@polyester/sdk 0.9.1 → 0.11.0

package/dist/services/balances/balances.js

@@ -3,8 +3,7 @@ import { toConnectCallOptions } from "../../shared/request-options.js";
 import { resolveAccountScopedInput } from "../subaccount-resolver.js";
 import { accountScopeToSubaccountId } from "../../shared/account-scope.js";
 import { AssetBalanceSchema, LedgerReadService } from "../../gen/ledger/read/v1/ledger_read_pb.js";
-import { publicationHandlerErrorContext } from "../../shared/subscription-errors.js";
-import { createReadyGate } from "../../shared/decimal-surface.js";
+import { connectReadyGatedProtoChannel } from "../../realtime/ready-gated-subscription.js";
 import { BalanceHistoryInputSchema, BalancesListInputSchema, EquityHistoryInputSchema, createBalanceHistoryResponseSchema, createEquityHistoryResponseSchema, createLedgerBalanceSchema } from "./balances.schemas.js";
 import { createClient } from "@connectrpc/connect";
 import * as v from "valibot";
@@ -64,15 +63,13 @@ var BalancesService = class {
 	*/
 	subscribe(input) {
 		const channel = `private:ledger:balances:${input.accountId}:proto`;
-		const gate = createReadyGate(() => this.#scales.ready(), (error) => input.onError?.(publicationHandlerErrorContext(channel, error)));
-		return this.#realtime.connectProtoChannel({
+		return connectReadyGatedProtoChannel(this.#realtime, {
 			channel,
 			schema: AssetBalanceSchema,
+			ready: () => this.#scales.ready(),
 			onPublication: (data) => {
-				gate.run(() => {
-					const b = parse(this.#ledgerBalanceSchema, data);
-					input.onEvent(b);
-				});
+				const b = parse(this.#ledgerBalanceSchema, data);
+				input.onEvent(b);
 			},
 			onConnected: input.onOpen,
 			onDisconnected: input.onClose,

package/dist/services/balances/balances.js.map

@@ -1 +1 @@
-{"version":3,"file":"balances.js","names":["#client","Proto.LedgerReadService","#realtime","#resolver","#scales","#ledgerBalanceSchema","#balanceHistoryResponseSchema","#equityHistoryResponseSchema","Proto.AssetBalanceSchema"],"sources":["../../../src/services/balances/balances.ts"],"sourcesContent":["import * as Proto from \"../../gen/ledger/read/v1/ledger_read_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/index.js\";\nimport { type SubaccountResolver, resolveAccountScopedInput } from \"../subaccount-resolver.js\";\nimport {\n    toConnectCallOptions,\n    type PolyesterRequestOptions,\n} from \"../../shared/request-options.js\";\nimport { accountScopeToSubaccountId, type AccountScopedInput } from \"../../shared/account-scope.js\";\nimport type { BaseSubscribeInput } from \"../../shared/types.js\";\nimport { createReadyGate, type SdkScales } from \"../../shared/decimal-surface.js\";\nimport {\n    BalanceHistoryInputSchema,\n    BalancesListInputSchema,\n    EquityHistoryInputSchema,\n    createBalanceHistoryResponseSchema,\n    createEquityHistoryResponseSchema,\n    createLedgerBalanceSchema,\n    type LedgerBalance,\n    type BalanceHistoryInput,\n    type BalanceHistoryResponse,\n    type EquityHistoryInput,\n    type EquityHistoryResponse,\n} from \"./balances.schemas.js\";\n\ninterface SubscribeBalancesInput extends BaseSubscribeInput<LedgerBalance> {\n    accountId: string;\n}\n\n/**\n * Reads and streams ledger balances plus balance and equity history for the authenticated account scope.\n */\nexport class BalancesService {\n    #client: Client<typeof Proto.LedgerReadService>;\n    #realtime: PolyesterRealtime;\n    #resolver?: SubaccountResolver;\n    #scales: SdkScales;\n    #ledgerBalanceSchema: ReturnType<typeof createLedgerBalanceSchema>;\n    #balanceHistoryResponseSchema: ReturnType<typeof createBalanceHistoryResponseSchema>;\n    #equityHistoryResponseSchema: ReturnType<typeof createEquityHistoryResponseSchema>;\n\n    constructor(\n        transport: Transport,\n        realtime: PolyesterRealtime,\n        resolver: SubaccountResolver | undefined,\n        scales: SdkScales,\n    ) {\n        this.#client = createClient(Proto.LedgerReadService, transport);\n        this.#realtime = realtime;\n        this.#resolver = resolver;\n        this.#scales = scales;\n        this.#ledgerBalanceSchema = createLedgerBalanceSchema();\n        this.#balanceHistoryResponseSchema = createBalanceHistoryResponseSchema();\n        this.#equityHistoryResponseSchema = createEquityHistoryResponseSchema(scales);\n    }\n\n    /**\n     * Returns current asset balances for the resolved root account or subaccount, including trading, funding, reserved, and available amounts as decimal strings.\n     */\n    async list(\n        input: AccountScopedInput = {},\n        options?: PolyesterRequestOptions,\n    ): Promise<LedgerBalance[]> {\n        await this.#scales.ready();\n        const resolved = resolveAccountScopedInput(input, this.#resolver);\n        const validated = parse(BalancesListInputSchema, resolved);\n        const res = await this.#client.getBalances(\n            {\n                subaccountId: accountScopeToSubaccountId(validated.account),\n            },\n            toConnectCallOptions(options),\n        );\n        return parse(v.array(this.#ledgerBalanceSchema), res.balances);\n    }\n\n    /**\n     * Returns columnar balance history for the resolved account scope over a selected range, optionally filtered by a non-negative integer ledger asset ID and account buckets. Ledger 0 or omission includes all assets.\n     */\n    async getBalanceHistory(\n        input: BalanceHistoryInput,\n        options?: PolyesterRequestOptions,\n    ): Promise<BalanceHistoryResponse> {\n        await this.#scales.ready();\n        const resolved = resolveAccountScopedInput(input, this.#resolver);\n        const validated = parse(BalanceHistoryInputSchema, resolved);\n        const res = await this.#client.getBalanceHistory(validated, toConnectCallOptions(options));\n        return parse(this.#balanceHistoryResponseSchema, res);\n    }\n\n    /**\n     * Returns equity history series for the resolved account scope over a selected range, optionally grouped by account or asset and filtered by account buckets.\n     */\n    async getEquityHistory(\n        input: EquityHistoryInput,\n        options?: PolyesterRequestOptions,\n    ): Promise<EquityHistoryResponse> {\n        await this.#scales.ready();\n        const resolved = resolveAccountScopedInput(input, this.#resolver);\n        const validated = parse(EquityHistoryInputSchema, resolved);\n        const res = await this.#client.getEquityHistorySeries(\n            validated,\n            toConnectCallOptions(options),\n        );\n        return parse(this.#equityHistoryResponseSchema, res);\n    }\n\n    /**\n     * Subscribes to private balance updates on private:ledger:balances:{accountId}:proto and emits every balance record as a decimal-string row. Records for assets unknown to the catalog route a CatalogLookupError to onError.\n     */\n    subscribe(input: SubscribeBalancesInput): () => void {\n        const channel = `private:ledger:balances:${input.accountId}:proto`;\n        const gate = createReadyGate(\n            () => this.#scales.ready(),\n            (error) => input.onError?.(publicationHandlerErrorContext(channel, error)),\n        );\n        return this.#realtime.connectProtoChannel({\n            channel,\n            schema: Proto.AssetBalanceSchema,\n            onPublication: (data) => {\n                gate.run(() => {\n                    const b = parse(this.#ledgerBalanceSchema, data);\n                    input.onEvent(b);\n                });\n            },\n            onConnected: input.onOpen,\n            onDisconnected: input.onClose,\n            onError: input.onError,\n        });\n    }\n}\n"],"mappings":";;;;;;;;;;;;;;AAmCA,IAAa,kBAAb,MAA6B;CACzB;CACA;CACA;CACA;CACA;CACA;CACA;CAEA,YACI,WACA,UACA,UACA,QACF;EACE,KAAKA,UAAU,aAAaC,mBAAyB,SAAS;EAC9D,KAAKC,YAAY;EACjB,KAAKC,YAAY;EACjB,KAAKC,UAAU;EACf,KAAKC,uBAAuB,0BAA0B;EACtD,KAAKC,gCAAgC,mCAAmC;EACxE,KAAKC,+BAA+B,kCAAkC,MAAM;CAChF;;;;CAKA,MAAM,KACF,QAA4B,CAAC,GAC7B,SACwB;EACxB,MAAM,KAAKH,QAAQ,MAAM;EACzB,MAAM,WAAW,0BAA0B,OAAO,KAAKD,SAAS;EAChE,MAAM,YAAY,MAAM,yBAAyB,QAAQ;EACzD,MAAM,MAAM,MAAM,KAAKH,QAAQ,YAC3B,EACI,cAAc,2BAA2B,UAAU,OAAO,EAC9D,GACA,qBAAqB,OAAO,CAChC;EACA,OAAO,MAAM,EAAE,MAAM,KAAKK,oBAAoB,GAAG,IAAI,QAAQ;CACjE;;;;CAKA,MAAM,kBACF,OACA,SAC+B;EAC/B,MAAM,KAAKD,QAAQ,MAAM;EACzB,MAAM,WAAW,0BAA0B,OAAO,KAAKD,SAAS;EAChE,MAAM,YAAY,MAAM,2BAA2B,QAAQ;EAC3D,MAAM,MAAM,MAAM,KAAKH,QAAQ,kBAAkB,WAAW,qBAAqB,OAAO,CAAC;EACzF,OAAO,MAAM,KAAKM,+BAA+B,GAAG;CACxD;;;;CAKA,MAAM,iBACF,OACA,SAC8B;EAC9B,MAAM,KAAKF,QAAQ,MAAM;EACzB,MAAM,WAAW,0BAA0B,OAAO,KAAKD,SAAS;EAChE,MAAM,YAAY,MAAM,0BAA0B,QAAQ;EAC1D,MAAM,MAAM,MAAM,KAAKH,QAAQ,uBAC3B,WACA,qBAAqB,OAAO,CAChC;EACA,OAAO,MAAM,KAAKO,8BAA8B,GAAG;CACvD;;;;CAKA,UAAU,OAA2C;EACjD,MAAM,UAAU,2BAA2B,MAAM,UAAU;EAC3D,MAAM,OAAO,sBACH,KAAKH,QAAQ,MAAM,IACxB,UAAU,MAAM,UAAU,+BAA+B,SAAS,KAAK,CAAC,CAC7E;EACA,OAAO,KAAKF,UAAU,oBAAoB;GACtC;GACA,QAAQM;GACR,gBAAgB,SAAS;IACrB,KAAK,UAAU;KACX,MAAM,IAAI,MAAM,KAAKH,sBAAsB,IAAI;KAC/C,MAAM,QAAQ,CAAC;IACnB,CAAC;GACL;GACA,aAAa,MAAM;GACnB,gBAAgB,MAAM;GACtB,SAAS,MAAM;EACnB,CAAC;CACL;AACJ"}
+{"version":3,"file":"balances.js","names":["#client","Proto.LedgerReadService","#realtime","#resolver","#scales","#ledgerBalanceSchema","#balanceHistoryResponseSchema","#equityHistoryResponseSchema","Proto.AssetBalanceSchema"],"sources":["../../../src/services/balances/balances.ts"],"sourcesContent":["import * as Proto from \"../../gen/ledger/read/v1/ledger_read_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/index.js\";\nimport { connectReadyGatedProtoChannel } from \"../../realtime/ready-gated-subscription.js\";\nimport { type SubaccountResolver, resolveAccountScopedInput } from \"../subaccount-resolver.js\";\nimport {\n    toConnectCallOptions,\n    type PolyesterRequestOptions,\n} from \"../../shared/request-options.js\";\nimport { accountScopeToSubaccountId, type AccountScopedInput } from \"../../shared/account-scope.js\";\nimport type { BaseSubscribeInput } from \"../../shared/types.js\";\nimport type { SdkScales } from \"../../shared/decimal-surface.js\";\nimport {\n    BalanceHistoryInputSchema,\n    BalancesListInputSchema,\n    EquityHistoryInputSchema,\n    createBalanceHistoryResponseSchema,\n    createEquityHistoryResponseSchema,\n    createLedgerBalanceSchema,\n    type LedgerBalance,\n    type BalanceHistoryInput,\n    type BalanceHistoryResponse,\n    type EquityHistoryInput,\n    type EquityHistoryResponse,\n} from \"./balances.schemas.js\";\n\ninterface SubscribeBalancesInput extends BaseSubscribeInput<LedgerBalance> {\n    accountId: string;\n}\n\n/**\n * Reads and streams ledger balances plus balance and equity history for the authenticated account scope.\n */\nexport class BalancesService {\n    #client: Client<typeof Proto.LedgerReadService>;\n    #realtime: PolyesterRealtime;\n    #resolver?: SubaccountResolver;\n    #scales: SdkScales;\n    #ledgerBalanceSchema: ReturnType<typeof createLedgerBalanceSchema>;\n    #balanceHistoryResponseSchema: ReturnType<typeof createBalanceHistoryResponseSchema>;\n    #equityHistoryResponseSchema: ReturnType<typeof createEquityHistoryResponseSchema>;\n\n    constructor(\n        transport: Transport,\n        realtime: PolyesterRealtime,\n        resolver: SubaccountResolver | undefined,\n        scales: SdkScales,\n    ) {\n        this.#client = createClient(Proto.LedgerReadService, transport);\n        this.#realtime = realtime;\n        this.#resolver = resolver;\n        this.#scales = scales;\n        this.#ledgerBalanceSchema = createLedgerBalanceSchema();\n        this.#balanceHistoryResponseSchema = createBalanceHistoryResponseSchema();\n        this.#equityHistoryResponseSchema = createEquityHistoryResponseSchema(scales);\n    }\n\n    /**\n     * Returns current asset balances for the resolved root account or subaccount, including trading, funding, reserved, and available amounts as decimal strings.\n     */\n    async list(\n        input: AccountScopedInput = {},\n        options?: PolyesterRequestOptions,\n    ): Promise<LedgerBalance[]> {\n        await this.#scales.ready();\n        const resolved = resolveAccountScopedInput(input, this.#resolver);\n        const validated = parse(BalancesListInputSchema, resolved);\n        const res = await this.#client.getBalances(\n            {\n                subaccountId: accountScopeToSubaccountId(validated.account),\n            },\n            toConnectCallOptions(options),\n        );\n        return parse(v.array(this.#ledgerBalanceSchema), res.balances);\n    }\n\n    /**\n     * Returns columnar balance history for the resolved account scope over a selected range, optionally filtered by a non-negative integer ledger asset ID and account buckets. Ledger 0 or omission includes all assets.\n     */\n    async getBalanceHistory(\n        input: BalanceHistoryInput,\n        options?: PolyesterRequestOptions,\n    ): Promise<BalanceHistoryResponse> {\n        await this.#scales.ready();\n        const resolved = resolveAccountScopedInput(input, this.#resolver);\n        const validated = parse(BalanceHistoryInputSchema, resolved);\n        const res = await this.#client.getBalanceHistory(validated, toConnectCallOptions(options));\n        return parse(this.#balanceHistoryResponseSchema, res);\n    }\n\n    /**\n     * Returns equity history series for the resolved account scope over a selected range, optionally grouped by account or asset and filtered by account buckets.\n     */\n    async getEquityHistory(\n        input: EquityHistoryInput,\n        options?: PolyesterRequestOptions,\n    ): Promise<EquityHistoryResponse> {\n        await this.#scales.ready();\n        const resolved = resolveAccountScopedInput(input, this.#resolver);\n        const validated = parse(EquityHistoryInputSchema, resolved);\n        const res = await this.#client.getEquityHistorySeries(\n            validated,\n            toConnectCallOptions(options),\n        );\n        return parse(this.#equityHistoryResponseSchema, res);\n    }\n\n    /**\n     * Subscribes to private balance updates on private:ledger:balances:{accountId}:proto and emits every balance record as a decimal-string row. Records for assets unknown to the catalog route a CatalogLookupError to onError.\n     */\n    subscribe(input: SubscribeBalancesInput): () => void {\n        const channel = `private:ledger:balances:${input.accountId}:proto`;\n        return connectReadyGatedProtoChannel(this.#realtime, {\n            channel,\n            schema: Proto.AssetBalanceSchema,\n            ready: () => this.#scales.ready(),\n            onPublication: (data) => {\n                const b = parse(this.#ledgerBalanceSchema, data);\n                input.onEvent(b);\n            },\n            onConnected: input.onOpen,\n            onDisconnected: input.onClose,\n            onError: input.onError,\n        });\n    }\n}\n"],"mappings":";;;;;;;;;;;;;AAmCA,IAAa,kBAAb,MAA6B;CACzB;CACA;CACA;CACA;CACA;CACA;CACA;CAEA,YACI,WACA,UACA,UACA,QACF;EACE,KAAKA,UAAU,aAAaC,mBAAyB,SAAS;EAC9D,KAAKC,YAAY;EACjB,KAAKC,YAAY;EACjB,KAAKC,UAAU;EACf,KAAKC,uBAAuB,0BAA0B;EACtD,KAAKC,gCAAgC,mCAAmC;EACxE,KAAKC,+BAA+B,kCAAkC,MAAM;CAChF;;;;CAKA,MAAM,KACF,QAA4B,CAAC,GAC7B,SACwB;EACxB,MAAM,KAAKH,QAAQ,MAAM;EACzB,MAAM,WAAW,0BAA0B,OAAO,KAAKD,SAAS;EAChE,MAAM,YAAY,MAAM,yBAAyB,QAAQ;EACzD,MAAM,MAAM,MAAM,KAAKH,QAAQ,YAC3B,EACI,cAAc,2BAA2B,UAAU,OAAO,EAC9D,GACA,qBAAqB,OAAO,CAChC;EACA,OAAO,MAAM,EAAE,MAAM,KAAKK,oBAAoB,GAAG,IAAI,QAAQ;CACjE;;;;CAKA,MAAM,kBACF,OACA,SAC+B;EAC/B,MAAM,KAAKD,QAAQ,MAAM;EACzB,MAAM,WAAW,0BAA0B,OAAO,KAAKD,SAAS;EAChE,MAAM,YAAY,MAAM,2BAA2B,QAAQ;EAC3D,MAAM,MAAM,MAAM,KAAKH,QAAQ,kBAAkB,WAAW,qBAAqB,OAAO,CAAC;EACzF,OAAO,MAAM,KAAKM,+BAA+B,GAAG;CACxD;;;;CAKA,MAAM,iBACF,OACA,SAC8B;EAC9B,MAAM,KAAKF,QAAQ,MAAM;EACzB,MAAM,WAAW,0BAA0B,OAAO,KAAKD,SAAS;EAChE,MAAM,YAAY,MAAM,0BAA0B,QAAQ;EAC1D,MAAM,MAAM,MAAM,KAAKH,QAAQ,uBAC3B,WACA,qBAAqB,OAAO,CAChC;EACA,OAAO,MAAM,KAAKO,8BAA8B,GAAG;CACvD;;;;CAKA,UAAU,OAA2C;EACjD,MAAM,UAAU,2BAA2B,MAAM,UAAU;EAC3D,OAAO,8BAA8B,KAAKL,WAAW;GACjD;GACA,QAAQM;GACR,aAAa,KAAKJ,QAAQ,MAAM;GAChC,gBAAgB,SAAS;IACrB,MAAM,IAAI,MAAM,KAAKC,sBAAsB,IAAI;IAC/C,MAAM,QAAQ,CAAC;GACnB;GACA,aAAa,MAAM;GACnB,gBAAgB,MAAM;GACtB,SAAS,MAAM;EACnB,CAAC;CACL;AACJ"}

