@pear-protocol/utils 1.1.0 → 1.3.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
@@ -0,0 +1,13 @@
1
+ /** Pure gross-notional valuation for copy sizing. */
2
+ import type { Fill, InstrumentPriceMap, PositionExposure, TradeLeg, UnsignedDecimalString } from '@pear-protocol/types';
3
+ /** Size a non-empty set of validated positive fill notionals without a market-price lookup. */
4
+ export declare function computeFilledEntrySizing(fills: ReadonlyArray<Pick<Fill, 'symbol' | 'usd'>>, equity: UnsignedDecimalString): {
5
+ equityFraction: UnsignedDecimalString;
6
+ legNotionals: Record<string, UnsignedDecimalString>;
7
+ };
8
+ /** Value signed exposure against equity; missing prices contribute no notional. */
9
+ export declare function computeEquityFraction(exposure: PositionExposure, priceMap: InstrumentPriceMap, equity: UnsignedDecimalString): UnsignedDecimalString;
10
+ /** Value USD and quantity entry legs; missing quantity prices contribute no notional. */
11
+ export declare function computeEntryEquityFraction(legs: ReadonlyArray<Pick<TradeLeg, 'symbol' | 'mode' | 'amount'>>, priceMap: InstrumentPriceMap, equity: UnsignedDecimalString): UnsignedDecimalString;
12
+ /** Divide valued notional by validated positive equity without capping leverage. */
13
+ export declare function computeNotionalEquityFraction(notional: Fill['usd'], equity: UnsignedDecimalString): UnsignedDecimalString;
@@ -0,0 +1 @@
1
+ export * from './equity-fraction';
@@ -8,5 +8,9 @@ import type { Fill } from './fill.types';
8
8
  * - Reduce position : entry price unchanged
9
9
  * - Close to zero : keep last entry price (for tracking purpose)
10
10
  * - Flip sign : entry price resets to flip fill's price
11
+ *
12
+ * A 0-price (unpriceable synthetic) fill that opens or adds to the held size taints the
13
+ * basis until the size flattens or flips: the entry is then unknown and reported as zero,
14
+ * the same "no entry" answer callers already get for an empty ledger.
11
15
  */
12
16
  export declare function computeEntryPriceForAsset(fills: Fill[]): BigNumber;
package/dist/index.d.ts CHANGED
@@ -1,6 +1,7 @@
1
1
  export * from './asset/index';
2
2
  export * from './basket/index';
3
3
  export * from './contract-size';
4
+ export * from './copy/index';
4
5
  export * from './fills/index';
5
6
  export * from './math/index';
6
7
  export * from './position/index';
@@ -10,4 +11,5 @@ export * from './proxy';
10
11
  export * from './sync/index';
11
12
  export * from './validate-leverage';
12
13
  export * from './validate-quantity';
14
+ export * from './vaults/index';
13
15
  export * from './xauth/index';
package/dist/index.js CHANGED
@@ -1,7 +1,8 @@
1
1
  import BigNumber7 from 'bignumber.js';
2
2
  import { sha256 } from '@noble/hashes/sha2';
3
- import { bytesToHex, randomBytes, utf8ToBytes } from '@noble/hashes/utils';
3
+ import { bytesToHex, utf8ToBytes, randomBytes } from '@noble/hashes/utils';
4
4
  import { WATERMARK_FUTURE_SKEW_MS } from '@pear-protocol/types';
5
+ import { keccak_256 } from '@noble/hashes/sha3';
5
6
  import { base64urlnopad } from '@scure/base';
6
7
 
7
8
  var __defProp = Object.defineProperty;
@@ -124,6 +125,7 @@ __name(compareValue, "compareValue");
124
125
  function computeEntryPriceForAsset(fills) {
125
126
  let entryPrice = ZERO;
126
127
  let positionSize = ZERO;
128
+ let unpriced = false;
127
129
  for (const fill of fills) {
128
130
  const price = new BigNumber7(fill.price);
129
131
  const quantity = new BigNumber7(fill.quantity);
@@ -133,11 +135,16 @@ function computeEntryPriceForAsset(fills) {
133
135
  const isFlip = !positionSize.isZero() && !newPositionSize.isZero() && newPositionSize.isPositive() !== positionSize.isPositive();
134
136
  if (positionSize.isZero() || isFlip) {
135
137
  entryPrice = price;
138
+ unpriced = price.isZero();
136
139
  } else if (isSameDirection) {
137
140
  entryPrice = entryPrice.times(positionSize.abs()).plus(price.times(quantity)).div(newPositionSize.abs());
141
+ unpriced = unpriced || price.isZero();
138
142
  }
139
143
  positionSize = newPositionSize;
140
144
  }
145
+ if (unpriced) {
146
+ return ZERO;
147
+ }
141
148
  return entryPrice;
142
149
  }
143
150
  __name(computeEntryPriceForAsset, "computeEntryPriceForAsset");
@@ -381,6 +388,9 @@ function computeAssetUnrealizedPnLs(exposureMap, priceMap, fills) {
381
388
  const currentPrice = new BigNumber7(priceString);
382
389
  const assetFills = fills.filter((fill) => fill.symbol === id);
383
390
  const entryPrice = computeEntryPriceForAsset(assetFills);
391
+ if (entryPrice.isZero()) {
392
+ continue;
393
+ }
384
394
  const upnl = signedQuantity.multipliedBy(currentPrice.minus(entryPrice));
385
395
  result.push({
386
396
  id,
@@ -865,6 +875,61 @@ function baseToContracts(base, contractSize) {
865
875
  }
866
876
  __name(baseToContracts, "baseToContracts");
867
877
 
878
+ // src/copy/equity-fraction.ts
879
+ function computeFilledEntrySizing(fills, equity) {
880
+ const notionals = /* @__PURE__ */ new Map();
881
+ let total = parse("0");
882
+ for (const fill of fills) {
883
+ const notional = parse(fill.usd);
884
+ notionals.set(fill.symbol, (notionals.get(fill.symbol) ?? parse("0")).plus(notional));
885
+ total = total.plus(notional);
886
+ }
887
+ const legNotionals = {};
888
+ for (const [symbol, notional] of notionals) {
889
+ legNotionals[symbol] = notional.toFixed();
890
+ }
891
+ return {
892
+ equityFraction: computeNotionalEquityFraction(total.toFixed(), equity),
893
+ legNotionals
894
+ };
895
+ }
896
+ __name(computeFilledEntrySizing, "computeFilledEntrySizing");
897
+ function computeEquityFraction(exposure, priceMap, equity) {
898
+ let notional = parse("0");
899
+ for (const [symbol, quantity] of Object.entries(exposure)) {
900
+ const price = priceMap[symbol];
901
+ if (price !== void 0) {
902
+ notional = notional.plus(parse(quantity).abs().multipliedBy(price));
903
+ }
904
+ }
905
+ return computeNotionalEquityFraction(notional.toFixed(), equity);
906
+ }
907
+ __name(computeEquityFraction, "computeEquityFraction");
908
+ function computeEntryEquityFraction(legs, priceMap, equity) {
909
+ let notional = parse("0");
910
+ for (const leg of legs) {
911
+ const amount = parse(leg.amount).abs();
912
+ switch (leg.mode) {
913
+ case "USD":
914
+ notional = notional.plus(amount);
915
+ break;
916
+ case "QUANTITY": {
917
+ const price = priceMap[leg.symbol];
918
+ if (price !== void 0) {
919
+ notional = notional.plus(amount.multipliedBy(price));
920
+ }
921
+ break;
922
+ }
923
+ }
924
+ }
925
+ return computeNotionalEquityFraction(notional.toFixed(), equity);
926
+ }
927
+ __name(computeEntryEquityFraction, "computeEntryEquityFraction");
928
+ function computeNotionalEquityFraction(notional, equity) {
929
+ return parse(notional).dividedBy(equity).toFixed();
930
+ }
931
+ __name(computeNotionalEquityFraction, "computeNotionalEquityFraction");
932
+
868
933
  // src/fills/group.ts
869
934
  function groupFillsByPosition(fills) {
870
935
  const byPosition = /* @__PURE__ */ new Map();
@@ -1268,6 +1333,7 @@ __name(proxyFetch, "proxyFetch");
1268
1333
 
1269
1334
  // src/sync/applicables/constants.ts
1270
1335
  var DUST = parse("0.00000001");
1336
+ var LATE_FILL_GRACE_MS = 5 * 6e4;
1271
1337
  var MISSED_HISTORY_FILL_PREFIX = "opening-synthetic-";
1272
1338
  var BASKET_RULES = [
1273
1339
  // V2 Basket Hyperliquid — legs of one Pear basket order share the order's cloid.
