@polyester/sdk 0.9.0 → 0.10.0

package/dist/services/market-overview/market-overview.js

@@ -1,7 +1,5 @@
 import { parse } from "../../shared/validation.js";
 import { toConnectCallOptions } from "../../shared/request-options.js";
-import { publicationHandlerErrorContext } from "../../shared/subscription-errors.js";
-import { createReadyGate } from "../../shared/decimal-surface.js";
 import { MarketOverviewBatchSchema, MarketOverviewService as MarketOverviewService$1 } from "../../gen/marketoverview/v1/marketoverview_pb.js";
 import { snapshotThenStream } from "../../realtime/snapshot-then-stream.js";
 import { ListMarketOverviewInputSchema, createMarketOverviewSchema } from "./market-overview.schemas.js";
@@ -44,7 +42,6 @@ var MarketOverviewService = class {
 		const sparklineIntervals = input.sparklineIntervals ?? ["24h"];
 		const listMarketOverview = this.list.bind(this);
 		const schema = this.#marketOverviewSchema;
-		const gate = createReadyGate(() => this.#scales.ready(), (error) => input.onError?.(publicationHandlerErrorContext(channel, error)));
 		function emit() {
 			input.onEvent(Array.from(bySymbolId.values()));
 		}
@@ -71,19 +68,16 @@ var MarketOverviewService = class {
 			snapshotErrorLog: "Failed to fetch market overview",
 			fetchSnapshot,
 			readPublication: (batch) => batch.markets ?? [],
+			bufferPublicationKey: (market) => market.symbolId,
 			applySnapshot: (markets, bufferedMarkets) => {
-				gate.run(() => {
-					bySymbolId.clear();
-					applyMarkets(markets);
-					applyMarkets(parseMarkets(bufferedMarkets));
-					emit();
-				});
+				bySymbolId.clear();
+				applyMarkets(markets);
+				applyMarkets(parseMarkets(bufferedMarkets));
+				emit();
 			},
 			applyLivePublications: (markets) => {
-				gate.run(() => {
-					applyMarkets(parseMarkets(markets));
-					emit();
-				});
+				applyMarkets(parseMarkets(markets));
+				emit();
 			},
 			onOpen: input.onOpen,
 			onClose: input.onClose,

package/dist/services/market-overview/market-overview.js.map

@@ -1 +1 @@
-{"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"}
+{"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 * 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 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        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            bufferPublicationKey: (market) => market.symbolId,\n            applySnapshot: (markets, bufferedMarkets) => {\n                bySymbolId.clear();\n                applyMarkets(markets);\n                applyMarkets(parseMarkets(bufferedMarkets));\n                emit();\n            },\n            applyLivePublications: (markets) => {\n                applyMarkets(parseMarkets(markets));\n                emit();\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":";;;;;;;;;;;AA4BA,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,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,KAAKF;GACf;GACA,QAAQG;GACR,yBAAyB;GACzB,kBAAkB;GAClB;GACA,kBAAkB,UAAU,MAAM,WAAW,CAAC;GAC9C,uBAAuB,WAAW,OAAO;GACzC,gBAAgB,SAAS,oBAAoB;IACzC,WAAW,MAAM;IACjB,aAAa,OAAO;IACpB,aAAa,aAAa,eAAe,CAAC;IAC1C,KAAK;GACT;GACA,wBAAwB,YAAY;IAChC,aAAa,aAAa,OAAO,CAAC;IAClC,KAAK;GACT;GACA,QAAQ,MAAM;GACd,SAAS,MAAM;GACf,SAAS,MAAM;EACnB,CAAC;EAED,SAAS,UAAgB;GACrB,OAAO,YAAY;EACvB;EAEA,OAAO;CACX;AACJ"}

