@pear-protocol/exchanges-sdk 0.1.1 → 0.1.4

package/dist/syncer/base.d.ts

@@ -1,5 +1,5 @@
 import PearSDK from '@pear-protocol/core-sdk';
-import { Connector } from '@pear-protocol/types';
+import { Connector, HttpTypes } from '@pear-protocol/types';
 import { ExchangeWsByConnector } from '../client/index.js';
 import { SupportedCredentials } from '../types.js';
 import '../client/binance/exchange-ws.js';
@@ -16,18 +16,32 @@ import '../client/lighter/ws.js';
 import '../client/okx/exchange-ws.js';
 import '../client/okx/ws.js';
 
-type AccountPositionSyncerConfig = {
+interface AccountSyncerConfig {
     sdk: PearSDK;
+    connector: Connector;
     credentials: SupportedCredentials;
     ws: ExchangeWsByConnector[Connector];
     demo: boolean;
-};
-declare class AccountPositionSyncer {
+}
+interface AccountSyncer {
+    synchronize(): Promise<void>;
+}
+interface ListExternalFillsParams {
+    since: Date;
+    instruments: HttpTypes.Instrument[];
+    openPositions: HttpTypes.OpenPositionLite[];
+    provisionalFills: HttpTypes.ProvisionalFill[];
+}
+declare abstract class BaseAccountSyncer<ExternalFill> implements AccountSyncer {
     protected sdk: PearSDK;
+    protected connector: Connector;
     protected credentials: SupportedCredentials;
     protected ws: ExchangeWsByConnector[Connector];
     protected demo: boolean;
-    constructor(config: AccountPositionSyncerConfig);
+    constructor(config: AccountSyncerConfig);
+    protected abstract listExternalFills(params: ListExternalFillsParams): Promise<HttpTypes.UnknownExternalFill[]>;
+    protected abstract isReduceOnly(fill: ExternalFill): boolean;
+    synchronize(): Promise<void>;
 }
 
-export { AccountPositionSyncer, type AccountPositionSyncerConfig };
+export { type AccountSyncer, type AccountSyncerConfig, BaseAccountSyncer, type ListExternalFillsParams };

package/dist/syncer/base.js

@@ -1,14 +1,59 @@
-class AccountPositionSyncer {
+import { computeSyncPayload } from '@pear-protocol/utils';
+
+class BaseAccountSyncer {
   sdk;
+  connector;
   credentials;
   ws;
   demo;
   constructor(config) {
     this.sdk = config.sdk;
+    this.connector = config.connector;
     this.credentials = config.credentials;
     this.ws = config.ws;
     this.demo = config.demo;
   }
+  async synchronize() {
+    const [{ positions }, { fills: provisionalFills }] = await Promise.all([
+      this.sdk.core.positions.openLite(),
+      this.sdk.core.fills.provisionals()
+    ]);
+    if (!positions.length && !provisionalFills.length) {
+      return;
+    }
+    const [{ instruments }, since] = await Promise.all([
+      this.sdk.core.instruments.list({ connector: this.connector }),
+      this.sdk.core.sync.since({
+        overlapMs: 6e4,
+        nowMs: Date.now(),
+        bootstrapLookbackMs: 30 * 24 * 60 * 60 * 1e3
+      })
+    ]);
+    const externalFills = await this.listExternalFills({
+      since: new Date(since.since),
+      instruments,
+      openPositions: positions,
+      provisionalFills
+    });
+    const payload = await computeSyncPayload({
+      openPositions: positions,
+      provisionalFills,
+      confirmedExchangeFillIds: since.confirmedExchangeFillIds ?? [],
+      externalFills
+    });
+    if (!payload) {
+      return;
+    }
+    if (payload.reconcilables) {
+      await this.sdk.core.sync.reconcile(payload.reconcilables);
+    }
+    if (payload.confirmables) {
+      await this.sdk.core.sync.confirm(payload.confirmables);
+    }
+    if (payload.creatables) {
+      await this.sdk.core.sync.create(payload.creatables);
+    }
+  }
 }
 
