@yuants/vendor-hyperliquid 0.9.8 → 0.9.10
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/api/client.js.map +1 -1
- package/dist/api/private-api.js.map +1 -1
- package/dist/api/sign.js.map +1 -1
- package/dist/api/types.js.map +1 -1
- package/dist/services/accounts/spot.js.map +1 -1
- package/dist/services/exchange.js.map +1 -1
- package/dist/services/markets/interest-rate.js +7 -6
- package/dist/services/markets/interest-rate.js.map +1 -1
- package/dist/services/markets/ohlc.js +7 -6
- package/dist/services/markets/ohlc.js.map +1 -1
- package/dist/services/markets/quote.js.map +1 -1
- package/dist/services/ohlc-service.js.map +1 -1
- package/dist/services/orders/cancelOrder.js.map +1 -1
- package/dist/services/orders/listOrders.js +2 -2
- package/dist/services/orders/listOrders.js.map +1 -1
- package/dist/services/orders/modifyOrder.js.map +1 -1
- package/dist/services/quotes.js.map +1 -1
- package/dist/services/utils.js.map +1 -1
- package/lib/api/client.d.ts +1 -1
- package/lib/api/client.d.ts.map +1 -1
- package/lib/api/client.js.map +1 -1
- package/lib/api/private-api.d.ts +2 -2
- package/lib/api/private-api.d.ts.map +1 -1
- package/lib/api/private-api.js.map +1 -1
- package/lib/api/public-api.d.ts +7 -10
- package/lib/api/public-api.d.ts.map +1 -1
- package/lib/api/sign.js +5 -6
- package/lib/api/sign.js.map +1 -1
- package/lib/api/types.d.ts.map +1 -1
- package/lib/api/types.js.map +1 -1
- package/lib/services/accounts/perp.d.ts.map +1 -1
- package/lib/services/accounts/spot.d.ts.map +1 -1
- package/lib/services/accounts/spot.js.map +1 -1
- package/lib/services/exchange.js.map +1 -1
- package/lib/services/markets/interest-rate.js +7 -6
- package/lib/services/markets/interest-rate.js.map +1 -1
- package/lib/services/markets/ohlc.js +7 -6
- package/lib/services/markets/ohlc.js.map +1 -1
- package/lib/services/markets/product.d.ts.map +1 -1
- package/lib/services/markets/quote.js.map +1 -1
- package/lib/services/ohlc-service.js.map +1 -1
- package/lib/services/orders/cancelOrder.d.ts.map +1 -1
- package/lib/services/orders/cancelOrder.js.map +1 -1
- package/lib/services/orders/listOrders.d.ts.map +1 -1
- package/lib/services/orders/listOrders.js +2 -2
- package/lib/services/orders/listOrders.js.map +1 -1
- package/lib/services/orders/modifyOrder.d.ts.map +1 -1
- package/lib/services/orders/modifyOrder.js.map +1 -1
- package/lib/services/orders/submitOrder.d.ts.map +1 -1
- package/lib/services/quotes.js.map +1 -1
- package/lib/services/utils.d.ts +2 -2
- package/lib/services/utils.d.ts.map +1 -1
- package/lib/services/utils.js.map +1 -1
- package/lib/tsdoc-metadata.json +1 -1
- package/package.json +48 -48
- package/temp/build/typescript/ts_HOjXkPSo.json +1 -0
- package/temp/package-deps.json +20 -20
- package/temp/test/jest/haste-map-1a3370ad4952cc1cbecf8fc42c6e9732-7b2990dcc44090c4eba2c52e971c544c-6a2a6e27ca3579da37751287ea19ab4c +0 -0
- package/temp/vendor-hyperliquid.api.json +18 -2
package/dist/api/client.js.map
CHANGED
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{"version":3,"file":"client.js","sourceRoot":"","sources":["../../src/api/client.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,IAAI,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACjD,OAAO,EAAE,OAAO,EAAE,MAAM,EAAE,cAAc,EAAE,QAAQ,EAAE,EAAE,EAAE,WAAW,EAAE,UAAU,EAAE,OAAO,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAI9G,MAAM,QAAQ,GAAG,6BAA6B,CAAC;AAE/C,MAAM,QAAQ,GAAG,CAAC,IAAY,EAAE,MAAkB,EAAE,MAAY,EAAE,EAAE;IAClE,MAAM,GAAG,GAAG,IAAI,GAAG,CAAC,QAAQ,CAAC,CAAC;IAC9B,GAAG,CAAC,QAAQ,GAAG,IAAI,CAAC;IACpB,IAAI,MAAM,KAAK,KAAK,IAAI,MAAM,EAAE,CAAC;QAC/B,MAAM,OAAO,GAAG,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC,CAAC;QAC9E,KAAK,MAAM,CAAC,GAAG,EAAE,KAAK,CAAC,IAAI,OAAO,EAAE,CAAC;YACnC,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,GAAG,EAAE,EAAE,GAAG,KAAK,CAAC,CAAC;QACxC,CAAC;IACH,CAAC;IACD,OAAO,GAAG,CAAC;AACb,CAAC,CAAC;AAEF,MAAM,OAAO,GAAG,KAAK,EAAE,MAAkB,EAAE,IAAY,EAAE,MAAY,EAAE,EAAE;IACvE,MAAM,GAAG,GAAG,QAAQ,CAAC,IAAI,EAAE,MAAM,EAAE,MAAM,CAAC,CAAC;IAC3C,MAAM,IAAI,GAAG,MAAM,KAAK,KAAK,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,MAAM,aAAN,MAAM,cAAN,MAAM,GAAI,EAAE,CAAC,CAAC;IAClE,MAAM,OAAO,GAA2B,EAAE,cAAc,EAAE,kBAAkB,EAAE,CAAC;IAC/E,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,MAAM,EAAE,GAAG,CAAC,IAAI,EAAE,IAAI,CAAC,CAAC;IAC7D,MAAM,GAAG,GAAG,MAAM,KAAK,CAAC,GAAG,CAAC,IAAI,EAAE;QAChC,MAAM;QACN,OAAO;QACP,IAAI,EAAE,MAAM,KAAK,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,SAAS;KACvD,CAAC,CAAC;IACH,MAAM,MAAM,GAAG,MAAM,GAAG,CAAC,IAAI,EAAE,CAAC;IAChC,IAAI,CAAC;QACH,IAAI,OAAO,CAAC,GAAG,CAAC,SAAS,KAAK,OAAO,EAAE,CAAC;YACtC,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,qBAAqB,EAAE,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,EAAE,MAAM,CAAC,CAAC;QACrG,CAAC;QACD,OAAO,IAAI,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;IAC5B,CAAC;IAAC,OAAO,GAAG,EAAE,CAAC;QACb,OAAO,CAAC,KAAK,CACX,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,0BAA0B,EAC1B,IAAI,EACJ,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,EACtB,MAAM,EACN,GAAG,CACJ,CAAC;QACF,MAAM,GAAG,CAAC;IACZ,CAAC;AACH,CAAC,CAAC;AAOF,MAAM,WAAW,GAAG,IAAI,GAAG,EAA0B,CAAC;AAEtD,MAAM,gBAAgB,GAAG,CAAC,IAAY,EAAE,MAAc,EAAE,KAAa,EAAE,EAAE;IACvE,IAAI,WAAW,CAAC,GAAG,CAAC,IAAI,CAAC,EAAE,CAAC;QAC1B,OAAO,WAAW,CAAC,GAAG,CAAC,IAAI,CAAE,CAAC;IAChC,CAAC;IACD,MAAM,UAAU,GAAmB;QACjC,YAAY,EAAE,EAAE;QAChB,eAAe,EAAE,IAAI,OAAO,EAAE;KAC/B,CAAC;IACF,KAAK,CAAC,CAAC,EAAE,MAAM,CAAC;SACb,IAAI,CACH,MAAM,CAAC,GAAG,EAAE,CAAC,UAAU,CAAC,YAAY,CAAC,MAAM,GAAG,CAAC,CAAC,EAChD,QAAQ,CAAC,GAAG,EAAE,CAAC,UAAU,CAAC,YAAY,CAAC,MAAM,CAAC,CAAC,EAAE,KAAK,CAAC,CAAC,EACxD,QAAQ,CAAC,KAAK,EAAE,OAAO,EAAE,EAAE;QACzB,IAAI,CAAC;YACH,MAAM,QAAQ,GAAG,MAAM,OAAO,CAAC,OAAO,CAAC,MAAM,EAAE,OAAO,CAAC,IAAI,EAAE,OAAO,CAAC,MAAM,CAAC,CAAC;YAC7E,OAAO,EAAE,QAAQ,EAAE,OAAO,CAAC,QAAQ,EAAE,QAAQ,EAAE,CAAC;QAClD,CAAC;QAAC,OAAO,KAAK,EAAE,CAAC;YACf,OAAO,EAAE,QAAQ,EAAE,OAAO,CAAC,QAAQ,EAAE,KAAK,EAAE,KAAc,EAAE,CAAC;QAC/D,CAAC;IACH,CAAC,CAAC,CACH;SACA,SAAS,CAAC,UAAU,CAAC,eAAe,CAAC,CAAC;IACzC,WAAW,CAAC,GAAG,CAAC,IAAI,EAAE,UAAU,CAAC,CAAC;IAClC,OAAO,UAAU,CAAC;AACpB,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,OAAO,GAAG,CAAU,MAAkB,EAAE,IAAY,EAAE,MAAY,EAAE,EAAE,CACjF,OAAO,CAAC,MAAM,EAAE,IAAI,EAAE,MAAM,CAAe,CAAC;AAE9C,MAAM,CAAC,MAAM,sBAAsB,GAAG,KAAK,EACzC,MAAkB,EAClB,IAAY,EACZ,WAA8C,EAC9C,MAAY,EACZ,EAAE;;IACF,MAAM,UAAU,GAAG,gBAAgB,CAAC,IAAI,EAAE,WAAW,CAAC,MAAM,EAAE,WAAW,CAAC,KAAK,CAAC,CAAC;IACjF,MAAM,QAAQ,GAAG,IAAI,EAAE,CAAC;IACxB,MAAM,IAAI,GAAG,UAAU,CAAC,eAAe,CAAC,IAAI,CAC1C,MAAM,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,QAAQ,KAAK,QAAQ,CAAC,EAC5C,QAAQ,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,CAAC,GAAG,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,IAAI,CAAC,CAAC,CAAC,EAC1E,OAAO,CAAC,KAAM,CAAC,EACf,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;IACF,UAAU,CAAC,YAAY,CAAC,IAAI,CAAC,EAAE,QAAQ,EAAE,MAAM,EAAE,IAAI,EAAE,MAAM,EAAE,CAAC,CAAC;IACjE,OAAO,CAAC,MAAA,CAAC,MAAM,cAAc,CAAC,IAAI,CAAC,CAAC,CAAC,QAAQ,mCAAI,IAAI,CAAM,CAAC;AAC9D,CAAC,CAAC","sourcesContent":["import { UUID, formatTime } from '@yuants/utils';\nimport { Subject, filter, firstValueFrom, mergeMap, of, shareReplay, throwError, timeout, timer } from 'rxjs';\n\ntype HttpMethod = 'GET' | 'POST';\n\nconst BASE_URL = 'https://api.hyperliquid.xyz';\n\nconst buildUrl = (path: string, method: HttpMethod, params?: any) => {\n const url = new URL(BASE_URL);\n url.pathname = path;\n if (method === 'GET' && params) {\n const entries = Object.entries(params).sort(([a], [b]) => a.localeCompare(b));\n for (const [key, value] of entries) {\n url.searchParams.set(key, '' + value);\n }\n }\n return url;\n};\n\nconst callApi = async (method: HttpMethod, path: string, params?: any) => {\n const url = buildUrl(path, method, params);\n const body = method === 'GET' ? '' : JSON.stringify(params ?? {});\n const headers: Record<string, string> = { 'Content-Type': 'application/json' };\n console.info(formatTime(Date.now()), method, url.href, body);\n const res = await fetch(url.href, {\n method,\n headers,\n body: method === 'GET' ? undefined : body || undefined,\n });\n const retStr = await res.text();\n try {\n if (process.env.LOG_LEVEL === 'DEBUG') {\n console.debug(formatTime(Date.now()), 'HyperliquidResponse', path, JSON.stringify(params), retStr);\n }\n return JSON.parse(retStr);\n } catch (err) {\n console.error(\n formatTime(Date.now()),\n 'HyperliquidRequestFailed',\n path,\n JSON.stringify(params),\n retStr,\n err,\n );\n throw err;\n }\n};\n\ntype FlowController = {\n requestQueue: Array<{ trace_id: string; method: HttpMethod; path: string; params?: any }>;\n responseChannel: Subject<{ trace_id: string; response?: any; error?: Error }>;\n};\n\nconst controllers = new Map<string, FlowController>();\n\nconst ensureController = (path: string, period: number, limit: number) => {\n if (controllers.has(path)) {\n return controllers.get(path)!;\n }\n const controller: FlowController = {\n requestQueue: [],\n responseChannel: new Subject(),\n };\n timer(0, period)\n .pipe(\n filter(() => controller.requestQueue.length > 0),\n mergeMap(() => controller.requestQueue.splice(0, limit)),\n mergeMap(async (request) => {\n try {\n const response = await callApi(request.method, request.path, request.params);\n return { trace_id: request.trace_id, response };\n } catch (error) {\n return { trace_id: request.trace_id, error: error as Error };\n }\n }),\n )\n .subscribe(controller.responseChannel);\n controllers.set(path, controller);\n return controller;\n};\n\nexport const request = <T = any>(method: HttpMethod, path: string, params?: any) =>\n callApi(method, path, params) as Promise<T>;\n\nexport const requestWithFlowControl = async <T = any>(\n method: HttpMethod,\n path: string,\n flowControl: { period: number; limit: number },\n params?: any,\n) => {\n const controller = ensureController(path, flowControl.period, flowControl.limit);\n const trace_id = UUID();\n const res$ = controller.responseChannel.pipe(\n filter((resp) => resp.trace_id === trace_id),\n mergeMap((resp) => (resp.error ? throwError(() => resp.error) : of(resp))),\n timeout(30_000),\n shareReplay(1),\n );\n controller.requestQueue.push({ trace_id, method, path, params });\n return ((await firstValueFrom(res$)).response ?? null) as T;\n};\n"]}
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{"version":3,"file":"private-api.js","sourceRoot":"","sources":["../../src/api/private-api.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,QAAQ,CAAC;AAChC,OAAO,EAAE,YAAY,EAAE,MAAM,QAAQ,CAAC;AACtC,OAAO,EAAE,OAAO,EAAE,MAAM,UAAU,CAAC;AAuDnC,MAAM,WAAW,GAAG,IAAI,GAAG,EAAkB,CAAC;AAE9C,MAAM,SAAS,GAAG,CAAC,UAAuB,EAAE,EAAE;IAC5C,IAAI,CAAC,WAAW,CAAC,GAAG,CAAC,UAAU,CAAC,WAAW,CAAC,EAAE;
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{"version":3,"file":"private-api.js","sourceRoot":"","sources":["../../src/api/private-api.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,QAAQ,CAAC;AAChC,OAAO,EAAE,YAAY,EAAE,MAAM,QAAQ,CAAC;AACtC,OAAO,EAAE,OAAO,EAAE,MAAM,UAAU,CAAC;AAuDnC,MAAM,WAAW,GAAG,IAAI,GAAG,EAAkB,CAAC;AAE9C,MAAM,SAAS,GAAG,CAAC,UAAuB,EAAE,EAAE;IAC5C,IAAI,CAAC,WAAW,CAAC,GAAG,CAAC,UAAU,CAAC,WAAW,CAAC,EAAE,CAAC;QAC7C,WAAW,CAAC,GAAG,CAAC,UAAU,CAAC,WAAW,EAAE,IAAI,MAAM,CAAC,UAAU,CAAC,WAAW,CAAC,CAAC,CAAC;IAC9E,CAAC;IACD,OAAO,WAAW,CAAC,GAAG,CAAC,UAAU,CAAC,WAAW,CAAE,CAAC;AAClD,CAAC,CAAC;AAEF;;;;;;;GAOG;AACH,MAAM,CAAC,MAAM,UAAU,GAAG,KAAK,EAC7B,UAAuB,EACvB,MAKC,EACD,EAAE;;IACF,MAAM,MAAM,GAAwB;QAClC,IAAI,EAAE,OAAO;QACb,MAAM,EAAE,MAAM,CAAC,MAAM;QACrB,QAAQ,EAAE,IAAI;KACf,CAAC;IACF,IAAI,MAAM,CAAC,OAAO,EAAE,CAAC;QACnB,MAAM,CAAC,SAAS,CAAC,GAAG,MAAM,CAAC,OAAO,CAAC;IACrC,CAAC;IACD,MAAM,KAAK,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;IACzB,MAAM,SAAS,GAAG,MAAM,YAAY,CAClC,SAAS,CAAC,UAAU,CAAC,EACrB,MAAM,EACN,MAAA,MAAM,CAAC,YAAY,mCAAI,IAAI,EAC3B,KAAK,EACL,MAAA,MAAM,CAAC,YAAY,mCAAI,IAAI,EAC3B,IAAI,CACL,CAAC;IACF,OAAO,OAAO,CAAC,MAAM,EAAE,UAAU,EAAE,EAAE,MAAM,EAAE,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC;AACnE,CAAC,CAAC;AAEF;;;;;;;GAOG;AACH,MAAM,CAAC,MAAM,WAAW,GAAG,KAAK,EAC9B,UAAuB,EACvB,MAAkF,EAClF,EAAE;;IACF,MAAM,MAAM,GAAwB;QAClC,IAAI,EAAE,QAAQ;QACd,OAAO,EAAE,MAAM,CAAC,OAAO;KACxB,CAAC;IACF,MAAM,KAAK,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;IACzB,MAAM,SAAS,GAAG,MAAM,YAAY,CAClC,SAAS,CAAC,UAAU,CAAC,EACrB,MAAM,EACN,MAAA,MAAM,CAAC,YAAY,mCAAI,IAAI,EAC3B,KAAK,EACL,MAAA,MAAM,CAAC,YAAY,mCAAI,IAAI,EAC3B,IAAI,CACL,CAAC;IACF,OAAO,OAAO,CAAC,MAAM,EAAE,UAAU,EAAE,EAAE,MAAM,EAAE,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC;AACnE,CAAC,CAAC;AAEF;;;;;;GAMG;AACH,MAAM,CAAC,MAAM,WAAW,GAAG,KAAK,EAC9B,UAAuB,EACvB,MAKC,EACD,EAAE;;IACF,MAAM,MAAM,GAAwB;QAClC,IAAI,EAAE,QAAQ;QACd,GAAG,EAAE,MAAM,CAAC,GAAG;QACf,KAAK,EAAE,MAAM,CAAC,KAAK;KACpB,CAAC;IACF,MAAM,KAAK,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;IACzB,MAAM,SAAS,GAAG,MAAM,YAAY,CAClC,SAAS,CAAC,UAAU,CAAC,EACrB,MAAM,EACN,MAAA,MAAM,CAAC,YAAY,mCAAI,IAAI,EAC3B,KAAK,EACL,MAAA,MAAM,CAAC,YAAY,mCAAI,IAAI,EAC3B,IAAI,CACL,CAAC;IACF,OAAO,OAAO,CAAC,MAAM,EAAE,UAAU,EAAE,EAAE,MAAM,EAAE,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC;AACnE,CAAC,CAAC;AAEF;;;;;;GAMG;AACH,MAAM,CAAC,MAAM,YAAY,GAAG,KAAK,EAC/B,UAAuB,EACvB,MAAiD,EACjD,EAAE;IACF,MAAM,MAAM,GAAG,SAAS,CAAC,UAAU,CAAC,CAAC;IACrC,MAAM,OAAO,GAAG,MAAM,CAAC,OAAO,CAAC;IAE/B,MAAM,WAAW,GAAQ;QACvB,IAAI,EAAE,WAAW;QACjB,IAAI,EAAE,OAAO;KACd,CAAC;IAEF,IAAI,MAAM,aAAN,MAAM,uBAAN,MAAM,CAAE,SAAS,EAAE,CAAC;QACtB,WAAW,CAAC,SAAS,GAAG,MAAM,CAAC,SAAS,CAAC;IAC3C,CAAC;IAED,IAAI,MAAM,aAAN,MAAM,uBAAN,MAAM,CAAE,OAAO,EAAE,CAAC;QACpB,WAAW,CAAC,OAAO,GAAG,MAAM,CAAC,OAAO,CAAC;IACvC,CAAC;IAED,OAAO,OAAO,CAuBX,MAAM,EAAE,MAAM,EAAE,WAAW,CAAC,CAAC;AAClC,CAAC,CAAC","sourcesContent":["import { Wallet } from 'ethers';\nimport { signL1Action } from './sign';\nimport { request } from './client';\nimport { ICredential } from './types';\n\n/**\n * Order payload for placing orders on Hyperliquid\n */\ntype OrderPayload = {\n /** Asset index (absolute) */\n a: number;\n /** Buy flag (true for buy, false for sell) */\n b: boolean;\n /** Limit price string */\n p: string;\n /** Size string */\n s: string;\n /** Reduce only flag */\n r: boolean;\n /** Order type configuration */\n t: {\n /** Time in force for limit orders: \"Alo\" (Post-Only), \"Ioc\" (Immediate or Cancel), \"Gtc\" (Good til Cancel) */\n limit?: { tif: string };\n /** Trigger order configuration */\n trigger?: {\n /** Is market trigger price */\n isMarket: boolean;\n /** Trigger price string */\n triggerPx: string;\n /** Take profit/stop loss indicator */\n tpsl: string;\n };\n };\n /** Order fee coefficient */\n c?: number;\n};\n\n/**\n * Cancel order payload\n */\ntype CancelPayload = {\n /** Asset index (absolute) */\n a: number;\n /** Order ID */\n o: number;\n};\n\n/**\n * Modify order payload\n */\ntype ModifyOrderPayload = {\n /** Order ID to modify */\n oid: number | string;\n /** New order parameters */\n order: OrderPayload;\n};\n\nconst walletCache = new Map<string, Wallet>();\n\nconst getWallet = (credential: ICredential) => {\n if (!walletCache.has(credential.private_key)) {\n walletCache.set(credential.private_key, new Wallet(credential.private_key));\n }\n return walletCache.get(credential.private_key)!;\n};\n\n/**\n * Place orders on Hyperliquid exchange\n * API Docs: https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/exchange-endpoint#place-an-order\n * API Endpoint: POST /exchange\n * @param credential - User credential containing private key for signing\n * @param params - Order placement parameters\n * @returns Promise resolving to exchange response\n */\nexport const placeOrder = async (\n credential: ICredential,\n params: {\n orders: OrderPayload[];\n builder?: { b: string; f: number };\n vaultAddress?: string;\n expiresAfter?: number;\n },\n) => {\n const action: Record<string, any> = {\n type: 'order',\n orders: params.orders,\n grouping: 'na',\n };\n if (params.builder) {\n action['builder'] = params.builder;\n }\n const nonce = Date.now();\n const signature = await signL1Action(\n getWallet(credential),\n action,\n params.vaultAddress ?? null,\n nonce,\n params.expiresAfter ?? null,\n true,\n );\n return request('POST', 'exchange', { action, nonce, signature });\n};\n\n/**\n * Cancel orders on Hyperliquid exchange\n * API Docs: https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/exchange-endpoint#cancel-order-s\n * API Endpoint: POST /exchange\n * @param credential - User credential containing private key for signing\n * @param params - Order cancellation parameters\n * @returns Promise resolving to exchange response\n */\nexport const cancelOrder = async (\n credential: ICredential,\n params: { cancels: CancelPayload[]; vaultAddress?: string; expiresAfter?: number },\n) => {\n const action: Record<string, any> = {\n type: 'cancel',\n cancels: params.cancels,\n };\n const nonce = Date.now();\n const signature = await signL1Action(\n getWallet(credential),\n action,\n params.vaultAddress ?? null,\n nonce,\n params.expiresAfter ?? null,\n true,\n );\n return request('POST', 'exchange', { action, nonce, signature });\n};\n\n/**\n * Modify an existing order on Hyperliquid exchange\n * API Endpoint: POST /exchange\n * @param credential - User credential containing private key for signing\n * @param params - Order modification parameters\n * @returns Promise resolving