@pear-protocol/exchanges-sdk 0.21.0 → 0.22.0

package/dist/syncer/lighter/funding.js

@@ -1,29 +0,0 @@
-import BigNumber from 'bignumber.js';
-
-var __defProp = Object.defineProperty;
-var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
-function toFundingPaymentEntries(events, instrumentIds, connector) {
-  return events.reduce((entries, event) => {
-    const instrumentId = event.market_id.toString();
-    if (!instrumentIds.has(instrumentId)) {
-      console.warn(`Lighter market id ${event.market_id} not found in instrument id map.`);
-      return entries;
-    }
-    const unsignedSize = new BigNumber(event.position_size).abs();
-    const signedSize = event.position_side === "short" ? unsignedSize.negated() : unsignedSize;
-    const fundingPerUnit = signedSize.isZero() ? "0" : new BigNumber(event.change).div(signedSize).toFixed();
-    entries.push({
-      connector,
-      instrumentId,
-      fundingRate: event.rate,
-      notional: event.change,
-      fundingPerUnit,
-      // Lighter reports funding timestamps in seconds; the payment contract expects ms.
-      timestamp: event.timestamp * 1e3
-    });
-    return entries;
-  }, []);
-}
-__name(toFundingPaymentEntries, "toFundingPaymentEntries");
-
-export { toFundingPaymentEntries };