package/dist/services/candles/candles.js

@@ -1,8 +1,7 @@
 import { parse } from "../../shared/validation.js";
 import { toConnectCallOptions } from "../../shared/request-options.js";
-import { publicationHandlerErrorContext } from "../../shared/subscription-errors.js";
 import { CandlePointSchema, MarketDataService } from "../../gen/marketdata/v1/marketdata_pb.js";
-import { createReadyGate } from "../../shared/decimal-surface.js";
+import { connectReadyGatedProtoChannel } from "../../realtime/ready-gated-subscription.js";
 import { TimeframeCodec } from "./candles.codecs.js";
 import { CandlePointSchema as CandlePointSchema$1, ListCandlesInputSchema, TimeframeSchema, createCandleColumnarIntSchema, createCandleColumnarSchema, createCandleRowIntSchema, createCandleRowSchema } from "./candles.schemas.js";
 import { createClient } from "@connectrpc/connect";
@@ -82,20 +81,18 @@ var CandlesService = class {
 		});
 		const protoTimeframe = TimeframeCodec.inputToProto[params.timeframe];
 		const channel = `public:spot:market:candles:${params.timeframe}:${params.symbolId}:proto`;
-		const gate = createReadyGate(() => this.#scales.ready(), (error) => input.onError?.(publicationHandlerErrorContext(channel, error)));
-		return this.#realtime.connectProtoChannel({
+		return connectReadyGatedProtoChannel(this.#realtime, {
 			channel,
 			schema: CandlePointSchema,
+			ready: () => this.#scales.ready(),
 			onPublication: (data) => {
-				gate.run(() => {
-					const point = parse(CandlePointSchema$1, data);
-					const candle = parse(schema, {
-						...point,
-						symbolId: params.symbolId,
-						timeframe: protoTimeframe
-					});
-					input.onEvent(candle);
+				const point = parse(CandlePointSchema$1, data);
+				const candle = parse(schema, {
+					...point,
+					symbolId: params.symbolId,
+					timeframe: protoTimeframe
 				});
+				input.onEvent(candle);
 			},
 			onConnected: input.onOpen,
 			onDisconnected: input.onClose,

