@pear-protocol/hyperliquid-sdk 0.1.1-9.2-pnl → 0.1.2-1.beta

package/README.md

@@ -557,8 +557,16 @@ const result = await createPosition(apiBaseUrl, {
   executionType: 'MARKET',
 });
 
-// Close position
-await closePosition(apiBaseUrl, positionId, { slippage: 0.5 });
+// Close position immediately
+await closePosition(apiBaseUrl, positionId, { executionType: 'MARKET' });
+
+// Close position conditionally
+await closePosition(apiBaseUrl, positionId, {
+  executionType: 'TRIGGER',
+  triggerType: 'WEIGHTED_RATIO',
+  triggerValue: '1.08',
+  direction: 'MORE_THAN',
+});
 
 // Update TP/SL
 await updateRiskParameters(apiBaseUrl, positionId, {
@@ -864,7 +872,7 @@ function TradingInterface() {
         {openPositions?.map(pos => (
           <div key={pos.positionId}>
             PnL: ${pos.unrealizedPnl.toFixed(2)}
-            <button onClick={() => closePosition(pos.positionId, { slippage: 0.5 })}>
+            <button onClick={() => closePosition(pos.positionId, { executionType: 'MARKET' })}>
               Close
             </button>
           </div>

package/dist/clients/positions.d.ts

@@ -1,4 +1,4 @@
-import type { ApiResponse, CreatePositionRequestInput, CreatePositionResponseDto, TpSlThresholdInput } from "../types";
+import type { ApiResponse, CloseTriggerType, CreatePositionRequestInput, CreatePositionResponseDto, OrderDirection, TpSlThresholdInput } from "../types";
 import type { CancelTwapResponseDto } from "./orders";
 /**
  * Create a position (MARKET/LIMIT/TWAP) using Pear Hyperliquid service
@@ -18,12 +18,16 @@ export interface UpdateRiskParametersResponseDto {
     updatedAt: string;
 }
 export declare function updateRiskParameters(baseUrl: string, positionId: string, payload: UpdateRiskParametersRequestInput): Promise<ApiResponse<UpdateRiskParametersResponseDto>>;
-export type CloseExecutionType = "MARKET" | "TWAP";
+export type ClosePositionExecutionType = "MARKET" | "TWAP" | "TRIGGER";
+export type CloseAllExecutionType = "MARKET" | "TWAP";
 export interface ClosePositionRequestInput {
-    executionType: CloseExecutionType;
+    executionType: ClosePositionExecutionType;
     twapDuration?: number;
     twapIntervalSeconds?: number;
     randomizeExecution?: boolean;
+    triggerType?: CloseTriggerType;
+    triggerValue?: string | number;
+    direction?: OrderDirection;
     referralCode?: string;
 }
 export interface ClosePositionResponseDto {
@@ -41,7 +45,14 @@ export interface CloseAllPositionsResultDto {
 export interface CloseAllPositionsResponseDto {
     results: CloseAllPositionsResultDto[];
 }
-export declare function closeAllPositions(baseUrl: string, payload: ClosePositionRequestInput): Promise<ApiResponse<CloseAllPositionsResponseDto>>;
+export interface CloseAllPositionsRequestInput {
+    executionType: CloseAllExecutionType;
+    twapDuration?: number;
+    twapIntervalSeconds?: number;
+    randomizeExecution?: boolean;
+    referralCode?: string;
+}
+export declare function closeAllPositions(baseUrl: string, payload: CloseAllPositionsRequestInput): Promise<ApiResponse<CloseAllPositionsResponseDto>>;
 export type AdjustExecutionType = "MARKET" | "LIMIT";
 export type PositionAdjustmentType = "REDUCE" | "INCREASE";
 export interface AdjustPositionRequestInput {

package/dist/hooks/index.d.ts

@@ -18,4 +18,3 @@ export * from './usePortfolio';
 export * from './useAuth';
 export * from './useAllUserBalances';
 export * from './useHyperliquidUserFills';
-export * from './usePnlCalendar';

package/dist/hooks/usePosition.d.ts

@@ -1,4 +1,4 @@
-import { type UpdateRiskParametersRequestInput, type UpdateRiskParametersResponseDto, type ClosePositionRequestInput, type ClosePositionResponseDto, type CloseAllPositionsResponseDto, type AdjustPositionRequestInput, type AdjustPositionResponseDto, type AdjustAdvanceItemInput, type AdjustAdvanceResponseDto, type UpdateLeverageResponseDto } from '../clients/positions';
+import { type UpdateRiskParametersRequestInput, type UpdateRiskParametersResponseDto, type ClosePositionRequestInput, type ClosePositionResponseDto, type CloseAllPositionsRequestInput, type CloseAllPositionsResponseDto, type AdjustPositionRequestInput, type AdjustPositionResponseDto, type AdjustAdvanceItemInput, type AdjustAdvanceResponseDto, type UpdateLeverageResponseDto } from '../clients/positions';
 import type { ApiResponse, CreatePositionRequestInput, CreatePositionResponseDto, OpenPositionDto } from '../types';
 export interface RebalanceAssetPlan {
     coin: string;
@@ -23,7 +23,7 @@ export declare function usePosition(): {
     readonly createPosition: (payload: CreatePositionRequestInput) => Promise<ApiResponse<CreatePositionResponseDto>>;
     readonly updateRiskParameters: (positionId: string, payload: UpdateRiskParametersRequestInput) => Promise<ApiResponse<UpdateRiskParametersResponseDto>>;
     readonly closePosition: (positionId: string, payload: ClosePositionRequestInput) => Promise<ApiResponse<ClosePositionResponseDto>>;
-    readonly closeAllPositions: (payload: ClosePositionRequestInput) => Promise<ApiResponse<CloseAllPositionsResponseDto>>;
+    readonly closeAllPositions: (payload: CloseAllPositionsRequestInput) => Promise<ApiResponse<CloseAllPositionsResponseDto>>;
     readonly adjustPosition: (positionId: string, payload: AdjustPositionRequestInput) => Promise<ApiResponse<AdjustPositionResponseDto>>;
     readonly adjustAdvancePosition: (positionId: string, payload: AdjustAdvanceItemInput[]) => Promise<ApiResponse<AdjustAdvanceResponseDto>>;
     readonly updateLeverage: (positionId: string, leverage: number) => Promise<ApiResponse<UpdateLeverageResponseDto | null>>;