-export { AccountPositionSyncer };
+export { BaseAccountSyncer };

package/dist/syncer/binance/syncer.d.ts

@@ -0,0 +1,31 @@
+import { HttpTypes } from '@pear-protocol/types';
+import { BinanceRawUserTrade } from '../../client/binance/types.js';
+import { BaseAccountSyncer, AccountSyncerConfig, ListExternalFillsParams } from '../base.js';
+import '@pear-protocol/core-sdk';
+import '../../client/index.js';
+import '../../types.js';
+import '../../client/binance/exchange-ws.js';
+import '../../client/base-ws.js';
+import 'partysocket';
+import '../../client/exchange-ws.js';
+import '../../client/binance/ws.js';
+import '../../client/bybit/exchange-ws.js';
+import '../../client/bybit/ws.js';
+import '../../client/hyperliquid/exchange-ws.js';
+import '../../client/hyperliquid/ws.js';
+import '../../client/lighter/exchange-ws.js';
+import '../../client/lighter/ws.js';
+import '../../client/okx/exchange-ws.js';
+import '../../client/okx/ws.js';
+
+declare class BinanceAccountSyncer extends BaseAccountSyncer<BinanceRawUserTrade> {
+    private readonly creds;
+    constructor(config: AccountSyncerConfig);
+    protected listExternalFills({ since, instruments, openPositions, provisionalFills, }: ListExternalFillsParams): Promise<HttpTypes.UnknownExternalFill[]>;
+    protected isReduceOnly(trade: BinanceRawUserTrade): boolean;
+    private collectRequestedInstrumentIds;
+    private mapOrdersBySymbolOrderId;
+    private orderKey;
+}
+
+export { BinanceAccountSyncer };

package/dist/syncer/binance/syncer.js

@@ -0,0 +1,82 @@
+import BigNumber from 'bignumber.js';
+import { fetchUserTradesSince, fetchAllOrdersSince } from '../../client/binance/rest';
+import { BaseAccountSyncer } from '../base';
+
+class BinanceAccountSyncer extends BaseAccountSyncer {
+  creds;
+  constructor(config) {
+    super(config);
+    this.creds = config.credentials;
+  }
+  async listExternalFills({
+    since,
+    instruments,
+    openPositions,
+    provisionalFills
+  }) {
+    const knownInstrumentIds = new Set(instruments.map((instrument) => instrument.id));
+    const requestedInstrumentIds = this.collectRequestedInstrumentIds(openPositions, provisionalFills);
+    const instrumentIds = [...requestedInstrumentIds].filter((instrumentId) => knownInstrumentIds.has(instrumentId));
+    if (!instrumentIds.length) {
+      return [];
+    }
+    const [trades, orders] = await Promise.all([
+      fetchUserTradesSince(this.creds, instrumentIds, since, this.demo),
+      fetchAllOrdersSince(this.creds, instrumentIds, since, this.demo)
+    ]);
+    const ordersBySymbolOrderId = this.mapOrdersBySymbolOrderId(orders);
+    return trades.reduce((acc, trade) => {
+      if (!requestedInstrumentIds.has(trade.symbol)) {
+        return acc;
+      }
+      const order = ordersBySymbolOrderId.get(this.orderKey(trade.symbol, trade.orderId));
+      acc.push({
+        connector: "binance",
+        exchangeFillId: trade.id.toString(),
+        cloid: order?.clientOrderId || null,
+        symbol: trade.symbol,
+        price: trade.price,
+        quantity: trade.qty,
+        side: trade.side,
+        reduceOnly: this.isReduceOnly(trade),
+        timestamp: trade.time,
+        tradeFee: new BigNumber(trade.commission || 0).abs().toFixed(),
+        builderFee: "0",
+        liquidation: null
+      });
+      return acc;
+    }, []);
+  }
+  isReduceOnly(trade) {
+    if (trade.positionSide === "LONG") return trade.side === "SELL";
+    if (trade.positionSide === "SHORT") return trade.side === "BUY";
+    if (trade.positionSide === "BOTH") {
+      return !new BigNumber(trade.realizedPnl || 0).isZero();
+    }
+    return false;
+  }
+  collectRequestedInstrumentIds(openPositions, provisionalFills) {
+    const instrumentIds = /* @__PURE__ */ new Set();
+    for (const position of openPositions) {
+      for (const instrumentId of Object.keys(position.exposure)) {
+        instrumentIds.add(instrumentId);
+      }
+    }
+    for (const fill of provisionalFills) {
+      instrumentIds.add(fill.symbol);
+    }
+    return instrumentIds;
+  }
+  mapOrdersBySymbolOrderId(orders) {
+    const bySymbolOrderId = /* @__PURE__ */ new Map();
+    for (const order of orders) {
+      bySymbolOrderId.set(this.orderKey(order.symbol, order.orderId), order);
+    }
+    return bySymbolOrderId;
+  }
+  orderKey(symbol, orderId) {
+    return `${symbol}:${orderId}`;
+  }
+}
+
+export { BinanceAccountSyncer };

