@pear-protocol/exchanges-sdk 0.6.4 → 0.6.6

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

@@ -1,271 +0,0 @@
-import { vi, describe, beforeEach, it, expect } from 'vitest';
-import { HyperliquidAccountSyncer } from './syncer';
-
-const { fetchInfoMock } = vi.hoisted(() => ({ fetchInfoMock: vi.fn() }));
-vi.mock("../../client/hyperliquid/rest", () => ({ fetchInfo: fetchInfoMock }));
-const account = {
-  exchangeIdentifier: "0x1111111111111111111111111111111111111111"
-};
-const instrument = {
-  id: "HL-BTC",
-  base: "BTC"
-};
-function rawFill(time, tid = time) {
-  return {
-    coin: "BTC",
-    px: "100000",
-    sz: "0.1",
-    side: "B",
-    time,
-    startPosition: "0",
-    dir: "Open Long",
-    closedPnl: "0",
-    hash: "0xabc",
-    oid: 123,
-    crossed: true,
-    fee: "1",
-    builderFee: "0.2",
-    tid,
-    feeToken: "USDC",
-    twapId: null
-  };
-}
-function createSyncer() {
-  return new HyperliquidAccountSyncer({
-    sdk: {},
-    connector: "hyperliquid",
-    account,
-    credentials: { signer_key: "sk" },
-    demo: true
-  });
-}
-describe("HyperliquidAccountSyncer fill mapping", () => {
-  beforeEach(() => {
-    fetchInfoMock.mockReset().mockImplementation(async (body) => {
-      if (body.type === "userTwapSliceFillsByTime") {
-        return [];
-      }
-      return [
-        {
-          coin: "BTC",
-          px: "100000",
-          sz: "0.1",
-          side: "B",
-          time: 17e11,
-          startPosition: "0",
-          dir: "Open Long",
-          closedPnl: "0",
-          hash: "0xabc",
-          oid: 123,
-          crossed: true,
-          fee: "1",
-          builderFee: "0.2",
-          tid: 456,
-          feeToken: "USDC",
-          twapId: null
-        }
-      ];
-    });
-  });
-  it("uses a globally unique identity, excludes builder fee from trade fee, and routes to testnet", async () => {
-    const syncer = createSyncer();
-    const fills = await syncer.listExternalFills({
-      since: /* @__PURE__ */ new Date(1699999e6),
-      instruments: [instrument],
-      openPositions: [],
-      provisionalFills: []
-    });
-    expect(fills).toEqual([
-      expect.objectContaining({
-        exchangeFillId: "456",
-        tradeFee: "0.8",
-        builderFee: "0.2"
-      })
-    ]);
-    expect(fetchInfoMock).toHaveBeenCalledWith(expect.objectContaining({ type: "userFillsByTime" }), true);
-    expect(fetchInfoMock).toHaveBeenCalledWith(
-      expect.objectContaining({ type: "userFillsByTime", aggregateByTime: true }),
-      true
-    );
-    expect(fetchInfoMock).toHaveBeenCalledWith(
-      expect.objectContaining({ type: "userTwapSliceFillsByTime", aggregateByTime: true }),
-      true
-    );
-  });
-  it("fails closed when a maker rebate cannot satisfy the backend external-fill fee contract", async () => {
-    fetchInfoMock.mockImplementation(async (body) => {
-      if (body.type === "userTwapSliceFillsByTime") return [];
-      return [
-        {
-          coin: "BTC",
-          px: "100000",
-          sz: "0.1",
-          side: "B",
-          time: 17e11,
-          startPosition: "0",
-          dir: "Open Long",
-          closedPnl: "0",
-          hash: "0xabc",
-          oid: 123,
-          crossed: false,
-          fee: "-0.08",
-          builderFee: "0.02",
-          tid: 456,
-          feeToken: "USDC",
-          twapId: null
-        }
-      ];
-    });
-    const syncer = createSyncer();
-    await expect(
-      syncer.listExternalFills({
-        since: /* @__PURE__ */ new Date(1699999e6),
-        instruments: [instrument],
-        openPositions: [],
-        provisionalFills: []
-      })
-    ).rejects.toThrow(
-      "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 () => {
-    const consoleWarn = vi.spyOn(console, "warn").mockImplementation(() => void 0);
-    const event = {