@@ -1303,12 +1369,14 @@ var Basket = class _Basket {
1303
1369
  __name(this, "Basket");
1304
1370
  }
1305
1371
  legs;
1306
- constructor(legs) {
1372
+ fills;
1373
+ constructor(legs, fills) {
1307
1374
  this.legs = legs;
1375
+ this.fills = fills;
1308
1376
  }
1309
1377
  /** Detect baskets from a fill stream, returned in ascending time order. */
1310
1378
  static detect(fills) {
1311
- return groupFillsIntoBaskets(fills).map((group) => new _Basket(combineFillsBySymbolAndSide(group)));
1379
+ return groupFillsIntoBaskets(fills).map((group) => new _Basket(combineFillsBySymbolAndSide(group), group));
1312
1380
  }
1313
1381
  /** Active long symbol set the matcher compares against open positions. */
1314
1382
  get longs() {
@@ -1515,189 +1583,6 @@ var Exposure = class _Exposure {
1515
1583
  }
1516
1584
  };
1517
1585
 
1518
- // src/sync/applicables/matching.ts
1519
- function matchPositions(args) {
1520
- const { tradeAccountId, orphanFills, pear } = args;
1521
- const book = WorkingBook.load({
1522
- tradeAccountId,
1523
- openPositions: pear.positions()
1524
- });
1525
- for (const basket of Basket.detect(orphanFills)) {
1526
- const exactCloseTarget = findExactCloseTarget(book.open(), basket.longs, basket.shorts);
1527
- const leftover = applyCloses({
1528
- legs: basket.legs,
1529
- book,
1530
- exactCloseTarget
1531
- });
1532
- if (leftover.length === 0) {
1533
- continue;
1534
- }
1535
- const target = resolveLeftoverTarget({
1536
- book,
1537
- leftover
1538
- });
1539
- applyLeftover(target, leftover);
1540
- }
1541
- return book.toMatched();
1542
- }
1543
- __name(matchPositions, "matchPositions");
1544
- var WorkingBook = class WorkingBook2 {
1545
- static {
1546
- __name(this, "WorkingBook");
1547
- }
1548
- tradeAccountId;
1549
- all = [];
1550
- openByKey = /* @__PURE__ */ new Map();
1551
- constructor(tradeAccountId) {
1552
- this.tradeAccountId = tradeAccountId;
1553
- }
1554
- /** Seed the book from existing open DB positions (they arrive pre-filtered by connector). */
1555
- static load(args) {
1556
- const { tradeAccountId, openPositions } = args;
1557
- const book = new WorkingBook2(tradeAccountId);
1558
- for (const p of openPositions) {
1559
- const position = {
1560
- // Trust the position's own stored key — never recompute it from exposure.
1561
- // A partial fill on the original order leaves exposure short of the
1562
- // symbols the key was hashed from, so a recomputed key would never match.
1563
- positionKey: p.positionKey,
1564
- exposure: Exposure.fromRecord(p.exposure),
1565
- parts: [],
1566
- closed: false,
1567
- existingOrigin: p.origin
1568
- };
1569
- book.all.push(position);
1570
- book.openByKey.set(position.positionKey, position);
1571
- }
1572
- return book;
1573
- }
1574
- /** Deterministic position key for a symbol set under this book's trade account. */
1575
- keyFor(symbols) {
1576
- return generateDeterministicPositionKey({
1577
- tradeAccountId: this.tradeAccountId,
1578
- symbols
1579
- });
1580
- }
1581
- /** Currently open working positions, in insertion order. */
1582
- open() {
1583
- return this.all.filter((position) => !position.closed);
1584
- }
1585
- /** Look up an open working position by its positionKey (for dedup on merge). */
1586
- findOpenByKey(key) {
1587
- return this.openByKey.get(key);
1588
- }
1589
- /** Register a fresh empty working position under `key` and return it. */
1590
- create(key) {
1591
- const position = {
1592
- positionKey: key,
1593
- exposure: Exposure.empty(),
1594
- parts: [],
1595
- closed: false
1596
- };
1597
- this.all.push(position);
1598
- this.openByKey.set(key, position);
1599
- return position;
1600
- }
1601
- /** Flip a position to closed once every leg is within DUST of zero. */
1602
- markClosedIfFlat(position) {
1603
- if (position.closed || !position.exposure.isFlat()) {
1604
- return;
1605
- }
1606
- position.exposure.snapToZero();
1607
- position.closed = true;
1608
- this.openByKey.delete(position.positionKey);
1609
- }
1610
- /** Working positions that received fills become MatchedPosition records; untouched ones are dropped. */
1611
- toMatched() {
1612
- return this.all.filter((position) => position.parts.length > 0).map((position) => ({
1613
- positionKey: position.positionKey,
1614
- parts: position.parts,
1615
- closed: position.closed,
1616
- exposure: position.exposure,
1617
- existingOrigin: position.existingOrigin
1618
- }));
1619
- }
1620
- };
1621
- function findExactCloseTarget(openList, basketLongs, basketShorts) {
1622
- return openList.find((position) => {
1623
- const { longs, shorts } = position.exposure.activeLegs();
1624
- return setEq(longs, basketShorts) && setEq(shorts, basketLongs);
1625
- });
1626
- }
1627
- __name(findExactCloseTarget, "findExactCloseTarget");
1628
- var setEq = /* @__PURE__ */ __name((a, b) => a.size === b.size && [
1629
- ...a
1630
- ].every((x) => b.has(x)), "setEq");
1631
- function applyCloses(args) {
1632
- const { legs, book, exactCloseTarget } = args;
1633
- const openList = book.open();
1634
- const leftover = [];
1635
- for (const leg of legs) {
1636
- let remaining = leg.totalSize;
1637
- const closeTargetIsLong = sideSign(leg.side) === -1;
1638
- const holders = openList.filter((position) => {
1639
- const qty = position.exposure.get(leg.symbol);
1640
- if (qty.isZero()) {
1641
- return false;
1642
- }
1643
- return closeTargetIsLong ? qty.isPositive() : qty.isNegative();
1644
- });
1645
- if (exactCloseTarget) {
1646
- holders.sort((a, b) => a === exactCloseTarget ? -1 : b === exactCloseTarget ? 1 : 0);
1647
- }
1648
- for (const position of holders) {
1649
- if (isLessThanOrEqual(remaining, ZERO)) {
1650
- break;
1651
- }
1652
- const have = position.exposure.get(leg.symbol).abs();
1653
- const reduce = min(have, remaining);
1654
- position.parts.push(...leg.take(reduce));
1655
- position.exposure.addDelta(leg.symbol, signedBySide(reduce, leg.side));
1656
- remaining = remaining.minus(reduce);
1657
- book.markClosedIfFlat(position);
1658
- }
1659
- if (isGreaterThanOrEqual(remaining, DUST)) {
1660
- leftover.push({
1661
- side: leg.side,
1662
- qty: remaining,
1663
- leg
1664
- });
1665
- }
1666
- }
1667
- return leftover;
1668
- }
1669
- __name(applyCloses, "applyCloses");
1670
- function resolveLeftoverTarget(args) {
1671
- const { book, leftover } = args;
1672
- const leftoverLongs = new Set(leftover.filter((entry) => entry.side === "BUY").map((entry) => entry.leg.symbol));
1673
- const leftoverShorts = new Set(leftover.filter((entry) => entry.side === "SELL").map((entry) => entry.leg.symbol));
1674
- const target = book.open().find((position) => {