package/dist/syncer/bybit/syncer.d.ts

@@ -0,0 +1,28 @@
+import { HttpTypes } from '@pear-protocol/types';
+import { BybitRawExecution } from '../../client/bybit/types.js';
+import { BaseAccountSyncer, AccountSyncerConfig, ListExternalFillsParams } from '../base.js';
+import '@pear-protocol/core-sdk';
+import '../../client/index.js';
+import '../../types.js';
+import '../../client/binance/exchange-ws.js';
+import '../../client/base-ws.js';
+import 'partysocket';
+import '../../client/exchange-ws.js';
+import '../../client/binance/ws.js';
+import '../../client/bybit/exchange-ws.js';
+import '../../client/bybit/ws.js';
+import '../../client/hyperliquid/exchange-ws.js';
+import '../../client/hyperliquid/ws.js';
+import '../../client/lighter/exchange-ws.js';
+import '../../client/lighter/ws.js';
+import '../../client/okx/exchange-ws.js';
+import '../../client/okx/ws.js';
+
+declare class BybitAccountSyncer extends BaseAccountSyncer<BybitRawExecution> {
+    private readonly creds;
+    constructor(config: AccountSyncerConfig);
+    protected listExternalFills({ since }: ListExternalFillsParams): Promise<HttpTypes.UnknownExternalFill[]>;
+    protected isReduceOnly(execution: BybitRawExecution): boolean;
+}
+
+export { BybitAccountSyncer };

package/dist/syncer/bybit/syncer.js

@@ -0,0 +1,36 @@
+import BigNumber from 'bignumber.js';
+import { fetchExecutionsSince } from '../../client/bybit/rest';
+import { BaseAccountSyncer } from '../base';
+
+class BybitAccountSyncer extends BaseAccountSyncer {
+  creds;
+  constructor(config) {
+    super(config);
+    this.creds = config.credentials;
+  }
+  async listExternalFills({ since }) {
+    const executions = await fetchExecutionsSince(this.creds, since, this.demo);
+    return executions.reduce((acc, execution) => {
+      acc.push({
+        connector: "bybit",
+        exchangeFillId: execution.execId,
+        cloid: execution.orderLinkId || null,
+        symbol: execution.symbol,
+        price: execution.execPrice,
+        quantity: execution.execQty,
+        side: execution.side === "Buy" ? "BUY" : "SELL",
+        reduceOnly: this.isReduceOnly(execution),
+        timestamp: Number(execution.execTime),
+        tradeFee: new BigNumber(execution.execFee || 0).abs().toFixed(),
+        builderFee: "0",
+        liquidation: null
+      });
+      return acc;
+    }, []);
+  }
+  isReduceOnly(execution) {
+    return Number(execution.closedSize || "0") > 0;
+  }
+}
+
+export { BybitAccountSyncer };

