@waterx/sdk 4.0.1 → 4.1.0

package/dist/src/perp/fetch/positions.js

@@ -5,8 +5,16 @@
 import { bcs } from "@mysten/sui/bcs";
 import { Transaction } from "@mysten/sui/transactions";
 import { getAccountOrders as getAccountOrdersCall, getAccountPositions as getAccountPositionsCall, getMarketOrders as getMarketOrdersCall, getMarketPositions as getMarketPositionsCall, getRedeemRequests as getRedeemRequestsCall, OrderData, orderData as orderDataCall, PositionData, positionData as positionDataCall, positionExists as positionExistsCall, RedeemRequestData, } from "../../generated/waterx_perp_view/view.js";
+import { parseWholeDollarU64, toU8, toU64, toU128, } from "../../utils/validate.js";
 import { DRY_RUN_SENDER } from "../constants.js";
 import { simulateAndExtract, toBytes, withLp } from "./simulate.js";
+// The whole-dollar USD price domain is a pure numeric guard with no chain/fetch
+// dependency, so it lives with the rest of that vocabulary in
+// `utils/validate.ts`. It is re-exported HERE — unchanged — because this module
+// is its published home: `perp/fetch` → `@waterx/sdk`. Every read param below
+// is typed `WholeDollarUsdPrice`, so the type and its parser stay one hop from
+// the functions that consume them.
+export { parseWholeDollarU64 };
 export async function positionExists(client, args) {
     const tx = new Transaction();
     positionExistsCall({
@@ -14,7 +22,7 @@ export async function positionExists(client, args) {
         arguments: {
             marketRegistry: tx.object(client.config.packages.waterx_perp.market_registry_wlp),
             ticker: args.ticker,
-            positionId: args.positionId,
+            positionId: toU64(args.positionId, "positionId"),
         },
         typeArguments: [withLp(client, args.lpType)],
     })(tx);
@@ -29,9 +37,9 @@ export async function getPosition(client, args) {
             marketRegistry: tx.object(client.config.packages.waterx_perp.market_registry_wlp),
             ticker: args.ticker,
             pool: tx.object(client.config.packages.wlp.wlp_pool),
-            basePriceUsd: args.basePriceUsd,
-            collateralPriceUsd: args.collateralPriceUsd,
-            positionId: args.positionId,
+            basePriceUsd: toU64(args.basePriceUsd, "basePriceUsd"),
+            collateralPriceUsd: toU64(args.collateralPriceUsd, "collateralPriceUsd"),
+            positionId: toU64(args.positionId, "positionId"),
         },
         typeArguments: [withLp(client, args.lpType)],
     })(tx);
@@ -44,10 +52,10 @@ export async function getOrder(client, args) {
         arguments: {
             marketRegistry: tx.object(client.config.packages.waterx_perp.market_registry_wlp),
             ticker: args.ticker,
-            basePriceUsd: args.basePriceUsd,
-            orderTypeTag: args.orderTypeTag,
-            triggerPrice: args.triggerPrice,
-            orderId: args.orderId,
+            basePriceUsd: toU64(args.basePriceUsd, "basePriceUsd"),
+            orderTypeTag: toU8(args.orderTypeTag, "orderTypeTag"),
+            triggerPrice: toU128(args.triggerPrice, "triggerPrice"),
+            orderId: toU64(args.orderId, "orderId"),
         },
         typeArguments: [withLp(client, args.lpType)],
     })(tx);
@@ -60,9 +68,9 @@ export async function getMarketOrders(client, args) {
         arguments: {
             marketRegistry: tx.object(client.config.packages.waterx_perp.market_registry_wlp),
             ticker: args.ticker,
-            basePriceUsd: args.basePriceUsd ?? 0n,
-            cursor: args.cursor ?? 0n,
-            pageSize: args.pageSize ?? 100n,
+            basePriceUsd: toU64(args.basePriceUsd ?? 0n, "basePriceUsd"),
+            cursor: toU64(args.cursor ?? 0n, "cursor"),
+            pageSize: toU64(args.pageSize ?? 100n, "pageSize"),
         },
         typeArguments: [withLp(client, args.lpType)],
     })(tx);
@@ -94,10 +102,10 @@ export async function getMarketPositions(client, args) {
             marketRegistry: tx.object(client.config.packages.waterx_perp.market_registry_wlp),
             ticker: args.ticker,
             pool: tx.object(client.config.packages.wlp.wlp_pool),
-            basePriceUsd: args.basePriceUsd,
-            collateralPriceUsd: args.collateralPriceUsd ?? 0n,
-            cursor: args.cursor ?? 0n,
-            pageSize: args.pageSize ?? 100n,
+            basePriceUsd: toU64(args.basePriceUsd, "basePriceUsd"),
+            collateralPriceUsd: toU64(args.collateralPriceUsd ?? 0n, "collateralPriceUsd"),
+            cursor: toU64(args.cursor ?? 0n, "cursor"),
+            pageSize: toU64(args.pageSize ?? 100n, "pageSize"),
         },
         typeArguments: [withLp(client, args.lpType)],
     })(tx);
@@ -130,8 +138,8 @@ export async function getAccountPositions(client, args) {
             ticker: args.ticker,
             pool: tx.object(client.config.packages.wlp.wlp_pool),
             wxaRegistry: tx.object(client.config.packages.waterx_account.account_registry),
-            basePriceUsd: args.basePriceUsd,
-            collateralPriceUsd: args.collateralPriceUsd ?? 0n,
+            basePriceUsd: toU64(args.basePriceUsd, "basePriceUsd"),
+            collateralPriceUsd: toU64(args.collateralPriceUsd ?? 0n, "collateralPriceUsd"),
             accountObjectAddress: args.accountObjectAddress,
         },
         typeArguments: [withLp(client, args.lpType)],
@@ -145,7 +153,7 @@ export async function getAccountOrders(client, args) {
         arguments: {
             marketRegistry: tx.object(client.config.packages.waterx_perp.market_registry_wlp),
             ticker: args.ticker,
-            basePriceUsd: args.basePriceUsd ?? 0n,
+            basePriceUsd: toU64(args.basePriceUsd ?? 0n, "basePriceUsd"),
             accountObjectAddress: args.accountObjectAddress,
         },
         typeArguments: [withLp(client, args.lpType)],
@@ -158,8 +166,8 @@ export async function getRedeemRequests(client, args = {}) {
         package: client.config.packages.waterx_perp_view.published_at,
         arguments: {
             pool: tx.object(client.config.packages.wlp.wlp_pool),
-            cursor: args.cursor ?? 0n,
-            pageSize: args.pageSize ?? 100n,
+            cursor: toU64(args.cursor ?? 0n, "cursor"),
+            pageSize: toU64(args.pageSize ?? 100n, "pageSize"),
         },
         typeArguments: [withLp(client, args.lpType)],
     })(tx);

