@polyester/sdk 0.4.3 → 0.4.5
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.
- package/CHANGELOG.md +12 -0
- package/dist/services/heatmap/heatmap.schemas.d.ts +4 -4
- package/dist/services/orderbook/orderbook.codecs.js +22 -1
- package/dist/services/orderbook/orderbook.codecs.js.map +1 -1
- package/dist/services/orderbook/orderbook.d.ts +5 -1
- package/dist/services/orderbook/orderbook.d.ts.map +1 -1
- package/dist/services/orderbook/orderbook.js +13 -7
- package/dist/services/orderbook/orderbook.js.map +1 -1
- package/dist/services/orderbook/orderbook.schemas.d.ts +1 -1
- package/dist/services/orders/orders-batch.schemas.d.ts +9 -9
- package/dist/services/orders/orders-batch.schemas.d.ts.map +1 -1
- package/dist/services/orders/orders-batch.schemas.js +1 -1
- package/dist/services/orders/orders-batch.schemas.js.map +1 -1
- package/dist/services/orders/orders-input.schemas.d.ts +1 -1
- package/dist/services/orders/orders-output.schemas.d.ts +6 -6
- package/dist/services/orders/orders.d.ts +1 -1
- package/dist/services/orders/orders.js +1 -1
- package/dist/services/orders/orders.js.map +1 -1
- package/dist/services/triggers/trigger-input.schemas.d.ts +1 -1
- package/dist/services/triggers/triggers-output.schemas.d.ts +1 -1
- package/package.json +1 -1
package/CHANGELOG.md
CHANGED
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@@ -1,5 +1,17 @@
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# @polyester/sdk
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## 0.4.5
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### Patch Changes
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- [#64](https://github.com/Fabric-Labs/polyester-sdk-typescript/pull/64) [`354cfd2`](https://github.com/Fabric-Labs/polyester-sdk-typescript/commit/354cfd29d21c44a4b82203938c3c10d4848e3943) Thanks [@huntabyte](https://github.com/huntabyte)! - fix(orderbook): stop `orderbook.createSubscription()` from subscribing to order-book delta channels that have no publisher. The backend only publishes `public:spot:orderbook:deltas:depth:{depth}:...` for depths `1, 20, 50, 200, 500`, but the REST snapshot accepts `1, 5, 10, 20, 50, 100, 200, 500, 1000`. Passing one of the REST-only depths (for example `depth: 10`) subscribed successfully and then never delivered a publication, leaving the book permanently empty with no `onError`. Requested depths now ride the smallest published channel depth that covers them and are sliced back down locally, so every documented depth delivers updates.
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## 0.4.4
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### Patch Changes
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- [#62](https://github.com/Fabric-Labs/polyester-sdk-typescript/pull/62) [`ee6f75a`](https://github.com/Fabric-Labs/polyester-sdk-typescript/commit/ee6f75a64294ffad0c05dfdfe65b802699509b7b) Thanks [@huntabyte](https://github.com/huntabyte)! - fix: `orders.batchCreate()` no longer throws a `ValiError` when the server rejects an item without a structured error detail; the item is surfaced as `status: "rejected"` with `error` possibly undefined. Also documents that `orders.listOpen()` is paginated and must be drained via `nextPageToken`.
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## 0.4.3
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### Patch Changes
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@@ -14,7 +14,7 @@ type TimestampInit = {
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declare const GetOrderbookHeatmapInputSchema: v.SchemaWithPipe<readonly [v.ObjectSchema<{
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readonly symbolId: v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.IntegerAction<number, undefined>, v.GtValueAction<number, 0, undefined>]>;
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readonly interval: v.SchemaWithPipe<readonly [v.OptionalSchema<v.PicklistSchema<readonly ["1s", "1m", "5m", "1h"], undefined>, "1s">, v.TransformAction<"1s" | "1m" | "5m" | "1h", HeatmapInterval>]>;
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readonly depth: v.SchemaWithPipe<readonly [v.OptionalSchema<v.PicklistSchema<readonly [1, 5, 10, 20, 50, 100, 200, 500, 1000], undefined>, 50>, v.TransformAction<5 | 10 | 20 | 1 | 200 | 500 |
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readonly depth: v.SchemaWithPipe<readonly [v.OptionalSchema<v.PicklistSchema<readonly [1, 5, 10, 20, 50, 100, 200, 500, 1000], undefined>, 50>, v.TransformAction<5 | 10 | 20 | 1 | 200 | 500 | 100 | 50 | 1000, HeatmapDepth>]>;
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readonly quantityMode: v.SchemaWithPipe<readonly [v.OptionalSchema<v.PicklistSchema<readonly ["close", "peak"], undefined>, "close">, v.TransformAction<"close" | "peak", HeatmapQuantityMode>]>;
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readonly limit: v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.IntegerAction<number, undefined>, v.GtValueAction<number, 0, undefined>, v.MaxValueAction<number, 20000, undefined>]>;
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readonly startTsSec: v.OptionalSchema<v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.IntegerAction<number, undefined>, v.MinValueAction<number, 0, undefined>, v.MaxValueAction<number, number, undefined>, v.TransformAction<number, bigint>]>, undefined>;
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@@ -227,7 +227,7 @@ type OrderbookHeatmapDeltaChain = ReturnType<typeof convertHeatmapDeltaChain>;
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declare function createOrderbookHeatmapResponseSchema(scales: SdkScales): v.SchemaWithPipe<readonly [v.ObjectSchema<{
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readonly symbolId: v.NumberSchema<undefined>;
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readonly interval: v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.TransformAction<number, DecodedEnum<"1s" | "1m" | "5m" | "1h">>]>;
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readonly depth: v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.TransformAction<number, 5 | 10 | 20 | 1 | "unspecified" | 200 | 500 |
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readonly depth: v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.TransformAction<number, 5 | 10 | 20 | 1 | "unspecified" | 200 | 500 | 100 | 50 | 1000>]>;
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readonly chain: v.OptionalSchema<v.ObjectSchema<{
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readonly baseKeyframe: v.OptionalSchema<v.ObjectSchema<{
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readonly tsSec: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, number>]>;
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@@ -287,7 +287,7 @@ declare function createOrderbookHeatmapResponseSchema(scales: SdkScales): v.Sche
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}, undefined>, v.TransformAction<{
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symbolId: number;
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interval: DecodedEnum<"1s" | "1m" | "5m" | "1h">;
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depth: 5 | 10 | 20 | 1 | "unspecified" | 200 | 500 |
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depth: 5 | 10 | 20 | 1 | "unspecified" | 200 | 500 | 100 | 50 | 1000;
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chain?: {
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baseKeyframe?: {
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tsSec: number;
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@@ -347,7 +347,7 @@ declare function createOrderbookHeatmapResponseSchema(scales: SdkScales): v.Sche
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}, {
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symbolId: number;
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interval: DecodedEnum<"1s" | "1m" | "5m" | "1h">;
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depth: 5 | 10 | 20 | 1 | "unspecified" | 200 | 500 |
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depth: 5 | 10 | 20 | 1 | "unspecified" | 200 | 500 | 100 | 50 | 1000;
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chain: {
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baseKeyframe: {
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tsSec: number;
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@@ -39,7 +39,28 @@ function normalizeOrderbookDepth(depth) {
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protoDepth: DepthCodec.inputToProto[levels]
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};
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}
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/**
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* Depths for which the backend publishes `public:spot:orderbook:deltas:depth:{depth}:{symbolId}:proto`
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* channels. Narrower than ORDERBOOK_SUPPORTED_DEPTHS, which is the set the REST snapshot accepts:
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* subscribing to a depth outside this set succeeds and then never delivers a publication, so the book
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* silently stays empty.
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*/
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const ORDERBOOK_WS_DEPTHS = [
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1,
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50,
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500
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];
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/**
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* Smallest published channel depth that covers `depth`, so a request for an unpublished depth rides a
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* deeper feed and is sliced back down locally instead of subscribing to a channel with no publisher.
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*/
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function orderbookWsChannelDepth(depth) {
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for (const d of ORDERBOOK_WS_DEPTHS) if (d >= depth) return d;
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return 500;
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}
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//#endregion
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export { DepthCodec, ORDERBOOK_SUPPORTED_DEPTHS, normalizeOrderbookDepth };
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export { DepthCodec, ORDERBOOK_SUPPORTED_DEPTHS, ORDERBOOK_WS_DEPTHS, normalizeOrderbookDepth, orderbookWsChannelDepth };
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//# sourceMappingURL=orderbook.codecs.js.map
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{"version":3,"file":"orderbook.codecs.js","names":[],"sources":["../../../src/services/orderbook/orderbook.codecs.ts"],"sourcesContent":["import * as Proto from \"../../gen/orderbook/v1/orderbook_pb.js\";\n\nexport const ORDERBOOK_SUPPORTED_DEPTHS = [1, 5, 10, 20, 50, 100, 200, 500, 1000] as const;\n\nexport type OrderbookSupportedDepth = (typeof ORDERBOOK_SUPPORTED_DEPTHS)[number];\n\nexport type NormalizedOrderbookDepth = {\n levels: OrderbookSupportedDepth;\n protoDepth: Proto.Depth;\n};\n\nexport const DepthCodec = {\n inputToProto: {\n 1: Proto.Depth.DEPTH_1,\n 5: Proto.Depth.DEPTH_5,\n 10: Proto.Depth.DEPTH_10,\n 20: Proto.Depth.DEPTH_20,\n 50: Proto.Depth.DEPTH_50,\n 100: Proto.Depth.DEPTH_100,\n 200: Proto.Depth.DEPTH_200,\n 500: Proto.Depth.DEPTH_500,\n 1000: Proto.Depth.DEPTH_1000,\n } satisfies Record<OrderbookSupportedDepth, Proto.Depth>,\n supportedDepths: ORDERBOOK_SUPPORTED_DEPTHS,\n} as const;\n\nexport function normalizeOrderbookDepth(depth: number): NormalizedOrderbookDepth {\n if (depth in DepthCodec.inputToProto) {\n const levels = depth as OrderbookSupportedDepth;\n return { levels, protoDepth: DepthCodec.inputToProto[levels] };\n }\n\n const levels = DepthCodec.supportedDepths.reduce((prev, curr) =>\n Math.abs(curr - depth) < Math.abs(prev - depth) ? curr : prev,\n );\n return { levels, protoDepth: DepthCodec.inputToProto[levels] };\n}\n"],"mappings":";;AAEA,MAAa,6BAA6B;CAAC;CAAG;CAAG;CAAI;CAAI;CAAI;CAAK;CAAK;CAAK;AAAI;AAShF,MAAa,aAAa;CACtB,cAAc;EACV,GAAA;EACA,GAAA;EACA,IAAA;EACA,IAAA;EACA,IAAA;EACA,KAAA;EACA,KAAA;EACA,KAAA;EACA,KAAA;CACJ;CACA,iBAAiB;AACrB;AAEA,SAAgB,wBAAwB,OAAyC;CAC7E,IAAI,SAAS,WAAW,cAAc;EAClC,MAAM,SAAS;EACf,OAAO;GAAE;GAAQ,YAAY,WAAW,aAAa;EAAQ;CACjE;CAEA,MAAM,SAAS,WAAW,gBAAgB,QAAQ,MAAM,SACpD,KAAK,IAAI,OAAO,KAAK,IAAI,KAAK,IAAI,OAAO,KAAK,IAAI,OAAO,IAC7D;CACA,OAAO;EAAE;EAAQ,YAAY,WAAW,aAAa;CAAQ;AACjE"}
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{"version":3,"file":"orderbook.codecs.js","names":[],"sources":["../../../src/services/orderbook/orderbook.codecs.ts"],"sourcesContent":["import * as Proto from \"../../gen/orderbook/v1/orderbook_pb.js\";\n\nexport const ORDERBOOK_SUPPORTED_DEPTHS = [1, 5, 10, 20, 50, 100, 200, 500, 1000] as const;\n\nexport type OrderbookSupportedDepth = (typeof ORDERBOOK_SUPPORTED_DEPTHS)[number];\n\nexport type NormalizedOrderbookDepth = {\n levels: OrderbookSupportedDepth;\n protoDepth: Proto.Depth;\n};\n\nexport const DepthCodec = {\n inputToProto: {\n 1: Proto.Depth.DEPTH_1,\n 5: Proto.Depth.DEPTH_5,\n 10: Proto.Depth.DEPTH_10,\n 20: Proto.Depth.DEPTH_20,\n 50: Proto.Depth.DEPTH_50,\n 100: Proto.Depth.DEPTH_100,\n 200: Proto.Depth.DEPTH_200,\n 500: Proto.Depth.DEPTH_500,\n 1000: Proto.Depth.DEPTH_1000,\n } satisfies Record<OrderbookSupportedDepth, Proto.Depth>,\n supportedDepths: ORDERBOOK_SUPPORTED_DEPTHS,\n} as const;\n\nexport function normalizeOrderbookDepth(depth: number): NormalizedOrderbookDepth {\n if (depth in DepthCodec.inputToProto) {\n const levels = depth as OrderbookSupportedDepth;\n return { levels, protoDepth: DepthCodec.inputToProto[levels] };\n }\n\n const levels = DepthCodec.supportedDepths.reduce((prev, curr) =>\n Math.abs(curr - depth) < Math.abs(prev - depth) ? curr : prev,\n );\n return { levels, protoDepth: DepthCodec.inputToProto[levels] };\n}\n\n/**\n * Depths for which the backend publishes `public:spot:orderbook:deltas:depth:{depth}:{symbolId}:proto`\n * channels. Narrower than ORDERBOOK_SUPPORTED_DEPTHS, which is the set the REST snapshot accepts:\n * subscribing to a depth outside this set succeeds and then never delivers a publication, so the book\n * silently stays empty.\n */\nexport const ORDERBOOK_WS_DEPTHS = [1, 20, 50, 200, 500] as const;\n\nexport type OrderbookWsDepth = (typeof ORDERBOOK_WS_DEPTHS)[number];\n\n/**\n * Smallest published channel depth that covers `depth`, so a request for an unpublished depth rides a\n * deeper feed and is sliced back down locally instead of subscribing to a channel with no publisher.\n */\nexport function orderbookWsChannelDepth(depth: number): OrderbookWsDepth {\n for (const d of ORDERBOOK_WS_DEPTHS) if (d >= depth) return d;\n return 500;\n}\n"],"mappings":";;AAEA,MAAa,6BAA6B;CAAC;CAAG;CAAG;CAAI;CAAI;CAAI;CAAK;CAAK;CAAK;AAAI;AAShF,MAAa,aAAa;CACtB,cAAc;EACV,GAAA;EACA,GAAA;EACA,IAAA;EACA,IAAA;EACA,IAAA;EACA,KAAA;EACA,KAAA;EACA,KAAA;EACA,KAAA;CACJ;CACA,iBAAiB;AACrB;AAEA,SAAgB,wBAAwB,OAAyC;CAC7E,IAAI,SAAS,WAAW,cAAc;EAClC,MAAM,SAAS;EACf,OAAO;GAAE;GAAQ,YAAY,WAAW,aAAa;EAAQ;CACjE;CAEA,MAAM,SAAS,WAAW,gBAAgB,QAAQ,MAAM,SACpD,KAAK,IAAI,OAAO,KAAK,IAAI,KAAK,IAAI,OAAO,KAAK,IAAI,OAAO,IAC7D;CACA,OAAO;EAAE;EAAQ,YAAY,WAAW,aAAa;CAAQ;AACjE;;;;;;;AAQA,MAAa,sBAAsB;CAAC;CAAG;CAAI;CAAI;CAAK;AAAG;;;;;AAQvD,SAAgB,wBAAwB,OAAiC;CACrE,KAAK,MAAM,KAAK,qBAAqB,IAAI,KAAK,OAAO,OAAO;CAC5D,OAAO;AACX"}
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*/
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subscribe(input: SubscribeOrderbookInput): () => void;
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/**
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* 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.
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* 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 observed sequence gaps or reconnects. The returned handle can unsubscribe or change local price bucket aggregation without reconnecting.
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*
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* `depth` is clamped to [1, 500] and rides the smallest published channel depth that covers it (see ORDERBOOK_WS_DEPTHS); levels are sliced back to the requested depth locally.
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*
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* Refetching is driven by observed sequence gaps and reconnect events only. A feed that stays subscribed but stops publishing is indistinguishable from a quiet market, so it does not trigger onError or a refetch. Callers that must detect a stalled book need their own idle watchdog plus a REST refetch.
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*/
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createSubscription(input: CreateOrderbookSubscriptionInput): OrderbookSubscription;
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}
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{"version":3,"file":"orderbook.d.ts","names":[],"sources":["../../../src/services/orderbook/orderbook.ts"],"mappings":";;;;;;;;
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{"version":3,"file":"orderbook.d.ts","names":[],"sources":["../../../src/services/orderbook/orderbook.ts"],"mappings":";;;;;;;;UAgCU,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;;;;;;;;EAWjB,mBAAmB,OAAO,mCAAmC"}
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import { snapshotThenStream } from "../../realtime/snapshot-then-stream.js";
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import { GetOrderBookResponseSchema, OrderBookDeltaSchema, OrderbookService as OrderbookService$1 } from "../../gen/orderbook/v1/orderbook_pb.js";
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import { orderbookWsChannelDepth } from "./orderbook.codecs.js";
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import { GetOrderbookInputSchema, createOrderbookDataSchema, formatOrderbookLevel } from "./orderbook.schemas.js";
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* Creates a stateful order book subscription that first fetches a snapshot, buffers proto deltas from public:spot:orderbook:deltas:depth:{depth}:{symbolId}:proto, applies sequence-checked updates, and refetches on gaps or reconnects. The returned handle can unsubscribe or change local price bucket aggregation without reconnecting.
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* Creates a stateful order book subscription that first fetches a snapshot, buffers proto deltas from public:spot:orderbook:deltas:depth:{depth}:{symbolId}:proto, applies sequence-checked updates, and refetches on observed sequence gaps or reconnects. The returned handle can unsubscribe or change local price bucket aggregation without reconnecting.
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* Refetching is driven by observed sequence gaps and reconnect events only. A feed that stays subscribed but stops publishing is indistinguishable from a quiet market, so it does not trigger onError or a refetch. Callers that must detect a stalled book need their own idle watchdog plus a REST refetch.