package/dist/syncer/factory.d.ts

@@ -0,0 +1,22 @@
+import { Connector } from '@pear-protocol/types';
+import { AccountSyncerConfig, AccountSyncer } from './base.js';
+import '@pear-protocol/core-sdk';
+import '../client/index.js';
+import '../types.js';
+import '../client/binance/exchange-ws.js';
+import '../client/base-ws.js';
+import 'partysocket';
+import '../client/exchange-ws.js';
+import '../client/binance/ws.js';
+import '../client/bybit/exchange-ws.js';
+import '../client/bybit/ws.js';
+import '../client/hyperliquid/exchange-ws.js';
+import '../client/hyperliquid/ws.js';
+import '../client/lighter/exchange-ws.js';
+import '../client/lighter/ws.js';
+import '../client/okx/exchange-ws.js';
+import '../client/okx/ws.js';
+
+declare function createAccountSyncer(exchange: Connector, config: AccountSyncerConfig): AccountSyncer;
+
+export { createAccountSyncer };

package/dist/syncer/factory.js

@@ -0,0 +1,26 @@
+import { BinanceAccountSyncer } from './binance/syncer';
+import { BybitAccountSyncer } from './bybit/syncer';
+import { HyperliquidAccountSyncer } from './hyperliquid/syncer';
+import { LighterAccountSyncer } from './lighter/syncer';
+import { OkxAccountSyncer } from './okx/syncer';
+
+function createAccountSyncer(exchange, config) {
+  switch (exchange) {
+    case "binance":
+      return new BinanceAccountSyncer(config);
+    case "bybit":
+      return new BybitAccountSyncer(config);
+    case "okx":
+      return new OkxAccountSyncer(config);
+    case "hyperliquid":
+      return new HyperliquidAccountSyncer(config);
+    case "lighter":
+      return new LighterAccountSyncer(config);
+    default: {
+      const _exhaustive = exchange;
+      throw new Error(`Unsupported exchange: ${String(_exhaustive)}`);
+    }
+  }
+}
+
+export { createAccountSyncer };

package/dist/syncer/hyperliquid/syncer.d.ts

@@ -0,0 +1,28 @@
+import { HttpTypes } from '@pear-protocol/types';
+import { UserFillsByTimeResponse } from '../../client/hyperliquid/types.js';
+import { BaseAccountSyncer, AccountSyncerConfig, ListExternalFillsParams } from '../base.js';
+import '@pear-protocol/core-sdk';
+import '../../client/index.js';
+import '../../types.js';
+import '../../client/binance/exchange-ws.js';
+import '../../client/base-ws.js';
+import 'partysocket';
+import '../../client/exchange-ws.js';
+import '../../client/binance/ws.js';
+import '../../client/bybit/exchange-ws.js';
+import '../../client/bybit/ws.js';
+import '../../client/hyperliquid/exchange-ws.js';
+import '../../client/hyperliquid/ws.js';
+import '../../client/lighter/exchange-ws.js';
+import '../../client/lighter/ws.js';
+import '../../client/okx/exchange-ws.js';
+import '../../client/okx/ws.js';
+
+declare class HyperliquidAccountSyncer extends BaseAccountSyncer<UserFillsByTimeResponse> {
+    private readonly address;
+    constructor(config: AccountSyncerConfig);
+    protected listExternalFills({ since, instruments, }: ListExternalFillsParams): Promise<HttpTypes.UnknownExternalFill[]>;
+    protected isReduceOnly(fill: UserFillsByTimeResponse): boolean;
+}
+
+export { HyperliquidAccountSyncer };