1675
- const { longs, shorts } = position.exposure.activeLegs();
1676
- const sameActiveShape = setEq(leftoverLongs, longs) && setEq(leftoverShorts, shorts);
1677
- const noDormantLegs = position.exposure.symbols().length === longs.size + shorts.size;
1678
- return sameActiveShape && noDormantLegs;
1679
- });
1680
- if (target) {
1681
- return target;
1682
- }
1683
- const symbols = [
1684
- .../* @__PURE__ */ new Set([
1685
- ...leftoverLongs,
1686
- ...leftoverShorts
1687
- ])
1688
- ];
1689
- const positionKey = book.keyFor(symbols);
1690
- return book.findOpenByKey(positionKey) ?? book.create(positionKey);
1691
- }
1692
- __name(resolveLeftoverTarget, "resolveLeftoverTarget");
1693
- function applyLeftover(target, leftover) {
1694
- for (const entry of leftover) {
1695
- target.parts.push(...entry.leg.take(entry.qty));
1696
- target.exposure.addSigned(entry.leg.symbol, entry.qty.toFixed(), entry.side);
1697
- }
1698
- }
1699
- __name(applyLeftover, "applyLeftover");
1700
-
1701
1586
  // src/sync/applicables/synthetics.ts
1702
1587
  function isMissedHistoryFill(fill) {
1703
1588
  return fill.exchangeFillId.startsWith(MISSED_HISTORY_FILL_PREFIX);
@@ -1892,7 +1777,8 @@ function assignSyntheticsToPositions(args) {
1892
1777
  const positionKey = existing ? existing.positionKey : keyOf([
1893
1778
  symbol
1894
1779
  ]);
1895
- target = positions.find((pos) => pos.positionKey === positionKey) ?? created.find((pos) => pos.positionKey === positionKey);
1780
+ const isKeyTarget = /* @__PURE__ */ __name((pos) => pos.positionKey === positionKey && (!existing || pos.existingOrigin !== void 0), "isKeyTarget");
1781
+ target = positions.find(isKeyTarget) ?? created.find(isKeyTarget);
1896
1782
  if (!target) {
1897
1783
  target = existing ? (
1898
1784
  // seed its exposure and origin so folding the synthetic yields the true
@@ -1969,6 +1855,223 @@ function findGapToTarget(args) {
1969
1855
  }
1970
1856
  __name(findGapToTarget, "findGapToTarget");
1971
1857
 
1858
+ // src/sync/applicables/matching.ts
1859
+ function matchPositions(args) {
1860
+ const { tradeAccountId, orphanFills, pear } = args;
1861
+ const book = WorkingBook.load({
1862
+ tradeAccountId,
1863
+ openPositions: pear.positions()
1864
+ });
1865
+ for (const basket of Basket.detect(orphanFills)) {
1866
+ const at = basketTime(basket);
1867
+ book.foldIntoLive(at);
1868
+ const exactCloseTarget = findExactCloseTarget(book.live(at), basket.longs, basket.shorts);
1869
+ const leftover = applyCloses({
1870
+ legs: basket.legs,
1871
+ book,
1872
+ exactCloseTarget,
1873
+ at
1874
+ });
1875
+ if (leftover.length === 0) {
1876
+ continue;
1877
+ }
1878
+ const target = resolveLeftoverTarget({
1879
+ book,
1880
+ leftover,
1881
+ at
1882
+ });
1883
+ applyLeftover(target, leftover);
1884
+ }
1885
+ book.foldIntoLive(Number.POSITIVE_INFINITY);
1886
+ return book.toMatched();
1887
+ }
1888
+ __name(matchPositions, "matchPositions");
1889
+ function basketTime(basket) {
1890
+ const realTimestamps = basket.fills.filter((fill) => !isMissedHistoryFill(fill)).map((fill) => fill.timestamp);
1891
+ if (realTimestamps.length === 0) {
1892
+ return Number.POSITIVE_INFINITY;
1893
+ }
1894
+ return Math.min(...realTimestamps);
1895
+ }
1896
+ __name(basketTime, "basketTime");
1897
+ var WorkingBook = class WorkingBook2 {
1898
+ static {
1899
+ __name(this, "WorkingBook");
1900
+ }
1901
+ tradeAccountId;
1902
+ all = [];
1903
+ constructor(tradeAccountId) {
1904
+ this.tradeAccountId = tradeAccountId;
1905
+ }
1906
+ /** Seed the book from existing open DB positions (they arrive pre-filtered by connector). */
1907
+ static load(args) {
1908
+ const { tradeAccountId, openPositions } = args;
1909
+ const book = new WorkingBook2(tradeAccountId);
1910
+ for (const p of openPositions) {
1911
+ const position = {
1912
+ // Trust the position's own stored key — never recompute it from exposure.
1913
+ // A partial fill on the original order leaves exposure short of the
1914
+ // symbols the key was hashed from, so a recomputed key would never match.
1915
+ positionKey: p.positionKey,
1916
+ exposure: Exposure.fromRecord(p.exposure),
1917
+ parts: [],
1918
+ closed: false,
1919
+ existingOrigin: p.origin,
1920
+ // A seeded position takes fills from its creation, less the late-arrival grace.
1921
+ liveFrom: Date.parse(p.createdAt) - LATE_FILL_GRACE_MS
1922
+ };
1923
+ book.all.push(position);
1924
+ }
1925
+ return book;
1926
+ }
1927
+ /** Deterministic position key for a symbol set under this book's trade account. */
1928
+ keyFor(symbols) {
1929
+ return generateDeterministicPositionKey({
1930
+ tradeAccountId: this.tradeAccountId,
1931
+ symbols
1932
+ });
1933
+ }
1934
+ /** Working positions open and already existing at basket time `at`, in insertion order. */
1935
+ live(at) {
1936
+ return this.all.filter((position) => !position.closed && position.liveFrom <= at);
1937
+ }
1938
+ /** Look up a position open and existing at `at` by its positionKey (for dedup on merge). */
1939
+ findLiveByKey(key, at) {
1940
+ return this.live(at).find((position) => position.positionKey === key);
1941
+ }
1942
+ /**
1943
+ * Fold every open position opened mid-replay into the open seeded position sharing its
1944
+ * key once that seeded position is live at `at`. The earlier open was still holding
1945
+ * exposure when the seeded position was created, and the server keeps at most one open
1946
+ * row per key. Ownership is ambiguous here — exposure and timestamps cannot prove the
1947
+ * seeded position traded on top of that history — so the fold conservatively keeps
1948
+ * the attribution the matcher gave before #1067.
1949
+ */
1950
+ foldIntoLive(at) {
1951
+ for (const seeded of this.live(at).filter((position) => position.existingOrigin !== void 0)) {
1952
+ const earlier = this.all.filter((position) => position.existingOrigin === void 0 && !position.closed && position.positionKey === seeded.positionKey);
1953
+ for (const position of earlier) {
1954
+ seeded.parts.push(...position.parts);
1955
+ for (const symbol of position.exposure.symbols()) {
1956
+ seeded.exposure.addDelta(symbol, position.exposure.get(symbol));
1957
+ }
1958
+ this.all = this.all.filter((candidate) => candidate !== position);
1959
+ }
1960
+ this.markClosedIfFlat(seeded);
1961
+ }
1962
+ }
1963
+ /** Register a fresh empty working position under `key` and return it. */
1964
+ create(key) {
1965
+ const position = {
1966
+ positionKey: key,
1967
+ exposure: Exposure.empty(),
1968
+ parts: [],
1969
+ closed: false,
1970
+ // Opened by this replay's own fills, so it takes fills from the start.