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createSubscription(input) {
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const symbolId = parse(v.pipe(v.number(), v.integer(), v.gtValue(0)), input.symbolId);
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const channelDepth = orderbookWsChannelDepth(requestedDepth);
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const channel = `public:spot:orderbook:deltas:depth:${channelDepth}:${symbolId}:proto`;
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const client = this.#client;
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const gate = createReadyGate(() => scales.ready(), (error) => input.onError?.(publicationHandlerErrorContext(channel, error)));
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gate.run(() => {
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input.onEvent({
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bookSeq: currentBookSeq.toString(),
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asks: sideToUIBucketed(asksMap, "asks",
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bids: sideToUIBucketed(bidsMap, "bids", requestedDepth, bucketTicks),
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asks: sideToUIBucketed(asksMap, "asks", requestedDepth, bucketTicks)
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}
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async function inputServiceFetch() {
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const validated = parse(GetOrderbookInputSchema, {
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{"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\";\nimport { parse } from \"../../shared/validation.js\";\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 = 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 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 = 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 = 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 ? delta.bookSeqEnd : currentBookSeq;\n emit();\n }\n\n setBucket(input.bucket);\n stream = snapshotThenStream({\n realtime: this.#realtime,\n channel,\n schema: Proto.OrderBookDeltaSchema,\n maxBufferedPublications: 200,\n snapshotErrorLog: \"Failed to fetch orderbook\",\n fetchSnapshot: inputServiceFetch,\n readPublication: (delta) => [delta],\n applySnapshot: (snapshot, bufferedDeltas) => {\n bidsMap = levelsToMap(snapshot.bids);\n asksMap = levelsToMap(snapshot.asks);\n currentBookSeq = toBig(snapshot.bookSeq);\n emit();\n for (const delta of bufferedDeltas) {\n if (stream?.isDisposed()) return;\n handleDelta(delta);\n }\n },\n applyLivePublications: (deltas) => {\n for (const delta of deltas) {\n if (stream?.isDisposed()) return;\n handleDelta(delta);\n }\n },\n onOpen: input.onOpen,\n onClose: input.onClose,\n onError: input.onError,\n });\n\n function dispose(): void {\n stream?.unsubscribe();\n }\n\n return { unsubscribe: dispose, setBucket };\n }\n}\n"],"mappings":";;;;;;;;;;;;;;;;AAuDA,IAAa,mBAAb,MAA8B;CAC1B;CACA;CACA;CAEA,YAAY,WAAsB,UAA6B,QAAmB;EAC9E,KAAKA,UAAU,aAAaC,oBAAwB,SAAS;EAC7D,KAAKC,YAAY;EACjB,KAAKC,UAAU;CACnB;;;;CAKA,MAAM,IACF,OACA,SACsB;EACtB,MAAM,YAAY,MAAM,yBAAyB,KAAK;EACtD,MAAM,KAAKA,QAAQ,MAAM;EACzB,MAAM,MAAM,MAAM,KAAKH,QAAQ,aAC3B;GAAE,QAAQ,UAAU;GAAQ,OAAO,UAAU;EAAW,GACxD,qBAAqB,OAAO,CAChC;EACA,OAAO,MAAM,0BAA0B,KAAKG,SAAS,UAAU,MAAM,GAAG;GACpE,QAAQ,UAAU;GAClB,OAAO,UAAU;GACjB,SAAS,IAAI;GACb,MAAM,IAAI;GACV,MAAM,IAAI;EACd,CAAC;CACL;;;;CAKA,UAAU,OAA4C;EAClD,OAAO,KAAK,mBAAmB,KAAK,CAAC,CAAC;CAC1C;;;;CAKA,mBAAmB,OAAgE;EAC/E,MAAM,WAAW,MAAM,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,QAAQ,GAAG,EAAE,QAAQ,CAAC,CAAC,GAAG,MAAM,QAAQ;EACpF,MAAM,UAAU,KAAK,IAAI,KAAK,KAAK,IAAI,GAAG,KAAK,MAAM,MAAM,SAAS,EAAE,CAAC,CAAC;EACxE,MAAM,UAAU,sCAAsC,QAAQ,GAAG,SAAS;EAE1E,MAAM,SAAS,KAAKH;EACpB,MAAM,SAAS,KAAKG;EACpB,MAAM,OAAO,sBACH,OAAO,MAAM,IAClB,UAAU,MAAM,UAAU,+BAA+B,SAAS,KAAK,CAAC,CAC7E;EAEA,IAAI,0BAAoB,IAAI,IAAI;EAChC,IAAI,0BAAoB,IAAI,IAAI;EAChC,IAAI,iBAAiB;EACrB,IAAI,cAA6B;EACjC,IAAI;EAEJ,SAAS,YAAY,QAAkD;GACnE,MAAM,sBAAgB,IAAI,IAAI;GAC9B,KAAK,MAAM,KAAK,UAAU,CAAC,GAAG;IAC1B,IAAI,EAAE,cAAc,IAAI;IACxB,IAAI,IAAI,EAAE,YAAY,EAAE,SAAS;GACrC;GACA,OAAO;EACX;EAEA,SAAS,eAAe,KAAe,QAA8C;GACjF,KAAK,MAAM,KAAK,UAAU,CAAC,GACvB,IAAI,EAAE,cAAc,IAAI,IAAI,OAAO,EAAE,UAAU;QAC1C,IAAI,IAAI,EAAE,YAAY,EAAE,SAAS;EAE9C;EAEA,SAAS,SAAS,KAAe,MAAuB,OAAiC;GACrF,MAAM,UAAU,MAAM,KAAK,IAAI,QAAQ,CAAC;GACxC,QAAQ,MAAM,CAAC,KAAK,CAAC,QAAQ;IACzB,IAAI,OAAO,IAAI,OAAO;IACtB,OAAO,SAAS,SAAU,KAAK,KAAK,KAAK,IAAK,KAAK,KAAK,KAAK;GACjE,CAAC;GACD,OAAO,QACF,MAAM,GAAG,KAAK,CAAC,CACf,KAAK,CAAC,YAAY,eACf,qBAAqB;IAAE;IAAY;GAAU,GAAG,QAAQ,QAAQ,CACpE;EACR;EAEA,SAAS,iBACL,KACA,MACA,OACA,QACgB;GAChB,IAAI,CAAC,UAAU,UAAU,IAAI,OAAO,SAAS,KAAK,MAAM,KAAK;GAE7D,MAAM,sBAAgB,IAAI,IAAI;GAC9B,KAAK,MAAM,CAAC,YAAY,cAAc,IAAI,QAAQ,GAAG;IACjD,IAAI,aAAa,IAAI;IACrB,MAAM,cAAe,aAAa,SAAU;IAC5C,IAAI,IAAI,cAAc,IAAI,IAAI,WAAW,KAAK,MAAM,SAAS;GACjE;GACA,OAAO,SAAS,KAAK,MAAM,KAAK;EACpC;EAEA,SAAS,OAAa;GAClB,KAAK,UAAU;IACX,MAAM,QAAQ;KACV,QAAQ,MAAM;KACd,OAAO;KACP,SAAS,eAAe,SAAS;KACjC,MAAM,iBAAiB,SAAS,QAAQ,SAAS,WAAW;KAC5D,MAAM,iBAAiB,SAAS,QAAQ,SAAS,WAAW;IAChE,CAAC;GACL,CAAC;EACL;EAEA,SAAS,UAAU,QAAyC;GACxD,IAAI,CAAC,QACD,cAAc;QAEd,IAAI;IACA,cAAc,qBAAqB,UAAU,QAAQ,OAAO,MAAM,CAAC;GACvE,QAAQ;IACJ,cAAc;GAClB;GAEJ,IAAI,QAAQ,QAAQ,GAAG,KAAK;EAChC;EAEA,eAAe,oBAAyD;GACpE,MAAM,YAAY,MAAM,yBAAyB;IAC7C,QAAQ,MAAM;IACd,OAAO;GACX,CAAC;GACD,IAAI;IACA,OAAO,MAAM,OAAO,aAAa;KAC7B,QAAQ,UAAU;KAClB,OAAO,UAAU;IACrB,CAAC;GACL,SAAS,OAAgB;IACrB,IAAI,CAAC,wBAAwB,KAAK,GAAG,MAAM;IAE3C,OAAO,OAAOC,4BAAkC;KAC5C,SAAS;KACT,MAAM,CAAC;KACP,MAAM,CAAC;IACX,CAAC;GACL;EACJ;EAEA,SAAS,YAAY,OAAmC;GACpD,IAAI,MAAM,OAAO;IACb,QAAQ,MAAM;IACd,QAAQ,MAAM;IACd,iBAAiB;GACrB;GAEA,IAAI,mBAAmB,MAAM,MAAM,eAAe,iBAAiB,IAAI;IACnE,QAAQ,gBAAgB;IACxB;GACJ;GAEA,IAAI,MAAM,cAAc,gBAAgB;GAExC,eAAe,SAAS,MAAM,IAAI;GAClC,eAAe,SAAS,MAAM,IAAI;GAElC,iBAAiB,MAAM,aAAa,iBAAiB,MAAM,aAAa;GACxE,KAAK;EACT;EAEA,UAAU,MAAM,MAAM;EACtB,SAAS,mBAAmB;GACxB,UAAU,KAAKF;GACf;GACA,QAAQG;GACR,yBAAyB;GACzB,kBAAkB;GAClB,eAAe;GACf,kBAAkB,UAAU,CAAC,KAAK;GAClC,gBAAgB,UAAU,mBAAmB;IACzC,UAAU,YAAY,SAAS,IAAI;IACnC,UAAU,YAAY,SAAS,IAAI;IACnC,iBAAiB,MAAM,SAAS,OAAO;IACvC,KAAK;IACL,KAAK,MAAM,SAAS,gBAAgB;KAChC,IAAI,QAAQ,WAAW,GAAG;KAC1B,YAAY,KAAK;IACrB;GACJ;GACA,wBAAwB,WAAW;IAC/B,KAAK,MAAM,SAAS,QAAQ;KACxB,IAAI,QAAQ,WAAW,GAAG;KAC1B,YAAY,KAAK;IACrB;GACJ;GACA,QAAQ,MAAM;GACd,SAAS,MAAM;GACf,SAAS,MAAM;EACnB,CAAC;EAED,SAAS,UAAgB;GACrB,QAAQ,YAAY;EACxB;EAEA,OAAO;GAAE,aAAa;GAAS;EAAU;CAC7C;AACJ"}
|
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1
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+
{"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 { orderbookWsChannelDepth } from \"./orderbook.codecs.js\";\nimport { toBig } from \"../../utils/u128.js\";\nimport { isResourceNotFoundError } from \"../../utils/errors.js\";\nimport * as v from \"valibot\";\nimport { parse } from \"../../shared/validation.js\";\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 = 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 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 observed sequence gaps or reconnects. The returned handle can unsubscribe or change local price bucket aggregation without reconnecting.\n *\n * `depth` is clamped to [1, 500] and rides the smallest published channel depth that covers it (see ORDERBOOK_WS_DEPTHS); levels are sliced back to the requested depth locally.\n *\n * Refetching is driven by observed sequence gaps and reconnect events only. A feed that stays subscribed but stops publishing is indistinguishable from a quiet market, so it does not trigger onError or a refetch. Callers that must detect a stalled book need their own idle watchdog plus a REST refetch.\n */\n createSubscription(input: CreateOrderbookSubscriptionInput): OrderbookSubscription {\n const symbolId = parse(v.pipe(v.number(), v.integer(), v.gtValue(0)), input.symbolId);\n const requestedDepth = Math.min(500, Math.max(1, Math.trunc(input.depth ?? 50)));\n const channelDepth = orderbookWsChannelDepth(requestedDepth);\n const channel = `public:spot:orderbook:deltas:depth:${channelDepth}:${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: requestedDepth,\n bookSeq: currentBookSeq.toString(),\n bids: sideToUIBucketed(bidsMap, \"bids\", requestedDepth, bucketTicks),\n asks: sideToUIBucketed(asksMap, \"asks\", requestedDepth, 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 = parse(GetOrderbookInputSchema, {\n symbol: input.symbol,\n depth: channelDepth,\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 ? delta.bookSeqEnd : currentBookSeq;\n emit();\n }\n\n setBucket(input.bucket);\n stream = snapshotThenStream({\n realtime: this.#realtime,\n channel,\n schema: Proto.OrderBookDeltaSchema,\n maxBufferedPublications: 200,\n snapshotErrorLog: \"Failed to fetch orderbook\",\n fetchSnapshot: inputServiceFetch,\n readPublication: (delta) => [delta],\n applySnapshot: (snapshot, bufferedDeltas) => {\n bidsMap = levelsToMap(snapshot.bids);\n asksMap = levelsToMap(snapshot.asks);\n currentBookSeq = toBig(snapshot.bookSeq);\n emit();\n for (const delta of bufferedDeltas) {\n if (stream?.isDisposed()) return;\n handleDelta(delta);\n }\n },\n applyLivePublications: (deltas) => {\n for (const delta of deltas) {\n if (stream?.isDisposed()) return;\n handleDelta(delta);\n }\n },\n onOpen: input.onOpen,\n onClose: input.onClose,\n onError: input.onError,\n });\n\n function dispose(): void {\n stream?.unsubscribe();\n }\n\n return { unsubscribe: dispose, setBucket };\n }\n}\n"],"mappings":";;;;;;;;;;;;;;;;;AAwDA,IAAa,mBAAb,MAA8B;CAC1B;CACA;CACA;CAEA,YAAY,WAAsB,UAA6B,QAAmB;EAC9E,KAAKA,UAAU,aAAaC,oBAAwB,SAAS;EAC7D,KAAKC,YAAY;EACjB,KAAKC,UAAU;CACnB;;;;CAKA,MAAM,IACF,OACA,SACsB;EACtB,MAAM,YAAY,MAAM,yBAAyB,KAAK;EACtD,MAAM,KAAKA,QAAQ,MAAM;EACzB,MAAM,MAAM,MAAM,KAAKH,QAAQ,aAC3B;GAAE,QAAQ,UAAU;GAAQ,OAAO,UAAU;EAAW,GACxD,qBAAqB,OAAO,CAChC;EACA,OAAO,MAAM,0BAA0B,KAAKG,SAAS,UAAU,MAAM,GAAG;GACpE,QAAQ,UAAU;GAClB,OAAO,UAAU;GACjB,SAAS,IAAI;GACb,MAAM,IAAI;GACV,MAAM,IAAI;EACd,CAAC;CACL;;;;CAKA,UAAU,OAA4C;EAClD,OAAO,KAAK,mBAAmB,KAAK,CAAC,CAAC;CAC1C;;;;;;;;CASA,mBAAmB,OAAgE;EAC/E,MAAM,WAAW,MAAM,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,QAAQ,GAAG,EAAE,QAAQ,CAAC,CAAC,GAAG,MAAM,QAAQ;EACpF,MAAM,iBAAiB,KAAK,IAAI,KAAK,KAAK,IAAI,GAAG,KAAK,MAAM,MAAM,SAAS,EAAE,CAAC,CAAC;EAC/E,MAAM,eAAe,wBAAwB,cAAc;EAC3D,MAAM,UAAU,sCAAsC,aAAa,GAAG,SAAS;EAE/E,MAAM,SAAS,KAAKH;EACpB,MAAM,SAAS,KAAKG;EACpB,MAAM,OAAO,sBACH,OAAO,MAAM,IAClB,UAAU,MAAM,UAAU,+BAA+B,SAAS,KAAK,CAAC,CAC7E;EAEA,IAAI,0BAAoB,IAAI,IAAI;EAChC,IAAI,0BAAoB,IAAI,IAAI;EAChC,IAAI,iBAAiB;EACrB,IAAI,cAA6B;EACjC,IAAI;EAEJ,SAAS,YAAY,QAAkD;GACnE,MAAM,sBAAgB,IAAI,IAAI;GAC9B,KAAK,MAAM,KAAK,UAAU,CAAC,GAAG;IAC1B,IAAI,EAAE,cAAc,IAAI;IACxB,IAAI,IAAI,EAAE,YAAY,EAAE,SAAS;GACrC;GACA,OAAO;EACX;EAEA,SAAS,eAAe,KAAe,QAA8C;GACjF,KAAK,MAAM,KAAK,UAAU,CAAC,GACvB,IAAI,EAAE,cAAc,IAAI,IAAI,OAAO,EAAE,UAAU;QAC1C,IAAI,IAAI,EAAE,YAAY,EAAE,SAAS;EAE9C;EAEA,SAAS,SAAS,KAAe,MAAuB,OAAiC;GACrF,MAAM,UAAU,MAAM,KAAK,IAAI,QAAQ,CAAC;GACxC,QAAQ,MAAM,CAAC,KAAK,CAAC,QAAQ;IACzB,IAAI,OAAO,IAAI,OAAO;IACtB,OAAO,SAAS,SAAU,KAAK,KAAK,KAAK,IAAK,KAAK,KAAK,KAAK;GACjE,CAAC;GACD,OAAO,QACF,MAAM,GAAG,KAAK,CAAC,CACf,KAAK,CAAC,YAAY,eACf,qBAAqB;IAAE;IAAY;GAAU,GAAG,QAAQ,QAAQ,CACpE;EACR;EAEA,SAAS,iBACL,KACA,MACA,OACA,QACgB;GAChB,IAAI,CAAC,UAAU,UAAU,IAAI,OAAO,SAAS,KAAK,MAAM,KAAK;GAE7D,MAAM,sBAAgB,IAAI,IAAI;GAC9B,KAAK,MAAM,CAAC,YAAY,cAAc,IAAI,QAAQ,GAAG;IACjD,IAAI,aAAa,IAAI;IACrB,MAAM,cAAe,aAAa,SAAU;IAC5C,IAAI,IAAI,cAAc,IAAI,IAAI,WAAW,KAAK,MAAM,SAAS;GACjE;GACA,OAAO,SAAS,KAAK,MAAM,KAAK;EACpC;EAEA,SAAS,OAAa;GAClB,KAAK,UAAU;IACX,MAAM,QAAQ;KACV,QAAQ,MAAM;KACd,OAAO;KACP,SAAS,eAAe,SAAS;KACjC,MAAM,iBAAiB,SAAS,QAAQ,gBAAgB,WAAW;KACnE,MAAM,iBAAiB,SAAS,QAAQ,gBAAgB,WAAW;IACvE,CAAC;GACL,CAAC;EACL;EAEA,SAAS,UAAU,QAAyC;GACxD,IAAI,CAAC,QACD,cAAc;QAEd,IAAI;IACA,cAAc,qBAAqB,UAAU,QAAQ,OAAO,MAAM,CAAC;GACvE,QAAQ;IACJ,cAAc;GAClB;GAEJ,IAAI,QAAQ,QAAQ,GAAG,KAAK;EAChC;EAEA,eAAe,oBAAyD;GACpE,MAAM,YAAY,MAAM,yBAAyB;IAC7C,QAAQ,MAAM;IACd,OAAO;GACX,CAAC;GACD,IAAI;IACA,OAAO,MAAM,OAAO,aAAa;KAC7B,QAAQ,UAAU;KAClB,OAAO,UAAU;IACrB,CAAC;GACL,SAAS,OAAgB;IACrB,IAAI,CAAC,wBAAwB,KAAK,GAAG,MAAM;IAE3C,OAAO,OAAOC,4BAAkC;KAC5C,SAAS;KACT,MAAM,CAAC;KACP,MAAM,CAAC;IACX,CAAC;GACL;EACJ;EAEA,SAAS,YAAY,OAAmC;GACpD,IAAI,MAAM,OAAO;IACb,QAAQ,MAAM;IACd,QAAQ,MAAM;IACd,iBAAiB;GACrB;GAEA,IAAI,mBAAmB,MAAM,MAAM,eAAe,iBAAiB,IAAI;IACnE,QAAQ,gBAAgB;IACxB;GACJ;GAEA,IAAI,MAAM,cAAc,gBAAgB;GAExC,eAAe,SAAS,MAAM,IAAI;GAClC,eAAe,SAAS,MAAM,IAAI;GAElC,iBAAiB,MAAM,aAAa,iBAAiB,MAAM,aAAa;GACxE,KAAK;EACT;EAEA,UAAU,MAAM,MAAM;EACtB,SAAS,mBAAmB;GACxB,UAAU,KAAKF;GACf;GACA,QAAQG;GACR,yBAAyB;GACzB,kBAAkB;GAClB,eAAe;GACf,kBAAkB,UAAU,CAAC,KAAK;GAClC,gBAAgB,UAAU,mBAAmB;IACzC,UAAU,YAAY,SAAS,IAAI;IACnC,UAAU,YAAY,SAAS,IAAI;IACnC,iBAAiB,MAAM,SAAS,OAAO;IACvC,KAAK;IACL,KAAK,MAAM,SAAS,gBAAgB;KAChC,IAAI,QAAQ,WAAW,GAAG;KAC1B,YAAY,KAAK;IACrB;GACJ;GACA,wBAAwB,WAAW;IAC/B,KAAK,MAAM,SAAS,QAAQ;KACxB,IAAI,QAAQ,WAAW,GAAG;KAC1B,YAAY,KAAK;IACrB;GACJ;GACA,QAAQ,MAAM;GACd,SAAS,MAAM;GACf,SAAS,MAAM;EACnB,CAAC;EAED,SAAS,UAAgB;GACrB,QAAQ,YAAY;EACxB;EAEA,OAAO;GAAE,aAAa;GAAS;EAAU;CAC7C;AACJ"}
|
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@@ -11,7 +11,7 @@ declare const GetOrderbookInputSchema: v.SchemaWithPipe<readonly [v.ObjectSchema
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11
11
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depth: number;
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12
12
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}, {
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13
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symbol: string;
|
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14
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-
depth: 5 | 10 | 20 | 1 | 200 | 500 |
|
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14
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+
depth: 5 | 10 | 20 | 1 | 200 | 500 | 100 | 50 | 1000;
|
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15
15
|
protoDepth: Depth;
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16
16
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}>]>;
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17
17
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type GetOrderbookInput = v.InferInput<typeof GetOrderbookInputSchema>;
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@@ -2459,7 +2459,7 @@ declare function createBatchCreateOrdersResultSchema(scales: SdkScales, symbols:
|
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2459
2459
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}, undefined>, v.ObjectSchema<{
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readonly case: v.LiteralSchema<"rejected", undefined>;
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readonly value: v.ObjectSchema<{
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2462
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-
readonly error: v.ObjectSchema<{
|
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2462
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+
readonly error: v.OptionalSchema<v.ObjectSchema<{
|
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2463
2463