-      coin: "BTC",
-      px: "100000",
-      sz: "0.1",
-      side: "B",
-      time: 1e3,
-      startPosition: "0",
-      dir: "Open Long",
-      closedPnl: "0",
-      hash: "0xabc",
-      oid: 123,
-      crossed: true,
-      fee: "1",
-      builderFee: "0.2",
-      tid: 456,
-      feeToken: "USDC",
-      twapId: null
-    };
-    fetchInfoMock.mockImplementation(
-      async (body) => body.type === "userFillsByTime" ? Array.from({ length: 2e3 }, () => event) : []
-    );
-    const syncer = createSyncer();
-    await syncer.listExternalFills({
-      since: /* @__PURE__ */ new Date(1e3),
-      instruments: [instrument],
-      openPositions: [],
-      provisionalFills: []
-    });
-    expect(consoleWarn).toHaveBeenCalledWith(
-      "Hyperliquid fills pagination stalled at timestamp 1000; returned history may be incomplete."
-    );
-    expect(fetchInfoMock).toHaveBeenCalledTimes(2);
-    consoleWarn.mockRestore();
-  });
-  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 === "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();
-    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("pages through a full retention window of fills", async () => {
-    let page = 0;
-    fetchInfoMock.mockImplementation(async (body) => {
-      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();
-    const fills = await syncer.listExternalFills({
-      since: /* @__PURE__ */ new Date(1e3),
-      instruments: [instrument],
-      openPositions: [],
-      provisionalFills: []
-    });
-    expect(fills).toHaveLength(1e4);
-    expect(fetchInfoMock).toHaveBeenCalledTimes(7);
-  });
-});
-describe("HyperliquidAccountSyncer position and funding snapshots", () => {
-  beforeEach(() => {
-    fetchInfoMock.mockReset();
-  });
-  it("de-duplicates DEX descriptors and derives mark price from current position value", async () => {
-    fetchInfoMock.mockImplementation(async (body) => {
-      if (body.type === "perpDexs") return [null, null, { name: "xyz" }];
-      if (body.type === "clearinghouseState" && body.dex === "") {
-        return {
-          assetPositions: [
-            {
-              position: {
-                coin: "BTC",
-                szi: "2",
-                entryPx: "150",
-                positionValue: "400"
-              }
-            }
-          ]
-        };
-      }
-      if (body.type === "clearinghouseState") return { assetPositions: [] };
-      throw new Error(`Unexpected request: ${body.type}`);
-    });
-    const syncer = createSyncer();
-    const positions = await syncer.listExternalPositions({
-      instruments: [
-        {
-          ...instrument,
-          precision: { quantity: { contractSize: 1 } }
-        }
-      ]
-    });
-    expect(positions).toEqual([
-      expect.objectContaining({ symbol: "HL-BTC", size: "2", entryPrice: "150", markPrice: "200" })
-    ]);
-    expect(fetchInfoMock).toHaveBeenCalledTimes(3);
-  });
-  it("de-duplicates an inclusive funding boundary and stops when its cursor cannot advance", async () => {
-    const consoleWarn = vi.spyOn(console, "warn").mockImplementation(() => void 0);
-    const event = {
-      time: 1e3,
-      hash: "0xabc",
-      delta: {
-        type: "funding",
-        coin: "BTC",
-        usdc: "-2",
-        szi: "4",
-        fundingRate: "0.0001",
-        nSamples: null
-      }
-    };
-    fetchInfoMock.mockResolvedValue(Array.from({ length: 500 }, () => event));
-    const syncer = createSyncer();
-    const payments = await syncer.listExternalFunding({
-      since: /* @__PURE__ */ new Date(1e3),
-      instruments: [instrument]
-    });
-    expect(payments).toHaveLength(1);
-    expect(fetchInfoMock).toHaveBeenCalledTimes(1);
-    expect(consoleWarn).toHaveBeenCalledWith(
-      "Hyperliquid funding pagination stalled at timestamp 1000; returned history may be incomplete."