to exchange response\n */\nexport const modifyOrder = async (\n credential: ICredential,\n params: {\n oid: number | string;\n order: OrderPayload;\n vaultAddress?: string;\n expiresAfter?: number;\n },\n) => {\n const action: Record<string, any> = {\n type: 'modify',\n oid: params.oid,\n order: params.order,\n };\n const nonce = Date.now();\n const signature = await signL1Action(\n getWallet(credential),\n action,\n params.vaultAddress ?? null,\n nonce,\n params.expiresAfter ?? null,\n true,\n );\n return request('POST', 'exchange', { action, nonce, signature });\n};\n\n/**\n * Get user's fill history (trade history) from Hyperliquid\n * API Endpoint: POST /info (type: userFills)\n * @param credential - User credential containing private key for authentication\n * @param params - Optional time range parameters\n * @returns Promise resolving to user fill history with detailed trade information\n */\nexport const getUserFills = async (\n credential: ICredential,\n params?: { startTime?: number; endTime?: number },\n) => {\n const wallet = getWallet(credential);\n const address = wallet.address;\n\n const requestBody: any = {\n type: 'userFills',\n user: address,\n };\n\n if (params?.startTime) {\n requestBody.startTime = params.startTime;\n }\n\n if (params?.endTime) {\n requestBody.endTime = params.endTime;\n }\n\n return request<{\n fills: {\n time: number;\n feedId: string;\n hash: string;\n coin: string;\n side: string;\n px: string;\n sz: string;\n oid: number;\n startPos: string;\n fee: string;\n feeToken: string;\n closedSize: string;\n closedPnl: string;\n dir: string;\n source: string;\n type: string;\n positionAction: string;\n asset: number;\n tid: string;\n crossChain: any;\n }[];\n }>('POST', 'info', requestBody);\n};\n"]}
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package/dist/api/sign.js.map
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1
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address.slice(2) : address;\n return new Uint8Array(Buffer.from(cleanAddress, 'hex'));\n}\n\nfunction actionHash(\n action: any,\n vaultAddress: string | null,\n nonce: number,\n expiresAfter: number | null,\n): string {\n let data: any = new Uint8Array(encode(action));\n\n const nonceBytes = new Uint8Array(8);\n const nonceView = new DataView(nonceBytes.buffer);\n nonceView.setBigUint64(0, BigInt(nonce), false); // false = big endian\n data = concatUint8Arrays(data, nonceBytes);\n\n if (vaultAddress == null) {\n data = concatUint8Arrays(data, new Uint8Array([0x00]));\n } else {\n data = concatUint8Arrays(data, new Uint8Array([0x01]));\n data = concatUint8Arrays(data, addressToBytes(vaultAddress));\n }\n if (expiresAfter != null) {\n data = concatUint8Arrays(data, new Uint8Array([0x00]));\n const expiresBytes = new Uint8Array(8);\n const expiresView = new DataView(expiresBytes.buffer);\n expiresView.setBigUint64(0, BigInt(expiresAfter), false); // false = big endian\n data = concatUint8Arrays(data, expiresBytes);\n }\n\n return keccak256(data);\n}\n\nfunction concatUint8Arrays(...arrays: Uint8Array[]): Uint8Array {\n const totalLength = arrays.reduce((sum, arr) => sum + arr.length, 0);\n const result = new Uint8Array(totalLength);\n let offset = 0;\n\n for (const arr of arrays) {\n result.set(arr, offset);\n offset += arr.length;\n }\n\n return result;\n}\n\nfunction constructPhantomAgent(hash: string, isMainnet: boolean): PhantomAgent {\n return {\n source: isMainnet ? 'a' : 'b',\n connectionId: hash,\n };\n}\n\nfunction l1Payload(phantomAgent: PhantomAgent): L1Payload {\n return {\n domain: {\n chainId: 1337,\n name: 'Exchange',\n verifyingContract: '0x0000000000000000000000000000000000000000',\n version: '1',\n },\n types: {\n Agent: [\n { name: 'source', type: 'string' },\n { name: 'connectionId', type: 'bytes32' },\n ],\n EIP712Domain: [\n { name: 'name', type: 'string' },\n { name: 'version', type: 'string' },\n { name: 'chainId', type: 'uint256' },\n { name: 'verifyingContract', type: 'address' },\n ],\n },\n primaryType: 'Agent',\n message: phantomAgent,\n };\n}\n\nasync function signInner(wallet: Wallet, data: L1Payload): Promise<Signature> {\n const signature = await wallet.signTypedData(data.domain, { Agent: data.types.Agent }, data.message);\n\n const r = signature.slice(0, 66);\n const s = '0x' + signature.slice(66, 130);\n const v = parseInt(signature.slice(130, 132), 16);\n\n return { r, s, v };\n}\n\n/**\n * 签署 L1 动作\n *\n * @param wallet - 以太坊钱包实例\n * @param action - 要签署的动作数据\n * @param activePool - 活跃池地址（可以为 null）\n * @param nonce - 随机数\n * @param expiresAfter - 过期时间（可以为 null）\n * @param isMainnet - 是否为主网\n * @returns 签名对象\n */\nexport async function signL1Action(\n wallet: Wallet,\n action: any,\n activePool: string | null,\n nonce: number,\n expiresAfter: number | null,\n isMainnet: boolean,\n): Promise<Signature> {\n const hash = actionHash(action, activePool, nonce, expiresAfter);\n const phantomAgent = constructPhantomAgent(hash, isMainnet);\n const data = l1Payload(phantomAgent);\n return await signInner(wallet, data);\n}\n\nexport { actionHash, addressToBytes, constructPhantomAgent, l1Payload };\n"]}
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package/dist/api/types.js.map
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-
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|
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1
|
+
{"version":3,"file":"types.js","sourceRoot":"","sources":["../../src/api/types.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,QAAQ,CAAC;AAWhC;;GAEG;AACH,MAAM,CAAC,MAAM,eAAe,GAAG,CAAC,UAAuB,EAAU,EAAE,CACjE,eAAe,UAAU,CAAC,OAAO,CAAC,WAAW,EAAE,EAAE,CAAC;AAEpD;;;;GAIG;AACH,MAAM,CAAC,MAAM,gBAAgB,GAAG,CAAC,WAAmB,EAAe,EAAE;IACnE,MAAM,MAAM,GAAG,IAAI,MAAM,CAAC,WAAW,CAAC,CAAC;IACvC,OAAO,EAAE,WAAW,EAAE,OAAO,EAAE,MAAM,CAAC,OAAO,EAAE,CAAC;AAClD,CAAC,CAAC;AAEF;;;GAGG;AACH,MAAM,CAAC,MAAM,oBAAoB,GAAG,GAAgB,EAAE;IACpD,MAAM,WAAW,GAAG,OAAO,CAAC,GAAG,CAAC,WAAW,CAAC;IAC5C,IAAI,CAAC,WAAW,EAAE,CAAC;QACjB,MAAM,IAAI,KAAK,CAAC,yDAAyD,CAAC,CAAC;IAC7E,CAAC;IACD,OAAO,gBAAgB,CAAC,WAAW,CAAC,CAAC;AACvC,CAAC,CAAC","sourcesContent":["import { Wallet } from 'ethers';\n\n/**\n * Hyperliquid 凭证接口\n * 仅包含核心数据，行为方法通过辅助函数提供\n */\nexport interface ICredential {\n private_key: string;\n address: string;\n}\n\n/**\n * 获取凭证唯一标识\n */\nexport const getCredentialId = (credential: ICredential): string =>\n `HYPERLIQUID/${credential.address.toLowerCase()}`;\n\n/**\n * 创建凭证对象\n * @param private_key 私钥\n * @returns 凭证对象\n */\nexport const createCredential = (private_key: string): ICredential => {\n const wallet = new Wallet(private_key);\n return { private_key, address: wallet.address };\n};\n\n/**\n * 获取默认凭证（从环境变量）\n * @returns 默认凭证对象\n */\nexport const getDefaultCredential = (): ICredential => {\n const private_key = process.env.PRIVATE_KEY;\n if (!private_key) {\n throw new Error('Missing Hyperliquid credential: PRIVATE_KEY must be set');\n }\n return createCredential(private_key);\n};\n"]}
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@@ -1 +1 @@
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1
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-
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|
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+
{"version":3,"file":"spot.js","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAC5C,OAAO,EAAa,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AACnE,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,UAAU,EAAE,oBAAoB,EAAE,MAAM,sBAAsB,CAAC;AAExE,OAAO,EAAE,YAAY,EAAE,MAAM,oBAAoB,CAAC;AAElD,MAAM,mBAAmB,GAAG,WAAW,CACrC,KAAK,IAAI,EAAE;IACT,MAAM,QAAQ,GAAG,MAAM,YAAY,EAAE,CAAC;IACtC,MAAM,GAAG,GAAG,IAAI,GAAG,EAAkB,CAAC;IACtC,KAAK,MAAM,OAAO,IAAI,QAAQ,EAAE,CAAC;QAC/B,MAAM,CAAC,EAAE,QAAQ,CAAC,GAAG,OAAO,CAAC,UAAU,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;QACnD,IAAI,QAAQ,KAAK,MAAM,EAAE,CAAC;YACxB,GAAG,CAAC,GAAG,CAAC,OAAO,CAAC,aAAa,EAAE,OAAO,CAAC,UAAU,CAAC,CAAC;QACrD,CAAC;IACH,CAAC;IACD,OAAO,GAAG,CAAC;AACb,CAAC,EACD,EAAE,MAAM,EAAE,QAAU,EAAE,CACvB,CAAC;AAEF;;GAEG;AACH,MAAM,CAAC,MAAM,gBAAgB,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE;IAChE,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,iCAAiC,UAAU,CAAC,OAAO,EAAE,CAAC,CAAC;IAE5F,MAAM,CAAC,QAAQ,EAAE,IAAI,EAAE,cAAc,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QACzD,oBAAoB,CAAC,EAAE,IAAI,EAAE,UAAU,CAAC,OAAO,EAAE,CAAC;QAClD,UAAU,EAAE;QACZ,mBAAmB,CAAC,KAAK,CAAC,EAAE,CAAC;KAC9B,CAAC,CAAC;IACH,MAAM,sBAAsB,GAAG,cAAc,aAAd,cAAc,cAAd,cAAc,GAAI,IAAI,GAAG,EAAkB,CAAC;IAE3E,8DAA8D;IAC9D,MAAM,SAAS,GAAG,QAAQ,CAAC,QAAQ;SAChC,MAAM,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,MAAM,CAAC,OAAO,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;SAC9C,GAAG,CACF,CAAC,OAAO,EAAa,EAAE;;QACrB,OAAA,gBAAgB,CAAC;YACf,WAAW,EAAE,GAAG,OAAO,CAAC,IAAI,EAAE;YAC9B,aAAa,EAAE,aAAa;YAC5B,UAAU,EACR,MAAA,sBAAsB,CAAC,GAAG,CAAC,OAAO,CAAC,IAAI,CAAC,mCACxC,UAAU,CAAC,aAAa,EAAE,MAAM,EAAE,GAAG,OAAO,CAAC,IAAI,OAAO,CAAC;YAC3D,MAAM,EAAE,MAAM,CAAC,OAAO,CAAC,KAAK,CAAC;YAC7B,WAAW,EAAE,MAAM,CAAC,OAAO,CAAC,KAAK,CAAC,GAAG,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC;YACzD,cAAc,EAAE,OAAO,CAAC,IAAI,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,MAAA,IAAI,aAAJ,IAAI,uBAAJ,IAAI,CAAG,OAAO,CAAC,IAAI,CAAC,mCAAI,CAAC,CAAC;SAChF,CAAC,CAAA;KAAA,CACL,CAAC;IAEJ,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC","sourcesContent":["import { createCache } from '@yuants/cache';\nimport { IPosition, makeSpotPosition } from '@yuants/data-account';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { getAllMids, getUserTokenBalances } from '../../api/public-api';\nimport { ICredential } from '../../api/types';\nimport { listProducts } from '../markets/product';\n\nconst spotProductMapCache = createCache(\n async () => {\n const products = await listProducts();\n const map = new Map<string, string>();\n for (const product of products) {\n const [, instType] = product.product_id.split('/');\n if (instType === 'SPOT') {\n map.set(product.base_currency, product.product_id);\n }\n }\n return map;\n },\n { expire: 86_400_000 },\n);\n\n/**\n * Get account info for spot account\n */\nexport const getSpotPositions = async (credential: ICredential) => {\n console.info(formatTime(Date.now()), `Getting spot account info for ${credential.address}`);\n\n const [balances, mids, spotProductMap] = await Promise.all([\n getUserTokenBalances({ user: credential.address }),\n getAllMids(),\n spotProductMapCache.query(''),\n ]);\n const resolvedSpotProductMap = spotProductMap ?? new Map<string, string>();\n\n // Map token balances to positions (using spot as \"positions\")\n const positions = balances.balances\n .filter((balance) => Number(balance.total) > 0)\n .map(\n (balance): IPosition =>\n makeSpotPosition({\n position_id: `${balance.coin}`,\n datasource_id: 'HYPERLIQUID',\n product_id:\n resolvedSpotProductMap.get(balance.coin) ??\n encodePath('HYPERLIQUID', 'SPOT', `${balance.coin}-USDC`),\n volume: Number(balance.total),\n free_volume: Number(balance.total) - Number(balance.hold),\n closable_price: balance.coin === 'USDC' ? 1 : Number(mids?.[balance.coin] ?? 0),\n }),\n );\n\n return positions;\n};\n"]}
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"exchange.js","sourceRoot":"","sources":["../../src/services/exchange.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,uBAAuB,EAAE,MAAM,kBAAkB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAe,eAAe,IAAI,6BAA6B,EAAE,MAAM,cAAc,CAAC;AAC7F,OAAO,EAAE,YAAY,EAAE,MAAM,mBAAmB,CAAC;AACjD,OAAO,EAAE,gBAAgB,EAAE,MAAM,iBAAiB,CAAC;AACnD,OAAO,EAAE,gBAAgB,EAAE,MAAM,iBAAiB,CAAC;AACnD,OAAO,EAAE,iBAAiB,EAAE,MAAM,sBAAsB,CAAC;AACzD,OAAO,EAAE,qBAAqB,EAAE,cAAc,EAAE,MAAM,qBAAqB,CAAC;AAC5E,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AACnD,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AAEnD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,wBAAwB,GAAG,CAAC,UAAmB,EAAE,EAAE;IACvD,IAAI,CAAC,UAAU,EAAE;
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1
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+
{"version":3,"file":"exchange.js","sourceRoot":"","sources":["../../src/services/exchange.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,uBAAuB,EAAE,MAAM,kBAAkB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAe,eAAe,IAAI,6BAA6B,EAAE,MAAM,cAAc,CAAC;AAC7F,OAAO,EAAE,YAAY,EAAE,MAAM,mBAAmB,CAAC;AACjD,OAAO,EAAE,gBAAgB,EAAE,MAAM,iBAAiB,CAAC;AACnD,OAAO,EAAE,gBAAgB,EAAE,MAAM,iBAAiB,CAAC;AACnD,OAAO,EAAE,iBAAiB,EAAE,MAAM,sBAAsB,CAAC;AACzD,OAAO,EAAE,qBAAqB,EAAE,cAAc,EAAE,MAAM,qBAAqB,CAAC;AAC5E,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AACnD,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AAEnD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,wBAAwB,GAAG,CAAC,UAAmB,EAAE,EAAE;IACvD,IAAI,CAAC,UAAU,EAAE,CAAC;QAChB,MAAM,IAAI,KAAK,CAAC,wBAAwB,CAAC,CAAC;IAC5C,CAAC;IACD,MAAM,CAAC,QAAQ,EAAE,QAAQ,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;IACpD,IAAI,QAAQ,KAAK,aAAa,EAAE,CAAC;QAC/B,MAAM,IAAI,KAAK,CAAC,+CAA+C,UAAU,EAAE,CAAC,CAAC;IAC/E,CAAC;IACD,IAAI,QAAQ,KAAK,WAAW,EAAE,CAAC;QAC7B,MAAM,IAAI,KAAK,CAAC,uDAAuD,UAAU,EAAE,CAAC,CAAC;IACvF,CAAC;AACH,CAAC,CAAC;AAEF,uBAAuB,CAAc,QAAQ,EAAE;IAC7C,IAAI,EAAE,aAAa;IACnB,gBAAgB,EAAE;QAChB,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,aAAa,EAAE,SAAS,CAAC;QACpC,UAAU,EAAE;YACV,WAAW,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;YAC/B,OAAO,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC5B;KACF;IACD,eAAe,EAAE,KAAK,EAAE,UAAU,EAAE,EAAE,CAAC,6BAA6B,CAAC,UAAU,CAAC;IAChF,YAAY;IACZ,YAAY,EAAE,KAAK,EAAE,UAAuB,EAAwB,EAAE;QACpE,OAAO,CAAC,IAAI,CACV,IAAI,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,4BAA4B,6BAA6B,CAAC,UAAU,CAAC,EAAE,CAClG,CAAC;QACF,MAAM,CAAC,aAAa,EAAE,aAAa,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;YACvD,gBAAgB,CAAC,UAAU,CAAC;YAC5B,gBAAgB,CAAC,UAAU,CAAC;SAC7B,CAAC,CAAC;QACH,OAAO,CAAC,GAAG,aAAa,EAAE,GAAG,aAAa,CAAC,CAAC;IAC9C,CAAC;IACD,uBAAuB,EAAE,KAAK,EAAE,UAAuB,EAAE,UAAkB,EAAwB,EAAE;QACnG,MAAM,CAAC,QAAQ,EAAE,QAAQ,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;QACpD,IAAI,QAAQ,KAAK,aAAa,EAAE,CAAC;YAC/B,MAAM,IAAI,KAAK,CAAC,uCAAuC,UAAU,EAAE,CAAC,CAAC;QACvE,CAAC;QACD,IAAI,QAAQ,KAAK,WAAW,EAAE,CAAC;YAC7B,MAAM,aAAa,GAAG,MAAM,gBAAgB,CAAC,UAAU,CAAC,CAAC;YACzD,OAAO,aAAa,CAAC,MAAM,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,QAAQ,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;QAChF,CAAC;QACD,IAAI,QAAQ,KAAK,iBAAiB,EAAE,CAAC;YACnC,MAAM,aAAa,GAAG,MAAM,gBAAgB,CAAC,UAAU,CAAC,CAAC;YACzD,OAAO,aAAa,CAAC,MAAM,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,QAAQ,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;QAChF,CAAC;QACD,IAAI,QAAQ,KAAK,MAAM,EAAE,CAAC;YACxB,MAAM,aAAa,GAAG,MAAM,gBAAgB,CAAC,UAAU,CAAC,CAAC;YACzD,OAAO,aAAa,CAAC,MAAM,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,QAAQ,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;QAChF,CAAC;QACD,OAAO,EAAE,CAAC;IACZ,CAAC;IACD,SAAS,EAAE,KAAK,EAAE,UAAuB,EAAqB,EAAE;QAC9D,OAAO,cAAc,CAAC,UAAU,CAAC,CAAC;IACpC,CAAC;IACD,oBAAoB,EAAE,KAAK,EAAE,UAAuB,EAAE,UAAkB,EAAqB,EAAE;QAC7F,OAAO,qBAAqB,CAAC,UAAU,EAAE,UAAU,CAAC,CAAC;IACvD,CAAC;IACD,WAAW,EAAE,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAiC,EAAE;QAC3F,wBAAwB,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;QAC3C,OAAO,WAAW,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;IACxC,CAAC;IACD,WAAW,EAAE,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAiB,EAAE;QAC3E,wBAAwB,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;QAC3C,OAAO,WAAW,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;IACxC,CAAC;IACD,WAAW,EAAE,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAiB,EAAE;QAC3E,wBAAwB,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;QAC3C,OAAO,iBAAiB,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;IAC9C,CAAC;CACF,CAAC,CAAC","sourcesContent":["import { IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { provideExchangeServices } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { ICredential, getCredentialId as getCredentialIdFromCredential } from '../api/types';\nimport { listProducts } from './markets/product';\nimport { getPerpPositions } from './accounts/perp';\nimport { getSpotPositions } from './accounts/spot';\nimport { cancelOrderAction } from './orders/cancelOrder';\nimport { listOrdersByProductId, listPerpOrders } from './orders/listOrders';\nimport { modifyOrder } from './orders/modifyOrder';\nimport { submitOrder } from './orders/submitOrder';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst ensureHyperliquidProduct = (product_id?: string) => {\n if (!product_id) {\n throw new Error('product_id is required');\n }\n const [exchange, instType] = decodePath(product_id);\n if (exchange !== 'HYPERLIQUID') {\n throw new Error(`product_id must start with HYPERLIQUID, got ${product_id}`);\n }\n if (instType !== 'PERPETUAL') {\n throw new Error(`Hyperliquid only supports PERPETUAL orders for now: ${product_id}`);\n }\n};\n\nprovideExchangeServices<ICredential>(terminal, {\n name: 'HYPERLIQUID',\n credentialSchema: {\n type: 'object',\n required: ['private_key', 'address'],\n properties: {\n private_key: { type: 'string' },\n address: { type: 'string' },\n },\n },\n getCredentialId: async (credential) => getCredentialIdFromCredential(credential),\n listProducts,\n getPositions: async (credential: ICredential): Promise<IPosition[]> => {\n console.info(\n `[${formatTime(Date.now())}] Fetching positions for ${getCredentialIdFromCredential(credential)}`,\n );\n const [perpPositions, spotPositions] = await Promise.all([\n getPerpPositions(credential),\n getSpotPositions(credential),\n ]);\n return [...perpPositions, ...spotPositions];\n },\n getPositionsByProductId: async (credential: ICredential, product_id: string): Promise<IPosition[]> => {\n const [exchange, instType] = decodePath(product_id);\n if (exchange !