package/dist/services/candles/candles.js.map

@@ -1 +1 @@
-{"version":3,"file":"candles.js","names":["#client","Proto.MarketDataService","#realtime","#scales","#rowSchema","#rowIntSchema","#columnarSchema","#columnarIntSchema","CandlePointSchema","#subscribeWithSchema","Proto.CandlePointSchema"],"sources":["../../../src/services/candles/candles.ts"],"sourcesContent":["import { createClient, type Client, type Transport } from \"@connectrpc/connect\";\nimport { publicationHandlerErrorContext } from \"../../shared/subscription-errors.js\";\nimport * as Proto from \"../../gen/marketdata/v1/marketdata_pb.js\";\nimport * as v from \"valibot\";\nimport { parse } from \"../../shared/validation.js\";\nimport type { PolyesterRealtime } from \"../../realtime/types.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    type CandleColumnar,\n    createCandleRowSchema,\n    createCandleRowIntSchema,\n    createCandleColumnarSchema,\n    createCandleColumnarIntSchema,\n    CandlePointSchema,\n    TimeframeSchema,\n    type Candle,\n    type CandleInt,\n    type Timeframe,\n    type CandleColumnarInt,\n    type GetCandlesInput,\n    type GetCandlesColumnsInput,\n    ListCandlesInputSchema,\n} from \"./candles.schemas.js\";\nimport { TimeframeCodec } from \"./candles.codecs.js\";\n\ninterface SubscribeCandlesInput extends BaseSubscribeInput<Candle> {\n    symbolId: number;\n    timeframe: Timeframe;\n}\n\ninterface SubscribeCandlesIntsInput extends BaseSubscribeInput<CandleInt> {\n    symbolId: number;\n    timeframe: Timeframe;\n}\n\nconst SubscribeCandlesParamsSchema = v.object({\n    symbolId: v.pipe(v.number(), v.integer(), v.gtValue(0)),\n    timeframe: TimeframeSchema,\n});\n\n/**\n * Reads and streams public spot OHLCV candle data in row and columnar formats.\n */\nexport class CandlesService {\n    #client: Client<typeof Proto.MarketDataService>;\n    #realtime: PolyesterRealtime;\n    #scales: SdkScales;\n    #rowSchema: ReturnType<typeof createCandleRowSchema>;\n    #rowIntSchema: ReturnType<typeof createCandleRowIntSchema>;\n    #columnarSchema: ReturnType<typeof createCandleColumnarSchema>;\n    #columnarIntSchema: ReturnType<typeof createCandleColumnarIntSchema>;\n\n    constructor(transport: Transport, realtime: PolyesterRealtime, scales: SdkScales) {\n        this.#client = createClient(Proto.MarketDataService, transport);\n        this.#realtime = realtime;\n        this.#scales = scales;\n        this.#rowSchema = createCandleRowSchema(scales);\n        this.#rowIntSchema = createCandleRowIntSchema(scales);\n        this.#columnarSchema = createCandleColumnarSchema(scales);\n        this.#columnarIntSchema = createCandleColumnarIntSchema(scales);\n    }\n\n    /**\n     * Returns OHLCV candles for a symbol/timeframe request, mapped into row objects with symbol id and timeframe. The proto response is newest-first and may include incomplete/reference data depending on input flags.\n     */\n    async list(input: GetCandlesInput, options?: PolyesterRequestOptions): Promise<Candle[]> {\n        const validatedInput = parse(ListCandlesInputSchema, input);\n        await this.#scales.ready();\n        const res = await this.#client.getCandles(validatedInput, toConnectCallOptions(options));\n        const candles = parse(v.optional(v.array(CandlePointSchema), []), res.candles);\n        return candles.map((c) =>\n            parse(this.#rowSchema, {\n                ...c,\n                symbolId: res.symbolId,\n                timeframe: res.timeframe,\n            }),\n        );\n    }\n\n    /**\n     * Returns candle data in chart-friendly column arrays ordered oldest-first by bucket start time. This preserves decimal-string SDK formatting from the columnar schema.\n     */\n    async listColumnar(\n        input: GetCandlesColumnsInput,\n        options?: PolyesterRequestOptions,\n    ): Promise<CandleColumnar> {\n        const validatedInput = parse(ListCandlesInputSchema, input);\n        await this.#scales.ready();\n        const res = await this.#client.getCandlesColumns(\n            validatedInput,\n            toConnectCallOptions(options),\n        );\n        return parse(this.#columnarSchema, res);\n    }\n\n    /**\n     * Returns the same columnar candle series keyed by numeric bucket-start seconds (`tsSec`) instead of `time`.\n     */\n    async listColumnarInts(\n        input: GetCandlesColumnsInput,\n        options?: PolyesterRequestOptions,\n    ): Promise<CandleColumnarInt> {\n        const validatedInput = parse(ListCandlesInputSchema, input);\n        await this.#scales.ready();\n        const res = await this.#client.getCandlesColumns(\n            validatedInput,\n            toConnectCallOptions(options),\n        );\n        return parse(this.#columnarIntSchema, res);\n    }\n\n    /**\n     * Subscribes to live candle updates on public:spot:market:candles:{timeframe}:{symbolId}:proto and emits row-form candles.\n     */\n    subscribe(input: SubscribeCandlesInput): () => void {\n        return this.#subscribeWithSchema(input, this.#rowSchema);\n    }\n\n    /**\n     * Subscribes to the same live candle channel as subscribe and emits row candles parsed through the row-int schema.\n     */\n    subscribeInts(input: SubscribeCandlesIntsInput): () => void {\n        return this.#subscribeWithSchema(input, this.#rowIntSchema);\n    }\n\n    #subscribeWithSchema(\n        input: SubscribeCandlesInput | SubscribeCandlesIntsInput,\n        schema: ReturnType<typeof createCandleRowSchema>,\n    ): () => void {\n        const params = parse(SubscribeCandlesParamsSchema, {\n            symbolId: input.symbolId,\n            timeframe: input.timeframe,\n        });\n        const protoTimeframe = TimeframeCodec.inputToProto[params.timeframe];\n        const channel = `public:spot:market:candles:${params.timeframe}:${params.symbolId}:proto`;\n        const gate = createReadyGate(\n            () => this.#scales.ready(),\n            (error) => input.onError?.(publicationHandlerErrorContext(channel, error)),\n        );\n        return this.#realtime.connectProtoChannel({\n            channel,\n            schema: Proto.CandlePointSchema,\n            onPublication: (data) => {\n                gate.run(() => {\n                    const point = parse(CandlePointSchema, data);\n                    const candle = parse(schema, {\n                        ...point,\n                        symbolId: params.symbolId,\n                        timeframe: protoTimeframe,\n                    });\n                    input.onEvent(candle);\n                });\n            },\n            onConnected: input.onOpen,\n            onDisconnected: input.onClose,\n            onError: input.onError,\n        });\n    }\n}\n"],"mappings":";;;;;;;;;;AAwCA,MAAM,+BAA+B,EAAE,OAAO;CAC1C,UAAU,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,QAAQ,GAAG,EAAE,QAAQ,CAAC,CAAC;CACtD,WAAW;AACf,CAAC;;;;AAKD,IAAa,iBAAb,MAA4B;CACxB;CACA;CACA;CACA;CACA;CACA;CACA;CAEA,YAAY,WAAsB,UAA6B,QAAmB;EAC9E,KAAKA,UAAU,aAAaC,mBAAyB,SAAS;EAC9D,KAAKC,YAAY;EACjB,KAAKC,UAAU;EACf,KAAKC,aAAa,sBAAsB,MAAM;EAC9C,KAAKC,gBAAgB,yBAAyB,MAAM;EACpD,KAAKC,kBAAkB,2BAA2B,MAAM;EACxD,KAAKC,qBAAqB,8BAA8B,MAAM;CAClE;;;;CAKA,MAAM,KAAK,OAAwB,SAAsD;EACrF,MAAM,iBAAiB,MAAM,wBAAwB,KAAK;EAC1D,MAAM,KAAKJ,QAAQ,MAAM;EACzB,MAAM,MAAM,MAAM,KAAKH,QAAQ,WAAW,gBAAgB,qBAAqB,OAAO,CAAC;EAEvF,OADgB,MAAM,EAAE,SAAS,EAAE,MAAMQ,mBAAiB,GAAG,CAAC,CAAC,GAAG,IAAI,OACzD,CAAC,CAAC,KAAK,MAChB,MAAM,KAAKJ,YAAY;GACnB,GAAG;GACH,UAAU,IAAI;GACd,WAAW,IAAI;EACnB,CAAC,CACL;CACJ;;;;CAKA,MAAM,aACF,OACA,SACuB;EACvB,MAAM,iBAAiB,MAAM,wBAAwB,KAAK;EAC1D,MAAM,KAAKD,QAAQ,MAAM;EACzB,MAAM,MAAM,MAAM,KAAKH,QAAQ,kBAC3B,gBACA,qBAAqB,OAAO,CAChC;EACA,OAAO,MAAM,KAAKM,iBAAiB,GAAG;CAC1C;;;;CAKA,MAAM,iBACF,OACA,SAC0B;EAC1B,MAAM,iBAAiB,MAAM,wBAAwB,KAAK;EAC1D,MAAM,KAAKH,QAAQ,MAAM;EACzB,MAAM,MAAM,MAAM,KAAKH,QAAQ,kBAC3B,gBACA,qBAAqB,OAAO,CAChC;EACA,OAAO,MAAM,KAAKO,oBAAoB,GAAG;CAC7C;;;;CAKA,UAAU,OAA0C;EAChD,OAAO,KAAKE,qBAAqB,OAAO,KAAKL,UAAU;CAC3D;;;;CAKA,cAAc,OAA8C;EACxD,OAAO,KAAKK,qBAAqB,OAAO,KAAKJ,aAAa;CAC9D;CAEA,qBACI,OACA,QACU;EACV,MAAM,SAAS,MAAM,8BAA8B;GAC/C,UAAU,MAAM;GAChB,WAAW,MAAM;EACrB,CAAC;EACD,MAAM,iBAAiB,eAAe,aAAa,OAAO;EAC1D,MAAM,UAAU,8BAA8B,OAAO,UAAU,GAAG,OAAO,SAAS;EAClF,MAAM,OAAO,sBACH,KAAKF,QAAQ,MAAM,IACxB,UAAU,MAAM,UAAU,+BAA+B,SAAS,KAAK,CAAC,CAC7E;EACA,OAAO,KAAKD,UAAU,oBAAoB;GACtC;GACA,QAAQQ;GACR,gBAAgB,SAAS;IACrB,KAAK,UAAU;KACX,MAAM,QAAQ,MAAMF,qBAAmB,IAAI;KAC3C,MAAM,SAAS,MAAM,QAAQ;MACzB,GAAG;MACH,UAAU,OAAO;MACjB,WAAW;KACf,CAAC;KACD,MAAM,QAAQ,MAAM;IACxB,CAAC;GACL;GACA,aAAa,MAAM;GACnB,gBAAgB,MAAM;GACtB,SAAS,MAAM;EACnB,CAAC;CACL;AACJ"}
+{"version":3,"file":"candles.js","names":["#client","Proto.MarketDataService","#realtime","#scales","#rowSchema","#rowIntSchema","#columnarSchema","#columnarIntSchema","CandlePointSchema","#subscribeWithSchema","Proto.CandlePointSchema"],"sources":["../../../src/services/candles/candles.ts"],"sourcesContent":["import { createClient, type Client, type Transport } from \"@connectrpc/connect\";\nimport * as Proto from \"../../gen/marketdata/v1/marketdata_pb.js\";\nimport * as v from \"valibot\";\nimport { parse } from \"../../shared/validation.js\";\nimport type { PolyesterRealtime } from \"../../realtime/types.js\";\nimport { connectReadyGatedProtoChannel } from \"../../realtime/ready-gated-subscription.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    type CandleColumnar,\n    createCandleRowSchema,\n    createCandleRowIntSchema,\n    createCandleColumnarSchema,\n    createCandleColumnarIntSchema,\n    CandlePointSchema,\n    TimeframeSchema,\n    type Candle,\n    type CandleInt,\n    type Timeframe,\n    type CandleColumnarInt,\n    type GetCandlesInput,\n    type GetCandlesColumnsInput,\n    ListCandlesInputSchema,\n} from \"./candles.schemas.js\";\nimport { TimeframeCodec } from \"./candles.codecs.js\";\n\ninterface SubscribeCandlesInput extends BaseSubscribeInput<Candle> {\n    symbolId: number;\n    timeframe: Timeframe;\n}\n\ninterface SubscribeCandlesIntsInput extends BaseSubscribeInput<CandleInt> {\n    symbolId: number;\n    timeframe: Timeframe;\n}\n\nconst SubscribeCandlesParamsSchema = v.object({\n    symbolId: v.pipe(v.number(), v.integer(), v.gtValue(0)),\n    timeframe: TimeframeSchema,\n});\n\n/**\n * Reads and streams public spot OHLCV candle data in row and columnar formats.\n */\nexport class CandlesService {\n    #client: Client<typeof Proto.MarketDataService>;\n    #realtime: PolyesterRealtime;\n    #scales: SdkScales;\n    #rowSchema: ReturnType<typeof createCandleRowSchema>;\n    #rowIntSchema: ReturnType<typeof createCandleRowIntSchema>;\n    #columnarSchema: ReturnType<typeof createCandleColumnarSchema>;\n    #columnarIntSchema: ReturnType<typeof createCandleColumnarIntSchema>;\n\n    constructor(transport: Transport, realtime: PolyesterRealtime, scales: SdkScales) {\n        this.#client = createClient(Proto.MarketDataService, transport);\n        this.#realtime = realtime;\n        this.#scales = scales;\n        this.#rowSchema = createCandleRowSchema(scales);\n        this.#rowIntSchema = createCandleRowIntSchema(scales);\n        this.#columnarSchema = createCandleColumnarSchema(scales);\n        this.#columnarIntSchema = createCandleColumnarIntSchema(scales);\n    }\n\n    /**\n     * Returns OHLCV candles for a symbol/timeframe request, mapped into row objects with symbol id and timeframe. The proto response is newest-first and may include incomplete/reference data depending on input flags.\n     */\n    async list(input: GetCandlesInput, options?: PolyesterRequestOptions): Promise<Candle[]> {\n        const validatedInput = parse(ListCandlesInputSchema, input);\n        await this.#scales.ready();\n        const res = await this.#client.getCandles(validatedInput, toConnectCallOptions(options));\n        const candles = parse(v.optional(v.array(CandlePointSchema), []), res.candles);\n        return candles.map((c) =>\n            parse(this.#rowSchema, {\n                ...c,\n                symbolId: res.symbolId,\n                timeframe: res.timeframe,\n            }),\n        );\n    }\n\n    /**\n     * Returns candle data in chart-friendly column arrays ordered oldest-first by bucket start time. This preserves decimal-string SDK formatting from the columnar schema.\n     */\n    async listColumnar(\n        input: GetCandlesColumnsInput,\n        options?: PolyesterRequestOptions,\n    ): Promise<CandleColumnar> {\n        const validatedInput = parse(ListCandlesInputSchema, input);\n        await this.#scales.ready();\n        const res = await this.#client.getCandlesColumns(\n            validatedInput,\n            toConnectCallOptions(options),\n        );\n        return parse(this.#columnarSchema, res);\n    }\n\n    /**\n     * Returns the same columnar candle series keyed by numeric bucket-start seconds (`tsSec`) instead of `time`.\n     */\n    async listColumnarInts(\n        input: GetCandlesColumnsInput,\n        options?: PolyesterRequestOptions,\n    ): Promise<CandleColumnarInt> {\n        const validatedInput = parse(ListCandlesInputSchema, input);\n        await this.#scales.ready();\n        const res = await this.#client.getCandlesColumns(\n            validatedInput,\n            toConnectCallOptions(options),\n        );\n        return parse(this.#columnarIntSchema, res);\n    }\n\n    /**\n     * Subscribes to live candle updates on public:spot:market:candles:{timeframe}:{symbolId}:proto and emits row-form candles.\n     */\n    subscribe(input: SubscribeCandlesInput): () => void {\n        return this.#subscribeWithSchema(input, this.#rowSchema);\n    }\n\n    /**\n     * Subscribes to the same live candle channel as subscribe and emits row candles parsed through the row-int schema.\n     */\n    subscribeInts(input: SubscribeCandlesIntsInput): () => void {\n        return this.#subscribeWithSchema(input, this.#rowIntSchema);\n    }\n\n    #subscribeWithSchema(\n        input: SubscribeCandlesInput | SubscribeCandlesIntsInput,\n        schema: ReturnType<typeof createCandleRowSchema>,\n    ): () => void {\n        const params = parse(SubscribeCandlesParamsSchema, {\n            symbolId: input.symbolId,\n            timeframe: input.timeframe,\n        });\n        const protoTimeframe = TimeframeCodec.inputToProto[params.timeframe];\n        const channel = `public:spot:market:candles:${params.timeframe}:${params.symbolId}:proto`;\n        return connectReadyGatedProtoChannel(this.#realtime, {\n            channel,\n            schema: Proto.CandlePointSchema,\n            ready: () => this.#scales.ready(),\n            onPublication: (data) => {\n                const point = parse(CandlePointSchema, data);\n                const candle = parse(schema, {\n                    ...point,\n                    symbolId: params.symbolId,\n                    timeframe: protoTimeframe,\n                });\n                input.onEvent(candle);\n            },\n            onConnected: input.onOpen,\n            onDisconnected: input.onClose,\n            onError: input.onError,\n        });\n    }\n}\n"],"mappings":";;;;;;;;;AAwCA,MAAM,+BAA+B,EAAE,OAAO;CAC1C,UAAU,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,QAAQ,GAAG,EAAE,QAAQ,CAAC,CAAC;CACtD,WAAW;AACf,CAAC;;;;AAKD,IAAa,iBAAb,MAA4B;CACxB;CACA;CACA;CACA;CACA;CACA;CACA;CAEA,YAAY,WAAsB,UAA6B,QAAmB;EAC9E,KAAKA,UAAU,aAAaC,mBAAyB,SAAS;EAC9D,KAAKC,YAAY;EACjB,KAAKC,UAAU;EACf,KAAKC,aAAa,sBAAsB,MAAM;EAC9C,KAAKC,gBAAgB,yBAAyB,MAAM;EACpD,KAAKC,kBAAkB,2BAA2B,MAAM;EACxD,KAAKC,qBAAqB,8BAA8B,MAAM;CAClE;;;;CAKA,MAAM,KAAK,OAAwB,SAAsD;EACrF,MAAM,iBAAiB,MAAM,wBAAwB,KAAK;EAC1D,MAAM,KAAKJ,QAAQ,MAAM;EACzB,MAAM,MAAM,MAAM,KAAKH,QAAQ,WAAW,gBAAgB,qBAAqB,OAAO,CAAC;EAEvF,OADgB,MAAM,EAAE,SAAS,EAAE,MAAMQ,mBAAiB,GAAG,CAAC,CAAC,GAAG,IAAI,OACzD,CAAC,CAAC,KAAK,MAChB,MAAM,KAAKJ,YAAY;GACnB,GAAG;GACH,UAAU,IAAI;GACd,WAAW,IAAI;EACnB,CAAC,CACL;CACJ;;;;CAKA,MAAM,aACF,OACA,SACuB;EACvB,MAAM,iBAAiB,MAAM,wBAAwB,KAAK;EAC1D,MAAM,KAAKD,QAAQ,MAAM;EACzB,MAAM,MAAM,MAAM,KAAKH,QAAQ,kBAC3B,gBACA,qBAAqB,OAAO,CAChC;EACA,OAAO,MAAM,KAAKM,iBAAiB,GAAG;CAC1C;;;;CAKA,MAAM,iBACF,OACA,SAC0B;EAC1B,MAAM,iBAAiB,MAAM,wBAAwB,KAAK;EAC1D,MAAM,KAAKH,QAAQ,MAAM;EACzB,MAAM,MAAM,MAAM,KAAKH,QAAQ,kBAC3B,gBACA,qBAAqB,OAAO,CAChC;EACA,OAAO,MAAM,KAAKO,oBAAoB,GAAG;CAC7C;;;;CAKA,UAAU,OAA0C;EAChD,OAAO,KAAKE,qBAAqB,OAAO,KAAKL,UAAU;CAC3D;;;;CAKA,cAAc,OAA8C;EACxD,OAAO,KAAKK,qBAAqB,OAAO,KAAKJ,aAAa;CAC9D;CAEA,qBACI,OACA,QACU;EACV,MAAM,SAAS,MAAM,8BAA8B;GAC/C,UAAU,MAAM;GAChB,WAAW,MAAM;EACrB,CAAC;EACD,MAAM,iBAAiB,eAAe,aAAa,OAAO;EAC1D,MAAM,UAAU,8BAA8B,OAAO,UAAU,GAAG,OAAO,SAAS;EAClF,OAAO,8BAA8B,KAAKH,WAAW;GACjD;GACA,QAAQQ;GACR,aAAa,KAAKP,QAAQ,MAAM;GAChC,gBAAgB,SAAS;IACrB,MAAM,QAAQ,MAAMK,qBAAmB,IAAI;IAC3C,MAAM,SAAS,MAAM,QAAQ;KACzB,GAAG;KACH,UAAU,OAAO;KACjB,WAAW;IACf,CAAC;IACD,MAAM,QAAQ,MAAM;GACxB;GACA,aAAa,MAAM;GACnB,gBAAgB,MAAM;GACtB,SAAS,MAAM;EACnB,CAAC;CACL;AACJ"}

