@polyester/sdk 0.4.4 → 0.4.5

package/CHANGELOG.md

@@ -1,5 +1,11 @@
 # @polyester/sdk
 
+## 0.4.5
+
+### Patch Changes
+
+- [#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.
+
 ## 0.4.4
 
 ### Patch Changes

package/dist/services/heatmap/heatmap.schemas.d.ts

@@ -14,7 +14,7 @@ type TimestampInit = {
 declare const GetOrderbookHeatmapInputSchema: v.SchemaWithPipe<readonly [v.ObjectSchema<{
   readonly symbolId: v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.IntegerAction<number, undefined>, v.GtValueAction<number, 0, undefined>]>;
   readonly interval: v.SchemaWithPipe<readonly [v.OptionalSchema<v.PicklistSchema<readonly ["1s", "1m", "5m", "1h"], undefined>, "1s">, v.TransformAction<"1s" | "1m" | "5m" | "1h", HeatmapInterval>]>;
-  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 | 1000 | 50, HeatmapDepth>]>;
+  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>]>;
   readonly quantityMode: v.SchemaWithPipe<readonly [v.OptionalSchema<v.PicklistSchema<readonly ["close", "peak"], undefined>, "close">, v.TransformAction<"close" | "peak", HeatmapQuantityMode>]>;
   readonly limit: v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.IntegerAction<number, undefined>, v.GtValueAction<number, 0, undefined>, v.MaxValueAction<number, 20000, undefined>]>;
   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>;
@@ -227,7 +227,7 @@ type OrderbookHeatmapDeltaChain = ReturnType<typeof convertHeatmapDeltaChain>;
 declare function createOrderbookHeatmapResponseSchema(scales: SdkScales): v.SchemaWithPipe<readonly [v.ObjectSchema<{
   readonly symbolId: v.NumberSchema<undefined>;
   readonly interval: v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.TransformAction<number, DecodedEnum<"1s" | "1m" | "5m" | "1h">>]>;
-  readonly depth: v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.TransformAction<number, 5 | 10 | 20 | 1 | "unspecified" | 200 | 500 | 100 | 1000 | 50>]>;
+  readonly depth: v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.TransformAction<number, 5 | 10 | 20 | 1 | "unspecified" | 200 | 500 | 100 | 50 | 1000>]>;
   readonly chain: v.OptionalSchema<v.ObjectSchema<{
     readonly baseKeyframe: v.OptionalSchema<v.ObjectSchema<{
       readonly tsSec: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, number>]>;
@@ -287,7 +287,7 @@ declare function createOrderbookHeatmapResponseSchema(scales: SdkScales): v.Sche
 }, undefined>, v.TransformAction<{
   symbolId: number;
   interval: DecodedEnum<"1s" | "1m" | "5m" | "1h">;
-  depth: 5 | 10 | 20 | 1 | "unspecified" | 200 | 500 | 100 | 1000 | 50;
+  depth: 5 | 10 | 20 | 1 | "unspecified" | 200 | 500 | 100 | 50 | 1000;
   chain?: {
     baseKeyframe?: {
       tsSec: number;
@@ -347,7 +347,7 @@ declare function createOrderbookHeatmapResponseSchema(scales: SdkScales): v.Sche
 }, {
   symbolId: number;
   interval: DecodedEnum<"1s" | "1m" | "5m" | "1h">;
-  depth: 5 | 10 | 20 | 1 | "unspecified" | 200 | 500 | 100 | 1000 | 50;
+  depth: 5 | 10 | 20 | 1 | "unspecified" | 200 | 500 | 100 | 50 | 1000;
   chain: {
     baseKeyframe: {
       tsSec: number;