package/dist/src/perp/index.d.ts

@@ -2,10 +2,14 @@ export { PerpClient } from "./client.ts";
 export type { CreateClientOptions } from "./client.ts";
 export { PYTH_DEFAULTS, WORMHOLE_DEFAULTS, clearConfigCache, loadConfig } from "./config.ts";
 export type { BasePackageEntry, ConstantFeedEntry, WaterxReferralPackage, LoadConfigOptions, NativeCustodyAsset, NativeCustodyPackage, PythFetchPolicy, PythInfraConfig, PythLazerRulePackage, PythRulePackage, PythSponsorRulePackage, SupraFeedEntry, SupraRulePackage, TestnetFaucetPackage, WaterXConfig, WaterXPackages, WaterxCreditPackage, WaterxOraclePackage, WaterxPerpMarketEntry, WaterxPerpPackage, WaterxStakingPackage, WithdrawalQueuePackage, WlpPackage, WormholeBridgePackage, WormholeInfraConfig, WxaAccountPackage, } from "./config.ts";
-export { ACTION_ADD_PRE_ORDER, ACTION_CANCEL_ORDER, ACTION_CANCEL_PRE_ORDER, ACTION_CLOSE_POSITION, ACTION_DECREASE_POSITION, ACTION_DEPOSIT_COLLATERAL, ACTION_INCREASE_POSITION, ACTION_LIQUIDATE, ACTION_OPEN_POSITION, ACTION_PLACE_ORDER, ACTION_UPDATE_ORDER, ACTION_WITHDRAW_COLLATERAL, BPS_SCALE, CRYPTO_FEE_RATE, DOUBLE_SCALE, DRY_RUN_SENDER, FLOAT_SCALE, MAINTENANCE_MARGIN_RATE, ORDER_LIMIT_BUY, ORDER_LIMIT_SELL, ORDER_STOP_BUY, ORDER_STOP_SELL, ORDER_TAG_WILDCARD, PERM_ALL, PERM_ALL_TRADING, PERM_CANCEL_ORDER, PERM_CLOSE_POSITION, PERM_DECREASE_POSITION, PERM_DEPOSIT_COLLATERAL, PERM_INCREASE_POSITION, PERM_MINT_WLP, PERM_OPEN_POSITION, PERM_PLACE_ORDER, PERM_REDEEM_WLP, PERM_WITHDRAW_COLLATERAL, STAKING_PERM_DEPOSIT_STAKE, STAKING_PERM_REDEEM_STAKE, STAKING_PERM_CLAIM_REWARD, STAKING_PERM_ALL, STOCK_FEE_RATE, MS_PER_YEAR, SUI_DECIMALS, WLP_DECIMALS, COLLATERAL_DECIMALS, TOKEN_DECIMALS, } from "./constants.ts";
+export { ACTION_ADD_PRE_ORDER, ACTION_CANCEL_ORDER, ACTION_CANCEL_PRE_ORDER, ACTION_CLOSE_POSITION, ACTION_DECREASE_POSITION, ACTION_DEPOSIT_COLLATERAL, ACTION_INCREASE_POSITION, ACTION_LIQUIDATE, ACTION_OPEN_POSITION, ACTION_PLACE_ORDER, ACTION_UPDATE_ORDER, ACTION_WITHDRAW_COLLATERAL, BPS_SCALE, DOUBLE_SCALE, DRY_RUN_SENDER, FLOAT_SCALE, ORDER_LIMIT_BUY, ORDER_LIMIT_SELL, ORDER_STOP_BUY, ORDER_STOP_SELL, ORDER_TAG_WILDCARD, PERM_ALL, PERM_ALL_TRADING, PERM_CANCEL_ORDER, PERM_CLOSE_POSITION, PERM_DECREASE_POSITION, PERM_DEPOSIT_COLLATERAL, PERM_INCREASE_POSITION, PERM_MINT_WLP, PERM_OPEN_POSITION, PERM_PLACE_ORDER, PERM_REDEEM_WLP, PERM_WITHDRAW_COLLATERAL, STAKING_PERM_DEPOSIT_STAKE, STAKING_PERM_REDEEM_STAKE, STAKING_PERM_CLAIM_REWARD, STAKING_PERM_ALL, MS_PER_MINUTE, MS_PER_HOUR, MS_PER_YEAR, SUI_DECIMALS, WLP_DECIMALS, COLLATERAL_DECIMALS, TOKEN_DECIMALS, } from "./constants.ts";
 export type { Network } from "./constants.ts";
 export { getMarketTickers, getCollateralAssets } from "../utils/config.ts";
-export { annualizedApyFromRatio, annualizeFundingRate, calcBorrowRate, calcBorrowRateAccrual, calcDynamicFeeBps, calcEffectiveCollateralUsd, calcEstLiqPrice, calcFee, calcFundingFeeUsd, calcFundingRate, calcImpactFeeRate, calcLeverage, calcMaxReducibleCollateralUsd, calcNotional, calcPositionBorrowFee, calcTokenUtilizationBps, calcTotalTradingFeeRate, calcUnrealizedPnl, calcWlpIncentiveApy, calcWlpMintOut, calcWlpPrice, calcWlpRedeemOut, decodeFundingIndexDelta, rawPrice, } from "../utils/math.ts";
+export { annualizedApyFromRatio, annualizeFundingRate, calcBorrowRate, calcBorrowRateAccrual, calcDynamicFeeBps, calcEffectiveCollateralUsd, calcEstLiqPrice, calcEstLiqPriceRaw, calcFee, calcFundingFeeUsd, calcFundingRate, calcImpactFeeRate, calcLeverage, calcMaxReducibleCollateralUsd, calcNotional, calcPositionBorrowFee, calcRealLiqNetCostUsd, calcTokenUtilizationBps, calcTotalTradingFeeRate, calcUnrealizedPnl, calcViewEstLiqFeesUsd, calcWlpIncentiveApy, calcWlpMintOut, calcWlpPrice, calcWlpRedeemOut, decodeFundingIndexDelta, rawPrice, } from "../utils/math.ts";
+export type { ExactDecimalUsd, LiqFeeBundle, RawPriceInput } from "../utils/math.ts";
+export { formatFundingInterval } from "../utils/format.ts";
+export { calcEstLiqPriceRawFromView } from "./liq-view.ts";
+export type { EstLiqPriceViewOpts } from "./liq-view.ts";
 export * from "./user/index.ts";
 export * from "./tx-builders.ts";
 export * from "./fetch.ts";

