@pear-protocol/market-sdk 0.0.13 → 0.1.0

package/dist/funding-rate/fetcher/lighter.js

@@ -1,9 +1,11 @@
 import BigNumber from 'bignumber.js';
 import { httpGet } from './http-client';
 
+var __defProp = Object.defineProperty;
+var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
 const BASE_URL = "https://mainnet.zklighter.elliot.ai";
 const MAX_LIMIT = 500;
-async function fetchHistoricalFundingRates(symbol, startTime, endTime, _duration) {
+async function fetchHistoricalFundingRates(symbol, startTime, endTime, _duration, authToken) {
   const intervalMs = 60 * 60 * 1e3;
   const allRates = [];
   let cursor = startTime;
@@ -15,13 +17,18 @@ async function fetchHistoricalFundingRates(symbol, startTime, endTime, _duration
       start_timestamp: String(cursor),
       end_timestamp: String(endTime),
       count_back: String(countBack)
-    });
+    }, void 0, authToken ? {
+      authorization: authToken
+    } : void 0);
     const entries = data.fundings ?? [];
     if (entries.length === 0) break;
     for (const entry of entries) {
       const timeMs = entry.timestamp * 1e3;
       const rate = entry.rate ? new BigNumber(entry.rate).dividedBy(100).times(entry.direction === "long" ? -1 : 1).toNumber() : 0;
-      allRates.push({ time: timeMs, rate });
+      allRates.push({
+        time: timeMs,
+        rate
+      });
     }
     const lastTimestamp = entries[entries.length - 1]?.timestamp;
     if (!lastTimestamp) break;
@@ -31,5 +38,6 @@ async function fetchHistoricalFundingRates(symbol, startTime, endTime, _duration
   }
   return allRates.sort((a, b) => a.time - b.time);
 }
+__name(fetchHistoricalFundingRates, "fetchHistoricalFundingRates");
 
 export { fetchHistoricalFundingRates };

package/dist/funding-rate/fetcher/okx.d.ts

@@ -1,9 +1,9 @@
 import { FundingRateEntry } from '../types.js';
 import '../../transport/index.js';
 import '@pear-protocol/types';
+import '../../shared/types.js';
 import '../../transport/base-transport.js';
 import 'partysocket';
-import '../../shared/types.js';
 
 declare function fetchHistoricalFundingRates(instId: string, startTime: number, endTime: number): Promise<FundingRateEntry[]>;
 

package/dist/funding-rate/fetcher/okx.js

@@ -1,27 +1,28 @@
 import { httpGet } from './http-client';
 
+var __defProp = Object.defineProperty;
+var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
 const OKX_URL = "https://www.okx.com/api/v5/public/funding-rate-history";
 const MAX_LIMIT = 400;
 async function fetchHistoricalFundingRates(instId, startTime, endTime) {
   const allRates = [];
   let cursor = endTime;
-  const validate = (d) => d.code !== "0" ? `OKX API error: ${d.msg}` : void 0;
+  const validate = /* @__PURE__ */ __name((d) => d.code !== "0" ? `OKX API error: ${d.msg}` : void 0, "validate");
   while (cursor > startTime) {
-    const data = await httpGet(
-      OKX_URL,
-      {
-        instId,
-        before: String(startTime),
-        after: String(cursor),
-        limit: String(MAX_LIMIT)
-      },
-      validate
-    );
+    const data = await httpGet(OKX_URL, {
+      instId,
+      before: String(startTime),
+      after: String(cursor),
+      limit: String(MAX_LIMIT)
+    }, validate);
     if (data.data.length === 0) break;
     let oldestTime = Infinity;
     for (const entry of data.data) {
       const time = Number(entry.fundingTime);
-      allRates.push({ time, rate: Number(entry.realizedRate) });
+      allRates.push({
+        time,
+        rate: Number(entry.realizedRate)
+      });
       if (time < oldestTime) oldestTime = time;
     }
     if (oldestTime >= cursor) break;
@@ -29,5 +30,6 @@ async function fetchHistoricalFundingRates(instId, startTime, endTime) {
   }
   return allRates.filter((r) => r.time >= startTime && r.time < endTime).sort((a, b) => a.time - b.time);
 }
+__name(fetchHistoricalFundingRates, "fetchHistoricalFundingRates");
 
