@polyester/sdk 0.7.0 → 0.9.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/CHANGELOG.md +24 -0
- package/dist/catalogs/readers.js +1 -1
- package/dist/gen/auth/v1/api_keys_pb.d.ts +1 -1
- package/dist/gen/auth/v1/api_keys_pb.js.map +1 -1
- package/dist/gen/auth/v1/policies_pb.d.ts +69 -341
- package/dist/gen/auth/v1/policies_pb.d.ts.map +1 -1
- package/dist/gen/auth/v1/policies_pb.js +28 -46
- package/dist/gen/auth/v1/policies_pb.js.map +1 -1
- package/dist/gen/fees/v1/fees_pb.d.ts +0 -6
- package/dist/gen/fees/v1/fees_pb.d.ts.map +1 -1
- package/dist/gen/fees/v1/fees_pb.js +1 -1
- package/dist/gen/fees/v1/fees_pb.js.map +1 -1
- package/dist/gen/marketoverview/v1/marketoverview_pb.d.ts +6 -11
- package/dist/gen/marketoverview/v1/marketoverview_pb.d.ts.map +1 -1
- package/dist/gen/marketoverview/v1/marketoverview_pb.js +1 -1
- package/dist/gen/marketoverview/v1/marketoverview_pb.js.map +1 -1
- package/dist/gen/orderbook/v1/orderbook_pb.d.ts +3 -3
- package/dist/gen/orderbook/v1/orderbook_pb.js +1 -1
- package/dist/gen/orderbook/v1/orderbook_pb.js.map +1 -1
- package/dist/gen/orders/v1/orders_pb.d.ts +43 -12
- package/dist/gen/orders/v1/orders_pb.d.ts.map +1 -1
- package/dist/gen/orders/v1/orders_pb.js +25 -1
- package/dist/gen/orders/v1/orders_pb.js.map +1 -1
- package/dist/gen/triggers/v1/triggers_pb.d.ts +28 -14
- package/dist/gen/triggers/v1/triggers_pb.d.ts.map +1 -1
- package/dist/gen/triggers/v1/triggers_pb.js +7 -1
- package/dist/gen/triggers/v1/triggers_pb.js.map +1 -1
- package/dist/index.d.ts +3 -3
- package/dist/services/fees/fees.schemas.d.ts +2 -3
- package/dist/services/fees/fees.schemas.d.ts.map +1 -1
- package/dist/services/fees/fees.schemas.js +3 -4
- package/dist/services/fees/fees.schemas.js.map +1 -1
- package/dist/services/market-data/market-data.schemas.js +1 -1
- package/dist/services/market-overview/market-overview.d.ts +1 -1
- package/dist/services/market-overview/market-overview.js +1 -1
- package/dist/services/market-overview/market-overview.js.map +1 -1
- package/dist/services/market-overview/market-overview.schemas.d.ts +20 -7
- package/dist/services/market-overview/market-overview.schemas.d.ts.map +1 -1
- package/dist/services/market-overview/market-overview.schemas.js +8 -6
- package/dist/services/market-overview/market-overview.schemas.js.map +1 -1
- package/dist/services/orderbook/orderbook.d.ts +3 -4
- package/dist/services/orderbook/orderbook.d.ts.map +1 -1
- package/dist/services/orderbook/orderbook.js +13 -10
- package/dist/services/orderbook/orderbook.js.map +1 -1
- package/dist/services/orderbook/orderbook.schemas.d.ts +8 -9
- package/dist/services/orderbook/orderbook.schemas.d.ts.map +1 -1
- package/dist/services/orderbook/orderbook.schemas.js +9 -8
- package/dist/services/orderbook/orderbook.schemas.js.map +1 -1
- package/dist/services/orders/order-errors.schemas.d.ts +1 -1
- package/dist/services/orders/orders-batch.schemas.d.ts +42 -42
- package/dist/services/orders/orders-batch.schemas.d.ts.map +1 -1
- package/dist/services/orders/orders-batch.schemas.js +7 -8
- package/dist/services/orders/orders-batch.schemas.js.map +1 -1
- package/dist/services/orders/orders-input.schemas.d.ts +29 -29
- package/dist/services/orders/orders-input.schemas.d.ts.map +1 -1
- package/dist/services/orders/orders-input.schemas.js +10 -10
- package/dist/services/orders/orders-input.schemas.js.map +1 -1
- package/dist/services/orders/orders-modify.schemas.d.ts +3 -2
- package/dist/services/orders/orders-modify.schemas.d.ts.map +1 -1
- package/dist/services/orders/orders-modify.schemas.js +5 -3
- package/dist/services/orders/orders-modify.schemas.js.map +1 -1
- package/dist/services/orders/orders-risk.schemas.js +1 -1
- package/dist/services/orders/orders.d.ts +5 -5
- package/dist/services/orders/orders.d.ts.map +1 -1
- package/dist/services/orders/orders.js +8 -8
- package/dist/services/orders/orders.js.map +1 -1
- package/dist/services/policies/api-key-policies/api-key-policies.d.ts +2 -2
- package/dist/services/policies/api-key-policies/api-key-policies.js +2 -2
- package/dist/services/policies/api-key-policies/api-key-policies.js.map +1 -1
- package/dist/services/policies/api-key-policies/api-key-policies.schemas.d.ts +30 -155
- package/dist/services/policies/api-key-policies/api-key-policies.schemas.d.ts.map +1 -1
- package/dist/services/policies/api-key-policies/api-key-policies.schemas.js +5 -53
- package/dist/services/policies/api-key-policies/api-key-policies.schemas.js.map +1 -1
- package/dist/services/policies/shared.codecs.js +4 -12
- package/dist/services/policies/shared.codecs.js.map +1 -1
- package/dist/services/policies/shared.d.ts +1 -1
- package/dist/services/policies/shared.d.ts.map +1 -1
- package/dist/services/policies/shared.js +5 -12
- package/dist/services/policies/shared.js.map +1 -1
- package/dist/services/policies/subaccount-policies/subaccount-policies.d.ts +1 -1
- package/dist/services/policies/subaccount-policies/subaccount-policies.js +1 -1
- package/dist/services/policies/subaccount-policies/subaccount-policies.js.map +1 -1
- package/dist/services/policies/subaccount-policies/subaccount-policies.schemas.d.ts +19 -215
- package/dist/services/policies/subaccount-policies/subaccount-policies.schemas.d.ts.map +1 -1
- package/dist/services/policies/subaccount-policies/subaccount-policies.schemas.js +9 -115
- package/dist/services/policies/subaccount-policies/subaccount-policies.schemas.js.map +1 -1
- package/dist/services/shared.js +4 -1
- package/dist/services/shared.js.map +1 -1
- package/dist/services/subaccounts/subaccounts.schemas.d.ts +1 -1
- package/dist/services/trades/trades.schemas.js +1 -1
- package/dist/services/trailing-oneof-inputs.js +1 -1
- package/dist/services/triggers/trigger-child-order.schemas.js +5 -3
- package/dist/services/triggers/trigger-child-order.schemas.js.map +1 -1
- package/dist/services/triggers/trigger-input.schemas.d.ts +46 -35
- package/dist/services/triggers/trigger-input.schemas.d.ts.map +1 -1
- package/dist/services/triggers/trigger-input.schemas.js +14 -4
- package/dist/services/triggers/trigger-input.schemas.js.map +1 -1
- package/dist/services/triggers/triggers-output.schemas.d.ts +4 -5
- package/dist/services/triggers/triggers-output.schemas.d.ts.map +1 -1
- package/dist/services/triggers/triggers-output.schemas.js +3 -3
- package/dist/services/triggers/triggers-output.schemas.js.map +1 -1
- package/dist/services/triggers/triggers.codecs.js +6 -3
- package/dist/services/triggers/triggers.codecs.js.map +1 -1
- package/dist/services/triggers/triggers.d.ts +4 -4
- package/dist/services/triggers/triggers.js +4 -4
- package/dist/services/triggers/triggers.js.map +1 -1
- package/dist/services/triggers/triggers.types.d.ts +3 -3
- package/dist/shared/decimal-surface.js +1 -1
- package/dist/shared/schemas.js +2 -2
- package/dist/shared/schemas.js.map +1 -1
- package/dist/shared/transports.js +6 -1
- package/dist/shared/transports.js.map +1 -1
- package/dist/shared/wire-bounds.js +3 -1
- package/dist/shared/wire-bounds.js.map +1 -1