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readonly code: v.SchemaWithPipe<readonly [v.EnumSchema<typeof ErrorCode, undefined>, v.TransformAction<ErrorCode, "STALE_QUOTE" | "UNSPECIFIED" | "BAD_REQUEST" | "INVALID_ARGUMENT" | "INSUFFICIENT_FUNDS" | "UNKNOWN_SYMBOL" | "BAD_PRICE" | "BAD_QTY" | "MIN_NOTIONAL" | "QTY_STEP_SIZE" | "CONFLICT_DUPLICATE_CLIENT_ORDER_ID" | "UNAVAILABLE" | "UNAUTHENTICATED" | "PERMISSION_DENIED" | "NOT_FOUND" | "UPSTREAM_ERROR" | "FEE_ASSET_NOT_ALLOWED" | "PAIR_DISABLED" | "ORDER_UNKNOWN" | "INTERNAL_ERROR" | "SUBACCOUNT_INACTIVE" | "POLICY_MARKET_DENY" | "POLICY_MAX_NOTIONAL" | "POLICY_TRADING_HALTED" | "POLICY_SPOT_TRADE_DENY" | "API_KEY_ROOT_SCOPE_ONLY" | "API_KEY_SUB_SCOPE_ONLY" | "API_KEY_SUBACCOUNT_MISMATCH" | "API_KEY_POLICY_REQUIRED" | "API_KEY_UNKNOWN" | "API_KEY_MARKET_DENY" | "PRICE_TICK_SIZE" | "MIN_QTY" | "POST_ONLY_LIMIT_ONLY" | "BATCH_TOO_LARGE" | "MODIFICATION_REQUIRES_REPLACE" | "CONFLICT_IDEMPOTENCY_KEY_REUSE" | "MARKET_PRICE_UNAVAILABLE" | "PAIR_NOT_LISTED_YET" | "PAIR_DELISTED" | "PAIR_CANCEL_ONLY" | "PAIR_POST_ONLY" | "PAIR_REDUCE_ONLY" | "RISK_LIMIT" | "MARKET_HALTED" | "ACCOUNT_UNKNOWN" | "POST_ONLY_CROSS" | "REDUCE_ONLY_BLOCKED" | "PRICE_BAND_VIOLATION" | "MARKET_CAP_VIOLATION" | "EMPTY_BOOK" | "FOK_INSUFFICIENT_LIQUIDITY" | "ORDER_ALREADY_TERMINAL" | "TRIGGER_PRICE_INVALID" | "TRIGGER_PRICE_SOURCE_UNSUPPORTED" | "TRAILING_DISTANCE_INVALID" | "TRIGGER_NOT_FOUND" | "TRIGGER_CANCEL_REJECTED" | "TRIGGER_STATUS_INVALID" | "TRIGGER_NOT_MODIFIABLE" | "CONFLICT_DUPLICATE_CLIENT_TRIGGER_ID" | "MAX_SLIPPAGE_INVALID" | "VALIDATION_ERROR" | "OVERLOADED" | "MAX_QUOTE_DEBIT_TOO_SMALL" | "RATE_LIMIT_EXCEEDED">]>;
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readonly violations: v.ArraySchema<v.ObjectSchema<{
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readonly fieldPath: v.StringSchema<undefined>;
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@@ -2477,7 +2477,7 @@ declare function createBatchCreateOrdersResultSchema(scales: SdkScales, symbols:
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2477
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readonly scope: v.SchemaWithPipe<readonly [v.EnumSchema<typeof LimiterScope, undefined>, v.TransformAction<LimiterScope, "symbol" | "unspecified" | "client_ip" | "api_key" | "account" | "subaccount" | "connection" | "service" | "region" | "auth_subject">]>;
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2478
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readonly refillModel: v.SchemaWithPipe<readonly [v.EnumSchema<typeof RefillModel, undefined>, v.TransformAction<RefillModel, "unspecified" | "continuous" | "fixed_window" | "rolling_window">]>;
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2479
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}, undefined>, undefined>;
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2480
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-
}, undefined>;
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2480
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+
}, undefined>, undefined>;
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}, undefined>;
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}, undefined>], undefined>;
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}, undefined>, undefined>;
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@@ -2500,7 +2500,7 @@ declare function createBatchCreateOrdersResultSchema(scales: SdkScales, symbols:
|
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2500
2500
|
} | {
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2501
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case: "rejected";
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2502
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value: {
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2503
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-
error
|
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2503
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+
error?: {
|
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2504
2504
|
code: "STALE_QUOTE" | "UNSPECIFIED" | "BAD_REQUEST" | "INVALID_ARGUMENT" | "INSUFFICIENT_FUNDS" | "UNKNOWN_SYMBOL" | "BAD_PRICE" | "BAD_QTY" | "MIN_NOTIONAL" | "QTY_STEP_SIZE" | "CONFLICT_DUPLICATE_CLIENT_ORDER_ID" | "UNAVAILABLE" | "UNAUTHENTICATED" | "PERMISSION_DENIED" | "NOT_FOUND" | "UPSTREAM_ERROR" | "FEE_ASSET_NOT_ALLOWED" | "PAIR_DISABLED" | "ORDER_UNKNOWN" | "INTERNAL_ERROR" | "SUBACCOUNT_INACTIVE" | "POLICY_MARKET_DENY" | "POLICY_MAX_NOTIONAL" | "POLICY_TRADING_HALTED" | "POLICY_SPOT_TRADE_DENY" | "API_KEY_ROOT_SCOPE_ONLY" | "API_KEY_SUB_SCOPE_ONLY" | "API_KEY_SUBACCOUNT_MISMATCH" | "API_KEY_POLICY_REQUIRED" | "API_KEY_UNKNOWN" | "API_KEY_MARKET_DENY" | "PRICE_TICK_SIZE" | "MIN_QTY" | "POST_ONLY_LIMIT_ONLY" | "BATCH_TOO_LARGE" | "MODIFICATION_REQUIRES_REPLACE" | "CONFLICT_IDEMPOTENCY_KEY_REUSE" | "MARKET_PRICE_UNAVAILABLE" | "PAIR_NOT_LISTED_YET" | "PAIR_DELISTED" | "PAIR_CANCEL_ONLY" | "PAIR_POST_ONLY" | "PAIR_REDUCE_ONLY" | "RISK_LIMIT" | "MARKET_HALTED" | "ACCOUNT_UNKNOWN" | "POST_ONLY_CROSS" | "REDUCE_ONLY_BLOCKED" | "PRICE_BAND_VIOLATION" | "MARKET_CAP_VIOLATION" | "EMPTY_BOOK" | "FOK_INSUFFICIENT_LIQUIDITY" | "ORDER_ALREADY_TERMINAL" | "TRIGGER_PRICE_INVALID" | "TRIGGER_PRICE_SOURCE_UNSUPPORTED" | "TRAILING_DISTANCE_INVALID" | "TRIGGER_NOT_FOUND" | "TRIGGER_CANCEL_REJECTED" | "TRIGGER_STATUS_INVALID" | "TRIGGER_NOT_MODIFIABLE" | "CONFLICT_DUPLICATE_CLIENT_TRIGGER_ID" | "MAX_SLIPPAGE_INVALID" | "VALIDATION_ERROR" | "OVERLOADED" | "MAX_QUOTE_DEBIT_TOO_SMALL" | "RATE_LIMIT_EXCEEDED";
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2505
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violations: {
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2506
2506
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fieldPath: string;
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@@ -2518,7 +2518,7 @@ declare function createBatchCreateOrdersResultSchema(scales: SdkScales, symbols:
|
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2518
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scope: "symbol" | "unspecified" | "client_ip" | "api_key" | "account" | "subaccount" | "connection" | "service" | "region" | "auth_subject";
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refillModel: "unspecified" | "continuous" | "fixed_window" | "rolling_window";
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} | undefined;
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-
};
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+
} | undefined;
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};
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};
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}[];
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@@ -2541,7 +2541,7 @@ declare function createBatchCreateOrdersResultSchema(scales: SdkScales, symbols:
|
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} | {
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case: "rejected";
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value: {
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error
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+
error?: {
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code: "STALE_QUOTE" | "UNSPECIFIED" | "BAD_REQUEST" | "INVALID_ARGUMENT" | "INSUFFICIENT_FUNDS" | "UNKNOWN_SYMBOL" | "BAD_PRICE" | "BAD_QTY" | "MIN_NOTIONAL" | "QTY_STEP_SIZE" | "CONFLICT_DUPLICATE_CLIENT_ORDER_ID" | "UNAVAILABLE" | "UNAUTHENTICATED" | "PERMISSION_DENIED" | "NOT_FOUND" | "UPSTREAM_ERROR" | "FEE_ASSET_NOT_ALLOWED" | "PAIR_DISABLED" | "ORDER_UNKNOWN" | "INTERNAL_ERROR" | "SUBACCOUNT_INACTIVE" | "POLICY_MARKET_DENY" | "POLICY_MAX_NOTIONAL" | "POLICY_TRADING_HALTED" | "POLICY_SPOT_TRADE_DENY" | "API_KEY_ROOT_SCOPE_ONLY" | "API_KEY_SUB_SCOPE_ONLY" | "API_KEY_SUBACCOUNT_MISMATCH" | "API_KEY_POLICY_REQUIRED" | "API_KEY_UNKNOWN" | "API_KEY_MARKET_DENY" | "PRICE_TICK_SIZE" | "MIN_QTY" | "POST_ONLY_LIMIT_ONLY" | "BATCH_TOO_LARGE" | "MODIFICATION_REQUIRES_REPLACE" | "CONFLICT_IDEMPOTENCY_KEY_REUSE" | "MARKET_PRICE_UNAVAILABLE" | "PAIR_NOT_LISTED_YET" | "PAIR_DELISTED" | "PAIR_CANCEL_ONLY" | "PAIR_POST_ONLY" | "PAIR_REDUCE_ONLY" | "RISK_LIMIT" | "MARKET_HALTED" | "ACCOUNT_UNKNOWN" | "POST_ONLY_CROSS" | "REDUCE_ONLY_BLOCKED" | "PRICE_BAND_VIOLATION" | "MARKET_CAP_VIOLATION" | "EMPTY_BOOK" | "FOK_INSUFFICIENT_LIQUIDITY" | "ORDER_ALREADY_TERMINAL" | "TRIGGER_PRICE_INVALID" | "TRIGGER_PRICE_SOURCE_UNSUPPORTED" | "TRAILING_DISTANCE_INVALID" | "TRIGGER_NOT_FOUND" | "TRIGGER_CANCEL_REJECTED" | "TRIGGER_STATUS_INVALID" | "TRIGGER_NOT_MODIFIABLE" | "CONFLICT_DUPLICATE_CLIENT_TRIGGER_ID" | "MAX_SLIPPAGE_INVALID" | "VALIDATION_ERROR" | "OVERLOADED" | "MAX_QUOTE_DEBIT_TOO_SMALL" | "RATE_LIMIT_EXCEEDED";
|
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2546
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violations: {
|
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2547
2547
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fieldPath: string;
|
|
@@ -2559,7 +2559,7 @@ declare function createBatchCreateOrdersResultSchema(scales: SdkScales, symbols:
|
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2559
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scope: "symbol" | "unspecified" | "client_ip" | "api_key" | "account" | "subaccount" | "connection" | "service" | "region" | "auth_subject";
|
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refillModel: "unspecified" | "continuous" | "fixed_window" | "rolling_window";
|
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} | undefined;
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|
-
};
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|
+
} | undefined;
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};
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};
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2565
2565
|
}[];
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|
@@ -2582,7 +2582,7 @@ declare function createBatchCreateOrdersResultSchema(scales: SdkScales, symbols:
|
|
|
2582
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|
} | {
|
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2583
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case: "rejected";
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value: {
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|
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error
|
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+
error?: {
|
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code: "STALE_QUOTE" | "UNSPECIFIED" | "BAD_REQUEST" | "INVALID_ARGUMENT" | "INSUFFICIENT_FUNDS" | "UNKNOWN_SYMBOL" | "BAD_PRICE" | "BAD_QTY" | "MIN_NOTIONAL" | "QTY_STEP_SIZE" | "CONFLICT_DUPLICATE_CLIENT_ORDER_ID" | "UNAVAILABLE" | "UNAUTHENTICATED" | "PERMISSION_DENIED" | "NOT_FOUND" | "UPSTREAM_ERROR" | "FEE_ASSET_NOT_ALLOWED" | "PAIR_DISABLED" | "ORDER_UNKNOWN" | "INTERNAL_ERROR" | "SUBACCOUNT_INACTIVE" | "POLICY_MARKET_DENY" | "POLICY_MAX_NOTIONAL" | "POLICY_TRADING_HALTED" | "POLICY_SPOT_TRADE_DENY" | "API_KEY_ROOT_SCOPE_ONLY" | "API_KEY_SUB_SCOPE_ONLY" | "API_KEY_SUBACCOUNT_MISMATCH" | "API_KEY_POLICY_REQUIRED" | "API_KEY_UNKNOWN" | "API_KEY_MARKET_DENY" | "PRICE_TICK_SIZE" | "MIN_QTY" | "POST_ONLY_LIMIT_ONLY" | "BATCH_TOO_LARGE" | "MODIFICATION_REQUIRES_REPLACE" | "CONFLICT_IDEMPOTENCY_KEY_REUSE" | "MARKET_PRICE_UNAVAILABLE" | "PAIR_NOT_LISTED_YET" | "PAIR_DELISTED" | "PAIR_CANCEL_ONLY" | "PAIR_POST_ONLY" | "PAIR_REDUCE_ONLY" | "RISK_LIMIT" | "MARKET_HALTED" | "ACCOUNT_UNKNOWN" | "POST_ONLY_CROSS" | "REDUCE_ONLY_BLOCKED" | "PRICE_BAND_VIOLATION" | "MARKET_CAP_VIOLATION" | "EMPTY_BOOK" | "FOK_INSUFFICIENT_LIQUIDITY" | "ORDER_ALREADY_TERMINAL" | "TRIGGER_PRICE_INVALID" | "TRIGGER_PRICE_SOURCE_UNSUPPORTED" | "TRAILING_DISTANCE_INVALID" | "TRIGGER_NOT_FOUND" | "TRIGGER_CANCEL_REJECTED" | "TRIGGER_STATUS_INVALID" | "TRIGGER_NOT_MODIFIABLE" | "CONFLICT_DUPLICATE_CLIENT_TRIGGER_ID" | "MAX_SLIPPAGE_INVALID" | "VALIDATION_ERROR" | "OVERLOADED" | "MAX_QUOTE_DEBIT_TOO_SMALL" | "RATE_LIMIT_EXCEEDED";
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scope: "symbol" | "unspecified" | "client_ip" | "api_key" | "account" | "subaccount" | "connection" | "service" | "region" | "auth_subject";
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{"version":3,"file":"orders-batch.schemas.d.ts","names":[],"sources":["../../../src/services/orders/orders-batch.schemas.ts"],"mappings":";;;;;;;;cAuDa,2BAAyB,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;;;;;;;;;;KAc1B,sBAAsB,EAAE,kBAAkB;cAEzC,4BAA0B,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;;;;;KAgB3B,uBAAuB,EAAE,mBAAmB;iBAExC,mCAAmC,QAAQ,YAAS,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;KAkBxD,yBAAyB,EAAE,WACnC,kBAAkB;
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{"version":3,"file":"orders-batch.schemas.d.ts","names":[],"sources":["../../../src/services/orders/orders-batch.schemas.ts"],"mappings":";;;;;;;;cAuDa,2BAAyB,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;;;;;;;;;;KAc1B,sBAAsB,EAAE,kBAAkB;cAEzC,4BAA0B,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;;;;;KAgB3B,uBAAuB,EAAE,mBAAmB;iBAExC,mCAAmC,QAAQ,YAAS,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;KAkBxD,yBAAyB,EAAE,WACnC,kBAAkB;iBA4BN,oCAAoC,QAAQ,WAAW,oBAAiB,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;KAsD5E,0BAA0B,EAAE,YACpC,kBAAkB;KAEV,yBAAyB;KAkIzB;EACR,UAAU,EAAE,kBAAkB,yBAAyB;EACvD;EACA;EACA,OAAO;IACH;IACA;IACA;IACA;IACA,OAAO,EAAE,WAAW,kBAAkB;IACtC;IACA;;;cAIF,iCAA+B,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;KA0BzB,4BAA4B,EAAE,mBAAmB;cAEhD,gCAA8B,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;KAkC/B,2BAA2B,EAAE,mBAAmB;cAE/C,kCAAgC,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;KAcjC,6BAA6B,EAAE,kBAAkB;cAwChD,mCAAiC,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;KAqClC,8BAA8B,EAAE,mBAAmB;cAEzD,6BAA2B,EAAA,aAAA,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;;;;;;;;;;KAsBrB,wBAAwB,EAAE,kBAAkB;cAE3C,8BAA4B,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;KAgB7B,yBAAyB,EAAE,kBAAkB;cAEnD,8BAA4B,EAAA;;;;;;;;;;;;;;;;;;;;;;;;;KAQtB,yBAAyB,EAAE,mBAAmB;cAE7C,+BAA6B,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;KAkB9B,0BAA0B,EAAE,mBAAmB"}
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@@ -68,7 +68,7 @@ const BatchCreateOrderResultRawSchema = v.object({
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value: v.object({ error: OrderErrorDetailSchema })
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function createBatchCreateOrdersResultSchema(scales, symbols) {