package/dist/services/orderbook/orderbook.codecs.js

@@ -39,7 +39,28 @@ function normalizeOrderbookDepth(depth) {
 		protoDepth: DepthCodec.inputToProto[levels]
 	};
 }
+/**
+* Depths for which the backend publishes `public:spot:orderbook:deltas:depth:{depth}:{symbolId}:proto`
+* channels. Narrower than ORDERBOOK_SUPPORTED_DEPTHS, which is the set the REST snapshot accepts:
+* subscribing to a depth outside this set succeeds and then never delivers a publication, so the book
+* silently stays empty.
+*/
+const ORDERBOOK_WS_DEPTHS = [
+	1,
+	20,
+	50,
+	200,
+	500
+];
+/**
+* Smallest published channel depth that covers `depth`, so a request for an unpublished depth rides a
+* deeper feed and is sliced back down locally instead of subscribing to a channel with no publisher.
+*/
+function orderbookWsChannelDepth(depth) {
+	for (const d of ORDERBOOK_WS_DEPTHS) if (d >= depth) return d;
+	return 500;
+}
 //#endregion
-export { DepthCodec, ORDERBOOK_SUPPORTED_DEPTHS, normalizeOrderbookDepth };
+export { DepthCodec, ORDERBOOK_SUPPORTED_DEPTHS, ORDERBOOK_WS_DEPTHS, normalizeOrderbookDepth, orderbookWsChannelDepth };
 
 //# sourceMappingURL=orderbook.codecs.js.map

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

@@ -1 +1 @@
-{"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"}
+{"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"}

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

@@ -33,7 +33,11 @@ declare class OrderbookService {
    */
   subscribe(input: SubscribeOrderbookInput): () => void;
   /**
-   * Creates a stateful order book subscription that first fetches a snapshot, buffers proto deltas from public:spot:orderbook:deltas:depth:{depth}:{symbolId}:proto, applies sequence-checked updates, and refetches on gaps or reconnects. The returned handle can unsubscribe or change local price bucket aggregation without reconnecting.
+   * 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.
+   *
+   * `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.
+   *
+   * 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.
    */
   createSubscription(input: CreateOrderbookSubscriptionInput): OrderbookSubscription;
 }

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

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

package/dist/services/orderbook/orderbook.js

@@ -5,6 +5,7 @@ import { createReadyGate, decimalInputToScaled } from "../../shared/decimal-surf
 import { isResourceNotFoundError } from "../../utils/errors.js";
 import { snapshotThenStream } from "../../realtime/snapshot-then-stream.js";
 import { GetOrderBookResponseSchema, OrderBookDeltaSchema, OrderbookService as OrderbookService$1 } from "../../gen/orderbook/v1/orderbook_pb.js";
+import { orderbookWsChannelDepth } from "./orderbook.codecs.js";
 import { GetOrderbookInputSchema, createOrderbookDataSchema, formatOrderbookLevel } from "./orderbook.schemas.js";
 import { toBig } from "../../utils/u128.js";
 import { create } from "@bufbuild/protobuf";
@@ -48,12 +49,17 @@ var OrderbookService = class {
 		return this.createSubscription(input).unsubscribe;
 	}
 	/**
-	* Creates a stateful order book subscription that first fetches a snapshot, buffers proto deltas from public:spot:orderbook:deltas:depth:{depth}:{symbolId}:proto, applies sequence-checked updates, and refetches on gaps or reconnects. The returned handle can unsubscribe or change local price bucket aggregation without reconnecting.
+	* Creates a stateful order book subscription that first fetches a snapshot, buffers proto deltas from public:spot:orderbook:deltas:depth:{depth}:{symbolId}:proto, applies sequence-checked updates, and refetches on observed sequence gaps or reconnects. The returned handle can unsubscribe or change local price bucket aggregation without reconnecting.
+	*
+	* `depth` is clamped to [1, 500] and rides the smallest published channel depth that covers it (see ORDERBOOK_WS_DEPTHS); levels are sliced back to the requested depth locally.
+	*
+	* Refetching is driven by observed sequence gaps and reconnect events only. A feed that stays subscribed but stops publishing is indistinguishable from a quiet market, so it does not trigger onError or a refetch. Callers that must detect a stalled book need their own idle watchdog plus a REST refetch.
 	*/
 	createSubscription(input) {
 		const symbolId = parse(v.pipe(v.number(), v.integer(), v.gtValue(0)), input.symbolId);
-		const wsDepth = Math.min(500, Math.max(1, Math.trunc(input.depth ?? 50)));
-		const channel = `public:spot:orderbook:deltas:depth:${wsDepth}:${symbolId}:proto`;
+		const requestedDepth = Math.min(500, Math.max(1, Math.trunc(input.depth ?? 50)));
+		const channelDepth = orderbookWsChannelDepth(requestedDepth);
+		const channel = `public:spot:orderbook:deltas:depth:${channelDepth}:${symbolId}:proto`;
 		const client = this.#client;
 		const scales = this.#scales;
 		const gate = createReadyGate(() => scales.ready(), (error) => input.onError?.(publicationHandlerErrorContext(channel, error)));
@@ -99,10 +105,10 @@ var OrderbookService = class {
 			gate.run(() => {
 				input.onEvent({
 					symbol: input.symbol,
-					depth: wsDepth,
+					depth: requestedDepth,
 					bookSeq: currentBookSeq.toString(),
-					bids: sideToUIBucketed(bidsMap, "bids", wsDepth, bucketTicks),
-					asks: sideToUIBucketed(asksMap, "asks", wsDepth, bucketTicks)
+					bids: sideToUIBucketed(bidsMap, "bids", requestedDepth, bucketTicks),
+					asks: sideToUIBucketed(asksMap, "asks", requestedDepth, bucketTicks)
 				});
 			});
 		}
@@ -118,7 +124,7 @@ var OrderbookService = class {
 		async function inputServiceFetch() {
 			const validated = parse(GetOrderbookInputSchema, {
 				symbol: input.symbol,
-				depth: wsDepth
+				depth: channelDepth
 			});
 			try {
 				return await client.getOrderBook({