- package/dist/utils/numbers.js +1 -10
- package/dist/utils/numbers.js.map +1 -1
- package/package.json +2 -2
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{"version":3,"file":"market-overview.js","names":["#client","Proto.MarketOverviewService","#realtime","#scales","#marketOverviewSchema","Proto.MarketOverviewBatchSchema"],"sources":["../../../src/services/market-overview/market-overview.ts"],"sourcesContent":["import * as Proto from \"../../gen/marketoverview/v1/marketoverview_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 { PolyesterRealtime } from \"../../realtime/types.js\";\nimport { snapshotThenStream } 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 { createReadyGate, type SdkScales } from \"../../shared/decimal-surface.js\";\nimport {\n ListMarketOverviewInputSchema,\n createMarketOverviewSchema,\n type SparklineIntervalName,\n type ListMarketOverviewInput,\n type MarketOverview,\n} from \"./market-overview.schemas.js\";\n\ninterface SubscribeMarketOverviewInput extends BaseSubscribeInput<MarketOverview[]> {\n includeSparklines?: boolean;\n sparklineIntervals?: SparklineIntervalName[];\n}\n\n/**\n * Provides ticker-style per-market stats and a live merged overview stream.\n */\nexport class MarketOverviewService {\n #client: Client<typeof Proto.MarketOverviewService>;\n #realtime: PolyesterRealtime;\n #scales: SdkScales;\n #marketOverviewSchema: ReturnType<typeof createMarketOverviewSchema>;\n\n constructor(transport: Transport, realtime: PolyesterRealtime, scales: SdkScales) {\n this.#client = createClient(Proto.MarketOverviewService, transport);\n this.#realtime = realtime;\n this.#scales = scales;\n this.#marketOverviewSchema = createMarketOverviewSchema(scales);\n }\n\n /**\n * Returns market overview rows with last and index prices, 24h stats, top-of-book values, listing timestamp, and optional sparklines. Supports symbol filtering, sorting, pagination, and sparkline interval selection.\n */\n async list(\n input: ListMarketOverviewInput = {},\n options?: PolyesterRequestOptions,\n ): Promise<{ markets: MarketOverview[]; nextPageToken: string }> {\n const validatedInput = parse(ListMarketOverviewInputSchema, input);\n await this.#scales.ready();\n const res = await this.#client.listMarketOverview(\n validatedInput,\n toConnectCallOptions(options),\n );\n return {\n markets: parse(v.array(this.#marketOverviewSchema), res.markets),\n nextPageToken: res.nextPageToken,\n };\n }\n\n /**\n * Subscribes to public:spot:market_overview:updates:proto, fetches an initial snapshot, buffers updates until ready, and emits the merged set of latest market rows. On reconnect it refetches the snapshot before resuming updates.\n */\n subscribe(input: SubscribeMarketOverviewInput): () => void {\n const channel = \"public:spot:market_overview:updates:proto\";\n const bySymbolId = new Map<number, MarketOverview>();\n const includeSparklines = input.includeSparklines ?? true;\n const sparklineIntervals = input.sparklineIntervals ?? [\"24h\"];\n const listMarketOverview = this.list.bind(this);\n const schema = this.#marketOverviewSchema;\n const gate = createReadyGate(\n () => this.#scales.ready(),\n (error) => input.onError?.(publicationHandlerErrorContext(channel, error)),\n );\n\n function emit(): void {\n input.onEvent(Array.from(bySymbolId.values()));\n }\n\n function handleMarketUpdate(m: MarketOverview): void {\n bySymbolId.set(m.symbolId, m);\n }\n\n function applyMarkets(markets: readonly MarketOverview[]): void {\n for (const market of markets) {\n handleMarketUpdate(market);\n }\n }\n\n function parseMarkets(markets: readonly Proto.MarketOverview[]): MarketOverview[] {\n return markets.map((m) => parse(schema, m));\n }\n\n async function fetchSnapshot(): Promise<MarketOverview[]> {\n const result = await listMarketOverview({\n includeSparklines,\n sparklineIntervals,\n });\n return result.markets;\n }\n\n const stream = snapshotThenStream({\n realtime: this.#realtime,\n channel,\n schema: Proto.MarketOverviewBatchSchema,\n maxBufferedPublications: 2000,\n snapshotErrorLog: \"Failed to fetch market overview\",\n fetchSnapshot,\n readPublication: (batch) => batch.markets ?? [],\n applySnapshot: (markets, bufferedMarkets) => {\n gate.run(() => {\n bySymbolId.clear();\n applyMarkets(markets);\n applyMarkets(parseMarkets(bufferedMarkets));\n emit();\n });\n },\n applyLivePublications: (markets) => {\n gate.run(() => {\n applyMarkets(parseMarkets(markets));\n emit();\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 dispose;\n }\n}\n"],"mappings":";;;;;;;;;;;;;AA6BA,IAAa,wBAAb,MAAmC;CAC/B;CACA;CACA;CACA;CAEA,YAAY,WAAsB,UAA6B,QAAmB;EAC9E,KAAKA,UAAU,aAAaC,yBAA6B,SAAS;EAClE,KAAKC,YAAY;EACjB,KAAKC,UAAU;EACf,KAAKC,wBAAwB,2BAA2B,MAAM;CAClE;;;;CAKA,MAAM,KACF,QAAiC,CAAC,GAClC,SAC6D;EAC7D,MAAM,iBAAiB,MAAM,+BAA+B,KAAK;EACjE,MAAM,KAAKD,QAAQ,MAAM;EACzB,MAAM,MAAM,MAAM,KAAKH,QAAQ,mBAC3B,gBACA,qBAAqB,OAAO,CAChC;EACA,OAAO;GACH,SAAS,MAAM,EAAE,MAAM,KAAKI,qBAAqB,GAAG,IAAI,OAAO;GAC/D,eAAe,IAAI;EACvB;CACJ;;;;CAKA,UAAU,OAAiD;EACvD,MAAM,UAAU;EAChB,MAAM,6BAAa,IAAI,IAA4B;EACnD,MAAM,oBAAoB,MAAM,qBAAqB;EACrD,MAAM,qBAAqB,MAAM,sBAAsB,CAAC,KAAK;EAC7D,MAAM,qBAAqB,KAAK,KAAK,KAAK,IAAI;EAC9C,MAAM,SAAS,KAAKA;EACpB,MAAM,OAAO,sBACH,KAAKD,QAAQ,MAAM,IACxB,UAAU,MAAM,UAAU,+BAA+B,SAAS,KAAK,CAAC,CAC7E;EAEA,SAAS,OAAa;GAClB,MAAM,QAAQ,MAAM,KAAK,WAAW,OAAO,CAAC,CAAC;EACjD;EAEA,SAAS,mBAAmB,GAAyB;GACjD,WAAW,IAAI,EAAE,UAAU,CAAC;EAChC;EAEA,SAAS,aAAa,SAA0C;GAC5D,KAAK,MAAM,UAAU,SACjB,mBAAmB,MAAM;EAEjC;EAEA,SAAS,aAAa,SAA4D;GAC9E,OAAO,QAAQ,KAAK,MAAM,MAAM,QAAQ,CAAC,CAAC;EAC9C;EAEA,eAAe,gBAA2C;GAKtD,QAAO,MAJc,mBAAmB;IACpC;IACA;GACJ,CAAC,EAAA,CACa;EAClB;EAEA,MAAM,SAAS,mBAAmB;GAC9B,UAAU,KAAKD;GACf;GACA,QAAQG;GACR,yBAAyB;GACzB,kBAAkB;GAClB;GACA,kBAAkB,UAAU,MAAM,WAAW,CAAC;GAC9C,gBAAgB,SAAS,oBAAoB;IACzC,KAAK,UAAU;KACX,WAAW,MAAM;KACjB,aAAa,OAAO;KACpB,aAAa,aAAa,eAAe,CAAC;KAC1C,KAAK;IACT,CAAC;GACL;GACA,wBAAwB,YAAY;IAChC,KAAK,UAAU;KACX,aAAa,aAAa,OAAO,CAAC;KAClC,KAAK;IACT,CAAC;GACL;GACA,QAAQ,MAAM;GACd,SAAS,MAAM;GACf,SAAS,MAAM;EACnB,CAAC;EAED,SAAS,UAAgB;GACrB,OAAO,YAAY;EACvB;EAEA,OAAO;CACX;AACJ"}