package/dist/index.d.ts

@@ -342,6 +342,7 @@ type TpSlTriggerType = 'PERCENTAGE' | 'DOLLAR' | 'POSITION_VALUE' | 'PRICE' | 'P
  * Trigger type for trigger orders
  */
 type TriggerType = 'PRICE' | 'PRICE_RATIO' | 'WEIGHTED_RATIO' | 'BTC_DOM' | 'CROSS_ASSET_PRICE' | 'PREDICTION_MARKET_OUTCOME';
+type CloseTriggerType = 'PRICE' | 'PRICE_RATIO' | 'WEIGHTED_RATIO' | 'PERCENTAGE' | 'DOLLAR' | 'POSITION_VALUE';
 type OrderDirection = 'MORE_THAN' | 'LESS_THAN';
 /**
  * Market order parameters
@@ -1232,12 +1233,16 @@ interface UpdateRiskParametersResponseDto {
     updatedAt: string;
 }
 declare function updateRiskParameters(baseUrl: string, positionId: string, payload: UpdateRiskParametersRequestInput): Promise<ApiResponse<UpdateRiskParametersResponseDto>>;
-type CloseExecutionType = "MARKET" | "TWAP";
+type ClosePositionExecutionType = "MARKET" | "TWAP" | "TRIGGER";
+type CloseAllExecutionType = "MARKET" | "TWAP";
 interface ClosePositionRequestInput {
-    executionType: CloseExecutionType;
+    executionType: ClosePositionExecutionType;
     twapDuration?: number;
     twapIntervalSeconds?: number;
     randomizeExecution?: boolean;
+    triggerType?: CloseTriggerType;
+    triggerValue?: string | number;
+    direction?: OrderDirection;
     referralCode?: string;
 }
 interface ClosePositionResponseDto {
@@ -1255,7 +1260,14 @@ interface CloseAllPositionsResultDto {
 interface CloseAllPositionsResponseDto {
     results: CloseAllPositionsResultDto[];
 }
-declare function closeAllPositions(baseUrl: string, payload: ClosePositionRequestInput): Promise<ApiResponse<CloseAllPositionsResponseDto>>;
+interface CloseAllPositionsRequestInput {
+    executionType: CloseAllExecutionType;
+    twapDuration?: number;
+    twapIntervalSeconds?: number;
+    randomizeExecution?: boolean;
+    referralCode?: string;
+}
+declare function closeAllPositions(baseUrl: string, payload: CloseAllPositionsRequestInput): Promise<ApiResponse<CloseAllPositionsResponseDto>>;
 type AdjustExecutionType = "MARKET" | "LIMIT";
 type PositionAdjustmentType = "REDUCE" | "INCREASE";
 interface AdjustPositionRequestInput {
@@ -1320,7 +1332,7 @@ declare function usePosition(): {
     readonly createPosition: (payload: CreatePositionRequestInput) => Promise<ApiResponse<CreatePositionResponseDto>>;
     readonly updateRiskParameters: (positionId: string, payload: UpdateRiskParametersRequestInput) => Promise<ApiResponse<UpdateRiskParametersResponseDto>>;
     readonly closePosition: (positionId: string, payload: ClosePositionRequestInput) => Promise<ApiResponse<ClosePositionResponseDto>>;
-    readonly closeAllPositions: (payload: ClosePositionRequestInput) => Promise<ApiResponse<CloseAllPositionsResponseDto>>;
+    readonly closeAllPositions: (payload: CloseAllPositionsRequestInput) => Promise<ApiResponse<CloseAllPositionsResponseDto>>;
     readonly adjustPosition: (positionId: string, payload: AdjustPositionRequestInput) => Promise<ApiResponse<AdjustPositionResponseDto>>;
     readonly adjustAdvancePosition: (positionId: string, payload: AdjustAdvanceItemInput[]) => Promise<ApiResponse<AdjustAdvanceResponseDto>>;
     readonly updateLeverage: (positionId: string, leverage: number) => Promise<ApiResponse<UpdateLeverageResponseDto | null>>;
@@ -1498,52 +1510,6 @@ interface UseHyperliquidUserFillsState {
  */
 declare function useHyperliquidUserFills(options: UseHyperliquidUserFillsOptions): UseHyperliquidUserFillsState;
 