package/dist/src/perp/index.js

@@ -2,10 +2,12 @@
 export { PerpClient } from "./client.js";
 export { PYTH_DEFAULTS, WORMHOLE_DEFAULTS, clearConfigCache, loadConfig } from "./config.js";
 // ======== Constants & enums ========
-export { ACTION_ADD_PRE_ORDER, ACTION_CANCEL_ORDER, ACTION_CANCEL_PRE_ORDER, ACTION_CLOSE_POSITION, ACTION_DECREASE_POSITION, ACTION_DEPOSIT_COLLATERAL, ACTION_INCREASE_POSITION, ACTION_LIQUIDATE, ACTION_OPEN_POSITION, ACTION_PLACE_ORDER, ACTION_UPDATE_ORDER, ACTION_WITHDRAW_COLLATERAL, BPS_SCALE, CRYPTO_FEE_RATE, DOUBLE_SCALE, DRY_RUN_SENDER, FLOAT_SCALE, MAINTENANCE_MARGIN_RATE, ORDER_LIMIT_BUY, ORDER_LIMIT_SELL, ORDER_STOP_BUY, ORDER_STOP_SELL, ORDER_TAG_WILDCARD, PERM_ALL, PERM_ALL_TRADING, PERM_CANCEL_ORDER, PERM_CLOSE_POSITION, PERM_DECREASE_POSITION, PERM_DEPOSIT_COLLATERAL, PERM_INCREASE_POSITION, PERM_MINT_WLP, PERM_OPEN_POSITION, PERM_PLACE_ORDER, PERM_REDEEM_WLP, PERM_WITHDRAW_COLLATERAL, STAKING_PERM_DEPOSIT_STAKE, STAKING_PERM_REDEEM_STAKE, STAKING_PERM_CLAIM_REWARD, STAKING_PERM_ALL, STOCK_FEE_RATE, MS_PER_YEAR, SUI_DECIMALS, WLP_DECIMALS, COLLATERAL_DECIMALS, TOKEN_DECIMALS, } from "./constants.js";
+export { ACTION_ADD_PRE_ORDER, ACTION_CANCEL_ORDER, ACTION_CANCEL_PRE_ORDER, ACTION_CLOSE_POSITION, ACTION_DECREASE_POSITION, ACTION_DEPOSIT_COLLATERAL, ACTION_INCREASE_POSITION, ACTION_LIQUIDATE, ACTION_OPEN_POSITION, ACTION_PLACE_ORDER, ACTION_UPDATE_ORDER, ACTION_WITHDRAW_COLLATERAL, BPS_SCALE, DOUBLE_SCALE, DRY_RUN_SENDER, FLOAT_SCALE, ORDER_LIMIT_BUY, ORDER_LIMIT_SELL, ORDER_STOP_BUY, ORDER_STOP_SELL, ORDER_TAG_WILDCARD, PERM_ALL, PERM_ALL_TRADING, PERM_CANCEL_ORDER, PERM_CLOSE_POSITION, PERM_DECREASE_POSITION, PERM_DEPOSIT_COLLATERAL, PERM_INCREASE_POSITION, PERM_MINT_WLP, PERM_OPEN_POSITION, PERM_PLACE_ORDER, PERM_REDEEM_WLP, PERM_WITHDRAW_COLLATERAL, STAKING_PERM_DEPOSIT_STAKE, STAKING_PERM_REDEEM_STAKE, STAKING_PERM_CLAIM_REWARD, STAKING_PERM_ALL, MS_PER_MINUTE, MS_PER_HOUR, MS_PER_YEAR, SUI_DECIMALS, WLP_DECIMALS, COLLATERAL_DECIMALS, TOKEN_DECIMALS, } from "./constants.js";
 // ======== Utilities ========
 export { getMarketTickers, getCollateralAssets } from "../utils/config.js";
-export { annualizedApyFromRatio, annualizeFundingRate, calcBorrowRate, calcBorrowRateAccrual, calcDynamicFeeBps, calcEffectiveCollateralUsd, calcEstLiqPrice, calcFee, calcFundingFeeUsd, calcFundingRate, calcImpactFeeRate, calcLeverage, calcMaxReducibleCollateralUsd, calcNotional, calcPositionBorrowFee, calcTokenUtilizationBps, calcTotalTradingFeeRate, calcUnrealizedPnl, calcWlpIncentiveApy, calcWlpMintOut, calcWlpPrice, calcWlpRedeemOut, decodeFundingIndexDelta, rawPrice, } from "../utils/math.js";
+export { annualizedApyFromRatio, annualizeFundingRate, calcBorrowRate, calcBorrowRateAccrual, calcDynamicFeeBps, calcEffectiveCollateralUsd, calcEstLiqPrice, calcEstLiqPriceRaw, calcFee, calcFundingFeeUsd, calcFundingRate, calcImpactFeeRate, calcLeverage, calcMaxReducibleCollateralUsd, calcNotional, calcPositionBorrowFee, calcRealLiqNetCostUsd, calcTokenUtilizationBps, calcTotalTradingFeeRate, calcUnrealizedPnl, calcViewEstLiqFeesUsd, calcWlpIncentiveApy, calcWlpMintOut, calcWlpPrice, calcWlpRedeemOut, decodeFundingIndexDelta, rawPrice, } from "../utils/math.js";
+export { formatFundingInterval } from "../utils/format.js";
+export { calcEstLiqPriceRawFromView } from "./liq-view.js";
 // ======== Transaction builders (user-side) ========
 export * from "./user/index.js";
 // ======== High-level Tx builders ========