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{"version":3,"file":"orders-batch.schemas.js","names":["ProtoWrite.RiskPolicySchema","ProtoWrite.BatchReplaceItemAdmissionStatus","ProtoWrite.BatchReplaceAdmissionStatus","ProtoRead.BatchReplacePhase","ProtoRead.OrderStatus"],"sources":["../../../src/services/orders/orders-batch.schemas.ts"],"sourcesContent":["import * as ProtoWrite from \"../../gen/orders/v1/orders_pb.js\";\nimport * as ProtoRead from \"../../gen/orders/v1/orders_read_pb.js\";\nimport { create } from \"@bufbuild/protobuf\";\nimport * as v from \"valibot\";\nimport {\n AccountScopeInputEntries,\n accountScopeToSubaccountId,\n} from \"../../shared/account-scope.js\";\nimport { OptionalPublicIdSchema, PublicIdSchema, idInputSchema } from \"../../shared/schemas.js\";\nimport { requiredEnumLabel } from \"../../shared/proto-enum-codec.js\";\nimport { tsNsToMs } from \"../../utils/time.js\";\nimport { formatId } from \"../../utils/base58-id.js\";\nimport { SideSchema } from \"../shared.js\";\nimport {\n positiveDecimalInputToScaled,\n scaledToDecimalOutput,\n type SdkScales,\n} from \"../../shared/decimal-surface.js\";\nimport {\n BatchReplaceAdmissionStatusCodec,\n BatchReplaceItemAdmissionStatusCodec,\n BatchReplacePhaseCodec,\n OrderStatusCodec,\n OrderSideCodec,\n} from \"./orders.codecs.js\";\nimport { createOrderIntentInputSchema } from \"./orders-input.schemas.js\";\nimport { createRequiredRiskPolicyInputSchema } from \"./orders-risk.schemas.js\";\nimport {\n ClientOrderIdInputSchema,\n OrderRequestIdInputSchema,\n} from \"./orders-identifiers.schemas.js\";\nimport { OrderErrorDetailSchema } from \"./order-errors.schemas.js\";\n\nconst BatchCountSchema = v.pipe(v.number(), v.integer(), v.minValue(0));\nconst BatchItemIndexSchema = v.pipe(v.number(), v.integer(), v.minValue(0));\nconst PositivePublicIdSchema = v.pipe(\n v.bigint(),\n v.gtValue(0n),\n v.transform((value) => formatId(value)),\n);\nconst OptionalSymbolInputSchema = v.optional(v.pipe(v.string(), v.trim(), v.maxLength(32)));\nconst OptionalSideInputSchema = v.pipe(\n v.optional(SideSchema),\n v.transform((side) => (side ? OrderSideCodec.inputToProto[side] : undefined)),\n);\n\nconst CancelAllAfterTimeoutInputSchema = v.pipe(\n v.number(),\n v.integer(),\n v.check(\n (timeoutSec) => timeoutSec === 0 || (timeoutSec >= 10 && timeoutSec <= 120),\n \"timeoutSec must be 0 to disable or between 10 and 120 seconds to arm\",\n ),\n);\n\nexport const CancelAllAfterInputSchema = v.pipe(\n v.strictObject({\n ...AccountScopeInputEntries,\n timeoutSec: CancelAllAfterTimeoutInputSchema,\n symbol: OptionalSymbolInputSchema,\n side: OptionalSideInputSchema,\n requestId: v.optional(OrderRequestIdInputSchema),\n }),\n v.transform(({ account, ...input }) => ({\n ...input,\n subaccountId: accountScopeToSubaccountId(account),\n })),\n);\n\nexport type CancelAllAfterInput = v.InferInput<typeof CancelAllAfterInputSchema>;\n\nexport const CancelAllAfterResultSchema = v.pipe(\n v.object({\n status: v.picklist([\"armed\", \"disabled\"]),\n effectiveTimeoutSec: v.pipe(v.number(), v.integer(), v.minValue(0)),\n expiresAtTsNs: v.bigint(),\n tsNs: v.bigint(),\n }),\n v.transform(({ expiresAtTsNs, tsNs, ...result }) => ({\n ...result,\n expiresAt: tsNsToMs(expiresAtTsNs),\n expiresAtNs: expiresAtTsNs.toString(),\n ts: tsNsToMs(tsNs),\n tsNs: tsNs.toString(),\n })),\n);\n\nexport type CancelAllAfterResult = v.InferOutput<typeof CancelAllAfterResultSchema>;\n\nexport function createBatchCreateOrdersInputSchema(scales: SdkScales) {\n return v.pipe(\n v.strictObject({\n ...AccountScopeInputEntries,\n requestId: v.optional(OrderRequestIdInputSchema),\n items: v.pipe(\n v.array(createOrderIntentInputSchema(scales)),\n v.minLength(1, \"At least one order is required.\"),\n v.maxLength(20, \"Batch create accepts at most 20 orders.\"),\n ),\n }),\n v.transform(({ account, ...input }) => ({\n ...input,\n subaccountId: accountScopeToSubaccountId(account),\n })),\n );\n}\n\nexport type BatchCreateOrdersInput = v.InferInput<\n ReturnType<typeof createBatchCreateOrdersInputSchema>\n>;\n\nconst BatchCreateOrderResultRawSchema = v.object({\n clientOrderId: v.string(),\n outcome: v.variant(\"case\", [\n v.object({\n case: v.literal(\"accepted\"),\n value: v.object({\n orderId: PublicIdSchema,\n takeProfitTriggerId: OptionalPublicIdSchema,\n stopLossTriggerId: OptionalPublicIdSchema,\n trailingStopTriggerId: OptionalPublicIdSchema,\n resolvedBaseQtyScaled: v.bigint(),\n submittedMaxQuoteDebitScaled: v.optional(v.bigint()),\n }),\n }),\n v.object({\n case: v.literal(\"rejected\"),\n value: v.object({\n error: OrderErrorDetailSchema,\n }),\n }),\n ]),\n});\n\nexport function createBatchCreateOrdersResultSchema(scales: SdkScales, symbols: string[]) {\n return v.pipe(\n v.object({\n results: v.array(BatchCreateOrderResultRawSchema),\n acceptedCount: BatchCountSchema,\n rejectedCount: BatchCountSchema,\n tsNs: v.bigint(),\n }),\n v.check(\n (response) =>\n response.acceptedCount + response.rejectedCount === response.results.length,\n \"Batch create result counts do not match the returned results.\",\n ),\n v.check(\n (response) => response.results.length === symbols.length,\n \"Batch create result count does not match the submitted item count.\",\n ),\n v.transform(({ tsNs, ...response }) => ({\n ...response,\n results: response.results.map(({ clientOrderId, outcome }, index) => {\n if (outcome.case === \"rejected\") {\n return {\n status: \"rejected\" as const,\n clientOrderId,\n error: outcome.value.error,\n };\n }\n const { resolvedBaseQtyScaled, submittedMaxQuoteDebitScaled, ...accepted } =\n outcome.value;\n const symbol = symbols[index]!;\n return {\n status: \"accepted\" as const,\n clientOrderId,\n ...accepted,\n resolvedBaseQty: scaledToDecimalOutput(\n resolvedBaseQtyScaled,\n scales.baseQty(symbol),\n ),\n ...(submittedMaxQuoteDebitScaled === undefined\n ? {}\n : {\n submittedMaxQuoteDebit: scaledToDecimalOutput(\n submittedMaxQuoteDebitScaled,\n scales.quoteAmount(symbol),\n ),\n }),\n };\n }),\n ts: tsNsToMs(tsNs),\n tsNs: tsNs.toString(),\n })),\n );\n}\n\nexport type BatchCreateOrdersResult = v.InferOutput<\n ReturnType<typeof createBatchCreateOrdersResultSchema>\n>;\nexport type BatchCreateOrderResult = BatchCreateOrdersResult[\"results\"][number];\n\nconst DecimalInputStringSchema = v.pipe(v.string(), v.trim(), v.minLength(1));\nconst BATCH_REPLACE_ITEM_INPUT_KEYS = new Set([\n \"orderId\",\n \"clientOrderId\",\n \"newPrice\",\n \"newQty\",\n \"risk\",\n \"clearRisk\",\n \"newClientOrderId\",\n]);\n\nexport function assertKnownBatchReplaceOrderItemInputKeys(input: object): void {\n for (const key of Object.keys(input)) {\n if (!BATCH_REPLACE_ITEM_INPUT_KEYS.has(key)) {\n throw new Error(`Unknown key \"${key}\" in batch replace order item.`);\n }\n }\n}\n\nconst BatchReplaceTargetInputSchema = v.union([\n v.pipe(\n v.object({\n orderId: v.pipe(\n idInputSchema(\"items.orderId\"),\n v.check((value) => value > 0n, \"items.orderId must be greater than zero\"),\n ),\n clientOrderId: v.optional(v.never()),\n }),\n v.transform(({ orderId }) => ({\n key: { case: \"orderId\" as const, value: orderId },\n })),\n ),\n v.pipe(\n v.object({\n orderId: v.optional(v.never()),\n clientOrderId: ClientOrderIdInputSchema,\n }),\n v.transform(({ clientOrderId }) => ({\n key: { case: \"clientOrderId\" as const, value: clientOrderId },\n })),\n ),\n]);\n\nfunction createBatchReplaceOrderItemInputSchema(scales: SdkScales, symbolId: number) {\n const patchSchema = v.union([\n v.object({\n newPrice: DecimalInputStringSchema,\n newQty: v.optional(DecimalInputStringSchema),\n risk: v.optional(createRequiredRiskPolicyInputSchema(scales)),\n clearRisk: v.optional(v.literal(false)),\n }),\n v.object({\n newPrice: v.optional(DecimalInputStringSchema),\n newQty: DecimalInputStringSchema,\n risk: v.optional(createRequiredRiskPolicyInputSchema(scales)),\n clearRisk: v.optional(v.literal(false)),\n }),\n v.object({\n newPrice: v.optional(v.never()),\n newQty: v.optional(v.never()),\n risk: createRequiredRiskPolicyInputSchema(scales),\n clearRisk: v.optional(v.literal(false)),\n }),\n v.object({\n newPrice: v.optional(v.never()),\n newQty: v.optional(v.never()),\n risk: v.optional(v.never()),\n clearRisk: v.literal(true),\n }),\n ]);\n return v.pipe(\n v.intersect([\n BatchReplaceTargetInputSchema,\n patchSchema,\n v.object({\n newClientOrderId: v.optional(ClientOrderIdInputSchema),\n }),\n ]),\n v.transform((input) => ({\n key: input.key,\n newPriceTicks:\n input.newPrice === undefined\n ? undefined\n : positiveDecimalInputToScaled(\n \"items.newPrice\",\n input.newPrice,\n scales.price(),\n ),\n newQtyScaled:\n input.newQty === undefined\n ? undefined\n : positiveDecimalInputToScaled(\n \"items.newQty\",\n input.newQty,\n scales.baseQty(symbolId),\n ),\n newAttachedRisk:\n input.clearRisk === true ? create(ProtoWrite.RiskPolicySchema) : input.risk,\n newClientOrderId: input.newClientOrderId ?? \"\",\n })),\n );\n}\n\nexport function createBatchReplaceOrdersInputSchema(scales: SdkScales, symbolId: number) {\n return v.pipe(\n v.strictObject({\n ...AccountScopeInputEntries,\n symbolId: v.pipe(v.literal(symbolId), v.integer(), v.minValue(1)),\n requestId: v.optional(OrderRequestIdInputSchema),\n items: v.pipe(\n v.array(createBatchReplaceOrderItemInputSchema(scales, symbolId)),\n v.minLength(1, \"At least one replacement is required.\"),\n v.maxLength(50, \"Batch replace accepts at most 50 replacements.\"),\n ),\n }),\n v.check((input) => {\n const targets = input.items.map(\n (item) => `${item.key.case}:${item.key.value.toString()}`,\n );\n return new Set(targets).size === targets.length;\n }, \"Each batch replace target must be unique.\"),\n v.transform(({ account, ...input }) => ({\n ...input,\n subaccountId: accountScopeToSubaccountId(account),\n })),\n );\n}\n\nexport type BatchReplaceOrdersInput = {\n account?: v.InferInput<typeof AccountScopeInputEntries.account>;\n symbolId: number;\n requestId?: string;\n items: Array<{\n orderId?: string;\n clientOrderId?: string;\n newPrice?: string;\n newQty?: string;\n risk?: v.InferInput<ReturnType<typeof createRequiredRiskPolicyInputSchema>>;\n clearRisk?: boolean;\n newClientOrderId?: string;\n }>;\n};\n\nconst BatchReplaceAdmissionItemSchema = v.pipe(\n v.object({\n itemIndex: BatchItemIndexSchema,\n status: v.pipe(\n v.enum(ProtoWrite.BatchReplaceItemAdmissionStatus),\n v.transform((status) =>\n requiredEnumLabel(\n BatchReplaceItemAdmissionStatusCodec.protoToOutput,\n status,\n \"BatchReplaceAdmissionItemSchema\",\n \"status\",\n ),\n ),\n ),\n oldOrderId: OptionalPublicIdSchema,\n replacementOrderId: OptionalPublicIdSchema,\n clientOrderId: v.string(),\n code: v.string(),\n error: v.optional(OrderErrorDetailSchema),\n }),\n v.transform((item) => ({\n ...item,\n code: item.code || undefined,\n })),\n);\n\nexport type BatchReplaceAdmissionItem = v.InferOutput<typeof BatchReplaceAdmissionItemSchema>;\n\nexport const BatchReplaceOrdersResultSchema = v.pipe(\n v.object({\n batchRequestId: PositivePublicIdSchema,\n status: v.pipe(\n v.enum(ProtoWrite.BatchReplaceAdmissionStatus),\n v.transform((status) =>\n requiredEnumLabel(\n BatchReplaceAdmissionStatusCodec.protoToOutput,\n status,\n \"BatchReplaceOrdersResultSchema\",\n \"status\",\n ),\n ),\n ),\n results: v.array(BatchReplaceAdmissionItemSchema),\n acceptedCount: BatchCountSchema,\n rejectedCount: BatchCountSchema,\n acceptedTsNs: v.bigint(),\n }),\n v.check(\n (response) => response.acceptedCount + response.rejectedCount === response.results.length,\n \"Batch replace result counts do not match the returned results.\",\n ),\n v.check(\n (response) => response.results.every((item, index) => item.itemIndex === index),\n \"Batch replace results must preserve request item order.\",\n ),\n v.transform(({ acceptedTsNs, ...response }) => ({\n ...response,\n acceptedTs: tsNsToMs(acceptedTsNs),\n acceptedTsNs: acceptedTsNs.toString(),\n })),\n);\n\nexport type BatchReplaceOrdersResult = v.InferOutput<typeof BatchReplaceOrdersResultSchema>;\n\nexport const GetBatchReplaceStatusInputSchema = v.pipe(\n v.strictObject({\n ...AccountScopeInputEntries,\n batchRequestId: v.pipe(\n idInputSchema(\"batchRequestId\"),\n v.check((value) => value > 0n, \"batchRequestId must be greater than zero\"),\n ),\n }),\n v.transform(({ account, ...input }) => ({\n ...input,\n subaccountId: accountScopeToSubaccountId(account),\n })),\n);\n\nexport type GetBatchReplaceStatusInput = v.InferInput<typeof GetBatchReplaceStatusInputSchema>;\n\nconst BatchReplaceStatusItemSchema = v.pipe(\n v.object({\n itemIndex: BatchItemIndexSchema,\n phase: v.pipe(\n v.enum(ProtoRead.BatchReplacePhase),\n v.transform((phase) =>\n requiredEnumLabel(\n BatchReplacePhaseCodec.protoToOutput,\n phase,\n \"BatchReplaceStatusItemSchema\",\n \"phase\",\n ),\n ),\n ),\n oldOrderId: OptionalPublicIdSchema,\n replacementOrderId: OptionalPublicIdSchema,\n orderStatus: v.pipe(\n v.enum(ProtoRead.OrderStatus),\n v.transform((status) =>\n requiredEnumLabel(\n OrderStatusCodec.protoToOutput,\n status,\n \"BatchReplaceStatusItemSchema\",\n \"order status\",\n ),\n ),\n ),\n code: v.string(),\n updatedTsNs: v.bigint(),\n }),\n v.transform(({ updatedTsNs, ...item }) => ({\n ...item,\n code: item.code || undefined,\n updatedTs: tsNsToMs(updatedTsNs),\n updatedTsNs: updatedTsNs.toString(),\n })),\n);\n\nexport const GetBatchReplaceStatusResultSchema = v.pipe(\n v.object({\n batchRequestId: PositivePublicIdSchema,\n admissionStatus: v.pipe(\n v.enum(ProtoWrite.BatchReplaceAdmissionStatus),\n v.transform((status) =>\n requiredEnumLabel(\n BatchReplaceAdmissionStatusCodec.protoToOutput,\n status,\n \"GetBatchReplaceStatusResultSchema\",\n \"admission status\",\n ),\n ),\n ),\n items: v.array(BatchReplaceStatusItemSchema),\n acceptedCount: BatchCountSchema,\n rejectedCount: BatchCountSchema,\n acceptedTsNs: v.bigint(),\n updatedTsNs: v.bigint(),\n }),\n v.check(\n (response) => response.acceptedCount + response.rejectedCount === response.items.length,\n \"Batch replace status counts do not match the returned items.\",\n ),\n v.check(\n (response) => response.items.every((item, index) => item.itemIndex === index),\n \"Batch replace status items must preserve request item order.\",\n ),\n v.transform(({ acceptedTsNs, updatedTsNs, ...response }) => ({\n ...response,\n acceptedTs: tsNsToMs(acceptedTsNs),\n acceptedTsNs: acceptedTsNs.toString(),\n updatedTs: tsNsToMs(updatedTsNs),\n updatedTsNs: updatedTsNs.toString(),\n })),\n);\n\nexport type GetBatchReplaceStatusResult = v.InferOutput<typeof GetBatchReplaceStatusResultSchema>;\n\nconst BatchCancelOrderInputSchema = v.union([\n v.pipe(\n v.strictObject({\n orderId: v.pipe(\n idInputSchema(\"items.orderId\"),\n v.check((value) => value > 0n, \"items.orderId must be greater than zero\"),\n ),\n clientOrderId: v.optional(v.never()),\n symbolId: v.optional(v.pipe(v.number(), v.integer(), v.minValue(1))),\n }),\n v.transform(({ orderId, symbolId }) => ({ orderId, symbolId })),\n ),\n v.pipe(\n v.strictObject({\n orderId: v.optional(v.never()),\n clientOrderId: ClientOrderIdInputSchema,\n symbolId: v.optional(v.pipe(v.number(), v.integer(), v.minValue(1))),\n }),\n v.transform(({ clientOrderId, symbolId }) => ({ clientOrderId, symbolId })),\n ),\n]);\n\nexport type BatchCancelOrderInput = v.InferInput<typeof BatchCancelOrderInputSchema>;\n\nexport const BatchCancelOrdersInputSchema = v.pipe(\n v.strictObject({\n ...AccountScopeInputEntries,\n requestId: v.optional(OrderRequestIdInputSchema),\n items: v.pipe(\n v.array(BatchCancelOrderInputSchema),\n v.minLength(1, \"At least one order is required.\"),\n v.maxLength(50, \"Batch cancel accepts at most 50 orders.\"),\n ),\n }),\n v.transform(({ account, ...input }) => ({\n ...input,\n subaccountId: accountScopeToSubaccountId(account),\n })),\n);\n\nexport type BatchCancelOrdersInput = v.InferInput<typeof BatchCancelOrdersInputSchema>;\n\nconst BatchCancelOrderResultSchema = v.object({\n status: v.picklist([\"accepted\", \"rejected\"]),\n orderId: OptionalPublicIdSchema,\n clientOrderId: v.string(),\n code: v.string(),\n error: v.optional(OrderErrorDetailSchema),\n});\n\nexport type BatchCancelOrderResult = v.InferOutput<typeof BatchCancelOrderResultSchema>;\n\nexport const BatchCancelOrdersResultSchema = v.pipe(\n v.object({\n results: v.array(BatchCancelOrderResultSchema),\n acceptedCount: BatchCountSchema,\n rejectedCount: BatchCountSchema,\n tsNs: v.bigint(),\n }),\n v.check(\n (response) => response.acceptedCount + response.rejectedCount === response.results.length,\n \"Batch cancel result counts do not match the returned results.