@polyester/sdk 0.0.0

package/dist/services/orderbook/orderbook.d.ts

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+import { PolyesterRequestOptions } from "../../shared/request-options.js";
+import { PolyesterRealtime } from "../../realtime/types.js";
+import { BaseSubscribeInput } from "../../shared/types.js";
+import { SdkScales } from "../../shared/decimal-surface.js";
+import { GetOrderbookInputSchema, OrderbookData } from "./orderbook.schemas.js";
+import { Transport } from "@connectrpc/connect";
+import * as v from "valibot";
+//#region src/services/orderbook/orderbook.d.ts
+interface SubscribeOrderbookInput extends BaseSubscribeInput<OrderbookData> {
+  symbol: string;
+  symbolId: number;
+  depth?: number;
+  bucket?: string | null;
+}
+interface OrderbookStreamHandlers extends BaseSubscribeInput<OrderbookData> {}
+interface OrderbookSubscription {
+  unsubscribe: () => void;
+  setBucket: (bucket: string | null | undefined) => void;
+}
+interface CreateOrderbookSubscriptionInput extends OrderbookStreamHandlers, Pick<SubscribeOrderbookInput, "symbol" | "symbolId" | "depth" | "bucket"> {}
+/**
+ * Reads spot order book snapshots and maintains realtime local order book state from public delta channels.
+ */
+declare class OrderbookService {
+  #private;
+  constructor(transport: Transport, realtime: PolyesterRealtime, scales: SdkScales);
+  /**
+   * Fetches a spot order book depth snapshot for a symbol and requested depth, returning best bids and asks with the backend book sequence.
+   */
+  get(input: v.InferInput<typeof GetOrderbookInputSchema>, options?: PolyesterRequestOptions): Promise<OrderbookData>;
+  /**
+   * Subscribes to the managed order book stream for a symbol and forwards reconstructed snapshots to onEvent. This is a convenience wrapper around createSubscription().unsubscribe.
+   */
+  subscribe(input: SubscribeOrderbookInput): () => void;
+  /**
+   * Creates a stateful order book subscription that first fetches a snapshot, buffers proto deltas from public:spot:orderbook:deltas:depth:{depth}:{symbolId}:proto, applies sequence-checked updates, and refetches on gaps or reconnects. The returned handle can unsubscribe or change local price bucket aggregation without reconnecting.
+   */
+  createSubscription(input: CreateOrderbookSubscriptionInput): OrderbookSubscription;
+}
+//#endregion
+export { CreateOrderbookSubscriptionInput, OrderbookService, OrderbookStreamHandlers, OrderbookSubscription };
+//# sourceMappingURL=orderbook.d.ts.map

package/dist/services/orderbook/orderbook.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"orderbook.d.ts","names":[],"sources":["../../../src/services/orderbook/orderbook.ts"],"mappings":";;;;;;;;UA8BU,gCAAgC,mBAAmB;EACzD;EACA;EACA;EACA;;UAGa,gCAAgC,mBAAmB;UAEnD;EACb;EACA,YAAY;;UAGC,yCAET,yBACA,KAAK;;;;cAOA;;EAKG,YAAA,WAAW,WAAW,UAAU,mBAAmB,QAAQ;;;;EASjE,IACF,OAAO,EAAE,kBAAkB,0BAC3B,UAAU,0BACX,QAAQ;;;;EAmBX,UAAU,OAAO;;;;EAOjB,mBAAmB,OAAO,mCAAmC"}

