@polyester/sdk 0.8.0 → 0.9.1

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Files changed (93) hide show
  1. package/CHANGELOG.md +22 -0
  2. package/dist/catalogs/decimal.js +6 -4
  3. package/dist/catalogs/decimal.js.map +1 -1
  4. package/dist/catalogs/readers.js +1 -1
  5. package/dist/gen/auth/v1/policies_pb.d.ts +28 -10
  6. package/dist/gen/auth/v1/policies_pb.d.ts.map +1 -1
  7. package/dist/gen/auth/v1/policies_pb.js +37 -31
  8. package/dist/gen/auth/v1/policies_pb.js.map +1 -1
  9. package/dist/gen/fees/v1/fees_pb.d.ts +0 -6
  10. package/dist/gen/fees/v1/fees_pb.d.ts.map +1 -1
  11. package/dist/gen/fees/v1/fees_pb.js +1 -1
  12. package/dist/gen/fees/v1/fees_pb.js.map +1 -1
  13. package/dist/gen/marketoverview/v1/marketoverview_pb.d.ts +6 -11
  14. package/dist/gen/marketoverview/v1/marketoverview_pb.d.ts.map +1 -1
  15. package/dist/gen/marketoverview/v1/marketoverview_pb.js +1 -1
  16. package/dist/gen/marketoverview/v1/marketoverview_pb.js.map +1 -1
  17. package/dist/gen/orderbook/v1/orderbook_pb.d.ts +3 -3
  18. package/dist/gen/orderbook/v1/orderbook_pb.js +1 -1
  19. package/dist/gen/orderbook/v1/orderbook_pb.js.map +1 -1
  20. package/dist/gen/orders/v1/orders_pb.d.ts +11 -11
  21. package/dist/gen/orders/v1/orders_pb.js +1 -1
  22. package/dist/gen/orders/v1/orders_pb.js.map +1 -1
  23. package/dist/gen/triggers/v1/triggers_pb.d.ts +6 -12
  24. package/dist/gen/triggers/v1/triggers_pb.d.ts.map +1 -1
  25. package/dist/gen/triggers/v1/triggers_pb.js +1 -1
  26. package/dist/gen/triggers/v1/triggers_pb.js.map +1 -1
  27. package/dist/services/fees/fees.schemas.d.ts +2 -3
  28. package/dist/services/fees/fees.schemas.d.ts.map +1 -1
  29. package/dist/services/fees/fees.schemas.js +3 -4
  30. package/dist/services/fees/fees.schemas.js.map +1 -1
  31. package/dist/services/lifecycle/lifecycle.schemas.d.ts +42 -42
  32. package/dist/services/market-data/market-data.schemas.js +1 -1
  33. package/dist/services/market-overview/market-overview.d.ts +1 -1
  34. package/dist/services/market-overview/market-overview.js +1 -1
  35. package/dist/services/market-overview/market-overview.js.map +1 -1
  36. package/dist/services/market-overview/market-overview.schemas.d.ts +20 -7
  37. package/dist/services/market-overview/market-overview.schemas.d.ts.map +1 -1
  38. package/dist/services/market-overview/market-overview.schemas.js +8 -6
  39. package/dist/services/market-overview/market-overview.schemas.js.map +1 -1
  40. package/dist/services/orderbook/orderbook.d.ts +3 -4
  41. package/dist/services/orderbook/orderbook.d.ts.map +1 -1
  42. package/dist/services/orderbook/orderbook.js +13 -10
  43. package/dist/services/orderbook/orderbook.js.map +1 -1
  44. package/dist/services/orderbook/orderbook.schemas.d.ts +8 -9
  45. package/dist/services/orderbook/orderbook.schemas.d.ts.map +1 -1
  46. package/dist/services/orderbook/orderbook.schemas.js +9 -8
  47. package/dist/services/orderbook/orderbook.schemas.js.map +1 -1
  48. package/dist/services/orders/orders-batch.schemas.d.ts +209 -35
  49. package/dist/services/orders/orders-batch.schemas.d.ts.map +1 -1
  50. package/dist/services/orders/orders-batch.schemas.js +11 -9
  51. package/dist/services/orders/orders-batch.schemas.js.map +1 -1
  52. package/dist/services/orders/orders-input.schemas.d.ts +50 -50
  53. package/dist/services/orders/orders-input.schemas.d.ts.map +1 -1
  54. package/dist/services/orders/orders-input.schemas.js +12 -12
  55. package/dist/services/orders/orders-input.schemas.js.map +1 -1
  56. package/dist/services/orders/orders-modify.schemas.d.ts +18 -18
  57. package/dist/services/orders/orders-modify.schemas.js +1 -1
  58. package/dist/services/orders/orders-output.schemas.d.ts +6 -6
  59. package/dist/services/orders/orders-risk.schemas.d.ts +12 -12
  60. package/dist/services/orders/orders-risk.schemas.d.ts.map +1 -1
  61. package/dist/services/orders/orders-risk.schemas.js +8 -7