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

@@ -1 +1 @@
-{"version":3,"file":"orderbook.js","names":["#client","Proto.OrderbookService","#realtime","#scales","Proto.GetOrderBookResponseSchema","Proto.OrderBookDeltaSchema"],"sources":["../../../src/services/orderbook/orderbook.ts"],"sourcesContent":["import { create } from \"@bufbuild/protobuf\";\nimport * as Proto from \"../../gen/orderbook/v1/orderbook_pb.js\";\nimport { createClient, type Client, type Transport } from \"@connectrpc/connect\";\nimport { publicationHandlerErrorContext } from \"../../shared/subscription-errors.js\";\nimport type { PolyesterRealtime } from \"../../realtime/types.js\";\nimport {\n    snapshotThenStream,\n    type SnapshotThenStreamSubscription,\n} from \"../../realtime/snapshot-then-stream.js\";\nimport type { BaseSubscribeInput } from \"../../shared/types.js\";\nimport {\n    toConnectCallOptions,\n    type PolyesterRequestOptions,\n} from \"../../shared/request-options.js\";\nimport {\n    createReadyGate,\n    decimalInputToScaled,\n    type SdkScales,\n} from \"../../shared/decimal-surface.js\";\nimport {\n    formatOrderbookLevel,\n    GetOrderbookInputSchema,\n    createOrderbookDataSchema,\n    type OrderbookLevel,\n    type OrderbookData,\n} from \"./orderbook.schemas.js\";\nimport { toBig } from \"../../utils/u128.js\";\nimport { isResourceNotFoundError } from \"../../utils/errors.js\";\nimport * as v from \"valibot\";\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"}
+{"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"}

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

@@ -11,7 +11,7 @@ declare const GetOrderbookInputSchema: v.SchemaWithPipe<readonly [v.ObjectSchema
   depth: number;
 }, {
   symbol: string;
-  depth: 5 | 10 | 20 | 1 | 200 | 500 | 100 | 1000 | 50;
+  depth: 5 | 10 | 20 | 1 | 200 | 500 | 100 | 50 | 1000;
   protoDepth: Depth;
 }>]>;
 type GetOrderbookInput = v.InferInput<typeof GetOrderbookInputSchema>;