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

@@ -1 +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"}
+{"version":3,"file":"orderbook.d.ts","names":[],"sources":["../../../src/services/orderbook/orderbook.ts"],"mappings":";;;;;;;;UA2BU,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"}

package/dist/services/orderbook/orderbook.js

@@ -1,13 +1,12 @@
 import { parse } from "../../shared/validation.js";
 import { toConnectCallOptions } from "../../shared/request-options.js";
+import { decimalInputToScaled } from "../../shared/decimal-surface.js";
 import { publicationHandlerErrorContext } from "../../shared/subscription-errors.js";
-import { createReadyGate, decimalInputToScaled } from "../../shared/decimal-surface.js";
 import { isResourceNotFoundError } from "../../utils/errors.js";
 import { snapshotThenStream } from "../../realtime/snapshot-then-stream.js";
 import { GetOrderBookResponseSchema, OrderBookDeltaSchema, OrderbookService as OrderbookService$1 } from "../../gen/orderbook/v1/orderbook_pb.js";
 import { orderbookWsChannelDepth } from "./orderbook.codecs.js";
 import { GetOrderbookInputSchema, createOrderbookDataSchema, formatOrderbookLevel } from "./orderbook.schemas.js";
-import { toBig } from "../../utils/u128.js";
 import { create } from "@bufbuild/protobuf";
 import { createClient } from "@connectrpc/connect";
 //#region src/services/orderbook/orderbook.ts
@@ -64,7 +63,6 @@ var OrderbookService = class {
 		const channel = `public:spot:orderbook:deltas:depth:${channelDepth}:${symbolId}:proto`;
 		const client = this.#client;
 		const scales = this.#scales;
-		const gate = createReadyGate(() => scales.ready(), (error) => input.onError?.(publicationHandlerErrorContext(channel, error)));
 		let bidsMap = /* @__PURE__ */ new Map();
 		let asksMap = /* @__PURE__ */ new Map();
 		let currentBookSeq = 0n;
@@ -98,13 +96,14 @@ var OrderbookService = class {
 			const agg = /* @__PURE__ */ new Map();
 			for (const [priceTicks, qtyScaled] of map.entries()) {
 				if (qtyScaled <= 0n) continue;
-				const bucketPrice = priceTicks / bucket * bucket;
+				const bucketFloor = priceTicks / bucket * bucket;
+				const bucketPrice = side === "asks" && bucketFloor !== priceTicks ? bucketFloor + bucket : bucketFloor;
 				agg.set(bucketPrice, (agg.get(bucketPrice) ?? 0n) + qtyScaled);
 			}
 			return sideToUI(agg, side, limit);
 		}
 		function emit() {
-			gate.run(() => {
+			try {
 				input.onEvent({
 					symbolId,
 					depth: requestedDepth,
@@ -112,7 +111,9 @@ var OrderbookService = class {
 					bids: sideToUIBucketed(bidsMap, "bids", requestedDepth, bucketTicks),
 					asks: sideToUIBucketed(asksMap, "asks", requestedDepth, bucketTicks)
 				});
-			});
+			} catch (error) {
+				input.onError?.(publicationHandlerErrorContext(channel, error));
+			}
 		}
 		function setBucket(bucket) {
 			if (!bucket) bucketTicks = null;
@@ -124,6 +125,7 @@ var OrderbookService = class {
 			if (stream?.isReady()) emit();
 		}
 		async function inputServiceFetch() {
+			await scales.ready();
 			const validated = parse(GetOrderbookInputSchema, {
 				symbolId,
 				depth: channelDepth
@@ -144,6 +146,7 @@ var OrderbookService = class {
 			}
 		}
 		function handleDelta(delta) {
+			if (delta.bookSeqEnd <= currentBookSeq) return true;
 			if (delta.reset) {
 				bidsMap.clear();
 				asksMap.clear();
@@ -151,13 +154,13 @@ var OrderbookService = class {
 			}
 			if (currentBookSeq !== 0n && delta.bookSeqStart > currentBookSeq + 1n) {
 				stream?.refreshSnapshot();
-				return;
+				return false;
 			}
-			if (delta.bookSeqEnd <= currentBookSeq) return;
 			applySideDelta(bidsMap, delta.bids);
 			applySideDelta(asksMap, delta.asks);
 			currentBookSeq = delta.bookSeqEnd > currentBookSeq ? delta.bookSeqEnd : currentBookSeq;
 			emit();
+			return true;
 		}
 		setBucket(input.bucket);
 		stream = snapshotThenStream({
@@ -166,22 +169,26 @@ var OrderbookService = class {
 			schema: OrderBookDeltaSchema,
 			maxBufferedPublications: 200,
 			snapshotErrorLog: "Failed to fetch orderbook",
+			snapshotRetry: {
+				maxAttempts: 3,
+				delayMs: 1e3
+			},
 			fetchSnapshot: inputServiceFetch,
 			readPublication: (delta) => [delta],
 			applySnapshot: (snapshot, bufferedDeltas) => {
 				bidsMap = levelsToMap(snapshot.bids);
 				asksMap = levelsToMap(snapshot.asks);
-				currentBookSeq = toBig(snapshot.bookSeq);
+				currentBookSeq = snapshot.bookSeq;
 				emit();
 				for (const delta of bufferedDeltas) {
 					if (stream?.isDisposed()) return;
-					handleDelta(delta);
+					if (!handleDelta(delta)) return;
 				}
 			},
 			applyLivePublications: (deltas) => {
 				for (const delta of deltas) {
 					if (stream?.isDisposed()) return;
-					handleDelta(delta);
+					if (!handleDelta(delta)) return;
 				}
 			},
 			onOpen: input.onOpen,