== 'HYPERLIQUID') {\n throw new Error(`Invalid product_id for Hyperliquid: ${product_id}`);\n }\n if (instType === 'PERPETUAL') {\n const perpPositions = await getPerpPositions(credential);\n return perpPositions.filter((position) => position.product_id === product_id);\n }\n if (instType === 'PERPETUAL-ASSET') {\n const perpPositions = await getPerpPositions(credential);\n return perpPositions.filter((position) => position.product_id === product_id);\n }\n if (instType === 'SPOT') {\n const spotPositions = await getSpotPositions(credential);\n return spotPositions.filter((position) => position.product_id === product_id);\n }\n return [];\n },\n getOrders: async (credential: ICredential): Promise<IOrder[]> => {\n return listPerpOrders(credential);\n },\n getOrdersByProductId: async (credential: ICredential, product_id: string): Promise<IOrder[]> => {\n return listOrdersByProductId(credential, product_id);\n },\n submitOrder: async (credential: ICredential, order: IOrder): Promise<{ order_id: string }> => {\n ensureHyperliquidProduct(order.product_id);\n return submitOrder(credential, order);\n },\n modifyOrder: async (credential: ICredential, order: IOrder): Promise<void> => {\n ensureHyperliquidProduct(order.product_id);\n return modifyOrder(credential, order);\n },\n cancelOrder: async (credential: ICredential, order: IOrder): Promise<void> => {\n ensureHyperliquidProduct(order.product_id);\n return cancelOrderAction(credential, order);\n },\n});\n"]}
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@@ -2,8 +2,9 @@ var __await = (this && this.__await) || function (v) { return this instanceof __
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2
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var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _arguments, generator) {
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if (!Symbol.asyncIterator) throw new TypeError("Symbol.asyncIterator is not defined.");
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4
4
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var g = generator.apply(thisArg, _arguments || []), i, q = [];
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return i =
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6
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-
function
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5
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return i = Object.create((typeof AsyncIterator === "function" ? AsyncIterator : Object).prototype), verb("next"), verb("throw"), verb("return", awaitReturn), i[Symbol.asyncIterator] = function () { return this; }, i;
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function awaitReturn(f) { return function (v) { return Promise.resolve(v).then(f, reject); }; }
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function verb(n, f) { if (g[n]) { i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; if (f) i[n] = f(i[n]); } }
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function resume(n, v) { try { step(g[n](v)); } catch (e) { settle(q[0][3], e); } }
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function step(r) { r.value instanceof __await ? Promise.resolve(r.value.v).then(fulfill, reject) : settle(q[0][2], r); }
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function fulfill(value) { resume("next", value); }
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@@ -20,13 +21,13 @@ createSeriesProvider(terminal, {
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21
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series_id_prefix_parts: ['HYPERLIQUID', 'PERPETUAL'],
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reversed: true,
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serviceOptions: { concurrent: 1 },
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{"version":3,"file":"interest-rate.js","sourceRoot":"","sources":["../../../src/services/markets/interest-rate.ts"],"names":[],"mappings":"
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{"version":3,"file":"interest-rate.js","sourceRoot":"","sources":["../../../src/services/markets/interest-rate.ts"],"names":[],"mappings":";;;;;;;;;;;;;AACA,OAAO,EAAE,oBAAoB,EAAE,MAAM,qBAAqB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,yBAAyB,EAAE,MAAM,sBAAsB,CAAC;AAEjE,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,oBAAoB,CAAgB,QAAQ,EAAE;IAC5C,SAAS,EAAE,eAAe;IAC1B,sBAAsB,EAAE,CAAC,aAAa,EAAE,WAAW,CAAC;IACpD,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,CAAC,EAAE;IACjC,OAAO,EAAE;4DAAiB,EAAE,SAAS,EAAE,UAAU,EAAE,QAAQ,EAAE;;YAC3D,MAAM,KAAK,GAAG,UAAU,IAAI,CAAC,CAAC;YAC9B,MAAM,GAAG,GAAG,QAAQ,IAAI,IAAI,CAAC,GAAG,EAAE,CAAC;YACnC,MAAM,CAAC,EAAE,AAAD,EAAG,MAAM,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;YAC3C,MAAM,IAAI,GAAG,MAAA,MAAM,aAAN,MAAM,uBAAN,MAAM,CAAE,KAAK,CAAC,GAAG,CAAC,0CAAG,CAAC,CAAC,CAAC;YACrC,IAAI,CAAC,IAAI,EAAE,CAAC;gBACV,MAAM,IAAI,KAAK,CAAC,iCAAiC,SAAS,EAAE,CAAC,CAAC;YAChE,CAAC;YACD,IAAI,OAAO,GAAG,KAAK,CAAC;YACpB,OAAO,OAAO,IAAI,GAAG,EAAE,CAAC;gBACtB,MAAM,GAAG,GAAG,cAAM,yBAAyB,CAAC,EAAE,IAAI,EAAE,SAAS,EAAE,OAAO,EAAE,OAAO,EAAE,GAAG,EAAE,CAAC,CAAA,CAAC;gBACxF,IAAI,CAAC,GAAG,IAAI,GAAG,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;oBAC7B,MAAM;gBACR,CAAC;gBACD,MAAM,QAAQ,GAAG,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,IAAI,OAAO,IAAI,CAAC,CAAC,IAAI,IAAI,GAAG,CAAC,CAAC;gBACvE,IAAI,CAAC,QAAQ,CAAC,MAAM,EAAE,CAAC;oBACrB,MAAM;gBACR,CAAC;gBACD,oBAAM,QAAQ,CAAC,GAAG,CAChB,CAAC,CAAC,EAAiB,EAAE,CAAC,CAAC;oBACrB,SAAS;oBACT,UAAU,EAAE,SAAS;oBACrB,aAAa,EAAE,aAAa;oBAC5B,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,IAAI,CAAC;oBAC9B,SAAS,EAAE,GAAG,CAAC,UAAU,CAAC,CAAC,CAAC,WAAW,CAAC,EAAE;oBAC1C,UAAU,EAAE,GAAG,CAAC,CAAC,WAAW,EAAE;oBAC9B,gBAAgB,EAAE,EAAE;iBACrB,CAAC,CACH,CAAA,CAAC;gBACF,IAAI,GAAG,CAAC,MAAM,GAAG,GAAG,EAAE,CAAC;oBACrB,MAAM;gBACR,CAAC;gBACD,OAAO,GAAG,QAAQ,CAAC,QAAQ,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,IAAI,GAAG,CAAC,CAAC;YACnD,CAAC;QACH,CAAC;KAAA;CACF,CAAC,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { getHistoricalFundingRates } from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\ncreateSeriesProvider<IInterestRate>(terminal, {\n tableName: 'interest_rate',\n series_id_prefix_parts: ['HYPERLIQUID', 'PERPETUAL'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({ series_id, started_at, ended_at }) {\n const start = started_at || 0;\n const end = ended_at || Date.now();\n const [, , instId] = decodePath(series_id);\n const coin = instId?.split('-')?.[0];\n if (!coin) {\n throw new Error(`Invalid product in series_id: ${series_id}`);\n }\n let current = start;\n while (current <= end) {\n const res = await getHistoricalFundingRates({ coin, startTime: current, endTime: end });\n if (!res || res.length === 0) {\n break;\n }\n const filtered = res.filter((v) => v.time >= current && v.time <= end);\n if (!filtered.length) {\n break;\n }\n yield filtered.map(\n (v): IInterestRate => ({\n series_id,\n product_id: series_id,\n datasource_id: 'HYPERLIQUID',\n created_at: formatTime(v.time),\n long_rate: `${-parseFloat(v.fundingRate)}`,\n short_rate: `${v.fundingRate}`,\n settlement_price: '',\n }),\n );\n if (res.length < 500) {\n break;\n }\n current = filtered[filtered.length - 1].time + 1;\n }\n },\n});\n"]}
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function
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return i = Object.create((typeof AsyncIterator === "function" ? AsyncIterator : Object).prototype), verb("next"), verb("throw"), verb("return", awaitReturn), i[Symbol.asyncIterator] = function () { return this; }, i;
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function awaitReturn(f) { return function (v) { return Promise.resolve(v).then(f, reject); }; }
|
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function verb(n, f) { if (g[n]) { i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; if (f) i[n] = f(i[n]); } }
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|
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{"version":3,"file":"ohlc.js","sourceRoot":"","sources":["../../../src/services/markets/ohlc.ts"],"names":[],"mappings":"