package/dist/services/subaccounts/subaccounts.schemas.d.ts

@@ -176,7 +176,7 @@ declare const SubaccountInviteSchema: v.SchemaWithPipe<readonly [v.ObjectSchema<
   readonly granteeAccountId: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, string>]>;
   readonly inviterAccountId: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, string>]>;
   readonly role: v.SchemaWithPipe<readonly [v.EnumSchema<typeof SubaccountRole$1, undefined>, v.TransformAction<SubaccountRole$1, "unspecified" | "owner" | "admin" | "treasury" | "leveraged_trader" | "trader" | "viewer">]>;
-  readonly status: v.SchemaWithPipe<readonly [v.EnumSchema<typeof SubaccountInviteStatus$1, undefined>, v.TransformAction<SubaccountInviteStatus$1, "unspecified" | "pending" | "cancelled" | "accepted" | "declined">]>;
+  readonly status: v.SchemaWithPipe<readonly [v.EnumSchema<typeof SubaccountInviteStatus$1, undefined>, v.TransformAction<SubaccountInviteStatus$1, "unspecified" | "pending" | "accepted" | "declined" | "cancelled">]>;
   readonly createdAt: v.SchemaWithPipe<readonly [v.OptionalSchema<v.ObjectSchema<{
     readonly seconds: v.BigintSchema<undefined>;
     readonly nanos: v.OptionalSchema<v.NumberSchema<undefined>, 0>;
@@ -203,7 +203,7 @@ declare const SubaccountInviteSchema: v.SchemaWithPipe<readonly [v.ObjectSchema<
   granteeAccountId: string;
   inviterAccountId: string;
   role: "unspecified" | "owner" | "admin" | "treasury" | "leveraged_trader" | "trader" | "viewer";
-  status: "unspecified" | "pending" | "cancelled" | "accepted" | "declined";
+  status: "unspecified" | "pending" | "accepted" | "declined" | "cancelled";
   createdAt?: number | undefined;
   respondedAt?: number | undefined;
   granteeUsername: string;
@@ -221,7 +221,7 @@ declare const SubaccountInviteSchema: v.SchemaWithPipe<readonly [v.ObjectSchema<
   granteeAccountId: string;
   inviterAccountId: string;
   role: "unspecified" | "owner" | "admin" | "treasury" | "leveraged_trader" | "trader" | "viewer";
-  status: "unspecified" | "pending" | "cancelled" | "accepted" | "declined";
+  status: "unspecified" | "pending" | "accepted" | "declined" | "cancelled";
   createdAt?: number | undefined;
   respondedAt?: number | undefined;
   granteeUsername: string;
@@ -244,7 +244,7 @@ declare const SubaccountActivityEventSchema: v.ObjectSchema<{
     nanos: number;
   } | undefined, number | undefined>]>;
   readonly entityKind: v.SchemaWithPipe<readonly [v.EnumSchema<typeof ActivityEntityKind, undefined>, v.TransformAction<ActivityEntityKind, "unspecified" | "api_key" | "account" | "subaccount" | "destination" | "session" | "member" | "policy" | "invite" | "security">]>;
-  readonly eventAction: v.SchemaWithPipe<readonly [v.EnumSchema<typeof ActivityEventAction, undefined>, v.TransformAction<ActivityEventAction, "unspecified" | "enabled" | "disabled" | "failed" | "deleted" | "created" | "updated" | "removed" | "role_set" | "received" | "replied" | "revoked" | "blocked" | "hold_placed" | "hold_released">]>;
+  readonly eventAction: v.SchemaWithPipe<readonly [v.EnumSchema<typeof ActivityEventAction, undefined>, v.TransformAction<ActivityEventAction, "unspecified" | "enabled" | "disabled" | "deleted" | "created" | "updated" | "removed" | "role_set" | "received" | "replied" | "failed" | "revoked" | "blocked" | "hold_placed" | "hold_released">]>;
   readonly source: v.SchemaWithPipe<readonly [v.EnumSchema<typeof ActivityEventSource, undefined>, v.TransformAction<ActivityEventSource, "unspecified" | "web" | "mobile" | "api">]>;
   readonly ip: v.OptionalSchema<v.StringSchema<undefined>, undefined>;
   readonly userAgent: v.OptionalSchema<v.StringSchema<undefined>, undefined>;

