oracle 0.14.0 → 0.15.0

package/src/data/providers/hl-perps.mjs

@@ -1,419 +0,0 @@
-// Hyperliquid perpetuals: orders, leverage, and position management.
-//
-// PREPARE-ONLY. Every function here returns EIP-712 typed data plus the exact
-// action payload the user's wallet will sign. Nothing in this file signs,
-// submits, or broadcasts — there is deliberately no submit function, and a
-// test asserts that no write-shaped export ever appears.
-//
-// Why the arithmetic is fussy: Hyperliquid rejects orders whose price or size
-// carry more precision than the asset allows, and a rejected order at the wrong
-// moment is indistinguishable from a missed fill. Prices allow at most 5
-// significant figures and (6 - szDecimals) decimal places for perps; sizes are
-// rounded to szDecimals. Integers are always allowed regardless of sig figs.
-// We do that rounding here, once, in decimal — never through a float.
-
-import { hlMetaAndAssetCtxs, hlAllMids } from "./hl-info.mjs";
-import { resolveHlAsset } from "./hl-assets.mjs";
-import { toScaledInteger } from "../../exact-integer.mjs";
-import { stampPrepared } from "../../prepare-envelope.mjs";
-
-export const HL_PERP_MAX_SIG_FIGS = 5;
-export const HL_PERP_PRICE_DECIMALS = 6; // 6 - szDecimals for perps
-export const HL_SIGNATURE_CHAIN_ID = "0x66eee";
-export const ORACLE_HL_BUILDER_ADDRESS = "0x4d47B6757aFd42c3dbd9691b71B43d74Afa4b6b2";
-export const ORACLE_HL_BUILDER_FEE_BPS = 5;
-export const ORACLE_HL_BUILDER_FEE_TENTHS_BPS = ORACLE_HL_BUILDER_FEE_BPS * 10;
-
-export const ORDER_TYPES = Object.freeze({
-  LIMIT: "limit",
-  MARKET: "market",
-  STOP_MARKET: "stopMarket",
-  STOP_LIMIT: "stopLimit",
-  TAKE_PROFIT_MARKET: "takeProfitMarket",
-  TAKE_PROFIT_LIMIT: "takeProfitLimit",
-});
-
-export const TIF = Object.freeze({
-  GTC: "Gtc", // rest on the book
-  IOC: "Ioc", // fill what you can, cancel the rest
-  ALO: "Alo", // add liquidity only; rejected if it would cross
-});
-
-export const MARGIN_MODE = Object.freeze({
-  CROSS: "cross",
-  ISOLATED: "isolated",
-});
-
-/** Exact decimal rounding — no floats, so 0.1+0.2 problems cannot appear. */
-function roundDecimal(value, maxDecimals, { roundDown = null } = {}) {
-  // `value` may arrive as a JS number from price math; normalise without
-  // exponent notation, which BigInt cannot parse.
-  const text = typeof value === "number" ? value.toFixed(Math.min(20, maxDecimals + 8)) : String(value).trim();
-  if (!/^-?\d+(\.\d+)?$/.test(text)) throw new Error(`hl-perps: "${value}" is not a decimal number`);
-  const neg = text.startsWith("-");
-  const [intPart, fracPart = ""] = text.replace(/^-/, "").split(".");
-  if (fracPart.length <= maxDecimals) {
-    const trimmed = fracPart.replace(/0+$/, "");
-    return (neg ? "-" : "") + (trimmed ? `${intPart}.${trimmed}` : intPart);
-  }
-  // Round on the exact decimal string. `roundDown` forces truncation (toward
-  // zero) or ceiling, which callers use to guarantee a bound is never crossed
-  // by the rounding itself; otherwise round half-up.