  62. package/dist/services/orders/orders-risk.schemas.js.map +1 -1
  63. package/dist/services/orders/orders.d.ts +4 -4
  64. package/dist/services/orders/orders.d.ts.map +1 -1
  65. package/dist/services/orders/orders.js +7 -7
  66. package/dist/services/orders/orders.js.map +1 -1
  67. package/dist/services/policies/api-key-policies/api-key-policies.schemas.d.ts +15 -15
  68. package/dist/services/policies/shared.d.ts.map +1 -1
  69. package/dist/services/policies/shared.js +2 -1
  70. package/dist/services/policies/shared.js.map +1 -1
  71. package/dist/services/policies/subaccount-policies/subaccount-policies.schemas.d.ts +9 -9
  72. package/dist/services/shared.js +4 -1
  73. package/dist/services/shared.js.map +1 -1
  74. package/dist/services/subaccounts/subaccounts.schemas.d.ts +1 -1
  75. package/dist/services/trades/trades.schemas.js +1 -1
  76. package/dist/services/trailing-oneof-inputs.js +1 -1
  77. package/dist/services/triggers/trigger-child-order.schemas.js +5 -3
  78. package/dist/services/triggers/trigger-child-order.schemas.js.map +1 -1
  79. package/dist/services/triggers/trigger-input.schemas.d.ts +36 -32
  80. package/dist/services/triggers/trigger-input.schemas.d.ts.map +1 -1
  81. package/dist/services/triggers/trigger-input.schemas.js +8 -8
  82. package/dist/services/triggers/trigger-input.schemas.js.map +1 -1
  83. package/dist/services/triggers/triggers-output.schemas.d.ts +17 -18
  84. package/dist/services/triggers/triggers-output.schemas.d.ts.map +1 -1
  85. package/dist/services/triggers/triggers-output.schemas.js +3 -3
  86. package/dist/services/triggers/triggers-output.schemas.js.map +1 -1
  87. package/dist/services/triggers/triggers.d.ts +2 -2
  88. package/dist/services/triggers/triggers.js +2 -2
  89. package/dist/services/triggers/triggers.js.map +1 -1
  90. package/dist/shared/decimal-surface.d.ts.map +1 -1
  91. package/dist/shared/decimal-surface.js +2 -2
  92. package/dist/shared/decimal-surface.js.map +1 -1
  93. package/package.json +2 -2
@@ -1 +1 @@
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 {\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: v.number(),\n symbol: v.string(),\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 symbol: m.symbol,\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.object({\n symbols: v.optional(v.array(v.pipe(v.string(), v.trim(), v.minLength(1))), []),\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\nexport type ListMarketOverviewInput = v.InferInput<typeof ListMarketOverviewInputSchema>;\n"],"mappings":";;;;;;;AA2BA,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,EAAE,OAAO;CACnB,QAAQ,EAAE,OAAO;CACjB,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,QAAQ,EAAE;GACV,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,OAAO;CAClD,SAAS,EAAE,SAAS,EAAE,MAAM,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,KAAK,GAAG,EAAE,UAAU,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC;CAC7E,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"}
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"}
@@ -7,7 +7,6 @@ import { Transport } from "@connectrpc/connect";
7
7
  import * as v from "valibot";
8
8
  //#region src/services/orderbook/orderbook.d.ts
9
9
  interface SubscribeOrderbookInput extends BaseSubscribeInput<OrderbookData> {
10
- symbol: string;
11
10
  symbolId: number;
12
11
  depth?: number;
13
12
  bucket?: string | null;
@@ -17,7 +16,7 @@ interface OrderbookSubscription {
17
16
  unsubscribe: () => void;
18
17
  setBucket: (bucket: string | null | undefined) => void;
19
18
  }
20
- interface CreateOrderbookSubscriptionInput extends OrderbookStreamHandlers, Pick<SubscribeOrderbookInput, "symbol" | "symbolId" | "depth" | "bucket"> {}
19
+ interface CreateOrderbookSubscriptionInput extends OrderbookStreamHandlers, Pick<SubscribeOrderbookInput, "symbolId" | "depth" | "bucket"> {}
21
20
  /**
22
21
  * Reads spot order book snapshots and maintains realtime local order book state from public delta channels.