-type PnlCalendarTimeframe = '2W' | '3W' | '2M' | '3M';
-interface PnlCalendarOptions {
-    timeframe?: PnlCalendarTimeframe;
-    startDate?: Date | string;
-    endDate?: Date | string;
-}
-interface PnlCalendarDay {
-    date: string;
-    totalPnl: number;
-    volume: number;
-    positionsClosed: number;
-    result: 'profit' | 'loss' | 'breakeven';
-    tokens: string[];
-}
-interface PeriodSummary {
-    pnl: number;
-    volume: number;
-    winRate: number;
-    wins: number;
-    losses: number;
-    totalProfit: number;
-    totalLoss: number;
-}
-interface PnlCalendarWeek {
-    weekStart: string;
-    weekEnd: string;
-    days: PnlCalendarDay[];
-    summary: PeriodSummary;
-}
-interface PnlCalendarMonth {
-    month: string;
-    label: string;
-    days: PnlCalendarDay[];
-    summary: PeriodSummary;
-}
-interface UsePnlCalendarResult {
-    timeframe: PnlCalendarTimeframe;
-    weeks: PnlCalendarWeek[];
-    months: PnlCalendarMonth[];
-    overall: PeriodSummary;
-    isLoading: boolean;
-    error: string | null;
-    refetch: () => void;
-}
-declare function usePnlCalendar(options?: PnlCalendarTimeframe | PnlCalendarOptions): UsePnlCalendarResult;
-
 /**
  * Mark notifications as read up to a given timestamp (ms)
  */
@@ -1818,5 +1784,5 @@ interface MarketDataState {
 }
 declare const useMarketData: zustand.UseBoundStore<zustand.StoreApi<MarketDataState>>;
 