1971
+ liveFrom: Number.NEGATIVE_INFINITY
1972
+ };
1973
+ this.all.push(position);
1974
+ return position;
1975
+ }
1976
+ /** Flip a position to closed once every leg is within DUST of zero. */
1977
+ markClosedIfFlat(position) {
1978
+ if (position.closed || !position.exposure.isFlat()) {
1979
+ return;
1980
+ }
1981
+ position.exposure.snapToZero();
1982
+ position.closed = true;
1983
+ }
1984
+ /** Working positions that received fills become MatchedPosition records; untouched ones are dropped. */
1985
+ toMatched() {
1986
+ return this.all.filter((position) => position.parts.length > 0).map((position) => ({
1987
+ positionKey: position.positionKey,
1988
+ parts: position.parts,
1989
+ closed: position.closed,
1990
+ exposure: position.exposure,
1991
+ existingOrigin: position.existingOrigin
1992
+ }));
1993
+ }
1994
+ };
1995
+ function findExactCloseTarget(openList, basketLongs, basketShorts) {
1996
+ return openList.find((position) => {
1997
+ const { longs, shorts } = position.exposure.activeLegs();
1998
+ return setEq(longs, basketShorts) && setEq(shorts, basketLongs);
1999
+ });
2000
+ }
2001
+ __name(findExactCloseTarget, "findExactCloseTarget");
2002
+ var setEq = /* @__PURE__ */ __name((a, b) => a.size === b.size && [
2003
+ ...a
2004
+ ].every((x) => b.has(x)), "setEq");
2005
+ function applyCloses(args) {
2006
+ const { legs, book, exactCloseTarget, at } = args;
2007
+ const openList = book.live(at);
2008
+ const leftover = [];
2009
+ for (const leg of legs) {
2010
+ let remaining = leg.totalSize;
2011
+ const closeTargetIsLong = sideSign(leg.side) === -1;
2012
+ const holders = openList.filter((position) => {
2013
+ const qty = position.exposure.get(leg.symbol);
2014
+ if (qty.isZero()) {
2015
+ return false;
2016
+ }
2017
+ return closeTargetIsLong ? qty.isPositive() : qty.isNegative();
2018
+ });
2019
+ if (exactCloseTarget) {
2020
+ holders.sort((a, b) => a === exactCloseTarget ? -1 : b === exactCloseTarget ? 1 : 0);
2021
+ }
2022
+ for (const position of holders) {
2023
+ if (isLessThanOrEqual(remaining, ZERO)) {
2024
+ break;
2025
+ }
2026
+ const have = position.exposure.get(leg.symbol).abs();
2027
+ const reduce = min(have, remaining);
2028
+ position.parts.push(...leg.take(reduce));
2029
+ position.exposure.addDelta(leg.symbol, signedBySide(reduce, leg.side));
2030
+ remaining = remaining.minus(reduce);
2031
+ book.markClosedIfFlat(position);
2032
+ }
2033
+ if (isGreaterThanOrEqual(remaining, DUST)) {
2034
+ leftover.push({
2035
+ side: leg.side,
2036
+ qty: remaining,
2037
+ leg
2038
+ });
2039
+ }
2040
+ }
2041
+ return leftover;
2042
+ }
2043
+ __name(applyCloses, "applyCloses");
2044
+ function resolveLeftoverTarget(args) {
2045
+ const { book, leftover, at } = args;
2046
+ const leftoverLongs = new Set(leftover.filter((entry) => entry.side === "BUY").map((entry) => entry.leg.symbol));
2047
+ const leftoverShorts = new Set(leftover.filter((entry) => entry.side === "SELL").map((entry) => entry.leg.symbol));
2048
+ const target = book.live(at).find((position) => {
2049
+ const { longs, shorts } = position.exposure.activeLegs();
2050
+ const sameActiveShape = setEq(leftoverLongs, longs) && setEq(leftoverShorts, shorts);
2051
+ const noDormantLegs = position.exposure.symbols().length === longs.size + shorts.size;
2052
+ return sameActiveShape && noDormantLegs;
2053
+ });
2054
+ if (target) {
2055
+ return target;
2056
+ }
2057
+ const symbols = [
2058
+ .../* @__PURE__ */ new Set([
2059
+ ...leftoverLongs,
2060
+ ...leftoverShorts
2061
+ ])
2062
+ ];
2063
+ const positionKey = book.keyFor(symbols);
2064
+ return book.findLiveByKey(positionKey, at) ?? book.create(positionKey);
2065
+ }
2066
+ __name(resolveLeftoverTarget, "resolveLeftoverTarget");
2067
+ function applyLeftover(target, leftover) {
2068
+ for (const entry of leftover) {
2069
+ target.parts.push(...entry.leg.take(entry.qty));
2070
+ target.exposure.addSigned(entry.leg.symbol, entry.qty.toFixed(), entry.side);
2071
+ }
2072
+ }
2073
+ __name(applyLeftover, "applyLeftover");
2074
+
1972
2075
  // src/sync/applicables/fills.ts
1973
2076
  function assignPartIds(positions) {
1974
2077
  const bySource = /* @__PURE__ */ new Map();
@@ -2007,7 +2110,7 @@ function assignPartIds(positions) {
2007
2110
  };
2008
2111
  }
2009
2112
  __name(assignPartIds, "assignPartIds");
2010
- function partToApplicableFill(part, id, connector) {
2113
+ function partToApplicableFill(part, id, connector, liquidationOutcome) {
2011
2114
  const fill = part.source;
2012
2115
  const base = {
2013
2116
  exchangeFillId: id.exchangeFillId,
@@ -2040,7 +2143,10 @@ function partToApplicableFill(part, id, connector) {
2040
2143
  isExternal: !fromPear,
2041
2144
  tradeFee: feeShareForPart(fill.tradeFee, part.quantity, fill.quantity),
2042
2145
  builderFee: feeShareForPart(fill.builderFee, part.quantity, fill.quantity),
2043
- liquidation: fill.liquidation,
2146
+ liquidation: fill.liquidation ? {
2147
+ mark: fill.liquidation.mark,
2148
+ outcome: liquidationOutcome ?? void 0
2149
+ } : null,
2044
2150
  ...id.original ? {
2045
2151
  original: id.original
2046
2152
  } : {}
@@ -2074,7 +2180,7 @@ function assembleApplicables(args) {
2074
2180
  }
2075
2181
  __name(assembleApplicables, "assembleApplicables");
2076
2182
  function assembleOneApplicable(pos, connector, partIdFor, assignedSynthetics, now) {
2077
- const realFills = pos.parts.map((part) => partToApplicableFill(part, partIdFor(part), connector)).sort((a, b) => a.timestamp - b.timestamp);
2183
+ const { realFills, closedReason } = finalizeRealFills(pos, connector, partIdFor);
2078
2184
  const syntheticFills = assignedSynthetics.map((synthetic) => buildSyntheticFill({
2079
2185
  positionKey: pos.positionKey,
2080
2186
  connector,
@@ -2098,13 +2204,38 @@ function assembleOneApplicable(pos, connector, partIdFor, assignedSynthetics, no
2098
2204
  origin,
2099
2205
  status,
2100
2206
  ...closed ? {
2101
- closedReason: "NETTED"
2207
+ closedReason
2102
2208
  } : {},
2103
2209
  fills,
2104
2210
  metadata: buildMetadata(new Set(exposure.symbols()), realFills)
2105
2211
  };
2106
2212
  }
2107
2213
  __name(assembleOneApplicable, "assembleOneApplicable");
2214
+ function finalizeRealFills(position, connector, partIdFor) {
2215
+ const newestFirst = [
2216
+ ...position.parts
2217
+ ].sort((a, b) => a.source.timestamp - b.source.timestamp).reverse();
2218
+ const exposure = position.exposure.clone();
2219
+ const realFills = [];
2220
+ let closedReason = "NETTED";
2221
+ for (const [index, part] of newestFirst.entries()) {
2222
+ const after = exposure.get(part.source.symbol);
2223
+ const flatAfter = exposure.isFlat();
2224
+ exposure.addDelta(part.source.symbol, negate(signedBySide(part.quantity, part.source.side)));
2225
+ const reducesLeg = isGreaterThan(exposure.get(part.source.symbol).abs(), after.abs());
2226