package/dist/syncer/lighter/syncer.js

@@ -1,157 +0,0 @@
-import BigNumber from 'bignumber.js';
-import { fetchAccount, fetchTradesSince, fetchPositionFundingSince } from '../../client/lighter/rest';
-import { retrieveLighterAuthToken } from '../../helper/lighter/auth-token.helper';
-import { BaseAccountSyncer } from '../base';
-import { toFundingPaymentEntries } from './funding';
-
-var __defProp = Object.defineProperty;
-var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
-const LIGHTER_FEE_TICK_DENOMINATOR = new BigNumber(1e6);
-class LighterAccountSyncer extends BaseAccountSyncer {
-  static {
-    __name(this, "LighterAccountSyncer");
-  }
-  accountIndex;
-  apiKeyIndex;
-  apiPrivateKey;
-  constructor(config) {
-    super(config);
-    const credentials = config.credentials;
-    this.accountIndex = Number(config.account.exchangeIdentifier);
-    this.apiKeyIndex = credentials.api_key_index;
-    this.apiPrivateKey = credentials.api_private_key;
-  }
-  /** Returns this account's shared Lighter auth token. */
-  async retrieveAuthToken() {
-    return retrieveLighterAuthToken(this.sdk, this.connector, {
-      accountIndex: this.accountIndex,
-      apiKeyIndex: this.apiKeyIndex,
-      apiPrivateKey: this.apiPrivateKey
-    }, this.demo);
-  }
-  async listExternalPositions({ instruments }) {
-    this.assertAuthenticatedSyncAvailable();
-    const contractSizeByInstrumentId = new Map(instruments.map((instrument) => [
-      instrument.id,
-      instrument.precision.quantity.contractSize
-    ]));
-    const token = await this.retrieveAuthToken();
-    const response = await fetchAccount(this.accountIndex, token, this.connector, this.demo, this.throttle);
-    const rawPositions = response.accounts?.[0]?.positions ?? [];
-    return rawPositions.reduce((positions, rawPosition) => {
-      const instrumentId = rawPosition.market_id.toString();
-      const signedSize = new BigNumber(rawPosition.position).times(rawPosition.sign);
-      if (signedSize.isZero()) return positions;
-      const contractSize = contractSizeByInstrumentId.get(instrumentId) ?? 1;
-      const size = signedSize.abs().times(contractSize).toFixed();
-      const side = rawPosition.sign === 1 ? "BUY" : "SELL";
-      const markPrice = new BigNumber(rawPosition.position_value).abs().div(size).toFixed();
-      positions.push({
-        symbol: instrumentId,
-        size,
-        side,
-        entryPrice: rawPosition.avg_entry_price,
-        markPrice
-      });
-      return positions;
-    }, []);
-  }
-  async listExternalFills({ since, instruments }) {
-    this.assertAuthenticatedSyncAvailable();
-    const token = await this.retrieveAuthToken();
-    const trades = await fetchTradesSince(this.accountIndex, token, since, this.connector, this.demo, this.throttle);
-    const instrumentIds = new Set(instruments.map((instrument) => instrument.id));
-    return trades.toSorted((a, b) => a.timestamp - b.timestamp).reduce((fills, rawFill) => {
-      const instrumentId = rawFill.market_id.toString();
-      if (!instrumentIds.has(instrumentId)) {
-        console.warn(`Lighter market id ${rawFill.market_id} not found in instrument id map.`);
-        return fills;
-      }
-      const accountSide = this.getAccountSide(rawFill);
-      if (!accountSide) return fills;
-      const side = accountSide === "ask" ? "SELL" : "BUY";
-      fills.push({
-        connector: this.connector,
-        exchangeFillId: rawFill.trade_id_str ?? rawFill.trade_id.toString(),
-        cloid: this.getClientOrderId(rawFill, accountSide),
-        symbol: instrumentId,
-        price: rawFill.price,
-        quantity: rawFill.size,
-        side,
-        reduceOnly: this.isReduceOnly(rawFill),
-        timestamp: rawFill.timestamp,
-        tradeFee: this.getTradeFee(rawFill, accountSide),
-        builderFee: this.getIntegratorFee(rawFill, accountSide),
-        liquidation: rawFill.type === "liquidation" && !this.isMaker(rawFill, accountSide) ? {
-          mark: rawFill.price
-        } : null
-      });
-      return fills;
-    }, []);
-  }
-  async listExternalFunding({ since, instruments }) {
-    this.assertAuthenticatedSyncAvailable();
-    const token = await this.retrieveAuthToken();
-    const fundingEvents = await fetchPositionFundingSince(this.accountIndex, token, since, this.connector, this.demo, this.throttle);
-    const instrumentIds = new Set(instruments.map((instrument) => instrument.id));
-    return toFundingPaymentEntries(fundingEvents, instrumentIds, this.connector);
-  }
-  isReduceOnly(rawFill) {
-    const accountSide = this.getAccountSide(rawFill);
-    if (!accountSide) {
-      return false;
-    }
-    if (rawFill.type === "liquidation" && !this.isMaker(rawFill, accountSide) || rawFill.type === "deleverage" || rawFill.type === "market-settlement") {
-      return true;
-    }
-    const positionSignChanged = this.isMaker(rawFill, accountSide) ? rawFill.maker_position_sign_changed : rawFill.taker_position_sign_changed;
-    if (positionSignChanged) {
-      return false;
-    }
-    const positionSizeBefore = this.getPositionSizeBefore(rawFill, accountSide);
-    if (positionSizeBefore.isZero()) {
-      return false;
-    }
-    return positionSizeBefore.isPositive() && accountSide === "ask" || positionSizeBefore.isNegative() && accountSide === "bid";
-  }
-  getAccountSide(rawFill) {
-    if (rawFill.ask_account_id === this.accountIndex) return "ask";
-    if (rawFill.bid_account_id === this.accountIndex) return "bid";
-    return null;
-  }
-  /** The client order id on our side of the fill, or null when Lighter reports none. */
-  getClientOrderId(rawFill, side) {
-    const clientOrderId = side === "ask" ? rawFill.ask_client_id_str : rawFill.bid_client_id_str;
-    return clientOrderId && clientOrderId !== "0" ? clientOrderId : null;
-  }
-  isMaker(rawFill, side) {
-    return side === "ask" ? rawFill.is_maker_ask : !rawFill.is_maker_ask;
-  }
-  getPositionSizeBefore(rawFill, side) {
-    const value = this.isMaker(rawFill, side) ? rawFill.maker_position_size_before : rawFill.taker_position_size_before;
-    return new BigNumber(value ?? 0);
-  }
-  /** Signed like the rate: positive is a cost, a negative rate a maker rebate (#748). */
-  getTradeFee(rawFill, side) {
-    const rateTick = this.isMaker(rawFill, side) ? rawFill.maker_fee : rawFill.taker_fee;
-    return this.feeTickToAmount(rateTick, rawFill.usd_amount).toFixed();
-  }
-  /** The integrator's cut, which the wire carries unsigned. */
-  getIntegratorFee(rawFill, side) {
-    const rateTick = this.isMaker(rawFill, side) ? rawFill.integrator_maker_fee : rawFill.integrator_taker_fee;
-    return this.feeTickToAmount(rateTick, rawFill.usd_amount).abs().toFixed();
-  }
-  /** Prevents testnet reads from silently minting a mainnet auth token. */
-  assertAuthenticatedSyncAvailable() {
-    if (this.demo) {
-      throw new Error("Lighter demo authenticated sync is unavailable because backend signing is mainnet-only");
-    }
-  }
-  // Lighter fees come as ppm rates (÷1e6), not amounts — the charged fee is that rate times the trade's USD notional.
-  feeTickToAmount(rateTick, usdAmount) {
-    const rate = new BigNumber(rateTick ?? 0).div(LIGHTER_FEE_TICK_DENOMINATOR);
-    return rate.times(usdAmount);
-  }
-}
-
-export { LighterAccountSyncer };