package/dist/src/perp/liq-view.d.ts

@@ -0,0 +1,64 @@
+/**
+ * View→raw adapter for the canonical liquidation-price estimate.
+ *
+ * `calcEstLiqPriceRaw` (`utils/math.ts`) takes the twelve RAW on-chain values
+ * the Move view takes, so every consumer that already holds a fetched
+ * `PositionDataView` row had to hand-map nine of them 1:1 off the row (the
+ * other three are the probe prices + maintenance margin, which the row does not
+ * carry) — and hand-carry the price invariant below in prose. That mapping is
+ * the SDK's job, so it lives here.
+ *
+ * ## Why perp-side and not in `utils/math.ts`
+ *
+ * `PositionDataView` is a perp read type (`perp/fetch/positions.ts`, decoded
+ * from the `waterx_perp_view` BCS struct). `utils/` is the shared base that
+ * `perp/` imports FROM — pulling a perp view type down into `utils/math.ts`
+ * would invert that direction and couple the line-agnostic math to the perp
+ * read layer. So the pure math stays in `utils/`, and the adapter that knows
+ * the perp row shape sits here, one layer up. Kept out of
+ * `perp/fetch/positions.ts` too: that module is transport (build PTB →
+ * simulate → decode), this is a pure field mapping with no client.
+ */
+import type { PositionDataView } from "./fetch/positions.ts";
+/**
+ * Probe prices the position row was READ AT — see the invariant on
+ * {@link calcEstLiqPriceRawFromView}. Whole-dollar u64, exactly as passed to
+ * the `perp/fetch` read (`WholeDollarUsdPrice`), plus the market's maintenance
+ * margin, which lives on `MarketData`, not on the position row.
+ */
+export type EstLiqPriceViewOpts = {
+    /** `MarketData.maintenance_margin` — raw 1e9-scaled Float value. */
+    maintenanceMarginRaw: bigint;
+    /** The SAME `basePriceUsd` passed to the read that produced `position`. */
+    basePriceUsd: bigint;
+    /** The SAME `collateralPriceUsd` passed to the read that produced `position`. */
+    collateralPriceUsd: bigint;
+};
+/**
+ * Estimated liquidation price from a fetched `PositionDataView` row —
+ * bit-identical to that row's `est_liq_price`.
+ *
+ * Maps the row's nine raw fields onto {@link calcEstLiqPriceRaw} (the op-for-op
+ * mirror of `view.move::calculate_est_liq_price`) and takes the remaining
+ * three — the two probe prices plus the market's maintenance margin — from
+ * `opts`. Returns the raw 1e9-scaled u128 price; `0n` = already liquidatable /
+ * zero size.
+ *
+ * ## INVARIANT — the prices must be the ones the row was READ AT
+ *
+ * `opts.basePriceUsd` / `opts.collateralPriceUsd` MUST be the same whole-dollar
+ * values you passed to the `perp/fetch` read that produced `position`
+ * (`getPosition`, `getMarketPositions`, `getAccountPositions`, …).
+ *
+ * `PositionDataView` does NOT carry the probe prices it was computed at, so
+ * NOTHING — not this adapter, not the type system — can check this for you.
+ * Feed different prices and the row's fee / notional-derived fields were
+ * computed against one price while the estimate is computed against another:
+ * the result is a plausible-looking number that silently disagrees with
+ * `position.est_liq_price`. Thread the prices through from the read call site;
+ * never re-fetch or re-guess them here.
+ *
+ * @throws RangeError via `calcEstLiqPriceRaw` when any raw value is negative or
+ *   `collateral_decimal` is outside `[0, 19]`.
+ */
+export declare function calcEstLiqPriceRawFromView(position: PositionDataView, opts: EstLiqPriceViewOpts): bigint;