package/dist/syncer/hyperliquid/syncer.js

@@ -0,0 +1,53 @@
+import { fetchInfo } from '../../client/hyperliquid/rest';
+import { BaseAccountSyncer } from '../base';
+
+class HyperliquidAccountSyncer extends BaseAccountSyncer {
+  address;
+  constructor(config) {
+    super(config);
+    const creds = config.credentials;
+    this.address = creds.accountIdentifier;
+  }
+  async listExternalFills({
+    since,
+    instruments
+  }) {
+    const instrumentSymbolToIdMap = instruments.reduce((acc, instrument) => {
+      acc[instrument.base] = instrument.id;
+      return acc;
+    }, {});
+    const result = await fetchInfo({
+      type: "userFillsByTime",
+      user: this.address,
+      startTime: since.getTime(),
+      aggregateByTime: true
+    });
+    return result.reduce((acc, fill) => {
+      const instrumentId = instrumentSymbolToIdMap[fill.coin];
+      if (!instrumentId) {
+        console.warn(`Instrument symbol ${fill.coin} not found in instrument symbol to id map.`);
+        return acc;
+      }
+      acc.push({
+        connector: "hyperliquid",
+        exchangeFillId: fill.tid.toFixed(),
+        cloid: fill.cloid ?? null,
+        symbol: instrumentId,
+        price: fill.px,
+        quantity: fill.sz,
+        side: fill.side === "B" ? "BUY" : "SELL",
+        reduceOnly: this.isReduceOnly(fill),
+        timestamp: fill.time,
+        tradeFee: fill.fee,
+        builderFee: fill.builderFee ?? "0",
+        liquidation: fill.liquidation ? { mark: fill.liquidation.markPx } : null
+      });
+      return acc;
+    }, []);
+  }
+  isReduceOnly(fill) {
+    return fill.dir.includes("Close");
+  }
+}
+
+export { HyperliquidAccountSyncer };

package/dist/syncer/index.d.ts

@@ -1,4 +1,10 @@
-export { AccountPositionSyncer, AccountPositionSyncerConfig } from './base.js';
+export { AccountSyncer, AccountSyncerConfig, BaseAccountSyncer, ListExternalFillsParams } from './base.js';
+export { BinanceAccountSyncer } from './binance/syncer.js';
+export { BybitAccountSyncer } from './bybit/syncer.js';
+export { createAccountSyncer } from './factory.js';
+export { HyperliquidAccountSyncer } from './hyperliquid/syncer.js';
+export { LighterAccountSyncer } from './lighter/syncer.js';
+export { OkxAccountSyncer } from './okx/syncer.js';
 import '@pear-protocol/core-sdk';
 import '@pear-protocol/types';
 import '../client/index.js';
@@ -16,3 +22,8 @@ import '../client/lighter/exchange-ws.js';
 import '../client/lighter/ws.js';
 import '../client/okx/exchange-ws.js';
 import '../client/okx/ws.js';
+import '../client/binance/types.js';
+import '../client/bybit/types.js';
+import '../client/hyperliquid/types.js';
+import '../client/lighter/types.js';
+import '../client/okx/types.js';

package/dist/syncer/index.js

@@ -1 +1,7 @@
 export * from './base';
+export * from './binance/syncer';
+export * from './bybit/syncer';
+export * from './factory';
+export * from './hyperliquid/syncer';
+export * from './lighter/syncer';
+export * from './okx/syncer';

package/dist/syncer/lighter/syncer.d.ts

@@ -0,0 +1,37 @@
+import { HttpTypes } from '@pear-protocol/types';
+import { LighterRawTrade } from '../../client/lighter/types.js';
+import { BaseAccountSyncer, AccountSyncerConfig, ListExternalFillsParams } from '../base.js';
+import '@pear-protocol/core-sdk';
+import '../../client/index.js';
+import '../../types.js';
+import '../../client/binance/exchange-ws.js';
+import '../../client/base-ws.js';
+import 'partysocket';
+import '../../client/exchange-ws.js';
+import '../../client/binance/ws.js';
+import '../../client/bybit/exchange-ws.js';
+import '../../client/bybit/ws.js';
+import '../../client/hyperliquid/exchange-ws.js';
+import '../../client/hyperliquid/ws.js';
+import '../../client/lighter/exchange-ws.js';
+import '../../client/lighter/ws.js';
+import '../../client/okx/exchange-ws.js';
+import '../../client/okx/ws.js';
+
+declare class LighterAccountSyncer extends BaseAccountSyncer<LighterRawTrade> {
+    private readonly accountIndex;
+    private readonly apiKeyIndex;
+    private readonly apiPrivateKey;
+    constructor(config: AccountSyncerConfig);
+    protected listExternalFills({ since, instruments, }: ListExternalFillsParams): Promise<HttpTypes.UnknownExternalFill[]>;
+    protected isReduceOnly(trade: LighterRawTrade): boolean;
+    private getAccountSide;
+    private getClientOrderId;
+    private isMaker;
+    private getPositionSizeBefore;
+    private getTradeFee;
+    private getIntegratorFee;
+    private feeTickToDecimal;
+}
+
+export { LighterAccountSyncer };