package/dist/services/orderbook/orderbook.js

@@ -0,0 +1,193 @@
+import { GetOrderBookResponseSchema, OrderBookDeltaSchema, OrderbookService as OrderbookService$1 } from "../../gen/orderbook/v1/orderbook_pb.js";
+import { toConnectCallOptions } from "../../shared/request-options.js";
+import { publicationHandlerErrorContext } from "../../shared/subscription-errors.js";
+import { createReadyGate, decimalInputToScaled } from "../../shared/decimal-surface.js";
+import { isResourceNotFoundError } from "../../utils/errors.js";
+import { snapshotThenStream } from "../../realtime/snapshot-then-stream.js";
+import { GetOrderbookInputSchema, createOrderbookDataSchema, formatOrderbookLevel } from "./orderbook.schemas.js";
+import { toBig } from "../../utils/u128.js";
+import { create } from "@bufbuild/protobuf";
+import { createClient } from "@connectrpc/connect";
+import * as v from "valibot";
+//#region src/services/orderbook/orderbook.ts
+/**
+* Reads spot order book snapshots and maintains realtime local order book state from public delta channels.
+*/
+var OrderbookService = class {
+	#client;
+	#realtime;
+	#scales;
+	constructor(transport, realtime, scales) {
+		this.#client = createClient(OrderbookService$1, transport);
+		this.#realtime = realtime;
+		this.#scales = scales;
+	}
+	/**
+	* Fetches a spot order book depth snapshot for a symbol and requested depth, returning best bids and asks with the backend book sequence.
+	*/
+	async get(input, options) {
+		const validated = v.parse(GetOrderbookInputSchema, input);
+		await this.#scales.ready();
+		const res = await this.#client.getOrderBook({
+			symbol: validated.symbol,
+			depth: validated.protoDepth
+		}, toConnectCallOptions(options));
+		return v.parse(createOrderbookDataSchema(this.#scales, validated.symbol), {
+			symbol: validated.symbol,
+			depth: validated.depth,
+			bookSeq: res.bookSeq,
+			bids: res.bids,
+			asks: res.asks
+		});
+	}
+	/**
+	* Subscribes to the managed order book stream for a symbol and forwards reconstructed snapshots to onEvent. This is a convenience wrapper around createSubscription().unsubscribe.
+	*/
+	subscribe(input) {
+		return this.createSubscription(input).unsubscribe;
+	}
+	/**
+	* Creates a stateful order book subscription that first fetches a snapshot, buffers proto deltas from public:spot:orderbook:deltas:depth:{depth}:{symbolId}:proto, applies sequence-checked updates, and refetches on gaps or reconnects. The returned handle can unsubscribe or change local price bucket aggregation without reconnecting.
+	*/
+	createSubscription(input) {
+		const symbolId = v.parse(v.pipe(v.number(), v.integer(), v.gtValue(0)), input.symbolId);
+		const wsDepth = Math.min(500, Math.max(1, Math.trunc(input.depth ?? 50)));
+		const channel = `public:spot:orderbook:deltas:depth:${wsDepth}:${symbolId}:proto`;
+		const client = this.#client;
+		const scales = this.#scales;
+		const gate = createReadyGate(() => scales.ready(), (error) => input.onError?.(publicationHandlerErrorContext(channel, error)));
+		let bidsMap = /* @__PURE__ */ new Map();
+		let asksMap = /* @__PURE__ */ new Map();
+		let currentBookSeq = 0n;
+		let bucketTicks = null;
+		let stream;
+		function levelsToMap(levels) {
+			const map = /* @__PURE__ */ new Map();
+			for (const l of levels ?? []) {
+				if (l.qtyScaled === 0n) continue;
+				map.set(l.priceTicks, l.qtyScaled);
+			}
+			return map;
+		}
+		function applySideDelta(map, levels) {
+			for (const l of levels ?? []) if (l.qtyScaled === 0n) map.delete(l.priceTicks);
+			else map.set(l.priceTicks, l.qtyScaled);
+		}
+		function sideToUI(map, side, limit) {
+			const entries = Array.from(map.entries());
+			entries.sort(([pa], [pb]) => {
+				if (pa === pb) return 0;
+				return side === "bids" ? pa > pb ? -1 : 1 : pa < pb ? -1 : 1;
+			});
+			return entries.slice(0, limit).map(([priceTicks, qtyScaled]) => formatOrderbookLevel({
+				priceTicks,
+				qtyScaled
+			}, scales, symbolId));
+		}
+		function sideToUIBucketed(map, side, limit, bucket) {
+			if (!bucket || bucket <= 0n) return sideToUI(map, side, limit);
+			const agg = /* @__PURE__ */ new Map();
+			for (const [priceTicks, qtyScaled] of map.entries()) {
+				if (qtyScaled <= 0n) continue;
+				const bucketPrice = priceTicks / bucket * bucket;
+				agg.set(bucketPrice, (agg.get(bucketPrice) ?? 0n) + qtyScaled);
+			}
+			return sideToUI(agg, side, limit);
+		}
+		function emit() {
+			gate.run(() => {
+				input.onEvent({
+					symbol: input.symbol,
+					depth: wsDepth,
+					bookSeq: currentBookSeq.toString(),
+					bids: sideToUIBucketed(bidsMap, "bids", wsDepth, bucketTicks),
+					asks: sideToUIBucketed(asksMap, "asks", wsDepth, bucketTicks)
+				});
+			});
+		}
+		function setBucket(bucket) {
+			if (!bucket) bucketTicks = null;
+			else try {
+				bucketTicks = decimalInputToScaled("bucket", bucket, scales.price());
+			} catch {
+				bucketTicks = null;
+			}
+			if (stream?.isReady()) emit();
+		}
+		async function inputServiceFetch() {
+			const validated = v.parse(GetOrderbookInputSchema, {
+				symbol: input.symbol,
+				depth: wsDepth
+			});
+			try {
+				return await client.getOrderBook({
+					symbol: validated.symbol,
+					depth: validated.protoDepth
+				});
+			} catch (error) {
+				if (!isResourceNotFoundError(error)) throw error;
+				return create(GetOrderBookResponseSchema, {
+					bookSeq: 0n,
+					bids: [],
+					asks: []
+				});
+			}
+		}
+		function handleDelta(delta) {
+			if (delta.reset) {
+				bidsMap.clear();
+				asksMap.clear();
+				currentBookSeq = 0n;
+			}
+			if (currentBookSeq !== 0n && delta.bookSeqStart > currentBookSeq + 1n) {
+				stream?.refreshSnapshot();
+				return;
+			}
+			if (delta.bookSeqEnd <= currentBookSeq) return;
+			applySideDelta(bidsMap, delta.bids);
+			applySideDelta(asksMap, delta.asks);
+			currentBookSeq = delta.bookSeqEnd > currentBookSeq ? delta.bookSeqEnd : currentBookSeq;
+			emit();
+		}
+		setBucket(input.bucket);
+		stream = snapshotThenStream({
+			realtime: this.#realtime,
+			channel,
+			schema: OrderBookDeltaSchema,
+			maxBufferedPublications: 200,
+			snapshotErrorLog: "Failed to fetch orderbook",
+			fetchSnapshot: inputServiceFetch,
+			readPublication: (delta) => [delta],
+			applySnapshot: (snapshot, bufferedDeltas) => {
+				bidsMap = levelsToMap(snapshot.bids);
+				asksMap = levelsToMap(snapshot.asks);
+				currentBookSeq = toBig(snapshot.bookSeq);
+				emit();
+				for (const delta of bufferedDeltas) {
+					if (stream?.isDisposed()) return;
+					handleDelta(delta);
+				}
+			},
+			applyLivePublications: (deltas) => {
+				for (const delta of deltas) {
+					if (stream?.isDisposed()) return;
+					handleDelta(delta);
+				}
+			},
+			onOpen: input.onOpen,
+			onClose: input.onClose,
+			onError: input.onError
+		});
+		function dispose() {
+			stream?.unsubscribe();
+		}
+		return {
+			unsubscribe: dispose,
+			setBucket
+		};
+	}
+};
+//#endregion
+export { OrderbookService };
+
+//# sourceMappingURL=orderbook.js.map