-export { ConflictDetector, MAX_ASSETS_PER_LEG, MINIMUM_ASSET_USD_VALUE, MaxAssetsPerLegError, MinimumPositionSizeError, PearHyperliquidProvider, ReadyState, adjustAdvancePosition, adjustOrder, adjustPosition, calculateMinimumPositionValue, calculateWeightedRatio, cancelOrder, cancelTwap, cancelTwapOrder, closeAllPositions, closePosition, computeBasketCandles, createCandleLookups, createPosition, executeSpotOrder, getCompleteTimestamps, getKalshiMarkets, getOrderDirection, getOrderLadderConfig, getOrderLeverage, getOrderReduceOnly, getOrderTpSlTriggerType, getOrderTrailingInfo, getOrderTriggerType, getOrderTriggerValue, getOrderTwapDuration, getOrderUsdValue, getPortfolio, isBtcDomOrder, mapCandleIntervalToTradingViewInterval, mapTradingViewIntervalToCandleInterval, markNotificationReadById, markNotificationsRead, toggleWatchlist, updateLeverage, updateRiskParameters, useAccountSummary, useAgentWallet, useAllUserBalances, useAuth, useBasketCandles, useHistoricalPriceData, useHistoricalPriceDataStore, useHyperliquidUserFills, useMarket, useMarketData, useMarketDataHook, useNotifications, useOpenOrders, useOrders, usePearHyperliquid, usePerformanceOverlays, usePnlCalendar, usePortfolio, usePosition, useSpotOrder, useTokenSelectionMetadata, useTradeHistories, useTwap, useUserSelection, useWatchlist, validateMaxAssetsPerLeg, validateMinimumAssetSize, validatePositionSize };
-export type { AccountSummaryResponseDto, ActiveAssetData, ActiveAssetGroupItem, ActiveAssetsAllResponse, ActiveAssetsResponse, AddressState, AdjustAdvanceAssetInput, AdjustAdvanceItemInput, AdjustAdvanceResponseDto, AdjustExecutionType, AdjustOrderRequestInput, AdjustOrderResponseDto, AdjustPositionRequestInput, AdjustPositionResponseDto, AgentWalletDto, AgentWalletState, AgentWalletStatus, AllDexsAssetCtxsData, AllDexsClearinghouseStateData, AllPerpMetasItem, AllPerpMetasResponse, ApiErrorResponse, ApiResponse, AssetCtx, AssetInformationDetail, AssetMarketData, AssetPosition, AuthenticateRequest, AuthenticateResponse, AvailableToTrades, BalanceSummaryDto, BaseTriggerOrderNotificationParams, BtcDomTriggerParams, CancelOrderResponseDto, CancelTwapResponseDto, CandleChartData, CandleData, CandleInterval, CandleSnapshotRequest, ChunkFillDto, ClearinghouseState, CloseAllPositionsResponseDto, CloseAllPositionsResultDto, CloseExecutionType, ClosePositionRequestInput, ClosePositionResponseDto, CollateralToken, CreateAgentWalletResponseDto, CreatePositionRequestInput, CreatePositionResponseDto, CrossAssetPriceTriggerParams, CrossMarginSummaryDto, CumFundingDto, EIP712AuthDetails, ExecutionType, ExternalFillDto, ExternalLiquidationDto, ExtraAgent, GetAgentWalletResponseDto, GetEIP712MessageResponse, GetKalshiMarketsParams, HLChannel, HLChannelDataMap, HLWebSocketResponse, HistoricalRange, KalshiMarket, KalshiMarketsResponse, KalshiMveLeg, KalshiPriceRange, LadderConfigInput, LadderOrderParameters, LeverageInfo, LogoutRequest, LogoutResponse, MarginRequiredPerCollateral, MarginRequiredResult, MarginSummaryDto, MarginTableDef, MarginTablesEntry, MarginTier, MarketOrderParameters, NotificationCategory, NotificationDto, OpenLimitOrderDto, OpenPositionDto, OrderAssetDto, OrderDirection, OrderParameters, OrderStatus, OrderType, PairAssetDto, PairAssetInput, PerformanceOverlay, PeriodSummary, PerpDex, PerpDexsResponse, PerpMetaAsset, PlatformAccountSummaryResponseDto, PnlCalendarDay, PnlCalendarMonth, PnlCalendarOptions, PnlCalendarTimeframe, PnlCalendarWeek, PortfolioBucketDto, PortfolioInterval, PortfolioIntervalsDto, PortfolioOverallDto, PortfolioResponseDto, PositionAdjustmentType, PositionAssetDetailDto, PredictionMarketOutcomeTriggerParams, PriceRatioTriggerParams, PriceTriggerParams, PrivyAuthDetails, RawAssetDto, RawPositionDto, RealtimeBar, RealtimeBarsCallback, RebalanceAssetPlan, RebalancePlan, RefreshTokenRequest, RefreshTokenResponse, SpotBalance, SpotBalances, SpotOrderFilledStatus, SpotOrderHyperliquidData, SpotOrderHyperliquidResult, SpotOrderRequestInput, SpotOrderResponseDto, SpotState, SyncFillsRequestDto, SyncFillsResponseDto, ToggleWatchlistResponseDto, TokenConflict, TokenEntry, TokenHistoricalPriceData, TokenMetadata, TokenSelection, TokenSelectorConfig, TpSlOrderParameters, TpSlThreshold, TpSlThresholdInput, TpSlThresholdType, TpSlTriggerType, TradeHistoryAssetDataDto, TradeHistoryDataDto, TriggerOrderNotificationAsset, TriggerOrderNotificationParams, TriggerOrderNotificationType, TriggerOrderParameters, TriggerType, TwapChunkStatus, TwapChunkStatusDto, TwapMonitoringDto, TwapOrderOverallStatus, TwapOrderParameters, TwapSliceFillResponseItem, UniverseAsset, UpdateLeverageRequestInput, UpdateLeverageResponseDto, UpdateRiskParametersRequestInput, UpdateRiskParametersResponseDto, UseAuthOptions, UseBasketCandlesReturn, UseHistoricalPriceDataReturn, UseHyperliquidUserFillsOptions, UseHyperliquidUserFillsState, UseNotificationsResult, UsePerformanceOverlaysReturn, UsePnlCalendarResult, UsePortfolioResult, UseSpotOrderResult, UseTokenSelectionMetadataReturn, UserAbstraction, UserProfile, UserSelectionState, WatchlistAssetDto, WatchlistItemDto, WebData3AssetCtx, WebData3PerpDexState, WebData3Response, WebData3UserState, WebSocketAckResponse, WebSocketChannel, WebSocketConnectionState, WebSocketDataMessage, WebSocketMessage, WebSocketSubscribeMessage, WsAllMidsData };