package/dist/services/triggers/trigger-input.schemas.d.ts

@@ -787,7 +787,7 @@ type CreateTriggerInput = v.InferInput<ReturnType<typeof createCreateTriggerInpu
 declare const ListTriggersInputSchema: v.SchemaWithPipe<readonly [v.StrictObjectSchema<{
   readonly parentOrderId: v.SchemaWithPipe<readonly [v.OptionalSchema<v.SchemaWithPipe<readonly [v.StringSchema<undefined>, v.TrimAction]>, undefined>, v.TransformAction<string | undefined, bigint | undefined>]>;
   readonly symbol: v.OptionalSchema<v.SchemaWithPipe<readonly [v.StringSchema<undefined>, v.TrimAction]>, undefined>;
-  readonly status: v.SchemaWithPipe<readonly [v.OptionalSchema<v.ArraySchema<v.PicklistSchema<readonly ["created", "armed", "running", "completed", "cancelled", "failed", "paused"], undefined>, undefined>, undefined>, v.TransformAction<("failed" | "cancelled" | "completed" | "created" | "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)[]>]>;
+  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)[]>]>;
   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>]>;
   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>;
   readonly pageToken: v.OptionalSchema<v.SchemaWithPipe<readonly [v.StringSchema<undefined>, v.TrimAction]>, "">;