package/dist/services/heatmap/heatmap.js

@@ -1,7 +1,6 @@
 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 { connectReadyGatedProtoChannel } from "../../realtime/ready-gated-subscription.js";
 import { HeatmapLiveBucketSchema, HeatmapService as HeatmapService$1, HeatmapTimeRangeSchema } from "../../gen/marketdata/v1/heatmap_pb.js";
 import { HEATMAP_INTERVAL_VALUES } from "./heatmap.codecs.js";
 import { GetOrderbookHeatmapInputSchema, createOrderbookHeatmapLiveBucketSchema, createOrderbookHeatmapResponseSchema } from "./heatmap.schemas.js";
@@ -58,15 +57,13 @@ var HeatmapService = class {
 			interval: input.interval
 		});
 		const channel = `public:spot:market:heatmap:${params.interval}:${params.symbolId}:proto`;
-		const gate = createReadyGate(() => this.#scales.ready(), (error) => input.onError?.(publicationHandlerErrorContext(channel, error)));
-		return this.#realtime.connectProtoChannel({
+		return connectReadyGatedProtoChannel(this.#realtime, {
 			channel,
 			schema: HeatmapLiveBucketSchema,
+			ready: () => this.#scales.ready(),
 			onPublication: (data) => {
-				gate.run(() => {
-					const bucket = parse(this.#liveBucketSchema, data);
-					input.onEvent(bucket);
-				});
+				const bucket = parse(this.#liveBucketSchema, data);
+				input.onEvent(bucket);
 			},
 			onConnected: input.onOpen,
 			onDisconnected: input.onClose,

package/dist/services/heatmap/heatmap.js.map

@@ -1 +1 @@
-{"version":3,"file":"heatmap.js","names":["#client","HeatmapRpc","#realtime","#scales","#responseSchema","#liveBucketSchema","ProtoHeatmapLiveBucketSchema"],"sources":["../../../src/services/heatmap/heatmap.ts"],"sourcesContent":["import { createClient, type Client, type Transport } from \"@connectrpc/connect\";\nimport { create } from \"@bufbuild/protobuf\";\nimport { publicationHandlerErrorContext } from \"../../shared/subscription-errors.js\";\nimport {\n    HeatmapService as HeatmapRpc,\n    HeatmapLiveBucketSchema as ProtoHeatmapLiveBucketSchema,\n    HeatmapTimeRangeSchema,\n} from \"../../gen/marketdata/v1/heatmap_pb.js\";\nimport type { PolyesterRealtime } from \"../../realtime/types.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 { HEATMAP_INTERVAL_VALUES, type HeatmapIntervalValue } from \"./heatmap.codecs.js\";\nimport * as v from \"valibot\";\nimport { parse } from \"../../shared/validation.js\";\nimport {\n    GetOrderbookHeatmapInputSchema,\n    createOrderbookHeatmapLiveBucketSchema,\n    createOrderbookHeatmapResponseSchema,\n    type GetOrderbookHeatmapInput,\n    type OrderbookHeatmapLiveBucket,\n    type OrderbookHeatmapResponse,\n} from \"./heatmap.schemas.js\";\n\nexport interface OrderbookHeatmapProvider {\n    getOrderbookHeatmap(\n        input: GetOrderbookHeatmapInput,\n        options?: PolyesterRequestOptions,\n    ): Promise<OrderbookHeatmapResponse>;\n}\n\ninterface SubscribeHeatmapLiveInput extends BaseSubscribeInput<OrderbookHeatmapLiveBucket> {\n    symbolId: number;\n    interval: HeatmapIntervalValue;\n}\n\nconst SubscribeHeatmapLiveParamsSchema = v.object({\n    symbolId: v.pipe(v.number(), v.integer(), v.gtValue(0)),\n    interval: v.picklist(HEATMAP_INTERVAL_VALUES),\n});\n\n/**\n * Reads historical order book heatmap chains and streams live heatmap buckets.\n */\nexport class HeatmapService implements OrderbookHeatmapProvider {\n    #client: Client<typeof HeatmapRpc>;\n    #realtime: PolyesterRealtime;\n    #scales: SdkScales;\n    #responseSchema: ReturnType<typeof createOrderbookHeatmapResponseSchema>;\n    #liveBucketSchema: ReturnType<typeof createOrderbookHeatmapLiveBucketSchema>;\n\n    constructor(transport: Transport, realtime: PolyesterRealtime, scales: SdkScales) {\n        this.#client = createClient(HeatmapRpc, transport);\n        this.#realtime = realtime;\n        this.#scales = scales;\n        this.#responseSchema = createOrderbookHeatmapResponseSchema(scales);\n        this.#liveBucketSchema = createOrderbookHeatmapLiveBucketSchema(scales);\n    }\n\n    /**\n     * Fetches order book heatmap data for a symbol, interval, depth, and quantity mode using either an absolute time range or cursor pagination. The response includes a keyframe anchor, delta buckets, pagination metadata, and live-anchor fields when available.\n     */\n    async getOrderbookHeatmap(\n        input: GetOrderbookHeatmapInput,\n        options?: PolyesterRequestOptions,\n    ): Promise<OrderbookHeatmapResponse> {\n        const parsed = parse(GetOrderbookHeatmapInputSchema, input);\n        await this.#scales.ready();\n\n        const res = await this.#client.getOrderbookHeatmap(\n            {\n                symbolId: parsed.symbolId,\n                interval: parsed.interval,\n                depth: parsed.depth,\n                quantityMode: parsed.quantityMode,\n                limit: parsed.limit,\n                pageToken: parsed.pageToken,\n                timeRange:\n                    parsed.timeRange != null\n                        ? create(HeatmapTimeRangeSchema, {\n                              startTime: parsed.timeRange.startTime,\n                              endTime: parsed.timeRange.endTime,\n                          })\n                        : undefined,\n            },\n            toConnectCallOptions(options),\n        );\n        return parse(this.#responseSchema, res);\n    }\n\n    /**\n     * Subscribes to live heatmap buckets on public:spot:market:heatmap:{interval}:{symbolId}:proto and emits parsed bid/ask delta buckets for the selected interval.\n     */\n    subscribeLive(input: SubscribeHeatmapLiveInput): () => void {\n        const params = parse(SubscribeHeatmapLiveParamsSchema, {\n            symbolId: input.symbolId,\n            interval: input.interval,\n        });\n        const channel = `public:spot:market:heatmap:${params.interval}:${params.symbolId}:proto`;\n        const gate = createReadyGate(\n            () => this.#scales.ready(),\n            (error) => input.onError?.(publicationHandlerErrorContext(channel, error)),\n        );\n        return this.#realtime.connectProtoChannel({\n            channel,\n            schema: ProtoHeatmapLiveBucketSchema,\n            onPublication: (data) => {\n                gate.run(() => {\n                    const bucket = parse(this.#liveBucketSchema, data);\n                    input.onEvent(bucket);\n                });\n            },\n            onConnected: input.onOpen,\n            onDisconnected: input.onClose,\n            onError: input.onError,\n        });\n    }\n}\n"],"mappings":";;;;;;;;;;;AAuCA,MAAM,mCAAmC,EAAE,OAAO;CAC9C,UAAU,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,QAAQ,GAAG,EAAE,QAAQ,CAAC,CAAC;CACtD,UAAU,EAAE,SAAS,uBAAuB;AAChD,CAAC;;;;AAKD,IAAa,iBAAb,MAAgE;CAC5D;CACA;CACA;CACA;CACA;CAEA,YAAY,WAAsB,UAA6B,QAAmB;EAC9E,KAAKA,UAAU,aAAaC,kBAAY,SAAS;EACjD,KAAKC,YAAY;EACjB,KAAKC,UAAU;EACf,KAAKC,kBAAkB,qCAAqC,MAAM;EAClE,KAAKC,oBAAoB,uCAAuC,MAAM;CAC1E;;;;CAKA,MAAM,oBACF,OACA,SACiC;EACjC,MAAM,SAAS,MAAM,gCAAgC,KAAK;EAC1D,MAAM,KAAKF,QAAQ,MAAM;EAEzB,MAAM,MAAM,MAAM,KAAKH,QAAQ,oBAC3B;GACI,UAAU,OAAO;GACjB,UAAU,OAAO;GACjB,OAAO,OAAO;GACd,cAAc,OAAO;GACrB,OAAO,OAAO;GACd,WAAW,OAAO;GAClB,WACI,OAAO,aAAa,OACd,OAAO,wBAAwB;IAC3B,WAAW,OAAO,UAAU;IAC5B,SAAS,OAAO,UAAU;GAC9B,CAAC,IACD,KAAA;EACd,GACA,qBAAqB,OAAO,CAChC;EACA,OAAO,MAAM,KAAKI,iBAAiB,GAAG;CAC1C;;;;CAKA,cAAc,OAA8C;EACxD,MAAM,SAAS,MAAM,kCAAkC;GACnD,UAAU,MAAM;GAChB,UAAU,MAAM;EACpB,CAAC;EACD,MAAM,UAAU,8BAA8B,OAAO,SAAS,GAAG,OAAO,SAAS;EACjF,MAAM,OAAO,sBACH,KAAKD,QAAQ,MAAM,IACxB,UAAU,MAAM,UAAU,+BAA+B,SAAS,KAAK,CAAC,CAC7E;EACA,OAAO,KAAKD,UAAU,oBAAoB;GACtC;GACA,QAAQI;GACR,gBAAgB,SAAS;IACrB,KAAK,UAAU;KACX,MAAM,SAAS,MAAM,KAAKD,mBAAmB,IAAI;KACjD,MAAM,QAAQ,MAAM;IACxB,CAAC;GACL;GACA,aAAa,MAAM;GACnB,gBAAgB,MAAM;GACtB,SAAS,MAAM;EACnB,CAAC;CACL;AACJ"}
+{"version":3,"file":"heatmap.js","names":["#client","HeatmapRpc","#realtime","#scales","#responseSchema","#liveBucketSchema","ProtoHeatmapLiveBucketSchema"],"sources":["../../../src/services/heatmap/heatmap.ts"],"sourcesContent":["import { createClient, type Client, type Transport } from \"@connectrpc/connect\";\nimport { create } from \"@bufbuild/protobuf\";\nimport {\n    HeatmapService as HeatmapRpc,\n    HeatmapLiveBucketSchema as ProtoHeatmapLiveBucketSchema,\n    HeatmapTimeRangeSchema,\n} from \"../../gen/marketdata/v1/heatmap_pb.js\";\nimport type { PolyesterRealtime } from \"../../realtime/types.js\";\nimport { connectReadyGatedProtoChannel } from \"../../realtime/ready-gated-subscription.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 { HEATMAP_INTERVAL_VALUES, type HeatmapIntervalValue } from \"./heatmap.codecs.js\";\nimport * as v from \"valibot\";\nimport { parse } from \"../../shared/validation.js\";\nimport {\n    GetOrderbookHeatmapInputSchema,\n    createOrderbookHeatmapLiveBucketSchema,\n    createOrderbookHeatmapResponseSchema,\n    type GetOrderbookHeatmapInput,\n    type OrderbookHeatmapLiveBucket,\n    type OrderbookHeatmapResponse,\n} from \"./heatmap.schemas.js\";\n\nexport interface OrderbookHeatmapProvider {\n    getOrderbookHeatmap(\n        input: GetOrderbookHeatmapInput,\n        options?: PolyesterRequestOptions,\n    ): Promise<OrderbookHeatmapResponse>;\n}\n\ninterface SubscribeHeatmapLiveInput extends BaseSubscribeInput<OrderbookHeatmapLiveBucket> {\n    symbolId: number;\n    interval: HeatmapIntervalValue;\n}\n\nconst SubscribeHeatmapLiveParamsSchema = v.object({\n    symbolId: v.pipe(v.number(), v.integer(), v.gtValue(0)),\n    interval: v.picklist(HEATMAP_INTERVAL_VALUES),\n});\n\n/**\n * Reads historical order book heatmap chains and streams live heatmap buckets.\n */\nexport class HeatmapService implements OrderbookHeatmapProvider {\n    #client: Client<typeof HeatmapRpc>;\n    #realtime: PolyesterRealtime;\n    #scales: SdkScales;\n    #responseSchema: ReturnType<typeof createOrderbookHeatmapResponseSchema>;\n    #liveBucketSchema: ReturnType<typeof createOrderbookHeatmapLiveBucketSchema>;\n\n    constructor(transport: Transport, realtime: PolyesterRealtime, scales: SdkScales) {\n        this.#client = createClient(HeatmapRpc, transport);\n        this.#realtime = realtime;\n        this.#scales = scales;\n        this.#responseSchema = createOrderbookHeatmapResponseSchema(scales);\n        this.#liveBucketSchema = createOrderbookHeatmapLiveBucketSchema(scales);\n    }\n\n    /**\n     * Fetches order book heatmap data for a symbol, interval, depth, and quantity mode using either an absolute time range or cursor pagination. The response includes a keyframe anchor, delta buckets, pagination metadata, and live-anchor fields when available.\n     */\n    async getOrderbookHeatmap(\n        input: GetOrderbookHeatmapInput,\n        options?: PolyesterRequestOptions,\n    ): Promise<OrderbookHeatmapResponse> {\n        const parsed = parse(GetOrderbookHeatmapInputSchema, input);\n        await this.#scales.ready();\n\n        const res = await this.#client.getOrderbookHeatmap(\n            {\n                symbolId: parsed.symbolId,\n                interval: parsed.interval,\n                depth: parsed.depth,\n                quantityMode: parsed.quantityMode,\n                limit: parsed.limit,\n                pageToken: parsed.pageToken,\n                timeRange:\n                    parsed.timeRange != null\n                        ? create(HeatmapTimeRangeSchema, {\n                              startTime: parsed.timeRange.startTime,\n                              endTime: parsed.timeRange.endTime,\n                          })\n                        : undefined,\n            },\n            toConnectCallOptions(options),\n        );\n        return parse(this.#responseSchema, res);\n    }\n\n    /**\n     * Subscribes to live heatmap buckets on public:spot:market:heatmap:{interval}:{symbolId}:proto and emits parsed bid/ask delta buckets for the selected interval.\n     */\n    subscribeLive(input: SubscribeHeatmapLiveInput): () => void {\n        const params = parse(SubscribeHeatmapLiveParamsSchema, {\n            symbolId: input.symbolId,\n            interval: input.interval,\n        });\n        const channel = `public:spot:market:heatmap:${params.interval}:${params.symbolId}:proto`;\n        return connectReadyGatedProtoChannel(this.#realtime, {\n            channel,\n            schema: ProtoHeatmapLiveBucketSchema,\n            ready: () => this.#scales.ready(),\n            onPublication: (data) => {\n                const bucket = parse(this.#liveBucketSchema, data);\n                input.onEvent(bucket);\n            },\n            onConnected: input.onOpen,\n            onDisconnected: input.onClose,\n            onError: input.onError,\n        });\n    }\n}\n"],"mappings":";;;;;;;;;;AAuCA,MAAM,mCAAmC,EAAE,OAAO;CAC9C,UAAU,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,QAAQ,GAAG,EAAE,QAAQ,CAAC,CAAC;CACtD,UAAU,EAAE,SAAS,uBAAuB;AAChD,CAAC;;;;AAKD,IAAa,iBAAb,MAAgE;CAC5D;CACA;CACA;CACA;CACA;CAEA,YAAY,WAAsB,UAA6B,QAAmB;EAC9E,KAAKA,UAAU,aAAaC,kBAAY,SAAS;EACjD,KAAKC,YAAY;EACjB,KAAKC,UAAU;EACf,KAAKC,kBAAkB,qCAAqC,MAAM;EAClE,KAAKC,oBAAoB,uCAAuC,MAAM;CAC1E;;;;CAKA,MAAM,oBACF,OACA,SACiC;EACjC,MAAM,SAAS,MAAM,gCAAgC,KAAK;EAC1D,MAAM,KAAKF,QAAQ,MAAM;EAEzB,MAAM,MAAM,MAAM,KAAKH,QAAQ,oBAC3B;GACI,UAAU,OAAO;GACjB,UAAU,OAAO;GACjB,OAAO,OAAO;GACd,cAAc,OAAO;GACrB,OAAO,OAAO;GACd,WAAW,OAAO;GAClB,WACI,OAAO,aAAa,OACd,OAAO,wBAAwB;IAC3B,WAAW,OAAO,UAAU;IAC5B,SAAS,OAAO,UAAU;GAC9B,CAAC,IACD,KAAA;EACd,GACA,qBAAqB,OAAO,CAChC;EACA,OAAO,MAAM,KAAKI,iBAAiB,GAAG;CAC1C;;;;CAKA,cAAc,OAA8C;EACxD,MAAM,SAAS,MAAM,kCAAkC;GACnD,UAAU,MAAM;GAChB,UAAU,MAAM;EACpB,CAAC;EACD,MAAM,UAAU,8BAA8B,OAAO,SAAS,GAAG,OAAO,SAAS;EACjF,OAAO,8BAA8B,KAAKF,WAAW;GACjD;GACA,QAAQI;GACR,aAAa,KAAKH,QAAQ,MAAM;GAChC,gBAAgB,SAAS;IACrB,MAAM,SAAS,MAAM,KAAKE,mBAAmB,IAAI;IACjD,MAAM,QAAQ,MAAM;GACxB;GACA,aAAa,MAAM;GACnB,gBAAgB,MAAM;GACtB,SAAS,MAAM;EACnB,CAAC;CACL;AACJ"}