+export { ConflictDetector, MAX_ASSETS_PER_LEG, MINIMUM_ASSET_USD_VALUE, MaxAssetsPerLegError, MinimumPositionSizeError, PearHyperliquidProvider, ReadyState, adjustAdvancePosition, adjustOrder, adjustPosition, calculateMinimumPositionValue, calculateWeightedRatio, cancelOrder, cancelTwap, cancelTwapOrder, closeAllPositions, closePosition, computeBasketCandles, createCandleLookups, createPosition, executeSpotOrder, getCompleteTimestamps, getKalshiMarkets, getOrderDirection, getOrderLadderConfig, getOrderLeverage, getOrderReduceOnly, getOrderTpSlTriggerType, getOrderTrailingInfo, getOrderTriggerType, getOrderTriggerValue, getOrderTwapDuration, getOrderUsdValue, getPortfolio, isBtcDomOrder, mapCandleIntervalToTradingViewInterval, mapTradingViewIntervalToCandleInterval, markNotificationReadById, markNotificationsRead, toggleWatchlist, updateLeverage, updateRiskParameters, useAccountSummary, useAgentWallet, useAllUserBalances, useAuth, useBasketCandles, useHistoricalPriceData, useHistoricalPriceDataStore, useHyperliquidUserFills, useMarket, useMarketData, useMarketDataHook, useNotifications, useOpenOrders, useOrders, usePearHyperliquid, usePerformanceOverlays, usePortfolio, usePosition, useSpotOrder, useTokenSelectionMetadata, useTradeHistories, useTwap, useUserSelection, useWatchlist, validateMaxAssetsPerLeg, validateMinimumAssetSize, validatePositionSize };
+export type { AccountSummaryResponseDto, ActiveAssetData, ActiveAssetGroupItem, ActiveAssetsAllResponse, ActiveAssetsResponse, AddressState, AdjustAdvanceAssetInput, AdjustAdvanceItemInput, AdjustAdvanceResponseDto, AdjustExecutionType, AdjustOrderRequestInput, AdjustOrderResponseDto, AdjustPositionRequestInput, AdjustPositionResponseDto, AgentWalletDto, AgentWalletState, AgentWalletStatus, AllDexsAssetCtxsData, AllDexsClearinghouseStateData, AllPerpMetasItem, AllPerpMetasResponse, ApiErrorResponse, ApiResponse, AssetCtx, AssetInformationDetail, AssetMarketData, AssetPosition, AuthenticateRequest, AuthenticateResponse, AvailableToTrades, BalanceSummaryDto, BaseTriggerOrderNotificationParams, BtcDomTriggerParams, CancelOrderResponseDto, CancelTwapResponseDto, CandleChartData, CandleData, CandleInterval, CandleSnapshotRequest, ChunkFillDto, ClearinghouseState, CloseAllExecutionType, CloseAllPositionsRequestInput, CloseAllPositionsResponseDto, CloseAllPositionsResultDto, ClosePositionExecutionType, ClosePositionRequestInput, ClosePositionResponseDto, CloseTriggerType, CollateralToken, CreateAgentWalletResponseDto, CreatePositionRequestInput, CreatePositionResponseDto, CrossAssetPriceTriggerParams, CrossMarginSummaryDto, CumFundingDto, EIP712AuthDetails, ExecutionType, ExternalFillDto, ExternalLiquidationDto, ExtraAgent, GetAgentWalletResponseDto, GetEIP712MessageResponse, GetKalshiMarketsParams, HLChannel, HLChannelDataMap, HLWebSocketResponse, HistoricalRange, KalshiMarket, KalshiMarketsResponse, KalshiMveLeg, KalshiPriceRange, LadderConfigInput, LadderOrderParameters, LeverageInfo, LogoutRequest, LogoutResponse, MarginRequiredPerCollateral, MarginRequiredResult, MarginSummaryDto, MarginTableDef, MarginTablesEntry, MarginTier, MarketOrderParameters, NotificationCategory, NotificationDto, OpenLimitOrderDto, OpenPositionDto, OrderAssetDto, OrderDirection, OrderParameters, OrderStatus, OrderType, PairAssetDto, PairAssetInput, PerformanceOverlay, PerpDex, PerpDexsResponse, PerpMetaAsset, PlatformAccountSummaryResponseDto, PortfolioBucketDto, PortfolioInterval, PortfolioIntervalsDto, PortfolioOverallDto, PortfolioResponseDto, PositionAdjustmentType, PositionAssetDetailDto, PredictionMarketOutcomeTriggerParams, PriceRatioTriggerParams, PriceTriggerParams, PrivyAuthDetails, RawAssetDto, RawPositionDto, RealtimeBar, RealtimeBarsCallback, RebalanceAssetPlan, RebalancePlan, RefreshTokenRequest, RefreshTokenResponse, SpotBalance, SpotBalances, SpotOrderFilledStatus, SpotOrderHyperliquidData, SpotOrderHyperliquidResult, SpotOrderRequestInput, SpotOrderResponseDto, SpotState, SyncFillsRequestDto, SyncFillsResponseDto, ToggleWatchlistResponseDto, TokenConflict, TokenEntry, TokenHistoricalPriceData, TokenMetadata, TokenSelection, TokenSelectorConfig, TpSlOrderParameters, TpSlThreshold, TpSlThresholdInput, TpSlThresholdType, TpSlTriggerType, TradeHistoryAssetDataDto, TradeHistoryDataDto, TriggerOrderNotificationAsset, TriggerOrderNotificationParams, TriggerOrderNotificationType, TriggerOrderParameters, TriggerType, TwapChunkStatus, TwapChunkStatusDto, TwapMonitoringDto, TwapOrderOverallStatus, TwapOrderParameters, TwapSliceFillResponseItem, UniverseAsset, UpdateLeverageRequestInput, UpdateLeverageResponseDto, UpdateRiskParametersRequestInput, UpdateRiskParametersResponseDto, UseAuthOptions, UseBasketCandlesReturn, UseHistoricalPriceDataReturn, UseHyperliquidUserFillsOptions, UseHyperliquidUserFillsState, UseNotificationsResult, UsePerformanceOverlaysReturn, UsePortfolioResult, UseSpotOrderResult, UseTokenSelectionMetadataReturn, UserAbstraction, UserProfile, UserSelectionState, WatchlistAssetDto, WatchlistItemDto, WebData3AssetCtx, WebData3PerpDexState, WebData3Response, WebData3UserState, WebSocketAckResponse, WebSocketChannel, WebSocketConnectionState, WebSocketDataMessage, WebSocketMessage, WebSocketSubscribeMessage, WsAllMidsData };

