@orderly.network/hooks 2.1.2 → 2.1.3

package/dist/index.mjs

@@ -34,9 +34,9 @@ var __export = (target, all) => {
 // src/version.ts
 if (typeof window !== "undefined") {
   window.__ORDERLY_VERSION__ = window.__ORDERLY_VERSION__ || {};
-  window.__ORDERLY_VERSION__["@orderly.network/hooks"] = "2.1.2";
+  window.__ORDERLY_VERSION__["@orderly.network/hooks"] = "2.1.3";
 }
-var version_default = "2.1.2";
+var version_default = "2.1.3";
 var fetcher = (url, init2 = {}, queryOptions) => get(url, init2, queryOptions?.formatter);
 var OrderlyContext = createContext({
   // configStore: new MemoryConfigStore(),
@@ -1921,6 +1921,112 @@ var useCalculatorService = () => {
   });
   return calculatorService;
 };
+
+// src/orderly/orderbook.service.ts
+var defaultRawOrderBook = {
+  asks: [],
+  bids: [],
+  ts: 0
+};
+var OrderbookService = class _OrderbookService {
+  constructor() {
+    this.bufferedOrderBookUpdates = {};
+    this.rawOrderBook = {};
+  }
+  static getInstance() {
+    if (!this.instance) {
+      this.instance = new _OrderbookService();
+    }
+    return this.instance;
+  }
+  sortBufferedOrderBookUpdates(symbol) {
+    this.bufferedOrderBookUpdates[symbol]?.sort((a, b) => a.ts - b.ts);
+  }
+  applyUpdateToRawOrderBook(symbol, update) {
+    const rawOrderBook = this.rawOrderBook[symbol];
+    if (!rawOrderBook || rawOrderBook.ts > update.prevTs) {
+      return;
+    }
+    const askMap = /* @__PURE__ */ new Map();
+    const bidMap = /* @__PURE__ */ new Map();
+    rawOrderBook.asks.forEach((ask) => askMap.set(ask[0], ask[1]));
+    rawOrderBook.bids.forEach((bid) => bidMap.set(bid[0], bid[1]));
+    update.asks.forEach((ask) => ask[1] === 0 ? askMap.delete(ask[0]) : askMap.set(ask[0], ask[1]));
+    update.bids.forEach((bid) => bid[1] === 0 ? bidMap.delete(bid[0]) : bidMap.set(bid[0], bid[1]));
+    rawOrderBook.asks = Array.from(askMap.entries()).sort((a, b) => a[0] - b[0]);
+    rawOrderBook.bids = Array.from(bidMap.entries()).sort((a, b) => b[0] - a[0]);
+    rawOrderBook.ts = update.ts;
+  }
+  applyBufferedUpdatesToRawOrderBooks(symbol) {
+    this.bufferedOrderBookUpdates[symbol]?.forEach((update) => this.applyUpdateToRawOrderBook(symbol, update));
+  }
+  deleteBufferedOrderBookUpdates(symbol) {
+    delete this.bufferedOrderBookUpdates[symbol];
+  }
+  commitOrderBook(symbol) {
+    const rawOrderBook = this.rawOrderBook[symbol];
+    if (!rawOrderBook) {
+      return;
+    }
+  }
+  pushUpdateToBuffer(symbol, update) {
+    if (this.bufferedOrderBookUpdates[symbol] === void 0) {
+      this.bufferedOrderBookUpdates[symbol] = [];
+    }
+    const buffer = this.bufferedOrderBookUpdates[symbol];
+    if (buffer.length > 0) {
+      const lastUpdate = buffer[buffer.length - 1];
+      if (lastUpdate.ts !== update.prevTs) {
+        this.bufferedOrderBookUpdates[symbol] = [];
+      }
+    }
+    this.bufferedOrderBookUpdates[symbol].push(update);
+  }
+  isValidFullOrderBook(symbol, currentTs) {
+    if ((this.bufferedOrderBookUpdates[symbol]?.length ?? 0) !== 0) {
+      const earliestUpdates = this.bufferedOrderBookUpdates[symbol][0];
+      return earliestUpdates.prevTs <= currentTs;
+    }
+    return true;
+  }
+  setFullOrderbook(symbol, rawOrderbook) {
+    const { ts } = rawOrderbook;
+    this.rawOrderBook[symbol] = rawOrderbook;
+    this.sortBufferedOrderBookUpdates(symbol);
+    if (this.isValidFullOrderBook(symbol, ts)) {
+      this.applyBufferedUpdatesToRawOrderBooks(symbol);
+    }
+  }
+  updateOrderbook(symbol, update, callback) {
+    const { asks, bids, prevTs, ts } = update;
+    const rawOrderBook = this.rawOrderBook[symbol];
+    if (!rawOrderBook) {
+      return;
+    }
+    const currentTs = rawOrderBook.ts;
+    if (currentTs === 0) {
+      this.pushUpdateToBuffer(symbol, { asks, bids, prevTs, ts });