package/dist/services/lifecycle/lifecycle.schemas.js

@@ -2,10 +2,10 @@ import { requiredEnumLabel } from "../../shared/proto-enum-codec.js";
 import { idToBigInt } from "../../utils/base58-id.js";
 import { PublicIdSchema } from "../../shared/schemas.js";
 import { scaledToDecimalOutput } from "../../shared/decimal-surface.js";
-import { fromU128 } from "../../utils/u128.js";
 import { FlowDomain, FlowKind, FlowState, LifecycleSource, RequestFeeStatus } from "../../gen/chain/lifecycle/v1/types_pb.js";
 import { FlowStep, FlowStepActivityKind, FlowTimelineStatus } from "../../gen/chain/lifecycle/v1/lifecycle_read_pb.js";
 import { LIFECYCLE_FLOW_KIND_VALUES, LIFECYCLE_FLOW_STATE_VALUES, LIFECYCLE_LIST_ORDER_BY_VALUES, LIFECYCLE_LIST_SCOPE_VALUES, LIFECYCLE_SORT_VALUES, LIFECYCLE_TX_LOOKUP_KIND_VALUES, LifecycleFlowDomainCodec, LifecycleFlowKindCodec, LifecycleFlowStateCodec, LifecycleFlowStepActivityKindCodec, LifecycleFlowStepCodec, LifecycleFlowTimelineStatusCodec, LifecycleListOrderByCodec, LifecycleListScopeCodec, LifecycleRequestFeeStatusCodec, LifecycleSortCodec, LifecycleSourceCodec, LifecycleTxLookupKindCodec, lifecycleReasonFromCode } from "./lifecycle.codecs.js";
+import { fromU128 } from "../../utils/u128.js";
 import * as v from "valibot";
 //#region src/services/lifecycle/lifecycle.schemas.ts
 const FlowKindSchema = v.picklist(LIFECYCLE_FLOW_KIND_VALUES);

package/dist/services/market-data/market-data.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"market-data.d.ts","names":[],"sources":["../../../src/services/market-data/market-data.ts"],"mappings":";;;;;;;;UAyBU,6BAA6B,mBAAmB;EACtD;;;;;cAMS;;EAMG,YAAA,WAAW,WAAW,UAAU,mBAAmB,QAAQ;;;;EAUjE,WACF,OAAO,sBACP,UAAU,0BACX;IAAU,QAAQ;IAAe;;;;;;;;;EAiB9B,cAAc,UAAU,0BAA0B,QAAQ;;;;EAQhE,gBAAgB,OAAO"}
+{"version":3,"file":"market-data.d.ts","names":[],"sources":["../../../src/services/market-data/market-data.ts"],"mappings":";;;;;;;;UAuBU,6BAA6B,mBAAmB;EACtD;;;;;cAMS;;EAMG,YAAA,WAAW,WAAW,UAAU,mBAAmB,QAAQ;;;;EAUjE,WACF,OAAO,sBACP,UAAU,0BACX;IAAU,QAAQ;IAAe;;;;;;;;;EAiB9B,cAAc,UAAU,0BAA0B,QAAQ;;;;EAQhE,gBAAgB,OAAO"}

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

@@ -1,8 +1,7 @@
 import { parse } from "../../shared/validation.js";
 import { toConnectCallOptions } from "../../shared/request-options.js";
-import { publicationHandlerErrorContext } from "../../shared/subscription-errors.js";
 import { MarketDataService as MarketDataService$1, MarketTradeSchema } from "../../gen/marketdata/v1/marketdata_pb.js";
-import { createReadyGate } from "../../shared/decimal-surface.js";
+import { connectReadyGatedProtoChannel } from "../../realtime/ready-gated-subscription.js";
 import { GetMarketTradesInputSchema, SpotConfigSchema, createMarketTradeSchema } from "./market-data.schemas.js";
 import { isDev } from "../../utils/is-dev.js";
 import { createClient } from "@connectrpc/connect";
@@ -54,15 +53,13 @@ var MarketDataService = class {
 			if (isDev()) console.error("Market trades subscription error", error);
 			input.onError?.(error);
 		};
-		const gate = createReadyGate(() => this.#scales.ready(), (error) => notifyError(publicationHandlerErrorContext(channel, error)));
-		return this.#realtime.connectProtoChannel({
+		return connectReadyGatedProtoChannel(this.#realtime, {
 			channel,
 			schema: MarketTradeSchema,
+			ready: () => this.#scales.ready(),
 			onPublication: (data) => {
-				gate.run(() => {
-					const trade = parse(this.#marketTradeSchema, data);
-					input.onEvent(trade);
-				});
+				const trade = parse(this.#marketTradeSchema, data);
+				input.onEvent(trade);
 			},
 			onConnected: () => input.onOpen?.(),
 			onDisconnected: () => input.onClose?.(),