23
22
  */
@@ -25,11 +24,11 @@ declare class OrderbookService {
25
24
  #private;
26
25
  constructor(transport: Transport, realtime: PolyesterRealtime, scales: SdkScales);
27
26
  /**
28
- * Fetches a spot order book depth snapshot for a symbol and requested depth, returning best bids and asks with the backend book sequence.
27
+ * Fetches a spot order book depth snapshot for a symbol ID and requested depth, returning best bids and asks with the backend book sequence.
29
28
  */
30
29
  get(input: v.InferInput<typeof GetOrderbookInputSchema>, options?: PolyesterRequestOptions): Promise<OrderbookData>;
31
30
  /**
32
- * Subscribes to the managed order book stream for a symbol and forwards reconstructed snapshots to onEvent. This is a convenience wrapper around createSubscription().unsubscribe.
31
+ * 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.
33
32
  */
34
33
  subscribe(input: SubscribeOrderbookInput): () => void;
35
34
  /**
@@ -1 +1 @@
1
- {"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"}
1
+ {"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"}
@@ -10,7 +10,6 @@ import { GetOrderbookInputSchema, createOrderbookDataSchema, formatOrderbookLeve
10
10
  import { toBig } from "../../utils/u128.js";
11
11
  import { create } from "@bufbuild/protobuf";
12
12
  import { createClient } from "@connectrpc/connect";
13
- import * as v from "valibot";
14
13
  //#region src/services/orderbook/orderbook.ts
15
14
  /**
16
15
  * Reads spot order book snapshots and maintains realtime local order book state from public delta channels.
@@ -25,17 +24,17 @@ var OrderbookService = class {
25
24
  this.#scales = scales;
26
25
  }
27
26
  /**
28
- * Fetches a spot order book depth snapshot for a symbol and requested depth, returning best bids and asks with the backend book sequence.
27
+ * Fetches a spot order book depth snapshot for a symbol ID and requested depth, returning best bids and asks with the backend book sequence.
29
28
  */
30
29
  async get(input, options) {
31
30
  const validated = parse(GetOrderbookInputSchema, input);
32
31
  await this.#scales.ready();
33
32
  const res = await this.#client.getOrderBook({
34
- symbol: validated.symbol,
33
+ symbolId: validated.symbolId,
35
34
  depth: validated.protoDepth
36
35
  }, toConnectCallOptions(options));
37
- return parse(createOrderbookDataSchema(this.#scales, validated.symbol), {
38
- symbol: validated.symbol,
36
+ return parse(createOrderbookDataSchema(this.#scales, validated.symbolId), {
37
+ symbolId: res.symbolId,
39
38
  depth: validated.depth,
40
39
  bookSeq: res.bookSeq,
41
40
  bids: res.bids,
@@ -43,7 +42,7 @@ var OrderbookService = class {
43
42
  });
44
43
  }
45
44
  /**
46
- * Subscribes to the managed order book stream for a symbol and forwards reconstructed snapshots to onEvent. This is a convenience wrapper around createSubscription().unsubscribe.
45
+ * 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.
47
46
  */
48
47
  subscribe(input) {
49
48
  return this.createSubscription(input).unsubscribe;
@@ -56,7 +55,10 @@ var OrderbookService = class {
56
55
  * 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.