 export { fetchHistoricalFundingRates };

package/dist/funding-rate/funding-rate.d.ts

@@ -1,9 +1,9 @@
 import { FundingRateConfig, TokenSelection, FundingRateAggregation, FundingRateDuration, FundingRateEntry } from './types.js';
 import '../transport/index.js';
 import '@pear-protocol/types';
+import '../shared/types.js';
 import '../transport/base-transport.js';
 import 'partysocket';
-import '../shared/types.js';
 
 declare class FundingRate {
     private transport;

package/dist/funding-rate/funding-rate.js

@@ -1,9 +1,14 @@
 import { fetchHistoricalFundingRates } from './fetcher';
 import { aggregateRates, annualizeRates, computeBasketRates, computeStartTime } from './utils';
 
+var __defProp = Object.defineProperty;
+var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
 const DEFAULT_AGGREGATION = "1d";
 const DEFAULT_DURATION = "1m";
 class FundingRate {
+  static {
+    __name(this, "FundingRate");
+  }
   transport;
   longTokens;
   shortTokens;
@@ -83,29 +88,33 @@ class FundingRate {
   }
   async refetch(tokens, start, end, duration) {
     if (tokens.length === 0) return;
-    await Promise.all(
-      tokens.map(async (token) => {
-        const existing = this.cache[token.symbol];
-        const fetchStart = existing ? Math.min(start, existing.start) : start;
-        const fetchEnd = existing ? Math.max(end, existing.end) : end;
-        try {
-          const rates = await fetchHistoricalFundingRates(
-            this.transport.connector,
-            token.symbol,
-            fetchStart,
-            fetchEnd,
-            duration
-          );
-          this.cache[token.symbol] = { entries: rates, start: fetchStart, end: fetchEnd };
-        } catch (error) {
-          console.warn(`Failed to fetch funding rate data for ${token.symbol}:`, error);
-          this.cache[token.symbol] = { entries: [], start: fetchStart, end: fetchEnd };
-        }
-      })
-    );
+    const authToken = await this.transport.retrieveAuthToken();
+    await Promise.all(tokens.map(async (token) => {
+      const existing = this.cache[token.symbol];
+      const fetchStart = existing ? Math.min(start, existing.start) : start;
+      const fetchEnd = existing ? Math.max(end, existing.end) : end;
+      try {
+        const rates = await fetchHistoricalFundingRates(this.transport.connector, token.symbol, fetchStart, fetchEnd, duration, authToken);
+        this.cache[token.symbol] = {
+          entries: rates,
+          start: fetchStart,
+          end: fetchEnd
+        };
+      } catch (error) {
+        console.warn(`Failed to fetch funding rate data for ${token.symbol}:`, error);
+        this.cache[token.symbol] = {
+          entries: [],
+          start: fetchStart,
+          end: fetchEnd
+        };
+      }
+    }));
   }
   getAllTokens() {
-    return [...this.longTokens, ...this.shortTokens];
+    return [
+      ...this.longTokens,
+      ...this.shortTokens
+    ];
   }
   assertTokenExists(symbol) {
     if (!this.getAllTokens().some((t) => t.symbol === symbol)) {

package/dist/funding-rate/types.d.ts

@@ -1,8 +1,8 @@
 import { Transport } from '../transport/index.js';
 import '@pear-protocol/types';
+import '../shared/types.js';
 import '../transport/base-transport.js';
 import 'partysocket';
-import '../shared/types.js';
 
 interface TokenSelection {
     symbol: string;

package/dist/funding-rate/utils.d.ts

@@ -1,9 +1,9 @@
 import { FundingRateEntry, FundingRateAggregation, TokenSelection, FundingRateDuration } from './types.js';
 import '../transport/index.js';
 import '@pear-protocol/types';
+import '../shared/types.js';
 import '../transport/base-transport.js';
 import 'partysocket';
-import '../shared/types.js';
 
 declare function computeStartTime(endTime: number, duration: FundingRateDuration): number;
 declare function aggregateRates(rawRates: FundingRateEntry[], aggregation: FundingRateAggregation): FundingRateEntry[];

package/dist/funding-rate/utils.js

@@ -1,5 +1,7 @@
 import BigNumber from 'bignumber.js';
 