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{"version":3,"file":"market-overview.js","names":["#client","Proto.MarketOverviewService","#realtime","#scales","#marketOverviewSchema","Proto.MarketOverviewBatchSchema"],"sources":["../../../src/services/market-overview/market-overview.ts"],"sourcesContent":["import * as Proto from \"../../gen/marketoverview/v1/marketoverview_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 { PolyesterRealtime } from \"../../realtime/types.js\";\nimport { snapshotThenStream } 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 { createReadyGate, type SdkScales } from \"../../shared/decimal-surface.js\";\nimport {\n ListMarketOverviewInputSchema,\n createMarketOverviewSchema,\n type SparklineIntervalName,\n type ListMarketOverviewInput,\n type MarketOverview,\n} from \"./market-overview.schemas.js\";\n\ninterface SubscribeMarketOverviewInput extends BaseSubscribeInput<MarketOverview[]> {\n includeSparklines?: boolean;\n sparklineIntervals?: SparklineIntervalName[];\n}\n\n/**\n * Provides ticker-style per-market stats and a live merged overview stream.\n */\nexport class MarketOverviewService {\n #client: Client<typeof Proto.MarketOverviewService>;\n #realtime: PolyesterRealtime;\n #scales: SdkScales;\n #marketOverviewSchema: ReturnType<typeof createMarketOverviewSchema>;\n\n constructor(transport: Transport, realtime: PolyesterRealtime, scales: SdkScales) {\n this.#client = createClient(Proto.MarketOverviewService, transport);\n this.#realtime = realtime;\n this.#scales = scales;\n this.#marketOverviewSchema = createMarketOverviewSchema(scales);\n }\n\n /**\n * Returns market overview rows with last and index prices, 24h stats, top-of-book values, listing timestamp, and optional sparklines. Supports symbol ID filtering, sorting, pagination, and sparkline interval selection.\n */\n async list(\n input: ListMarketOverviewInput = {},\n options?: PolyesterRequestOptions,\n ): Promise<{ markets: MarketOverview[]; nextPageToken: string }> {\n const validatedInput = parse(ListMarketOverviewInputSchema, input);\n await this.#scales.ready();\n const res = await this.#client.listMarketOverview(\n validatedInput,\n toConnectCallOptions(options),\n );\n return {\n markets: parse(v.array(this.#marketOverviewSchema), res.markets),\n nextPageToken: res.nextPageToken,\n };\n }\n\n /**\n * Subscribes to public:spot:market_overview:updates:proto, fetches an initial snapshot, buffers updates until ready, and emits the merged set of latest market rows. On reconnect it refetches the snapshot before resuming updates.\n */\n subscribe(input: SubscribeMarketOverviewInput): () => void {\n const channel = \"public:spot:market_overview:updates:proto\";\n const bySymbolId = new Map<number, MarketOverview>();\n const includeSparklines = input.includeSparklines ?? true;\n const sparklineIntervals = input.sparklineIntervals ?? [\"24h\"];\n const listMarketOverview = this.list.bind(this);\n const schema = this.#marketOverviewSchema;\n const gate = createReadyGate(\n () => this.#scales.ready(),\n (error) => input.onError?.(publicationHandlerErrorContext(channel, error)),\n );\n\n function emit(): void {\n input.onEvent(Array.from(bySymbolId.values()));\n }\n\n function handleMarketUpdate(m: MarketOverview): void {\n bySymbolId.set(m.symbolId, m);\n }\n\n function applyMarkets(markets: readonly MarketOverview[]): void {\n for (const market of markets) {\n handleMarketUpdate(market);\n }\n }\n\n function parseMarkets(markets: readonly Proto.MarketOverview[]): MarketOverview[] {\n return markets.map((m) => parse(schema, m));\n }\n\n async function fetchSnapshot(): Promise<MarketOverview[]> {\n const result = await listMarketOverview({\n includeSparklines,\n sparklineIntervals,\n });\n return result.markets;\n }\n\n const stream = snapshotThenStream({\n realtime: this.#realtime,\n channel,\n schema: Proto.MarketOverviewBatchSchema,\n maxBufferedPublications: 2000,\n snapshotErrorLog: \"Failed to fetch market overview\",\n fetchSnapshot,\n readPublication: (batch) => batch.markets ?? [],\n applySnapshot: (markets, bufferedMarkets) => {\n gate.run(() => {\n bySymbolId.clear();\n applyMarkets(markets);\n applyMarkets(parseMarkets(bufferedMarkets));\n emit();\n });\n },\n applyLivePublications: (markets) => {\n gate.run(() => {\n applyMarkets(parseMarkets(markets));\n emit();\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 dispose;\n }\n}\n"],"mappings":";;;;;;;;;;;;;AA6BA,IAAa,wBAAb,MAAmC;CAC/B;CACA;CACA;CACA;CAEA,YAAY,WAAsB,UAA6B,QAAmB;EAC9E,KAAKA,UAAU,aAAaC,yBAA6B,SAAS;EAClE,KAAKC,YAAY;EACjB,KAAKC,UAAU;EACf,KAAKC,wBAAwB,2BAA2B,MAAM;CAClE;;;;CAKA,MAAM,KACF,QAAiC,CAAC,GAClC,SAC6D;EAC7D,MAAM,iBAAiB,MAAM,+BAA+B,KAAK;EACjE,MAAM,KAAKD,QAAQ,MAAM;EACzB,MAAM,MAAM,MAAM,KAAKH,QAAQ,mBAC3B,gBACA,qBAAqB,OAAO,CAChC;EACA,OAAO;GACH,SAAS,MAAM,EAAE,MAAM,KAAKI,qBAAqB,GAAG,IAAI,OAAO;GAC/D,eAAe,IAAI;EACvB;CACJ;;;;CAKA,UAAU,OAAiD;EACvD,MAAM,UAAU;EAChB,MAAM,6BAAa,IAAI,IAA4B;EACnD,MAAM,oBAAoB,MAAM,qBAAqB;EACrD,MAAM,qBAAqB,MAAM,sBAAsB,CAAC,KAAK;EAC7D,MAAM,qBAAqB,KAAK,KAAK,KAAK,IAAI;EAC9C,MAAM,SAAS,KAAKA;EACpB,MAAM,OAAO,sBACH,KAAKD,QAAQ,MAAM,IACxB,UAAU,MAAM,UAAU,+BAA+B,SAAS,KAAK,CAAC,CAC7E;EAEA,SAAS,OAAa;GAClB,MAAM,QAAQ,MAAM,KAAK,WAAW,OAAO,CAAC,CAAC;EACjD;EAEA,SAAS,mBAAmB,GAAyB;GACjD,WAAW,IAAI,EAAE,UAAU,CAAC;EAChC;EAEA,SAAS,aAAa,SAA0C;GAC5D,KAAK,MAAM,UAAU,SACjB,mBAAmB,MAAM;EAEjC;EAEA,SAAS,aAAa,SAA4D;GAC9E,OAAO,QAAQ,KAAK,MAAM,MAAM,QAAQ,CAAC,CAAC;EAC9C;EAEA,eAAe,gBAA2C;GAKtD,QAAO,MAJc,mBAAmB;IACpC;IACA;GACJ,CAAC,EAAA,CACa;EAClB;EAEA,MAAM,SAAS,mBAAmB;GAC9B,UAAU,KAAKD;GACf;GACA,QAAQG;GACR,yBAAyB;GACzB,kBAAkB;GAClB;GACA,kBAAkB,UAAU,MAAM,WAAW,CAAC;GAC9C,gBAAgB,SAAS,oBAAoB;IACzC,KAAK,UAAU;KACX,WAAW,MAAM;KACjB,aAAa,OAAO;KACpB,aAAa,aAAa,eAAe,CAAC;KAC1C,KAAK;IACT,CAAC;GACL;GACA,wBAAwB,YAAY;IAChC,KAAK,UAAU;KACX,aAAa,aAAa,OAAO,CAAC;KAClC,KAAK;IACT,CAAC;GACL;GACA,QAAQ,MAAM;GACd,SAAS,MAAM;GACf,SAAS,MAAM;EACnB,CAAC;EAED,SAAS,UAAgB;GACrB,OAAO,YAAY;EACvB;EAEA,OAAO;CACX;AACJ"}
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@@ -15,8 +15,7 @@ type MarketOverviewOrderBy = v.InferOutput<typeof MarketOverviewOrderBySchema>;
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declare const MarketOverviewSortSchema: v.PicklistSchema<readonly ["asc", "desc"], undefined>;
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type MarketOverviewSort = v.InferOutput<typeof MarketOverviewSortSchema>;
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declare function createMarketOverviewSchema(scales: SdkScales): v.SchemaWithPipe<readonly [v.ObjectSchema<{
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readonly symbolId: v.NumberSchema<undefined>;
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readonly symbol: v.StringSchema<undefined>;
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readonly symbolId: v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.IntegerAction<number, undefined>, v.GtValueAction<number, 0, undefined>, v.MaxValueAction<number, 4294967295, undefined>]>;
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readonly lastPriceTicks: v.BigintSchema<undefined>;
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readonly lastTradeTsNs: v.OptionalSchema<v.BigintSchema<undefined>, 0n>;
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readonly indexPriceTicks: v.BigintSchema<undefined>;
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}, undefined>, v.TransformAction<{
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symbol: string;
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lastTradeTsNs: bigint;
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lastPrice: string;
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sparklines: MarketOverviewSparkline[];
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}>]>;
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type MarketOverview = v.InferOutput<ReturnType<typeof createMarketOverviewSchema>>;
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declare const ListMarketOverviewInputSchema: v.