\",\n ),\n v.transform(({ tsNs, ...response }) => ({\n ...response,\n ts: tsNsToMs(tsNs),\n tsNs: tsNs.toString(),\n })),\n);\n\nexport type BatchCancelOrdersResult = v.InferOutput<typeof 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{"version":3,"file":"orders-batch.schemas.js","names":["ProtoWrite.RiskPolicySchema","ProtoWrite.BatchReplaceItemAdmissionStatus","ProtoWrite.BatchReplaceAdmissionStatus","ProtoRead.BatchReplacePhase","ProtoRead.OrderStatus"],"sources":["../../../src/services/orders/orders-batch.schemas.ts"],"sourcesContent":["import * as ProtoWrite from \"../../gen/orders/v1/orders_pb.js\";\nimport * as ProtoRead from \"../../gen/orders/v1/orders_read_pb.js\";\nimport { create } from \"@bufbuild/protobuf\";\nimport * as v from \"valibot\";\nimport {\n AccountScopeInputEntries,\n accountScopeToSubaccountId,\n} from \"../../shared/account-scope.js\";\nimport { OptionalPublicIdSchema, PublicIdSchema, idInputSchema } from \"../../shared/schemas.js\";\nimport { requiredEnumLabel } from \"../../shared/proto-enum-codec.js\";\nimport { tsNsToMs } from \"../../utils/time.js\";\nimport { formatId } from \"../../utils/base58-id.js\";\nimport { SideSchema } from \"../shared.js\";\nimport {\n positiveDecimalInputToScaled,\n scaledToDecimalOutput,\n type SdkScales,\n} from \"../../shared/decimal-surface.js\";\nimport {\n BatchReplaceAdmissionStatusCodec,\n BatchReplaceItemAdmissionStatusCodec,\n BatchReplacePhaseCodec,\n OrderStatusCodec,\n OrderSideCodec,\n} from \"./orders.codecs.js\";\nimport { createOrderIntentInputSchema } from \"./orders-input.schemas.js\";\nimport { createRequiredRiskPolicyInputSchema } from \"./orders-risk.schemas.js\";\nimport {\n ClientOrderIdInputSchema,\n OrderRequestIdInputSchema,\n} from \"./orders-identifiers.schemas.js\";\nimport { OrderErrorDetailSchema } from \"./order-errors.schemas.js\";\n\nconst BatchCountSchema = v.pipe(v.number(), v.integer(), v.minValue(0));\nconst BatchItemIndexSchema = v.pipe(v.number(), v.integer(), v.minValue(0));\nconst PositivePublicIdSchema = v.pipe(\n v.bigint(),\n v.gtValue(0n),\n v.transform((value) => formatId(value)),\n);\nconst OptionalSymbolInputSchema = v.optional(v.pipe(v.string(), v.trim(), v.maxLength(32)));\nconst OptionalSideInputSchema = v.pipe(\n v.optional(SideSchema),\n v.transform((side) => (side ? OrderSideCodec.inputToProto[side] : undefined)),\n);\n\nconst CancelAllAfterTimeoutInputSchema = v.pipe(\n v.number(),\n v.integer(),\n v.check(\n (timeoutSec) => timeoutSec === 0 || (timeoutSec >= 10 && timeoutSec <= 120),\n \"timeoutSec must be 0 to disable or between 10 and 120 seconds to arm\",\n ),\n);\n\nexport const CancelAllAfterInputSchema = v.pipe(\n v.strictObject({\n ...AccountScopeInputEntries,\n timeoutSec: CancelAllAfterTimeoutInputSchema,\n symbol: OptionalSymbolInputSchema,\n side: OptionalSideInputSchema,\n requestId: v.optional(OrderRequestIdInputSchema),\n }),\n v.transform(({ account, ...input }) => ({\n ...input,\n subaccountId: accountScopeToSubaccountId(account),\n })),\n);\n\nexport type CancelAllAfterInput = v.InferInput<typeof CancelAllAfterInputSchema>;\n\nexport const CancelAllAfterResultSchema = v.pipe(\n v.object({\n status: v.picklist([\"armed\", \"disabled\"]),\n effectiveTimeoutSec: v.pipe(v.number(), v.integer(), v.minValue(0)),\n expiresAtTsNs: v.bigint(),\n tsNs: v.bigint(),\n }),\n v.transform(({ expiresAtTsNs, tsNs, ...result }) => ({\n ...result,\n expiresAt: tsNsToMs(expiresAtTsNs),\n expiresAtNs: expiresAtTsNs.toString(),\n ts: tsNsToMs(tsNs),\n tsNs: tsNs.toString(),\n })),\n);\n\nexport type CancelAllAfterResult = v.InferOutput<typeof CancelAllAfterResultSchema>;\n\nexport function createBatchCreateOrdersInputSchema(scales: SdkScales) {\n return v.pipe(\n v.strictObject({\n ...AccountScopeInputEntries,\n requestId: v.optional(OrderRequestIdInputSchema),\n items: v.pipe(\n v.array(createOrderIntentInputSchema(scales)),\n v.minLength(1, \"At least one order is required.\"),\n v.maxLength(20, \"Batch create accepts at most 20 orders.\"),\n ),\n }),\n v.transform(({ account, ...input }) => ({\n ...input,\n subaccountId: accountScopeToSubaccountId(account),\n })),\n );\n}\n\nexport type BatchCreateOrdersInput = v.InferInput<\n ReturnType<typeof createBatchCreateOrdersInputSchema>\n>;\n\nconst BatchCreateOrderResultRawSchema = v.object({\n clientOrderId: v.string(),\n outcome: v.variant(\"case\", [\n v.object({\n case: v.literal(\"accepted\"),\n value: v.object({\n orderId: PublicIdSchema,\n takeProfitTriggerId: OptionalPublicIdSchema,\n stopLossTriggerId: OptionalPublicIdSchema,\n trailingStopTriggerId: OptionalPublicIdSchema,\n resolvedBaseQtyScaled: v.bigint(),\n submittedMaxQuoteDebitScaled: v.optional(v.bigint()),\n }),\n }),\n v.object({\n case: v.literal(\"rejected\"),\n value: v.object({\n // The server may reject without a structured detail (e.g. capacity\n // limits); surface the rejection instead of failing the parse.\n error: v.optional(OrderErrorDetailSchema),\n }),\n }),\n ]),\n});\n\nexport function createBatchCreateOrdersResultSchema(scales: SdkScales, symbols: string[]) {\n return v.pipe(\n v.object({\n results: v.array(BatchCreateOrderResultRawSchema),\n acceptedCount: BatchCountSchema,\n rejectedCount: BatchCountSchema,\n tsNs: v.bigint(),\n }),\n v.check(\n (response) =>\n response.acceptedCount + response.rejectedCount === response.results.length,\n \"Batch create result counts do not match the returned results.\",\n ),\n v.check(\n (response) => response.results.length === symbols.length,\n \"Batch create result count does not match the submitted item count.\",\n ),\n v.transform(({ tsNs, ...response }) => ({\n ...response,\n results: response.results.map(({ clientOrderId, outcome }, index) => {\n if (outcome.case === \"rejected\") {\n return {\n status: \"rejected\" as const,\n clientOrderId,\n error: outcome.value.error,\n };\n }\n const { resolvedBaseQtyScaled, submittedMaxQuoteDebitScaled, ...accepted } =\n outcome.value;\n const symbol = symbols[index]!;\n return {\n status: \"accepted\" as const,\n clientOrderId,\n ...accepted,\n resolvedBaseQty: scaledToDecimalOutput(\n resolvedBaseQtyScaled,\n scales.baseQty(symbol),\n ),\n ...(submittedMaxQuoteDebitScaled === undefined\n ? {}\n : {\n submittedMaxQuoteDebit: scaledToDecimalOutput(\n submittedMaxQuoteDebitScaled,\n scales.quoteAmount(symbol),\n ),\n }),\n };\n }),\n ts: tsNsToMs(tsNs),\n tsNs: tsNs.toString(),\n })),\n );\n}\n\nexport type BatchCreateOrdersResult = v.InferOutput<\n ReturnType<typeof createBatchCreateOrdersResultSchema>\n>;\nexport type BatchCreateOrderResult = BatchCreateOrdersResult[\"results\"][number];\n\nconst DecimalInputStringSchema = v.pipe(v.string(), v.trim(), v.minLength(1));\nconst BATCH_REPLACE_ITEM_INPUT_KEYS = new Set([\n \"orderId\",\n \"clientOrderId\",\n \"newPrice\",\n \"newQty\",\n \"risk\",\n \"clearRisk\",\n \"newClientOrderId\",\n]);\n\nexport function assertKnownBatchReplaceOrderItemInputKeys(input: object): void {\n for (const key of Object.keys(input)) {\n if (!BATCH_REPLACE_ITEM_INPUT_KEYS.has(key)) {\n throw new Error(`Unknown key \"${key}\" in batch replace order item.`);\n }\n }\n}\n\nconst BatchReplaceTargetInputSchema = v.union([\n v.pipe(\n v.object({\n orderId: v.pipe(\n idInputSchema(\"items.orderId\"),\n v.check((value) => value > 0n, \"items.orderId must be greater than zero\"),\n ),\n clientOrderId: v.optional(v.never()),\n }),\n v.transform(({ orderId }) => ({\n key: { case: \"orderId\" as const, value: orderId },\n })),\n ),\n v.pipe(\n v.object({\n orderId: v.optional(v.never()),\n clientOrderId: ClientOrderIdInputSchema,\n }),\n v.transform(({ clientOrderId }) => ({\n key: { case: \"clientOrderId\" as const, value: clientOrderId },\n })),\n ),\n]);\n\nfunction createBatchReplaceOrderItemInputSchema(scales: SdkScales, symbolId: number) {\n const patchSchema = v.union([\n v.object({\n newPrice: DecimalInputStringSchema,\n newQty: v.optional(DecimalInputStringSchema),\n risk: v.optional(createRequiredRiskPolicyInputSchema(scales)),\n clearRisk: v.optional(v.literal(false)),\n }),\n v.object({\n newPrice: v.optional(DecimalInputStringSchema),\n newQty: DecimalInputStringSchema,\n risk: v.optional(createRequiredRiskPolicyInputSchema(scales)),\n clearRisk: v.optional(v.literal(false)),\n }),\n v.object({\n newPrice: v.optional(v.never()),\n newQty: v.optional(v.never()),\n risk: createRequiredRiskPolicyInputSchema(scales),\n clearRisk: v.optional(v.literal(false)),\n }),\n v.object({\n newPrice: v.optional(v.never()),\n newQty: v.optional(v.never()),\n risk: v.optional(v.never()),\n clearRisk: v.literal(true),\n }),\n ]);\n return v.pipe(\n v.intersect([\n BatchReplaceTargetInputSchema,\n patchSchema,\n v.object({\n newClientOrderId: v.optional(ClientOrderIdInputSchema),\n }),\n ]),\n v.transform((input) => ({\n key: input.key,\n newPriceTicks:\n input.newPrice === undefined\n ? undefined\n : positiveDecimalInputToScaled(\n \"items.newPrice\",\n input.newPrice,\n scales.price(),\n ),\n newQtyScaled:\n input.newQty === undefined\n ? undefined\n : positiveDecimalInputToScaled(\n \"items.newQty\",\n input.newQty,\n scales.baseQty(symbolId),\n ),\n newAttachedRisk:\n input.clearRisk === true ? create(ProtoWrite.RiskPolicySchema) : input.risk,\n newClientOrderId: input.newClientOrderId ?? \"\",\n })),\n );\n}\n\nexport function createBatchReplaceOrdersInputSchema(scales: SdkScales, symbolId: number) {\n return v.pipe(\n v.strictObject({\n ...AccountScopeInputEntries,\n symbolId: v.pipe(v.literal(symbolId), v.integer(), v.minValue(1)),\n requestId: v.optional(OrderRequestIdInputSchema),\n items: v.pipe(\n v.array(createBatchReplaceOrderItemInputSchema(scales, symbolId)),\n v.minLength(1, \"At least one replacement is required.\"),\n v.maxLength(50, \"Batch replace accepts at most 50 replacements.\"),\n ),\n }),\n v.check((input) => {\n const targets = input.items.map(\n (item) => `${item.key.case}:${item.key.value.toString()}`,\n );\n return new Set(targets).size === targets.length;\n }, \"Each batch replace target must be unique.\"),\n v.transform(({ account, ...input }) => ({\n ...input,\n subaccountId: accountScopeToSubaccountId(account),\n })),\n );\n}\n\nexport type BatchReplaceOrdersInput = {\n account?: v.InferInput<typeof AccountScopeInputEntries.account>;\n symbolId: number;\n requestId?: string;\n items: Array<{\n orderId?: string;\n clientOrderId?: string;\n newPrice?: string;\n newQty?: string;\n risk?: v.InferInput<ReturnType<typeof createRequiredRiskPolicyInputSchema>>;\n clearRisk?: boolean;\n newClientOrderId?: string;\n }>;\n};\n\nconst BatchReplaceAdmissionItemSchema = v.pipe(\n v.object({\n itemIndex: BatchItemIndexSchema,\n status: v.pipe(\n v.enum(ProtoWrite.BatchReplaceItemAdmissionStatus),\n v.transform((status) =>\n requiredEnumLabel(\n BatchReplaceItemAdmissionStatusCodec.protoToOutput,\n status,\n \"BatchReplaceAdmissionItemSchema\",\n \"status\",\n ),\n ),\n ),\n oldOrderId: OptionalPublicIdSchema,\n replacementOrderId: OptionalPublicIdSchema,\n clientOrderId: v.string(),\n code: v.string(),\n error: v.optional(OrderErrorDetailSchema),\n }),\n v.transform((item) => ({\n ...item,\n code: item.code || undefined,\n })),\n);\n\nexport type BatchReplaceAdmissionItem = v.InferOutput<typeof BatchReplaceAdmissionItemSchema>;\n\nexport const BatchReplaceOrdersResultSchema = v.pipe(\n v.object({\n batchRequestId: PositivePublicIdSchema,\n status: v.pipe(\n v.enum(ProtoWrite.BatchReplaceAdmissionStatus),\n v.transform((status) =>\n requiredEnumLabel(\n BatchReplaceAdmissionStatusCodec.protoToOutput,\n status,\n \"BatchReplaceOrdersResultSchema\",\n \"status\",\n ),\n ),\n ),\n results: v.array(BatchReplaceAdmissionItemSchema),\n acceptedCount: BatchCountSchema,\n rejectedCount: BatchCountSchema,\n acceptedTsNs: v.bigint(),\n }),\n v.check(\n (response) => response.acceptedCount + response.rejectedCount === response.results.length,\n \"Batch replace result counts do not match the returned results.\",\n ),\n v.check(\n (response) => response.results.every((item, index) => item.itemIndex === index),\n \"Batch replace results must preserve request item order.\",\n ),\n v.transform(({ acceptedTsNs, ...response }) => ({\n ...response,\n acceptedTs: tsNsToMs(acceptedTsNs),\n acceptedTsNs: acceptedTsNs.toString(),\n })),\n);\n\nexport type BatchReplaceOrdersResult = v.InferOutput<typeof BatchReplaceOrdersResultSchema>;\n\nexport const GetBatchReplaceStatusInputSchema = v.pipe(\n v.strictObject({\n ...AccountScopeInputEntries,\n batchRequestId: v.pipe(\n idInputSchema(\"batchRequestId\"),\n v.check((value) => value > 0n, \"batchRequestId must be greater than zero\"),\n ),\n }),\n v.transform(({ account, ...input }) => ({\n ...input,\n subaccountId: accountScopeToSubaccountId(account),\n })),\n);\n\nexport type GetBatchReplaceStatusInput = v.InferInput<typeof GetBatchReplaceStatusInputSchema>;\n\nconst BatchReplaceStatusItemSchema = v.pipe(\n v.object({\n itemIndex: BatchItemIndexSchema,\n phase: v.pipe(\n v.enum(ProtoRead.BatchReplacePhase),\n v.transform((phase) =>\n requiredEnumLabel(\n BatchReplacePhaseCodec.protoToOutput,\n phase,\n \"BatchReplaceStatusItemSchema\",\n \"phase\",\n ),\n ),\n ),\n oldOrderId: OptionalPublicIdSchema,\n replacementOrderId: OptionalPublicIdSchema,\n orderStatus: v.pipe(\n v.enum(ProtoRead.OrderStatus),\n v.transform((status) =>\n requiredEnumLabel(\n OrderStatusCodec.protoToOutput,\n status,\n \"BatchReplaceStatusItemSchema\",\n \"order status\",\n ),\n ),\n ),\n code: v.string(),\n updatedTsNs: v.bigint(),\n }),\n v.transform(({ updatedTsNs, ...item }) => ({\n ...item,\n code: item.code || undefined,\n updatedTs: tsNsToMs(updatedTsNs),\n updatedTsNs: updatedTsNs.toString(),\n })),\n);\n\nexport const GetBatchReplaceStatusResultSchema = v.pipe(\n v.object({\n batchRequestId: PositivePublicIdSchema,\n admissionStatus: v.pipe(\n v.enum(ProtoWrite.BatchReplaceAdmissionStatus),\n v.transform((status) =>\n requiredEnumLabel(\n BatchReplaceAdmissionStatusCodec.protoToOutput,\n status,\n \"GetBatchReplaceStatusResultSchema\",\n \"admission status\",\n ),\n ),\n ),\n items: v.array(BatchReplaceStatusItemSchema),\n acceptedCount: BatchCountSchema,\n rejectedCount: BatchCountSchema,\n acceptedTsNs: v.bigint(),\n updatedTsNs: v.bigint(),\n }),\n v.check(\n (response) => response.acceptedCount + response.rejectedCount === response.items.length,\n \"Batch replace status counts do not match the returned items.\",\n ),\n v.check(\n (response) => response.items.every((item, index) => item.itemIndex === index),\n \"Batch replace status items must preserve request item order.\",\n ),\n v.transform(({ acceptedTsNs, updatedTsNs, ...response }) => ({\n ...response,\n acceptedTs: tsNsToMs(acceptedTsNs),\n acceptedTsNs: acceptedTsNs.toString(),\n updatedTs: tsNsToMs(updatedTsNs),\n updatedTsNs: updatedTsNs.toString(),\n })),\n);\n\nexport type GetBatchReplaceStatusResult = v.InferOutput<typeof GetBatchReplaceStatusResultSchema>;\n\nconst BatchCancelOrderInputSchema = v.union([\n v.pipe(\n v.strictObject({\n orderId: v.pipe(\n idInputSchema(\"items.orderId\"),\n v.check((value) => value > 0n, \"items.orderId must be greater than zero\"),\n ),\n clientOrderId: v.optional(v.never()),\n symbolId: v.optional(v.pipe(v.number(), v.integer(), v.minValue(1))),\n }),\n v.transform(({ orderId, symbolId }) => ({ orderId, symbolId })),\n ),\n v.pipe(\n v.strictObject({\n orderId: v.optional(v.never()),\n clientOrderId: ClientOrderIdInputSchema,\n symbolId: v.optional(v.pipe(v.number(), v.integer(), v.minValue(1))),\n }),\n v.transform(({ clientOrderId, symbolId }) => ({ clientOrderId, symbolId })),\n ),\n]);\n\nexport type BatchCancelOrderInput = v.InferInput<typeof BatchCancelOrderInputSchema>;\n\nexport const BatchCancelOrdersInputSchema = v.pipe(\n v.strictObject({\n ...AccountScopeInputEntries,\n requestId: v.optional(OrderRequestIdInputSchema),\n items: v.pipe(\n v.array(BatchCancelOrderInputSchema),\n v.minLength(1, \"At least one order is required.\"),\n v.maxLength(50, \"Batch cancel accepts at most 50 orders.