+var __defProp = Object.defineProperty;
+var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
 function computeStartTime(endTime, duration) {
   const date = new Date(endTime);
   switch (duration) {
@@ -13,6 +15,7 @@ function computeStartTime(endTime, duration) {
       return date.getTime();
   }
 }
+__name(computeStartTime, "computeStartTime");
 function getBucketStart(timestamp, aggregation) {
   const date = new Date(timestamp);
   switch (aggregation) {
@@ -28,20 +31,29 @@ function getBucketStart(timestamp, aggregation) {
       return Date.UTC(date.getUTCFullYear(), date.getUTCMonth(), 1);
   }
 }
+__name(getBucketStart, "getBucketStart");
 function aggregateRates(rawRates, aggregation) {
   if (aggregation === "none") {
-    return [...rawRates].sort((a, b) => a.time - b.time);
+    return [
+      ...rawRates
+    ].sort((a, b) => a.time - b.time);
   }
   const buckets = /* @__PURE__ */ new Map();
   for (const rate of rawRates) {
     const key = getBucketStart(rate.time, aggregation);
     buckets.set(key, (buckets.get(key) ?? new BigNumber(0)).plus(rate.rate));
   }
-  return Array.from(buckets.entries()).map(([time, rate]) => ({ time, rate: rate.toNumber() })).sort((a, b) => a.time - b.time);
+  return Array.from(buckets.entries()).map(([time, rate]) => ({
+    time,
+    rate: rate.toNumber()
+  })).sort((a, b) => a.time - b.time);
 }
+__name(aggregateRates, "aggregateRates");
 function inferAvgIntervalMs(entries) {
   if (entries.length < 2) return null;
-  const sorted = [...entries].sort((a, b) => a.time - b.time);
+  const sorted = [
+    ...entries
+  ].sort((a, b) => a.time - b.time);
   let totalGap = new BigNumber(0);
   let count = 0;
   for (let i = 1; i < sorted.length; i++) {
@@ -56,6 +68,7 @@ function inferAvgIntervalMs(entries) {
   }
   return count > 0 ? totalGap.div(count) : null;
 }
+__name(inferAvgIntervalMs, "inferAvgIntervalMs");
 const MS_PER_YEAR = 365 * 864e5;
 function annualizeRates(entries, aggregation, rawEntriesForInference) {
   let multiplier;
@@ -77,8 +90,12 @@ function annualizeRates(entries, aggregation, rawEntriesForInference) {
     annualizedRate: new BigNumber(e.rate).times(multiplier).toNumber()
   }));
 }
+__name(annualizeRates, "annualizeRates");
 function computeBasketRates(longTokens, shortTokens, tokenRates) {
-  const allSymbols = [...longTokens, ...shortTokens].map((t) => t.symbol);
+  const allSymbols = [
+    ...longTokens,
+    ...shortTokens
+  ].map((t) => t.symbol);
   if (allSymbols.length === 0) return [];
   const lookups = {};
   const allTimestamps = /* @__PURE__ */ new Set();
@@ -111,10 +128,14 @@ function computeBasketRates(longTokens, shortTokens, tokenRates) {
       }
     }
     if (count > 0) {
-      result.push({ time, rate: total.toNumber() });
+      result.push({
+        time,
+        rate: total.toNumber()
+      });
     }
   }
   return result;
 }
+__name(computeBasketRates, "computeBasketRates");
 
 export { aggregateRates, annualizeRates, computeBasketRates, computeStartTime };