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readonly
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declare const ListMarketOverviewInputSchema: v.SchemaWithPipe<readonly [v.StrictObjectSchema<{
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readonly symbolIds: v.OptionalSchema<v.ArraySchema<v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.IntegerAction<number, undefined>, v.GtValueAction<number, 0, undefined>, v.MaxValueAction<number, 4294967295, undefined>]>, undefined>, readonly []>;
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readonly limit: v.OptionalSchema<v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.IntegerAction<number, undefined>, v.GtValueAction<number, 0, undefined>]>, 500>;
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readonly pageToken: v.OptionalSchema<v.SchemaWithPipe<readonly [v.StringSchema<undefined>, v.TrimAction]>, "">;
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readonly orderBy: v.SchemaWithPipe<readonly [v.OptionalSchema<v.PicklistSchema<readonly ["change_24h_bps", "volume_24h_quote", "last_price", "date_added"], undefined>, "volume_24h_quote">, v.TransformAction<"change_24h_bps" | "volume_24h_quote" | "last_price" | "date_added", MarketOrderBy.ORDER_BY_CHANGE_24H_BPS | MarketOrderBy.ORDER_BY_VOLUME_24H_QUOTE | MarketOrderBy.ORDER_BY_LAST_PRICE | MarketOrderBy.ORDER_BY_DATE_ADDED>]>;
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readonly sort: v.SchemaWithPipe<readonly [v.OptionalSchema<v.PicklistSchema<readonly ["asc", "desc"], undefined>, "desc">, v.TransformAction<"asc" | "desc", SortDirection.SORT_ASC | SortDirection.SORT_DESC>]>;
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readonly includeSparklines: v.OptionalSchema<v.BooleanSchema<undefined>, true>;
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readonly sparklineIntervals: v.SchemaWithPipe<readonly [v.OptionalSchema<v.ArraySchema<v.PicklistSchema<readonly ["1h", "24h", "1w", "1m"], undefined>, undefined>, readonly ["24h"]>, v.TransformAction<("1m" | "1h" | "1w" | "24h")[], (SparklineInterval.SPARKLINE_1H | SparklineInterval.SPARKLINE_24H | SparklineInterval.SPARKLINE_1W | SparklineInterval.SPARKLINE_1M)[]>]>;
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}, undefined
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limit: number;
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pageToken: string;
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orderBy: MarketOrderBy.ORDER_BY_CHANGE_24H_BPS | MarketOrderBy.ORDER_BY_VOLUME_24H_QUOTE | MarketOrderBy.ORDER_BY_LAST_PRICE | MarketOrderBy.ORDER_BY_DATE_ADDED;
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sort: SortDirection.SORT_ASC | SortDirection.SORT_DESC;
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includeSparklines: boolean;
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sparklineIntervals: (SparklineInterval.SPARKLINE_1H | SparklineInterval.SPARKLINE_24H | SparklineInterval.SPARKLINE_1W | SparklineInterval.SPARKLINE_1M)[];
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}, {
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limit: number;
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orderBy: MarketOrderBy.ORDER_BY_CHANGE_24H_BPS | MarketOrderBy.ORDER_BY_VOLUME_24H_QUOTE | MarketOrderBy.ORDER_BY_LAST_PRICE | MarketOrderBy.ORDER_BY_DATE_ADDED;
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sort: SortDirection.SORT_ASC | SortDirection.SORT_DESC;
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includeSparklines: boolean;
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sparklineIntervals: (SparklineInterval.SPARKLINE_1H | SparklineInterval.SPARKLINE_24H | SparklineInterval.SPARKLINE_1W | SparklineInterval.SPARKLINE_1M)[];
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symbolId: number[];
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}>]>;
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type ListMarketOverviewInput = v.InferInput<typeof ListMarketOverviewInputSchema>;
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//#endregion
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export { ListMarketOverviewInput, ListMarketOverviewInputSchema, MarketOverview, MarketOverviewOrderBy, MarketOverviewOrderBySchema, MarketOverviewSort, MarketOverviewSortSchema, MarketOverviewSparkline, SparklineIntervalName, SparklineIntervalSchema, createMarketOverviewSchema };
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{"version":3,"file":"market-overview.schemas.d.ts","names":[],"sources":["../../../src/services/market-overview/market-overview.schemas.ts"],"mappings":";;;;;;
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{"version":3,"file":"market-overview.schemas.d.ts","names":[],"sources":["../../../src/services/market-overview/market-overview.schemas.ts"],"mappings":";;;;;;cA4Ba,yBAAuB,EAAA;KAExB,wBAAwB,EAAE,mBAAmB;KAiB7C;EACR,UAAU,YAAY;EACtB;;cAGS,6BAA2B,EAAA;KAE5B,wBAAwB,EAAE,mBAAmB;cAE5C,0BAAwB,EAAA;KAEzB,qBAAqB,EAAE,mBAAmB;iBAoBtC,2BAA2B,QAAQ,YAAS,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;KAsChD,iBAAiB,EAAE,YAAY,kBAAkB;cAqChD,+BAA6B,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;;;;;;;;;;;;KAwB9B,0BAA0B,EAAE,kBAAkB"}
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@@ -1,5 +1,6 @@
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1
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import { requiredEnumLabel } from "../../shared/proto-enum-codec.js";
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import { tsNsToMs } from "../../utils/time.js";
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import { SymbolIdInputSchema } from "../shared.js";
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import { scaledToDecimalOutput } from "../../shared/decimal-surface.js";
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import { SparklineInterval } from "../../gen/marketoverview/v1/marketoverview_pb.js";
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import { MARKET_OVERVIEW_ORDER_BY_VALUES, MARKET_OVERVIEW_SORT_VALUES, MarketOverviewOrderByCodec, MarketOverviewSortCodec, SPARKLINE_INTERVAL_VALUES, SparklineIntervalCodec } from "./market-overview.codecs.js";
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@@ -13,8 +14,7 @@ const MarketOverviewSparklineRawSchema = v.object({
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const MarketOverviewOrderBySchema = v.picklist(MARKET_OVERVIEW_ORDER_BY_VALUES);
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const MarketOverviewSortSchema = v.picklist(MARKET_OVERVIEW_SORT_VALUES);
|
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const MarketOverviewRawSchema = v.object({
|
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symbolId:
|
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symbol: v.string(),
|
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symbolId: SymbolIdInputSchema,
|
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lastPriceTicks: v.bigint(),
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lastTradeTsNs: v.optional(v.bigint(), 0n),
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change24hBps: v.number(),
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@@ -37,7 +37,6 @@ function createMarketOverviewSchema(scales) {
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|
const quoteAmountScale = scales.quoteAmount(m.symbolId);
|
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|
return {
|
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|
symbolId: m.symbolId,
|
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symbol: m.symbol,
|
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lastPrice: scaledToDecimalOutput(m.lastPriceTicks, priceScale),
|
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|
lastTradeTsMs: tsNsToMs(m.lastTradeTsNs),
|
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change24hBps: m.change24hBps,
|
|
@@ -58,15 +57,18 @@ function createMarketOverviewSchema(scales) {
|
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};
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|
}));
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}
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const ListMarketOverviewInputSchema = v.