package/dist/services/orderbook/orderbook.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"orderbook.js","names":["#client","Proto.OrderbookService","#realtime","#scales","Proto.GetOrderBookResponseSchema","Proto.OrderBookDeltaSchema"],"sources":["../../../src/services/orderbook/orderbook.ts"],"sourcesContent":["import { create } from \"@bufbuild/protobuf\";\nimport * as Proto from \"../../gen/orderbook/v1/orderbook_pb.js\";\nimport { createClient, type Client, type Transport } from \"@connectrpc/connect\";\nimport { publicationHandlerErrorContext } from \"../../shared/subscription-errors.js\";\nimport type { PolyesterRealtime } from \"../../realtime/types.js\";\nimport {\n    snapshotThenStream,\n    type SnapshotThenStreamSubscription,\n} from \"../../realtime/snapshot-then-stream.js\";\nimport type { BaseSubscribeInput } from \"../../shared/types.js\";\nimport {\n    toConnectCallOptions,\n    type PolyesterRequestOptions,\n} from \"../../shared/request-options.js\";\nimport {\n    createReadyGate,\n    decimalInputToScaled,\n    type SdkScales,\n} from \"../../shared/decimal-surface.js\";\nimport {\n    formatOrderbookLevel,\n    GetOrderbookInputSchema,\n    createOrderbookDataSchema,\n    type OrderbookLevel,\n    type OrderbookData,\n} from \"./orderbook.schemas.js\";\nimport { toBig } from \"../../utils/u128.js\";\nimport { isResourceNotFoundError } from \"../../utils/errors.js\";\nimport * as v from \"valibot\";\n\ninterface SubscribeOrderbookInput extends BaseSubscribeInput<OrderbookData> {\n    symbol: string;\n    symbolId: number;\n    depth?: number;\n    bucket?: string | null;\n}\n\nexport interface OrderbookStreamHandlers extends BaseSubscribeInput<OrderbookData> {}\n\nexport interface OrderbookSubscription {\n    unsubscribe: () => void;\n    setBucket: (bucket: string | null | undefined) => void;\n}\n\nexport interface CreateOrderbookSubscriptionInput\n    extends\n        OrderbookStreamHandlers,\n        Pick<SubscribeOrderbookInput, \"symbol\" | \"symbolId\" | \"depth\" | \"bucket\"> {}\n\ntype BookSide = Map<bigint, bigint>;\n\n/**\n * Reads spot order book snapshots and maintains realtime local order book state from public delta channels.\n */\nexport class OrderbookService {\n    #client: Client<typeof Proto.OrderbookService>;\n    #realtime: PolyesterRealtime;\n    #scales: SdkScales;\n\n    constructor(transport: Transport, realtime: PolyesterRealtime, scales: SdkScales) {\n        this.#client = createClient(Proto.OrderbookService, transport);\n        this.#realtime = realtime;\n        this.#scales = scales;\n    }\n\n    /**\n     * Fetches a spot order book depth snapshot for a symbol and requested depth, returning best bids and asks with the backend book sequence.\n     */\n    async get(\n        input: v.InferInput<typeof GetOrderbookInputSchema>,\n        options?: PolyesterRequestOptions,\n    ): Promise<OrderbookData> {\n        const validated = v.parse(GetOrderbookInputSchema, input);\n        await this.#scales.ready();\n        const res = await this.#client.getOrderBook(\n            { symbol: validated.symbol, depth: validated.protoDepth },\n            toConnectCallOptions(options),\n        );\n        return v.parse(createOrderbookDataSchema(this.#scales, validated.symbol), {\n            symbol: validated.symbol,\n            depth: validated.depth,\n            bookSeq: res.bookSeq,\n            bids: res.bids,\n            asks: res.asks,\n        });\n    }\n\n    /**\n     * Subscribes to the managed order book stream for a symbol and forwards reconstructed snapshots to onEvent. This is a convenience wrapper around createSubscription().unsubscribe.\n     */\n    subscribe(input: SubscribeOrderbookInput): () => void {\n        return this.createSubscription(input).unsubscribe;\n    }\n\n    /**\n     * Creates a stateful order book subscription that first fetches a snapshot, buffers proto deltas from public:spot:orderbook:deltas:depth:{depth}:{symbolId}:proto, applies sequence-checked updates, and refetches on gaps or reconnects. The returned handle can unsubscribe or change local price bucket aggregation without reconnecting.\n     */\n    createSubscription(input: CreateOrderbookSubscriptionInput): OrderbookSubscription {\n        const symbolId = v.parse(v.pipe(v.number(), v.integer(), v.gtValue(0)), input.symbolId);\n        const wsDepth = Math.min(500, Math.max(1, Math.trunc(input.depth ?? 50)));\n        const channel = `public:spot:orderbook:deltas:depth:${wsDepth}:${symbolId}:proto`;\n\n        const client = this.#client;\n        const scales = this.#scales;\n        const gate = createReadyGate(\n            () => scales.ready(),\n            (error) => input.onError?.(publicationHandlerErrorContext(channel, error)),\n        );\n\n        let bidsMap: BookSide = new Map();\n        let asksMap: BookSide = new Map();\n        let currentBookSeq = 0n;\n        let bucketTicks: bigint | null = null;\n        let stream: SnapshotThenStreamSubscription | undefined;\n\n        function levelsToMap(levels: Proto.PriceLevel[] | undefined): BookSide {\n            const map: BookSide = new Map();\n            for (const l of levels ?? []) {\n                if (l.qtyScaled === 0n) continue;\n                map.set(l.priceTicks, l.qtyScaled);\n            }\n            return map;\n        }\n\n        function applySideDelta(map: BookSide, levels: Proto.PriceLevel[] | undefined): void {\n            for (const l of levels ?? []) {\n                if (l.qtyScaled === 0n) map.delete(l.priceTicks);\n                else map.set(l.priceTicks, l.qtyScaled);\n            }\n        }\n\n        function sideToUI(map: BookSide, side: \"bids\" | \"asks\", limit: number): OrderbookLevel[] {\n            const entries = Array.from(map.entries());\n            entries.sort(([pa], [pb]) => {\n                if (pa === pb) return 0;\n                return side === \"bids\" ? (pa > pb ? -1 : 1) : pa < pb ? -1 : 1;\n            });\n            return entries\n                .slice(0, limit)\n                .map(([priceTicks, qtyScaled]) =>\n                    formatOrderbookLevel({ priceTicks, qtyScaled }, scales, symbolId),\n                );\n        }\n\n        function sideToUIBucketed(\n            map: BookSide,\n            side: \"bids\" | \"asks\",\n            limit: number,\n            bucket: bigint | null,\n        ): OrderbookLevel[] {\n            if (!bucket || bucket <= 0n) return sideToUI(map, side, limit);\n\n            const agg: BookSide = new Map();\n            for (const [priceTicks, qtyScaled] of map.entries()) {\n                if (qtyScaled <= 0n) continue;\n                const bucketPrice = (priceTicks / bucket) * bucket;\n                agg.set(bucketPrice, (agg.get(bucketPrice) ?? 0n) + qtyScaled);\n            }\n            return sideToUI(agg, side, limit);\n        }\n\n        function emit(): void {\n            gate.run(() => {\n                input.onEvent({\n                    symbol: input.symbol,\n                    depth: wsDepth,\n                    bookSeq: currentBookSeq.toString(),\n                    bids: sideToUIBucketed(bidsMap, \"bids\", wsDepth, bucketTicks),\n                    asks: sideToUIBucketed(asksMap, \"asks\", wsDepth, bucketTicks),\n                });\n            });\n        }\n\n        function setBucket(bucket: string | null | undefined): void {\n            if (!bucket) {\n                bucketTicks = null;\n            } else {\n                try {\n                    bucketTicks = decimalInputToScaled(\"bucket\", bucket, scales.price());\n                } catch {\n                    bucketTicks = null;\n                }\n            }\n            if (stream?.isReady()) emit();\n        }\n\n        async function inputServiceFetch(): Promise<Proto.GetOrderBookResponse> {\n            const validated = v.parse(GetOrderbookInputSchema, {\n                symbol: input.symbol,\n                depth: wsDepth,\n            });\n            try {\n                return await client.getOrderBook({\n                    symbol: validated.symbol,\n                    depth: validated.protoDepth,\n                });\n            } catch (error: unknown) {\n                if (!isResourceNotFoundError(error)) throw error;\n\n                return create(Proto.GetOrderBookResponseSchema, {\n                    bookSeq: 0n,\n                    bids: [],\n                    asks: [],\n                });\n            }\n        }\n\n        function handleDelta(delta: Proto.OrderBookDelta): void {\n            if (delta.reset) {\n                bidsMap.clear();\n                asksMap.clear();\n                currentBookSeq = 0n;\n            }\n\n            if (currentBookSeq !== 0n && delta.bookSeqStart > currentBookSeq + 1n) {\n                stream?.refreshSnapshot();\n                return;\n            }\n\n            if (delta.bookSeqEnd <= currentBookSeq) return;\n\n            applySideDelta(bidsMap, delta.bids);\n            applySideDelta(asksMap, delta.asks);\n\n            currentBookSeq = delta.bookSeqEnd > currentBookSeq ? 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package/dist/services/orderbook/orderbook.schemas.d.ts