package/dist/index.d.ts

@@ -5,8 +5,8 @@ export { FundingRateAggregation, FundingRateConfig, FundingRateDuration, Funding
 export { Orderbook } from './orderbook/orderbook.js';
 export { AggregationConfig, BBO, CexAggregationConfig, HyperliquidAggregationConfig, OrderbookCallback, OrderbookConfig, OrderbookLevel, OrderbookSnapshot } from './orderbook/types.js';
 export { getAvailableAggregations } from './orderbook/utils.js';
-export { CreateTransport, Transport } from './transport/index.js';
+export { AuthTokenProvider } from './shared/types.js';
+export { CreateTransport, Transport, TransportOptions } from './transport/index.js';
 export { BaseTransport } from './transport/base-transport.js';
 import '@pear-protocol/types';
 import 'partysocket';
-import './shared/types.js';

package/dist/orderbook/book/aggregate.d.ts

@@ -2,9 +2,9 @@ import { OrderbookLevel } from '../types.js';
 import { LocalBook } from './local-book.js';
 import '../../transport/index.js';
 import '@pear-protocol/types';
+import '../../shared/types.js';
 import '../../transport/base-transport.js';
 import 'partysocket';
-import '../../shared/types.js';
 
 /**
  * Pure aggregation of a LocalBook into top-N bid/ask buckets at the given

package/dist/orderbook/book/aggregate.js

@@ -1,13 +1,19 @@
 import BigNumber from 'bignumber.js';
 
+var __defProp = Object.defineProperty;
+var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
 function aggregateBook(localBook, bucketSize, depth) {
   const bucket = new BigNumber(bucketSize);
-  if (!bucket.isFinite() || bucket.lte(0)) return { bids: [], asks: [] };
+  if (!bucket.isFinite() || bucket.lte(0)) return {
+    bids: [],
+    asks: []
+  };
   return {
     bids: walk(localBook.sortedBids(), bucket, "bid", depth),
     asks: walk(localBook.sortedAsks(), bucket, "ask", depth)
   };
 }
+__name(aggregateBook, "aggregateBook");
 function walk(sorted, bucket, side, depth) {
   const result = [];
   let currentBoundary = null;
@@ -21,7 +27,10 @@ function walk(sorted, bucket, side, depth) {
     const boundary = side === "bid" ? p.div(bucket).integerValue(BigNumber.ROUND_FLOOR).times(bucket) : p.div(bucket).integerValue(BigNumber.ROUND_CEIL).times(bucket);
     if (currentBoundary === null || !boundary.eq(currentBoundary)) {
       if (currentBoundary !== null) {
-        result.push({ price: currentBoundary.toNumber(), size: currentSize.toNumber() });
+        result.push({
+          price: currentBoundary.toNumber(),
+          size: currentSize.toNumber()
+        });
         if (result.length >= depth) return result;
       }
       currentBoundary = boundary;
@@ -30,9 +39,13 @@ function walk(sorted, bucket, side, depth) {
     currentSize = currentSize.plus(size);
   }
   if (currentBoundary !== null && result.length < depth) {
-    result.push({ price: currentBoundary.toNumber(), size: currentSize.toNumber() });
+    result.push({
+      price: currentBoundary.toNumber(),
+      size: currentSize.toNumber()
+    });
   }
   return result;
 }
+__name(walk, "walk");
 
 export { aggregateBook };

package/dist/orderbook/book/local-book.d.ts

@@ -1,9 +1,9 @@
 import { BBO } from '../types.js';
 import '../../transport/index.js';
 import '@pear-protocol/types';
+import '../../shared/types.js';
 import '../../transport/base-transport.js';
 import 'partysocket';
-import '../../shared/types.js';
 
 type Level = readonly [price: string, size: number];
 declare class LocalBook {

package/dist/orderbook/book/local-book.js

@@ -1,6 +1,11 @@
 import BigNumber from 'bignumber.js';
 