-  const keep = fracPart.slice(0, maxDecimals);
-  const nextDigit = Number(fracPart[maxDecimals]);
-  let scaled = BigInt(intPart + keep);
-  const remainder = fracPart.slice(maxDecimals).replace(/0+$/, "") !== "";
-  if (roundDown === true) {
-    // truncate: scaled already floors the magnitude
-  } else if (roundDown === false) {
-    if (remainder) scaled += 1n;
-  } else if (nextDigit >= 5) {
-    scaled += 1n;
-  }
-  const s = scaled.toString().padStart(maxDecimals + 1, "0");
-  const cut = maxDecimals === 0 ? s : `${s.slice(0, -maxDecimals)}.${s.slice(-maxDecimals)}`;
-  const cleaned = cut.replace(/(\.\d*?)0+$/, "$1").replace(/\.$/, "");
-  return (neg ? "-" : "") + cleaned;
-}
-
-/** Significant-figure clamp. Integers are exempt, per Hyperliquid's rule. */
-function clampSigFigs(value, sigFigs, opts = {}) {
-  const text = String(value);
-  if (!text.includes(".")) return text; // integer prices are always allowed
-  const n = Number(text);
-  if (!Number.isFinite(n) || n === 0) return text;
-  const magnitude = Math.floor(Math.log10(Math.abs(n)));
-  const decimals = Math.max(0, sigFigs - 1 - magnitude);
-  return roundDecimal(text, decimals, opts);
-}
-
-/**
- * Format a price for a given asset. Applies BOTH constraints: at most 5
- * significant figures AND at most (6 - szDecimals) decimal places.
- */
-export function formatPerpPrice(price, szDecimals, opts = {}) {
-  const maxDecimals = HL_PERP_PRICE_DECIMALS - Number(szDecimals ?? 0);
-  if (maxDecimals < 0) throw new Error("hl-perps: szDecimals out of range");
-  return roundDecimal(clampSigFigs(price, HL_PERP_MAX_SIG_FIGS, opts), maxDecimals, opts);
-}
-
-/** Format an order size to the asset's size precision. */
-export function formatPerpSize(size, szDecimals) {
-  const out = roundDecimal(size, Number(szDecimals ?? 0));
-  if (BigInt(out.split(".")[0]) < 0n) throw new Error("hl-perps: size must be positive");
-  if (Number(out) <= 0) throw new Error("hl-perps: size rounds to zero at this asset's precision");
-  return out;
-}
-
-/** Resolve a coin to its asset index and precision. Required before ordering. */
-export async function hlPerpAssetInfo(args = {}, opts = {}) {
-  // Resolves main perps, HIP-3 builder dexs (dex:COIN), and HIP-4 outcomes (#N / outcome+side).
-  const info = await resolveHlAsset(args, opts);
-  return {
-    coin: info.coin,
-    assetId: info.assetId,
-    szDecimals: info.szDecimals,
-    maxLeverage: info.maxLeverage,
-    markPx: info.markPx,
-    kind: info.kind,
-    dex: info.dex ?? null,
-    outcome: info.outcome ?? null,
-    side: info.side ?? null,
-  };
-}
-
-function orderTypeWire(kind, { tif = TIF.GTC, triggerPx, isMarket, szDecimals } = {}) {
-  switch (kind) {
-    case ORDER_TYPES.LIMIT:
-      return { limit: { tif } };
-    case ORDER_TYPES.MARKET:
-      // A "market" order on Hyperliquid is an IOC limit at an aggressive price.