package/dist/index.js

@@ -981,7 +981,7 @@ const useHyperliquidNativeWebSocket = ({ address, enabled = true, onUserFills, }
                         // finalAssetContexts now sourced from allDexsAssetCtxs channel
                         const finalAtOICaps = webData3.perpDexStates.flatMap((dex) => dex.perpsAtOpenInterestCap);
                         setFinalAtOICaps(finalAtOICaps);
-                        setUserAbstractionMode(webData3.userState.abstraction || null);
+                        setUserAbstractionMode(webData3.userState.abstraction || 'disabled');
                         break;
                     case "allDexsAssetCtxs":
                         {
@@ -8422,322 +8422,6 @@ function useHyperliquidUserFills(options) {
     };
 }
 
-async function getTradeHistory(baseUrl, params) {
-    const url = joinUrl(baseUrl, '/trade-history');
-    try {
-        const resp = await apiClient.get(url, {
-            params,
-            timeout: 60000,
-        });
-        return { data: resp.data, status: resp.status, headers: resp.headers };
-    }
-    catch (error) {
-        throw toApiError(error);
-    }
-}
-
-// ─── helpers ────────────────────────────────────────────────────
-const EMPTY_SUMMARY = {
-    pnl: 0,
-    volume: 0,
-    winRate: 0,
-    wins: 0,
-    losses: 0,
-    totalProfit: 0,
-    totalLoss: 0,
-};
-const getTimeframeDays = (tf) => {
-    switch (tf) {
-        case '2W':
-            return 14;
-        case '3W':
-            return 21;
-        case '2M':
-            return 60;
-        case '3M':
-            return 90;
-    }
-};
-const isWeekTimeframe = (tf) => tf === '2W' || tf === '3W';
-const toDateKey = (date) => {
-    const y = date.getFullYear();
-    const m = String(date.getMonth() + 1).padStart(2, '0');
-    const d = String(date.getDate()).padStart(2, '0');
-    return `${y}-${m}-${d}`;
-};
-const toMonthKey = (date) => {
-    const y = date.getFullYear();
-    const m = String(date.getMonth() + 1).padStart(2, '0');
-    return `${y}-${m}`;
-};
-const formatMonthLabel = (date) => date.toLocaleDateString('en-US', { month: 'short', year: 'numeric' });
-const getMonday = (date) => {
-    const d = new Date(date);
-    const day = d.getDay(); // 0=Sun … 6=Sat
-    const diff = day === 0 ? -6 : 1 - day;
-    d.setDate(d.getDate() + diff);
-    d.setHours(0, 0, 0, 0);
-    return d;
-};
-const toLocalMidnight = (input) => {
-    const d = typeof input === 'string' ? new Date(input + 'T00:00:00') : new Date(input);
-    d.setHours(0, 0, 0, 0);
-    return d;
-};
-const diffDays = (start, end) => {
-    return Math.round((end.getTime() - start.getTime()) / (1000 * 60 * 60 * 24)) + 1;
-};
-const toISODateString = (input) => {
-    const d = typeof input === 'string' ? new Date(input + 'T00:00:00') : new Date(input);
-    return d.toISOString();
-};
-const round2 = (n) => Math.round(n * 100) / 100;
-const buildSummary = (days) => {
-    let pnl = 0;
-    let volume = 0;
-    let wins = 0;
-    let losses = 0;
-    let totalProfit = 0;
-    let totalLoss = 0;
-    for (const day of days) {
-        pnl += day.totalPnl;
-        volume += day.volume;
-        if (day.positionsClosed === 0)
-            continue;
-        if (day.totalPnl > 0) {
-            wins++;
-            totalProfit += day.totalPnl;
-        }
-        else if (day.totalPnl < 0) {
-            losses++;
-            totalLoss += Math.abs(day.totalPnl);
-        }
-    }
-    const total = wins + losses;
-    const winRate = total > 0 ? Math.round((wins / total) * 100) : 0;
-    return {
-        pnl: round2(pnl),
-        volume: round2(volume),
-        winRate,
-        wins,
-        losses,
-        totalProfit: round2(totalProfit),
-        totalLoss: round2(totalLoss),
-    };
-};
-const extractTokens = (trade) => {
-    const tokens = new Set();
-    for (const asset of trade.closedLongAssets) {
-        if (asset.coin)
-            tokens.add(asset.coin);
-    }
-    for (const asset of trade.closedShortAssets) {
-        if (asset.coin)
-            tokens.add(asset.coin);
-    }
-    return Array.from(tokens);
-};
-const buildCalendarData = (tradeHistories, timeframe, rangeStart, rangeEnd, totalDays, useCustomDates) => {
-    const startKey = toDateKey(rangeStart);
-    const endKey = toDateKey(rangeEnd);
-    // Build day buckets for the full range
-    const buckets = new Map();
-    for (let i = 0; i < totalDays; i++) {
-        const d = new Date(rangeStart);
-        d.setDate(rangeStart.getDate() + i);
-        buckets.set(toDateKey(d), {
-            pnl: 0,
-            volume: 0,
-            positionsClosed: 0,
-            tokens: new Set(),
-        });
-    }
-    // Populate buckets from trade histories
-    for (const trade of tradeHistories) {
-        if (!trade.createdAt)
-            continue;
-        const date = new Date(trade.createdAt);
-        if (isNaN(date.getTime()))
-            continue;
-        const dateKey = toDateKey(date);
-        if (dateKey < startKey || dateKey > endKey)
-            continue;
-        const bucket = buckets.get(dateKey);
-        if (!bucket)
-            continue;
-        const pnl = trade.realizedPnl;
-        bucket.pnl += isFinite(pnl) ? pnl : 0;
-        const vol = trade.totalValue;
-        bucket.volume += isFinite(vol) ? vol : 0;
-        bucket.positionsClosed += 1;
-        for (const token of extractTokens(trade)) {
-            bucket.tokens.add(token);
-        }
-    }
-    // Build day objects
-    const allDays = [];
-    const sortedKeys = Array.from(buckets.keys()).sort();
-    for (const key of sortedKeys) {
-        const bucket = buckets.get(key);
-        const roundedPnl = round2(bucket.pnl);
-        const result = roundedPnl > 0 ? 'profit' : roundedPnl < 0 ? 'loss' : 'breakeven';
-        allDays.push({
-            date: key,
-            totalPnl: roundedPnl,
-            volume: round2(bucket.volume),
-            positionsClosed: bucket.positionsClosed,
-            result,
-            tokens: Array.from(bucket.tokens),
-        });
-    }
-    // Group into periods
-    let weeks = [];
-    let months = [];
-    const useWeekGrouping = useCustomDates
-        ? totalDays <= 28
-        : isWeekTimeframe(timeframe);
-    if (useWeekGrouping) {
-        const weekMap = new Map();
-        for (const day of allDays) {
-            const date = new Date(day.date + 'T00:00:00');
-            const monday = getMonday(date);
-            const mondayKey = toDateKey(monday);
-            if (!weekMap.has(mondayKey)) {
-                weekMap.set(mondayKey, []);
-            }
-            weekMap.get(mondayKey).push(day);
-        }
-        const sortedWeekKeys = Array.from(weekMap.keys()).sort();
-        weeks = sortedWeekKeys.map((mondayKey) => {
-            const days = weekMap.get(mondayKey);
-            const monday = new Date(mondayKey + 'T00:00:00');
-            const sunday = new Date(monday);
-            sunday.setDate(monday.getDate() + 6);
-            return {
-                weekStart: mondayKey,
-                weekEnd: toDateKey(sunday),
-                days,
-                summary: buildSummary(days),
-            };
-        });
-    }
-    else {
-        const monthMap = new Map();
-        for (const day of allDays) {
-            const date = new Date(day.date + 'T00:00:00');
-            const mk = toMonthKey(date);
-            if (!monthMap.has(mk)) {
-                monthMap.set(mk, { days: [], label: formatMonthLabel(date) });
-            }
-            monthMap.get(mk).days.push(day);
-        }
-        const sortedMonthKeys = Array.from(monthMap.keys()).sort();
-        months = sortedMonthKeys.map((mk) => {
-            const { days, label } = monthMap.get(mk);
-            return {
-                month: mk,
-                label,
-                days,
-                summary: buildSummary(days),
-            };
-        });
-    }
-    return {
-        timeframe,
-        weeks,
-        months,
-        overall: buildSummary(allDays),
-        isLoading: false,
-    };
-};
-// ─── hook ───────────────────────────────────────────────────────
-function usePnlCalendar(options) {
-    var _a;
-    const opts = typeof options === 'string'
-        ? { timeframe: options }
-        : options !== null && options !== void 0 ? options : {};
-    const timeframe = (_a = opts.timeframe) !== null && _a !== void 0 ? _a : '2W';
-    const customStart = opts.startDate;
-    const customEnd = opts.endDate;
-    const context = useContext(PearHyperliquidContext);
-    if (!context) {
-        throw new Error('usePnlCalendar must be used within a PearHyperliquidProvider');
-    }
-    const { apiBaseUrl } = context;
-    const isAuthenticated = useUserData((state) => state.isAuthenticated);
-    const [trades, setTrades] = useState(null);
-    const [isLoading, setIsLoading] = useState(false);
-    const [error, setError] = useState(null);
-    const mountedRef = useRef(true);
-    useEffect(() => {
-        mountedRef.current = true;
-        return () => { mountedRef.current = false; };
-    }, []);
-    // Compute the date range
-    const useCustomDates = !!(customStart && customEnd);
-    let rangeStart;
-    let rangeEnd;
-    let totalDays;
-    if (useCustomDates) {
-        rangeStart = toLocalMidnight(customStart);
-        rangeEnd = toLocalMidnight(customEnd);
-        totalDays = diffDays(rangeStart, rangeEnd);
-    }
-    else {
-        totalDays = getTimeframeDays(timeframe);
-        rangeEnd = new Date();
-        rangeEnd.setHours(0, 0, 0, 0);
-        rangeStart = new Date(rangeEnd);
-        rangeStart.setDate(rangeEnd.getDate() - totalDays + 1);
-    }
-    const startIso = toISODateString(rangeStart);
-    const endIso = toISODateString(rangeEnd);
-    const fetchData = useCallback(async () => {
-        if (!isAuthenticated)
-            return;
-        setIsLoading(true);
-        setError(null);
-        try {
-            const response = await getTradeHistory(apiBaseUrl, {
-                startDate: startIso,
-                endDate: endIso,
-                limit: totalDays * 50,
-            });
-            if (!mountedRef.current)
-                return;
-            setTrades(response.data);
-        }
-        catch (err) {
-            if (!mountedRef.current)
-                return;
-            setError(err instanceof Error ? err.message : 'Failed to fetch trade history');
-            setTrades(null);
-        }
-        finally {
-            if (mountedRef.current)
-                setIsLoading(false);
-        }
-    }, [apiBaseUrl, isAuthenticated, startIso, endIso, totalDays]);
-    useEffect(() => {
-        fetchData();
-    }, [fetchData]);
-    const result = useMemo(() => {
-        const empty = {
-            timeframe,
-            weeks: [],
-            months: [],
-            overall: EMPTY_SUMMARY,
-            isLoading: true,
-        };
-        if (!trades)
-            return empty;
-        if (totalDays <= 0)
-            return empty;
-        return buildCalendarData(trades, timeframe, rangeStart, rangeEnd, totalDays, useCustomDates);
-    }, [trades, timeframe, startIso, endIso]);
-    return { ...result, isLoading, error, refetch: fetchData };
-}
-
 const PearHyperliquidContext = createContext(undefined);
 /**
  * React Provider for PearHyperliquidClient
@@ -9089,4 +8773,4 @@ function getOrderTrailingInfo(order) {
     return undefined;
 }
 