package/dist/src/perp/liq-view.js

@@ -0,0 +1,71 @@
+/**
+ * View→raw adapter for the canonical liquidation-price estimate.
+ *
+ * `calcEstLiqPriceRaw` (`utils/math.ts`) takes the twelve RAW on-chain values
+ * the Move view takes, so every consumer that already holds a fetched
+ * `PositionDataView` row had to hand-map nine of them 1:1 off the row (the
+ * other three are the probe prices + maintenance margin, which the row does not
+ * carry) — and hand-carry the price invariant below in prose. That mapping is
+ * the SDK's job, so it lives here.
+ *
+ * ## Why perp-side and not in `utils/math.ts`
+ *
+ * `PositionDataView` is a perp read type (`perp/fetch/positions.ts`, decoded
+ * from the `waterx_perp_view` BCS struct). `utils/` is the shared base that
+ * `perp/` imports FROM — pulling a perp view type down into `utils/math.ts`
+ * would invert that direction and couple the line-agnostic math to the perp
+ * read layer. So the pure math stays in `utils/`, and the adapter that knows
+ * the perp row shape sits here, one layer up. Kept out of
+ * `perp/fetch/positions.ts` too: that module is transport (build PTB →
+ * simulate → decode), this is a pure field mapping with no client.
+ */
+import { calcEstLiqPriceRaw } from "../utils/math.js";
+/**
+ * Estimated liquidation price from a fetched `PositionDataView` row —
+ * bit-identical to that row's `est_liq_price`.
+ *
+ * Maps the row's nine raw fields onto {@link calcEstLiqPriceRaw} (the op-for-op
+ * mirror of `view.move::calculate_est_liq_price`) and takes the remaining
+ * three — the two probe prices plus the market's maintenance margin — from
+ * `opts`. Returns the raw 1e9-scaled u128 price; `0n` = already liquidatable /
+ * zero size.
+ *
+ * ## INVARIANT — the prices must be the ones the row was READ AT
+ *
+ * `opts.basePriceUsd` / `opts.collateralPriceUsd` MUST be the same whole-dollar
+ * values you passed to the `perp/fetch` read that produced `position`
+ * (`getPosition`, `getMarketPositions`, `getAccountPositions`, …).
+ *
+ * `PositionDataView` does NOT carry the probe prices it was computed at, so
+ * NOTHING — not this adapter, not the type system — can check this for you.
+ * Feed different prices and the row's fee / notional-derived fields were
+ * computed against one price while the estimate is computed against another:
+ * the result is a plausible-looking number that silently disagrees with
+ * `position.est_liq_price`. Thread the prices through from the read call site;
+ * never re-fetch or re-guess them here.
+ *
+ * @throws RangeError via `calcEstLiqPriceRaw` when any raw value is negative or
+ *   `collateral_decimal` is outside `[0, 19]`.
+ */
+export function calcEstLiqPriceRawFromView(position, opts) {
+    return calcEstLiqPriceRaw({
+        isLong: position.is_long,
+        sizeRaw: BigInt(position.size),
+        avgPriceRaw: BigInt(position.average_price),
+        collateralAmountRaw: BigInt(position.collateral_amount),
+        collateralDecimal: position.collateral_decimal,
+        basePriceUsd: opts.basePriceUsd,
+        collateralPriceUsd: opts.collateralPriceUsd,
+        maintenanceMarginRaw: opts.maintenanceMarginRaw,
+        // The view pre-combines accrued + unrealized into `borrow_fee` / `funding_fee`
+        // — take those, NOT the `unrealized_*` pair, which would UNDER-count:
+        // `view.move` sets `borrow_fee = calculate_borrow_fee(cumul) +
+        // unrealized_borrow_fee`, and `position.move::calculate_funding_fee` returns
+        // the unrealized leg combined with the current period's, so the row's
+        // `unrealized_*` fields are strict SUBSETS of the combined pair.
+        borrowFeeRaw: BigInt(position.borrow_fee),
+        fundingSign: position.funding_fee_positive,
+        fundingFeeRaw: BigInt(position.funding_fee),
+        tradingFeeRaw: BigInt(position.unrealized_trading_fee),
+    });
+}

package/dist/src/perp/user/order.d.ts

@@ -7,6 +7,19 @@
  *
  * Use `triggerPrice === undefined` (market form) to park an order at
  * tick 0 in the limit book; a keeper picks it up via `match_orders`.
+ *
+ * ## Trigger prices are exact order-book KEYS
+ *
+ * Every `triggerPrice` / `currentTriggerPrice` / `newTriggerPrice` below is the
+ * raw 1e9-scaled value the book is keyed by — off by a single 1e-9 unit and the
+ * lookup silently finds nothing. Build them with `rawPrice` in its EXACT mode
+ * (`rawPrice("95000.5")`, an `ExactDecimalUsd` string); the `number` mode
+ * round-trips through f64 and is exact only below ≈ $9,007,199.
+ *
+ * The params stay `bigint | number` (the RAW scaled value, not USD): both are
+ * legitimate raw inputs, `toU128` already rejects a non-safe-integer `number`
+ * before it can serialize wrong, and dropping `number` would break published
+ * call shapes. The mode choice belongs one level up, at `rawPrice`.
  */
 import type { Transaction, TransactionArgument } from "@mysten/sui/transactions";
 import type { PerpClient } from "../client.ts";