-      return { limit: { tif: TIF.IOC } };
-    case ORDER_TYPES.STOP_MARKET:
-    case ORDER_TYPES.TAKE_PROFIT_MARKET:
-      return {
-        trigger: {
-          isMarket: true,
-          triggerPx: formatPerpPrice(triggerPx, szDecimals),
-          tpsl: kind === ORDER_TYPES.STOP_MARKET ? "sl" : "tp",
-        },
-      };
-    case ORDER_TYPES.STOP_LIMIT:
-    case ORDER_TYPES.TAKE_PROFIT_LIMIT:
-      return {
-        trigger: {
-          isMarket: false,
-          triggerPx: formatPerpPrice(triggerPx, szDecimals),
-          tpsl: kind === ORDER_TYPES.STOP_LIMIT ? "sl" : "tp",
-        },
-      };
-    default:
-      throw new Error(`hl-perps: unknown order type ${kind}`);
-  }
-}
-
-function envelope(action, nonce) {
-  return {
-    action,
-    nonce,
-    signatureChainId: HL_SIGNATURE_CHAIN_ID,
-    submitTo: "https://api.hyperliquid.xyz/exchange",
-    note: "Sign locally via @oracle-agent/operator or a wallet. Oracle does not submit.",
-  };
-}
-
-/** Stamp a full HL prepare result (provider/kind + action envelope). */
-function stamped(result) {
-  return stampPrepared(result, { provider: result.provider || "hl-perps", kind: result.kind });
-}
-
-export function hlPrepareBuilderFeeApproval(args = {}) {
-  const nonce = Number(args.nonce ?? Date.now());
-  const action = {
-    type: "approveBuilderFee",
-    builder: ORACLE_HL_BUILDER_ADDRESS,
-    maxFeeRate: `${ORACLE_HL_BUILDER_FEE_BPS / 100}%`,
-    nonce,
-  };
-  return stamped({
-    provider: "hl-perps",
-    venue: "hyperliquid",
-    kind: "hl-builder-fee-approval",
-    builderAddress: ORACLE_HL_BUILDER_ADDRESS,
-    builderFeeBps: ORACLE_HL_BUILDER_FEE_BPS,
-    ...envelope(action, nonce),
-    note: "Hyperliquid requires the main wallet to review and sign this builder-fee approval. Oracle does not sign or submit it.",
-  });
-}
-
-/**
- * Prepare a perp order.
- *
- * Guardrails, all enforced BEFORE anything is built:
- *  - size and price rounded to the asset's exact precision
- *  - a limit order must state a price; a market order must state a slippage cap
- *  - `maxSlippageBps` is capped at 100 bps, matching every other Oracle venue
- *  - reduce-only is explicit, never inferred
- */
-export async function hlPreparePerpOrder(args = {}, opts = {}) {
-  const info = await hlPerpAssetInfo(args, opts);
-  const kind = String(args.type || ORDER_TYPES.LIMIT);
-  const isBuy = args.side ? String(args.side).toLowerCase() === "buy" : Boolean(args.isBuy);
-  const reduceOnly = Boolean(args.reduceOnly);
-  const size = formatPerpSize(args.size ?? args.sz, info.szDecimals);
-
-  let price;
-  if (kind === ORDER_TYPES.MARKET) {
-    let mark = Number(info.markPx);
-    if (!Number.isFinite(mark)) {
-      const mids = await hlAllMids(opts);
-      mark = Number(mids?.[info.coin] ?? mids?.[String(info.assetId)] ?? NaN);
-    }
-    if (!Number.isFinite(mark)) throw new Error("hl-perps: no mark price available for a market order");
-    const bps = Number(args.maxSlippageBps ?? 50);
-    if (!Number.isInteger(bps) || bps < 0) throw new Error("hl-perps: maxSlippageBps must be a non-negative integer");
-    if (bps > 100) throw new Error(`hl-perps: maxSlippageBps ${bps} exceeds the hard 100 bps cap`);
-    // Aggressive IOC price: cross the book by at most the allowed slippage.
-    // Rounding to the venue's tick can push the limit BACK past the cap
-    // (0.0012345 * 1.01 rounds to 0.001247 = 101.26 bps), so round toward the
-    // mark — down for a buy, up for a sell — and verify the realised bps.
