@orderly.network/hooks 0.0.24 → 0.0.25

package/dist/index.d.mts

@@ -125,11 +125,13 @@ declare const useOrderbookStream: (symbol: string, initial?: OrderbookData, opti
     bids: OrderBookItem[];
     onDepthChange?: undefined;
     depth?: undefined;
+    allDepths?: undefined;
     isLoading?: undefined;
     onItemClick?: undefined;
 } | {
     onDepthChange: (depth: number) => void;
-    depth: number;
+    depth: number | undefined;
+    allDepths: any[];
     isLoading: boolean;
     onItemClick: (item: OrderBookItem) => void;
 })[];
@@ -223,12 +225,10 @@ interface MarketTradeStreamOptions {
     level?: number;
 }
 declare const useMarketTradeStream: (symbol: string, options?: MarketTradeStreamOptions) => {
-    data: API.Trade[] | undefined;
+    data: API.Trade[];
     isLoading: boolean;
 };
 
-declare const useTradeStream: () => unknown[];
-
 type CollateralOutputs = {
     totalCollateral: number;
     freeCollateral: number;
@@ -323,4 +323,4 @@ declare namespace index {
   };
 }
 
-export { AppStateErrors, DataSourceProvider, OrderStatus, OrderlyAppConfig, OrderlyContext, OrderlyContextState, OrderlyProvider, index as apis, useAccount, useAccountInfo, useAccountInstance, useAppState, useBalance, useChains, useCollateral, useEventEmitter, useExecutionReport, useFetures, useFundingRate, useHolding, useLeverage, useMarginRatio, useMarkPrice, useMarkPricesStream, useMarketTradeStream, useMarketsStream, useMaxQty, useMutation, useOrderEntry, useOrderStream, useOrderbookStream, usePositionStream, usePreLoadData, usePrivateDataObserver, usePrivateObserve, usePrivateQuery, useQuery, useRunOnce, useSessionStorage, useSymbolsInfo, useTickerStream, useTokenInfo, useTopicObserve, useTradeStream, useTradingView, useWS };
+export { AppStateErrors, DataSourceProvider, OrderStatus, OrderlyAppConfig, OrderlyContext, OrderlyContextState, OrderlyProvider, index as apis, useAccount, useAccountInfo, useAccountInstance, useAppState, useBalance, useChains, useCollateral, useEventEmitter, useExecutionReport, useFetures, useFundingRate, useHolding, useLeverage, useMarginRatio, useMarkPrice, useMarkPricesStream, useMarketTradeStream, useMarketsStream, useMaxQty, useMutation, useOrderEntry, useOrderStream, useOrderbookStream, usePositionStream, usePreLoadData, usePrivateDataObserver, usePrivateObserve, usePrivateQuery, useQuery, useRunOnce, useSessionStorage, useSymbolsInfo, useTickerStream, useTokenInfo, useTopicObserve, useTradingView, useWS };

package/dist/index.d.ts

@@ -125,11 +125,13 @@ declare const useOrderbookStream: (symbol: string, initial?: OrderbookData, opti
     bids: OrderBookItem[];
     onDepthChange?: undefined;
     depth?: undefined;
+    allDepths?: undefined;
     isLoading?: undefined;
     onItemClick?: undefined;
 } | {
     onDepthChange: (depth: number) => void;
-    depth: number;
+    depth: number | undefined;
+    allDepths: any[];
     isLoading: boolean;
     onItemClick: (item: OrderBookItem) => void;
 })[];
@@ -223,12 +225,10 @@ interface MarketTradeStreamOptions {
     level?: number;
 }
 declare const useMarketTradeStream: (symbol: string, options?: MarketTradeStreamOptions) => {
-    data: API.Trade[] | undefined;
+    data: API.Trade[];
     isLoading: boolean;
 };
 
-declare const useTradeStream: () => unknown[];
-
 type CollateralOutputs = {
     totalCollateral: number;
     freeCollateral: number;
@@ -323,4 +323,4 @@ declare namespace index {
   };
 }
 