package/dist/src/perp/user/order.js

@@ -7,10 +7,24 @@
  *
  * Use `triggerPrice === undefined` (market form) to park an order at
  * tick 0 in the limit book; a keeper picks it up via `match_orders`.
+ *
+ * ## Trigger prices are exact order-book KEYS
+ *
+ * Every `triggerPrice` / `currentTriggerPrice` / `newTriggerPrice` below is the
+ * raw 1e9-scaled value the book is keyed by — off by a single 1e-9 unit and the
+ * lookup silently finds nothing. Build them with `rawPrice` in its EXACT mode
+ * (`rawPrice("95000.5")`, an `ExactDecimalUsd` string); the `number` mode
+ * round-trips through f64 and is exact only below ≈ $9,007,199.
+ *
+ * The params stay `bigint | number` (the RAW scaled value, not USD): both are
+ * legitimate raw inputs, `toU128` already rejects a non-safe-integer `number`
+ * before it can serialize wrong, and dropping `number` would break published
+ * call shapes. The mode choice belongs one level up, at `rawPrice`.
  */
 import { makeSenderRequest } from "../../account/account-request.js";
 import { newPlaceOrderArgument } from "../../generated/waterx_perp/request.js";
 import * as trading from "../../generated/waterx_perp/trading.js";
+import { toU8, toU64, toU64OrNull, toU128, toU128OrNull } from "../../utils/validate.js";
 import { ORDER_TAG_WILDCARD } from "../constants.js";
 /** Build a `request::PlaceOrderArgument` Move struct in the PTB. */
 export function buildPlaceOrderArgument(client, tx, p) {
@@ -20,11 +34,11 @@ export function buildPlaceOrderArgument(client, tx, p) {
             isLong: p.isLong,
             isStopOrder: p.isStopOrder,
             reduceOnly: p.reduceOnly,
-            size: p.size,
-            triggerPrice: p.triggerPrice ?? null,
-            linkedPositionId: p.linkedPositionId ?? null,
-            acceptablePrice: p.acceptablePrice ?? null,
-            collateralAmount: p.collateralAmount,
+            size: toU128(p.size, "size"),
+            triggerPrice: toU128OrNull(p.triggerPrice, "triggerPrice"),
+            linkedPositionId: toU64OrNull(p.linkedPositionId, "linkedPositionId"),
+            acceptablePrice: toU64OrNull(p.acceptablePrice, "acceptablePrice"),
+            collateralAmount: toU64(p.collateralAmount, "collateralAmount"),
         },
     })(tx);
     return arg;
@@ -66,9 +80,9 @@ export function cancelOrderRequest(client, tx, params) {
             ticker: params.ticker,
             senderRequest: req,
             accountId: params.accountId,
-            orderId: params.orderId,
-            triggerPrice: params.triggerPrice ?? 0n,
-            orderTypeTag: params.orderTypeTag ?? ORDER_TAG_WILDCARD,
+            orderId: toU64(params.orderId, "orderId"),
+            triggerPrice: toU128(params.triggerPrice ?? 0n, "triggerPrice"),
+            orderTypeTag: toU8(params.orderTypeTag ?? ORDER_TAG_WILDCARD, "orderTypeTag"),
         },
         typeArguments: [params.collateralType, params.lpType ?? client.wlpType()],
     })(tx);
@@ -85,11 +99,11 @@ export function updateOrderRequest(client, tx, params) {
             ticker: params.ticker,
             senderRequest: req,
             accountId: params.accountId,
-            orderId: params.orderId,
-            currentTriggerPrice: params.currentTriggerPrice,
-            orderTypeTag: params.orderTypeTag,
-            newSize: params.newSize,
-            newTriggerPrice: params.newTriggerPrice,
+            orderId: toU64(params.orderId, "orderId"),
+            currentTriggerPrice: toU128(params.currentTriggerPrice, "currentTriggerPrice"),
+            orderTypeTag: toU8(params.orderTypeTag, "orderTypeTag"),
+            newSize: toU128(params.newSize, "newSize"),
+            newTriggerPrice: toU128(params.newTriggerPrice, "newTriggerPrice"),
         },
         typeArguments: [params.collateralType, params.lpType ?? client.wlpType()],
     })(tx);
@@ -106,8 +120,8 @@ export function cancelPreOrderRequest(client, tx, params) {
             ticker: params.ticker,
             senderRequest: req,
             accountId: params.accountId,
-            mainOrderId: params.mainOrderId,
-            preOrderId: params.preOrderId,
+            mainOrderId: toU64(params.mainOrderId, "mainOrderId"),
+            preOrderId: toU64(params.preOrderId, "preOrderId"),
         },
         typeArguments: [params.collateralType, params.lpType ?? client.wlpType()],
     })(tx);
@@ -125,7 +139,7 @@ export function addPreOrderRequest(client, tx, params) {
             ticker: params.ticker,
             senderRequest: req,
             accountId: params.accountId,
-            mainOrderId: params.mainOrderId,
+            mainOrderId: toU64(params.mainOrderId, "mainOrderId"),
             preOrder: preArg,
         },
         typeArguments: [params.collateralType, params.lpType ?? client.wlpType()],