@@ -0,0 +1,68 @@
+import { PairCatalogKey } from "../../catalogs/types.js";
+import { Depth } from "../../gen/orderbook/v1/orderbook_pb.js";
+import { SdkScales } from "../../shared/decimal-surface.js";
+import * as v from "valibot";
+//#region src/services/orderbook/orderbook.schemas.d.ts
+declare const GetOrderbookInputSchema: v.SchemaWithPipe<readonly [v.ObjectSchema<{
+  readonly symbol: v.StringSchema<undefined>;
+  readonly depth: v.OptionalSchema<v.NumberSchema<undefined>, 50>;
+}, undefined>, v.TransformAction<{
+  symbol: string;
+  depth: number;
+}, {
+  symbol: string;
+  depth: 1 | 5 | 10 | 20 | 200 | 500 | 100 | 1000 | 50;
+  protoDepth: Depth;
+}>]>;
+type GetOrderbookInput = v.InferInput<typeof GetOrderbookInputSchema>;
+declare const OrderbookLevelInputSchema: v.ObjectSchema<{
+  readonly priceTicks: v.BigintSchema<undefined>;
+  readonly qtyScaled: v.BigintSchema<undefined>;
+}, undefined>;
+type OrderbookLevelInput = v.InferOutput<typeof OrderbookLevelInputSchema>;
+declare function formatOrderbookLevel(level: OrderbookLevelInput, scales: SdkScales, pair: PairCatalogKey): {
+  price: string;
+  qty: string;
+};
+type OrderbookLevel = ReturnType<typeof formatOrderbookLevel>;
+declare function createOrderbookDataSchema(scales: SdkScales, pair: PairCatalogKey): v.SchemaWithPipe<readonly [v.ObjectSchema<{
+  readonly symbol: v.StringSchema<undefined>;
+  readonly depth: v.NumberSchema<undefined>;
+  readonly bookSeq: v.BigintSchema<undefined>;
+  readonly bids: v.ArraySchema<v.ObjectSchema<{
+    readonly priceTicks: v.BigintSchema<undefined>;
+    readonly qtyScaled: v.BigintSchema<undefined>;
+  }, undefined>, undefined>;
+  readonly asks: v.ArraySchema<v.ObjectSchema<{
+    readonly priceTicks: v.BigintSchema<undefined>;
+    readonly qtyScaled: v.BigintSchema<undefined>;
+  }, undefined>, undefined>;
+}, undefined>, v.TransformAction<{
+  symbol: string;
+  depth: number;
+  bookSeq: bigint;
+  bids: {
+    priceTicks: bigint;
+    qtyScaled: bigint;
+  }[];
+  asks: {
+    priceTicks: bigint;
+    qtyScaled: bigint;
+  }[];
+}, {
+  bookSeq: string;
+  bids: {
+    price: string;
+    qty: string;
+  }[];
+  asks: {
+    price: string;
+    qty: string;
+  }[];
+  symbol: string;
+  depth: number;
+}>]>;
+type OrderbookData = v.InferOutput<ReturnType<typeof createOrderbookDataSchema>>;
+//#endregion
+export { GetOrderbookInput, GetOrderbookInputSchema, OrderbookData, OrderbookLevel, OrderbookLevelInput, createOrderbookDataSchema, formatOrderbookLevel };
+//# sourceMappingURL=orderbook.schemas.d.ts.map

package/dist/services/orderbook/orderbook.schemas.d.ts.map

@@ -0,0 +1 @@
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package/dist/services/orderbook/orderbook.schemas.js