+ const liquidationOutcome = part.source.liquidation && reducesLeg ? flatAfter ? "CLOSED" : "REDUCED" : null;
2227
+ if (index === 0 && position.closed && liquidationOutcome === "CLOSED") {
2228
+ closedReason = "LIQUIDATED";
2229
+ }
2230
+ realFills.push(partToApplicableFill(part, partIdFor(part), connector, liquidationOutcome));
2231
+ }
2232
+ realFills.reverse();
2233
+ return {
2234
+ realFills,
2235
+ closedReason
2236
+ };
2237
+ }
2238
+ __name(finalizeRealFills, "finalizeRealFills");
2108
2239
  function finalExposure(pos, synthetics) {
2109
2240
  const exposure = pos.exposure.clone();
2110
2241
  for (const synthetic of synthetics) {
@@ -2355,8 +2486,7 @@ __name(isStrictTimestampBoundary, "isStrictTimestampBoundary");
2355
2486
  async function computeSyncPayload(args) {
2356
2487
  const { tradeAccountId, connector, openPositions, entryBySymbol, provisionalFills, confirmedExchangeFillIds, externalFills, exchangePositions, neverSynced } = args;
2357
2488
  const fillsToProcess = _prepareExternalFills(externalFills, confirmedExchangeFillIds);
2358
- const { reconcilables, confirmables: confirmableFills, orphans } = _segregateExternalFills(provisionalFills, fillsToProcess);
2359
- const confirmablesByPosition = groupConfirmablesByPosition(confirmableFills);
2489
+ const orphans = _excludeClaimedFills(provisionalFills, fillsToProcess);
2360
2490
  const { keptOrphans, firstSyncTrim } = applyFirstSyncCutoff({
2361
2491
  neverSynced,
2362
2492
  fillsToProcess,
@@ -2373,13 +2503,11 @@ async function computeSyncPayload(args) {
2373
2503
  exchangePositions
2374
2504
  });
2375
2505
  const mustPostFirstSyncCheckpoint = neverSynced;
2376
- if (!mustPostFirstSyncCheckpoint && isEmptyCycle(reconcilables, confirmablesByPosition, applicables)) {
2506
+ if (!mustPostFirstSyncCheckpoint && applicables.length === 0) {
2377
2507
  return null;
2378
2508
  }
2379
2509
  const externalMaxTs = latestFillTimestamp(fillsToProcess);
2380
2510
  return {
2381
- reconcilables: Object.keys(reconcilables).length > 0 ? reconcilables : null,
2382
- confirmables: Object.keys(confirmablesByPosition).length > 0 ? confirmablesByPosition : null,
2383
2511
  applicables,
2384
2512
  exchangePositions,
2385
2513
  meta: {
@@ -2421,77 +2549,20 @@ function _prepareExternalFills(externalFills, confirmedExchangeFillIdsInput) {
2421
2549
  return Array.from(dedupedByExchangeFillId.values()).sort((a, b) => a.timestamp - b.timestamp);
2422
2550
  }
2423
2551
  __name(_prepareExternalFills, "_prepareExternalFills");
2424
- function _segregateExternalFills(provisionalFills, externalFills) {
2425
- const provisionalFillsMap = /* @__PURE__ */ new Map();
2552
+ function _excludeClaimedFills(provisionalFills, externalFills) {
2553
+ const ownedCloids = /* @__PURE__ */ new Set();
2426
2554
  for (const fill of provisionalFills) {
2427
2555
  const cloid = _normalizeCloid(fill.cloid);
2428
- if (!cloid) {
2429
- continue;
2556
+ if (cloid) {
2557
+ ownedCloids.add(cloid);
2430
2558
  }
2431
- provisionalFillsMap.set(cloid, fill);
2432
2559
  }
2433
- const orphans = [];
2434
- const fillsByCloid = /* @__PURE__ */ new Map();
2435
- for (const fill of externalFills) {
2560
+ return externalFills.filter((fill) => {
2436
2561
  const cloid = _normalizeCloid(fill.cloid);
2437
- if (!cloid) {
2438
- orphans.push(fill);
2439
- } else {
2440
- fillsByCloid.set(cloid, [
2441
- ...fillsByCloid.get(cloid) || [],
2442
- fill
2443
- ]);
2444
- }
2445
- }
2446
- const reconcilables = {};
2447
- const confirmableFills = [];
2448
- for (const [cloid, fills] of fillsByCloid.entries()) {
2449
- if (fills.length > 1) {
2450
- const provisional = provisionalFillsMap.get(cloid);
2451
- if (provisional) {
2452
- const [first, second, ...rest] = fills;
2453
- if (!first || !second) {
2454
- throw new Error("Corrupted state: sibling group must contain at least 2 fills for reconcile");
2455
- }
2456
- reconcilables[cloid] = [
2457
- {
2458
- ...first,
2459
- cloid
2460
- },
2461
- {
2462
- ...second,
2463
- cloid
2464
- },
2465
- ...rest.map((fill) => ({
2466
- ...fill,
2467
- cloid
2468
- }))
2469
- ];
2470
- } else {
2471
- orphans.push(...fills);
2472
- }
2473
- } else {
2474
- const fill = fills[0];
2475
- const provisional = provisionalFillsMap.get(cloid);
2476
- if (provisional) {
2477
- confirmableFills.push({
2478
- ...fill,
2479
- type: "confirm",
2480
- cloid,
2481
- positionId: provisional.positionId
2482
- });
2483
- } else {
2484
- orphans.push(fill);
2485
- }
2486
- }
2487
- }
2488
- return {
2489
- reconcilables,
2490
- confirmables: confirmableFills,
2491
- orphans
2492
- };
2562
+ return cloid === void 0 || !ownedCloids.has(cloid);
2563
+ });
2493
2564
  }
2494
- __name(_segregateExternalFills, "_segregateExternalFills");
2565
+ __name(_excludeClaimedFills, "_excludeClaimedFills");
2495
2566
  function _normalizeCloid(cloid) {
2496
2567
  const value = cloid?.trim();
2497
2568
  if (!value) {
@@ -2525,16 +2596,6 @@ function _isValidExternalTimestamp(timestamp) {
2525
2596
  return timestamp <= Date.now() + WATERMARK_FUTURE_SKEW_MS;
2526
2597
  }
2527
2598
  __name(_isValidExternalTimestamp, "_isValidExternalTimestamp");
2528
- function groupConfirmablesByPosition(confirmableFills) {
2529
- return confirmableFills.reduce((acc, fill) => {
2530
- acc[fill.positionId] = [
2531
- ...acc[fill.positionId] || [],
2532
- fill
2533
- ];
2534
- return acc;
2535
- }, {});
2536
- }
2537
- __name(groupConfirmablesByPosition, "groupConfirmablesByPosition");
2538
2599
  function latestFillTimestamp(fills) {
2539
2600
  const last = fills[fills.length - 1];
2540
2601
  if (!last) {
@@ -2585,10 +2646,6 @@ function applyFirstSyncCutoff(args) {
2585
2646
  };
2586
2647
  }
2587
2648
  __name(applyFirstSyncCutoff, "applyFirstSyncCutoff");
2588
- function isEmptyCycle(reconcilables, confirmablesByPosition, applicables) {
2589
- return Object.keys(reconcilables).length === 0 && Object.keys(confirmablesByPosition).length === 0 && applicables.length === 0;
2590
- }
2591
- __name(isEmptyCycle, "isEmptyCycle");
2592
2649
 
2593
2650
  // src/validate-leverage.ts
2594
2651
  function validateLeverage(leverage, instrument) {
@@ -2629,6 +2686,246 @@ function validateQuantity(quantity, price, precision) {
2629
2686
  return true;
2630
2687
  }
2631
2688
  __name(validateQuantity, "validateQuantity");
2689
+ var VAULT_ACTION_DOMAIN = {
2690
+ name: "PearVaultService",
2691
+ version: "1",
2692
+ chainId: 999
2693
+ };
2694
+ var VAULT_ACTION_TYPES = {
2695
+ "withdraw-to-evm": {
2696
+ WithdrawToEvm: [
2697
+ {
2698
+ name: "vault",
2699
+ type: "address"
2700
+ },
2701
+ {
2702
+ name: "amount",
2703
+ type: "string"
2704
+ },
2705
+ {
2706
+ name: "token",
2707
+ type: "string"
2708
+ },
2709
+ {
2710
+ name: "nonce",
2711
+ type: "string"
2712
+ },
2713
+ {
2714
+ name: "deadline",
2715
+ type: "uint256"
2716
+ }
2717
+ ]
2718
+ },
2719
+ "set-trader": {
2720
+ SetTrader: [
2721
+ {
2722