|
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const ListMarketOverviewInputSchema = v.pipe(v.strictObject({
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symbolIds: v.optional(v.array(SymbolIdInputSchema), []),
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limit: v.optional(v.pipe(v.number(), v.integer(), v.gtValue(0)), 500),
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pageToken: v.optional(v.pipe(v.string(), v.trim()), ""),
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orderBy: v.pipe(v.optional(MarketOverviewOrderBySchema, "volume_24h_quote"), v.transform((v) => MarketOverviewOrderByCodec.inputToProto[v ?? "volume_24h_quote"])),
|
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|
sort: v.pipe(v.optional(MarketOverviewSortSchema, "desc"), v.transform((v) => MarketOverviewSortCodec.inputToProto[v ?? "desc"])),
|
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includeSparklines: v.optional(v.boolean(), true),
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sparklineIntervals: v.pipe(v.optional(v.array(SparklineIntervalSchema), ["24h"]), v.transform((intervals) => (intervals ?? ["24h"]).map((v) => SparklineIntervalCodec.inputToProto[v])))
|
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|
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})
|
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|
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}), v.transform(({ symbolIds, ...input }) => ({
|
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symbolId: symbolIds,
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...input
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|
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|
+
})));
|
|
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|
//#endregion
|
|
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|
export { ListMarketOverviewInputSchema, MarketOverviewOrderBySchema, MarketOverviewSortSchema, SparklineIntervalSchema, createMarketOverviewSchema };
|
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@@ -1 +1 @@
|
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|
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{"version":3,"file":"market-overview.schemas.js","names":["Proto.SparklineInterval"],"sources":["../../../src/services/market-overview/market-overview.schemas.ts"],"sourcesContent":["import * as Proto from \"../../gen/marketoverview/v1/marketoverview_pb.js\";\nimport * as v from \"valibot\";\nimport { tsNsToMs } from \"../../utils/time.js\";\nimport type { DecodedEnum } from \"../../utils/types.js\";\nimport { requiredEnumLabel } from \"../../shared/proto-enum-codec.js\";\nimport { scaledToDecimalOutput, type SdkScales } from \"../../shared/decimal-surface.js\";\nimport {\n SPARKLINE_INTERVAL_VALUES,\n MARKET_OVERVIEW_ORDER_BY_VALUES,\n MARKET_OVERVIEW_SORT_VALUES,\n SparklineIntervalCodec,\n MarketOverviewOrderByCodec,\n MarketOverviewSortCodec,\n} from \"./market-overview.codecs.js\";\n\nexport {\n SPARKLINE_INTERVAL_VALUES,\n MARKET_OVERVIEW_ORDER_BY_VALUES,\n MARKET_OVERVIEW_SORT_VALUES,\n} from \"./market-overview.codecs.js\";\n\nexport {\n MarketOrderBy,\n SortDirection,\n SparklineInterval,\n} from \"../../gen/marketoverview/v1/marketoverview_pb.js\";\n\nexport const SparklineIntervalSchema = v.picklist(SPARKLINE_INTERVAL_VALUES);\n\nexport type SparklineIntervalName = v.InferOutput<typeof SparklineIntervalSchema>;\n\nconst MarketOverviewSparklineRawSchema = v.object({\n interval: v.pipe(\n v.enum(Proto.SparklineInterval),\n v.transform((value) =>\n requiredEnumLabel(\n SparklineIntervalCodec.protoToOutput,\n value,\n \"MarketOverviewSparklineSchema\",\n \"interval\",\n ),\n ),\n ),\n closeTicks: v.array(v.bigint()),\n});\n\nexport type MarketOverviewSparkline = {\n interval: DecodedEnum<SparklineIntervalName>;\n close: string[];\n};\n\nexport const MarketOverviewOrderBySchema = v.picklist(MARKET_OVERVIEW_ORDER_BY_VALUES);\n\nexport type MarketOverviewOrderBy = v.InferOutput<typeof MarketOverviewOrderBySchema>;\n\nexport const MarketOverviewSortSchema = v.picklist(MARKET_OVERVIEW_SORT_VALUES);\n\nexport type MarketOverviewSort = v.InferOutput<typeof MarketOverviewSortSchema>;\n\nconst MarketOverviewRawSchema = v.object({\n symbolId:
|
|
1
|
+
{"version":3,"file":"market-overview.schemas.js","names":["Proto.SparklineInterval"],"sources":["../../../src/services/market-overview/market-overview.schemas.ts"],"sourcesContent":["import * as Proto from \"../../gen/marketoverview/v1/marketoverview_pb.js\";\nimport * as v from \"valibot\";\nimport { tsNsToMs } from \"../../utils/time.js\";\nimport type { DecodedEnum } from \"../../utils/types.js\";\nimport { requiredEnumLabel } from \"../../shared/proto-enum-codec.js\";\nimport { scaledToDecimalOutput, type SdkScales } from \"../../shared/decimal-surface.js\";\nimport { SymbolIdInputSchema } from \"../shared.js\";\nimport {\n SPARKLINE_INTERVAL_VALUES,\n MARKET_OVERVIEW_ORDER_BY_VALUES,\n MARKET_OVERVIEW_SORT_VALUES,\n SparklineIntervalCodec,\n MarketOverviewOrderByCodec,\n MarketOverviewSortCodec,\n} from \"./market-overview.codecs.js\";\n\nexport {\n SPARKLINE_INTERVAL_VALUES,\n MARKET_OVERVIEW_ORDER_BY_VALUES,\n MARKET_OVERVIEW_SORT_VALUES,\n} from \"./market-overview.codecs.js\";\n\nexport {\n MarketOrderBy,\n SortDirection,\n SparklineInterval,\n} from \"../../gen/marketoverview/v1/marketoverview_pb.js\";\n\nexport const SparklineIntervalSchema = v.picklist(SPARKLINE_INTERVAL_VALUES);\n\nexport type SparklineIntervalName = v.InferOutput<typeof SparklineIntervalSchema>;\n\nconst MarketOverviewSparklineRawSchema = v.object({\n interval: v.pipe(\n v.enum(Proto.SparklineInterval),\n v.transform((value) =>\n requiredEnumLabel(\n SparklineIntervalCodec.protoToOutput,\n value,\n \"MarketOverviewSparklineSchema\",\n \"interval\",\n ),\n ),\n ),\n closeTicks: v.array(v.bigint()),\n});\n\nexport type MarketOverviewSparkline = {\n interval: DecodedEnum<SparklineIntervalName>;\n close: string[];\n};\n\nexport const MarketOverviewOrderBySchema = v.picklist(MARKET_OVERVIEW_ORDER_BY_VALUES);\n\nexport type MarketOverviewOrderBy = v.InferOutput<typeof MarketOverviewOrderBySchema>;\n\nexport const MarketOverviewSortSchema = v.picklist(MARKET_OVERVIEW_SORT_VALUES);\n\nexport type MarketOverviewSort = v.InferOutput<typeof MarketOverviewSortSchema>;\n\nconst MarketOverviewRawSchema = v.object({\n symbolId: SymbolIdInputSchema,\n lastPriceTicks: v.bigint(),\n lastTradeTsNs: v.optional(v.bigint(), 0n),\n change24hBps: v.number(),\n high24hTicks: v.bigint(),\n low24hTicks: v.bigint(),\n volume24hBaseScaled: v.bigint(),\n volume24hQuoteScaled: v.bigint(),\n listedTsNs: v.optional(v.bigint(), 0n),\n bestBidTicks: v.bigint(),\n bestBidQtyScaled: v.bigint(),\n bestAskTicks: v.bigint(),\n bestAskQtyScaled: v.bigint(),\n sparklines: v.optional(v.array(MarketOverviewSparklineRawSchema), []),\n indexPriceTicks: v.bigint(),\n});\n\nexport function createMarketOverviewSchema(scales: SdkScales) {\n return v.pipe(\n MarketOverviewRawSchema,\n v.transform((m) => {\n const priceScale = scales.price();\n const baseQtyScale = scales.baseQty(m.symbolId);\n const quoteAmountScale = scales.quoteAmount(m.symbolId);\n return {\n symbolId: m.symbolId,\n lastPrice: scaledToDecimalOutput(m.lastPriceTicks, priceScale),\n lastTradeTsMs: tsNsToMs(m.lastTradeTsNs),\n change24hBps: m.change24hBps,\n high24h: scaledToDecimalOutput(m.high24hTicks, priceScale),\n low24h: scaledToDecimalOutput(m.low24hTicks, priceScale),\n volume24hBase: scaledToDecimalOutput(m.volume24hBaseScaled, baseQtyScale),\n volume24hQuote: scaledToDecimalOutput(m.volume24hQuoteScaled, quoteAmountScale),\n listedTsMs: tsNsToMs(m.listedTsNs),\n bestBid: scaledToDecimalOutput(m.bestBidTicks, priceScale),\n bestBidQty: scaledToDecimalOutput(m.bestBidQtyScaled, baseQtyScale),\n bestAsk: scaledToDecimalOutput(m.bestAskTicks, priceScale),\n bestAskQty: scaledToDecimalOutput(m.bestAskQtyScaled, baseQtyScale),\n indexPrice:\n m.indexPriceTicks > 0n\n ? scaledToDecimalOutput(m.indexPriceTicks, priceScale)\n : undefined,\n sparklines: (m.sparklines ?? []).map(\n (s): MarketOverviewSparkline => ({\n interval: s.interval,\n close: s.closeTicks\n .map((tick) => scaledToDecimalOutput(tick, priceScale))\n .reverse(),\n }),\n ),\n };\n }),\n );\n}\n\nexport type MarketOverview = v.InferOutput<ReturnType<typeof createMarketOverviewSchema>>;\n\nconst MS_PER_24H = 86_400_000;\n\nfunction change24hBpsFromSparklineFirstLast(sparklines: MarketOverview[\"sparklines\"]): number {\n const s = sparklines.find((e) => e.interval === \"24h\") ?? sparklines[0];\n if (!s || s.close.length < 2) return 0;\n const first = Number(s.close[0] ?? 