-export { ConflictDetector, MAX_ASSETS_PER_LEG, MINIMUM_ASSET_USD_VALUE, MaxAssetsPerLegError, MinimumPositionSizeError, PearHyperliquidProvider, adjustAdvancePosition, adjustOrder, adjustPosition, calculateMinimumPositionValue, calculateWeightedRatio, cancelOrder, cancelTwap, cancelTwapOrder, closeAllPositions, closePosition, computeBasketCandles, createCandleLookups, createPosition, executeSpotOrder, getCompleteTimestamps, getKalshiMarkets, getOrderDirection, getOrderLadderConfig, getOrderLeverage, getOrderReduceOnly, getOrderTpSlTriggerType, getOrderTrailingInfo, getOrderTriggerType, getOrderTriggerValue, getOrderTwapDuration, getOrderUsdValue, getPortfolio, isBtcDomOrder, mapCandleIntervalToTradingViewInterval, mapTradingViewIntervalToCandleInterval, markNotificationReadById, markNotificationsRead, toggleWatchlist, updateLeverage, updateRiskParameters, useAccountSummary, useAgentWallet, useAllUserBalances, useAuth, useBasketCandles, useHistoricalPriceData, useHistoricalPriceDataStore, useHyperliquidUserFills, useMarket, useMarketData, useMarketDataHook, useNotifications, useOpenOrders, useOrders, usePearHyperliquid, usePerformanceOverlays, usePnlCalendar, usePortfolio, usePosition, useSpotOrder, useTokenSelectionMetadata, useTradeHistories, useTwap, useUserSelection, useWatchlist, validateMaxAssetsPerLeg, validateMinimumAssetSize, validatePositionSize };
+export { ConflictDetector, MAX_ASSETS_PER_LEG, MINIMUM_ASSET_USD_VALUE, MaxAssetsPerLegError, MinimumPositionSizeError, PearHyperliquidProvider, adjustAdvancePosition, adjustOrder, adjustPosition, calculateMinimumPositionValue, calculateWeightedRatio, cancelOrder, cancelTwap, cancelTwapOrder, closeAllPositions, closePosition, computeBasketCandles, createCandleLookups, createPosition, executeSpotOrder, getCompleteTimestamps, getKalshiMarkets, getOrderDirection, getOrderLadderConfig, getOrderLeverage, getOrderReduceOnly, getOrderTpSlTriggerType, getOrderTrailingInfo, getOrderTriggerType, getOrderTriggerValue, getOrderTwapDuration, getOrderUsdValue, getPortfolio, isBtcDomOrder, mapCandleIntervalToTradingViewInterval, mapTradingViewIntervalToCandleInterval, markNotificationReadById, markNotificationsRead, toggleWatchlist, updateLeverage, updateRiskParameters, useAccountSummary, useAgentWallet, useAllUserBalances, useAuth, useBasketCandles, useHistoricalPriceData, useHistoricalPriceDataStore, useHyperliquidUserFills, useMarket, useMarketData, useMarketDataHook, useNotifications, useOpenOrders, useOrders, usePearHyperliquid, usePerformanceOverlays, usePortfolio, usePosition, useSpotOrder, useTokenSelectionMetadata, useTradeHistories, useTwap, useUserSelection, useWatchlist, validateMaxAssetsPerLeg, validateMinimumAssetSize, validatePositionSize };