@@ -0,0 +1,43 @@
+import { scaledToDecimalOutput } from "../../shared/decimal-surface.js";
+import { normalizeOrderbookDepth } from "./orderbook.codecs.js";
+import * as v from "valibot";
+//#region src/services/orderbook/orderbook.schemas.ts
+const GetOrderbookInputSchema = v.pipe(v.object({
+	symbol: v.string(),
+	depth: v.optional(v.number(), 50)
+}), v.transform((input) => {
+	const depth = normalizeOrderbookDepth(input.depth);
+	return {
+		symbol: input.symbol,
+		depth: depth.levels,
+		protoDepth: depth.protoDepth
+	};
+}));
+const OrderbookLevelInputSchema = v.object({
+	priceTicks: v.bigint(),
+	qtyScaled: v.bigint()
+});
+function formatOrderbookLevel(level, scales, pair) {
+	return {
+		price: scaledToDecimalOutput(level.priceTicks, scales.price()),
+		qty: scaledToDecimalOutput(level.qtyScaled, scales.baseQty(pair))
+	};
+}
+function createOrderbookDataSchema(scales, pair) {
+	return v.pipe(v.object({
+		symbol: v.string(),
+		depth: v.number(),
+		bookSeq: v.bigint(),
+		bids: v.array(OrderbookLevelInputSchema),
+		asks: v.array(OrderbookLevelInputSchema)
+	}), v.transform((d) => ({
+		...d,
+		bookSeq: d.bookSeq.toString(),
+		bids: d.bids.map((level) => formatOrderbookLevel(level, scales, pair)),
+		asks: d.asks.map((level) => formatOrderbookLevel(level, scales, pair))
+	})));
+}
+//#endregion
+export { GetOrderbookInputSchema, createOrderbookDataSchema, formatOrderbookLevel };
+
+//# sourceMappingURL=orderbook.schemas.js.map

package/dist/services/orderbook/orderbook.schemas.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"orderbook.schemas.js","names":[],"sources":["../../../src/services/orderbook/orderbook.schemas.ts"],"sourcesContent":["import * as v from \"valibot\";\nimport type { PairCatalogKey } from \"../../catalogs/types.js\";\nimport { scaledToDecimalOutput, type SdkScales } from \"../../shared/decimal-surface.js\";\nimport { normalizeOrderbookDepth } from \"./orderbook.codecs.js\";\n\nexport const GetOrderbookInputSchema = v.pipe(\n    v.object({\n        symbol: v.string(),\n        depth: v.optional(v.number(), 50),\n    }),\n    v.transform((input) => {\n        const depth = normalizeOrderbookDepth(input.depth);\n        return {\n            symbol: input.symbol,\n            depth: depth.levels,\n            protoDepth: depth.protoDepth,\n        };\n    }),\n);\n\nexport type GetOrderbookInput = v.InferInput<typeof GetOrderbookInputSchema>;\n\nconst OrderbookLevelInputSchema = v.object({\n    priceTicks: v.bigint(),\n    qtyScaled: v.bigint(),\n});\n\nexport type OrderbookLevelInput = v.InferOutput<typeof OrderbookLevelInputSchema>;\n\nexport function formatOrderbookLevel(\n    level: OrderbookLevelInput,\n    scales: SdkScales,\n    pair: PairCatalogKey,\n) {\n    return {\n        price: scaledToDecimalOutput(level.priceTicks, scales.price()),\n        qty: scaledToDecimalOutput(level.qtyScaled, scales.baseQty(pair)),\n    };\n}\n\nexport type OrderbookLevel = ReturnType<typeof formatOrderbookLevel>;\n\nexport function createOrderbookDataSchema(scales: SdkScales, pair: PairCatalogKey) {\n    return v.pipe(\n        v.object({\n            symbol: v.string(),\n            depth: v.number(),\n            bookSeq: v.bigint(),\n            bids: v.array(OrderbookLevelInputSchema),\n            asks: v.array(OrderbookLevelInputSchema),\n        }),\n        v.transform((d) => ({\n            ...d,\n            bookSeq: d.bookSeq.toString(),\n            bids: d.bids.map((level) => formatOrderbookLevel(level, scales, pair)),\n            asks: d.asks.map((level) => formatOrderbookLevel(level, scales, pair)),\n        })),\n    );\n}\n\nexport type OrderbookData = v.InferOutput<ReturnType<typeof createOrderbookDataSchema>>;\n"],"mappings":";;;;AAKA,MAAa,0BAA0B,EAAE,KACrC,EAAE,OAAO;CACL,QAAQ,EAAE,OAAO;CACjB,OAAO,EAAE,SAAS,EAAE,OAAO,GAAG,EAAE;AACpC,CAAC,GACD,EAAE,WAAW,UAAU;CACnB,MAAM,QAAQ,wBAAwB,MAAM,KAAK;CACjD,OAAO;EACH,QAAQ,MAAM;EACd,OAAO,MAAM;EACb,YAAY,MAAM;CACtB;AACJ,CAAC,CACL;AAIA,MAAM,4BAA4B,EAAE,OAAO;CACvC,YAAY,EAAE,OAAO;CACrB,WAAW,EAAE,OAAO;AACxB,CAAC;AAID,SAAgB,qBACZ,OACA,QACA,MACF;CACE,OAAO;EACH,OAAO,sBAAsB,MAAM,YAAY,OAAO,MAAM,CAAC;EAC7D,KAAK,sBAAsB,MAAM,WAAW,OAAO,QAAQ,IAAI,CAAC;CACpE;AACJ;AAIA,SAAgB,0BAA0B,QAAmB,MAAsB;CAC/E,OAAO,EAAE,KACL,EAAE,OAAO;EACL,QAAQ,EAAE,OAAO;EACjB,OAAO,EAAE,OAAO;EAChB,SAAS,EAAE,OAAO;EAClB,MAAM,EAAE,MAAM,yBAAyB;EACvC,MAAM,EAAE,MAAM,yBAAyB;CAC3C,CAAC,GACD,EAAE,WAAW,OAAO;EAChB,GAAG;EACH,SAAS,EAAE,QAAQ,SAAS;EAC5B,MAAM,EAAE,KAAK,KAAK,UAAU,qBAAqB,OAAO,QAAQ,IAAI,CAAC;EACrE,MAAM,EAAE,KAAK,KAAK,UAAU,qBAAqB,OAAO,QAAQ,IAAI,CAAC;CACzE,EAAE,CACN;AACJ"}

