@pear-protocol/exchanges-sdk 0.6.1 → 0.6.3

package/README.md

@@ -101,7 +101,7 @@ const exchanges = new ExchangesSDK({
 
 Hyperliquid status requires the builder address and the minimum approved fee in tenths of a basis point. Lighter status requires the integrator account and minimum maker/taker approval caps in Lighter fee ticks (parts per million). These thresholds must match the fees configured by the trading backend.
 
-Historical Hyperliquid fill synchronization uses the exchange's globally unique `time:coin:tid` identity. Existing consumers that persisted bare `tid` identifiers must account for the transition overlap. Synchronization also fails closed when the exchange reports a maker rebate: the current core external-fill contract accepts only non-negative fees, so the SDK will not silently turn a rebate into a cost or advance the synchronization watermark past it.
+Historical Hyperliquid fill synchronization identifies fills by bare `tid` and requests them aggregated by time, so partial fills of one crossing order arrive as a single fill. Consumers that persisted composite `time:coin:tid` identifiers must account for the transition overlap. Hyperliquid serves only the 10,000 most recent fills; an account with a longer history imports from that boundary forward, and the snapshot-alignment synthetics cover the residual gap. Synchronization fails closed when the exchange reports a maker rebate: the current core external-fill contract accepts only non-negative fees, so the SDK will not silently turn a rebate into a cost or advance the synchronization watermark past it.
 
 ## Account Status
 

package/dist/syncer/hyperliquid/syncer.js

@@ -4,7 +4,6 @@ import { BaseAccountSyncer } from '../base';
 import { toFundingPaymentEntries } from './funding';
 
 const HYPERLIQUID_FILL_PAGE_LIMIT = 2e3;
-const HYPERLIQUID_FILL_RETENTION_LIMIT = 1e4;
 class HyperliquidAccountSyncer extends BaseAccountSyncer {
   address;
   constructor(config) {
@@ -65,12 +64,10 @@ class HyperliquidAccountSyncer extends BaseAccountSyncer {
       return acc;
     }, {});
     const allFills = [];
-    const seenFillIds = /* @__PURE__ */ new Set();
-    let oldestReachableFillTime = null;
+    const seenTids = /* @__PURE__ */ new Set();
     const addFill = (fill) => {
-      const fillId = hyperliquidFillId(fill);
-      if (!seenFillIds.has(fillId)) {
-        seenFillIds.add(fillId);
+      if (!seenTids.has(fill.tid)) {
+        seenTids.add(fill.tid);
         allFills.push(fill);
       }
     };
@@ -82,22 +79,14 @@ class HyperliquidAccountSyncer extends BaseAccountSyncer {
           type: "userFillsByTime",
           user: this.address,
           startTime: cursor,
-          aggregateByTime: false
+          aggregateByTime: true
         },
         this.demo
       );
       batchSize = batch.length;
-      if (batch.length > 0 && oldestReachableFillTime === null) {
-        oldestReachableFillTime = Math.min(...batch.map((fill) => fill.time));
-      }
       for (const rawFill of batch) {
         addFill(rawFill);
       }
-      if (seenFillIds.size >= HYPERLIQUID_FILL_RETENTION_LIMIT && oldestReachableFillTime !== null && since.getTime() < oldestReachableFillTime) {
-        throw new Error(
-          `Hyperliquid fill history is incomplete: requested since ${since.getTime()} predates oldest reachable fill ${oldestReachableFillTime} within the ${HYPERLIQUID_FILL_RETENTION_LIMIT}-fill retention limit.`
-        );
-      }
       if (batchSize === HYPERLIQUID_FILL_PAGE_LIMIT) {
         const nextCursor = batch[batch.length - 1]?.time ?? cursor;
         if (nextCursor <= cursor) {
@@ -114,7 +103,7 @@ class HyperliquidAccountSyncer extends BaseAccountSyncer {
           type: "userTwapSliceFillsByTime",
           user: this.address,
           startTime: cursor,
-          aggregateByTime: false
+          aggregateByTime: true
         },
         this.demo
       );
@@ -141,12 +130,12 @@ class HyperliquidAccountSyncer extends BaseAccountSyncer {
       const tradeFee = new BigNumber(rawFill.fee).minus(rawFill.builderFee ?? "0");
       if (tradeFee.isNegative()) {
         throw new Error(
-          `Hyperliquid fill ${hyperliquidFillId(rawFill)} has a negative net trade fee (${tradeFee.toFixed()}); the backend external-fill contract does not accept Hyperliquid rebates.`
+          `Hyperliquid fill ${rawFill.tid} has a negative net trade fee (${tradeFee.toFixed()}); the backend external-fill contract does not accept Hyperliquid rebates.`
         );
       }
       fills.push({
         connector: "hyperliquid",
-        exchangeFillId: hyperliquidFillId(rawFill),
+        exchangeFillId: rawFill.tid.toFixed(),
         cloid: rawFill.cloid ?? null,
         symbol: instrumentId,
         price: rawFill.px,
@@ -201,9 +190,6 @@ class HyperliquidAccountSyncer extends BaseAccountSyncer {
     return rawFill.dir.includes("Close");
   }
 }
-function hyperliquidFillId(fill) {
-  return `${fill.time}:${fill.coin}:${fill.tid}`;
-}
 function warnStalledPagination(stream, cursor) {
   console.warn(`Hyperliquid ${stream} pagination stalled at timestamp ${cursor}; returned history may be incomplete.`);
 }