+var __defProp = Object.defineProperty;
+var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
 class LocalBook {
+  static {
+    __name(this, "LocalBook");
+  }
   _bids = [];
   _asks = [];
   lastUpdateTs = 0;
@@ -60,9 +65,9 @@ class LocalBook {
     this.isLoaded = false;
   }
   /**
-   * Insert, update, or remove a level in a sorted array.
-   * @param dir -1 for descending (bids), 1 for ascending (asks)
-   */
+  * Insert, update, or remove a level in a sorted array.
+  * @param dir -1 for descending (bids), 1 for ascending (asks)
+  */
   upsert(levels, price, size, dir) {
     const numPrice = Number(price);
     let lo = 0;
@@ -77,12 +82,18 @@ class LocalBook {
       if (size === 0) {
         levels.splice(lo, 1);
       } else {
-        levels[lo] = [price, size];
+        levels[lo] = [
+          price,
+          size
+        ];
       }
       return;
     }
     if (size > 0) {
-      levels.splice(lo, 0, [price, size]);
+      levels.splice(lo, 0, [
+        price,
+        size
+      ]);
     }
   }
 }

package/dist/orderbook/orderbook.d.ts

@@ -1,9 +1,9 @@
 import { OrderbookConfig, OrderbookCallback, OrderbookSnapshot, BBO } from './types.js';
 import '../transport/index.js';
 import '@pear-protocol/types';
+import '../shared/types.js';
 import '../transport/base-transport.js';
 import 'partysocket';
-import '../shared/types.js';
 
 /**
  * Orderbook exposes an aggregated top-of-book view for a single symbol.

package/dist/orderbook/orderbook.js

@@ -3,7 +3,12 @@ import { LocalBook } from './book/local-book';
 import { DEFAULT_DEPTH } from './types';
 import { createDepthWs } from './ws';
 
+var __defProp = Object.defineProperty;
+var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
 class Orderbook {
+  static {
+    __name(this, "Orderbook");
+  }
   depthWs;
   symbol;
   book = new LocalBook();
@@ -22,23 +27,23 @@ class Orderbook {
     this.depthWs.subscribe(this.symbol);
   }
   /**
-   * Subscribe to orderbook updates. Returns the symbol as the subscription ID.
-   */
+  * Subscribe to orderbook updates. Returns the symbol as the subscription ID.
+  */
   subscribe(cb) {
     this.listener = cb;
     return this.symbol;
   }
   /**
-   * Unsubscribe from orderbook updates.
-   */
+  * Unsubscribe from orderbook updates.
+  */
   unsubscribe(id) {
     if (id !== this.symbol) throw new Error(`Subscription "${id}" not found`);
     this.listener = null;
   }
   /**
-   * Set the aggregation bucket size (e.g. 0.1, 1, 10, 100).
-   * Set to 0 to disable aggregation.
-   */
+  * Set the aggregation bucket size (e.g. 0.1, 1, 10, 100).
+  * Set to 0 to disable aggregation.
+  */
   setAggregation(aggregation) {
     if (this.aggregation === aggregation) return;
     this.aggregation = aggregation;
@@ -51,9 +56,9 @@ class Orderbook {
     return this.aggregation;
   }
   /**
-   * Update the snapshotted mid-price used for server-side aggregation params
-   * (e.g. Hyperliquid's nSigFigs/mantissa).
-   */
+  * Update the snapshotted mid-price used for server-side aggregation params
+  * (e.g. Hyperliquid's nSigFigs/mantissa).
+  */
   setSnapshottedPrice(price) {
     this.depthWs.setSnapshottedPrice(price);
   }
@@ -62,7 +67,12 @@ class Orderbook {
     return this.buildSnapshot();
   }
   get bbo() {
-    if (!this.book.isLoaded) return { bestBid: null, bestAsk: null, spread: null, spreadPct: null };
+    if (!this.book.isLoaded) return {
+      bestBid: null,
+      bestAsk: null,
+      spread: null,
+      spreadPct: null
+    };
     return this.book.bbo();
   }
   destroy() {
@@ -87,8 +97,14 @@ class Orderbook {
       bids = aggregated.bids;
       asks = aggregated.asks;
     } else {
-      bids = this.book.topBids(this.depth).map(([price, size]) => ({ price: Number(price), size }));
-      asks = this.book.topAsks(this.depth).map(([price, size]) => ({ price: Number(price), size }));
+      bids = this.book.topBids(this.depth).map(([price, size]) => ({
+        price: Number(price),
+        size
+      }));
+      asks = this.book.topAsks(this.depth).map(([price, size]) => ({
+        price: Number(price),
+        size
+      }));
     }
     return {
       symbol: this.symbol,