package/dist/services/orderbook/orderbook.types.d.ts

@@ -0,0 +1,3 @@
+import { GetOrderbookInput, OrderbookData, OrderbookLevel } from "./orderbook.schemas.js";
+import { CreateOrderbookSubscriptionInput, OrderbookStreamHandlers, OrderbookSubscription } from "./orderbook.js";
+export type { CreateOrderbookSubscriptionInput, GetOrderbookInput, OrderbookData, OrderbookLevel, OrderbookStreamHandlers, OrderbookSubscription };

package/dist/services/orders/index.d.ts

@@ -0,0 +1,9 @@
+import { CancelAllOrdersInput, CancelAllOrdersInputSchema, CancelAllOrdersResponse, CancelAllOrdersResponseSchema, CancelOrderInput, CancelOrderInputSchema, CancelOrderResult, CancelOrderResultSchema, CreateOrderResult, GetOrderDetailsInput, GetOrderDetailsInputSchema, NewOrderInput, OpenOrdersInput, OpenOrdersInputSchema, OrderHistoryInput, OrderHistoryInputSchema, OrderIntentInput, PreviewOrderResult, createCreateOrderResultSchema, createNewOrderInputSchema, createOrderIntentInputSchema, createPreviewOrderResultSchema } from "./orders-input.schemas.js";
+import { ModifyOrderInput, ModifyOrderResult, ModifyOrderResultSchema, createModifyOrderInputSchema } from "./orders-modify.schemas.js";
+import { RiskPolicyInput, StopLossInput, TakeProfitInput, TrailingStopInput, createRiskPolicyInputSchema } from "./orders-risk.schemas.js";
+import { BatchCancelOrderInput, BatchCancelOrderResult, BatchCancelOrdersInput, BatchCancelOrdersInputSchema, BatchCancelOrdersResult, BatchCancelOrdersResultSchema, BatchCreateOrderResult, BatchCreateOrdersInput, BatchCreateOrdersResult, BatchReplaceAdmissionItem, BatchReplaceOrdersInput, BatchReplaceOrdersResult, BatchReplaceOrdersResultSchema, CancelAllAfterInput, CancelAllAfterInputSchema, CancelAllAfterResult, CancelAllAfterResultSchema, GetBatchReplaceStatusInput, GetBatchReplaceStatusInputSchema, GetBatchReplaceStatusResult, GetBatchReplaceStatusResultSchema, createBatchCreateOrdersInputSchema, createBatchCreateOrdersResultSchema } from "./orders-batch.schemas.js";
+import { OrderErrorCode } from "./order-errors.schemas.js";
+import { Order, OrderDetails, OrderTransfer, createOrderDetailsSchema, createOrderSchema, createOrderTransferSchema } from "./orders-output.schemas.js";
+import "./orders.schemas.js";
+import { OrdersService } from "./orders.js";
+export { type BatchCancelOrderInput, type BatchCancelOrderResult, type BatchCancelOrdersInput, type BatchCancelOrdersResult, type BatchCreateOrderResult, type BatchCreateOrdersInput, type BatchCreateOrdersResult, type BatchReplaceAdmissionItem, type BatchReplaceOrdersInput, type BatchReplaceOrdersResult, type CancelAllAfterInput, type CancelAllAfterResult, type CancelAllOrdersInput, CancelAllOrdersInputSchema, type CancelAllOrdersResponse, type CancelOrderInput, CancelOrderInputSchema, type CancelOrderResult, type CreateOrderResult, type GetBatchReplaceStatusInput, type GetBatchReplaceStatusResult, type GetOrderDetailsInput, GetOrderDetailsInputSchema, type ModifyOrderInput, type ModifyOrderResult, type NewOrderInput, type OpenOrdersInput, OpenOrdersInputSchema, type Order, type OrderDetails, type OrderErrorCode, type OrderHistoryInput, OrderHistoryInputSchema, type OrderIntentInput, type OrderTransfer, OrdersService, type PreviewOrderResult, type RiskPolicyInput, type StopLossInput, type TakeProfitInput, type TrailingStopInput };