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{"version":3,"file":"ohlc.js","sourceRoot":"","sources":["../../../src/services/markets/ohlc.ts"],"names":[],"mappings":";;;;;;;;;;;;;AACA,OAAO,EAAE,oBAAoB,EAAE,MAAM,qBAAqB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACnE,OAAO,EAAE,iBAAiB,EAAE,MAAM,sBAAsB,CAAC;AAEzD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,gCAAgC,GAA2B;IAC/D,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IACZ,KAAK,EAAE,KAAK;IACZ,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IACZ,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;CACV,CAAC;AAEF,MAAM,yBAAyB,GAA2B;IACxD,IAAI,EAAE,EAAE;IACR,IAAI,EAAE,GAAG;IACT,IAAI,EAAE,GAAG;IACT,KAAK,EAAE,GAAG;IACV,KAAK,EAAE,IAAI;IACX,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,KAAK;IACX,IAAI,EAAE,KAAK;IACX,KAAK,EAAE,KAAK;IACZ,GAAG,EAAE,KAAK;IACV,GAAG,EAAE,MAAM;IACX,GAAG,EAAE,MAAM;IACX,GAAG,EAAE,OAAO;CACb,CAAC;AAEF,oBAAoB,CAAQ,QAAQ,EAAE;IACpC,SAAS,EAAE,MAAM;IACjB,sBAAsB,EAAE,CAAC,aAAa,CAAC;IACvC,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,CAAC,EAAE;IACjC,OAAO,EAAE;4DAAiB,EAAE,SAAS,EAAE,QAAQ,EAAE;;YAC/C,MAAM,CAAC,aAAa,EAAE,QAAQ,EAAE,MAAM,EAAE,QAAQ,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;YAC1E,MAAM,UAAU,GAAG,UAAU,CAAC,aAAa,EAAE,QAAQ,EAAE,MAAM,CAAC,CAAC;YAC/D,MAAM,aAAa,GAAG,yBAAyB,CAAC,QAAQ,CAAC,CAAC;YAC1D,IAAI,CAAC,aAAa,IAAI,CAAC,QAAQ,IAAI,CAAC,MAAM,IAAI,CAAC,QAAQ,IAAI,CAAC,aAAa,EAAE,CAAC;gBAC1E,MAAM,IAAI,KAAK,CAAC,sBAAsB,SAAS,EAAE,CAAC,CAAC;YACrD,CAAC;YACD,IAAI,aAAa,KAAK,aAAa,EAAE,CAAC;gBACpC,MAAM,IAAI,KAAK,CAAC,qCAAqC,SAAS,EAAE,CAAC,CAAC;YACpE,CAAC;YACD,MAAM,IAAI,GAAG,MAAA,MAAM,aAAN,MAAM,uBAAN,MAAM,CAAE,KAAK,CAAC,GAAG,CAAC,0CAAG,CAAC,CAAC,CAAC;YACrC,IAAI,CAAC,IAAI,EAAE,CAAC;gBACV,MAAM,IAAI,KAAK,CAAC,2BAA2B,MAAM,EAAE,CAAC,CAAC;YACvD,CAAC;YACD,MAAM,QAAQ,GAAG,gCAAgC,CAAC,QAAQ,CAAC,CAAC;YAC5D,IAAI,CAAC,QAAQ,EAAE,CAAC;gBACd,MAAM,IAAI,KAAK,CAAC,yBAAyB,QAAQ,EAAE,CAAC,CAAC;YACvD,CAAC;YACD,MAAM,SAAS,GAAG,CAAC,CAAC;YACpB,MAAM,GAAG,GAAG,cAAM,iBAAiB,CAAC;gBAClC,GAAG,EAAE;oBACH,IAAI;oBACJ,QAAQ;oBACR,SAAS;oBACT,OAAO,EAAE,QAAQ;iBAClB;aACF,CAAC,CAAA,CAAC;YACH,IAAI,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,MAAM,EAAE,CAAC;gBACxB,6BAAO;YACT,CAAC;YACD,MAAM,IAAI,GAAG,GAAG;iBACb,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,GAAG,QAAQ,CAAC;iBAC7B,GAAG,CACF,CAAC,CAAC,EAAS,EAAE,CAAC,CAAC;gBACb,SAAS;gBACT,aAAa;gBACb,UAAU;gBACV,QAAQ;gBACR,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC;gBAC3B,SAAS,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,GAAG,aAAa,GAAG,IAAI,CAAC;gBACjD,IAAI,EAAE,CAAC,CAAC,CAAC;gBACT,IAAI,EAAE,CAAC,CAAC,CAAC;gBACT,GAAG,EAAE,CAAC,CAAC,CAAC;gBACR,KAAK,EAAE,CAAC,CAAC,CAAC;gBACV,MAAM,EAAE,CAAC,CAAC,CAAC;gBACX,aAAa,EAAE,GAAG;aACnB,CAAC,CACH;iBACA,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,IAAI,IAAI,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,OAAO,EAAE,GAAG,IAAI,IAAI,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,OAAO,EAAE,CAAC,CAAC;YACvF,IAAI,IAAI,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;gBACpB,oBAAM,IAAI,CAAA,CAAC;YACb,CAAC;QACH,CAAC;KAAA;CACF,CAAC,CAAC","sourcesContent":["import { IOHLC } from '@yuants/data-ohlc';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { getCandleSnapshot } from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst DURATION_TO_HYPERLIQUID_INTERVAL: Record<string, string> = {\n PT1M: '1m',\n PT3M: '3m',\n PT5M: '5m',\n PT15M: '15m',\n PT30M: '30m',\n PT1H: '1h',\n PT2H: '2h',\n PT4H: '4h',\n PT8H: '8h',\n PT12H: '12h',\n P1D: '1d',\n P3D: '3d',\n P1W: '1w',\n P1M: '1M',\n};\n\nconst DURATION_TO_PERIOD_IN_SEC: Record<string, number> = {\n PT1M: 60,\n PT3M: 180,\n PT5M: 300,\n PT15M: 900,\n PT30M: 1800,\n PT1H: 3600,\n PT2H: 7200,\n PT4H: 14400,\n PT8H: 28800,\n PT12H: 43200,\n P1D: 86400,\n P3D: 259200,\n P1W: 604800,\n P1M: 2592000,\n};\n\ncreateSeriesProvider<IOHLC>(terminal, {\n tableName: 'ohlc',\n series_id_prefix_parts: ['HYPERLIQUID'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({ series_id, ended_at }) {\n const [datasource_id, instType, symbol, duration] = decodePath(series_id);\n const product_id = encodePath(datasource_id, instType, symbol);\n const period_in_sec = DURATION_TO_PERIOD_IN_SEC[duration];\n if (!datasource_id || !instType || !symbol || !duration || !period_in_sec) {\n throw new Error(`Invalid series_id: ${series_id}`);\n }\n if (datasource_id !== 'HYPERLIQUID') {\n throw new Error(`Invalid datasource for series_id: ${series_id}`);\n }\n const coin = symbol?.split('-')?.[0];\n if (!coin) {\n throw new Error(`Invalid product symbol: ${symbol}`);\n }\n const interval = DURATION_TO_HYPERLIQUID_INTERVAL[duration];\n if (!interval) {\n throw new Error(`Unsupported duration: ${duration}`);\n }\n const startTime = 0;\n const res = await getCandleSnapshot({\n req: {\n coin,\n interval,\n startTime,\n endTime: ended_at,\n },\n });\n if (!res || !res.length) {\n return;\n }\n const data = res\n .filter((x) => x.t < ended_at)\n .map(\n (x): IOHLC => ({\n series_id,\n datasource_id,\n product_id,\n duration,\n created_at: formatTime(x.t),\n closed_at: formatTime(x.t + period_in_sec * 1000),\n open: x.o,\n high: x.h,\n low: x.l,\n close: x.c,\n volume: x.v,\n open_interest: '0',\n }),\n )\n .sort((a, b) => new Date(b.created_at).getTime() - new Date(a.created_at).getTime());\n if (data.length > 0) {\n yield data;\n }\n },\n});\n"]}
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@@ -1 +1 @@
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-
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[]);\n }),\n repeat({ delay: ASSET_CTX_REFRESH_INTERVAL }),\n retry({ delay: 5000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quote$ = defer(() => getAllMids()).pipe(\n map((mids) => Object.entries(mids ?? {})),\n mergeMap((entries) => entries),\n withLatestFrom(assetCtxMap$),\n map(([entry, assetCtxMap]): Partial<IQuote> => {\n const [coin, price] = entry;\n const ctx = assetCtxMap.get(coin);\n return {\n datasource_id: 'HYPERLIQUID',\n product_id: encodePath('HYPERLIQUID', 'PERPETUAL', `${coin}-USD`),\n last_price: `${price}`,\n bid_price: `${price}`,\n ask_price: `${price}`,\n open_interest: `${ctx?.openInterest ?? 0}`,\n interest_rate_long: ctx?.funding ? `${-+ctx.funding}` : undefined,\n interest_rate_short: ctx?.funding,\n updated_at: new Date().toISOString(),\n };\n }),\n repeat({ delay: 1000 }),\n retry({ delay: 5000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst shouldWriteQuoteToSQL = /^(1|true)$/i.test(process.env.WRITE_QUOTE_TO_SQL ?? '');\n\nif (shouldWriteQuoteToSQL) {\n quote$\n .pipe(\n setMetricsQuoteState(terminal.terminal_id),\n writeToSQL({\n terminal,\n tableName: 'quote',\n writeInterval: 1000,\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n}\n\nterminal.channel.publishChannel('quote', { pattern: '^HYPERLIQUID/' }, (channel_id) => {\n const [datasourceId] = decodePath(channel_id);\n if (datasourceId !== 'HYPERLIQUID') {\n throw new Error(`Invalid channel_id: ${channel_id}`);\n }\n return quote$.pipe(filter((quote) => quote.product_id === channel_id));\n});\n"]}
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-
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1
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+
{"version":3,"file":"ohlc-service.js","sourceRoot":"","sources":["../../src/services/ohlc-service.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,kBAAkB,EAAE,MAAM,kBAAkB,CAAC;AACtD,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,uBAAuB,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAChF,OAAO,EAAE,iBAAiB,EAAE,MAAM,mBAAmB,CAAC;AAEtD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,gCAAgC,GAA2B;IAC/D,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IACZ,KAAK,EAAE,KAAK;IACZ,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IACZ,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;CACV,CAAC;AAEF,MAAM,iBAAiB,GAAG,IAAI,CAAC;AAE/B,MAAM,qBAAqB,GAAG,KAAK,EAAE,GAKpC,EAAoB,EAAE;IACrB,MAAM,CAAC,EAAE,UAAU,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IAC1D,IAAI,CAAC,MAAM;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,GAAG,CAAC,UAAU,EAAE,CAAC,CAAC;IAC1E,IAAI,UAAU,KAAK,WAAW,IAAI,UAAU,KAAK,MAAM,EAAE,CAAC;QACxD,MAAM,IAAI,KAAK,CAAC,2BAA2B,GAAG,CAAC,UAAU,EAAE,CAAC,CAAC;IAC/D,CAAC;IAED,MAAM,IAAI,GAAG,MAAM,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC;IAClC,IAAI,CAAC,IAAI;QAAE,MAAM,IAAI,KAAK,CAAC,mBAAmB,MAAM,EAAE,CAAC,CAAC;IAExD,MAAM,QAAQ,GAAG,gCAAgC,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IAChE,IAAI,CAAC,QAAQ;QAAE,MAAM,IAAI,KAAK,CAAC,yBAAyB,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC;IAExE,MAAM,QAAQ,GAAG,uBAAuB,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IACvD,MAAM,OAAO,GAAG,GAAG,CAAC,IAAI,CAAC;IACzB,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,OAAO,GAAG,iBAAiB,GAAG,QAAQ,CAAC,CAAC;IAEtE,MAAM,GAAG,GAAG,MAAM,iBAAiB,CAAC;QAClC,GAAG,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,SAAS,EAAE,OAAO,EAAE;KAC5C,CAAC,CAAC;IAEH,OAAO,CAAC,GAAG,aAAH,GAAG,cAAH,GAAG,GAAI,EAAE,CAAC;SACf,GAAG,CAAC,CAAC,CAAC,EAAS,EAAE;QAChB,MAAM,WAAW,GAAG,CAAC,CAAC,CAAC,CAAC;QACxB,OAAO;YACL,SAAS,EAAE,GAAG,CAAC,SAAS;YACxB,aAAa,EAAE,aAAa;YAC5B,UAAU,EAAE,GAAG,CAAC,UAAU;YAC1B,QAAQ,EAAE,GAAG,CAAC,QAAQ;YACtB,UAAU,EAAE,UAAU,CAAC,WAAW,CAAC;YACnC,SAAS,EAAE,UAAU,CAAC,WAAW,GAAG,QAAQ,CAAC;YAC7C,IAAI,EAAE,CAAC,CAAC,CAAC;YACT,IAAI,EAAE,CAAC,CAAC,CAAC;YACT,GAAG,EAAE,CAAC,CAAC,CAAC;YACR,KAAK,EAAE,CAAC,CAAC,CAAC;YACV,MAAM,EAAE,CAAC,CAAC,CAAC;YACX,aAAa,EAAE,GAAG;SACnB,CAAC;IACJ,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,CAAC,GAAG,OAAO,CAAC,CAAC;AACvD,CAAC,CAAC;AAEF,kBAAkB,CAChB,QAAQ,EACR;IACE,iBAAiB,EAAE,wBAAwB;IAC3C,aAAa,EAAE,MAAM,CAAC,IAAI,CAAC,gCAAgC,CAAC;IAC5D,SAAS,EAAE,UAAU;CACtB,EACD,qBAAqB,CACtB,CAAC;AAEF,kBAAkB,CAChB,QAAQ,EACR;IACE,iBAAiB,EAAE,mBAAmB;IACtC,aAAa,EAAE,MAAM,CAAC,IAAI,CAAC,gCAAgC,CAAC;IAC5D,SAAS,EAAE,UAAU;CACtB,EACD,qBAAqB,CACtB,CAAC","sourcesContent":["import { IOHLC } from '@yuants/data-ohlc';\nimport { provideOHLCService } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';\nimport { getCandleSnapshot } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst DURATION_TO_HYPERLIQUID_INTERVAL: Record<string, string> = {\n PT1M: '1m',\n PT3M: '3m',\n PT5M: '5m',\n PT15M: '15m',\n PT30M: '30m',\n PT1H: '1h',\n PT2H: '2h',\n PT4H: '4h',\n PT8H: '8h',\n PT12H: '12h',\n P1D: '1d',\n P3D: '3d',\n P1W: '1w',\n P1M: '1M',\n};\n\nconst DEFAULT_BAR_COUNT = 1000;\n\nconst fetchOHLCPageBackward = async (req: {\n product_id: string;\n duration: string;\n time: number;\n series_id: string;\n}): Promise<IOHLC[]> => {\n const [, marketType, symbol] = decodePath(req.product_id);\n if (!symbol) throw new Error(`Unsupported product_id: ${req.product_id}`);\n if (marketType !== 'PERPETUAL' && marketType !== 'SPOT') {\n throw new Error(`Unsupported product_id: ${req.product_id}`);\n }\n\n const coin = symbol.split('-')[0];\n if (!coin) throw new Error(`Invalid symbol: ${symbol}`);\n\n const interval = DURATION_TO_HYPERLIQUID_INTERVAL[req.duration];\n if (!interval) throw new Error(`Unsupported duration: ${req.duration}`);\n\n const periodMs = convertDurationToOffset(req.duration);\n const endTime = req.time;\n const startTime = Math.max(0, endTime - DEFAULT_BAR_COUNT * periodMs);\n\n const res = await getCandleSnapshot({\n req: { coin, interval, startTime, endTime },\n });\n\n return (res ?? [])\n .map((x): IOHLC => {\n const createdAtMs = x.t;\n return {\n series_id: req.series_id,\n datasource_id: 'HYPERLIQUID',\n product_id: req.product_id,\n duration: req.duration,\n created_at: formatTime(createdAtMs),\n closed_at: formatTime(createdAtMs + periodMs),\n open: x.o,\n high: x.h,\n low: x.l,\n close: x.c,\n volume: x.v,\n open_interest: '0',\n };\n })\n .filter((x) => Date.parse(x.created_at) < endTime);\n};\n\nprovideOHLCService(\n terminal,\n {\n product_id_prefix: 'HYPERLIQUID/PERPETUAL/',\n duration_list: Object.keys(DURATION_TO_HYPERLIQUID_INTERVAL),\n direction: 'backward',\n },\n fetchOHLCPageBackward,\n);\n\nprovideOHLCService(\n terminal,\n {\n product_id_prefix: 'HYPERLIQUID/SPOT/',\n duration_list: Object.keys(DURATION_TO_HYPERLIQUID_INTERVAL),\n direction: 'backward',\n },\n fetchOHLCPageBackward,\n);\n"]}
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@@ -1 +1 @@
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|
1
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-
{"version":3,"file":"cancelOrder.js","sourceRoot":"","sources":["../../../src/services/orders/cancelOrder.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,gBAAgB,EAAE,MAAM,UAAU,CAAC;AAC5C,OAAO,EAAE,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAEpD,MAAM,CAAC,MAAM,iBAAiB,GAAG,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAE,EAAE;;IAChF,MAAM,OAAO,GAAG,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;IACvC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,EAAE;
|
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1
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+
{"version":3,"file":"cancelOrder.js","sourceRoot":"","sources":["../../../src/services/orders/cancelOrder.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,gBAAgB,EAAE,MAAM,UAAU,CAAC;AAC5C,OAAO,EAAE,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAEpD,MAAM,CAAC,MAAM,iBAAiB,GAAG,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAE,EAAE;;IAChF,MAAM,OAAO,GAAG,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;IACvC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,EAAE,CAAC;QAC9B,MAAM,IAAI,KAAK,CAAC,qBAAqB,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;IACzD,CAAC;IACD,MAAM,OAAO,GAAG,CAAC,GAAG,EAAE;QACpB,IAAI,KAAK,CAAC,OAAO,EAAE,CAAC;YAClB,IAAI,CAAC;gBACH,MAAM,MAAM,GAAG,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;gBACzC,IAAI,OAAO,CAAA,MAAM,aAAN,MAAM,uBAAN,MAAM,CAAE,QAAQ,CAAA,KAAK,QAAQ,EAAE,CAAC;oBACzC,OAAO,MAAM,CAAC,QAAQ,CAAC;gBACzB,CAAC;YACH,CAAC;YAAC,WAAM,CAAC;gBACP,SAAS;YACX,CAAC;QACH,CAAC;QACD,OAAO,SAAS,CAAC;IACnB,CAAC,CAAC,EAAE,CAAC;IACL,MAAM,aAAa,GAAG,OAAO,aAAP,OAAO,cAAP,OAAO,GAAI,CAAC,MAAM,gBAAgB,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,CAAC,OAAO,CAAC;IACpF,MAAM,GAAG,GAAG,MAAM,WAAW,CAAC,UAAU,EAAE,EAAE,OAAO,EAAE,CAAC,EAAE,CAAC,EAAE,aAAa,EAAE,CAAC,EAAE,OAAO,EAAE,CAAC,EAAE,CAAC,CAAC;IAC3F,MAAM,MAAM,GAAG,MAAA,MAAA,GAAG,aAAH,GAAG,uBAAH,GAAG,CAAE,QAAQ,0CAAE,IAAI,0CAAE,QAAQ,CAAC;IAC7C,MAAM,KAAK,GACT,CAAA,GAAG,aAAH,GAAG,uBAAH,GAAG,CAAE,MAAM,MAAK,IAAI;QAClB,CAAC,CAAC,WAAW;QACb,CAAC,CAAC,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC,IAAI,OAAO,MAAM,CAAC,CAAC,CAAC,KAAK,QAAQ;YACxD,CAAC,CAAC,MAAA,MAAM,CAAC,CAAC,CAAC,0CAAE,KAAK;YAClB,CAAC,CAAC,SAAS,CAAC;IAEhB,IAAI,KAAK;QAAE,MAAM,IAAI,KAAK,CAAC,KAAK,CAAC,CAAC;AACpC,CAAC,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { ICredential } from '../../api/types';\nimport { resolveAssetInfo } from '../utils';\nimport { cancelOrder } from '../../api/private-api';\n\nexport const cancelOrderAction = async (credential: ICredential, order: IOrder) => {\n const orderId = Number(order.order_id);\n if (!Number.isFinite(orderId)) {\n throw new Error(`Invalid order_id: ${order.order_id}`);\n }\n const assetId = (() => {\n if (order.comment) {\n try {\n const parsed = JSON.parse(order.comment);\n if (typeof parsed?.asset_id === 'number') {\n return parsed.asset_id;\n }\n } catch {\n // ignore\n }\n }\n return undefined;\n })();\n const resolvedAsset = assetId ?? (await resolveAssetInfo(order.product_id)).assetId;\n const res = await cancelOrder(credential, { cancels: [{ a: resolvedAsset, o: orderId }] });\n const status = res?.response?.data?.statuses;\n const error =\n res?.status !== 'ok'\n ? 'API ERROR'\n : Array.isArray(status) && typeof status[0] !== 'string'\n ? status[0]?.error\n : undefined;\n\n if (error) throw new Error(error);\n};\n"]}
|
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@@ -24,12 +24,12 @@ const mapOrder = (order) => {
|
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|
24
24
|
order_id: `${order.oid}`,
|
|
25
25
|
account_id: '',
|
|
26
26
|
product_id: encodePath('HYPERLIQUID', 'PERPETUAL', `${(_a = order.coin) === null || _a === void 0 ? void 0 : _a.trim()}-USD`),
|
|
27
|
-
order_type: 'LIMIT',
|
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27
|
+
order_type: 'LIMIT', // Hyperliquid primarily uses limit orders
|
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28
28
|
order_direction: mapOrderDirection(order.side),
|
|
29
29
|
volume: Number.isFinite(volume) ? volume : 0,
|
|
30
30
|
price: Number.isFinite(price) && price > 0 ? price : undefined,
|
|
31
31
|
submit_at: Number((_b = order.timestamp) !== null && _b !== void 0 ? _b : Date.now()),
|
|
32
|
-
order_status: 'open',
|
|
32
|
+
order_status: 'open', // Since these are open orders
|
|
33
33
|
// Additional fields that might be useful
|
|
34
34
|
comment: order.coin ? JSON.stringify({ asset_id: order.coin }) : undefined,
|
|
35
35
|
};
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@@ -1 +1 @@
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|
1
|
-
{"version":3,"file":"listOrders.js","sourceRoot":"","sources":["../../../src/services/orders/listOrders.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAEnE,OAAO,EAAE,iBAAiB,EAAE,MAAM,sBAAsB,CAAC;AAIzD;;GAEG;AACH,MAAM,iBAAiB,GAAG,CAAC,IAAY,EAAkB,EAAE;IACzD,MAAM,UAAU,GAAG,IAAI,CAAC,WAAW,EAAE,CAAC;IACtC,IAAI,UAAU,KAAK,KAAK,IAAI,UAAU,KAAK,KAAK,EAAE;