-export { AppStateErrors, DataSourceProvider, OrderStatus, OrderlyAppConfig, OrderlyContext, OrderlyContextState, OrderlyProvider, index as apis, useAccount, useAccountInfo, useAccountInstance, useAppState, useBalance, useChains, useCollateral, useEventEmitter, useExecutionReport, useFetures, useFundingRate, useHolding, useLeverage, useMarginRatio, useMarkPrice, useMarkPricesStream, useMarketTradeStream, useMarketsStream, useMaxQty, useMutation, useOrderEntry, useOrderStream, useOrderbookStream, usePositionStream, usePreLoadData, usePrivateDataObserver, usePrivateObserve, usePrivateQuery, useQuery, useRunOnce, useSessionStorage, useSymbolsInfo, useTickerStream, useTokenInfo, useTopicObserve, useTradeStream, useTradingView, useWS };
+export { AppStateErrors, DataSourceProvider, OrderStatus, OrderlyAppConfig, OrderlyContext, OrderlyContextState, OrderlyProvider, index as apis, useAccount, useAccountInfo, useAccountInstance, useAppState, useBalance, useChains, useCollateral, useEventEmitter, useExecutionReport, useFetures, useFundingRate, useHolding, useLeverage, useMarginRatio, useMarkPrice, useMarkPricesStream, useMarketTradeStream, useMarketsStream, useMaxQty, useMutation, useOrderEntry, useOrderStream, useOrderbookStream, usePositionStream, usePreLoadData, usePrivateDataObserver, usePrivateObserve, usePrivateQuery, useQuery, useRunOnce, useSessionStorage, useSymbolsInfo, useTickerStream, useTokenInfo, useTopicObserve, useTradingView, useWS };

package/dist/index.js

@@ -535,17 +535,93 @@ var useMarkPrice = (symbol) => {
   });
 };
 
+// src/utils/createGetter.ts
+function createGetter(data, depth = 2) {
+  return new Proxy(data || {}, {
+    get(target, property, receiver) {
+      if (depth === 1) {
+        return (defaultValue) => {
+          var _a;
+          if (!target)
+            return defaultValue;
+          return (_a = target[property]) != null ? _a : defaultValue;
+        };
+      }
+      return (key, defaultValue) => {
+        var _a, _b;
+        if (key) {
+          return (_b = (_a = target[property]) == null ? void 0 : _a[key]) != null ? _b : defaultValue;
+        } else {
+          return target[property];
+        }
+      };
+    }
+  });
+}
+var useSymbolsInfo = () => {
+  const { data = {} } = useQuery(`/v1/public/info`, {
+    focusThrottleInterval: 1e3 * 60 * 60 * 24,
+    revalidateOnFocus: false,
+    formatter(data2) {
+      var _a;
+      if (!(data2 == null ? void 0 : data2.rows) || !((_a = data2 == null ? void 0 : data2.rows) == null ? void 0 : _a.length)) {
+        return {};
+      }
+      const obj = /* @__PURE__ */ Object.create(null);
+      for (let index = 0; index < data2.rows.length; index++) {
+        const item = data2.rows[index];
+        const arr = item.symbol.split("_");
+        const base_dp = utils.getPrecisionByNumber(item.base_tick);
+        const quote_dp = utils.getPrecisionByNumber(item.quote_tick);
+        obj[item.symbol] = __spreadProps(__spreadValues({}, item), {
+          base_dp,
+          quote_dp,
+          base: arr[1],
+          quote: arr[2],
+          type: arr[0],
+          name: `${arr[1]}-${arr[0]}`
+        });
+      }
+      return obj;
+    }
+  });
+  return createGetter(data);
+};
+
 // src/orderly/useOrderbookStream.ts
 var paddingFn = (len) => Array(len).fill([Number.NaN, Number.NaN, Number.NaN]);
 var asksSortFn = (a, b) => a[0] - b[0];
 var bidsSortFn = (a, b) => b[0] - a[0];
-var reduceItems = (depth, level, data) => {
+var reduceItems = (depth, level, data, asks = false) => {
   if (!Array.isArray(data) || data.length === 0) {
     return [];
   }
+  let newData = [...data];
   const result = [];
-  for (let i = 0; i < data.length; i++) {
-    const [price, quantity] = data[i];
+  if (typeof depth !== "undefined") {
+    const prices = /* @__PURE__ */ new Map();
+    for (let i = 0; i < data.length; i++) {
+      const [price, quantity] = data[i];
+      if (isNaN(price) || isNaN(quantity))
+        continue;
+      let priceKey;
+      if (asks) {
