@rabby-wallet/hyperliquid-sdk 1.0.8 → 1.0.9

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@@ -29,7 +29,24 @@ export declare class ExchangeClient {
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  * Place a single order
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  */
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  placeOrder(params: PlaceOrderParams): Promise<OrderResponse>;
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+ /**
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+ * Calculate slippage price for market orders following Hyperliquid price rules
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+ * Based on official Python SDK logic
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+ *
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+ * Rules:
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+ * - Round to 5 significant figures
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+ * - Round to (6 - szDecimals) decimal places for perps
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+ *
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+ * @param midPx - Middle price as string
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+ * @param slippage - Slippage rate (e.g., 0.08 for 8%)
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+ * @param isBuy - True for buy orders, false for sell orders
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+ * @param szDecimals - Size decimals from meta endpoint (default 0)
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+ */
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  private getSlippagePx;
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+ /**
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+ * Round a number to specified decimal places
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+ */
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+ private roundToDecimals;
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  /**
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  * Place a market order
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  * default slippage is 0.08
@@ -167,12 +167,39 @@ class ExchangeClient {
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  });
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  });
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  }
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- getSlippagePx(midPx, slippage, isBuy) {
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- var _a;
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- const decimals = ((_a = midPx.toString().split('.')[1]) === null || _a === void 0 ? void 0 : _a.length) || 0;
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- const prepDecimals = Math.max(0, decimals - 1);
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- const px = isBuy ? (Number(midPx) * (1 + slippage)).toFixed(prepDecimals) : (Number(midPx) * (1 - slippage)).toFixed(prepDecimals);
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- return (0, number_1.removeTrailingZeros)(px);
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+ /**
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+ * Calculate slippage price for market orders following Hyperliquid price rules
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+ * Based on official Python SDK logic
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+ *
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+ * Rules:
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+ * - Round to 5 significant figures
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+ * - Round to (6 - szDecimals) decimal places for perps
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+ *
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+ * @param midPx - Middle price as string
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+ * @param slippage - Slippage rate (e.g., 0.08 for 8%)
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+ * @param isBuy - True for buy orders, false for sell orders
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+ * @param szDecimals - Size decimals from meta endpoint (default 0)
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+ */
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+ getSlippagePx(midPx, slippage, isBuy, szDecimals = 0) {
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+ let px = parseFloat(midPx);
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+ if (isNaN(px) || px <= 0) {
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+ throw new Error('Invalid midPx: must be a positive number');
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+ }
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+ // Calculate slippage price
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+ px *= isBuy ? (1 + slippage) : (1 - slippage);
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+ // Round to 5 significant figures
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+ const sigFigRounded = parseFloat(px.toPrecision(5));
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+ // Round to (6 - szDecimals) decimals for perps
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+ const maxDecimals = 6 - szDecimals;
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+ const decimalRounded = this.roundToDecimals(sigFigRounded, maxDecimals);
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+ return (0, number_1.removeTrailingZeros)(decimalRounded.toFixed(maxDecimals));
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+ }
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+ /**
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+ * Round a number to specified decimal places
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+ */
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+ roundToDecimals(value, decimals) {
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+ const multiplier = Math.pow(10, decimals);
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+ return Math.round(value * multiplier) / multiplier;
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  }
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  /**
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  * Place a market order
@@ -183,7 +210,8 @@ class ExchangeClient {
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  return __awaiter(this, void 0, void 0, function* () {
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  try {
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  const slippage = params.slippage || constants_1.SLIPPAGE;
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- const px = this.getSlippagePx((0, number_1.removeTrailingZeros)(params.midPx), slippage, params.isBuy);
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+ const szDecimals = yield this.symbolConversion.getAssetSzDecimals(params.coin);
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+ const px = this.getSlippagePx((0, number_1.removeTrailingZeros)(params.midPx), slippage, params.isBuy, szDecimals);
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  const orders = [{
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  coin: params.coin,
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  isBuy: params.isBuy,
@@ -241,7 +269,8 @@ class ExchangeClient {
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  return __awaiter(this, void 0, void 0, function* () {
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  try {
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  const slippage = params.slippage || constants_1.SLIPPAGE;
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- const px = this.getSlippagePx(params.midPx, slippage, params.isBuy);
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+ const szDecimals = yield this.symbolConversion.getAssetSzDecimals(params.coin);
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+ const px = this.getSlippagePx(params.midPx, slippage, params.isBuy, szDecimals);
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  const orders = [{
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  coin: params.coin,
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  isBuy: params.isBuy,
@@ -266,6 +295,7 @@ class ExchangeClient {
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  */
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  multiOrder(params) {
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  return __awaiter(this, void 0, void 0, function* () {
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+ var _a, _b, _c;
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  const nonce = Date.now();
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  const assetIndexCache = new Map();