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

@@ -1 +1 @@
-{"version":3,"file":"market-data.js","names":["#client","Proto.MarketDataService","#realtime","#scales","#marketTradeSchema","Proto.MarketTradeSchema"],"sources":["../../../src/services/market-data/market-data.ts"],"sourcesContent":["import * as Proto from \"../../gen/marketdata/v1/marketdata_pb.js\";\nimport type { PolyesterRealtime } from \"../../realtime/types.js\";\nimport { createClient, type Client, type Transport } from \"@connectrpc/connect\";\nimport {\n    publicationHandlerErrorContext,\n    type SdkSubscriptionErrorContext,\n} from \"../../shared/subscription-errors.js\";\nimport * as v from \"valibot\";\nimport { parse } from \"../../shared/validation.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    GetMarketTradesInputSchema,\n    createMarketTradeSchema,\n    type GetMarketTradesInput,\n    type SpotConfig,\n    SpotConfigSchema,\n    type MarketTrade,\n} from \"./market-data.schemas.js\";\nimport { isDev } from \"../../utils/is-dev.js\";\n\ninterface SubscribeTradesInput extends BaseSubscribeInput<MarketTrade> {\n    symbolId: number;\n}\n\n/**\n * Exposes public spot trades, spot configuration, and live trade streams.\n */\nexport class MarketDataService {\n    #client: Client<typeof Proto.MarketDataService>;\n    #realtime: PolyesterRealtime;\n    #scales: SdkScales;\n    #marketTradeSchema: ReturnType<typeof createMarketTradeSchema>;\n\n    constructor(transport: Transport, realtime: PolyesterRealtime, scales: SdkScales) {\n        this.#client = createClient(Proto.MarketDataService, transport);\n        this.#realtime = realtime;\n        this.#scales = scales;\n        this.#marketTradeSchema = createMarketTradeSchema(scales);\n    }\n\n    /**\n     * Returns recent public trades for one spot market, ordered newest-first by execution timestamp with match id as a tie-breaker. Supports limit, time bounds, side filtering, and match-id pagination.\n     */\n    async listTrades(\n        input: GetMarketTradesInput,\n        options?: PolyesterRequestOptions,\n    ): Promise<{ trades: MarketTrade[]; nextPageToken: string }> {\n        await this.#scales.ready();\n        const validatedInput = parse(GetMarketTradesInputSchema, input);\n        const res = await this.#client.getTrades(validatedInput, toConnectCallOptions(options));\n        return {\n            trades: parse(v.array(this.#marketTradeSchema), res.trades),\n            nextPageToken: res.nextPageToken,\n        };\n    }\n\n    /**\n     * Returns the cacheable spot reference-data snapshot, including asset metadata, pair trading constraints, display scales, statuses, and market slippage defaults.\n     *\n     * This is the catalog's own data source, so it must never wait on catalog\n     * readiness (that would deadlock the initial catalog refresh) and carries\n     * no decimal conversion.\n     */\n    async getSpotConfig(options?: PolyesterRequestOptions): Promise<SpotConfig> {\n        const res = await this.#client.getSpotConfig({}, toConnectCallOptions(options));\n        return parse(SpotConfigSchema, res);\n    }\n\n    /**\n     * Subscribes to public trade prints on public:spot:market:trades:{symbolId}:proto for the requested symbol and emits parsed market trades.\n     */\n    subscribeTrades(input: SubscribeTradesInput): () => void {\n        const symbolId = parse(v.pipe(v.number(), v.integer(), v.gtValue(0)), input.symbolId);\n        const channel = `public:spot:market:trades:${symbolId}:proto`;\n        const notifyError = (error: SdkSubscriptionErrorContext) => {\n            if (isDev()) {\n                console.error(\"Market trades subscription error\", error);\n            }\n            input.onError?.(error);\n        };\n        const gate = createReadyGate(\n            () => this.#scales.ready(),\n            (error) => notifyError(publicationHandlerErrorContext(channel, error)),\n        );\n        return this.#realtime.connectProtoChannel({\n            channel,\n            schema: Proto.MarketTradeSchema,\n            onPublication: (data) => {\n                gate.run(() => {\n                    const trade = parse(this.#marketTradeSchema, data);\n                    input.onEvent(trade);\n                });\n            },\n            onConnected: () => input.onOpen?.(),\n            onDisconnected: () => input.onClose?.(),\n            onError: notifyError,\n        });\n    }\n}\n"],"mappings":";;;;;;;;;;;;;AAgCA,IAAa,oBAAb,MAA+B;CAC3B;CACA;CACA;CACA;CAEA,YAAY,WAAsB,UAA6B,QAAmB;EAC9E,KAAKA,UAAU,aAAaC,qBAAyB,SAAS;EAC9D,KAAKC,YAAY;EACjB,KAAKC,UAAU;EACf,KAAKC,qBAAqB,wBAAwB,MAAM;CAC5D;;;;CAKA,MAAM,WACF,OACA,SACyD;EACzD,MAAM,KAAKD,QAAQ,MAAM;EACzB,MAAM,iBAAiB,MAAM,4BAA4B,KAAK;EAC9D,MAAM,MAAM,MAAM,KAAKH,QAAQ,UAAU,gBAAgB,qBAAqB,OAAO,CAAC;EACtF,OAAO;GACH,QAAQ,MAAM,EAAE,MAAM,KAAKI,kBAAkB,GAAG,IAAI,MAAM;GAC1D,eAAe,IAAI;EACvB;CACJ;;;;;;;;CASA,MAAM,cAAc,SAAwD;EACxE,MAAM,MAAM,MAAM,KAAKJ,QAAQ,cAAc,CAAC,GAAG,qBAAqB,OAAO,CAAC;EAC9E,OAAO,MAAM,kBAAkB,GAAG;CACtC;;;;CAKA,gBAAgB,OAAyC;EAErD,MAAM,UAAU,6BADC,MAAM,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,QAAQ,GAAG,EAAE,QAAQ,CAAC,CAAC,GAAG,MAAM,QACxB,EAAE;EACtD,MAAM,eAAe,UAAuC;GACxD,IAAI,MAAM,GACN,QAAQ,MAAM,oCAAoC,KAAK;GAE3D,MAAM,UAAU,KAAK;EACzB;EACA,MAAM,OAAO,sBACH,KAAKG,QAAQ,MAAM,IACxB,UAAU,YAAY,+BAA+B,SAAS,KAAK,CAAC,CACzE;EACA,OAAO,KAAKD,UAAU,oBAAoB;GACtC;GACA,QAAQG;GACR,gBAAgB,SAAS;IACrB,KAAK,UAAU;KACX,MAAM,QAAQ,MAAM,KAAKD,oBAAoB,IAAI;KACjD,MAAM,QAAQ,KAAK;IACvB,CAAC;GACL;GACA,mBAAmB,MAAM,SAAS;GAClC,sBAAsB,MAAM,UAAU;GACtC,SAAS;EACb,CAAC;CACL;AACJ"}
+{"version":3,"file":"market-data.js","names":["#client","Proto.MarketDataService","#realtime","#scales","#marketTradeSchema","Proto.MarketTradeSchema"],"sources":["../../../src/services/market-data/market-data.ts"],"sourcesContent":["import * as Proto from \"../../gen/marketdata/v1/marketdata_pb.js\";\nimport type { PolyesterRealtime } from \"../../realtime/types.js\";\nimport { createClient, type Client, type Transport } from \"@connectrpc/connect\";\nimport type { SdkSubscriptionErrorContext } from \"../../shared/subscription-errors.js\";\nimport * as v from \"valibot\";\nimport { parse } from \"../../shared/validation.js\";\nimport type { BaseSubscribeInput } from \"../../shared/types.js\";\nimport { connectReadyGatedProtoChannel } from \"../../realtime/ready-gated-subscription.js\";\nimport {\n    toConnectCallOptions,\n    type PolyesterRequestOptions,\n} from \"../../shared/request-options.js\";\nimport type { SdkScales } from \"../../shared/decimal-surface.js\";\nimport {\n    GetMarketTradesInputSchema,\n    createMarketTradeSchema,\n    type GetMarketTradesInput,\n    type SpotConfig,\n    SpotConfigSchema,\n    type MarketTrade,\n} from \"./market-data.schemas.js\";\nimport { isDev } from \"../../utils/is-dev.js\";\n\ninterface SubscribeTradesInput extends BaseSubscribeInput<MarketTrade> {\n    symbolId: number;\n}\n\n/**\n * Exposes public spot trades, spot configuration, and live trade streams.\n */\nexport class MarketDataService {\n    #client: Client<typeof Proto.MarketDataService>;\n    #realtime: PolyesterRealtime;\n    #scales: SdkScales;\n    #marketTradeSchema: ReturnType<typeof createMarketTradeSchema>;\n\n    constructor(transport: Transport, realtime: PolyesterRealtime, scales: SdkScales) {\n        this.#client = createClient(Proto.MarketDataService, transport);\n        this.#realtime = realtime;\n        this.#scales = scales;\n        this.#marketTradeSchema = createMarketTradeSchema(scales);\n    }\n\n    /**\n     * Returns recent public trades for one spot market, ordered newest-first by execution timestamp with match id as a tie-breaker. Supports limit, time bounds, side filtering, and match-id pagination.\n     */\n    async listTrades(\n        input: GetMarketTradesInput,\n        options?: PolyesterRequestOptions,\n    ): Promise<{ trades: MarketTrade[]; nextPageToken: string }> {\n        await this.#scales.ready();\n        const validatedInput = parse(GetMarketTradesInputSchema, input);\n        const res = await this.#client.getTrades(validatedInput, toConnectCallOptions(options));\n        return {\n            trades: parse(v.array(this.#marketTradeSchema), res.trades),\n            nextPageToken: res.nextPageToken,\n        };\n    }\n\n    /**\n     * Returns the cacheable spot reference-data snapshot, including asset metadata, pair trading constraints, display scales, statuses, and market slippage defaults.\n     *\n     * This is the catalog's own data source, so it must never wait on catalog\n     * readiness (that would deadlock the initial catalog refresh) and carries\n     * no decimal conversion.\n     */\n    async getSpotConfig(options?: PolyesterRequestOptions): Promise<SpotConfig> {\n        const res = await this.#client.getSpotConfig({}, toConnectCallOptions(options));\n        return parse(SpotConfigSchema, res);\n    }\n\n    /**\n     * Subscribes to public trade prints on public:spot:market:trades:{symbolId}:proto for the requested symbol and emits parsed market trades.\n     */\n    subscribeTrades(input: SubscribeTradesInput): () => void {\n        const symbolId = parse(v.pipe(v.number(), v.integer(), v.gtValue(0)), input.symbolId);\n        const channel = `public:spot:market:trades:${symbolId}:proto`;\n        const notifyError = (error: SdkSubscriptionErrorContext) => {\n            if (isDev()) {\n                console.error(\"Market trades subscription error\", error);\n            }\n            input.onError?.(error);\n        };\n        return connectReadyGatedProtoChannel(this.#realtime, {\n            channel,\n            schema: Proto.MarketTradeSchema,\n            ready: () => this.#scales.ready(),\n            onPublication: (data) => {\n                const trade = parse(this.#marketTradeSchema, data);\n                input.onEvent(trade);\n            },\n            onConnected: () => input.onOpen?.(),\n            onDisconnected: () => input.onClose?.(),\n            onError: notifyError,\n        });\n    }\n}\n"],"mappings":";;;;;;;;;;;;AA8BA,IAAa,oBAAb,MAA+B;CAC3B;CACA;CACA;CACA;CAEA,YAAY,WAAsB,UAA6B,QAAmB;EAC9E,KAAKA,UAAU,aAAaC,qBAAyB,SAAS;EAC9D,KAAKC,YAAY;EACjB,KAAKC,UAAU;EACf,KAAKC,qBAAqB,wBAAwB,MAAM;CAC5D;;;;CAKA,MAAM,WACF,OACA,SACyD;EACzD,MAAM,KAAKD,QAAQ,MAAM;EACzB,MAAM,iBAAiB,MAAM,4BAA4B,KAAK;EAC9D,MAAM,MAAM,MAAM,KAAKH,QAAQ,UAAU,gBAAgB,qBAAqB,OAAO,CAAC;EACtF,OAAO;GACH,QAAQ,MAAM,EAAE,MAAM,KAAKI,kBAAkB,GAAG,IAAI,MAAM;GAC1D,eAAe,IAAI;EACvB;CACJ;;;;;;;;CASA,MAAM,cAAc,SAAwD;EACxE,MAAM,MAAM,MAAM,KAAKJ,QAAQ,cAAc,CAAC,GAAG,qBAAqB,OAAO,CAAC;EAC9E,OAAO,MAAM,kBAAkB,GAAG;CACtC;;;;CAKA,gBAAgB,OAAyC;EAErD,MAAM,UAAU,6BADC,MAAM,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,QAAQ,GAAG,EAAE,QAAQ,CAAC,CAAC,GAAG,MAAM,QACxB,EAAE;EACtD,MAAM,eAAe,UAAuC;GACxD,IAAI,MAAM,GACN,QAAQ,MAAM,oCAAoC,KAAK;GAE3D,MAAM,UAAU,KAAK;EACzB;EACA,OAAO,8BAA8B,KAAKE,WAAW;GACjD;GACA,QAAQG;GACR,aAAa,KAAKF,QAAQ,MAAM;GAChC,gBAAgB,SAAS;IACrB,MAAM,QAAQ,MAAM,KAAKC,oBAAoB,IAAI;IACjD,MAAM,QAAQ,KAAK;GACvB;GACA,mBAAmB,MAAM,SAAS;GAClC,sBAAsB,MAAM,UAAU;GACtC,SAAS;EACb,CAAC;CACL;AACJ"}

package/dist/services/market-data/market-data.schemas.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"market-data.schemas.d.ts","names":[],"sources":["../../../src/services/market-data/market-data.schemas.ts"],"mappings":";;;;;iBAkBgB,wBAAwB,QAAQ,YAAS,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;;;;;;;;;;;KA0B7C,cAAc,EAAE,YAAY,kBAAkB;iBA2B1C,oCAAgC,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;;;;;;;;;KAIpC,uBAAuB,EAAE,WACjC,kBAAkB"}
+{"version":3,"file":"market-data.schemas.d.ts","names":[],"sources":["../../../src/services/market-data/market-data.schemas.ts"],"mappings":";;;;;iBAmBgB,wBAAwB,QAAQ,YAAS,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;;;;;;;;;;;KA0B7C,cAAc,EAAE,YAAY,kBAAkB;iBAqB1C,oCAAgC,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;;;;;;;;;KAIpC,uBAAuB,EAAE,WACjC,kBAAkB"}

package/dist/services/market-data/market-data.schemas.js

@@ -1,4 +1,5 @@
 import { tsNsToMs } from "../../utils/time.js";
+import { optionalUint64DecimalFilterSchema } from "../../shared/schemas.js";
 import { SideSchema } from "../shared.js";
 import { timestampToMs, tsNsToTimestamp } from "../../utils/timestamp.js";
 import "../../shared/catalog-config.js";
@@ -31,8 +32,8 @@ function createMarketTradeSchema(scales) {
 const GetMarketTradesInputSchema = v.pipe(v.object({
 	symbolId: v.pipe(v.number(), v.integer(), v.gtValue(0)),
 	side: v.optional(SideSchema),
-	startTsNs: v.pipe(v.optional(v.pipe(v.string(), v.trim())), v.transform((v) => v ? BigInt(v) : void 0)),
-	endTsNs: v.pipe(v.optional(v.pipe(v.string(), v.trim())), v.transform((v) => v ? BigInt(v) : void 0)),
+	startTsNs: optionalUint64DecimalFilterSchema("startTsNs"),
+	endTsNs: optionalUint64DecimalFilterSchema("endTsNs"),
 	limit: v.optional(v.pipe(v.number(), v.integer(), v.gtValue(0), v.maxValue(1e3))),
 	pageToken: v.optional(v.pipe(v.string(), v.trim()), "")
 }), v.transform((input) => ({