\"),\n ),\n }),\n v.transform(({ account, ...input }) => ({\n ...input,\n subaccountId: accountScopeToSubaccountId(account),\n })),\n);\n\nexport type BatchCancelOrdersInput = v.InferInput<typeof BatchCancelOrdersInputSchema>;\n\nconst BatchCancelOrderResultSchema = v.object({\n status: v.picklist([\"accepted\", \"rejected\"]),\n orderId: OptionalPublicIdSchema,\n clientOrderId: v.string(),\n code: v.string(),\n error: v.optional(OrderErrorDetailSchema),\n});\n\nexport type BatchCancelOrderResult = v.InferOutput<typeof BatchCancelOrderResultSchema>;\n\nexport const BatchCancelOrdersResultSchema = v.pipe(\n v.object({\n results: v.array(BatchCancelOrderResultSchema),\n acceptedCount: BatchCountSchema,\n rejectedCount: BatchCountSchema,\n tsNs: v.bigint(),\n }),\n v.check(\n (response) => response.acceptedCount + response.rejectedCount === response.results.length,\n \"Batch cancel result counts do not match the returned results.\",\n ),\n v.transform(({ tsNs, ...response }) => ({\n ...response,\n ts: tsNsToMs(tsNs),\n tsNs: tsNs.toString(),\n })),\n);\n\nexport type BatchCancelOrdersResult = v.InferOutput<typeof BatchCancelOrdersResultSchema>;\n"],"mappings":";;;;;;;;;;;;;;;;;;AAiCA,MAAM,mBAAmB,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,QAAQ,GAAG,EAAE,SAAS,CAAC,CAAC;AACtE,MAAM,uBAAuB,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,QAAQ,GAAG,EAAE,SAAS,CAAC,CAAC;AAC1E,MAAM,yBAAyB,EAAE,KAC7B,EAAE,OAAO,GACT,EAAE,QAAQ,EAAE,GACZ,EAAE,WAAW,UAAU,SAAS,KAAK,CAAC,CAC1C;AACA,MAAM,4BAA4B,EAAE,SAAS,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,KAAK,GAAG,EAAE,UAAU,EAAE,CAAC,CAAC;AAC1F,MAAM,0BAA0B,EAAE,KAC9B,EAAE,SAAS,UAAU,GACrB,EAAE,WAAW,SAAU,OAAO,eAAe,aAAa,QAAQ,KAAA,CAAU,CAChF;AAEA,MAAM,mCAAmC,EAAE,KACvC,EAAE,OAAO,GACT,EAAE,QAAQ,GACV,EAAE,OACG,eAAe,eAAe,KAAM,cAAc,MAAM,cAAc,KACvE,sEACJ,CACJ;AAEA,MAAa,4BAA4B,EAAE,KACvC,EAAE,aAAa;CACX,GAAG;CACH,YAAY;CACZ,QAAQ;CACR,MAAM;CACN,WAAW,EAAE,SAAS,yBAAyB;AACnD,CAAC,GACD,EAAE,WAAW,EAAE,SAAS,GAAG,aAAa;CACpC,GAAG;CACH,cAAc,2BAA2B,OAAO;AACpD,EAAE,CACN;AAIA,MAAa,6BAA6B,EAAE,KACxC,EAAE,OAAO;CACL,QAAQ,EAAE,SAAS,CAAC,SAAS,UAAU,CAAC;CACxC,qBAAqB,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,QAAQ,GAAG,EAAE,SAAS,CAAC,CAAC;CAClE,eAAe,EAAE,OAAO;CACxB,MAAM,EAAE,OAAO;AACnB,CAAC,GACD,EAAE,WAAW,EAAE,eAAe,MAAM,GAAG,cAAc;CACjD,GAAG;CACH,WAAW,SAAS,aAAa;CACjC,aAAa,cAAc,SAAS;CACpC,IAAI,SAAS,IAAI;CACjB,MAAM,KAAK,SAAS;AACxB,EAAE,CACN;AAIA,SAAgB,mCAAmC,QAAmB;CAClE,OAAO,EAAE,KACL,EAAE,aAAa;EACX,GAAG;EACH,WAAW,EAAE,SAAS,yBAAyB;EAC/C,OAAO,EAAE,KACL,EAAE,MAAM,6BAA6B,MAAM,CAAC,GAC5C,EAAE,UAAU,GAAG,iCAAiC,GAChD,EAAE,UAAU,IAAI,yCAAyC,CAC7D;CACJ,CAAC,GACD,EAAE,WAAW,EAAE,SAAS,GAAG,aAAa;EACpC,GAAG;EACH,cAAc,2BAA2B,OAAO;CACpD,EAAE,CACN;AACJ;AAMA,MAAM,kCAAkC,EAAE,OAAO;CAC7C,eAAe,EAAE,OAAO;CACxB,SAAS,EAAE,QAAQ,QAAQ,CACvB,EAAE,OAAO;EACL,MAAM,EAAE,QAAQ,UAAU;EAC1B,OAAO,EAAE,OAAO;GACZ,SAAS;GACT,qBAAqB;GACrB,mBAAmB;GACnB,uBAAuB;GACvB,uBAAuB,EAAE,OAAO;GAChC,8BAA8B,EAAE,SAAS,EAAE,OAAO,CAAC;EACvD,CAAC;CACL,CAAC,GACD,EAAE,OAAO;EACL,MAAM,EAAE,QAAQ,UAAU;EAC1B,OAAO,EAAE,OAAO,EAGZ,OAAO,EAAE,SAAS,sBAAsB,EAC5C,CAAC;CACL,CAAC,CACL,CAAC;AACL,CAAC;AAED,SAAgB,oCAAoC,QAAmB,SAAmB;CACtF,OAAO,EAAE,KACL,EAAE,OAAO;EACL,SAAS,EAAE,MAAM,+BAA+B;EAChD,eAAe;EACf,eAAe;EACf,MAAM,EAAE,OAAO;CACnB,CAAC,GACD,EAAE,OACG,aACG,SAAS,gBAAgB,SAAS,kBAAkB,SAAS,QAAQ,QACzE,+DACJ,GACA,EAAE,OACG,aAAa,SAAS,QAAQ,WAAW,QAAQ,QAClD,oEACJ,GACA,EAAE,WAAW,EAAE,MAAM,GAAG,gBAAgB;EACpC,GAAG;EACH,SAAS,SAAS,QAAQ,KAAK,EAAE,eAAe,WAAW,UAAU;GACjE,IAAI,QAAQ,SAAS,YACjB,OAAO;IACH,QAAQ;IACR;IACA,OAAO,QAAQ,MAAM;GACzB;GAEJ,MAAM,EAAE,uBAAuB,8BAA8B,GAAG,aAC5D,QAAQ;GACZ,MAAM,SAAS,QAAQ;GACvB,OAAO;IACH,QAAQ;IACR;IACA,GAAG;IACH,iBAAiB,sBACb,uBACA,OAAO,QAAQ,MAAM,CACzB;IACA,GAAI,iCAAiC,KAAA,IAC/B,CAAC,IACD,EACI,wBAAwB,sBACpB,8BACA,OAAO,YAAY,MAAM,CAC7B,EACJ;GACV;EACJ,CAAC;EACD,IAAI,SAAS,IAAI;EACjB,MAAM,KAAK,SAAS;CACxB,EAAE,CACN;AACJ;AAOA,MAAM,2BAA2B,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,KAAK,GAAG,EAAE,UAAU,CAAC,CAAC;AAC5E,MAAM,gDAAgC,IAAI,IAAI;CAC1C;CACA;CACA;CACA;CACA;CACA;CACA;AACJ,CAAC;AAED,SAAgB,0CAA0C,OAAqB;CAC3E,KAAK,MAAM,OAAO,OAAO,KAAK,KAAK,GAC/B,IAAI,CAAC,8BAA8B,IAAI,GAAG,GACtC,MAAM,IAAI,MAAM,gBAAgB,IAAI,+BAA+B;AAG/E;AAEA,MAAM,gCAAgC,EAAE,MAAM,CAC1C,EAAE,KACE,EAAE,OAAO;CACL,SAAS,EAAE,KACP,cAAc,eAAe,GAC7B,EAAE,OAAO,UAAU,QAAQ,IAAI,yCAAyC,CAC5E;CACA,eAAe,EAAE,SAAS,EAAE,MAAM,CAAC;AACvC,CAAC,GACD,EAAE,WAAW,EAAE,eAAe,EAC1B,KAAK;CAAE,MAAM;CAAoB,OAAO;AAAQ,EACpD,EAAE,CACN,GACA,EAAE,KACE,EAAE,OAAO;CACL,SAAS,EAAE,SAAS,EAAE,MAAM,CAAC;CAC7B,eAAe;AACnB,CAAC,GACD,EAAE,WAAW,EAAE,qBAAqB,EAChC,KAAK;CAAE,MAAM;CAA0B,OAAO;AAAc,EAChE,EAAE,CACN,CACJ,CAAC;AAED,SAAS,uCAAuC,QAAmB,UAAkB;CACjF,MAAM,cAAc,EAAE,MAAM;EACxB,EAAE,OAAO;GACL,UAAU;GACV,QAAQ,EAAE,SAAS,wBAAwB;GAC3C,MAAM,EAAE,SAAS,oCAAoC,MAAM,CAAC;GAC5D,WAAW,EAAE,SAAS,EAAE,QAAQ,KAAK,CAAC;EAC1C,CAAC;EACD,EAAE,OAAO;GACL,UAAU,EAAE,SAAS,wBAAwB;GAC7C,QAAQ;GACR,MAAM,EAAE,SAAS,oCAAoC,MAAM,CAAC;GAC5D,WAAW,EAAE,SAAS,EAAE,QAAQ,KAAK,CAAC;EAC1C,CAAC;EACD,EAAE,OAAO;GACL,UAAU,EAAE,SAAS,EAAE,MAAM,CAAC;GAC9B,QAAQ,EAAE,SAAS,EAAE,MAAM,CAAC;GAC5B,MAAM,oCAAoC,MAAM;GAChD,WAAW,EAAE,SAAS,EAAE,QAAQ,KAAK,CAAC;EAC1C,CAAC;EACD,EAAE,OAAO;GACL,UAAU,EAAE,SAAS,EAAE,MAAM,CAAC;GAC9B,QAAQ,EAAE,SAAS,EAAE,MAAM,CAAC;GAC5B,MAAM,EAAE,SAAS,EAAE,MAAM,CAAC;GAC1B,WAAW,EAAE,QAAQ,IAAI;EAC7B,CAAC;CACL,CAAC;CACD,OAAO,EAAE,KACL,EAAE,UAAU;EACR;EACA;EACA,EAAE,OAAO,EACL,kBAAkB,EAAE,SAAS,wBAAwB,EACzD,CAAC;CACL,CAAC,GACD,EAAE,WAAW,WAAW;EACpB,KAAK,MAAM;EACX,eACI,MAAM,aAAa,KAAA,IACb,KAAA,IACA,6BACI,kBACA,MAAM,UACN,OAAO,MAAM,CACjB;EACV,cACI,MAAM,WAAW,KAAA,IACX,KAAA,IACA,6BACI,gBACA,MAAM,QACN,OAAO,QAAQ,QAAQ,CAC3B;EACV,iBACI,MAAM,cAAc,OAAO,OAAOA,gBAA2B,IAAI,MAAM;EAC3E,kBAAkB,MAAM,oBAAoB;CAChD,EAAE,CACN;AACJ;AAEA,SAAgB,oCAAoC,QAAmB,UAAkB;CACrF,OAAO,EAAE,KACL,EAAE,aAAa;EACX,GAAG;EACH,UAAU,EAAE,KAAK,EAAE,QAAQ,QAAQ,GAAG,EAAE,QAAQ,GAAG,EAAE,SAAS,CAAC,CAAC;EAChE,WAAW,EAAE,SAAS,yBAAyB;EAC/C,OAAO,EAAE,KACL,EAAE,MAAM,uCAAuC,QAAQ,QAAQ,CAAC,GAChE,EAAE,UAAU,GAAG,uCAAuC,GACtD,EAAE,UAAU,IAAI,gDAAgD,CACpE;CACJ,CAAC,GACD,EAAE,OAAO,UAAU;EACf,MAAM,UAAU,MAAM,MAAM,KACvB,SAAS,GAAG,KAAK,IAAI,KAAK,GAAG,KAAK,IAAI,MAAM,SAAS,GAC1D;EACA,OAAO,IAAI,IAAI,OAAO,CAAC,CAAC,SAAS,QAAQ;CAC7C,GAAG,2CAA2C,GAC9C,EAAE,WAAW,EAAE,SAAS,GAAG,aAAa;EACpC,GAAG;EACH,cAAc,2BAA2B,OAAO;CACpD,EAAE,CACN;AACJ;AAiBA,MAAM,kCAAkC,EAAE,KACtC,EAAE,OAAO;CACL,W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@@ -40,7 +40,7 @@ type OpenOrdersInput = v.InferInput<typeof OpenOrdersInputSchema>;
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declare const OrderHistoryInputSchema: v.SchemaWithPipe<readonly [v.StrictObjectSchema<{
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readonly includeAttachedRisk: v.OptionalSchema<v.BooleanSchema<undefined>, true>;
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readonly includeAttachedRiskState: v.OptionalSchema<v.BooleanSchema<undefined>, false>;
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-
readonly status: v.SchemaWithPipe<readonly [v.OptionalSchema<v.PicklistSchema<readonly ["FILLED", "CANCELED", "REJECTED"], undefined>, undefined>, v.TransformAction<"
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readonly status: v.SchemaWithPipe<readonly [v.OptionalSchema<v.PicklistSchema<readonly ["FILLED", "CANCELED", "REJECTED"], undefined>, undefined>, v.TransformAction<"REJECTED" | "FILLED" | "CANCELED" | undefined, OrderStatus.FILLED | OrderStatus.CANCELED | OrderStatus.REJECTED | undefined>]>;
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readonly startTsNs: v.SchemaWithPipe<readonly [v.OptionalSchema<v.SchemaWithPipe<readonly [v.StringSchema<undefined>, v.TrimAction]>, undefined>, v.TransformAction<string | undefined, bigint | undefined>]>;
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readonly endTsNs: v.SchemaWithPipe<readonly [v.OptionalSchema<v.SchemaWithPipe<readonly [v.StringSchema<undefined>, v.TrimAction]>, undefined>, v.TransformAction<string | undefined, bigint | undefined>]>;
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readonly symbolId: v.OptionalSchema<v.ArraySchema<v.NumberSchema<undefined>, undefined>, undefined>;
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@@ -74,7 +74,7 @@ declare function createOrderSchema(scales: SdkScales): v.SchemaWithPipe<readonly
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}, undefined>, undefined>;
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readonly origin: v.OptionalSchema<v.ObjectSchema<{
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readonly scope: v.SchemaWithPipe<readonly [v.EnumSchema<typeof OrderOriginScope, undefined>, v.TransformAction<OrderOriginScope, "unspecified" | "direct" | "attached_risk" | "standalone_trigger" | "system">]>;
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readonly triggerType: v.SchemaWithPipe<readonly [v.EnumSchema<typeof OrderTriggerType, undefined>, v.TransformAction<OrderTriggerType, "unspecified" | "
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+
readonly triggerType: v.SchemaWithPipe<readonly [v.EnumSchema<typeof OrderTriggerType, undefined>, v.TransformAction<OrderTriggerType, "unspecified" | "twap" | "ladder" | "stop_loss" | "take_profit" | "trailing_stop">]>;
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readonly triggerId: v.SchemaWithPipe<readonly [v.OptionalSchema<v.BigintSchema<undefined>, undefined>, v.TransformAction<bigint | undefined, string | undefined>]>;
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readonly parentOrderId: v.SchemaWithPipe<readonly [v.OptionalSchema<v.BigintSchema<undefined>, undefined>, v.TransformAction<bigint | undefined, string | undefined>]>;
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readonly childSeq: v.NumberSchema<undefined>;
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@@ -155,7 +155,7 @@ declare function createOrderSchema(scales: SdkScales): v.SchemaWithPipe<readonly
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} | undefined;
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origin?: {
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scope: "unspecified" | "direct" | "attached_risk" | "standalone_trigger" | "system";
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triggerType: "unspecified" | "
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triggerType: "unspecified" | "twap" | "ladder" | "stop_loss" | "take_profit" | "trailing_stop";
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triggerId?: string | undefined;
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parentOrderId?: string | undefined;
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childSeq: number;
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@@ -174,7 +174,7 @@ declare function createOrderSchema(scales: SdkScales): v.SchemaWithPipe<readonly
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marketClientRefPrice?: string | undefined;
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origin?: {
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scope: "unspecified" | "direct" | "attached_risk" | "standalone_trigger" | "system";
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triggerType: "unspecified" | "
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triggerType: "unspecified" | "twap" | "ladder" | "stop_loss" | "take_profit" | "trailing_stop";
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triggerId?: string | undefined;
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parentOrderId?: string | undefined;
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childSeq: number;
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@@ -348,7 +348,7 @@ declare function createOrderDetailsSchema(scales: SdkScales): v.ObjectSchema<{
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}, undefined>, undefined>;
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readonly origin: v.OptionalSchema<v.ObjectSchema<{
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readonly scope: v.SchemaWithPipe<readonly [v.EnumSchema<typeof OrderOriginScope, undefined>, v.TransformAction<OrderOriginScope, "unspecified" | "direct" | "attached_risk" | "standalone_trigger" | "system">]>;
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readonly triggerType: v.SchemaWithPipe<readonly [v.EnumSchema<typeof OrderTriggerType, undefined>, v.TransformAction<OrderTriggerType, "unspecified" | "
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readonly triggerType: v.SchemaWithPipe<readonly [v.EnumSchema<typeof OrderTriggerType, undefined>, v.TransformAction<OrderTriggerType, "unspecified" | "twap" | "ladder" | "stop_loss" | "take_profit" | "trailing_stop">]>;
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readonly triggerId: v.SchemaWithPipe<readonly [v.OptionalSchema<v.BigintSchema<undefined>, undefined>, v.TransformAction<bigint | undefined, string | undefined>]>;
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readonly parentOrderId: v.SchemaWithPipe<readonly [v.OptionalSchema<v.BigintSchema<undefined>, undefined>, v.TransformAction<bigint | undefined, string | undefined>]>;
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readonly childSeq: v.NumberSchema<undefined>;
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@@ -429,7 +429,7 @@ declare function createOrderDetailsSchema(scales: SdkScales): v.ObjectSchema<{
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} | undefined;
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origin?: {
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scope: "unspecified" | "direct" | "attached_risk" | "standalone_trigger" | "system";
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triggerType: "unspecified" | "
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triggerType: "unspecified" | "twap" | "ladder" | "stop_loss" | "take_profit" | "trailing_stop";
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triggerId?: string | undefined;
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parentOrderId?: string | undefined;
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childSeq: number;
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@@ -448,7 +448,7 @@ declare function createOrderDetailsSchema(scales: SdkScales): v.ObjectSchema<{
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marketClientRefPrice?: string | undefined;
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origin?: {
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scope: "unspecified" | "direct" | "attached_risk" | "standalone_trigger" | "system";
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triggerType: "unspecified" | "
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triggerType: "unspecified" | "twap" | "ladder" | "stop_loss" | "take_profit" | "trailing_stop";
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triggerId?: string | undefined;
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parentOrderId?: string | undefined;
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childSeq: number;
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@@ -21,7 +21,7 @@ declare class OrdersService {
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#private;
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constructor(transport: Transport, realtime: PolyesterRealtime, resolver: SubaccountResolver | undefined, scales: SdkScales);
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/**
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* Returns open orders for the resolved root account or subaccount, with optional symbol, trigger ID, side, pagination, and attached-risk inclusion filters. Results
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* Returns open orders for the resolved root account or subaccount, with optional symbol, trigger ID, side, pagination, and attached-risk inclusion filters. Results are paginated with a server-determined page size: a single call is not the full set of open orders — keep calling with the returned nextPageToken until it is empty.