-    );
-    consoleWarn.mockRestore();
-  });
-});

package/dist/syncer/lighter/funding.test.js

@@ -1,48 +0,0 @@
-import { describe, it, expect } from 'vitest';
-import { toFundingPaymentEntries } from './funding';
-
-describe("Lighter funding mapping", () => {
-  it("derives funding per unit against signed long and short exposure", () => {
-    const result = toFundingPaymentEntries(
-      [
-        fundingEvent({ funding_id: 1, position_side: "long", change: "-2" }),
-        fundingEvent({ funding_id: 2, position_side: "short", change: "2" })
-      ],
-      /* @__PURE__ */ new Set(["1"])
-    );
-    expect(result).toEqual([
-      {
-        connector: "lighter",
-        instrumentId: "1",
-        fundingRate: "0.0001",
-        notional: "-2",
-        fundingPerUnit: "-0.5",
-        timestamp: 1e6
-      },
-      {
-        connector: "lighter",
-        instrumentId: "1",
-        fundingRate: "0.0001",
-        notional: "2",
-        fundingPerUnit: "-0.5",
-        timestamp: 1e6
-      }
-    ]);
-  });
-  it("skips funding for unknown instruments", () => {
-    expect(toFundingPaymentEntries([fundingEvent({})], /* @__PURE__ */ new Set())).toEqual([]);
-  });
-});
-function fundingEvent(overrides) {
-  return {
-    timestamp: 1e3,
-    market_id: 1,
-    funding_id: 1,
-    change: "-2",
-    discount: "0",
-    rate: "0.0001",
-    position_size: "4",
-    position_side: "long",
-    ...overrides
-  };
-}

package/dist/syncer/lighter/syncer.test.js

@@ -1,274 +0,0 @@
-import { vi, describe, beforeEach, it, expect } from 'vitest';
-import { fetchTradesSince, fetchPositionFundingSince, fetchAccount } from '../../client/lighter/rest';
-import { LighterAccountSyncer } from './syncer';
-
-vi.mock("../../client/lighter/rest", () => ({
-  fetchAccount: vi.fn(),
-  fetchPositionFundingSince: vi.fn(),
-  fetchTradesSince: vi.fn()
-}));
-const ACCOUNT_INDEX = 87440;
-const TRADES = [
-  {
-    // Real /trades row — account is taker via bid, integrator fee only:
-    // builderFee = 200/1e6 × 49.279769, tradeFee = 0.
-    trade_id: 23432371018,
-    trade_id_str: "23432371018",
-    type: "trade",
-    market_id: 1,
-    size: "0.00077",
-    price: "63999.7",
-    usd_amount: "49.279769",
-    ask_account_id: 281474976656674,
-    bid_account_id: ACCOUNT_INDEX,
-    is_maker_ask: true,
-    timestamp: 1782044759045,
-    taker_position_size_before: "0.00000",
-    maker_position_size_before: "0.00000",
-    integrator_taker_fee: 200
-  },
-  {
-    // Real /trades row — account is taker via ask, base taker fee only:
-    // tradeFee = 280/1e6 × 11.896090, builderFee = 0.
-    trade_id: 22207283246,
-    trade_id_str: "22207283246",
-    type: "trade",
-    market_id: 1,
-    size: "0.00019",
-    price: "62611.0",
-    usd_amount: "11.896090",
-    ask_account_id: ACCOUNT_INDEX,
-    bid_account_id: 587622,
-    is_maker_ask: false,
-    timestamp: 1781010160339,
-    taker_fee: 280,
-    taker_position_size_before: "0.00019",
-    maker_position_size_before: "0.00000"
-  },
-  {
-    // Real /trades row — no fee fields at all, so both fees resolve to 0.