package/dist/services/market-data/market-data.schemas.js.map

@@ -1 +1 @@
-{"version":3,"file":"market-data.schemas.js","names":[],"sources":["../../../src/services/market-data/market-data.schemas.ts"],"sourcesContent":["import * as v from \"valibot\";\nimport { SideSchema } from \"../shared.js\";\nimport {\n    PAIR_STATUSES,\n    type AssetConfig,\n    type PairConfig,\n    type PairMarketDataConfig,\n    type PairStatus,\n    type SpotConfig,\n} from \"../../shared/catalog-config.js\";\nimport { tsNsToMs } from \"../../utils/time.js\";\nimport { timestampToMs, tsNsToTimestamp } from \"../../utils/timestamp.js\";\nimport { scaledToDecimalOutput, type SdkScales } from \"../../shared/decimal-surface.js\";\nimport { PairStatusCodec, SideFilterCodec } from \"./market-data.codecs.js\";\n\nexport type { AssetConfig, PairConfig, PairMarketDataConfig, PairStatus, SpotConfig };\nexport { PAIR_STATUSES };\n\nexport function createMarketTradeSchema(scales: SdkScales) {\n    return v.pipe(\n        v.object({\n            symbolId: v.number(),\n            matchId: v.bigint(),\n            isBuy: v.boolean(),\n            priceTicks: v.bigint(),\n            qtyScaled: v.bigint(),\n            tsNs: v.optional(v.bigint(), 0n),\n        }),\n        v.transform((t) => {\n            const sideLabel: v.InferOutput<typeof SideSchema> = t.isBuy ? \"buy\" : \"sell\";\n            return {\n                symbolId: t.symbolId,\n                matchId: t.matchId.toString(),\n                isBuy: t.isBuy,\n                sideLabel,\n                qty: scaledToDecimalOutput(t.qtyScaled, scales.baseQty(t.symbolId)),\n                price: scaledToDecimalOutput(t.priceTicks, scales.price()),\n                tsNs: t.tsNs.toString(),\n                tsMs: tsNsToMs(t.tsNs),\n            };\n        }),\n    );\n}\n\nexport type MarketTrade = v.InferOutput<ReturnType<typeof createMarketTradeSchema>>;\n\nexport const GetMarketTradesInputSchema = v.pipe(\n    v.object({\n        symbolId: v.pipe(v.number(), v.integer(), v.gtValue(0)),\n        side: v.optional(SideSchema),\n        startTsNs: v.pipe(\n            v.optional(v.pipe(v.string(), v.trim())),\n            v.transform((v) => (v ? BigInt(v) : undefined)),\n        ),\n        endTsNs: v.pipe(\n            v.optional(v.pipe(v.string(), v.trim())),\n            v.transform((v) => (v ? BigInt(v) : undefined)),\n        ),\n        limit: v.optional(v.pipe(v.number(), v.integer(), v.gtValue(0), v.maxValue(1_000))),\n        pageToken: v.optional(v.pipe(v.string(), v.trim()), \"\"),\n    }),\n    v.transform((input) => ({\n        symbolId: input.symbolId,\n        side: input.side ? SideFilterCodec.inputToProto[input.side] : undefined,\n        startTime: tsNsToTimestamp(input.startTsNs),\n        endTime: tsNsToTimestamp(input.endTsNs),\n        limit: input.limit,\n        pageToken: input.pageToken,\n    })),\n);\n\nexport function createGetMarketTradesInputSchema() {\n    return GetMarketTradesInputSchema;\n}\n\nexport type GetMarketTradesInput = v.InferInput<\n    ReturnType<typeof createGetMarketTradesInputSchema>\n>;\nexport type GetMarketTradesRequest = v.InferOutput<\n    ReturnType<typeof createGetMarketTradesInputSchema>\n>;\n\nexport const AssetConfigSchema = v.pipe(\n    v.object({\n        /**\n         * Asset identifier/symbol, e.g. 'USDT', 'BTC'.\n         */\n        asset: v.string(),\n        /**\n         * Internal ledger identifier for settlement systems.\n         */\n        ledgerId: v.number(),\n        /**\n         * The friendly display name for the asset (e.g. 'Bitcoin').\n         */\n        name: v.string(),\n        /**\n         * UI-only display precision for asset amounts/balances.\n         */\n        quantityDisplayDecimals: v.number(),\n        /**\n         * Fixed integer scaling for quantities/amounts in this asset (0..18).\n         */\n        quantityScale: v.number(),\n    }),\n    v.transform((a) => ({\n        symbol: a.asset,\n        ledgerId: a.ledgerId,\n        name: a.name,\n        quantityDisplayDecimals: a.quantityDisplayDecimals,\n        quantityScale: a.quantityScale,\n    })),\n);\n\nexport const PairMarketDataConfigSchema = v.optional(\n    v.object({\n        /**\n         * Available price grouping sizes for the orderbook in quote units.\n         * Allows viewing orders bucketed by larger increments (e.g., [0.01, 0.1, 1, 10]).\n         */\n        orderbookPriceBuckets: v.array(v.number()),\n    }),\n    {\n        orderbookPriceBuckets: [] as number[],\n    },\n);\n\nfunction bpsToPercent(bps: number): number {\n    return bps / 100;\n}\n\nexport const PairConfigSchema = v.pipe(\n    v.object({\n        /**\n         * Internal engine symbol id for the pair.\n         */\n        symbolId: v.number(),\n        /**\n         * Pair symbol string, e.g. 'BTC-USDT'\n         */\n        symbol: v.string(),\n        /**\n         * Base asset symbol, e.g. 'BTC'\n         */\n        baseAsset: v.string(),\n        /**\n         * Quote asset symbol, e.g. 'USDT'\n         */\n        quoteAsset: v.string(),\n        /**\n         * (e.g., \"0.01\") - The smallest price increment allowed. If tick size is 0.01, you can price at $100.00, $100.01, $100.02... but NOT $100.005.\n         */\n        tickSize: v.string(),\n        /**\n         * (e.g., \"0.0001\") - The smallest quantity increment allowed. If step size is 0.0001, you can order 100.0000, 100.0001, 100.0002... but NOT 100.00005.\n         */\n        stepSize: v.string(),\n        /**\n         * (e.g., \"1\") - Minimum order value in quote currency. If it's \"1\" and quote is USD, your order must be worth at least $1. So you can't buy $0.50 worth of something.\n         */\n        minNotionalQuote: v.string(),\n        /**\n         * Minimum quantity you can order in base currency terms. If it's \"0.001\" for BTC, smallest order is 0.001 BTC.\n         */\n        minQtyBase: v.string(),\n\n        /**\n         * Controls whether trading fee can be deducted from what you receive when buying.\n         * Example\n         * - You buy 1 ETH, fee is 0.1%\n         * - if `true`, you receive 0.999 ETH (fee taken from ETH you're getting)\n         * - if `false`, you receive 1 ETH, but you pay the fee separately in the quote currency (e.g., extra USDT)\n         */\n        allowBuyFeeFromBase: v.boolean(),\n        /**\n         * Default market slippage for buy orders in basis points from proto.\n         */\n        defaultMarketSlippageBpsBuy: v.optional(v.number(), 0),\n        /**\n         * Default market slippage for sell orders in basis points from proto.\n         */\n        defaultMarketSlippageBpsSell: v.optional(v.number(), 0),\n        /**\n         * Maximum server/client reference-price drift in basis points from proto.\n         */\n        maxClientRefDriftBps: v.optional(v.number(), 0),\n\n        /**\n         * Market-data configuration for this pair (orderbook bucket sizes, depths).\n         */\n        marketdata: v.optional(PairMarketDataConfigSchema),\n        /**\n         * Base asset quantity scale copied from AssetConfig.quantityScale.\n         */\n        baseQuantityScale: v.number(),\n        /**\n         * Quote asset quantity scale copied from AssetConfig.quantityScale.\n         */\n        quoteQuantityScale: v.number(),\n        /**\n         * Optional scheduled listing timestamp (UTC).\n         */\n        listingAt: v.pipe(v.optional(v.unknown()), v.transform(timestampToMs)),\n        /**\n         * Optional scheduled delisting timestamp (UTC).\n         */\n        delistingAt: v.pipe(v.optional(v.unknown()), v.transform(timestampToMs)),\n        /**\n         * Operational status of the pair.\n         */\n        status: v.pipe(\n            v.number(),\n            v.transform(\n                (status): PairStatus =>\n                    PairStatusCodec.protoToOutput[\n                        status as keyof typeof PairStatusCodec.protoToOutput\n                    ] ?? \"unknown\",\n            ),\n        ),\n    }),\n    v.transform(\n        ({\n            defaultMarketSlippageBpsBuy,\n            defaultMarketSlippageBpsSell,\n            maxClientRefDriftBps,\n            ...pair\n        }) => ({\n            ...pair,\n            defaultMarketSlippagePctBuy: bpsToPercent(defaultMarketSlippageBpsBuy),\n            defaultMarketSlippagePctSell: bpsToPercent(defaultMarketSlippageBpsSell),\n            maxClientRefDriftPct: bpsToPercent(maxClientRefDriftBps),\n        }),\n    ),\n);\n\nexport const SpotConfigSchema = v.object({\n    assets: v.array(AssetConfigSchema),\n    pairs: v.array(PairConfigSchema),\n    tsSec: v.pipe(\n        v.bigint(),\n        v.transform((v) => Number(v) * 1000),\n    ),\n});\n"],"mappings":";;;;;;;;AAkBA,SAAgB,wBAAwB,QAAmB;CACvD,OAAO,EAAE,KACL,EAAE,OAAO;EACL,UAAU,EAAE,OAAO;EACnB,SAAS,EAAE,OAAO;EAClB,OAAO,EAAE,QAAQ;EACjB,YAAY,EAAE,OAAO;EACrB,WAAW,EAAE,OAAO;EACpB,MAAM,EAAE,SAAS,EAAE,OAAO,GAAG,EAAE;CACnC,CAAC,GACD,EAAE,WAAW,MAAM;EACf,MAAM,YAA8C,EAAE,QAAQ,QAAQ;EACtE,OAAO;GACH,UAAU,EAAE;GACZ,SAAS,EAAE,QAAQ,SAAS;GAC5B,OAAO,EAAE;GACT;GACA,KAAK,sBAAsB,EAAE,WAAW,OAAO,QAAQ,EAAE,QAAQ,CAAC;GAClE,OAAO,sBAAsB,EAAE,YAAY,OAAO,MAAM,CAAC;GACzD,MAAM,EAAE,KAAK,SAAS;GACtB,MAAM,SAAS,EAAE,IAAI;EACzB;CACJ,CAAC,CACL;AACJ;AAIA,MAAa,6BAA6B,EAAE,KACxC,EAAE,OAAO;CACL,UAAU,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,QAAQ,GAAG,EAAE,QAAQ,CAAC,CAAC;CACtD,MAAM,EAAE,SAAS,UAAU;CAC3B,WAAW,EAAE,KACT,EAAE,SAAS,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,KAAK,CAAC,CAAC,GACvC,EAAE,WAAW,MAAO,IAAI,OAAO,CAAC,IAAI,KAAA,CAAU,CAClD;CACA,SAAS,EAAE,KACP,EAAE,SAAS,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,KAAK,CAAC,CAAC,GACvC,EAAE,WAAW,MAAO,IAAI,OAAO,CAAC,IAAI,KAAA,CAAU,CAClD;CACA,OAAO,EAAE,SAAS,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,QAAQ,GAAG,EAAE,QAAQ,CAAC,GAAG,EAAE,SAAS,GAAK,CAAC,CAAC;CAClF,WAAW,EAAE,SAAS,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,KAAK,CAAC,GAAG,EAAE;AAC1D,CAAC,GACD,EAAE,WAAW,WAAW;CACpB,UAAU,MAAM;CAChB,MAAM,MAAM,OAAO,gBAAgB,aAAa,MAAM,QAAQ,KAAA;CAC9D,WAAW,gBAAgB,MAAM,SAAS;CAC1C,SAAS,gBAAgB,MAAM,OAAO;CACtC,OAAO,MAAM;CACb,WAAW,MAAM;AACrB,EAAE,CACN;AAaA,MAAa,oBAAoB,EAAE,KAC/B,EAAE,OAAO;;;;CAIL,OAAO,EAAE,OAAO;;;;CAIhB,UAAU,EAAE,OAAO;;;;CAInB,MAAM,EAAE,OAAO;;;;CAIf,yBAAyB,EAAE,OAAO;;;;CAIlC,eAAe,EAAE,OAAO;AAC5B,CAAC,GACD,EAAE,WAAW,OAAO;CAChB,QAAQ,EAAE;CACV,UAAU,EAAE;CACZ,MAAM,EAAE;CACR,yBAAyB,EAAE;CAC3B,eAAe,EAAE;AACrB,EAAE,CACN;AAEA,MAAa,6BAA6B,EAAE,SACxC,EAAE,OAAO;;;;;AAKL,uBAAuB,EAAE,MAAM,EAAE,OAAO,CAAC,EAC7C,CAAC,GACD,EACI,uBAAuB,CAAC,EAC5B,CACJ;AAEA,SAAS,aAAa,KAAqB;CACvC,OAAO,MAAM;AACjB;AAEA,MAAa,mBAAmB,EAAE,KAC9B,EAAE,OAAO;;;;CAIL,UAAU,EAAE,OAAO;;;;CAInB,QAAQ,EAAE,OAAO;;;;CAIjB,WAAW,EAAE,OAAO;;;;CAIpB,YAAY,EAAE,OAAO;;;;CAIrB,UAAU,EAAE,OAAO;;;;CAInB,UAAU,EAAE,OAAO;;;;CAInB,kBAAkB,EAAE,OAAO;;;;CAI3B,YAAY,EAAE,OAAO;;;;;;;;CASrB,qBAAqB,EAAE,QAAQ;;;;CAI/B,6BAA6B,EAAE,SAAS,EAAE,OAAO,GAAG,CAAC;;;;CAIrD,8BAA8B,EAAE,SAAS,EAAE,OAAO,GAAG,CAAC;;;;CAItD,sBAAsB,EAAE,SAAS,EAAE,OAAO,GAAG,CAAC;;;;CAK9C,YAAY,EAAE,SAAS,0BAA0B;;;;CAIjD,mBAAmB,EAAE,OAAO;;;;CAI5B,oBAAoB,EAAE,OAAO;;;;CAI7B,WAAW,EAAE,KAAK,EAAE,SAAS,EAAE,QAAQ,CAAC,GAAG,EAAE,UAAU,aAAa,CAAC;;;;CAIrE,aAAa,EAAE,KAAK,EAAE,SAAS,EAAE,QAAQ,CAAC,GAAG,EAAE,UAAU,aAAa,CAAC;;;;CAIvE,QAAQ,EAAE,KACN,EAAE,OAAO,GACT,EAAE,WACG,WACG,gBAAgB,cACZ,WACC,SACb,CACJ;AACJ,CAAC,GACD,EAAE,WACG,EACG,6BACA,8BACA,sBACA,GAAG,YACA;CACH,GAAG;CACH,6BAA6B,aAAa,2BAA2B;CACrE,8BAA8B,aAAa,4BAA4B;CACvE,sBAAsB,aAAa,oBAAoB;AAC3D,EACJ,CACJ;AAEA,MAAa,mBAAmB,EAAE,OAAO;CACrC,QAAQ,EAAE,MAAM,iBAAiB;CACjC,OAAO,EAAE,MAAM,gBAAgB;CAC/B,OAAO,EAAE,KACL,EAAE,OAAO,GACT,EAAE,WAAW,MAAM,OAAO,CAAC,IAAI,GAAI,CACvC;AACJ,CAAC"}