+ name: "vault",
2723
+ type: "address"
2724
+ },
2725
+ {
2726
+ name: "trader",
2727
+ type: "address"
2728
+ },
2729
+ {
2730
+ name: "nonce",
2731
+ type: "string"
2732
+ },
2733
+ {
2734
+ name: "deadline",
2735
+ type: "uint256"
2736
+ }
2737
+ ]
2738
+ },
2739
+ "agent-approve": {
2740
+ AgentApprove: [
2741
+ {
2742
+ name: "vault",
2743
+ type: "address"
2744
+ },
2745
+ {
2746
+ name: "nonce",
2747
+ type: "string"
2748
+ },
2749
+ {
2750
+ name: "deadline",
2751
+ type: "uint256"
2752
+ }
2753
+ ]
2754
+ },
2755
+ "set-unified-account": {
2756
+ SetUnifiedAccount: [
2757
+ {
2758
+ name: "vault",
2759
+ type: "address"
2760
+ },
2761
+ {
2762
+ name: "nonce",
2763
+ type: "string"
2764
+ },
2765
+ {
2766
+ name: "deadline",
2767
+ type: "uint256"
2768
+ }
2769
+ ]
2770
+ },
2771
+ "update-metadata": {
2772
+ UpdateVaultMetadata: [
2773
+ {
2774
+ name: "vault",
2775
+ type: "address"
2776
+ },
2777
+ {
2778
+ name: "name",
2779
+ type: "string"
2780
+ },
2781
+ {
2782
+ name: "about",
2783
+ type: "string"
2784
+ },
2785
+ {
2786
+ name: "imageUri",
2787
+ type: "string"
2788
+ },
2789
+ {
2790
+ name: "nonce",
2791
+ type: "string"
2792
+ },
2793
+ {
2794
+ name: "deadline",
2795
+ type: "uint256"
2796
+ }
2797
+ ]
2798
+ }
2799
+ };
2800
+ var CREATE_VAULT_TYPES = {
2801
+ CreateVault: [
2802
+ {
2803
+ name: "leader",
2804
+ type: "address"
2805
+ },
2806
+ {
2807
+ name: "name",
2808
+ type: "string"
2809
+ },
2810
+ {
2811
+ name: "description",
2812
+ type: "string"
2813
+ },
2814
+ {
2815
+ name: "imageUri",
2816
+ type: "string"
2817
+ },
2818
+ {
2819
+ name: "configId",
2820
+ type: "uint256"
2821
+ },
2822
+ {
2823
+ name: "maxWithdrawalPeriodDays",
2824
+ type: "uint256"
2825
+ },
2826
+ {
2827
+ name: "nonce",
2828
+ type: "string"
2829
+ },
2830
+ {
2831
+ name: "deadline",
2832
+ type: "uint256"
2833
+ }
2834
+ ]
2835
+ };
2836
+ function buildLeaderActionTypedData(action, vaultAddress, body) {
2837
+ const vault = checksumAddress(vaultAddress);
2838
+ const nonce = String(body.nonce ?? "");
2839
+ const deadline = BigInt(body.deadline ?? 0);
2840
+ switch (action) {
2841
+ case "withdraw-to-evm":
2842
+ return {
2843
+ types: VAULT_ACTION_TYPES[action],
2844
+ primaryType: "WithdrawToEvm",
2845
+ message: {
2846
+ vault,
2847
+ amount: String(body.amount ?? ""),
2848
+ token: String(body.tokenId ?? "0"),
2849
+ nonce,
2850
+ deadline
2851
+ }
2852
+ };
2853
+ case "set-trader":
2854
+ return {
2855
+ types: VAULT_ACTION_TYPES[action],
2856
+ primaryType: "SetTrader",
2857
+ message: {
2858
+ vault,
2859
+ trader: checksumAddress(String(body.traderAddress ?? "")),
2860
+ nonce,
2861
+ deadline
2862
+ }
2863
+ };
2864
+ case "agent-approve":
2865
+ return {
2866
+ types: VAULT_ACTION_TYPES[action],
2867
+ primaryType: "AgentApprove",
2868
+ message: {
2869
+ vault,
2870
+ nonce,
2871
+ deadline
2872
+ }
2873
+ };
2874
+ case "set-unified-account":
2875
+ return {
2876
+ types: VAULT_ACTION_TYPES[action],
2877
+ primaryType: "SetUnifiedAccount",
2878
+ message: {
2879
+ vault,
2880
+ nonce,
2881
+ deadline
2882
+ }
2883
+ };
2884
+ case "update-metadata":
2885
+ return {
2886
+ types: VAULT_ACTION_TYPES[action],
2887
+ primaryType: "UpdateVaultMetadata",
2888
+ message: {
2889
+ vault,
2890
+ name: String(body.name ?? ""),
2891
+ about: String(body.about ?? ""),
2892
+ imageUri: String(body.imageUri ?? ""),
2893
+ nonce,
2894
+ deadline
2895
+ }
2896
+ };
2897
+ }
2898
+ }
2899
+ __name(buildLeaderActionTypedData, "buildLeaderActionTypedData");
2900
+ function buildCreateVaultMessage(body) {
2901
+ return {
2902
+ leader: checksumAddress(String(body.leader ?? "")),
2903
+ name: String(body.name ?? ""),
2904
+ description: String(body.description ?? ""),
2905
+ imageUri: String(body.imageUri ?? ""),
2906
+ configId: BigInt(String(body.configId ?? 0)),
2907
+ maxWithdrawalPeriodDays: BigInt(String(body.maxWithdrawalPeriodDays ?? 0)),
2908
+ nonce: String(body.nonce ?? ""),
2909
+ deadline: BigInt(body.deadline ?? 0)
2910
+ };
2911
+ }
2912
+ __name(buildCreateVaultMessage, "buildCreateVaultMessage");
2913
+ function checksumAddress(address) {
2914
+ if (!/^0x[0-9a-fA-F]{40}$/.test(address)) {
2915
+ throw new Error(`invalid address: ${address}`);
2916
+ }
2917
+ const lower = address.slice(2).toLowerCase();
2918
+ const hash = keccak_256(utf8ToBytes(lower));
2919
+ let out = "";
2920
+ for (const [index, byte] of hash.subarray(0, 20).entries()) {
2921
+ const high = lower.charAt(index * 2);
2922
+ const low = lower.charAt(index * 2 + 1);
2923
+ out += byte >> 4 >= 8 ? high.toUpperCase() : high;
2924
+ out += (byte & 15) >= 8 ? low.toUpperCase() : low;
2925
+ }
2926
+ return `0x${out}`;
2927
+ }
2928
+ __name(checksumAddress, "checksumAddress");
2632
2929
  var STORAGE_PREFIX = "pear.x-handoff.";
2633
2930
  function startXHandoff(storage) {
2634
2931
  const handoffId = base64urlnopad.encode(randomBytes(16));
@@ -2700,4 +2997,4 @@ function takeVerifier(handoffId, storage) {
2700
2997
  }
2701
2998
  __name(takeVerifier, "takeVerifier");
2702
2999
 
2703
- export { BIPS, ZERO, abs, add, aggregateRealizedPositionState, baseToContracts, buildApplicables, compareValue, computeAssetEntryNotional, computeAssetGrossRealizedPnL, computeAssetRealizedPnLs, computeAssetUndeterminedSizes, computeAssetUnrealizedPnL, computeAssetUnrealizedPnLs, computeBasketWeightedRatioV1, computeDeployedCapital, computeDeployedCapitalState, computeEntryPriceForAsset, computeFillTransitions, computeMaxBasketSize, computeMultiQuoteBasketSize, computePositionEntryPrices, computeRealizedPnlBySymbol, computeRealizedPnlFromFills, computeRealizedPositionState, computeSyncPayload, computeUnrealizedPositionState, computeUnrealizedPositionStateFromEntryPrices, configureProxy, contractsToBase, countDecimals, deriveBasketKey, divide, exponentiate, finishXHandoff, generateDeterministicPositionKey, groupFillsByAsset, groupFillsByPosition, isEqualTo, isFiniteDecimal, isGreaterThan, isGreaterThanOrEqual, isLessThan, isLessThanOrEqual, isNegative, isPositive, isZero, min, multiply, negate, parse, precisePrice, preciseQuantity, proxyFetch, sideSign, sign, signed, signedBySide, sizeBasket, sizeBasketByLeverageMode, sizeBasketPerAssetLeverage, startXHandoff, stripXReturn, subtract, sumAttributedFunding, toDecimalString, validateLeverage, validateQuantity, walkPositionLedger, walkPositionTransitions };
3000