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  const orderWires = yield Promise.all(params.orders.map((order) => __awaiter(this, void 0, void 0, function* () {
@@ -295,22 +325,29 @@ class ExchangeClient {
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  };
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  }
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  const signature = (0, signer_1.signL1AgentAction)(this.getAgentPrivateKey(), action, this.isTestnet, nonce);
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- return this.httpClient.exchange({
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+ const res = yield this.httpClient.exchange({
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  action,
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  nonce,
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  signature,
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  });
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+ (_c = (_b = (_a = res === null || res === void 0 ? void 0 : res.response) === null || _a === void 0 ? void 0 : _a.data) === null || _b === void 0 ? void 0 : _b.statuses) === null || _c === void 0 ? void 0 : _c.forEach((status, index) => {
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+ if (status.error) {
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+ throw new Error(status.error);
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+ }
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+ });
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+ return res;
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  });
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  }
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  bindTpslByOrderId(params) {
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  return __awaiter(this, void 0, void 0, function* () {
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  let orders = [];
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+ const szDecimals = yield this.symbolConversion.getAssetSzDecimals(params.coin);
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  if (params.tpTriggerPx) {
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  orders.push({
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  coin: params.coin,
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  isBuy: !params.isBuy,
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  sz: '0',
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- limitPx: this.getSlippagePx((0, number_1.removeTrailingZeros)(params.tpTriggerPx), constants_1.SLIPPAGE, !params.isBuy),
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+ limitPx: this.getSlippagePx((0, number_1.removeTrailingZeros)(params.tpTriggerPx), constants_1.SLIPPAGE, !params.isBuy, szDecimals),
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  reduceOnly: true,
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  orderType: {
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  trigger: {
@@ -326,7 +363,7 @@ class ExchangeClient {
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  coin: params.coin,
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  isBuy: !params.isBuy,
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  sz: '0',
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- limitPx: this.getSlippagePx((0, number_1.removeTrailingZeros)(params.slTriggerPx), constants_1.SLIPPAGE, !params.isBuy),
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+ limitPx: this.getSlippagePx((0, number_1.removeTrailingZeros)(params.slTriggerPx), constants_1.SLIPPAGE, !params.isBuy, szDecimals),
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  reduceOnly: true,
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  orderType: {
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  trigger: {
@@ -2,6 +2,7 @@ import { HttpClientConfig } from "./http-client";
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  import { InfoClient } from "./info-client";
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  export declare class SymbolConversion {
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  private assetToIndexMap;
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+ private assetSzDecimalsMap;
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  private httpClient;
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  private initialized;
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  private infoClient?;
@@ -10,6 +11,7 @@ export declare class SymbolConversion {
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  private ensureInitialized;
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  private refreshAssetMaps;
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  getAssetIndex(assetSymbol: string): Promise<number>;
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+ getAssetSzDecimals(assetSymbol: string): Promise<number>;
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  getAllAssets(): Promise<{
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  perp: string[];
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  }>;
@@ -15,6 +15,7 @@ const http_client_1 = require("./http-client");
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  class SymbolConversion {
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  constructor(config, infoClient) {
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  this.assetToIndexMap = new Map();
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+ this.assetSzDecimalsMap = new Map();
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  this.initialized = false;
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  this.infoClient = infoClient;
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  this.httpClient = new http_client_1.HttpClient({
@@ -64,9 +65,11 @@ class SymbolConversion {
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  throw new Error('Invalid perpetual metadata response');
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  }
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  this.assetToIndexMap.clear();
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+ this.assetSzDecimalsMap.clear();
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  // Handle perpetual assets
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  perpMeta[0].universe.forEach((asset, index) => {
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  this.assetToIndexMap.set(asset.name, index);
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+ this.assetSzDecimalsMap.set(asset.name, asset.szDecimals);
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  });
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  }
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  catch (error) {
@@ -84,6 +87,16 @@ class SymbolConversion {
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  return index;
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  });
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  }
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+ getAssetSzDecimals(assetSymbol) {
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+ return __awaiter(this, void 0, void 0, function* () {
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+ yield this.ensureInitialized();
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+ const szDecimals = this.assetSzDecimalsMap.get(assetSymbol);
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+ if (szDecimals === undefined) {
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+ throw new Error(`Unknown asset szDecimals: ${assetSymbol}`);
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+ }
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+ return szDecimals;
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+ });
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+ }
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  getAllAssets() {
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  return __awaiter(this, void 0, void 0, function* () {
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  yield this.ensureInitialized();
package/package.json CHANGED
@@ -1,6 +1,6 @@
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  {
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  "name": "@rabby-wallet/hyperliquid-sdk",
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- "version": "1.0.8",
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+ "version": "1.0.9",
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  "description": "Simplified Hyperliquid Perpetuals Trading SDK for Frontend Applications",
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  "main": "dist/index.js",
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  "types": "dist/index.d.ts",