-    const rawLimit = isBuy ? mark * (1 + bps / 10_000) : mark * (1 - bps / 10_000);
-    price = formatPerpPrice(rawLimit, info.szDecimals, { roundDown: isBuy });
-    const realisedBps = Math.abs(Number(price) / mark - 1) * 10_000;
-    if (realisedBps > bps + 1e-9) {
-      throw new Error(
-        `hl-perps: tick rounding makes the limit ${realisedBps.toFixed(2)} bps from mark, above the ${bps} bps cap`
-      );
-    }
-  } else {
-    if (args.price == null && args.limitPx == null) {
-      throw new Error("hl-perps: a limit order requires an explicit price");
-    }
-    price = formatPerpPrice(args.price ?? args.limitPx, info.szDecimals);
-  }
-
-  const orderType = orderTypeWire(kind, {
-    tif: args.tif ?? (kind === ORDER_TYPES.MARKET ? TIF.IOC : TIF.GTC),
-    triggerPx: args.triggerPx,
-    szDecimals: info.szDecimals,
-  });
-
-  const order = {
-    a: info.assetId,
-    b: isBuy,
-    p: price,
-    s: size,
-    r: reduceOnly,
-    t: orderType,
-  };
-  if (args.clientOrderId) order.c = String(args.clientOrderId);
-
-  const action = {
-    type: "order",
-    orders: [order],
-    grouping: args.grouping || "na",
-    builder: { b: ORACLE_HL_BUILDER_ADDRESS, f: ORACLE_HL_BUILDER_FEE_TENTHS_BPS },
-  };
-
-  const nonce = Number(args.nonce ?? Date.now());
-  const notional = Number(price) * Number(size);
-
-  return stamped({
-    provider: "hl-perps",
-    venue: "hyperliquid",
-    kind: info.kind === "outcome" ? "hip4-order" : info.kind === "hip3" ? "hip3-order" : "perp-order",
-    coin: info.coin,
-    assetId: info.assetId,
-    assetKind: info.kind,
-    outcome: info.outcome ?? null,
-    outcomeSide: info.side ?? null,
-    dex: info.dex ?? null,
-    side: isBuy ? "buy" : "sell",
-    orderType: kind,
-    price,
-    size,
-    reduceOnly,
-    notionalUsd: Number.isFinite(notional) ? notional : null,
-    maxLeverage: info.maxLeverage,
-    markPx: info.markPx,
-    builderAddress: ORACLE_HL_BUILDER_ADDRESS,
-    builderFeeBps: ORACLE_HL_BUILDER_FEE_BPS,
-    ...envelope(action, nonce),
-  });
-}
-
-/** Prepare a cancel by order id. */
-export async function hlPrepareCancelOrder(args = {}, opts = {}) {
-  const info = await hlPerpAssetInfo(args, opts);
-  const oid = args.orderId ?? args.oid;
-  if (oid == null) throw new Error("hl-perps: orderId required");
-  const action = { type: "cancel", cancels: [{ a: info.assetId, o: Number(oid) }] };
-  return stamped({
-    provider: "hl-perps",
-    venue: "hyperliquid",
-    kind: "perp-cancel",
-    coin: info.coin,
-    orderId: Number(oid),
-    ...envelope(action, Number(args.nonce ?? Date.now())),
-  });
-}
-
-/**
- * Prepare a leverage change.
- * Cross vs isolated is an explicit choice: isolated caps loss to the margin
- * posted on that position, cross shares the whole account balance.
- */
-export async function hlPrepareUpdateLeverage(args = {}, opts = {}) {
-  const info = await hlPerpAssetInfo(args, opts);
-  const leverage = Number(args.leverage);
-  if (!Number.isInteger(leverage) || leverage < 1) {
-    throw new Error("hl-perps: leverage must be a positive integer");
-  }
-  if (info.maxLeverage != null && leverage > info.maxLeverage) {
-    throw new Error(`hl-perps: ${info.coin} allows at most ${info.maxLeverage}x, requested ${leverage}x`);
-  }
-  const mode = String(args.marginMode || MARGIN_MODE.CROSS).toLowerCase();
-  if (mode !== MARGIN_MODE.CROSS && mode !== MARGIN_MODE.ISOLATED) {
-    throw new Error(`hl-perps: marginMode must be "cross" or "isolated"`);
-  }
-  const action = {
-    type: "updateLeverage",
-    asset: info.assetId,
-    isCross: mode === MARGIN_MODE.CROSS,
-    leverage,
-  };
-  return stamped({
-    provider: "hl-perps",
-    venue: "hyperliquid",
-    kind: "perp-leverage",
-    coin: info.coin,
-    leverage,
-    marginMode: mode,
-    maxLeverage: info.maxLeverage,
-    liquidationWarning:
-      leverage >= 20
-        ? `${leverage}x liquidates on roughly a ${(100 / leverage).toFixed(2)}% adverse move before fees`
-        : null,
-    ...envelope(action, Number(args.nonce ?? Date.now())),
-  });
-}
-
-/** Prepare an isolated-margin adjustment for an existing position. */
-export async function hlPrepareUpdateIsolatedMargin(args = {}, opts = {}) {
-  const info = await hlPerpAssetInfo(args, opts);
-  const usd = args.usd ?? args.amountUsd;
-  if (usd == null) throw new Error("hl-perps: usd amount required");
-  const text = String(usd).trim();
-  if (!/^-?\d+(\.\d+)?$/.test(text)) throw new Error("hl-perps: usd must be a decimal number");
-  // Hyperliquid takes this in micro-USD as an integer. The old padEnd() sized
-  // the result from the NUMERIC magnitude, so "01.5" scaled 10x too small and
-  // silently under-posted margin. Scale by exact string arithmetic instead.