-    trade_id: 23432472386,
-    trade_id_str: "23432472386",
-    type: "trade",
-    market_id: 1,
-    size: "0.00079",
-    price: "63973.6",
-    usd_amount: "50.539144",
-    ask_account_id: 726722,
-    bid_account_id: ACCOUNT_INDEX,
-    is_maker_ask: true,
-    timestamp: 1782044888766,
-    taker_position_size_before: "-0.00079",
-    maker_position_size_before: "0.00000"
-  },
-  {
-    // Synthetic row — the real payload only carries taker-side fees, so we construct a
-    // maker fill (account is the resting ask) to cover the maker_fee / integrator_maker_fee branch:
-    // tradeFee = 100/1e6 × 100, builderFee = 50/1e6 × 100.
-    trade_id: 90000000001,
-    trade_id_str: "90000000001",
-    type: "trade",
-    market_id: 1,
-    size: "0.00100",
-    price: "65000.0",
-    usd_amount: "100.000000",
-    ask_account_id: ACCOUNT_INDEX,
-    bid_account_id: 726722,
-    is_maker_ask: true,
-    timestamp: 178205e7,
-    maker_fee: 100,
-    taker_position_size_before: "0.00000",
-    maker_position_size_before: "0.00000",
-    integrator_maker_fee: 50
-  },
-  {
-    // A flip is not a reduce-only fill: Lighter explicitly reports that the
-    // account-side position sign changed after crossing through zero.
-    trade_id: 90000000002,
-    trade_id_str: "90000000002",
-    type: "trade",
-    market_id: 1,
-    size: "0.00200",
-    price: "65000.0",
-    usd_amount: "130.000000",
-    ask_account_id: ACCOUNT_INDEX,
-    bid_account_id: 726722,
-    is_maker_ask: false,
-    timestamp: 1782050001e3,
-    taker_position_size_before: "0.00100",
-    taker_position_sign_changed: true,
-    maker_position_size_before: "0.00000"
-  }
-];
-function createSyncer(demo = false, createAuthToken = vi.fn().mockResolvedValue({ token: "test-token" })) {
-  const sdk = {
-    core: { misc: { lighter: { createAuthToken } } }
-  };
-  const config = {
-    sdk,
-    connector: "lighter",
-    account: { exchangeIdentifier: String(ACCOUNT_INDEX) },
-    credentials: { api_key_index: 0, api_private_key: "test-key" },
-    ws: {},
-    demo
-  };
-  return new LighterAccountSyncer(config);
-}
-async function listFills(demo = false) {
-  const syncer = createSyncer(demo);
-  const params = {
-    since: /* @__PURE__ */ new Date(0),
-    instruments: [{ id: "1" }],
-    openPositions: [],
-    provisionalFills: []
-  };
-  return syncer.listExternalFills(params);
-}
-async function listFunding(demo = false) {
-  const syncer = createSyncer(demo);
-  const params = {
-    since: /* @__PURE__ */ new Date(1e3),
-    instruments: [{ id: "1" }]
-  };
-  return syncer.listExternalFunding(params);
-}
-async function listPositions() {
-  const syncer = createSyncer();
-  const params = {
-    instruments: [
-      {
-        id: "1",
-        precision: { quantity: { contractSize: 0.01 } }
-      }
-    ]
-  };
-  return syncer.listExternalPositions(params);
-}
-const byId = (fills, id) => fills.find((fill) => fill.exchangeFillId === id);
-describe("LighterAccountSyncer fee mapping", () => {
-  beforeEach(() => {
-    vi.mocked(fetchTradesSince).mockResolvedValue(TRADES);
-  });
-  it("computes the integrator (builder) fee as the taker ppm rate times the USD notional", async () => {
-    const fills = await listFills();
-    expect(byId(fills, "23432371018")).toMatchObject({
-      symbol: "1",
-      side: "BUY",
-      tradeFee: "0",
-      builderFee: "0.0098559538"
-    });
-  });
-  it("computes the trade fee as the base taker ppm rate times the USD notional", async () => {
-    const fills = await listFills();