+      return;
+    }
+    if (prevTs !== currentTs) {
+      this.pushUpdateToBuffer(symbol, { asks, bids, prevTs, ts });
+      if (callback) {
+        callback();
+      }
+      return;
+    }
+    this.applyUpdateToRawOrderBook(symbol, update);
+    this.deleteBufferedOrderBookUpdates(symbol);
+  }
+  getRawOrderbook(symbol) {
+    return this.rawOrderBook[symbol];
+  }
+  resetOrderBook(symbol) {
+    this.rawOrderBook[symbol] = defaultRawOrderBook;
+  }
+};
+var orderBookService = OrderbookService.getInstance();
+var orderbook_service_default = orderBookService;
 var useMarkPrice = (symbol) => {
   const ws = useWS();
   const [price, setPrice] = useState(0);
@@ -1936,6 +2042,13 @@ var useMarkPrice = (symbol) => {
   }, [symbol]);
   return { data: price };
 };
+var useSymbolsInfo = () => {
+  const symbolsInfo = useAppStore((state) => state.symbolsInfo);
+  return useMemo(
+    () => createGetter({ ...symbolsInfo }),
+    [symbolsInfo]
+  );
+};
 var useIndexPrice = (symbol) => {
   symbol = symbol.replace("PERP", "SPOT");
   const ws = useWS();
@@ -2077,119 +2190,6 @@ var useTickerStream = (symbol) => {
   }, [info, symbol, ticker, futures, openInterest]);
   return value;
 };
-var useSymbolsInfo = () => {
-  const symbolsInfo = useAppStore((state) => state.symbolsInfo);
-  return useMemo(
-    () => createGetter({ ...symbolsInfo }),
-    [symbolsInfo]
-  );
-};
-
-// src/orderly/orderbook.service.ts
-var defaultRawOrderBook = {
-  asks: [],
-  bids: [],
-  ts: 0
-};
-var OrderbookService = class _OrderbookService {
-  constructor() {
-    this.bufferedOrderBookUpdates = {};
-    this.rawOrderBook = {};
-  }
-  static getInstance() {
-    if (!this.instance) {
-      this.instance = new _OrderbookService();
-    }
-    return this.instance;
-  }
-  sortBufferedOrderBookUpdates(symbol) {
-    this.bufferedOrderBookUpdates[symbol]?.sort((a, b) => a.ts - b.ts);
-  }
-  applyUpdateToRawOrderBook(symbol, update) {
-    const rawOrderBook = this.rawOrderBook[symbol];
-    if (!rawOrderBook || rawOrderBook.ts > update.prevTs) {
-      return;
-    }
-    const askMap = /* @__PURE__ */ new Map();
-    const bidMap = /* @__PURE__ */ new Map();
-    rawOrderBook.asks.forEach((ask) => askMap.set(ask[0], ask[1]));
-    rawOrderBook.bids.forEach((bid) => bidMap.set(bid[0], bid[1]));
-    update.asks.forEach((ask) => ask[1] === 0 ? askMap.delete(ask[0]) : askMap.set(ask[0], ask[1]));
-    update.bids.forEach((bid) => bid[1] === 0 ? bidMap.delete(bid[0]) : bidMap.set(bid[0], bid[1]));
-    rawOrderBook.asks = Array.from(askMap.entries()).sort((a, b) => a[0] - b[0]);
-    rawOrderBook.bids = Array.from(bidMap.entries()).sort((a, b) => b[0] - a[0]);
-    rawOrderBook.ts = update.ts;
-  }
-  applyBufferedUpdatesToRawOrderBooks(symbol) {
-    this.bufferedOrderBookUpdates[symbol]?.forEach((update) => this.applyUpdateToRawOrderBook(symbol, update));
-  }
-  deleteBufferedOrderBookUpdates(symbol) {
-    delete this.bufferedOrderBookUpdates[symbol];
-  }
-  commitOrderBook(symbol) {
-    const rawOrderBook = this.rawOrderBook[symbol];
-    if (!rawOrderBook) {
-      return;
-    }
-  }
-  pushUpdateToBuffer(symbol, update) {
-    if (this.bufferedOrderBookUpdates[symbol] === void 0) {
-      this.bufferedOrderBookUpdates[symbol] = [];
-    }
-    const buffer = this.bufferedOrderBookUpdates[symbol];
-    if (buffer.length > 0) {
-      const lastUpdate = buffer[buffer.length - 1];
-      if (lastUpdate.ts !== update.prevTs) {
-        this.bufferedOrderBookUpdates[symbol] = [];
-      }
-    }
-    this.bufferedOrderBookUpdates[symbol].push(update);
-  }
-  isValidFullOrderBook(symbol, currentTs) {
-    if ((this.bufferedOrderBookUpdates[symbol]?.length ?? 0) !== 0) {
-      const earliestUpdates = this.bufferedOrderBookUpdates[symbol][0];