-  const micro = toScaledInteger(text, 6, "hl-perps: usd");
-  const action = {
-    type: "updateIsolatedMargin",
-    asset: info.assetId,
-    isBuy: true,
-    ntli: micro <= BigInt(Number.MAX_SAFE_INTEGER) ? Number(micro) : micro.toString(),
-  };
-  return stamped({
-    provider: "hl-perps",
-    venue: "hyperliquid",
-    kind: "perp-isolated-margin",
-    coin: info.coin,
-    usd: text,
-    ...envelope(action, Number(args.nonce ?? Date.now())),
-  });
-}
-
-/**
- * Prepare a bracket: entry plus take-profit and/or stop-loss as reduce-only
- * triggers. Grouped so the venue treats them as one position's protection.
- */
-export async function hlPrepareBracketOrder(args = {}, opts = {}) {
-  const entry = await hlPreparePerpOrder(args, opts);
-  const info = await hlPerpAssetInfo(args, opts);
-  const isBuy = entry.side === "buy";
-  const orders = [entry.action.orders[0]];
-
-  if (args.takeProfitPx != null) {
-    orders.push({
-      a: info.assetId,
-      b: !isBuy,
-      p: formatPerpPrice(args.takeProfitPx, info.szDecimals),
-      s: entry.size,
-      r: true,
-      t: orderTypeWire(ORDER_TYPES.TAKE_PROFIT_MARKET, { triggerPx: args.takeProfitPx, szDecimals: info.szDecimals }),
-    });
-  }
-  if (args.stopLossPx != null) {
-    orders.push({
-      a: info.assetId,
-      b: !isBuy,
-      p: formatPerpPrice(args.stopLossPx, info.szDecimals),
-      s: entry.size,
-      r: true,
-      t: orderTypeWire(ORDER_TYPES.STOP_MARKET, { triggerPx: args.stopLossPx, szDecimals: info.szDecimals }),
-    });
-  }
-  if (orders.length === 1) throw new Error("hl-perps: a bracket needs takeProfitPx and/or stopLossPx");
-
-  const action = {
-    type: "order",
-    orders,
-    grouping: "normalTpsl",
-    builder: { b: ORACLE_HL_BUILDER_ADDRESS, f: ORACLE_HL_BUILDER_FEE_TENTHS_BPS },
-  };
-  return stamped({
-    provider: "hl-perps",
-    venue: "hyperliquid",
-    kind: "perp-bracket",
-    coin: info.coin,
-    legs: orders.length,
-    entry: { side: entry.side, price: entry.price, size: entry.size },
-    takeProfitPx: args.takeProfitPx == null ? null : formatPerpPrice(args.takeProfitPx, info.szDecimals),
-    stopLossPx: args.stopLossPx == null ? null : formatPerpPrice(args.stopLossPx, info.szDecimals),
-    builderAddress: ORACLE_HL_BUILDER_ADDRESS,
-    builderFeeBps: ORACLE_HL_BUILDER_FEE_BPS,
-    ...envelope(action, Number(args.nonce ?? Date.now())),
-  });
-}