57
56
  */
58
57
  createSubscription(input) {
59
- const symbolId = parse(v.pipe(v.number(), v.integer(), v.gtValue(0)), input.symbolId);
58
+ const { symbolId } = parse(GetOrderbookInputSchema, {
59
+ symbolId: input.symbolId,
60
+ depth: input.depth
61
+ });
60
62
  const requestedDepth = Math.min(500, Math.max(1, Math.trunc(input.depth ?? 50)));
61
63
  const channelDepth = orderbookWsChannelDepth(requestedDepth);
62
64
  const channel = `public:spot:orderbook:deltas:depth:${channelDepth}:${symbolId}:proto`;
@@ -104,7 +106,7 @@ var OrderbookService = class {
104
106
  function emit() {
105
107
  gate.run(() => {
106
108
  input.onEvent({
107
- symbol: input.symbol,
109
+ symbolId,
108
110
  depth: requestedDepth,
109
111
  bookSeq: currentBookSeq.toString(),
110
112
  bids: sideToUIBucketed(bidsMap, "bids", requestedDepth, bucketTicks),
@@ -123,17 +125,18 @@ var OrderbookService = class {
123
125
  }
124
126
  async function inputServiceFetch() {
125
127
  const validated = parse(GetOrderbookInputSchema, {
126
- symbol: input.symbol,
128
+ symbolId,
127
129
  depth: channelDepth
128
130
  });
129
131
  try {
130
132
  return await client.getOrderBook({
131
- symbol: validated.symbol,
133
+ symbolId: validated.symbolId,
132
134
  depth: validated.protoDepth
133
135
  });
134
136
  } catch (error) {
135
137
  if (!isResourceNotFoundError(error)) throw error;
136
138
  return create(GetOrderBookResponseSchema, {
139
+ symbolId,
137
140
  bookSeq: 0n,
138
141
  bids: [],
139
142
  asks: []
@@ -1 +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 { 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\" ? 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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 ? 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@@ -1,16 +1,15 @@
1
- import { PairCatalogKey } from "../../catalogs/types.js";
2
1
  import { Depth } from "../../gen/orderbook/v1/orderbook_pb.js";
3
2
  import { SdkScales } from "../../shared/decimal-surface.js";
4
3
  import * as v from "valibot";
5
4
  //#region src/services/orderbook/orderbook.schemas.d.ts
6
5
  declare const GetOrderbookInputSchema: v.SchemaWithPipe<readonly [v.ObjectSchema<{
7
- readonly symbol: v.StringSchema<undefined>;
6
+ readonly symbolId: v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.IntegerAction<number, undefined>, v.GtValueAction<number, 0, undefined>, v.MaxValueAction<number, 4294967295, undefined>]>;
8
7
  readonly depth: v.OptionalSchema<v.NumberSchema<undefined>, 50>;
9
8
  }, undefined>, v.TransformAction<{
10
- symbol: string;
9
+ symbolId: number;
11
10
  depth: number;
12
11
  }, {
13
- symbol: string;
12
+ symbolId: number;
14
13
  depth: 5 | 10 | 20 | 1 | 200 | 1000 | 500 | 100 | 50;
15
14
  protoDepth: Depth;
16
15
  }>]>;
@@ -20,13 +19,13 @@ declare const OrderbookLevelInputSchema: v.ObjectSchema<{
20
19
  readonly qtyScaled: v.BigintSchema<undefined>;
21
20
  }, undefined>;
22
21
  type OrderbookLevelInput = v.InferOutput<typeof OrderbookLevelInputSchema>;
23
- declare function formatOrderbookLevel(level: OrderbookLevelInput, scales: SdkScales, pair: PairCatalogKey): {
22
+ declare function formatOrderbookLevel(level: OrderbookLevelInput, scales: SdkScales, symbolId: number): {
24
23