package/dist/services/orders/order-enums.codecs.js

@@ -0,0 +1,85 @@
+import "../../gen/orders/v1/orders_pb.js";
+//#region src/services/orders/order-enums.codecs.ts
+const ORDER_SIDE_VALUES = ["buy", "sell"];
+const FEE_ASSET_VALUES = ["quote", "base"];
+const SELF_TRADE_PREVENTION_MODE_VALUES = [
+	"expire_taker",
+	"expire_maker",
+	"expire_both"
+];
+const OrderSideCodec = {
+	inputToProto: {
+		buy: 1,
+		sell: 2
+	},
+	protoToOutput: {
+		[0]: "unspecified",
+		[1]: "buy",
+		[2]: "sell"
+	}
+};
+const OrderTypeCodec = {
+	inputToProto: {
+		limit: 1,
+		market: 2
+	},
+	protoToOutput: {
+		[0]: "unspecified",
+		[1]: "limit",
+		[2]: "market"
+	}
+};
+const TimeInForceCodec = {
+	inputToProto: {
+		gtc: 1,
+		ioc: 2,
+		fok: 3
+	},
+	protoToOutput: {
+		[0]: "unspecified",
+		[1]: "GTC",
+		[2]: "IOC",
+		[3]: "FOK"
+	}
+};
+const FeeAssetCodec = {
+	inputToProto: {
+		quote: 1,
+		base: 2
+	},
+	protoToOutput: {
+		[0]: "unspecified",
+		[1]: "quote",
+		[2]: "base"
+	}
+};
+const SelfTradePreventionModeCodec = {
+	inputToProto: {
+		expire_taker: 2,
+		expire_maker: 1,
+		expire_both: 3
+	},
+	protoToOutput: {
+		[0]: "unspecified",
+		[2]: "expire_taker",
+		[1]: "expire_maker",
+		[3]: "expire_both"
+	}
+};
+const TriggerPriceSourceCodec = {
+	inputToProto: {
+		last: 1,
+		index: 2,
+		mark: 3
+	},
+	protoToOutput: {
+		[0]: "unspecified",
+		[1]: "last",
+		[2]: "index",
+		[3]: "mark"
+	}
+};
+//#endregion
+export { FEE_ASSET_VALUES, FeeAssetCodec, ORDER_SIDE_VALUES, OrderSideCodec, OrderTypeCodec, SELF_TRADE_PREVENTION_MODE_VALUES, SelfTradePreventionModeCodec, TimeInForceCodec, TriggerPriceSourceCodec };
+
+//# sourceMappingURL=order-enums.codecs.js.map

package/dist/services/orders/order-enums.codecs.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"order-enums.codecs.js","names":[],"sources":["../../../src/services/orders/order-enums.codecs.ts"],"sourcesContent":["import * as ProtoWrite from \"../../gen/orders/v1/orders_pb.js\";\nimport type { InputToProto, ProtoToOutput } from \"../../utils/types.js\";\n\nexport const ORDER_SIDE_VALUES = [\"buy\", \"sell\"] as const;\nexport type OrderSideValue = (typeof ORDER_SIDE_VALUES)[number];\n\nexport const ORDER_TYPE_VALUES = [\"limit\", \"market\"] as const;\nexport type OrderTypeValue = (typeof ORDER_TYPE_VALUES)[number];\n\nexport const TIME_IN_FORCE_VALUES = [\"gtc\", \"ioc\", \"fok\"] as const;\nexport type TimeInForceValue = (typeof TIME_IN_FORCE_VALUES)[number];\nexport const TIME_IN_FORCE_OUTPUT_VALUES = [\"GTC\", \"IOC\", \"FOK\"] as const;\nexport type TimeInForceOutputValue = (typeof TIME_IN_FORCE_OUTPUT_VALUES)[number];\n\nexport const FEE_ASSET_VALUES = [\"quote\", \"base\"] as const;\nexport type FeeAssetValue = (typeof FEE_ASSET_VALUES)[number];\n\nexport const SELF_TRADE_PREVENTION_MODE_VALUES = [\n    \"expire_taker\",\n    \"expire_maker\",\n    \"expire_both\",\n] as const;\nexport type SelfTradePreventionModeValue = (typeof SELF_TRADE_PREVENTION_MODE_VALUES)[number];\n\nexport const TRIGGER_PRICE_SOURCE_VALUES = [\"last\", \"index\", \"mark\"] as const;\nexport type TriggerPriceSourceValue = (typeof TRIGGER_PRICE_SOURCE_VALUES)[number];\n\nexport const OrderSideCodec = {\n    inputToProto: {\n        buy: ProtoWrite.Side.BUY,\n        sell: ProtoWrite.Side.SELL,\n    } satisfies InputToProto<OrderSideValue, ProtoWrite.Side>,\n    protoToOutput: {\n        [ProtoWrite.Side.SIDE_UNSPECIFIED]: \"unspecified\",\n        [ProtoWrite.Side.BUY]: \"buy\",\n        [ProtoWrite.Side.SELL]: \"sell\",\n    } satisfies ProtoToOutput<ProtoWrite.Side, OrderSideValue>,\n} as const;\n\nexport const OrderTypeCodec = {\n    inputToProto: {\n        limit: ProtoWrite.OrderType.LIMIT,\n        market: ProtoWrite.OrderType.MARKET,\n    } satisfies InputToProto<OrderTypeValue, ProtoWrite.OrderType>,\n    protoToOutput: {\n        [ProtoWrite.OrderType.ORDER_TYPE_UNSPECIFIED]: \"unspecified\",\n        [ProtoWrite.OrderType.LIMIT]: \"limit\",\n        [ProtoWrite.OrderType.MARKET]: \"market\",\n    } satisfies ProtoToOutput<ProtoWrite.OrderType, OrderTypeValue>,\n} as const;\n\nexport const TimeInForceCodec = {\n    inputToProto: {\n        gtc: ProtoWrite.TimeInForce.GTC,\n        ioc: ProtoWrite.TimeInForce.IOC,\n        fok: ProtoWrite.TimeInForce.FOK,\n    } satisfies InputToProto<TimeInForceValue, ProtoWrite.TimeInForce>,\n    protoToOutput: {\n        [ProtoWrite.TimeInForce.TIME_IN_FORCE_UNSPECIFIED]: \"unspecified\",\n        [ProtoWrite.TimeInForce.GTC]: \"GTC\",\n        [ProtoWrite.TimeInForce.IOC]: \"IOC\",\n        [ProtoWrite.TimeInForce.FOK]: \"FOK\",\n    } satisfies ProtoToOutput<ProtoWrite.TimeInForce, TimeInForceOutputValue>,\n} as const;\n\nexport const FeeAssetCodec = {\n    inputToProto: {\n        quote: ProtoWrite.FeeAsset.QUOTE,\n        base: ProtoWrite.FeeAsset.BASE,\n    } satisfies InputToProto<FeeAssetValue, ProtoWrite.FeeAsset>,\n    protoToOutput: {\n        [ProtoWrite.FeeAsset.FEE_ASSET_UNSPECIFIED]: \"unspecified\",\n        [ProtoWrite.FeeAsset.QUOTE]: \"quote\",\n        [ProtoWrite.FeeAsset.BASE]: \"base\",\n    } satisfies ProtoToOutput<ProtoWrite.FeeAsset, FeeAssetValue>,\n} as const;\n\nexport const SelfTradePreventionModeCodec = {\n    inputToProto: {\n        expire_taker: ProtoWrite.SelfTradePreventionMode.EXPIRE_TAKER,\n        expire_maker: ProtoWrite.SelfTradePreventionMode.EXPIRE_MAKER,\n        expire_both: ProtoWrite.SelfTradePreventionMode.EXPIRE_BOTH,\n    } satisfies InputToProto<SelfTradePreventionModeValue, ProtoWrite.SelfTradePreventionMode>,\n    protoToOutput: {\n        [ProtoWrite.SelfTradePreventionMode.SELF_TRADE_PREVENTION_MODE_UNSPECIFIED]: \"unspecified\",\n        [ProtoWrite.SelfTradePreventionMode.EXPIRE_TAKER]: \"expire_taker\",\n        [ProtoWrite.SelfTradePreventionMode.EXPIRE_MAKER]: \"expire_maker\",\n        [ProtoWrite.SelfTradePreventionMode.EXPIRE_BOTH]: \"expire_both\",\n    } satisfies ProtoToOutput<ProtoWrite.SelfTradePreventionMode, SelfTradePreventionModeValue>,\n} as const;\n\nexport const TriggerPriceSourceCodec = {\n    inputToProto: {\n        last: ProtoWrite.TriggerPriceSource.LAST_PRICE,\n        index: ProtoWrite.TriggerPriceSource.INDEX_PRICE,\n        mark: ProtoWrite.TriggerPriceSource.MARK_PRICE,\n    } satisfies InputToProto<TriggerPriceSourceValue, ProtoWrite.TriggerPriceSource>,\n    protoToOutput: {\n        [ProtoWrite.TriggerPriceSource.TRIGGER_PRICE_SOURCE_UNSPECIFIED]: \"unspecified\",\n        [ProtoWrite.TriggerPriceSource.LAST_PRICE]: \"last\",\n        [ProtoWrite.TriggerPriceSource.INDEX_PRICE]: \"index\",\n        [ProtoWrite.TriggerPriceSource.MARK_PRICE]: \"mark\",\n    } satisfies 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package/dist/services/orders/order-errors.schemas.d.ts