package/dist/syncer/hyperliquid/syncer.test.js

@@ -77,18 +77,18 @@ describe("HyperliquidAccountSyncer fill mapping", () => {
     });
     expect(fills).toEqual([
       expect.objectContaining({
-        exchangeFillId: "1700000000000:BTC:456",
+        exchangeFillId: "456",
         tradeFee: "0.8",
         builderFee: "0.2"
       })
     ]);
     expect(fetchInfoMock).toHaveBeenCalledWith(expect.objectContaining({ type: "userFillsByTime" }), true);
     expect(fetchInfoMock).toHaveBeenCalledWith(
-      expect.objectContaining({ type: "userFillsByTime", aggregateByTime: false }),
+      expect.objectContaining({ type: "userFillsByTime", aggregateByTime: true }),
       true
     );
     expect(fetchInfoMock).toHaveBeenCalledWith(
-      expect.objectContaining({ type: "userTwapSliceFillsByTime", aggregateByTime: false }),
+      expect.objectContaining({ type: "userTwapSliceFillsByTime", aggregateByTime: true }),
       true
     );
   });
@@ -125,7 +125,7 @@ describe("HyperliquidAccountSyncer fill mapping", () => {
         provisionalFills: []
       })
     ).rejects.toThrow(
-      "Hyperliquid fill 1700000000000:BTC:456 has a negative net trade fee (-0.1); the backend external-fill contract does not accept Hyperliquid rebates."
+      "Hyperliquid fill 456 has a negative net trade fee (-0.1); the backend external-fill contract does not accept Hyperliquid rebates."
     );
   });
   it("warns when inclusive fill pagination cannot move past the current timestamp", async () => {
@@ -164,29 +164,26 @@ describe("HyperliquidAccountSyncer fill mapping", () => {
     expect(fetchInfoMock).toHaveBeenCalledTimes(2);
     consoleWarn.mockRestore();
   });
-  it("counts raw fills before rejecting history older than the 10,000-fill retention boundary", async () => {
+  it("imports the reachable history of a never-synced account whose older fills fell out of retention", async () => {
     let page = 0;
     fetchInfoMock.mockImplementation(async (body) => {
-      if (body.type !== "userFillsByTime") return [];
+      if (body.type === "userTwapSliceFillsByTime") return [];
+      if (page >= 5) return [];
       const firstTime = 1e3 + page * 2e3;
       page += 1;
       return Array.from({ length: 2e3 }, (_, index) => rawFill(firstTime + index));
     });
     const syncer = createSyncer();
-    await expect(
-      syncer.listExternalFills({
-        since: /* @__PURE__ */ new Date(0),
-        instruments: [instrument],
-        openPositions: [],
-        provisionalFills: []
-      })
-    ).rejects.toThrow(
-      "Hyperliquid fill history is incomplete: requested since 0 predates oldest reachable fill 1000 within the 10000-fill retention limit."
-    );
-    expect(fetchInfoMock).toHaveBeenCalledTimes(5);
-    expect(fetchInfoMock).toHaveBeenCalledWith(expect.objectContaining({ aggregateByTime: false }), true);
+    const fills = await syncer.listExternalFills({
+      since: /* @__PURE__ */ new Date(0),
+      instruments: [instrument],
+      openPositions: [],
+      provisionalFills: []
+    });
+    expect(fills).toHaveLength(1e4);
+    expect(fetchInfoMock).toHaveBeenCalledWith(expect.objectContaining({ aggregateByTime: true }), true);
   });
-  it("accepts a request exactly at the oldest reachable fill at the retention boundary", async () => {
+  it("pages through a full retention window of fills", async () => {
     let page = 0;
     fetchInfoMock.mockImplementation(async (body) => {
       if (body.type === "userTwapSliceFillsByTime") return [];

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@pear-protocol/exchanges-sdk",
-  "version": "0.6.1",
+  "version": "0.6.3",
   "description": "Pear Protocol Exchanges SDK",
   "private": false,
   "type": "module",