package/dist/src/perp/user/staking.js

@@ -17,6 +17,7 @@
  */
 import { makeSenderRequest } from "../../account/account-request.js";
 import * as staking from "../../generated/waterx_staking/waterx_staking.js";
+import { toU64Arg } from "../../utils/validate.js";
 function pool(client, stakeAlias) {
     const id = client.config.packages.waterx_staking?.pools?.[stakeAlias];
     if (!id) {
@@ -41,7 +42,7 @@ export function stake(client, tx, params) {
             wxaRegistry: tx.object(client.config.packages.waterx_account.account_registry),
             accountId: params.accountId,
             accReq: req,
-            stakeAmount: params.stakeAmount,
+            stakeAmount: toU64Arg(params.stakeAmount, "stakeAmount"),
         },
         typeArguments: [params.stakeType],
     })(tx);
@@ -72,7 +73,7 @@ export function unstake(client, tx, params) {
             wxaRegistry: tx.object(client.config.packages.waterx_account.account_registry),
             accountId: params.accountId,
             accReq: req,
-            withdrawalAmount: params.withdrawalAmount,
+            withdrawalAmount: toU64Arg(params.withdrawalAmount, "withdrawalAmount"),
         },
         typeArguments: [params.stakeType],
     })(tx);

package/dist/src/perp/user/trading.js

@@ -12,6 +12,7 @@
  */
 import { makeSenderRequest } from "../../account/account-request.js";
 import * as trading from "../../generated/waterx_perp/trading.js";
+import { toU8, toU64, toU64OrNull, toU128 } from "../../utils/validate.js";
 import { ORDER_TAG_WILDCARD } from "../constants.js";
 function typeArgs(client, t) {
     return [t.collateralType, t.lpType ?? client.wlpType()];
@@ -39,8 +40,8 @@ export function closePositionRequest(client, tx, params) {
             ticker: params.ticker,
             senderRequest: req,
             accountId: params.accountId,
-            positionId: params.positionId,
-            acceptablePrice: params.acceptablePrice,
+            positionId: toU64(params.positionId, "positionId"),
+            acceptablePrice: toU64(params.acceptablePrice, "acceptablePrice"),
         },
         typeArguments: typeArgs(client, params),
     })(tx);
@@ -58,11 +59,11 @@ export function increasePositionRequest(client, tx, params) {
             ticker: params.ticker,
             senderRequest: req,
             accountId: params.accountId,
-            orderId: params.orderId ?? null,
-            positionId: params.positionId,
-            collateralAmount: params.collateralAmount,
-            size: params.size,
-            acceptablePrice: params.acceptablePrice,
+            orderId: toU64OrNull(params.orderId, "orderId"),
+            positionId: toU64(params.positionId, "positionId"),
+            collateralAmount: toU64(params.collateralAmount, "collateralAmount"),
+            size: toU128(params.size, "size"),
+            acceptablePrice: toU64(params.acceptablePrice, "acceptablePrice"),
         },
         typeArguments: typeArgs(client, params),
     })(tx);
@@ -80,9 +81,9 @@ export function decreasePositionRequest(client, tx, params) {
             ticker: params.ticker,
             senderRequest: req,
             accountId: params.accountId,
-            positionId: params.positionId,
-            size: params.size,
-            acceptablePrice: params.acceptablePrice,
+            positionId: toU64(params.positionId, "positionId"),
+            size: toU128(params.size, "size"),
+            acceptablePrice: toU64(params.acceptablePrice, "acceptablePrice"),
         },
         typeArguments: typeArgs(client, params),
     })(tx);
@@ -100,8 +101,8 @@ export function depositCollateralRequest(client, tx, params) {
             ticker: params.ticker,
             senderRequest: req,
             accountId: params.accountId,
-            positionId: params.positionId,
-            collateralAmount: params.collateralAmount,
+            positionId: toU64(params.positionId, "positionId"),
+            collateralAmount: toU64(params.collateralAmount, "collateralAmount"),
         },
         typeArguments: typeArgs(client, params),
     })(tx);
@@ -119,8 +120,8 @@ export function withdrawCollateralRequest(client, tx, params) {
             ticker: params.ticker,
             senderRequest: req,
             accountId: params.accountId,
-            positionId: params.positionId,
-            amount: params.amount,
+            positionId: toU64(params.positionId, "positionId"),
+            amount: toU64(params.amount, "amount"),
         },
         typeArguments: typeArgs(client, params),
     })(tx);
@@ -154,7 +155,7 @@ export function liquidate(client, tx, params) {
             ticker: params.ticker,
             pool: tx.object(obj.wlpPool),
             senderRequest: req,
-            positionId: params.positionId,
+            positionId: toU64(params.positionId, "positionId"),
             oracle: tx.object(obj.oracle),
         },
         typeArguments: typeArgs(client, params),
@@ -173,8 +174,8 @@ export function batchLiquidate(client, tx, params) {
             pool: tx.object(obj.wlpPool),
             senderRequest: req,
             oracle: tx.object(obj.oracle),
-            pageSize: params.pageSize,
-            pageIndex: params.pageIndex,
+            pageSize: toU64(params.pageSize, "pageSize"),
+            pageIndex: toU64(params.pageIndex, "pageIndex"),
         },
         typeArguments: typeArgs(client, params),
     })(tx);
@@ -192,9 +193,9 @@ export function matchOrders(client, tx, params) {
             pool: tx.object(obj.wlpPool),
             senderRequest: req,
             oracle: tx.object(obj.oracle),
-            orderTypeTag: params.orderTypeTag,
-            triggerPrice: params.triggerPrice,
-            maxFills: params.maxFills,
+            orderTypeTag: toU8(params.orderTypeTag, "orderTypeTag"),
+            triggerPrice: toU128(params.triggerPrice, "triggerPrice"),
+            maxFills: toU64(params.maxFills, "maxFills"),
         },
         typeArguments: typeArgs(client, params),
     })(tx);
@@ -230,8 +231,8 @@ export function openPositionByKeeper(client, tx, params) {
             accountObjectAddress: params.accountObjectAddress,
             collateralCoin: params.collateralCoin,
             isLong: params.isLong,
-            size: params.size,
-            acceptablePrice: params.acceptablePrice,
+            size: toU128(params.size, "size"),
+            acceptablePrice: toU64(params.acceptablePrice, "acceptablePrice"),
             oracle: tx.object(obj.oracle),
         },
         typeArguments: typeArgs(client, params),
@@ -249,8 +250,8 @@ export function closePositionByKeeper(client, tx, params) {
             ticker: params.ticker,
             pool: tx.object(obj.wlpPool),
             keeperRequest: req,
-            positionId: params.positionId,
-            acceptablePrice: params.acceptablePrice,
+            positionId: toU64(params.positionId, "positionId"),
+            acceptablePrice: toU64(params.acceptablePrice, "acceptablePrice"),
             oracle: tx.object(obj.oracle),
         },
         typeArguments: typeArgs(client, params),