+{"version":3,"file":"market-data.schemas.js","names":[],"sources":["../../../src/services/market-data/market-data.schemas.ts"],"sourcesContent":["import * as v from \"valibot\";\nimport { SideSchema } from \"../shared.js\";\nimport {\n    PAIR_STATUSES,\n    type AssetConfig,\n    type PairConfig,\n    type PairMarketDataConfig,\n    type PairStatus,\n    type SpotConfig,\n} from \"../../shared/catalog-config.js\";\nimport { tsNsToMs } from \"../../utils/time.js\";\nimport { timestampToMs, tsNsToTimestamp } from \"../../utils/timestamp.js\";\nimport { optionalUint64DecimalFilterSchema } from \"../../shared/schemas.js\";\nimport { scaledToDecimalOutput, type SdkScales } from \"../../shared/decimal-surface.js\";\nimport { PairStatusCodec, SideFilterCodec } from \"./market-data.codecs.js\";\n\nexport type { AssetConfig, PairConfig, PairMarketDataConfig, PairStatus, SpotConfig };\nexport { PAIR_STATUSES };\n\nexport function createMarketTradeSchema(scales: SdkScales) {\n    return v.pipe(\n        v.object({\n            symbolId: v.number(),\n            matchId: v.bigint(),\n            isBuy: v.boolean(),\n            priceTicks: v.bigint(),\n            qtyScaled: v.bigint(),\n            tsNs: v.optional(v.bigint(), 0n),\n        }),\n        v.transform((t) => {\n            const sideLabel: v.InferOutput<typeof SideSchema> = t.isBuy ? \"buy\" : \"sell\";\n            return {\n                symbolId: t.symbolId,\n                matchId: t.matchId.toString(),\n                isBuy: t.isBuy,\n                sideLabel,\n                qty: scaledToDecimalOutput(t.qtyScaled, scales.baseQty(t.symbolId)),\n                price: scaledToDecimalOutput(t.priceTicks, scales.price()),\n                tsNs: t.tsNs.toString(),\n                tsMs: tsNsToMs(t.tsNs),\n            };\n        }),\n    );\n}\n\nexport type MarketTrade = v.InferOutput<ReturnType<typeof createMarketTradeSchema>>;\n\nexport const GetMarketTradesInputSchema = v.pipe(\n    v.object({\n        symbolId: v.pipe(v.number(), v.integer(), v.gtValue(0)),\n        side: v.optional(SideSchema),\n        startTsNs: optionalUint64DecimalFilterSchema(\"startTsNs\"),\n        endTsNs: optionalUint64DecimalFilterSchema(\"endTsNs\"),\n        limit: v.optional(v.pipe(v.number(), v.integer(), v.gtValue(0), v.maxValue(1_000))),\n        pageToken: v.optional(v.pipe(v.string(), v.trim()), \"\"),\n    }),\n    v.transform((input) => ({\n        symbolId: input.symbolId,\n        side: input.side ? SideFilterCodec.inputToProto[input.side] : undefined,\n        startTime: tsNsToTimestamp(input.startTsNs),\n        endTime: tsNsToTimestamp(input.endTsNs),\n        limit: input.limit,\n        pageToken: input.pageToken,\n    })),\n);\n\nexport function createGetMarketTradesInputSchema() {\n    return GetMarketTradesInputSchema;\n}\n\nexport type GetMarketTradesInput = v.InferInput<\n    ReturnType<typeof createGetMarketTradesInputSchema>\n>;\nexport type GetMarketTradesRequest = v.InferOutput<\n    ReturnType<typeof createGetMarketTradesInputSchema>\n>;\n\nexport const AssetConfigSchema = v.pipe(\n    v.object({\n        /**\n         * Asset identifier/symbol, e.g. 'USDT', 'BTC'.\n         */\n        asset: v.string(),\n        /**\n         * Internal ledger identifier for settlement systems.\n         */\n        ledgerId: v.number(),\n        /**\n         * The friendly display name for the asset (e.g. 'Bitcoin').\n         */\n        name: v.string(),\n        /**\n         * UI-only display precision for asset amounts/balances.\n         */\n        quantityDisplayDecimals: v.number(),\n        /**\n         * Fixed integer scaling for quantities/amounts in this asset (0..18).\n         */\n        quantityScale: v.number(),\n    }),\n    v.transform((a) => ({\n        symbol: a.asset,\n        ledgerId: a.ledgerId,\n        name: a.name,\n        quantityDisplayDecimals: a.quantityDisplayDecimals,\n        quantityScale: a.quantityScale,\n    })),\n);\n\nexport const PairMarketDataConfigSchema = v.optional(\n    v.object({\n        /**\n         * Available price grouping sizes for the orderbook in quote units.\n         * Allows viewing orders bucketed by larger increments (e.g., [0.01, 0.1, 1, 10]).\n         */\n        orderbookPriceBuckets: v.array(v.number()),\n    }),\n    {\n        orderbookPriceBuckets: [] as number[],\n    },\n);\n\nfunction bpsToPercent(bps: number): number {\n    return bps / 100;\n}\n\nexport const PairConfigSchema = v.pipe(\n    v.object({\n        /**\n         * Internal engine symbol id for the pair.\n         */\n        symbolId: v.number(),\n        /**\n         * Pair symbol string, e.g. 'BTC-USDT'\n         */\n        symbol: v.string(),\n        /**\n         * Base asset symbol, e.g. 'BTC'\n         */\n        baseAsset: v.string(),\n        /**\n         * Quote asset symbol, e.g. 'USDT'\n         */\n        quoteAsset: v.string(),\n        /**\n         * (e.g., \"0.01\") - The smallest price increment allowed. If tick size is 0.01, you can price at $100.00, $100.01, $100.02... but NOT $100.005.\n         */\n        tickSize: v.string(),\n        /**\n         * (e.g., \"0.0001\") - The smallest quantity increment allowed. If step size is 0.0001, you can order 100.0000, 100.0001, 100.0002... but NOT 100.00005.\n         */\n        stepSize: v.string(),\n        /**\n         * (e.g., \"1\") - Minimum order value in quote currency. If it's \"1\" and quote is USD, your order must be worth at least $1. So you can't buy $0.50 worth of something.\n         */\n        minNotionalQuote: v.string(),\n        /**\n         * Minimum quantity you can order in base currency terms. If it's \"0.001\" for BTC, smallest order is 0.001 BTC.\n         */\n        minQtyBase: v.string(),\n\n        /**\n         * Controls whether trading fee can be deducted from what you receive when buying.\n         * Example\n         * - You buy 1 ETH, fee is 0.1%\n         * - if `true`, you receive 0.999 ETH (fee taken from ETH you're getting)\n         * - if `false`, you receive 1 ETH, but you pay the fee separately in the quote currency (e.g., extra USDT)\n         */\n        allowBuyFeeFromBase: v.boolean(),\n        /**\n         * Default market slippage for buy orders in basis points from proto.\n         */\n        defaultMarketSlippageBpsBuy: v.optional(v.number(), 0),\n        /**\n         * Default market slippage for sell orders in basis points from proto.\n         */\n        defaultMarketSlippageBpsSell: v.optional(v.number(), 0),\n        /**\n         * Maximum server/client reference-price drift in basis points from proto.\n         */\n        maxClientRefDriftBps: v.optional(v.number(), 0),\n\n        /**\n         * Market-data configuration for this pair (orderbook bucket sizes, depths).\n         */\n        marketdata: v.optional(PairMarketDataConfigSchema),\n        /**\n         * Base asset quantity scale copied from AssetConfig.quantityScale.\n         */\n        baseQuantityScale: v.number(),\n        /**\n         * Quote asset quantity scale copied from AssetConfig.quantityScale.\n         */\n        quoteQuantityScale: v.number(),\n        /**\n         * Optional scheduled listing timestamp (UTC).\n         */\n        listingAt: v.pipe(v.optional(v.unknown()), v.transform(timestampToMs)),\n        /**\n         * Optional scheduled delisting timestamp (UTC).\n         */\n        delistingAt: v.pipe(v.optional(v.unknown()), v.transform(timestampToMs)),\n        /**\n         * Operational status of the pair.\n         */\n        status: v.pipe(\n            v.number(),\n            v.transform(\n                (status): PairStatus =>\n                    PairStatusCodec.protoToOutput[\n                        status as keyof typeof PairStatusCodec.protoToOutput\n                    ] ?? \"unknown\",\n            ),\n        ),\n    }),\n    v.transform(\n        ({\n            defaultMarketSlippageBpsBuy,\n            defaultMarketSlippageBpsSell,\n            maxClientRefDriftBps,\n            ...pair\n        }) => ({\n            ...pair,\n            defaultMarketSlippagePctBuy: bpsToPercent(defaultMarketSlippageBpsBuy),\n            defaultMarketSlippagePctSell: bpsToPercent(defaultMarketSlippageBpsSell),\n            maxClientRefDriftPct: bpsToPercent(maxClientRefDriftBps),\n        }),\n    ),\n);\n\nexport const SpotConfigSchema = v.object({\n    assets: v.array(AssetConfigSchema),\n    pairs: v.array(PairConfigSchema),\n    tsSec: v.pipe(\n        v.bigint(),\n        v.transform((v) => Number(v) * 1000),\n    ),\n});\n"],"mappings":";;;;;;;;;AAmBA,SAAgB,wBAAwB,QAAmB;CACvD,OAAO,EAAE,KACL,EAAE,OAAO;EACL,UAAU,EAAE,OAAO;EACnB,SAAS,EAAE,OAAO;EAClB,OAAO,EAAE,QAAQ;EACjB,YAAY,EAAE,OAAO;EACrB,WAAW,EAAE,OAAO;EACpB,MAAM,EAAE,SAAS,EAAE,OAAO,GAAG,EAAE;CACnC,CAAC,GACD,EAAE,WAAW,MAAM;EACf,MAAM,YAA8C,EAAE,QAAQ,QAAQ;EACtE,OAAO;GACH,UAAU,EAAE;GACZ,SAAS,EAAE,QAAQ,SAAS;GAC5B,OAAO,EAAE;GACT;GACA,KAAK,sBAAsB,EAAE,WAAW,OAAO,QAAQ,EAAE,QAAQ,CAAC;GAClE,OAAO,sBAAsB,EAAE,YAAY,OAAO,MAAM,CAAC;GACzD,MAAM,EAAE,KAAK,SAAS;GACtB,MAAM,SAAS,EAAE,IAAI;EACzB;CACJ,CAAC,CACL;AACJ;AAIA,MAAa,6BAA6B,EAAE,KACxC,EAAE,OAAO;CACL,UAAU,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,QAAQ,GAAG,EAAE,QAAQ,CAAC,CAAC;CACtD,MAAM,EAAE,SAAS,UAAU;CAC3B,WAAW,kCAAkC,WAAW;CACxD,SAAS,kCAAkC,SAAS;CACpD,OAAO,EAAE,SAAS,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,QAAQ,GAAG,EAAE,QAAQ,CAAC,GAAG,EAAE,SAAS,GAAK,CAAC,CAAC;CAClF,WAAW,EAAE,SAAS,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,KAAK,CAAC,GAAG,EAAE;AAC1D,CAAC,GACD,EAAE,WAAW,WAAW;CACpB,UAAU,MAAM;CAChB,MAAM,MAAM,OAAO,gBAAgB,aAAa,MAAM,QAAQ,KAAA;CAC9D,WAAW,gBAAgB,MAAM,SAAS;CAC1C,SAAS,gBAAgB,MAAM,OAAO;CACtC,OAAO,MAAM;CACb,WAAW,MAAM;AACrB,EAAE,CACN;AAaA,MAAa,oBAAoB,EAAE,KAC/B,EAAE,OAAO;;;;CAIL,OAAO,EAAE,OAAO;;;;CAIhB,UAAU,EAAE,OAAO;;;;CAInB,MAAM,EAAE,OAAO;;;;CAIf,yBAAyB,EAAE,OAAO;;;;CAIlC,eAAe,EAAE,OAAO;AAC5B,CAAC,GACD,EAAE,WAAW,OAAO;CAChB,QAAQ,EAAE;CACV,UAAU,EAAE;CACZ,MAAM,EAAE;CACR,yBAAyB,EAAE;CAC3B,eAAe,EAAE;AACrB,EAAE,CACN;AAEA,MAAa,6BAA6B,EAAE,SACxC,EAAE,OAAO;;;;;AAKL,uBAAuB,EAAE,MAAM,EAAE,OAAO,CAAC,EAC7C,CAAC,GACD,EACI,uBAAuB,CAAC,EAC5B,CACJ;AAEA,SAAS,aAAa,KAAqB;CACvC,OAAO,MAAM;AACjB;AAEA,MAAa,mBAAmB,EAAE,KAC9B,EAAE,OAAO;;;;CAIL,UAAU,EAAE,OAAO;;;;CAInB,QAAQ,EAAE,OAAO;;;;CAIjB,WAAW,EAAE,OAAO;;;;CAIpB,YAAY,EAAE,OAAO;;;;CAIrB,UAAU,EAAE,OAAO;;;;CAInB,UAAU,EAAE,OAAO;;;;CAInB,kBAAkB,EAAE,OAAO;;;;CAI3B,YAAY,EAAE,OAAO;;;;;;;;CASrB,qBAAqB,EAAE,QAAQ;;;;CAI/B,6BAA6B,EAAE,SAAS,EAAE,OAAO,GAAG,CAAC;;;;CAIrD,8BAA8B,EAAE,SAAS,EAAE,OAAO,GAAG,CAAC;;;;CAItD,sBAAsB,EAAE,SAAS,EAAE,OAAO,GAAG,CAAC;;;;CAK9C,YAAY,EAAE,SAAS,0BAA0B;;;;CAIjD,mBAAmB,EAAE,OAAO;;;;CAI5B,oBAAoB,EAAE,OAAO;;;;CAI7B,WAAW,EAAE,KAAK,EAAE,SAAS,EAAE,QAAQ,CAAC,GAAG,EAAE,UAAU,aAAa,CAAC;;;;CAIrE,aAAa,EAAE,KAAK,EAAE,SAAS,EAAE,QAAQ,CAAC,GAAG,EAAE,UAAU,aAAa,CAAC;;;;CAIvE,QAAQ,EAAE,KACN,EAAE,OAAO,GACT,EAAE,WACG,WACG,gBAAgB,cACZ,WACC,SACb,CACJ;AACJ,CAAC,GACD,EAAE,WACG,EACG,6BACA,8BACA,sBACA,GAAG,YACA;CACH,GAAG;CACH,6BAA6B,aAAa,2BAA2B;CACrE,8BAA8B,aAAa,4BAA4B;CACvE,sBAAsB,aAAa,oBAAoB;AAC3D,EACJ,CACJ;AAEA,MAAa,mBAAmB,EAAE,OAAO;CACrC,QAAQ,EAAE,MAAM,iBAAiB;CACjC,OAAO,EAAE,MAAM,gBAAgB;CAC/B,OAAO,EAAE,KACL,EAAE,OAAO,GACT,EAAE,WAAW,MAAM,OAAO,CAAC,IAAI,GAAI,CACvC;AACJ,CAAC"}

package/dist/services/market-overview/market-overview.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"market-overview.d.ts","names":[],"sources":["../../../src/services/market-overview/market-overview.ts"],"mappings":";;;;;;;UAqBU,qCAAqC,mBAAmB;EAC9D;EACA,qBAAqB;;;;;cAMZ;;EAMG,YAAA,WAAW,WAAW,UAAU,mBAAmB,QAAQ;;;;EAUjE,KACF,QAAO,yBACP,UAAU,0BACX;IAAU,SAAS;IAAkB;;;;;EAgBxC,UAAU,OAAO"}
+{"version":3,"file":"market-overview.d.ts","names":[],"sources":["../../../src/services/market-overview/market-overview.ts"],"mappings":";;;;;;;UAoBU,qCAAqC,mBAAmB;EAC9D;EACA,qBAAqB;;;;;cAMZ;;EAMG,YAAA,WAAW,WAAW,UAAU,mBAAmB,QAAQ;;;;EAUjE,KACF,QAAO,yBACP,UAAU,0BACX;IAAU,SAAS;IAAkB;;;;;EAgBxC,UAAU,OAAO"}

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,