package/dist/orderbook/types.d.ts

@@ -1,8 +1,8 @@
 import { Transport } from '../transport/index.js';
 import '@pear-protocol/types';
+import '../shared/types.js';
 import '../transport/base-transport.js';
 import 'partysocket';
-import '../shared/types.js';
 
 declare const DEFAULT_DEPTH = 10;
 declare const DEFAULT_MULTIPLIERS: number[];

package/dist/orderbook/types.js

@@ -1,4 +1,10 @@
 const DEFAULT_DEPTH = 10;
-const DEFAULT_MULTIPLIERS = [1, 10, 100, 1e3, 1e4];
+const DEFAULT_MULTIPLIERS = [
+  1,
+  10,
+  100,
+  1e3,
+  1e4
+];
 
 export { DEFAULT_DEPTH, DEFAULT_MULTIPLIERS };

package/dist/orderbook/utils.d.ts

@@ -1,9 +1,9 @@
 import { Connector } from '@pear-protocol/types';
 import { AggregationConfig } from './types.js';
 import '../transport/index.js';
+import '../shared/types.js';
 import '../transport/base-transport.js';
 import 'partysocket';
-import '../shared/types.js';
 
 declare function getCexAvailableAggregations(tickSize: number, midPrice: number, multipliers?: number[]): number[];
 declare function getHyperliquidAvailableAggregations(maxDecimals: number, midPrice: number, multipliers?: number[]): number[];

package/dist/orderbook/utils.js

@@ -1,6 +1,8 @@
 import BigNumber from 'bignumber.js';
 import { DEFAULT_MULTIPLIERS } from './types';
 
+var __defProp = Object.defineProperty;
+var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
 function getCexAvailableAggregations(tickSize, midPrice, multipliers = DEFAULT_MULTIPLIERS) {
   if (tickSize <= 0 || midPrice <= 0) return [];
   const tick = new BigNumber(tickSize);
@@ -11,6 +13,7 @@ function getCexAvailableAggregations(tickSize, midPrice, multipliers = DEFAULT_M
     return bucket < midPrice && bucketMag <= maxBucketMag;
   });
 }
+__name(getCexAvailableAggregations, "getCexAvailableAggregations");
 function getHyperliquidAvailableAggregations(maxDecimals, midPrice, multipliers = DEFAULT_MULTIPLIERS) {
   if (midPrice <= 0) return [];
   const decimals = Math.max(0, maxDecimals);
@@ -23,6 +26,7 @@ function getHyperliquidAvailableAggregations(maxDecimals, midPrice, multipliers
     return bucket < midPrice && bucketMag >= minBucketMag && bucketMag <= maxBucketMag;
   });
 }
+__name(getHyperliquidAvailableAggregations, "getHyperliquidAvailableAggregations");
 function getAvailableAggregations(connector, config, multipliers = DEFAULT_MULTIPLIERS) {
   if (connector === "hyperliquid") {
     const { maxDecimals, midPrice: midPrice2 } = config;
@@ -31,5 +35,6 @@ function getAvailableAggregations(connector, config, multipliers = DEFAULT_MULTI
   const { tickSize, midPrice } = config;
   return getCexAvailableAggregations(tickSize, midPrice, multipliers);
 }
+__name(getAvailableAggregations, "getAvailableAggregations");
 
 export { getAvailableAggregations, getCexAvailableAggregations, getHyperliquidAvailableAggregations };

package/dist/orderbook/ws/base-depth.js

@@ -1,14 +1,23 @@
+var __defProp = Object.defineProperty;
+var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
 function parseStringLevels(levels) {
   if (!levels) return [];
   const out = new Array(levels.length);
   for (let i = 0; i < levels.length; i++) {
     const entry = levels[i];
     if (!entry) continue;
-    out[i] = [entry[0], Number(entry[1])];
+    out[i] = [
+      entry[0],
+      Number(entry[1])
+    ];
   }
   return out;
 }
+__name(parseStringLevels, "parseStringLevels");
 class BaseDepthWs {
+  static {
+    __name(this, "BaseDepthWs");
+  }
   transport;
   onUpdate;
   snapshottedPrice = 0;