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*/
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listOpen(input?: v.InferInput<typeof OpenOrdersInputSchema>, options?: PolyesterRequestOptions): Promise<{
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orders: Order[];
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@@ -60,7 +60,7 @@ var OrdersService = class {
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this.#batchCreateOrdersInputSchema = createBatchCreateOrdersInputSchema(scales);
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}
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/**
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* Returns open orders for the resolved root account or subaccount, with optional symbol, trigger ID, side, pagination, and attached-risk inclusion filters. Results
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* Returns open orders for the resolved root account or subaccount, with optional symbol, trigger ID, side, pagination, and attached-risk inclusion filters. Results are paginated with a server-determined page size: a single call is not the full set of open orders — keep calling with the returned nextPageToken until it is empty.
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*/
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async listOpen(input = {}, options) {
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await this.#scales.ready();
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@@ -1 +1 @@
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1
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{"version":3,"file":"orders.js","names":["#readClient","ProtoRead.OrdersReadService","#writeClient","ProtoWrite.OrdersService","#realtime","#resolver","#scales","#orderSchema","#orderDetailsSchema","#newOrderInputSchema","#modifyOrderInputSchema","#batchCreateOrdersInputSchema","ProtoRead.OrderSchema"],"sources":["../../../src/services/orders/orders.ts"],"sourcesContent":["import * as ProtoRead from \"../../gen/orders/v1/orders_read_pb.js\";\nimport * as ProtoWrite from \"../../gen/orders/v1/orders_pb.js\";\nimport { createClient, type Client, type Transport } from \"@connectrpc/connect\";\nimport { publicationHandlerErrorContext } from \"../../shared/subscription-errors.js\";\nimport * as v from \"valibot\";\nimport { parse } from \"../../shared/validation.js\";\nimport { type SubaccountResolver, resolveAccountScopedInput } from \"../subaccount-resolver.js\";\nimport { removeUndefined } from \"../../utils/remove-undefined.js\";\nimport {\n toConnectCallOptions,\n type PolyesterMutationOptions,\n type PolyesterRequestOptions,\n} from \"../../shared/request-options.js\";\nimport type { PolyesterRealtime } from \"../../realtime/types.js\";\nimport type { BaseSubscribeInput } from \"../../shared/types.js\";\nimport { createReadyGate, type SdkScales } from \"../../shared/decimal-surface.js\";\nimport { getOrderErrorDetail } from \"../../utils/connect-order-errors.js\";\nimport { formatConnectError, isResourceNotFoundError } from \"../../utils/errors.js\";\nimport {\n OpenOrdersInputSchema,\n OrderHistoryInputSchema,\n type NewOrderInput,\n createNewOrderInputSchema,\n CancelOrderInputSchema,\n CancelOrderResultSchema,\n type CancelOrderResult,\n CancelAllOrdersInputSchema,\n CancelAllOrdersResponseSchema,\n type CancelAllOrdersResponse,\n type Order,\n GetOrderDetailsInputSchema,\n createCreateOrderResultSchema,\n createPreviewOrderResultSchema,\n type PreviewOrderResult,\n type ModifyOrderInput,\n assertKnownModifyOrderInputKeys,\n createModifyOrderInputSchema,\n ModifyOrderResultSchema,\n type CreateOrderResult,\n type ModifyOrderResult,\n type OrderDetails,\n createOrderSchema,\n createOrderDetailsSchema,\n CancelAllAfterInputSchema,\n CancelAllAfterResultSchema,\n type CancelAllAfterInput,\n type CancelAllAfterResult,\n BatchCancelOrdersInputSchema,\n BatchCancelOrdersResultSchema,\n type BatchCancelOrdersInput,\n type BatchCancelOrdersResult,\n createBatchCreateOrdersResultSchema,\n type BatchCreateOrdersInput,\n type BatchCreateOrdersResult,\n BatchReplaceOrdersResultSchema,\n type BatchReplaceOrdersInput,\n type BatchReplaceOrdersResult,\n GetBatchReplaceStatusInputSchema,\n GetBatchReplaceStatusResultSchema,\n type GetBatchReplaceStatusInput,\n type GetBatchReplaceStatusResult,\n assertKnownBatchReplaceOrderItemInputKeys,\n createBatchCreateOrdersInputSchema,\n createBatchReplaceOrdersInputSchema,\n} from \"./orders.schemas.js\";\n\nfunction hasKnownOrderSymbol(scales: SdkScales, order: { symbolId: number }): boolean {\n try {\n scales.baseQty(order.symbolId);\n return true;\n } catch {\n return false;\n }\n}\n\nconst MISCLASSIFIED_ORDER_NOT_FOUND_MESSAGE = \"order not found\";\n\nfunction isOrderNotFoundError(error: unknown): boolean {\n return (\n isResourceNotFoundError(error) ||\n getOrderErrorDetail(error)?.code === \"NOT_FOUND\" ||\n formatConnectError(error, \"\").toLowerCase() === MISCLASSIFIED_ORDER_NOT_FOUND_MESSAGE\n );\n}\n\ninterface SubscribeOrdersInput extends BaseSubscribeInput<Order> {\n accountId: string;\n}\n\nfunction createMutationRequestId(): string {\n return (\n globalThis.crypto?.randomUUID?.() ??\n `req_${Date.now()}_${Math.random().toString(16).slice(2)}`\n );\n}\n\nfunction assertBatchResultCount(operation: string, requested: number, returned: number): void {\n if (requested !== returned) {\n throw new Error(\n `${operation} returned ${returned} results for ${requested} requested items.`,\n );\n }\n}\n\n/**\n * Manages account-scoped spot orders across read, write, and realtime order update surfaces.\n */\nexport class OrdersService {\n #readClient: Client<typeof ProtoRead.OrdersReadService>;\n #writeClient: Client<typeof ProtoWrite.OrdersService>;\n #realtime: PolyesterRealtime;\n #resolver?: SubaccountResolver;\n #scales: SdkScales;\n #orderSchema: ReturnType<typeof createOrderSchema>;\n #orderDetailsSchema: ReturnType<typeof createOrderDetailsSchema>;\n #newOrderInputSchema: ReturnType<typeof createNewOrderInputSchema>;\n #modifyOrderInputSchema: ReturnType<typeof createModifyOrderInputSchema>;\n #batchCreateOrdersInputSchema: ReturnType<typeof createBatchCreateOrdersInputSchema>;\n\n constructor(\n transport: Transport,\n realtime: PolyesterRealtime,\n resolver: SubaccountResolver | undefined,\n scales: SdkScales,\n ) {\n this.#readClient = createClient(ProtoRead.OrdersReadService, transport);\n this.#writeClient = createClient(ProtoWrite.OrdersService, transport);\n this.#realtime = realtime;\n this.#resolver = resolver;\n this.#scales = scales;\n this.#orderSchema = createOrderSchema(scales);\n this.#orderDetailsSchema = createOrderDetailsSchema(scales);\n this.#newOrderInputSchema = createNewOrderInputSchema(scales);\n this.#modifyOrderInputSchema = createModifyOrderInputSchema(scales);\n this.#batchCreateOrdersInputSchema = createBatchCreateOrdersInputSchema(scales);\n }\n\n /**\n * Returns open orders for the resolved root account or subaccount, with optional symbol, trigger ID, side, pagination, and attached-risk inclusion filters. Results include the next page token returned by GetOpenOrders.\n */\n async listOpen(\n input: v.InferInput<typeof OpenOrdersInputSchema> = {},\n options?: PolyesterRequestOptions,\n ): Promise<{ orders: Order[]; nextPageToken: string }> {\n await this.#scales.ready();\n const resolved = resolveAccountScopedInput(input, this.#resolver);\n const validatedInput = parse(OpenOrdersInputSchema, resolved);\n const res = await this.#readClient.getOpenOrders(\n removeUndefined(validatedInput),\n toConnectCallOptions(options),\n );\n return {\n orders: parse(\n v.array(this.#orderSchema),\n res.orders.filter((order) => hasKnownOrderSymbol(this.#scales, order)),\n ),\n nextPageToken: res.nextPageToken,\n };\n }\n\n /**\n * Returns historical orders for the resolved account scope, supporting symbol, trigger ID, side, status, time range, pagination, and attached-risk filters. Results are paginated with the backend nextPageToken.\n */\n async listHistory(\n input: v.InferInput<typeof OrderHistoryInputSchema> = {},\n options?: PolyesterRequestOptions,\n ): Promise<{ orders: Order[]; nextPageToken: string }> {\n await this.#scales.ready();\n const resolved = resolveAccountScopedInput(input, this.#resolver);\n const validatedInput = parse(OrderHistoryInputSchema, resolved);\n const res = await this.#readClient.getOrderHistory(\n removeUndefined(validatedInput),\n toConnectCallOptions(options),\n );\n return {\n orders: parse(\n v.array(this.#orderSchema),\n res.orders.filter((order) => hasKnownOrderSymbol(this.#scales, order)),\n ),\n nextPageToken: res.nextPageToken,\n };\n }\n\n /**\n * Evaluates one complete order intent against current market, policy, risk, and balance state without creating an order, reserving funds, or claiming its client order ID.\n */\n async preview(\n input: NewOrderInput,\n options?: PolyesterRequestOptions,\n ): Promise<PreviewOrderResult> {\n await this.#scales.ready();\n const resolved = resolveAccountScopedInput(input, this.#resolver);\n const request = parse(this.#newOrderInputSchema, resolved);\n const response = await this.#writeClient.previewOrder(\n removeUndefined(request),\n toConnectCallOptions(options),\n );\n return parse(createPreviewOrderResultSchema(this.#scales, input.symbol), response);\n }\n\n /**\n * Places a spot order with an explicit market-IOC, limit-GTC, limit-IOC, or limit-FOK execution policy and optional attached risk controls. clientOrderId is the caller-controlled idempotency key and should be reused only for the same logical order.\n */\n async create(\n input: NewOrderInput,\n options?: PolyesterMutationOptions,\n ): Promise<CreateOrderResult> {\n await this.#scales.ready();\n const resolved = resolveAccountScopedInput(input, this.#resolver);\n const validatedInput = parse(this.#newOrderInputSchema, resolved);\n const requestPayload = removeUndefined(validatedInput);\n const res = await this.#writeClient.createOrder(\n requestPayload,\n toConnectCallOptions(options),\n );\n return parse(createCreateOrderResultSchema(this.#scales, input.symbol), res);\n }\n\n /**\n * Places 1–20 spot orders in one best-effort request. Results preserve item order and report admission as accepted or rejected; accepted orders still require lifecycle reconciliation. Supply a clientOrderId for each item and a stable requestId when an ambiguous batch may be retried.\n */\n async batchCreate(\n input: BatchCreateOrdersInput,\n options?: PolyesterMutationOptions,\n ): Promise<BatchCreateOrdersResult> {\n await this.#scales.ready();\n const resolved = {\n ...resolveAccountScopedInput(input, this.#resolver),\n requestId: input.requestId ?? createMutationRequestId(),\n };\n const request = parse(this.#batchCreateOrdersInputSchema, resolved);\n const response = await this.#writeClient.batchCreateOrders(\n removeUndefined(request),\n toConnectCallOptions(options),\n );\n const result = parse(\n createBatchCreateOrdersResultSchema(\n this.#scales,\n input.items.map((item) => item.symbol),\n ),\n response,\n );\n assertBatchResultCount(\"batchCreate\", input.items.length, result.results.length);\n return result;\n }\n\n /**\n * Requests cancellation of one order in the resolved account scope by order id or client order id, with optional symbol routing. The response acknowledges the cancellation request, not the order's final lifecycle state; reconcile through order reads or realtime before releasing local state. A missing target remains a {@link ResourceNotFoundError}; callers performing desired-state cleanup may treat that error as success when the order could already have filled or left the book.\n */\n async cancel(\n input: v.InferInput<typeof CancelOrderInputSchema>,\n options?: PolyesterMutationOptions,\n ): Promise<CancelOrderResult> {\n const resolved = resolveAccountScopedInput(input, this.#resolver);\n\n const validated = parse(CancelOrderInputSchema, resolved);\n\n const res = await this.#writeClient.cancelOrder(\n {\n key: validated.key,\n symbolId: validated.symbolId,\n subaccountId: validated.subaccountId,\n },\n toConnectCallOptions(options),\n );\n return parse(CancelOrderResultSchema, res);\n }\n\n /**\n * Cancels 1–50 explicit orders in one best-effort request. Results preserve item order and acknowledge cancellation admission rather than final order state. Supply a stable requestId when an ambiguous batch may be retried.\n */\n async batchCancel(\n input: BatchCancelOrdersInput,\n options?: PolyesterMutationOptions,\n ): Promise<BatchCancelOrdersResult> {\n const resolved = {\n ...resolveAccountScopedInput(input, this.#resolver),\n requestId: input.requestId ?? createMutationRequestId(),\n };\n const request = parse(BatchCancelOrdersInputSchema, resolved);\n const response = await this.#writeClient.batchCancelOrders(\n removeUndefined(request),\n toConnectCallOptions(options),\n );\n const result = parse(BatchCancelOrdersResultSchema, response);\n assertBatchResultCount(\"batchCancel\", input.items.length, result.results.length);\n return result;\n }\n\n /**\n * Applies a price, quantity, client id, or attached-risk patch to one open order using the backend modify behavior policy. A requestId is generated when omitted; provide a stable value when retrying the same logical modification.\n */\n async modify(\n input: ModifyOrderInput,\n options?: PolyesterMutationOptions,\n ): Promise<ModifyOrderResult> {\n await this.#scales.ready();\n const resolved = {\n ...resolveAccountScopedInput(input, this.#resolver),\n requestId: input.requestId ?? createMutationRequestId(),\n };\n assertKnownModifyOrderInputKeys(resolved);\n const validated = parse(this.#modifyOrderInputSchema, resolved);\n const res = await this.#writeClient.modifyOrder(\n removeUndefined(validated),\n toConnectCallOptions(options),\n );\n return parse(ModifyOrderResultSchema, res);\n }\n\n /**\n * Replaces 1–50 same-symbol orders and returns an index-stable durable admission receipt. Reuse requestId only when retrying the same logical batch; use the returned batchRequestId for later status reads.\n */\n async batchReplace(\n input: BatchReplaceOrdersInput,\n options?: PolyesterMutationOptions,\n ): Promise<BatchReplaceOrdersResult> {\n await this.#scales.ready();\n for (const item of input.items) {\n assertKnownBatchReplaceOrderItemInputKeys(item);\n }\n const resolved = {\n ...resolveAccountScopedInput(input, this.#resolver),\n requestId: input.requestId ?? createMutationRequestId(),\n };\n const request = parse(\n createBatchReplaceOrdersInputSchema(this.#scales, input.symbolId),\n resolved,\n );\n const response = await this.#writeClient.batchReplaceOrders(\n removeUndefined(request),\n toConnectCallOptions(options),\n );\n const result = parse(BatchReplaceOrdersResultSchema, response);\n assertBatchResultCount(\"batchReplace\", input.items.length, result.results.length);\n return result;\n }\n\n /**\n * Reads the durable per-item execution status for a batch replacement receipt.\n */\n async getBatchReplaceStatus(\n input: GetBatchReplaceStatusInput,\n options?: PolyesterRequestOptions,\n ): Promise<GetBatchReplaceStatusResult> {\n const resolved = resolveAccountScopedInput(input, this.#resolver);\n const request = parse(GetBatchReplaceStatusInputSchema, resolved);\n const response = await this.#readClient.getBatchReplaceStatus(\n removeUndefined(request),\n toConnectCallOptions(options),\n );\n return parse(GetBatchReplaceStatusResultSchema, response);\n }\n\n /**\n * Cancels all matching open orders for the resolved account scope, optionally narrowed by symbol and side, with dry-run preview. A requestId is generated when omitted; provide a stable value when retrying the same logical bulk cancellation.\n */\n async cancelAll(\n input: v.InferInput<typeof CancelAllOrdersInputSchema>,\n options?: PolyesterMutationOptions,\n ): Promise<CancelAllOrdersResponse> {\n const resolved = {\n ...resolveAccountScopedInput(input, this.#resolver),\n requestId: input.requestId ?? createMutationRequestId(),\n };\n const validated = parse(CancelAllOrdersInputSchema, resolved);\n const res = await this.#writeClient.cancelAllOrders(\n removeUndefined(validated),\n toConnectCallOptions(options),\n );\n return parse(CancelAllOrdersResponseSchema, res);\n }\n\n /**\n * Arms, refreshes, or disables the account dead-man switch. timeoutSec 0 disables it; 10–120 arms it. Generate a new requestId for each deliberate heartbeat, but reuse the same ID when retrying one ambiguous heartbeat.\n */\n async cancelAllAfter(\n input: CancelAllAfterInput,\n options?: PolyesterMutationOptions,\n ): Promise<CancelAllAfterResult> {\n const resolved = {\n ...resolveAccountScopedInput(input, this.#resolver),\n requestId: input.requestId ?? createMutationRequestId(),\n };\n const request = parse(CancelAllAfterInputSchema, resolved);\n const response = await this.#writeClient.cancelAllAfter(\n removeUndefined(request),\n toConnectCallOptions(options),\n );\n return parse(CancelAllAfterResultSchema, response);\n }\n\n /**\n * Fetches one order by id or client order id and returns its order, trades, and transfer details when found. Returns null when the requested order is not found.\n */\n async getDetails(\n input: v.InferInput<typeof GetOrderDetailsInputSchema>,\n options?: PolyesterRequestOptions,\n ): Promise<OrderDetails | null> {\n await this.#scales.ready();\n const resolved = resolveAccountScopedInput(input, this.#resolver);\n const validatedInput = parse(GetOrderDetailsInputSchema, resolved);\n let res: ProtoRead.GetOrderResponse;\n try {\n res = await this.#readClient.getOrder(\n removeUndefined(validatedInput),\n toConnectCallOptions(options),\n );\n } catch (error) {\n if (isOrderNotFoundError(error)) return null;\n throw error;\n }\n if (!res.order) return null;\n return parse(this.#orderDetailsSchema, res);\n }\n\n /**\n * Subscribes to private order updates on private:spot:orders:{accountId}:proto and emits parsed order records until the returned unsubscribe function is called.\n */\n subscribe(input: SubscribeOrdersInput): () => void {\n const channel = `private:spot:orders:${input.accountId}:proto`;\n const gate = createReadyGate(\n () => this.#scales.ready(),\n (error) => input.onError?.(publicationHandlerErrorContext(channel, error)),\n );\n return this.#realtime.connectProtoChannel({\n channel,\n schema: ProtoRead.OrderSchema,\n onPublication: (data) => {\n gate.run(() => {\n const order = parse(this.#orderSchema, data);\n input.onEvent(order);\n });\n },\n onConnected: () => input.onOpen?.(),\n onDisconnected: () => input.onClose?.