-    expect(byId(fills, "22207283246")).toMatchObject({
-      symbol: "1",
-      side: "SELL",
-      tradeFee: "0.0033309052",
-      builderFee: "0"
-    });
-  });
-  it("emits zero fees when the trade carries no fee fields", async () => {
-    const fills = await listFills();
-    expect(byId(fills, "23432472386")).toMatchObject({
-      symbol: "1",
-      side: "BUY",
-      tradeFee: "0",
-      builderFee: "0"
-    });
-  });
-  it("reads the maker-side fee fields when the account is the maker", async () => {
-    const fills = await listFills();
-    expect(byId(fills, "90000000001")).toMatchObject({
-      symbol: "1",
-      side: "SELL",
-      tradeFee: "0.01",
-      builderFee: "0.005"
-    });
-  });
-  it("does not classify a position flip as reduce-only", async () => {
-    const fills = await listFills();
-    expect(byId(fills, "90000000002")).toMatchObject({
-      side: "SELL",
-      reduceOnly: false
-    });
-  });
-});
-describe("LighterAccountSyncer funding mapping", () => {
-  it("fetches paginated position funding with the generated auth token", async () => {
-    vi.mocked(fetchPositionFundingSince).mockResolvedValue([
-      {
-        timestamp: 1e3,
-        market_id: 1,
-        funding_id: 7,
-        change: "-2",
-        discount: "0",
-        rate: "0.0001",
-        position_size: "4",
-        position_side: "long"
-      }
-    ]);
-    await expect(listFunding()).resolves.toEqual([
-      {
-        connector: "lighter",
-        instrumentId: "1",
-        fundingRate: "0.0001",
-        notional: "-2",
-        fundingPerUnit: "-0.5",
-        timestamp: 1e6
-      }
-    ]);
-    expect(fetchPositionFundingSince).toHaveBeenCalledWith(ACCOUNT_INDEX, "test-token", /* @__PURE__ */ new Date(1e3), false);
-  });
-});
-describe("LighterAccountSyncer demo authentication boundary", () => {
-  it("rejects authenticated demo history reads before minting a mainnet token", async () => {
-    vi.clearAllMocks();
-    await expect(listFills(true)).rejects.toThrow("backend signing is mainnet-only");
-    await expect(listFunding(true)).rejects.toThrow("backend signing is mainnet-only");
-    expect(fetchTradesSince).not.toHaveBeenCalled();
-    expect(fetchPositionFundingSince).not.toHaveBeenCalled();
-  });
-});
-describe("LighterAccountSyncer position mapping", () => {
-  it("derives mark price from position value in normalized base units", async () => {
-    vi.mocked(fetchAccount).mockResolvedValue({
-      code: 200,
-      accounts: [
-        {
-          account_type: 0,
-          collateral: "1000",
-          total_asset_value: "1000",
-          available_balance: "900",
-          cross_asset_value: "1000",
-          cross_initial_margin_requirement: "100",
-          cross_maintenance_margin_requirement: "50",
-          positions: [
-            {
-              market_id: 1,
-              symbol: "BTC",
-              initial_margin_fraction: "10",
-              sign: -1,
-              position: "100",
-              avg_entry_price: "50000",
-              position_value: "60000",
-              unrealized_pnl: "-10000",
-              liquidation_price: "70000",
-              margin_mode: 0,
-              allocated_margin: "0"
-            }
-          ]
-        }
-      ]
-    });
-    await expect(listPositions()).resolves.toEqual([
-      {
-        symbol: "1",
-        size: "1",
-        side: "SELL",
-        entryPrice: "50000",
-        markPrice: "60000"
-      }
-    ]);
-    expect(fetchAccount).toHaveBeenCalledWith(ACCOUNT_INDEX, false);
-  });
-});