package/dist/services/triggers/triggers-output.schemas.d.ts

@@ -31,62 +31,62 @@ declare const CreateTriggerResultSchema: v.SchemaWithPipe<readonly [v.ObjectSche
 type CreateTriggerResult = v.InferOutput<typeof CreateTriggerResultSchema>;
 declare const CancelTriggerResultSchema: v.SchemaWithPipe<readonly [v.ObjectSchema<{
   readonly triggerId: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, string>]>;
-  readonly status: v.SchemaWithPipe<readonly [v.EnumSchema<typeof TriggerStatus, undefined>, v.TransformAction<TriggerStatus, "unspecified" | "failed" | "cancelled" | "completed" | "created" | "armed" | "running" | "paused">]>;
+  readonly status: v.SchemaWithPipe<readonly [v.EnumSchema<typeof TriggerStatus, undefined>, v.TransformAction<TriggerStatus, "unspecified" | "cancelled" | "created" | "failed" | "completed" | "armed" | "running" | "paused">]>;
   readonly tsNs: v.BigintSchema<undefined>;
 }, undefined>, v.TransformAction<{
   triggerId: string;
-  status: "unspecified" | "failed" | "cancelled" | "completed" | "created" | "armed" | "running" | "paused";
+  status: "unspecified" | "cancelled" | "created" | "failed" | "completed" | "armed" | "running" | "paused";
   tsNs: bigint;
 }, {
   ts: number;
   tsNs: string;
   triggerId: string;
-  status: "unspecified" | "failed" | "cancelled" | "completed" | "created" | "armed" | "running" | "paused";
+  status: "unspecified" | "cancelled" | "created" | "failed" | "completed" | "armed" | "running" | "paused";
 }>]>;
 type CancelTriggerResult = v.InferOutput<typeof CancelTriggerResultSchema>;
 declare const ModifyTriggerResultSchema: v.SchemaWithPipe<readonly [v.ObjectSchema<{
   readonly triggerId: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, string>]>;
-  readonly status: v.SchemaWithPipe<readonly [v.EnumSchema<typeof TriggerStatus, undefined>, v.TransformAction<TriggerStatus, "unspecified" | "failed" | "cancelled" | "completed" | "created" | "armed" | "running" | "paused">]>;
+  readonly status: v.SchemaWithPipe<readonly [v.EnumSchema<typeof TriggerStatus, undefined>, v.TransformAction<TriggerStatus, "unspecified" | "cancelled" | "created" | "failed" | "completed" | "armed" | "running" | "paused">]>;
   readonly tsNs: v.BigintSchema<undefined>;
 }, undefined>, v.TransformAction<{
   triggerId: string;
-  status: "unspecified" | "failed" | "cancelled" | "completed" | "created" | "armed" | "running" | "paused";
+  status: "unspecified" | "cancelled" | "created" | "failed" | "completed" | "armed" | "running" | "paused";
   tsNs: bigint;
 }, {
   ts: number;
   tsNs: string;
   triggerId: string;
-  status: "unspecified" | "failed" | "cancelled" | "completed" | "created" | "armed" | "running" | "paused";
+  status: "unspecified" | "cancelled" | "created" | "failed" | "completed" | "armed" | "running" | "paused";
 }>]>;
 type ModifyTriggerResult = v.InferOutput<typeof ModifyTriggerResultSchema>;
 declare const PauseTriggerResultSchema: v.SchemaWithPipe<readonly [v.ObjectSchema<{
   readonly triggerId: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, string>]>;
-  readonly status: v.SchemaWithPipe<readonly [v.EnumSchema<typeof TriggerStatus, undefined>, v.TransformAction<TriggerStatus, "unspecified" | "failed" | "cancelled" | "completed" | "created" | "armed" | "running" | "paused">]>;
+  readonly status: v.SchemaWithPipe<readonly [v.EnumSchema<typeof TriggerStatus, undefined>, v.TransformAction<TriggerStatus, "unspecified" | "cancelled" | "created" | "failed" | "completed" | "armed" | "running" | "paused">]>;
   readonly tsNs: v.BigintSchema<undefined>;
 }, undefined>, v.TransformAction<{
   triggerId: string;
-  status: "unspecified" | "failed" | "cancelled" | "completed" | "created" | "armed" | "running" | "paused";
+  status: "unspecified" | "cancelled" | "created" | "failed" | "completed" | "armed" | "running" | "paused";
   tsNs: bigint;
 }, {
   ts: number;
   tsNs: string;
   triggerId: string;
-  status: "unspecified" | "failed" | "cancelled" | "completed" | "created" | "armed" | "running" | "paused";
+  status: "unspecified" | "cancelled" | "created" | "failed" | "completed" | "armed" | "running" | "paused";
 }>]>;
 type PauseTriggerResult = v.InferOutput<typeof PauseTriggerResultSchema>;
 declare const ResumeTriggerResultSchema: v.SchemaWithPipe<readonly [v.ObjectSchema<{
   readonly triggerId: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, string>]>;
-  readonly status: v.SchemaWithPipe<readonly [v.EnumSchema<typeof TriggerStatus, undefined>, v.TransformAction<TriggerStatus, "unspecified" | "failed" | "cancelled" | "completed" | "created" | "armed" | "running" | "paused">]>;
+  readonly status: v.SchemaWithPipe<readonly [v.EnumSchema<typeof TriggerStatus, undefined>, v.TransformAction<TriggerStatus, "unspecified" | "cancelled" | "created" | "failed" | "completed" | "armed" | "running" | "paused">]>;
   readonly tsNs: v.BigintSchema<undefined>;
 }, undefined>, v.TransformAction<{
   triggerId: string;
-  status: "unspecified" | "failed" | "cancelled" | "completed" | "created" | "armed" | "running" | "paused";
+  status: "unspecified" | "cancelled" | "created" | "failed" | "completed" | "armed" | "running" | "paused";
   tsNs: bigint;
 }, {
   ts: number;
   tsNs: string;
   triggerId: string;
-  status: "unspecified" | "failed" | "cancelled" | "completed" | "created" | "armed" | "running" | "paused";
+  status: "unspecified" | "cancelled" | "created" | "failed" | "completed" | "armed" | "running" | "paused";
 }>]>;
 type ResumeTriggerResult = v.InferOutput<typeof ResumeTriggerResultSchema>;
 type StopDetailsOutput = {
@@ -507,7 +507,7 @@ declare function createTriggerSchema(scales: SdkScales): v.SchemaWithPipe<readon
   subaccountId: string;
   symbolId: number;
   symbol: string;
-  status: "unspecified" | "failed" | "cancelled" | "completed" | "created" | "armed" | "running" | "paused";
+  status: "unspecified" | "cancelled" | "created" | "failed" | "completed" | "armed" | "running" | "paused";
   parentOrderId: string | undefined;
   qty: string;
   feeAsset: "unspecified" | "quote" | "base";

package/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@polyester/sdk",
-    "version": "0.4.4",
+    "version": "0.4.5",
     "private": false,
     "description": "TypeScript SDK providing access to APIs on Polyester Exchange.",
     "homepage": "https://github.com/Fabric-Labs/polyester-sdk-typescript#readme",