+        priceKey = Math.ceil(price / depth) * depth;
+      } else {
+        priceKey = Math.floor(price / depth) * depth;
+      }
+      if (prices.has(priceKey)) {
+        const item = prices.get(priceKey);
+        const itemPrice = item[1] + quantity;
+        prices.set(priceKey, [priceKey, itemPrice]);
+      } else {
+        prices.set(priceKey, [priceKey, quantity]);
+      }
+    }
+    newData = Array.from(prices.values());
+  }
+  for (let i = 0; i < newData.length; i++) {
+    const [price, quantity] = newData[i];
     if (isNaN(price) || isNaN(quantity))
       continue;
     result.push([
@@ -560,7 +636,7 @@ var reduceItems = (depth, level, data) => {
   return result;
 };
 var reduceOrderbook = (depth, level, data) => {
-  const asks = reduceItems(depth, level, data.asks).reverse();
+  const asks = reduceItems(depth, level, data.asks, true).reverse();
   const bids = reduceItems(depth, level, data.bids);
   return {
     asks: asks.length < level ? paddingFn(level - asks.length).concat(asks) : asks,
@@ -574,10 +650,6 @@ var mergeItems = (data, update) => {
     const item = update.shift();
     if (item) {
       const [price, quantity] = item;
-      if (price < data[0][0] && quantity > 0) {
-        data.unshift(item);
-        continue;
-      }
       const index = data.findIndex(([p], index2) => p === price);
       if (index === -1) {
         data.push(item);
@@ -585,8 +657,9 @@ var mergeItems = (data, update) => {
         if (quantity === 0) {
           data.splice(index, 1);
           continue;
+        } else {
+          data[index] = item;
         }
-        data[index] = item;
       }
     }
   }
@@ -605,11 +678,19 @@ var useOrderbookStream = (symbol, initial = { asks: [], bids: [] }, options) =>
   const [requestData, setRequestData] = React2.useState(null);
   const [data, setData] = React2.useState(initial);
   const [isLoading, setIsLoading] = React2.useState(true);
-  const [depth, setDepth] = React2.useState(1e-3);
   const [level, setLevel] = React2.useState(() => {
     var _a;
     return (_a = options == null ? void 0 : options.level) != null ? _a : 10;
   });
+  const config = useSymbolsInfo()[symbol];
+  const [depth, setDepth] = React2.useState();
+  const depths = React2.useMemo(() => {
+    const tick = config("quote_tick");
+    return [tick, tick * 10, tick * 100, tick * 1e3];
+  }, [config("quote_tick")]);
+  React2.useEffect(() => {
+    setDepth(config("quote_tick"));
+  }, [config("quote_tick")]);
   const ws = useWS();
   const ticker = useTickerStream(symbol);
   const eventEmitter = useEventEmitter();
@@ -624,7 +705,6 @@ var useOrderbookStream = (symbol, initial = { asks: [], bids: [] }, options) =>
       },
       {
         onMessage: (message) => {
-          console.log("orderbook request message", message);
           if (!!message) {
             const reduceOrderbookData = reduceOrderbook(depth, level, message);
             setRequestData(reduceOrderbookData);
@@ -637,7 +717,7 @@ var useOrderbookStream = (symbol, initial = { asks: [], bids: [] }, options) =>
     return () => {
       setRequestData(null);
     };
-  }, [symbol]);
+  }, [symbol, depth]);
   const { data: markPrice } = useMarkPrice(symbol);
   React2.useEffect(() => {
     if (!requestData)
@@ -665,7 +745,7 @@ var useOrderbookStream = (symbol, initial = { asks: [], bids: [] }, options) =>
     eventEmitter.emit("orderbook:item:click", item);
   }, []);
   const onDepthChange = React2.useCallback((depth2) => {
-    console.log("Orderbook depth has changed:", depth2);
+    setDepth(() => depth2);
   }, []);
   const middlePrice = React2.useMemo(() => {
     let asksFrist = 0, bidsFirst = 0;
@@ -681,63 +761,10 @@ var useOrderbookStream = (symbol, initial = { asks: [], bids: [] }, options) =>
   }, [ticker, data]);
   return [
     __spreadProps(__spreadValues({}, data), { markPrice, middlePrice }),
-    { onDepthChange, depth, isLoading, onItemClick }
+    { onDepthChange, depth, allDepths: depths, isLoading, onItemClick }
   ];
 };
 