0);\n const last = Number(s.close.at(-1) ?? 0);\n if (!Number.isFinite(first) || !Number.isFinite(last)) return 0;\n if (first === 0) return 0;\n return Math.round(((last - first) / first) * 10_000);\n}\n\n/**\n * Formats the 24-hour market change percentage for display.\n */\nexport function getMarketOverview24hChangeDisplay(\n market: Pick<MarketOverview, \"change24hBps\" | \"listedTsMs\" | \"sparklines\">,\n nowMs: number = Date.now(),\n): { change24hBps: number; showNewListingSparklineInfo: boolean } {\n const api = market.change24hBps;\n const newish = api === 0 && market.listedTsMs > 0 && nowMs - market.listedTsMs < MS_PER_24H;\n if (!newish) {\n return { change24hBps: api, showNewListingSparklineInfo: false };\n }\n return {\n change24hBps: change24hBpsFromSparklineFirstLast(market.sparklines),\n showNewListingSparklineInfo: true,\n };\n}\n\nexport type MarketOverviewBatch = {\n markets: MarketOverview[];\n tsNs: bigint;\n};\n\nexport const ListMarketOverviewInputSchema = v.pipe(\n v.strictObject({\n symbolIds: v.optional(v.array(SymbolIdInputSchema), []),\n limit: v.optional(v.pipe(v.number(), v.integer(), v.gtValue(0)), 500),\n pageToken: v.optional(v.pipe(v.string(), v.trim()), \"\"),\n orderBy: v.pipe(\n v.optional(MarketOverviewOrderBySchema, \"volume_24h_quote\"),\n v.transform((v) => MarketOverviewOrderByCodec.inputToProto[v ?? \"volume_24h_quote\"]),\n ),\n sort: v.pipe(\n v.optional(MarketOverviewSortSchema, \"desc\"),\n v.transform((v) => MarketOverviewSortCodec.inputToProto[v ?? \"desc\"]),\n ),\n includeSparklines: v.optional(v.boolean(), true),\n sparklineIntervals: v.pipe(\n v.optional(v.array(SparklineIntervalSchema), [\"24h\"]),\n v.transform((intervals) =>\n (intervals ?? [\"24h\"]).map((v) => SparklineIntervalCodec.inputToProto[v]),\n ),\n ),\n }),\n v.transform(({ symbolIds, ...input }) => ({ symbolId: symbolIds, ...input })),\n);\n\nexport type ListMarketOverviewInput = v.InferInput<typeof ListMarketOverviewInputSchema>;\n"],"mappings":";;;;;;;;AA4BA,MAAa,0BAA0B,EAAE,SAAS,yBAAyB;AAI3E,MAAM,mCAAmC,EAAE,OAAO;CAC9C,UAAU,EAAE,KACR,EAAE,KAAKA,iBAAuB,GAC9B,EAAE,WAAW,UACT,kBACI,uBAAuB,eACvB,OACA,iCACA,UACJ,CACJ,CACJ;CACA,YAAY,EAAE,MAAM,EAAE,OAAO,CAAC;AAClC,CAAC;AAOD,MAAa,8BAA8B,EAAE,SAAS,+BAA+B;AAIrF,MAAa,2BAA2B,EAAE,SAAS,2BAA2B;AAI9E,MAAM,0BAA0B,EAAE,OAAO;CACrC,UAAU;CACV,gBAAgB,EAAE,OAAO;CACzB,eAAe,EAAE,SAAS,EAAE,OAAO,GAAG,EAAE;CACxC,cAAc,EAAE,OAAO;CACvB,cAAc,EAAE,OAAO;CACvB,aAAa,EAAE,OAAO;CACtB,qBAAqB,EAAE,OAAO;CAC9B,sBAAsB,EAAE,OAAO;CAC/B,YAAY,EAAE,SAAS,EAAE,OAAO,GAAG,EAAE;CACrC,cAAc,EAAE,OAAO;CACvB,kBAAkB,EAAE,OAAO;CAC3B,cAAc,EAAE,OAAO;CACvB,kBAAkB,EAAE,OAAO;CAC3B,YAAY,EAAE,SAAS,EAAE,MAAM,gCAAgC,GAAG,CAAC,CAAC;CACpE,iBAAiB,EAAE,OAAO;AAC9B,CAAC;AAED,SAAgB,2BAA2B,QAAmB;CAC1D,OAAO,EAAE,KACL,yBACA,EAAE,WAAW,MAAM;EACf,MAAM,aAAa,OAAO,MAAM;EAChC,MAAM,eAAe,OAAO,QAAQ,EAAE,QAAQ;EAC9C,MAAM,mBAAmB,OAAO,YAAY,EAAE,QAAQ;EACtD,OAAO;GACH,UAAU,EAAE;GACZ,WAAW,sBAAsB,EAAE,gBAAgB,UAAU;GAC7D,eAAe,SAAS,EAAE,aAAa;GACvC,cAAc,EAAE;GAChB,SAAS,sBAAsB,EAAE,cAAc,UAAU;GACzD,QAAQ,sBAAsB,EAAE,aAAa,UAAU;GACvD,eAAe,sBAAsB,EAAE,qBAAqB,YAAY;GACxE,gBAAgB,sBAAsB,EAAE,sBAAsB,gBAAgB;GAC9E,YAAY,SAAS,EAAE,UAAU;GACjC,SAAS,sBAAsB,EAAE,cAAc,UAAU;GACzD,YAAY,sBAAsB,EAAE,kBAAkB,YAAY;GAClE,SAAS,sBAAsB,EAAE,cAAc,UAAU;GACzD,YAAY,sBAAsB,EAAE,kBAAkB,YAAY;GAClE,YACI,EAAE,kBAAkB,KACd,sBAAsB,EAAE,iBAAiB,UAAU,IACnD,KAAA;GACV,aAAa,EAAE,cAAc,CAAC,EAAA,CAAG,KAC5B,OAAgC;IAC7B,UAAU,EAAE;IACZ,OAAO,EAAE,WACJ,KAAK,SAAS,sBAAsB,MAAM,UAAU,CAAC,CAAC,CACtD,QAAQ;GACjB,EACJ;EACJ;CACJ,CAAC,CACL;AACJ;AAuCA,MAAa,gCAAgC,EAAE,KAC3C,EAAE,aAAa;CACX,WAAW,EAAE,SAAS,EAAE,MAAM,mBAAmB,GAAG,CAAC,CAAC;CACtD,OAAO,EAAE,SAAS,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,QAAQ,GAAG,EAAE,QAAQ,CAAC,CAAC,GAAG,GAAG;CACpE,WAAW,EAAE,SAAS,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,KAAK,CAAC,GAAG,EAAE;CACtD,SAAS,EAAE,KACP,EAAE,SAAS,6BAA6B,kBAAkB,GAC1D,EAAE,WAAW,MAAM,2BAA2B,aAAa,KAAK,mBAAmB,CACvF;CACA,MAAM,EAAE,KACJ,EAAE,SAAS,0BAA0B,MAAM,GAC3C,EAAE,WAAW,MAAM,wBAAwB,aAAa,KAAK,OAAO,CACxE;CACA,mBAAmB,EAAE,SAAS,EAAE,QAAQ,GAAG,IAAI;CAC/C,oBAAoB,EAAE,KAClB,EAAE,SAAS,EAAE,MAAM,uBAAuB,GAAG,CAAC,KAAK,CAAC,GACpD,EAAE,WAAW,eACR,aAAa,CAAC,KAAK,EAAA,CAAG,KAAK,MAAM,uBAAuB,aAAa,EAAE,CAC5E,CACJ;AACJ,CAAC,GACD,EAAE,WAAW,EAAE,WAAW,GAAG,aAAa;CAAE,UAAU;CAAW,GAAG;AAAM,EAAE,CAChF"}
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{"version":3,"file":"orderbook.d.ts","names":[],"sources":["../../../src/services/orderbook/orderbook.ts"],"mappings":";;;;;;;;UAgCU,gCAAgC,mBAAmB;EACzD;EACA;EACA
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{"version":3,"file":"orderbook.d.ts","names":[],"sources":["../../../src/services/orderbook/orderbook.ts"],"mappings":";;;;;;;;UAgCU,gCAAgC,mBAAmB;EACzD;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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* Subscribes to the managed order book stream for a symbol and forwards reconstructed snapshots to onEvent. This is a convenience wrapper around createSubscription().unsubscribe.
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* Subscribes to the managed order book stream for a symbol ID and forwards reconstructed snapshots to onEvent. This is a convenience wrapper around createSubscription().unsubscribe.
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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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const symbolId = parse(
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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 ? 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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 type * as v from \"valibot\";\nimport { parse } from \"../../shared/validation.js\";\n\ninterface SubscribeOrderbookInput extends BaseSubscribeInput<OrderbookData> {\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, \"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 ID 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 { symbolId: validated.symbolId, depth: validated.protoDepth },\n toConnectCallOptions(options),\n );\n return parse(createOrderbookDataSchema(this.#scales, validated.symbolId), {\n symbolId: res.symbolId,\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 ID 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(GetOrderbookInputSchema, {\n symbolId: input.symbolId,\n depth: input.depth,\n });\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 symbolId,\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 symbolId,\n depth: channelDepth,\n });\n try {\n return await client.getOrderBook({\n symbolId: validated.symbolId,\n depth: validated.protoDepth,\n });\n } catch (error: unknown) {\n if (!isResourceNotFoundError(error)) throw error;\n\n return create(Proto.GetOrderBookResponseSchema, {\n symbolId,\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,UAAU,UAAU;GAAU,OAAO,UAAU;EAAW,GAC5D,qBAAqB,OAAO,CAChC;EACA,OAAO,MAAM,0BAA0B,KAAKG,SAAS,UAAU,QAAQ,GAAG;GACtE,UAAU,IAAI;GACd,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,EAAE,aAAa,MAAM,yBAAyB;GAChD,UAAU,MAAM;GAChB,OAAO,MAAM;EACjB,CAAC;EACD,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;KACA,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;IACA,OAAO;GACX,CAAC;GACD,IAAI;IACA,OAAO,MAAM,OAAO,aAAa;KAC7B,UAAU,UAAU;KACpB,OAAO,UAAU;IACrB,CAAC;GACL,SAAS,OAAgB;IACrB,IAAI,CAAC,wBAAwB,KAAK,GAAG,MAAM;IAE3C,OAAO,OAAOC,4BAAkC;KAC5C;KACA,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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@@ -1,16 +1,15 @@