package/dist/syncer/lighter/syncer.js

@@ -0,0 +1,94 @@
+import BigNumber from 'bignumber.js';
+import { fetchTradesSince } from '../../client/lighter/rest';
+import { BaseAccountSyncer } from '../base';
+
+const LIGHTER_FEE_TICK_DENOMINATOR = new BigNumber(1e6);
+class LighterAccountSyncer extends BaseAccountSyncer {
+  accountIndex;
+  apiKeyIndex;
+  apiPrivateKey;
+  constructor(config) {
+    super(config);
+    const creds = config.credentials;
+    this.accountIndex = Number(creds.accountIdentifier);
+    this.apiKeyIndex = creds.api_key_index;
+    this.apiPrivateKey = creds.api_private_key;
+  }
+  async listExternalFills({
+    since,
+    instruments
+  }) {
+    const { token } = await this.sdk.core.misc.lighter.createAuthToken({
+      accountIndex: this.accountIndex,
+      apiKeyIndex: this.apiKeyIndex,
+      apiPrivateKey: this.apiPrivateKey
+    });
+    const trades = await fetchTradesSince(this.accountIndex, token, since);
+    const instrumentIds = new Set(instruments.map((instrument) => instrument.id));
+    return trades.toSorted((a, b) => a.timestamp - b.timestamp).reduce((acc, trade) => {
+      const instrumentId = trade.market_id.toString();
+      if (!instrumentIds.has(instrumentId)) {
+        console.warn(`Lighter market id ${trade.market_id} not found in instrument id map.`);
+        return acc;
+      }
+      const accountSide = this.getAccountSide(trade);
+      if (!accountSide) return acc;
+      const side = accountSide === "ask" ? "SELL" : "BUY";
+      acc.push({
+        connector: "lighter",
+        exchangeFillId: trade.trade_id_str ?? trade.trade_id.toString(),
+        cloid: this.getClientOrderId(trade, accountSide),
+        symbol: instrumentId,
+        price: trade.price,
+        quantity: trade.size,
+        side,
+        reduceOnly: this.isReduceOnly(trade),
+        timestamp: trade.timestamp,
+        tradeFee: this.feeTickToDecimal(this.getTradeFee(trade, accountSide)),
+        builderFee: this.feeTickToDecimal(this.getIntegratorFee(trade, accountSide)),
+        liquidation: trade.type === "liquidation" ? { mark: trade.price } : null
+      });
+      return acc;
+    }, []);
+  }
+  isReduceOnly(trade) {
+    if (trade.type === "liquidation" || trade.type === "deleverage" || trade.type === "market-settlement") {
+      return true;
+    }
+    const accountSide = this.getAccountSide(trade);
+    if (!accountSide) {
+      return false;
+    }
+    const positionSizeBefore = this.getPositionSizeBefore(trade, accountSide);
+    if (positionSizeBefore.isZero()) {
+      return false;
+    }
+    return positionSizeBefore.isPositive() && accountSide === "ask" || positionSizeBefore.isNegative() && accountSide === "bid";
+  }
+  getAccountSide(trade) {
+    if (trade.ask_account_id === this.accountIndex) return "ask";
+    if (trade.bid_account_id === this.accountIndex) return "bid";
+    return null;
+  }
+  getClientOrderId(trade, side) {
+    return (side === "ask" ? trade.ask_client_id_str : trade.bid_client_id_str) || null;
+  }
+  isMaker(trade, side) {
+    return side === "ask" ? trade.is_maker_ask : !trade.is_maker_ask;
+  }
+  getPositionSizeBefore(trade, side) {
+    const value = this.isMaker(trade, side) ? trade.maker_position_size_before : trade.taker_position_size_before;
+    return new BigNumber(value ?? 0);
+  }
+  getTradeFee(trade, side) {
+    return this.isMaker(trade, side) ? trade.maker_fee ?? 0 : trade.taker_fee ?? 0;
+  }
+  getIntegratorFee(trade, side) {
+    return this.isMaker(trade, side) ? trade.integrator_maker_fee ?? 0 : trade.integrator_taker_fee ?? 0;
+  }
+  feeTickToDecimal(value) {
+    return new BigNumber(value).abs().div(LIGHTER_FEE_TICK_DENOMINATOR).toFixed();
+  }
+}
+
+export { LighterAccountSyncer };