package/dist/syncer/okx/syncer.js

@@ -1,75 +0,0 @@
-import BigNumber from 'bignumber.js';
-import { fetchPositions, fetchFillsHistorySince } from '../../client/okx/rest';
-import { BaseAccountSyncer } from '../base';
-import { toSignedTradeFee } from '../trade-fee';
-
-var __defProp = Object.defineProperty;
-var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
-class OkxAccountSyncer extends BaseAccountSyncer {
-  static {
-    __name(this, "OkxAccountSyncer");
-  }
-  creds;
-  constructor(config) {
-    super(config);
-    this.creds = config.credentials;
-  }
-  async listExternalPositions({ instruments }) {
-    const rawPositions = await fetchPositions(this.creds, this.demo);
-    const contractSizeByInstrumentId = new Map(instruments.map((instrument) => [
-      instrument.id,
-      instrument.precision.quantity.contractSize
-    ]));
-    return rawPositions.reduce((positions, rawPosition) => {
-      if (!rawPosition.pos || rawPosition.pos === "0") return positions;
-      const contractSize = contractSizeByInstrumentId.get(rawPosition.instId) ?? 1;
-      const signedSize = new BigNumber(rawPosition.pos);
-      positions.push({
-        symbol: rawPosition.instId,
-        size: signedSize.abs().times(contractSize).toFixed(),
-        side: signedSize.isGreaterThan(0) ? "BUY" : "SELL",
-        entryPrice: rawPosition.avgPx,
-        markPrice: rawPosition.avgPx
-      });
-      return positions;
-    }, []);
-  }
-  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((result, rawFill) => {
-      const contractSize = contractSizeByInstrumentId.get(rawFill.instId) ?? 1;
-      result.push({
-        connector: "okx",
-        exchangeFillId: rawFill.billId || rawFill.tradeId,
-        cloid: rawFill.clOrdId || null,
-        symbol: rawFill.instId,
-        price: rawFill.fillPx,
-        quantity: this.contractsToBase(rawFill.fillSz, contractSize),
-        side: rawFill.side === "buy" ? "BUY" : "SELL",
-        reduceOnly: this.isReduceOnly(rawFill),
-        timestamp: Number(rawFill.fillTime || rawFill.ts),
-        tradeFee: toSignedTradeFee("okx", rawFill.fee),
-        builderFee: "0",
-        liquidation: null
-      });
-      return result;
-    }, []);
-  }
-  async listExternalFunding(_params) {
-    throw new Error("funding sync is not implemented for okx");
-  }
-  isReduceOnly(rawFill) {
-    if (rawFill.posSide === "long") return rawFill.side === "sell";
-    if (rawFill.posSide === "short") return rawFill.side === "buy";
-    return false;
-  }
-  contractsToBase(quantity, contractSize) {
-    return new BigNumber(quantity).times(contractSize).toFixed();
-  }
-}
-
-export { OkxAccountSyncer };

package/dist/syncer/trade-fee.js

@@ -1,21 +0,0 @@
-import { parse, negate } from '@pear-protocol/utils';
-
-var __defProp = Object.defineProperty;
-var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
-function toSignedTradeFee(connector, rawFee) {
-  const fee = parse(rawFee || "0");
-  switch (connector) {
-    // Binance `userTrades.commission`: a charge is positive. The docs do not state a rebate's sign; it is
-    // taken to be negative, the same convention as ours.
-    case "binance":
-    // Bybit `execution/list.execFee`: positive is an expense, negative a rebate (v5 transaction-log docs).
-    case "bybit":
-      return fee.toFixed();
-    // OKX `fills-history.fee`: a deduction is negative, a rebate positive (v5 docs), the opposite of ours.
-    case "okx":
-      return negate(fee).toFixed();
-  }
-}
-__name(toSignedTradeFee, "toSignedTradeFee");
-
-export { toSignedTradeFee };