(),\n onError: input.onError,\n });\n 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{"version":3,"file":"orders.js","names":["#readClient","ProtoRead.OrdersReadService","#writeClient","ProtoWrite.OrdersService","#realtime","#resolver","#scales","#orderSchema","#orderDetailsSchema","#newOrderInputSchema","#modifyOrderInputSchema","#batchCreateOrdersInputSchema","ProtoRead.OrderSchema"],"sources":["../../../src/services/orders/orders.ts"],"sourcesContent":["import * as ProtoRead from \"../../gen/orders/v1/orders_read_pb.js\";\nimport * as ProtoWrite from \"../../gen/orders/v1/orders_pb.js\";\nimport { createClient, type Client, type Transport } from \"@connectrpc/connect\";\nimport { publicationHandlerErrorContext } from \"../../shared/subscription-errors.js\";\nimport * as v from \"valibot\";\nimport { parse } from \"../../shared/validation.js\";\nimport { type SubaccountResolver, resolveAccountScopedInput } from \"../subaccount-resolver.js\";\nimport { removeUndefined } from \"../../utils/remove-undefined.js\";\nimport {\n toConnectCallOptions,\n type PolyesterMutationOptions,\n type PolyesterRequestOptions,\n} from \"../../shared/request-options.js\";\nimport type { PolyesterRealtime } from \"../../realtime/types.js\";\nimport type { BaseSubscribeInput } from \"../../shared/types.js\";\nimport { createReadyGate, type SdkScales } from \"../../shared/decimal-surface.js\";\nimport { getOrderErrorDetail } from \"../../utils/connect-order-errors.js\";\nimport { formatConnectError, isResourceNotFoundError } from \"../../utils/errors.js\";\nimport {\n OpenOrdersInputSchema,\n OrderHistoryInputSchema,\n type NewOrderInput,\n createNewOrderInputSchema,\n CancelOrderInputSchema,\n CancelOrderResultSchema,\n type CancelOrderResult,\n CancelAllOrdersInputSchema,\n CancelAllOrdersResponseSchema,\n type CancelAllOrdersResponse,\n type Order,\n GetOrderDetailsInputSchema,\n createCreateOrderResultSchema,\n createPreviewOrderResultSchema,\n type PreviewOrderResult,\n type ModifyOrderInput,\n assertKnownModifyOrderInputKeys,\n createModifyOrderInputSchema,\n ModifyOrderResultSchema,\n type CreateOrderResult,\n type ModifyOrderResult,\n type OrderDetails,\n createOrderSchema,\n createOrderDetailsSchema,\n CancelAllAfterInputSchema,\n CancelAllAfterResultSchema,\n type CancelAllAfterInput,\n type CancelAllAfterResult,\n BatchCancelOrdersInputSchema,\n BatchCancelOrdersResultSchema,\n type BatchCancelOrdersInput,\n type BatchCancelOrdersResult,\n createBatchCreateOrdersResultSchema,\n type BatchCreateOrdersInput,\n type BatchCreateOrdersResult,\n BatchReplaceOrdersResultSchema,\n type BatchReplaceOrdersInput,\n type BatchReplaceOrdersResult,\n GetBatchReplaceStatusInputSchema,\n GetBatchReplaceStatusResultSchema,\n type GetBatchReplaceStatusInput,\n type GetBatchReplaceStatusResult,\n assertKnownBatchReplaceOrderItemInputKeys,\n createBatchCreateOrdersInputSchema,\n createBatchReplaceOrdersInputSchema,\n} from \"./orders.schemas.js\";\n\nfunction hasKnownOrderSymbol(scales: SdkScales, order: { symbolId: number }): boolean {\n try {\n scales.baseQty(order.symbolId);\n return true;\n } catch {\n return false;\n }\n}\n\nconst MISCLASSIFIED_ORDER_NOT_FOUND_MESSAGE = \"order not found\";\n\nfunction isOrderNotFoundError(error: unknown): boolean {\n return (\n isResourceNotFoundError(error) ||\n getOrderErrorDetail(error)?.code === \"NOT_FOUND\" ||\n formatConnectError(error, \"\").toLowerCase() === MISCLASSIFIED_ORDER_NOT_FOUND_MESSAGE\n );\n}\n\ninterface SubscribeOrdersInput extends BaseSubscribeInput<Order> {\n accountId: string;\n}\n\nfunction createMutationRequestId(): string {\n return (\n globalThis.crypto?.randomUUID?.() ??\n `req_${Date.now()}_${Math.random().toString(16).slice(2)}`\n );\n}\n\nfunction assertBatchResultCount(operation: string, requested: number, returned: number): void {\n if (requested !== returned) {\n throw new Error(\n `${operation} returned ${returned} results for ${requested} requested items.`,\n );\n }\n}\n\n/**\n * Manages account-scoped spot orders across read, write, and realtime order update surfaces.\n */\nexport class OrdersService {\n #readClient: Client<typeof ProtoRead.OrdersReadService>;\n #writeClient: Client<typeof ProtoWrite.OrdersService>;\n #realtime: PolyesterRealtime;\n #resolver?: SubaccountResolver;\n #scales: SdkScales;\n #orderSchema: ReturnType<typeof createOrderSchema>;\n #orderDetailsSchema: ReturnType<typeof createOrderDetailsSchema>;\n #newOrderInputSchema: ReturnType<typeof createNewOrderInputSchema>;\n #modifyOrderInputSchema: ReturnType<typeof createModifyOrderInputSchema>;\n #batchCreateOrdersInputSchema: ReturnType<typeof createBatchCreateOrdersInputSchema>;\n\n constructor(\n transport: Transport,\n realtime: PolyesterRealtime,\n resolver: SubaccountResolver | undefined,\n scales: SdkScales,\n ) {\n this.#readClient = createClient(ProtoRead.OrdersReadService, transport);\n this.#writeClient = createClient(ProtoWrite.OrdersService, transport);\n this.#realtime = realtime;\n this.#resolver = resolver;\n this.#scales = scales;\n this.#orderSchema = createOrderSchema(scales);\n this.#orderDetailsSchema = createOrderDetailsSchema(scales);\n this.#newOrderInputSchema = createNewOrderInputSchema(scales);\n this.#modifyOrderInputSchema = createModifyOrderInputSchema(scales);\n this.#batchCreateOrdersInputSchema = createBatchCreateOrdersInputSchema(scales);\n }\n\n /**\n * Returns open orders for the resolved root account or subaccount, with optional symbol, trigger ID, side, pagination, and attached-risk inclusion filters. Results are paginated with a server-determined page size: a single call is not the full set of open orders — keep calling with the returned nextPageToken until it is empty.\n */\n async listOpen(\n input: v.InferInput<typeof OpenOrdersInputSchema> = {},\n options?: PolyesterRequestOptions,\n ): Promise<{ orders: Order[]; nextPageToken: string }> {\n await this.#scales.ready();\n const resolved = resolveAccountScopedInput(input, this.#resolver);\n const validatedInput = parse(OpenOrdersInputSchema, resolved);\n const res = await this.#readClient.getOpenOrders(\n removeUndefined(validatedInput),\n toConnectCallOptions(options),\n );\n return {\n orders: parse(\n v.array(this.#orderSchema),\n res.orders.filter((order) => hasKnownOrderSymbol(this.#scales, order)),\n ),\n nextPageToken: res.nextPageToken,\n };\n }\n\n /**\n * Returns historical orders for the resolved account scope, supporting symbol, trigger ID, side, status, time range, pagination, and attached-risk filters. Results are paginated with the backend nextPageToken.\n */\n async listHistory(\n input: v.InferInput<typeof OrderHistoryInputSchema> = {},\n options?: PolyesterRequestOptions,\n ): Promise<{ orders: Order[]; nextPageToken: string }> {\n await this.#scales.ready();\n const resolved = resolveAccountScopedInput(input, this.#resolver);\n const validatedInput = parse(OrderHistoryInputSchema, resolved);\n const res = await this.#readClient.getOrderHistory(\n removeUndefined(validatedInput),\n toConnectCallOptions(options),\n );\n return {\n orders: parse(\n v.array(this.#orderSchema),\n res.orders.filter((order) => hasKnownOrderSymbol(this.#scales, order)),\n ),\n nextPageToken: res.nextPageToken,\n };\n }\n\n /**\n * Evaluates one complete order intent against current market, policy, risk, and balance state without creating an order, reserving funds, or claiming its client order ID.\n */\n async preview(\n input: NewOrderInput,\n options?: PolyesterRequestOptions,\n ): Promise<PreviewOrderResult> {\n await this.#scales.ready();\n const resolved = resolveAccountScopedInput(input, this.#resolver);\n const request = parse(this.#newOrderInputSchema, resolved);\n const response = await this.#writeClient.previewOrder(\n removeUndefined(request),\n toConnectCallOptions(options),\n );\n return parse(createPreviewOrderResultSchema(this.#scales, input.symbol), response);\n }\n\n /**\n * Places a spot order with an explicit market-IOC, limit-GTC, limit-IOC, or limit-FOK execution policy and optional attached risk controls. clientOrderId is the caller-controlled idempotency key and should be reused only for the same logical order.\n */\n async create(\n input: NewOrderInput,\n options?: PolyesterMutationOptions,\n ): Promise<CreateOrderResult> {\n await this.#scales.ready();\n const resolved = resolveAccountScopedInput(input, this.#resolver);\n const validatedInput = parse(this.#newOrderInputSchema, resolved);\n const requestPayload = removeUndefined(validatedInput);\n const res = await this.#writeClient.createOrder(\n requestPayload,\n toConnectCallOptions(options),\n );\n return parse(createCreateOrderResultSchema(this.#scales, input.symbol), res);\n }\n\n /**\n * Places 1–20 spot orders in one best-effort request. Results preserve item order and report admission as accepted or rejected; accepted orders still require lifecycle reconciliation. Supply a clientOrderId for each item and a stable requestId when an ambiguous batch may be retried.\n */\n async batchCreate(\n input: BatchCreateOrdersInput,\n options?: PolyesterMutationOptions,\n ): Promise<BatchCreateOrdersResult> {\n await this.#scales.ready();\n const resolved = {\n ...resolveAccountScopedInput(input, this.#resolver),\n requestId: input.requestId ?? createMutationRequestId(),\n };\n const request = parse(this.#batchCreateOrdersInputSchema, resolved);\n const response = await this.#writeClient.batchCreateOrders(\n removeUndefined(request),\n toConnectCallOptions(options),\n );\n const result = parse(\n createBatchCreateOrdersResultSchema(\n this.#scales,\n input.items.map((item) => item.symbol),\n ),\n response,\n );\n assertBatchResultCount(\"batchCreate\", input.items.length, result.results.length);\n return result;\n }\n\n /**\n * Requests cancellation of one order in the resolved account scope by order id or client order id, with optional symbol routing. The response acknowledges the cancellation request, not the order's final lifecycle state; reconcile through order reads or realtime before releasing local state. A missing target remains a {@link ResourceNotFoundError}; callers performing desired-state cleanup may treat that error as success when the order could already have filled or left the book.\n */\n async cancel(\n input: v.InferInput<typeof CancelOrderInputSchema>,\n options?: PolyesterMutationOptions,\n ): Promise<CancelOrderResult> {\n const resolved = resolveAccountScopedInput(input, this.#resolver);\n\n const validated = parse(CancelOrderInputSchema, resolved);\n\n const res = await this.#writeClient.cancelOrder(\n {\n key: validated.key,\n symbolId: validated.symbolId,\n subaccountId: validated.subaccountId,\n },\n toConnectCallOptions(options),\n );\n return parse(CancelOrderResultSchema, res);\n }\n\n /**\n * Cancels 1–50 explicit orders in one best-effort request. Results preserve item order and acknowledge cancellation admission rather than final order state. Supply a stable requestId when an ambiguous batch may be retried.\n */\n async batchCancel(\n input: BatchCancelOrdersInput,\n options?: PolyesterMutationOptions,\n ): Promise<BatchCancelOrdersResult> {\n const resolved = {\n ...resolveAccountScopedInput(input, this.#resolver),\n requestId: input.requestId ?? createMutationRequestId(),\n };\n const request = parse(BatchCancelOrdersInputSchema, resolved);\n const response = await this.#writeClient.batchCancelOrders(\n removeUndefined(request),\n toConnectCallOptions(options),\n );\n const result = parse(BatchCancelOrdersResultSchema, response);\n assertBatchResultCount(\"batchCancel\", input.items.length, result.results.length);\n return result;\n }\n\n /**\n * Applies a price, quantity, client id, or attached-risk patch to one open order using the backend modify behavior policy. A requestId is generated when omitted; provide a stable value when retrying the same logical modification.\n */\n async modify(\n input: ModifyOrderInput,\n options?: PolyesterMutationOptions,\n ): Promise<ModifyOrderResult> {\n await this.#scales.ready();\n const resolved = {\n ...resolveAccountScopedInput(input, this.#resolver),\n requestId: input.requestId ?? createMutationRequestId(),\n };\n assertKnownModifyOrderInputKeys(resolved);\n const validated = parse(this.#modifyOrderInputSchema, resolved);\n const res = await this.#writeClient.modifyOrder(\n removeUndefined(validated),\n toConnectCallOptions(options),\n );\n return parse(ModifyOrderResultSchema, res);\n }\n\n /**\n * Replaces 1–50 same-symbol orders and returns an index-stable durable admission receipt. Reuse requestId only when retrying the same logical batch; use the returned batchRequestId for later status reads.\n */\n async batchReplace(\n input: BatchReplaceOrdersInput,\n options?: PolyesterMutationOptions,\n ): Promise<BatchReplaceOrdersResult> {\n await this.#scales.ready();\n for (const item of input.items) {\n assertKnownBatchReplaceOrderItemInputKeys(item);\n }\n const resolved = {\n ...resolveAccountScopedInput(input, this.#resolver),\n requestId: input.requestId ?? createMutationRequestId(),\n };\n const request = parse(\n createBatchReplaceOrdersInputSchema(this.#scales, input.symbolId),\n resolved,\n );\n const response = await this.#writeClient.batchReplaceOrders(\n removeUndefined(request),\n toConnectCallOptions(options),\n );\n const result = parse(BatchReplaceOrdersResultSchema, response);\n assertBatchResultCount(\"batchReplace\", input.items.length, result.results.length);\n return result;\n }\n\n /**\n * Reads the durable per-item execution status for a batch replacement receipt.\n */\n async getBatchReplaceStatus(\n input: GetBatchReplaceStatusInput,\n options?: PolyesterRequestOptions,\n ): Promise<GetBatchReplaceStatusResult> {\n const resolved = resolveAccountScopedInput(input, this.#resolver);\n const request = parse(GetBatchReplaceStatusInputSchema, resolved);\n const response = await this.#readClient.getBatchReplaceStatus(\n removeUndefined(request),\n toConnectCallOptions(options),\n );\n return parse(GetBatchReplaceStatusResultSchema, response);\n }\n\n /**\n * Cancels all matching open orders for the resolved account scope, optionally narrowed by symbol and side, with dry-run preview. A requestId is generated when omitted; provide a stable value when retrying the same logical bulk cancellation.\n */\n async cancelAll(\n input: v.InferInput<typeof CancelAllOrdersInputSchema>,\n options?: PolyesterMutationOptions,\n ): Promise<CancelAllOrdersResponse> {\n const resolved = {\n ...resolveAccountScopedInput(input, this.#resolver),\n requestId: input.requestId ?? createMutationRequestId(),\n };\n const validated = parse(CancelAllOrdersInputSchema, resolved);\n const res = await this.#writeClient.cancelAllOrders(\n removeUndefined(validated),\n toConnectCallOptions(options),\n );\n return parse(CancelAllOrdersResponseSchema, res);\n }\n\n /**\n * Arms, refreshes, or disables the account dead-man switch. timeoutSec 0 disables it; 10–120 arms it. Generate a new requestId for each deliberate heartbeat, but reuse the same ID when retrying one ambiguous heartbeat.\n */\n async cancelAllAfter(\n input: CancelAllAfterInput,\n options?: PolyesterMutationOptions,\n ): Promise<CancelAllAfterResult> {\n const resolved = {\n ...resolveAccountScopedInput(input, this.#resolver),\n requestId: input.requestId ?? createMutationRequestId(),\n };\n const request = parse(CancelAllAfterInputSchema, resolved);\n const response = await this.#writeClient.cancelAllAfter(\n removeUndefined(request),\n toConnectCallOptions(options),\n );\n return parse(CancelAllAfterResultSchema, response);\n }\n\n /**\n * Fetches one order by id or client order id and returns its order, trades, and transfer details when found. Returns null when the requested order is not found.\n */\n async getDetails(\n input: v.InferInput<typeof GetOrderDetailsInputSchema>,\n options?: PolyesterRequestOptions,\n ): Promise<OrderDetails | null> {\n await this.#scales.ready();\n const resolved = resolveAccountScopedInput(input, this.#resolver);\n const validatedInput = parse(GetOrderDetailsInputSchema, resolved);\n let res: ProtoRead.GetOrderResponse;\n try {\n res = await this.#readClient.getOrder(\n removeUndefined(validatedInput),\n toConnectCallOptions(options),\n );\n } catch (error) {\n if (isOrderNotFoundError(error)) return null;\n throw error;\n }\n if (!res.order) return null;\n return parse(this.#orderDetailsSchema, res);\n }\n\n /**\n * Subscribes to private order updates on private:spot:orders:{accountId}:proto and emits parsed order records until the returned unsubscribe function is called.\n */\n subscribe(input: SubscribeOrdersInput): () => void {\n const channel = `private:spot:orders:${input.accountId}:proto`;\n const gate = createReadyGate(\n () => this.#scales.ready(),\n (error) => input.onError?.(publicationHandlerErrorContext(channel, error)),\n );\n return this.#realtime.connectProtoChannel({\n channel,\n schema: ProtoRead.OrderSchema,\n onPublication: (data) => {\n gate.run(() => {\n const order = parse(this.#orderSchema, data);\n input.onEvent(order);\n });\n },\n onConnected: () => input.onOpen?.(),\n onDisconnected: () => input.onClose?.(),\n onError: input.onError,\n });\n 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@@ -788,7 +788,7 @@ declare const ListTriggersInputSchema: v.SchemaWithPipe<readonly [v.StrictObject
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788
788
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readonly parentOrderId: v.SchemaWithPipe<readonly [v.OptionalSchema<v.SchemaWithPipe<readonly [v.StringSchema<undefined>, v.TrimAction]>, undefined>, v.TransformAction<string | undefined, bigint | undefined>]>;
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789
789
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readonly symbol: v.OptionalSchema<v.SchemaWithPipe<readonly [v.StringSchema<undefined>, v.TrimAction]>, undefined>;
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790
790
|
readonly status: v.SchemaWithPipe<readonly [v.OptionalSchema<v.ArraySchema<v.PicklistSchema<readonly ["created", "armed", "running", "completed", "cancelled", "failed", "paused"], undefined>, undefined>, undefined>, v.TransformAction<("cancelled" | "created" | "failed" | "completed" | "armed" | "running" | "paused")[] | undefined, (TriggerStatus.STATUS_CREATED | TriggerStatus.STATUS_ARMED | TriggerStatus.STATUS_RUNNING | TriggerStatus.STATUS_COMPLETED | TriggerStatus.STATUS_CANCELED | TriggerStatus.STATUS_FAILED | TriggerStatus.STATUS_PAUSED)[]>]>;
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791
|
-
readonly triggerType: v.SchemaWithPipe<readonly [v.OptionalSchema<v.PicklistSchema<readonly ["stop_loss", "take_profit", "trailing_stop", "twap", "ladder"], undefined>, undefined>, v.TransformAction<"
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791
|
+
readonly triggerType: v.SchemaWithPipe<readonly [v.OptionalSchema<v.PicklistSchema<readonly ["stop_loss", "take_profit", "trailing_stop", "twap", "ladder"], undefined>, undefined>, v.TransformAction<"twap" | "ladder" | "stop_loss" | "take_profit" | "trailing_stop" | undefined, TriggerType>]>;
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792
792
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readonly limit: v.OptionalSchema<v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.IntegerAction<number, undefined>, v.GtValueAction<number, 0, undefined>, v.MaxValueAction<number, 1000, undefined>]>, 50>;
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793
793
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readonly pageToken: v.OptionalSchema<v.SchemaWithPipe<readonly [v.StringSchema<undefined>, v.TrimAction]>, "">;
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794
794
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readonly account: v.OptionalSchema<v.UnionSchema<[v.PicklistSchema<["active", "main"], undefined>, v.StrictObjectSchema<{
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@@ -670,7 +670,7 @@ declare function createTriggerEventSchema(scales: SdkScales): v.SchemaWithPipe<r
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670
670
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triggerId: string;
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671
671
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subaccountId: string;
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672
672
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symbolId: number;
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673
|
-
triggerType: "unspecified" | "
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673
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+
triggerType: "unspecified" | "twap" | "ladder" | "stop_loss" | "take_profit" | "trailing_stop";
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674
674
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eventType: "unspecified" | "updated" | "fired" | "canceled";
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675
675
|
ts: number;
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676
676
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childSeq: number;
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package/package.json
CHANGED