  price: string;
25
24
  qty: string;
26
25
  };
27
26
  type OrderbookLevel = ReturnType<typeof formatOrderbookLevel>;
28
- declare function createOrderbookDataSchema(scales: SdkScales, pair: PairCatalogKey): v.SchemaWithPipe<readonly [v.ObjectSchema<{
29
- readonly symbol: v.StringSchema<undefined>;
27
+ declare function createOrderbookDataSchema(scales: SdkScales, symbolId: number): v.SchemaWithPipe<readonly [v.ObjectSchema<{
28
+ readonly symbolId: v.LiteralSchema<number, undefined>;
30
29
  readonly depth: v.NumberSchema<undefined>;
31
30
  readonly bookSeq: v.BigintSchema<undefined>;
32
31
  readonly bids: v.ArraySchema<v.ObjectSchema<{
@@ -38,7 +37,7 @@ declare function createOrderbookDataSchema(scales: SdkScales, pair: PairCatalogK
38
37
  readonly qtyScaled: v.BigintSchema<undefined>;
39
38
  }, undefined>, undefined>;
40
39
  }, undefined>, v.TransformAction<{
41
- symbol: string;
40
+ symbolId: number;
42
41
  depth: number;
43
42
  bookSeq: bigint;
44
43
  bids: {
@@ -59,7 +58,7 @@ declare function createOrderbookDataSchema(scales: SdkScales, pair: PairCatalogK
59
58
  price: string;
60
59
  qty: string;
61
60
  }[];
62
- symbol: string;
61
+ symbolId: number;
63
62
  depth: number;
64
63
  }>]>;
65
64
  type OrderbookData = v.InferOutput<ReturnType<typeof createOrderbookDataSchema>>;
@@ -1 +1 @@
1
- {"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,MAAM;;;;KAQE,iBAAiB,kBAAkB;iBAE/B,0BAA0B,QAAQ,WAAW,MAAM,iBAAc,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;KAkBrE,gBAAgB,EAAE,YAAY,kBAAkB"}
1
+ {"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"}
@@ -1,14 +1,15 @@
1
+ import { SymbolIdInputSchema } from "../shared.js";
1
2
  import { scaledToDecimalOutput } from "../../shared/decimal-surface.js";
2
3
  import { normalizeOrderbookDepth } from "./orderbook.codecs.js";
3
4
  import * as v from "valibot";
4
5
  //#region src/services/orderbook/orderbook.schemas.ts
5
6
  const GetOrderbookInputSchema = v.pipe(v.object({
6
- symbol: v.string(),
7
+ symbolId: SymbolIdInputSchema,
7
8
  depth: v.optional(v.number(), 50)
8
9
  }), v.transform((input) => {
9
10
  const depth = normalizeOrderbookDepth(input.depth);
10
11
  return {
11
- symbol: input.symbol,
12
+ symbolId: input.symbolId,
12
13
  depth: depth.levels,
13
14
  protoDepth: depth.protoDepth
14
15
  };
@@ -17,15 +18,15 @@ const OrderbookLevelInputSchema = v.object({
17
18
  priceTicks: v.bigint(),
18
19
  qtyScaled: v.bigint()
19
20
  });
20
- function formatOrderbookLevel(level, scales, pair) {
21
+ function formatOrderbookLevel(level, scales, symbolId) {
21
22
  return {
22
23
  price: scaledToDecimalOutput(level.priceTicks, scales.price()),
23
- qty: scaledToDecimalOutput(level.qtyScaled, scales.baseQty(pair))
24
+ qty: scaledToDecimalOutput(level.qtyScaled, scales.baseQty(symbolId))
24
25
  };
25
26
  }
26
- function createOrderbookDataSchema(scales, pair) {
27
+ function createOrderbookDataSchema(scales, symbolId) {
27
28
  return v.pipe(v.object({
28
- symbol: v.string(),
29
+ symbolId: v.literal(symbolId),
29
30
  depth: v.number(),
30
31
  bookSeq: v.bigint(),
31
32
  bids: v.array(OrderbookLevelInputSchema),
@@ -33,8 +34,8 @@ function createOrderbookDataSchema(scales, pair) {
33
34
  }), v.transform((d) => ({
34
35
  ...d,
35