-      return earliestUpdates.prevTs <= currentTs;
-    }
-    return true;
-  }
-  setFullOrderbook(symbol, rawOrderbook) {
-    const { ts } = rawOrderbook;
-    this.rawOrderBook[symbol] = rawOrderbook;
-    this.sortBufferedOrderBookUpdates(symbol);
-    if (this.isValidFullOrderBook(symbol, ts)) {
-      this.applyBufferedUpdatesToRawOrderBooks(symbol);
-    }
-  }
-  updateOrderbook(symbol, update, callback) {
-    const { asks, bids, prevTs, ts } = update;
-    const rawOrderBook = this.rawOrderBook[symbol];
-    if (!rawOrderBook) {
-      return;
-    }
-    const currentTs = rawOrderBook.ts;
-    if (currentTs === 0) {
-      this.pushUpdateToBuffer(symbol, { asks, bids, prevTs, ts });
-      return;
-    }
-    if (prevTs !== currentTs) {
-      this.pushUpdateToBuffer(symbol, { asks, bids, prevTs, ts });
-      if (callback) {
-        callback();
-      }
-      return;
-    }
-    this.applyUpdateToRawOrderBook(symbol, update);
-    this.deleteBufferedOrderBookUpdates(symbol);
-  }
-  getRawOrderbook(symbol) {
-    return this.rawOrderBook[symbol];
-  }
-  resetOrderBook(symbol) {
-    this.rawOrderBook[symbol] = defaultRawOrderBook;
-  }
-};
-var orderBookService = OrderbookService.getInstance();
-var orderbook_service_default = orderBookService;
 
 // src/orderly/useOrderbookStream.ts
 var paddingFn = (len) => Array(len).fill([
@@ -2254,7 +2254,7 @@ var reduceOrderbook = (depth, level, padding, data) => {
       const [price, qty, newQuantity, newAmount] = asks[0];
       asks.shift();
       asks.push([
-        price + (depth === void 0 ? 0 : depth),
+        price + (depth === void 0 ? 0 : Number(depth)),
         qty,
         newQuantity,
         newAmount
@@ -2265,7 +2265,6 @@ var reduceOrderbook = (depth, level, padding, data) => {
         const [askPrice, askQty, newQuantity, newAmount] = asks[0];
         if (askPrice <= bidPrice) {
           asks.shift();
-          let logStr = "";
           for (let index = 0; index < asks.length; index++) {
             if (index === 0) {
               const quantity = asks[index][1] + askQty;
@@ -2275,8 +2274,6 @@ var reduceOrderbook = (depth, level, padding, data) => {
             } else {
               asks[index][3] = asks[index][0] * asks[index][1] + asks[index - 1][3];
             }
-            logStr += `index: ${index} ${asks[index]}
-`;
           }
         } else {
           break;
@@ -3197,8 +3194,6 @@ var useFundingRate = (symbol) => {
     countDown
   };
 };
-
-// src/orderly/useFundingRateHistory.ts
 var calculatePositiveRate = (periodData, period) => {
   if (!periodData || !period)
     return 0;
@@ -3214,22 +3209,30 @@ var calculatePositiveRate = (periodData, period) => {
   return periodData.positive / totalTimes;
 };
 var useFundingRateHistory = () => {
-  const {
-    data: historyData,
-    isLoading,
-    ...rest
-  } = useQuery("/v1/public/market_info/funding_history");
+  const { data: historyData, isLoading } = useQuery(
+    "/v1/public/market_info/funding_history"
+  );
+  const getPositiveRates = useCallback(
+    (data, period) => {
+      if (!data?.length)
+        return {};
+      return data.reduce(
+        (acc, item) => {
+          acc[item.symbol] = calculatePositiveRate(
+            item.funding[period],
+            period
+          );
+          return acc;
+        },
+        {}
+      );
+    },
+    []
+  );
   return {
     data: historyData ?? [],
     isLoading,
-    getPositiveRates: (data, period) => {
-      if (!data?.length)
-        return {};
-      return data.reduce((acc, item) => {
-        acc[item.symbol] = calculatePositiveRate(item.funding[period], period);
-        return acc;
-      }, {});
-    }
+    getPositiveRates
   };
 };
 var findTPSLFromOrders = (orders, symbol) => {