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1
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-
import { PairCatalogKey } from "../../catalogs/types.js";
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1
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import { Depth } from "../../gen/orderbook/v1/orderbook_pb.js";
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import { SdkScales } from "../../shared/decimal-surface.js";
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import * as v from "valibot";
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//#region src/services/orderbook/orderbook.schemas.d.ts
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declare const GetOrderbookInputSchema: v.SchemaWithPipe<readonly [v.ObjectSchema<{
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readonly
|
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readonly symbolId: v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.IntegerAction<number, undefined>, v.GtValueAction<number, 0, undefined>, v.MaxValueAction<number, 4294967295, undefined>]>;
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readonly depth: v.OptionalSchema<v.NumberSchema<undefined>, 50>;
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}, undefined>, v.TransformAction<{
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symbolId: number;
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depth: number;
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}, {
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symbolId: number;
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depth: 5 | 10 | 20 | 1 | 200 | 1000 | 500 | 100 | 50;
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protoDepth: Depth;
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}>]>;
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@@ -20,13 +19,13 @@ declare const OrderbookLevelInputSchema: v.ObjectSchema<{
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readonly qtyScaled: v.BigintSchema<undefined>;
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}, undefined>;
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type OrderbookLevelInput = v.InferOutput<typeof OrderbookLevelInputSchema>;
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declare function formatOrderbookLevel(level: OrderbookLevelInput, scales: SdkScales,
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declare function formatOrderbookLevel(level: OrderbookLevelInput, scales: SdkScales, symbolId: number): {
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price: string;
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qty: string;
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};
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type OrderbookLevel = ReturnType<typeof formatOrderbookLevel>;
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declare function createOrderbookDataSchema(scales: SdkScales,
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readonly
|
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+
declare function createOrderbookDataSchema(scales: SdkScales, symbolId: number): v.SchemaWithPipe<readonly [v.ObjectSchema<{
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+
readonly symbolId: v.LiteralSchema<number, undefined>;
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readonly depth: v.NumberSchema<undefined>;
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readonly bookSeq: v.BigintSchema<undefined>;
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readonly bids: v.ArraySchema<v.ObjectSchema<{
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@@ -38,7 +37,7 @@ declare function createOrderbookDataSchema(scales: SdkScales, pair: PairCatalogK
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37
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readonly qtyScaled: v.BigintSchema<undefined>;
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}, undefined>, undefined>;
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}, undefined>, v.TransformAction<{
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symbolId: number;
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depth: number;
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bookSeq: bigint;
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bids: {
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price: string;
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qty: string;
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symbolId: number;
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depth: number;
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}>]>;
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64
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type OrderbookData = v.InferOutput<ReturnType<typeof createOrderbookDataSchema>>;
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@@ -1 +1 @@
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{"version":3,"file":"orderbook.schemas.d.ts","names":[],"sources":["../../../src/services/orderbook/orderbook.schemas.ts"],"mappings":"
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{"version":3,"file":"orderbook.schemas.d.ts","names":[],"sources":["../../../src/services/orderbook/orderbook.schemas.ts"],"mappings":";;;;cAKa,yBAAuB,EAAA,yBAAA,EAAA;;;;;;;;;cAAA;;KAexB,oBAAoB,EAAE,kBAAkB;cAE9C,2BAAyB,EAAA;;;;KAKnB,sBAAsB,EAAE,mBAAmB;iBAEvC,qBACZ,OAAO,qBACP,QAAQ,WACR;;;;KAQQ,iBAAiB,kBAAkB;iBAE/B,0BAA0B,QAAQ,WAAW,mBAAgB,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;KAkBjE,gBAAgB,EAAE,YAAY,kBAAkB"}
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1
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+
import { SymbolIdInputSchema } from "../shared.js";
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2
|
import { scaledToDecimalOutput } from "../../shared/decimal-surface.js";
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3
|
import { normalizeOrderbookDepth } from "./orderbook.codecs.js";
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4
|
import * as v from "valibot";
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4
5
|
//#region src/services/orderbook/orderbook.schemas.ts
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5
6
|
const GetOrderbookInputSchema = v.pipe(v.object({
|
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6
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|
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7
|
+
symbolId: SymbolIdInputSchema,
|
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7
8
|
depth: v.optional(v.number(), 50)