+ export { BIPS, CREATE_VAULT_TYPES, VAULT_ACTION_DOMAIN, VAULT_ACTION_TYPES, ZERO, abs, add, aggregateRealizedPositionState, baseToContracts, buildApplicables, buildCreateVaultMessage, buildLeaderActionTypedData, compareValue, computeAssetEntryNotional, computeAssetGrossRealizedPnL, computeAssetRealizedPnLs, computeAssetUndeterminedSizes, computeAssetUnrealizedPnL, computeAssetUnrealizedPnLs, computeBasketWeightedRatioV1, computeDeployedCapital, computeDeployedCapitalState, computeEntryEquityFraction, computeEntryPriceForAsset, computeEquityFraction, computeFillTransitions, computeFilledEntrySizing, computeMaxBasketSize, computeMultiQuoteBasketSize, computeNotionalEquityFraction, computePositionEntryPrices, computeRealizedPnlBySymbol, computeRealizedPnlFromFills, computeRealizedPositionState, computeSyncPayload, computeUnrealizedPositionState, computeUnrealizedPositionStateFromEntryPrices, configureProxy, contractsToBase, countDecimals, deriveBasketKey, divide, exponentiate, finishXHandoff, generateDeterministicPositionKey, groupFillsByAsset, groupFillsByPosition, isEqualTo, isFiniteDecimal, isGreaterThan, isGreaterThanOrEqual, isLessThan, isLessThanOrEqual, isNegative, isPositive, isZero, min, multiply, negate, parse, precisePrice, preciseQuantity, proxyFetch, sideSign, sign, signed, signedBySide, sizeBasket, sizeBasketByLeverageMode, sizeBasketPerAssetLeverage, startXHandoff, stripXReturn, subtract, sumAttributedFunding, toDecimalString, validateLeverage, validateQuantity, walkPositionLedger, walkPositionTransitions };
@@ -11,8 +11,8 @@ type PositionKeyInput = {
11
11
  * exactly what the active-position unique index relies on and what makes the
12
12
  * apply UPSERT find-or-create the single correct target.
13
13
  *
14
- * PHASE-1 LEG ID WARNING: `symbols` must be instrument ids
15
- * (`leg.id ?? leg.symbol`, or exposure keys). A phase-3 ticker here re-hashes and orphans every position.
14
+ * SYMBOL-MIGRATION id-forever: `symbols` must be instrument ids
15
+ * (`leg.id ?? leg.symbol`, or exposure keys). A display ticker here re-hashes and orphans every position.
16
16
  */
17
17
  export declare function generateDeterministicPositionKey(input: PositionKeyInput): string;
18
18
  export {};
@@ -12,6 +12,7 @@ import type { FillPart } from './types';
12
12
  */
13
13
  export declare class Basket {
14
14
  readonly legs: CombinedLeg[];
15
+ readonly fills: HttpTypes.UnknownExternalFill[];
15
16
  private constructor();
16
17
  /** Detect baskets from a fill stream, returned in ascending time order. */
17
18
  static detect(fills: HttpTypes.UnknownExternalFill[]): Basket[];
@@ -9,6 +9,13 @@ import type { BasketRule } from './types';
9
9
  * tolerance: a genuine partial close (>= 1e-8) stays open, as it should.
10
10
  */
11
11
  export declare const DUST: BigNumber;
12
+ /**
13
+ * How long before an open position's creation a fill may still belong to it. Fills can
14
+ * reach sync out of order by seconds across cycles (observed up to ~30s), so a strict
15
+ * cutoff would split one position in two; anything older predates the position and must
16
+ * not be replayed into it (see pear-protocol/backend#1067).
17
+ */
18
+ export declare const LATE_FILL_GRACE_MS: number;
12
19
  export declare const MISSED_HISTORY_FILL_PREFIX = "opening-synthetic-";
13
20
  export declare const BASKET_RULES: BasketRule[];
14
21
  /**
@@ -13,4 +13,4 @@ export declare function assignPartIds(positions: MatchedPosition[]): (part: Fill
13
13
  * missed-history synthetic (external, priced to reconcile with the exchange entry).
14
14
  * Fees are quantity-prorated when the source fill was split across positions.
15
15
  */
16
- export declare function partToApplicableFill(part: FillPart, id: PartId, connector: HttpTypes.Connector): HttpTypes.ApplicableFill;
16
+ export declare function partToApplicableFill(part: FillPart, id: PartId, connector: HttpTypes.Connector, liquidationOutcome: 'CLOSED' | 'REDUCED' | null): HttpTypes.ApplicableFill;
@@ -9,6 +9,11 @@ import type { MatchedPosition } from './types';
9
9
  * - resolveLeftoverTarget merges into a position whose FULL leg set (active and
10
10
  * dormant) is exactly the leftover's, else opens new (same-shape ADDs consolidate here).
11
11
  * The asset SET of a position never grows, so positionKey == key(opening symbols).
12
+ *
13
+ * Every phase only sees positions that already existed when the basket happened: a
14
+ * basket older than an open position's creation (beyond LATE_FILL_GRACE_MS) cannot
15
+ * close, reduce or merge into it, so a late-fetched earlier lifecycle is not bound to a
16
+ * position opened after it (pear-protocol/backend#1067).
12
17
  */
13
18
  export declare function matchPositions(args: {
14
19
  tradeAccountId: string;
@@ -31,6 +31,11 @@ export type WorkingPosition = {
31
31
  closed: boolean;
32
32
  /** Origin of the seeded existing position; undefined for positions opened mid-replay. */
33
33
  existingOrigin?: HttpTypes.PositionOrigin;
34
+ /**
35
+ * Earliest basket time (ms) this position may take fills from: its creation minus the
36
+ * late-fill grace for a seeded position, -Infinity for one opened mid-replay.
37
+ */
38
+ liveFrom: number;
34
39
  };
35
40
  /** A matched position that received fill slices, ready to become an applicable. */
36
41
  export type MatchedPosition = {
@@ -14,15 +14,10 @@ export declare function computeSyncPayload(args: ComputeSyncPayloadArgs): Promis
14
14
  */
15
15
  export declare function _prepareExternalFills(externalFills: HttpTypes.UnknownExternalFill[], confirmedExchangeFillIdsInput: string[]): HttpTypes.UnknownExternalFill[];
16
16
  /**
17
- * Partition external fills into reconcilables, confirmables, and orphans.
18
- * Fills whose cloid matches a provisional fill we own go to confirm or reconcile;
19
- * everything else (no cloid, or cloid we do not own) becomes an orphan.
17
+ * Drop external fills whose cloid is claimed by a provisional fill we own.
18
+ * The server-side syncer owns confirming those fills; the client applies orphans only.
20
19
  */
21
- export declare function _segregateExternalFills(provisionalFills: HttpTypes.ProvisionalFill[], externalFills: HttpTypes.UnknownExternalFill[]): {
22
- reconcilables: HttpTypes.ReconcileFillsRequest;
23
- confirmables: HttpTypes.ConfirmableExternalFill[];
24
- orphans: HttpTypes.UnknownExternalFill[];
25
- };
20
+ export declare function _excludeClaimedFills(provisionalFills: HttpTypes.ProvisionalFill[], externalFills: HttpTypes.UnknownExternalFill[]): HttpTypes.UnknownExternalFill[];
26
21
  /** Trim a cloid; empty or whitespace-only collapses to undefined. */
27
22
  export declare function _normalizeCloid(cloid?: string | null): string | undefined;
28
23
  /** Normalise an exchange fill id: trim + lowercase; absent or blank → undefined. */
@@ -11,8 +11,6 @@ export type ComputeSyncPayloadArgs = {
11
11
  neverSynced: boolean;
12
12
  };
13
13
  export type ComputeSyncPayloadResult = {
14
- reconcilables: HttpTypes.ReconcileFillsRequest | null;
15
- confirmables: HttpTypes.ConfirmFillsRequest | null;
16
14
  applicables: HttpTypes.ApplicablePosition[];
17
15
  exchangePositions: HttpTypes.ExternalPosition[];
18
16
  meta: {
@@ -0,0 +1,181 @@
1
+ /**
2
+ * Every action a leader-signed route may carry. A new route must add its member
3
+ * here, which forces the typed-data switch below to name it at build time.