36
  bookSeq: d.bookSeq.toString(),
36
- bids: d.bids.map((level) => formatOrderbookLevel(level, scales, pair)),
37
- asks: d.asks.map((level) => formatOrderbookLevel(level, scales, pair))
37
+ bids: d.bids.map((level) => formatOrderbookLevel(level, scales, symbolId)),
38
+ asks: d.asks.map((level) => formatOrderbookLevel(level, scales, symbolId))
38
39
  })));
39
40
  }
40
41
  //#endregion
@@ -1 +1 @@
1
- {"version":3,"file":"orderbook.schemas.js","names":[],"sources":["../../../src/services/orderbook/orderbook.schemas.ts"],"sourcesContent":["import * as v from \"valibot\";\nimport type { PairCatalogKey } from \"../../catalogs/types.js\";\nimport { scaledToDecimalOutput, type SdkScales } from \"../../shared/decimal-surface.js\";\nimport { normalizeOrderbookDepth } from \"./orderbook.codecs.js\";\n\nexport const GetOrderbookInputSchema = v.pipe(\n v.object({\n symbol: v.string(),\n depth: v.optional(v.number(), 50),\n }),\n v.transform((input) => {\n const depth = normalizeOrderbookDepth(input.depth);\n return {\n symbol: input.symbol,\n depth: depth.levels,\n protoDepth: depth.protoDepth,\n };\n }),\n);\n\nexport type GetOrderbookInput = v.InferInput<typeof GetOrderbookInputSchema>;\n\nconst OrderbookLevelInputSchema = v.object({\n priceTicks: v.bigint(),\n qtyScaled: v.bigint(),\n});\n\nexport type OrderbookLevelInput = v.InferOutput<typeof OrderbookLevelInputSchema>;\n\nexport function formatOrderbookLevel(\n level: OrderbookLevelInput,\n scales: SdkScales,\n pair: PairCatalogKey,\n) {\n return {\n price: scaledToDecimalOutput(level.priceTicks, scales.price()),\n qty: scaledToDecimalOutput(level.qtyScaled, scales.baseQty(pair)),\n };\n}\n\nexport type OrderbookLevel = ReturnType<typeof formatOrderbookLevel>;\n\nexport function createOrderbookDataSchema(scales: SdkScales, pair: PairCatalogKey) {\n return v.pipe(\n v.object({\n symbol: v.string(),\n depth: v.number(),\n bookSeq: v.bigint(),\n bids: v.array(OrderbookLevelInputSchema),\n asks: v.array(OrderbookLevelInputSchema),\n }),\n v.transform((d) => ({\n ...d,\n bookSeq: d.bookSeq.toString(),\n bids: d.bids.map((level) => formatOrderbookLevel(level, scales, pair)),\n asks: d.asks.map((level) => formatOrderbookLevel(level, scales, pair)),\n })),\n );\n}\n\nexport type OrderbookData = v.InferOutput<ReturnType<typeof createOrderbookDataSchema>>;\n"],"mappings":";;;;AAKA,MAAa,0BAA0B,EAAE,KACrC,EAAE,OAAO;CACL,QAAQ,EAAE,OAAO;CACjB,OAAO,EAAE,SAAS,EAAE,OAAO,GAAG,EAAE;AACpC,CAAC,GACD,EAAE,WAAW,UAAU;CACnB,MAAM,QAAQ,wBAAwB,MAAM,KAAK;CACjD,OAAO;EACH,QAAQ,MAAM;EACd,OAAO,MAAM;EACb,YAAY,MAAM;CACtB;AACJ,CAAC,CACL;AAIA,MAAM,4BAA4B,EAAE,OAAO;CACvC,YAAY,EAAE,OAAO;CACrB,WAAW,EAAE,OAAO;AACxB,CAAC;AAID,SAAgB,qBACZ,OACA,QACA,MACF;CACE,OAAO;EACH,OAAO,sBAAsB,MAAM,YAAY,OAAO,MAAM,CAAC;EAC7D,KAAK,sBAAsB,MAAM,WAAW,OAAO,QAAQ,IAAI,CAAC;CACpE;AACJ;AAIA,SAAgB,0BAA0B,QAAmB,MAAsB;CAC/E,OAAO,EAAE,KACL,EAAE,OAAO;EACL,QAAQ,EAAE,OAAO;EACjB,OAAO,EAAE,OAAO;EAChB,SAAS,EAAE,OAAO;EAClB,MAAM,EAAE,MAAM,yBAAyB;EACvC,MAAM,EAAE,MAAM,yBAAyB;CAC3C,CAAC,GACD,EAAE,WAAW,OAAO;EAChB,GAAG;EACH,SAAS,EAAE,QAAQ,SAAS;EAC5B,MAAM,EAAE,KAAK,KAAK,UAAU,qBAAqB,OAAO,QAAQ,IAAI,CAAC;EACrE,MAAM,EAAE,KAAK,KAAK,UAAU,qBAAqB,OAAO,QAAQ,IAAI,CAAC;CACzE,EAAE,CACN;AACJ"}
1
+ {"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"}