-// src/utils/createGetter.ts
-function createGetter(data, depth = 2) {
-  return new Proxy(data || {}, {
-    get(target, property, receiver) {
-      if (depth === 1) {
-        return (defaultValue) => {
-          var _a;
-          if (!target)
-            return defaultValue;
-          return (_a = target[property]) != null ? _a : defaultValue;
-        };
-      }
-      return (key, defaultValue) => {
-        var _a, _b;
-        if (key) {
-          return (_b = (_a = target[property]) == null ? void 0 : _a[key]) != null ? _b : defaultValue;
-        } else {
-          return target[property];
-        }
-      };
-    }
-  });
-}
-var useSymbolsInfo = () => {
-  const { data = {} } = useQuery(`/v1/public/info`, {
-    focusThrottleInterval: 1e3 * 60 * 60 * 24,
-    revalidateOnFocus: false,
-    formatter(data2) {
-      var _a;
-      if (!(data2 == null ? void 0 : data2.rows) || !((_a = data2 == null ? void 0 : data2.rows) == null ? void 0 : _a.length)) {
-        return {};
-      }
-      const obj = /* @__PURE__ */ Object.create(null);
-      for (let index = 0; index < data2.rows.length; index++) {
-        const item = data2.rows[index];
-        const arr = item.symbol.split("_");
-        const base_dp = utils.getPrecisionByNumber(item.base_tick);
-        const quote_dp = utils.getPrecisionByNumber(item.quote_tick);
-        obj[item.symbol] = __spreadProps(__spreadValues({}, item), {
-          base_dp,
-          quote_dp,
-          base: arr[1],
-          quote: arr[2],
-          type: arr[0],
-          name: `${arr[1]}-${arr[0]}`
-        });
-      }
-      return obj;
-    }
-  });
-  return createGetter(data);
-};
-
 // src/orderly/useTokenInfo.ts
 var useTokenInfo = () => {
   const { data = {} } = useQuery(
@@ -995,10 +1022,7 @@ var usePositionStream = (symbol, options) => {
         item.symbol,
         markPrices
       );
-      const notional = futures.positions.notional(
-        item.position_qty,
-        item.average_open_price
-      );
+      const notional = futures.positions.notional(item.position_qty, price);
       const unrealPnl = futures.positions.unrealizedPnL({
         qty: item.position_qty,
         openPrice: item.average_open_price,
@@ -1668,6 +1692,7 @@ var useOrderStream = ({
   side,
   size = 100
 } = {}) => {
+  const ee = useEventEmitter();
   const { data: markPrices = {} } = useMarkPricesStream();
   const [doCancelOrder] = useMutation("/v1/order", "DELETE");
   const [doUpdateOrder] = useMutation("/v1/order", "PUT");
@@ -1708,6 +1733,13 @@ var useOrderStream = ({
       });
     });
   }, [ordersResponse.data, markPrices]);
+  React2.useEffect(() => {
+    const handler = () => ordersResponse.mutate();
+    ee.on("orders:changed", handler);
+    return () => {
+      ee.off("orders:changed", handler);
+    };
+  }, []);
   const cancelAllOrders = React2.useCallback(() => {
   }, [ordersResponse.data]);
   const updateOrder = React2.useCallback((orderId, order2) => {
@@ -1741,38 +1773,31 @@ var useMarketTradeStream = (symbol, options = {}) => {
   if (!symbol) {
     throw new Error("useTradeStream: symbol is required");
   }
-  React2.useState([]);
+  const [trades, setTrades] = React2.useState([]);
   const { level = 20 } = options;
-  const { data, isLoading } = useQuery(
-    `/v1/public/market_trades?symbol=${symbol}&limit=${level}`
-    // {
-    //   onSuccess: (data) => {
-    //     // console.log("trades ^^^^^^", data);
-    //     if (Array.isArray(data)) {
-    //       setTrades(data);
-    //     }
-    //     return data;
-    //   },
-    // }
+  const { isLoading } = useQuery(
+    `/v1/public/market_trades?symbol=${symbol}&limit=${level}`,
+    {
+      onSuccess: (data) => {
+        if (Array.isArray(data)) {
+          setTrades(() => data);
+        }
+        return data;
+      }
+    }
   );
   const ws = useWS();
   React2.useEffect(() => {
     const unsubscript = ws.subscribe(`@${symbol}/@trade`, {
-      onMessage: (data2) => {
-        console.log("trade", data2);
+      onMessage: (data) => {
+        console.log("ws: trade", data);
       }
     });
     return () => {
       unsubscript == null ? void 0 : unsubscript();
     };
   }, []);
-  return { data, isLoading };
-};
-
-// src/orderly/useTrades.tsx
-var useTradeStream = () => {
-  const { data, isLoading } = usePrivateQuery("/v1/trades");
-  return [data, { isLoading }];
+  return { data: trades, isLoading };
 };
 var useMarginRatio = () => {
   const [{ rows }] = usePositionStream();
@@ -1853,12 +1878,12 @@ var useBalance = () => {
 var usePrivateDataObserver = () => {
   const ws = useWS();
   const { mutate: mutate2 } = useSWR.useSWRConfig();
+  const ee = useEventEmitter();
   React2.useEffect(() => {
     console.log("subscribe: executionreport");
     const unsubscribe = ws.privateSubscribe("executionreport", {
       onMessage: (data) => {
-        console.info("refresh orders");
-        console.log(data);
+        ee.emit("orders:changed");
       }
     });
     return () => unsubscribe == null ? void 0 : unsubscribe();
@@ -1967,7 +1992,6 @@ exports.useSymbolsInfo = useSymbolsInfo;
 exports.useTickerStream = useTickerStream;
 exports.useTokenInfo = useTokenInfo;
 exports.useTopicObserve = useTopicObserve;
-exports.useTradeStream = useTradeStream;
 exports.useTradingView = useTradingView;
 exports.useWS = useWS;
 //# sourceMappingURL=out.js.map