4
+ */
5
+ export type LeaderActionName = 'withdraw-to-evm' | 'set-trader' | 'agent-approve' | 'set-unified-account' | 'update-metadata';
6
+ /**
7
+ * EIP-712 domain for off-chain vault-service auth. `chainId` is pinned to 999
8
+ * (HyperEVM) by the shared contract — signing is offline, so there is no chain
9
+ * switch and this must NOT be read from env. `verifyingContract` is omitted on
10
+ * purpose: this is service auth, not an on-chain contract call.
11
+ */
12
+ export declare const VAULT_ACTION_DOMAIN: {
13
+ readonly name: "PearVaultService";
14
+ readonly version: "1";
15
+ readonly chainId: 999;
16
+ };
17
+ /**
18
+ * EIP-712 types per action — the one copy both signer and verifier import.
19
+ * One struct per action: every signed parameter is a readable field in the
20
+ * wallet prompt, and the primary-type name itself discriminates the action,
21
+ * so structurally identical actions can never replay into each other.
22
+ */
23
+ export declare const VAULT_ACTION_TYPES: {
24
+ readonly 'withdraw-to-evm': {
25
+ readonly WithdrawToEvm: readonly [{
26
+ readonly name: "vault";
27
+ readonly type: "address";
28
+ }, {
29
+ readonly name: "amount";
30
+ readonly type: "string";
31
+ }, {
32
+ readonly name: "token";
33
+ readonly type: "string";
34
+ }, {
35
+ readonly name: "nonce";
36
+ readonly type: "string";
37
+ }, {
38
+ readonly name: "deadline";
39
+ readonly type: "uint256";
40
+ }];
41
+ };
42
+ readonly 'set-trader': {
43
+ readonly SetTrader: readonly [{
44
+ readonly name: "vault";
45
+ readonly type: "address";
46
+ }, {
47
+ readonly name: "trader";
48
+ readonly type: "address";
49
+ }, {
50
+ readonly name: "nonce";
51
+ readonly type: "string";
52
+ }, {
53
+ readonly name: "deadline";
54
+ readonly type: "uint256";
55
+ }];
56
+ };
57
+ readonly 'agent-approve': {
58
+ readonly AgentApprove: readonly [{
59
+ readonly name: "vault";
60
+ readonly type: "address";
61
+ }, {
62
+ readonly name: "nonce";
63
+ readonly type: "string";
64
+ }, {
65
+ readonly name: "deadline";
66
+ readonly type: "uint256";
67
+ }];
68
+ };
69
+ readonly 'set-unified-account': {
70
+ readonly SetUnifiedAccount: readonly [{
71
+ readonly name: "vault";
72
+ readonly type: "address";
73
+ }, {
74
+ readonly name: "nonce";
75
+ readonly type: "string";
76
+ }, {
77
+ readonly name: "deadline";
78
+ readonly type: "uint256";
79
+ }];
80
+ };
81
+ readonly 'update-metadata': {
82
+ readonly UpdateVaultMetadata: readonly [{
83
+ readonly name: "vault";
84
+ readonly type: "address";
85
+ }, {
86
+ readonly name: "name";
87
+ readonly type: "string";
88
+ }, {
89
+ readonly name: "about";
90
+ readonly type: "string";
91
+ }, {
92
+ readonly name: "imageUri";
93
+ readonly type: "string";
94
+ }, {
95
+ readonly name: "nonce";
96
+ readonly type: "string";
97
+ }, {
98
+ readonly name: "deadline";
99
+ readonly type: "uint256";
100
+ }];
101
+ };
102
+ };
103
+ /**
104
+ * EIP-712 type for a create — the one copy both signer and verifier import.
105
+ * Every signed parameter is a readable field in the wallet prompt.
106
+ */
107
+ export declare const CREATE_VAULT_TYPES: {
108
+ readonly CreateVault: readonly [{
109
+ readonly name: "leader";
110
+ readonly type: "address";
111
+ }, {
112
+ readonly name: "name";
113
+ readonly type: "string";
114
+ }, {
115
+ readonly name: "description";
116
+ readonly type: "string";
117
+ }, {
118
+ readonly name: "imageUri";
119
+ readonly type: "string";
120
+ }, {
121
+ readonly name: "configId";
122
+ readonly type: "uint256";
123
+ }, {
124
+ readonly name: "maxWithdrawalPeriodDays";
125
+ readonly type: "uint256";
126
+ }, {
127
+ readonly name: "nonce";
128
+ readonly type: "string";
129
+ }, {
130
+ readonly name: "deadline";
131
+ readonly type: "uint256";
132
+ }];
133
+ };
134
+ /**
135
+ * One action's complete signable typed data. Widened (non-generic) on purpose:
136
+ * viem's generic overloads cannot take a union of per-action shapes at one call site.
137
+ */
138
+ export type LeaderActionTypedData = {
139
+ types: Record<string, readonly {
140
+ name: string;
141
+ type: string;
142
+ }[]>;
143
+ primaryType: string;
144
+ message: {
145
+ vault: `0x${string}`;
146
+ amount?: string;
147
+ token?: string;
148
+ trader?: `0x${string}`;
149
+ name?: string;
150
+ about?: string;
151
+ imageUri?: string;
152
+ nonce: string;
153
+ deadline: bigint;
154
+ };
155
+ };
156
+ /**
157
+ * Canonical typed-data reconstruction from the request path + body. Signer and
158
+ * verifier MUST call this same builder with these same normalized values:
159
+ * - vault = the :vaultAddress path segment (checksummed inside the signed EIP-712 message; storage stays lowercase)
160
+ * - amount = body.amount, verbatim decimal string (withdraw only)
161
+ * - token = body.tokenId ?? '0', verbatim string (withdraw only)
162
+ * - trader = body.traderAddress, checksummed (set-trader only)
163
+ * - name / about / imageUri = the full display set, verbatim strings; '' means cleared (update-metadata only)
164
+ * - nonce = body.nonce (client-generated; salts the signature for idempotency)
165
+ * - deadline = body.deadline (unix seconds) as uint256
166
+ */
167
+ export declare function buildLeaderActionTypedData(action: LeaderActionName, vaultAddress: string, body: Record<string, unknown>): LeaderActionTypedData;
168
+ /**
169
+ * Canonical CreateVault reconstruction from the request body. Signer and verifier
170
+ * MUST call this same builder; absent optionals sign as '' and 0.
171
+ */
172
+ export declare function buildCreateVaultMessage(body: Record<string, unknown>): {
173
+ leader: `0x${string}`;
174
+ name: string;
175
+ description: string;
176
+ imageUri: string;
177
+ configId: bigint;
178
+ maxWithdrawalPeriodDays: bigint;
179
+ nonce: string;
180
+ deadline: bigint;
181
+ };
@@ -0,0 +1 @@
1
+ export * from './action-typed-data';
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@pear-protocol/utils",
3
- "version": "1.1.0",
3
+ "version": "1.3.0",
4
4
  "description": "Pear Protocol Utility functions",
5
5
  "private": false,
6
6
  "type": "module",
@@ -27,7 +27,7 @@
27
27
  },
28
28
  "dependencies": {
29
29
  "@noble/hashes": "^1.3.2",
30
- "@pear-protocol/types": "^2.2.0",
30
+ "@pear-protocol/types": "^2.12.0",
31
31
  "@scure/base": "^2.3.0",
32
32
  "bignumber.js": "9.3.1"
33
33
  },