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

@@ -1 +1 @@
-{"version":3,"file":"orderbook.js","names":["#client","Proto.OrderbookService","#realtime","#scales","Proto.GetOrderBookResponseSchema","Proto.OrderBookDeltaSchema"],"sources":["../../../src/services/orderbook/orderbook.ts"],"sourcesContent":["import { create } from \"@bufbuild/protobuf\";\nimport * as Proto from \"../../gen/orderbook/v1/orderbook_pb.js\";\nimport { createClient, type Client, type Transport } from \"@connectrpc/connect\";\nimport { publicationHandlerErrorContext } from \"../../shared/subscription-errors.js\";\nimport type { PolyesterRealtime } from \"../../realtime/types.js\";\nimport {\n    snapshotThenStream,\n    type SnapshotThenStreamSubscription,\n} from \"../../realtime/snapshot-then-stream.js\";\nimport type { BaseSubscribeInput } from \"../../shared/types.js\";\nimport {\n    toConnectCallOptions,\n    type PolyesterRequestOptions,\n} from \"../../shared/request-options.js\";\nimport {\n    createReadyGate,\n    decimalInputToScaled,\n    type SdkScales,\n} from \"../../shared/decimal-surface.js\";\nimport {\n    formatOrderbookLevel,\n    GetOrderbookInputSchema,\n    createOrderbookDataSchema,\n    type OrderbookLevel,\n    type OrderbookData,\n} from \"./orderbook.schemas.js\";\nimport { 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"}
+{"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 { decimalInputToScaled, type SdkScales } 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 { 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        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 bucketFloor = (priceTicks / bucket) * bucket;\n                const bucketPrice =\n                    side === \"asks\" && bucketFloor !== priceTicks\n                        ? bucketFloor + bucket\n                        : bucketFloor;\n                agg.set(bucketPrice, (agg.get(bucketPrice) ?? 0n) + qtyScaled);\n            }\n            return sideToUI(agg, side, limit);\n        }\n\n        function emit(): void {\n            try {\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            } catch (error) {\n                input.onError?.(publicationHandlerErrorContext(channel, error));\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            await scales.ready();\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): boolean {\n            if (delta.bookSeqEnd <= currentBookSeq) return true;\n\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 false;\n            }\n\n            applySideDelta(bidsMap, delta.bids);\n            applySideDelta(asksMap, delta.asks);\n\n            currentBookSeq = delta.bookSeqEnd > currentBookSeq ? delta.bookSeqEnd : currentBookSeq;\n            emit();\n            return true;\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            snapshotRetry: { maxAttempts: 3, delayMs: 1_000 },\n            fetchSnapshot: inputServiceFetch,\n            readPublication: (delta) => [delta],\n            applySnapshot: (snapshot, bufferedDeltas) => {\n                bidsMap = levelsToMap(snapshot.bids);\n                asksMap = levelsToMap(snapshot.asks);\n                currentBookSeq = snapshot.bookSeq;\n                emit();\n                for (const delta of bufferedDeltas) {\n                    if (stream?.isDisposed()) return;\n                    if (!handleDelta(delta)) return;\n                }\n            },\n            applyLivePublications: (deltas) => {\n                for (const delta of deltas) {\n                    if (stream?.isDisposed()) return;\n                    if (!handleDelta(delta)) return;\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    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