package/dist/types.d.ts

@@ -314,6 +314,7 @@ export type TpSlTriggerType = 'PERCENTAGE' | 'DOLLAR' | 'POSITION_VALUE' | 'PRIC
  * Trigger type for trigger orders
  */
 export type TriggerType = 'PRICE' | 'PRICE_RATIO' | 'WEIGHTED_RATIO' | 'BTC_DOM' | 'CROSS_ASSET_PRICE' | 'PREDICTION_MARKET_OUTCOME';
+export type CloseTriggerType = 'PRICE' | 'PRICE_RATIO' | 'WEIGHTED_RATIO' | 'PERCENTAGE' | 'DOLLAR' | 'POSITION_VALUE';
 export type OrderDirection = 'MORE_THAN' | 'LESS_THAN';
 /**
  * Market order parameters

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@pear-protocol/hyperliquid-sdk",
-  "version": "0.1.19.2-pnl",
+  "version": "0.1.21.beta",
   "description": "React SDK for Pear Protocol Hyperliquid API integration",
   "type": "module",
   "main": "dist/index.js",
@@ -28,8 +28,8 @@
     "zustand": "^5.0.9"
   },
   "peerDependencies": {
-    "react": "^18.0.0",
-    "react-dom": "^18.0.0"
+    "react": "^18.0.0 || ^19.0.0",
+    "react-dom": "^18.0.0 || ^19.0.0"
   },
   "devDependencies": {
     "@rollup/plugin-commonjs": "^25.0.0",

package/dist/clients/tradeHistory.d.ts

@@ -1,7 +0,0 @@
-import type { ApiResponse, TradeHistoryDataDto } from '../types';
-export interface GetTradeHistoryParams {
-    startDate?: string;
-    endDate?: string;
-    limit?: number;
-}
-export declare function getTradeHistory(baseUrl: string, params?: GetTradeHistoryParams): Promise<ApiResponse<TradeHistoryDataDto[]>>;

package/dist/hooks/usePnlCalendar.d.ts

@@ -1,45 +0,0 @@
-export type PnlCalendarTimeframe = '2W' | '3W' | '2M' | '3M';
-export interface PnlCalendarOptions {
-    timeframe?: PnlCalendarTimeframe;
-    startDate?: Date | string;
-    endDate?: Date | string;
-}
-export interface PnlCalendarDay {
-    date: string;
-    totalPnl: number;
-    volume: number;
-    positionsClosed: number;
-    result: 'profit' | 'loss' | 'breakeven';
-    tokens: string[];
-}
-export interface PeriodSummary {
-    pnl: number;
-    volume: number;
-    winRate: number;
-    wins: number;
-    losses: number;
-    totalProfit: number;
-    totalLoss: number;
-}
-export interface PnlCalendarWeek {
-    weekStart: string;
-    weekEnd: string;
-    days: PnlCalendarDay[];
-    summary: PeriodSummary;
-}
-export interface PnlCalendarMonth {
-    month: string;
-    label: string;
-    days: PnlCalendarDay[];
-    summary: PeriodSummary;
-}
-export interface UsePnlCalendarResult {
-    timeframe: PnlCalendarTimeframe;
-    weeks: PnlCalendarWeek[];
-    months: PnlCalendarMonth[];
-    overall: PeriodSummary;
-    isLoading: boolean;
-    error: string | null;
-    refetch: () => void;
-}
-export declare function usePnlCalendar(options?: PnlCalendarTimeframe | PnlCalendarOptions): UsePnlCalendarResult;