package/dist/src/perp/user/wlp.js

@@ -11,6 +11,7 @@
  */
 import { makeSenderRequest } from "../../account/account-request.js";
 import * as lp from "../../generated/waterx_perp/lp_pool.js";
+import { toU64 } from "../../utils/validate.js";
 /** Returns the minted `lp_amount` so it can be chained into e.g. `stake`. */
 export function mintWlp(client, tx, params) {
     const req = makeSenderRequest(client, tx, params.bucketAccount);
@@ -23,8 +24,8 @@ export function mintWlp(client, tx, params) {
             aum: tx.object(requireWlpAum(client)),
             senderRequest: req,
             accountId: params.accountId,
-            depositAmount: params.depositAmount,
-            minLpAmount: params.minLpAmount,
+            depositAmount: toU64(params.depositAmount, "depositAmount"),
+            minLpAmount: toU64(params.minLpAmount, "minLpAmount"),
             oracle: tx.object(client.config.packages.waterx_oracle.oracle),
         },
         typeArguments: [params.lpType ?? client.wlpType(), params.depositTokenType],
@@ -48,7 +49,7 @@ export function requestRedeemWlp(client, tx, params) {
             wxaRegistry: tx.object(client.config.packages.waterx_account.account_registry),
             senderRequest: req,
             accountId: params.accountId,
-            lpAmount: params.lpAmount,
+            lpAmount: toU64(params.lpAmount, "lpAmount"),
         },
         typeArguments: [params.lpType ?? client.wlpType(), params.redeemTokenType],
     })(tx);
@@ -62,7 +63,7 @@ export function cancelRedeemWlp(client, tx, params) {
             globalConfig: tx.object(client.config.packages.waterx_perp.global_config),
             wxaRegistry: tx.object(client.config.packages.waterx_account.account_registry),
             senderRequest: req,
-            requestId: params.requestId,
+            requestId: toU64(params.requestId, "requestId"),
         },
         typeArguments: [params.lpType ?? client.wlpType()],
     })(tx);
@@ -77,7 +78,7 @@ export function settleRedeemWlp(client, tx, params) {
             wxaRegistry: tx.object(client.config.packages.waterx_account.account_registry),
             operatorRequest: req,
             aum: tx.object(requireWlpAum(client)),
-            requestId: params.requestId,
+            requestId: toU64(params.requestId, "requestId"),
             oracle: tx.object(client.config.packages.waterx_oracle.oracle),
         },
         typeArguments: [params.lpType ?? client.wlpType(), params.redeemTokenType],

package/dist/src/prediction/utils.d.ts

@@ -10,8 +10,17 @@ export declare function resolveSettlementCoinType(client: PredictClient, coinTyp
 export declare function resolveMarketRegistry(client: PredictClient, marketRegistry?: string): string;
 export declare function resolveAccountRegistry(client: PredictClient, accountRegistry?: string): string;
 export declare function resolveGlobalConfig(client: PredictClient, globalConfig?: string): string;
-/** Ensures `value` is a valid unsigned 64-bit integer. */
-export declare function assertU64(value: bigint, name?: string): bigint;
+/**
+ * Ensures `value` is a valid unsigned 64-bit integer.
+ *
+ * Thin alias for the shared `utils/validate.toU64` — the u64 domain rule
+ * (bigint range check; a `number` must be a NON-NEGATIVE SAFE integer, since
+ * `2^53 + 2` passes `isInteger` yet has already lost f64 precision and would
+ * BCS-encode a silently-wrong value) is authored ONCE there for both product
+ * lines. Throws `RangeError` (a subclass of `Error`) naming the parameter.
+ */
+export declare function assertU64(value: bigint | number, name?: string): bigint;
+/** Normalize a u64-ish input (bigint / number / decimal string) to a checked `bigint`. */
 export declare function toBigInt(value: bigint | number | string): bigint;
 export declare function objectArg(tx: Transaction, value: ObjectArgument): TransactionArgument;
 export declare function idArg(tx: Transaction, value: IdArgument): TransactionArgument;