@@ -0,0 +1,7 @@
+import { ErrorCode } from "../../gen/orders/v1/orders_pb.js";
+import "valibot";
+//#region src/services/orders/order-errors.schemas.d.ts
+type OrderErrorCode = keyof typeof ErrorCode;
+//#endregion
+export { OrderErrorCode };
+//# sourceMappingURL=order-errors.schemas.d.ts.map

package/dist/services/orders/order-errors.schemas.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"order-errors.schemas.d.ts","names":[],"sources":["../../../src/services/orders/order-errors.schemas.ts"],"mappings":";;;KAGY,8BAA8B"}

package/dist/services/orders/order-errors.schemas.js

@@ -0,0 +1,20 @@
+import { ErrorCode } from "../../gen/orders/v1/orders_pb.js";
+import * as v from "valibot";
+//#region src/services/orders/order-errors.schemas.ts
+function orderErrorCodeName(code) {
+	const name = ErrorCode[code];
+	if (typeof name !== "string") throw new Error(`[OrderErrorDetailSchema]: invalid order error code ${code}`);
+	return name;
+}
+const OrderErrorDetailSchema = v.object({
+	code: v.pipe(v.enum(ErrorCode), v.transform((code) => orderErrorCodeName(code))),
+	violations: v.array(v.object({
+		fieldPath: v.string(),
+		ruleId: v.string(),
+		message: v.string()
+	}))
+});
+//#endregion
+export { OrderErrorDetailSchema };
+
+//# sourceMappingURL=order-errors.schemas.js.map

package/dist/services/orders/order-errors.schemas.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"order-errors.schemas.js","names":["ProtoWrite.ErrorCode"],"sources":["../../../src/services/orders/order-errors.schemas.ts"],"sourcesContent":["import * as ProtoWrite from \"../../gen/orders/v1/orders_pb.js\";\nimport * as v from \"valibot\";\n\nexport type OrderErrorCode = keyof typeof ProtoWrite.ErrorCode;\n\nfunction orderErrorCodeName(code: ProtoWrite.ErrorCode): OrderErrorCode {\n    const name = ProtoWrite.ErrorCode[code];\n    if (typeof name !== \"string\") {\n        throw new Error(`[OrderErrorDetailSchema]: invalid order error code ${code}`);\n    }\n    return name as OrderErrorCode;\n}\n\nexport const OrderErrorDetailSchema = v.object({\n    code: v.pipe(\n        v.enum(ProtoWrite.ErrorCode),\n        v.transform((code) => orderErrorCodeName(code)),\n    ),\n    violations: v.array(\n        v.object({\n            fieldPath: v.string(),\n            ruleId: v.string(),\n            message: v.string(),\n        }),\n    ),\n});\n\nexport type OrderErrorDetail = v.InferOutput<typeof OrderErrorDetailSchema>;\n"],"mappings":";;;AAKA,SAAS,mBAAmB,MAA4C;CACpE,MAAM,OAAOA,UAAqB;CAClC,IAAI,OAAO,SAAS,UAChB,MAAM,IAAI,MAAM,sDAAsD,MAAM;CAEhF,OAAO;AACX;AAEA,MAAa,yBAAyB,EAAE,OAAO;CAC3C,MAAM,EAAE,KACJ,EAAE,KAAKA,SAAoB,GAC3B,EAAE,WAAW,SAAS,mBAAmB,IAAI,CAAC,CAClD;CACA,YAAY,EAAE,MACV,EAAE,OAAO;EACL,WAAW,EAAE,OAAO;EACpB,QAAQ,EAAE,OAAO;EACjB,SAAS,EAAE,OAAO;CACtB,CAAC,CACL;AACJ,CAAC"}