package/dist/syncer/okx/syncer.d.ts

@@ -0,0 +1,29 @@
+import { HttpTypes } from '@pear-protocol/types';
+import { OkxRawFill } from '../../client/okx/types.js';
+import { BaseAccountSyncer, AccountSyncerConfig, ListExternalFillsParams } from '../base.js';
+import '@pear-protocol/core-sdk';
+import '../../client/index.js';
+import '../../types.js';
+import '../../client/binance/exchange-ws.js';
+import '../../client/base-ws.js';
+import 'partysocket';
+import '../../client/exchange-ws.js';
+import '../../client/binance/ws.js';
+import '../../client/bybit/exchange-ws.js';
+import '../../client/bybit/ws.js';
+import '../../client/hyperliquid/exchange-ws.js';
+import '../../client/hyperliquid/ws.js';
+import '../../client/lighter/exchange-ws.js';
+import '../../client/lighter/ws.js';
+import '../../client/okx/exchange-ws.js';
+import '../../client/okx/ws.js';
+
+declare class OkxAccountSyncer extends BaseAccountSyncer<OkxRawFill> {
+    private readonly creds;
+    constructor(config: AccountSyncerConfig);
+    protected listExternalFills({ since, instruments, }: ListExternalFillsParams): Promise<HttpTypes.UnknownExternalFill[]>;
+    protected isReduceOnly(fill: OkxRawFill): boolean;
+    private contractsToBase;
+}
+
+export { OkxAccountSyncer };

package/dist/syncer/okx/syncer.js

@@ -0,0 +1,48 @@
+import BigNumber from 'bignumber.js';
+import { fetchFillsHistorySince } from '../../client/okx/rest';
+import { BaseAccountSyncer } from '../base';
+
+class OkxAccountSyncer extends BaseAccountSyncer {
+  creds;
+  constructor(config) {
+    super(config);
+    this.creds = config.credentials;
+  }
+  async listExternalFills({
+    since,
+    instruments
+  }) {
+    const fills = await fetchFillsHistorySince(this.creds, since, this.demo);
+    const contractSizeByInstrumentId = new Map(
+      instruments.map((instrument) => [instrument.id, instrument.precision.quantity.contractSize])
+    );
+    return fills.reduce((acc, fill) => {
+      const contractSize = contractSizeByInstrumentId.get(fill.instId) ?? 1;
+      acc.push({
+        connector: "okx",
+        exchangeFillId: fill.billId || fill.tradeId,
+        cloid: fill.clOrdId || null,
+        symbol: fill.instId,
+        price: fill.fillPx,
+        quantity: this.contractsToBase(fill.fillSz, contractSize),
+        side: fill.side === "buy" ? "BUY" : "SELL",
+        reduceOnly: this.isReduceOnly(fill),
+        timestamp: Number(fill.fillTime || fill.ts),
+        tradeFee: new BigNumber(fill.fee || 0).abs().toFixed(),
+        builderFee: "0",
+        liquidation: null
+      });
+      return acc;
+    }, []);
+  }
+  isReduceOnly(fill) {
+    if (fill.posSide === "long") return fill.side === "sell";
+    if (fill.posSide === "short") return fill.side === "buy";
+    return false;
+  }
+  contractsToBase(quantity, contractSize) {
+    return new BigNumber(quantity).times(contractSize).toFixed();
+  }
+}
+
+export { OkxAccountSyncer };