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9
|
}), v.transform((input) => {
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|
const depth = normalizeOrderbookDepth(input.depth);
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11
|
return {
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|
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12
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+
symbolId: input.symbolId,
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depth: depth.levels,
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13
14
|
protoDepth: depth.protoDepth
|
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14
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};
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@@ -17,15 +18,15 @@ const OrderbookLevelInputSchema = v.object({
|
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18
|
priceTicks: v.bigint(),
|
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18
19
|
qtyScaled: v.bigint()
|
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19
20
|
});
|
|
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|
-
function formatOrderbookLevel(level, scales,
|
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21
|
+
function formatOrderbookLevel(level, scales, symbolId) {
|
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|
return {
|
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23
|
price: scaledToDecimalOutput(level.priceTicks, scales.price()),
|
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23
|
-
qty: scaledToDecimalOutput(level.qtyScaled, scales.baseQty(
|
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24
|
+
qty: scaledToDecimalOutput(level.qtyScaled, scales.baseQty(symbolId))
|
|
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|
};
|
|
25
26
|
}
|
|
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|
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function createOrderbookDataSchema(scales,
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27
|
+
function createOrderbookDataSchema(scales, symbolId) {
|
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27
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|
return v.pipe(v.object({
|
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-
|
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+
symbolId: v.literal(symbolId),
|
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30
|
depth: v.number(),
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bookSeq: v.bigint(),
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31
32
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bids: v.array(OrderbookLevelInputSchema),
|
|
@@ -33,8 +34,8 @@ function createOrderbookDataSchema(scales, pair) {
|
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33
34
|
}), v.transform((d) => ({
|
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35
|
...d,
|
|
35
36
|
bookSeq: d.bookSeq.toString(),
|
|
36
|
-
bids: d.bids.map((level) => formatOrderbookLevel(level, scales,
|
|
37
|
-
asks: d.asks.map((level) => formatOrderbookLevel(level, scales,
|
|
37
|
+
bids: d.bids.map((level) => formatOrderbookLevel(level, scales, symbolId)),
|
|
38
|
+
asks: d.asks.map((level) => formatOrderbookLevel(level, scales, symbolId))
|
|
38
39
|
})));
|
|
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40
|
}
|
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|
//#endregion
|
|
@@ -1 +1 @@
|
|
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|
-
{"version":3,"file":"orderbook.schemas.js","names":[],"sources":["../../../src/services/orderbook/orderbook.schemas.ts"],"sourcesContent":["import * as v from \"valibot\";\nimport type
|
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1
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{"version":3,"file":"orderbook.schemas.js","names":[],"sources":["../../../src/services/orderbook/orderbook.schemas.ts"],"sourcesContent":["import * as v from \"valibot\";\nimport { scaledToDecimalOutput, type SdkScales } from \"../../shared/decimal-surface.js\";\nimport { SymbolIdInputSchema } from \"../shared.js\";\nimport { normalizeOrderbookDepth } from \"./orderbook.codecs.js\";\n\nexport const GetOrderbookInputSchema = v.pipe(\n v.object({\n symbolId: SymbolIdInputSchema,\n depth: v.optional(v.number(), 50),\n }),\n v.transform((input) => {\n const depth = normalizeOrderbookDepth(input.depth);\n return {\n symbolId: input.symbolId,\n depth: depth.levels,\n protoDepth: depth.protoDepth,\n };\n }),\n);\n\nexport type GetOrderbookInput = v.InferInput<typeof GetOrderbookInputSchema>;\n\nconst OrderbookLevelInputSchema = v.object({\n priceTicks: v.bigint(),\n qtyScaled: v.bigint(),\n});\n\nexport type OrderbookLevelInput = v.InferOutput<typeof OrderbookLevelInputSchema>;\n\nexport function formatOrderbookLevel(\n level: OrderbookLevelInput,\n scales: SdkScales,\n symbolId: number,\n) {\n return {\n price: scaledToDecimalOutput(level.priceTicks, scales.price()),\n qty: scaledToDecimalOutput(level.qtyScaled, scales.baseQty(symbolId)),\n };\n}\n\nexport type OrderbookLevel = ReturnType<typeof formatOrderbookLevel>;\n\nexport function createOrderbookDataSchema(scales: SdkScales, symbolId: number) {\n return v.pipe(\n v.object({\n symbolId: v.literal(symbolId),\n depth: v.number(),\n bookSeq: v.bigint(),\n bids: v.array(OrderbookLevelInputSchema),\n asks: v.array(OrderbookLevelInputSchema),\n }),\n v.transform((d) => ({\n ...d,\n bookSeq: d.bookSeq.toString(),\n bids: d.bids.map((level) => formatOrderbookLevel(level, scales, symbolId)),\n asks: d.asks.map((level) => formatOrderbookLevel(level, scales, symbolId)),\n })),\n );\n}\n\nexport type OrderbookData = v.InferOutput<ReturnType<typeof createOrderbookDataSchema>>;\n"],"mappings":";;;;;AAKA,MAAa,0BAA0B,EAAE,KACrC,EAAE,OAAO;CACL,UAAU;CACV,OAAO,EAAE,SAAS,EAAE,OAAO,GAAG,EAAE;AACpC,CAAC,GACD,EAAE,WAAW,UAAU;CACnB,MAAM,QAAQ,wBAAwB,MAAM,KAAK;CACjD,OAAO;EACH,UAAU,MAAM;EAChB,OAAO,MAAM;EACb,YAAY,MAAM;CACtB;AACJ,CAAC,CACL;AAIA,MAAM,4BAA4B,EAAE,OAAO;CACvC,YAAY,EAAE,OAAO;CACrB,WAAW,EAAE,OAAO;AACxB,CAAC;AAID,SAAgB,qBACZ,OACA,QACA,UACF;CACE,OAAO;EACH,OAAO,sBAAsB,MAAM,YAAY,OAAO,MAAM,CAAC;EAC7D,KAAK,sBAAsB,MAAM,WAAW,OAAO,QAAQ,QAAQ,CAAC;CACxE;AACJ;AAIA,SAAgB,0BAA0B,QAAmB,UAAkB;CAC3E,OAAO,EAAE,KACL,EAAE,OAAO;EACL,UAAU,EAAE,QAAQ,QAAQ;EAC5B,OAAO,EAAE,OAAO;EAChB,SAAS,EAAE,OAAO;EAClB,MAAM,EAAE,MAAM,yBAAyB;EACvC,MAAM,EAAE,MAAM,yBAAyB;CAC3C,CAAC,GACD,EAAE,WAAW,OAAO;EAChB,GAAG;EACH,SAAS,EAAE,QAAQ,SAAS;EAC5B,MAAM,EAAE,KAAK,KAAK,UAAU,qBAAqB,OAAO,QAAQ,QAAQ,CAAC;EACzE,MAAM,EAAE,KAAK,KAAK,UAAU,qBAAqB,OAAO,QAAQ,QAAQ,CAAC;CAC7E,EAAE,CACN;AACJ"}
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//#region src/services/orders/order-errors.schemas.d.ts
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type OrderErrorCode = keyof typeof ErrorCode;
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declare const OrderErrorDetailSchema: v.ObjectSchema<{
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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 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" | "POLICY_MAX_OPEN_ORDERS" | "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" | "SUBACCOUNT_READ_FORBIDDEN" | "POLICY_SPOT_READ_DENY" | "API_KEY_SPOT_READ_DENY">]>;
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readonly violations: v.ArraySchema<v.ObjectSchema<{
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readonly fieldPath: v.StringSchema<undefined>;
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readonly ruleId: v.StringSchema<undefined>;
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