|
|
1
|
+
{"version":3,"file":"listOrders.js","sourceRoot":"","sources":["../../../src/services/orders/listOrders.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAEnE,OAAO,EAAE,iBAAiB,EAAE,MAAM,sBAAsB,CAAC;AAIzD;;GAEG;AACH,MAAM,iBAAiB,GAAG,CAAC,IAAY,EAAkB,EAAE;IACzD,MAAM,UAAU,GAAG,IAAI,CAAC,WAAW,EAAE,CAAC;IACtC,IAAI,UAAU,KAAK,KAAK,IAAI,UAAU,KAAK,KAAK,EAAE,CAAC;QACjD,OAAO,WAAW,CAAC;IACrB,CAAC;IACD,IAAI,UAAU,KAAK,KAAK,IAAI,UAAU,KAAK,MAAM,EAAE,CAAC;QAClD,OAAO,YAAY,CAAC;IACtB,CAAC;IACD,OAAO,WAAW,CAAC;AACrB,CAAC,CAAC;AAEF;;GAEG;AACH,MAAM,QAAQ,GAAG,CAAC,KAAU,EAAU,EAAE;;IACtC,MAAM,MAAM,GAAG,MAAM,CAAC,KAAK,CAAC,EAAE,CAAC,IAAI,CAAC,CAAC;IACrC,MAAM,KAAK,GAAG,MAAM,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;IAEzC,OAAO;QACL,QAAQ,EAAE,GAAG,KAAK,CAAC,GAAG,EAAE;QACxB,UAAU,EAAE,EAAE;QACd,UAAU,EAAE,UAAU,CAAC,aAAa,EAAE,WAAW,EAAE,GAAG,MAAA,KAAK,CAAC,IAAI,0CAAE,IAAI,EAAE,MAAM,CAAC;QAC/E,UAAU,EAAE,OAAO,EAAE,0CAA0C;QAC/D,eAAe,EAAE,iBAAiB,CAAC,KAAK,CAAC,IAAI,CAAC;QAC9C,MAAM,EAAE,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC;QAC5C,KAAK,EAAE,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,IAAI,KAAK,GAAG,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS;QAC9D,SAAS,EAAE,MAAM,CAAC,MAAA,KAAK,CAAC,SAAS,mCAAI,IAAI,CAAC,GAAG,EAAE,CAAC;QAChD,YAAY,EAAE,MAAM,EAAE,8BAA8B;QACpD,yCAAyC;QACzC,OAAO,EAAE,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,EAAE,QAAQ,EAAE,KAAK,CAAC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS;KAC3E,CAAC;AACJ,CAAC,CAAC;AAEF;;GAEG;AACH,MAAM,CAAC,MAAM,cAAc,GAAG,KAAK,EAAE,UAAuB,EAAqB,EAAE;IACjF,OAAO,CAAC,IAAI,CAAC,IAAI,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,kCAAkC,UAAU,CAAC,OAAO,EAAE,CAAC,CAAC;IAE/F,IAAI,CAAC;QACH,MAAM,MAAM,GAAG,MAAM,iBAAiB,CAAC,EAAE,IAAI,EAAE,UAAU,CAAC,OAAO,EAAE,CAAC,CAAC;QACrE,IAAI,CAAC,MAAM,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC,EAAE,CAAC;YACtC,OAAO,EAAE,CAAC;QACZ,CAAC;QACD,OAAO,MAAM,CAAC,GAAG,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC,CAAC;IAChD,CAAC;IAAC,OAAO,KAAK,EAAE,CAAC;QACf,MAAM,YAAY,GAAG,KAAK,YAAY,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,eAAe,CAAC;QAC9E,OAAO,CAAC,KAAK,CAAC,IAAI,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,sCAAsC,YAAY,EAAE,CAAC,CAAC;QAC9F,MAAM,IAAI,KAAK,CAAC,oCAAoC,YAAY,EAAE,CAAC,CAAC;IACtE,CAAC;AACH,CAAC,CAAC;AAEF;;GAEG;AACH,MAAM,CAAC,MAAM,qBAAqB,GAAG,KAAK,EACxC,UAAuB,EACvB,UAAkB,EACC,EAAE;IACrB,MAAM,CAAC,QAAQ,EAAE,QAAQ,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;IACpD,IAAI,QAAQ,KAAK,aAAa,EAAE,CAAC;QAC/B,MAAM,IAAI,KAAK,CAAC,uCAAuC,UAAU,EAAE,CAAC,CAAC;IACvE,CAAC;IACD,IAAI,QAAQ,KAAK,WAAW,EAAE,CAAC;QAC7B,OAAO,EAAE,CAAC;IACZ,CAAC;IACD,MAAM,MAAM,GAAG,MAAM,cAAc,CAAC,UAAU,CAAC,CAAC;IAChD,OAAO,MAAM,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;AACnE,CAAC,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { ICredential, getCredentialId } from '../../api/types';\nimport { getUserOpenOrders } from '../../api/public-api';\n\ntype OrderDirection = 'OPEN_LONG' | 'OPEN_SHORT' | 'CLOSE_LONG' | 'CLOSE_SHORT';\n\n/**\n * Map order direction based on side and reduce-only logic\n */\nconst mapOrderDirection = (side: string): OrderDirection => {\n const normalized = side.toUpperCase();\n if (normalized === 'BID' || normalized === 'BUY') {\n return 'OPEN_LONG';\n }\n if (normalized === 'ASK' || normalized === 'SELL') {\n return 'OPEN_SHORT';\n }\n return 'OPEN_LONG';\n};\n\n/**\n * Map Hyperliquid order to Yuan IOrder format\n */\nconst mapOrder = (order: any): IOrder => {\n const volume = Number(order.sz) || 0;\n const price = Number(order.limitPx) || 0;\n\n return {\n order_id: `${order.oid}`,\n account_id: '',\n product_id: encodePath('HYPERLIQUID', 'PERPETUAL', `${order.coin?.trim()}-USD`),\n order_type: 'LIMIT', // Hyperliquid primarily uses limit orders\n order_direction: mapOrderDirection(order.side),\n volume: Number.isFinite(volume) ? volume : 0,\n price: Number.isFinite(price) && price > 0 ? price : undefined,\n submit_at: Number(order.timestamp ?? Date.now()),\n order_status: 'open', // Since these are open orders\n // Additional fields that might be useful\n comment: order.coin ? JSON.stringify({ asset_id: order.coin }) : undefined,\n };\n};\n\n/**\n * List perpetual orders\n */\nexport const listPerpOrders = async (credential: ICredential): Promise<IOrder[]> => {\n console.info(`[${formatTime(Date.now())}] Listing perpetual orders for ${credential.address}`);\n\n try {\n const orders = await getUserOpenOrders({ user: credential.address });\n if (!orders || !Array.isArray(orders)) {\n return [];\n }\n return orders.map((order) => mapOrder(order));\n } catch (error) {\n const errorMessage = error instanceof Error ? error.message : 'Unknown error';\n console.error(`[${formatTime(Date.now())}] Failed to list perpetual orders: ${errorMessage}`);\n throw new Error(`Failed to list perpetual orders: ${errorMessage}`);\n }\n};\n\n/**\n * List orders by product_id\n */\nexport const listOrdersByProductId = async (\n credential: ICredential,\n product_id: string,\n): Promise<IOrder[]> => {\n const [exchange, instType] = decodePath(product_id);\n if (exchange !== 'HYPERLIQUID') {\n throw new Error(`Invalid product_id for Hyperliquid: ${product_id}`);\n }\n if (instType !== 'PERPETUAL') {\n return [];\n }\n const orders = await listPerpOrders(credential);\n return orders.filter((order) => order.product_id === product_id);\n};\n"]}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"modifyOrder.js","sourceRoot":"","sources":["../../../src/services/orders/modifyOrder.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAE3C,OAAO,EAAE,WAAW,IAAI,cAAc,EAAE,MAAM,uBAAuB,CAAC;AACtE,OAAO,EAAE,iBAAiB,EAAE,MAAM,UAAU,CAAC;AAE7C;;;;;;;;;;GAUG;AACH,MAAM,CAAC,MAAM,WAAW,GAAG,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAiB,EAAE;;IACzF,OAAO,CAAC,IAAI,CAAC,IAAI,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,qBAAqB,KAAK,CAAC,QAAQ,QAAQ,KAAK,CAAC,UAAU,EAAE,CAAC,CAAC;IAEtG,IAAI;
|
|
1
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{"version":3,"file":"modifyOrder.js","sourceRoot":"","sources":["../../../src/services/orders/modifyOrder.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAE3C,OAAO,EAAE,WAAW,IAAI,cAAc,EAAE,MAAM,uBAAuB,CAAC;AACtE,OAAO,EAAE,iBAAiB,EAAE,MAAM,UAAU,CAAC;AAE7C;;;;;;;;;;GAUG;AACH,MAAM,CAAC,MAAM,WAAW,GAAG,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAiB,EAAE;;IACzF,OAAO,CAAC,IAAI,CAAC,IAAI,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,qBAAqB,KAAK,CAAC,QAAQ,QAAQ,KAAK,CAAC,UAAU,EAAE,CAAC,CAAC;IAEtG,IAAI,CAAC;QACH,oBAAoB;QACpB,MAAM,OAAO,GAAG,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;QACvC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,EAAE,CAAC;YAC9B,MAAM,IAAI,KAAK,CAAC,qBAAqB,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;QACzD,CAAC;QAED,sDAAsD;QACtD,MAAM,EAAE,WAAW,EAAE,GAAG,MAAM,iBAAiB,CAAC,KAAK,CAAC,CAAC;QAEvD,OAAO,CAAC,IAAI,CAAC,IAAI,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,qBAAqB,KAAK,CAAC,QAAQ,mBAAmB,EAAE;YAC7F,KAAK,EAAE,WAAW,CAAC,CAAC;YACpB,KAAK,EAAE,WAAW,CAAC,CAAC;YACpB,KAAK,EAAE,WAAW,CAAC,CAAC;YACpB,IAAI,EAAE,WAAW,CAAC,CAAC;YACnB,UAAU,EAAE,WAAW,CAAC,CAAC;YACzB,GAAG,EAAE,MAAA,WAAW,CAAC,CAAC,CAAC,KAAK,0CAAE,GAAG;SAC9B,CAAC,CAAC;QAEH,6CAA6C;QAC7C,MAAM,MAAM,GAAG,MAAM,cAAc,CAAC,UAAU,EAAE;YAC9C,GAAG,EAAE,OAAO;YACZ,KAAK,EAAE,WAAW;SACnB,CAAC,CAAC;QAEH,2CAA2C;QAC3C,MAAM,MAAM,GAAG,MAAA,MAAA,MAAA,MAAM,aAAN,MAAM,uBAAN,MAAM,CAAE,QAAQ,0CAAE,IAAI,0CAAE,QAAQ,0CAAG,CAAC,CAAC,CAAC;QACrD,MAAM,KAAK,GAAG,CAAA,MAAM,aAAN,MAAM,uBAAN,MAAM,CAAE,MAAM,MAAK,IAAI,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,CAAA,MAAM,aAAN,MAAM,uBAAN,MAAM,CAAE,KAAK,EAAC,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;QAE/F,IAAI,KAAK,EAAE,CAAC;YACV,MAAM,IAAI,KAAK,CAAC,2BAA2B,KAAK,EAAE,CAAC,CAAC;QACtD,CAAC;QAED,OAAO,CAAC,IAAI,CAAC,IAAI,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,WAAW,KAAK,CAAC,QAAQ,wBAAwB,CAAC,CAAC;IAC5F,CAAC;IAAC,OAAO,KAAK,EAAE,CAAC;QACf,MAAM,YAAY,GAAG,KAAK,YAAY,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,eAAe,CAAC;QAC9E,OAAO,CAAC,KAAK,CAAC,IAAI,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,4BAA4B,KAAK,CAAC,QAAQ,KAAK,YAAY,EAAE,CAAC,CAAC;QACvG,MAAM,IAAI,KAAK,CAAC,2BAA2B,YAAY,EAAE,CAAC,CAAC;IAC7D,CAAC;AACH,CAAC,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { formatTime } from '@yuants/utils';\nimport { ICredential } from '../../api/types';\nimport { modifyOrder as modifyOrderApi } from '../../api/private-api';\nimport { buildOrderPayload } from '../utils';\n\n/**\n * 修改订单 - 使用 Hyperliquid 原生 modify order API\n *\n * Hyperliquid supports native order modification through the modify action:\n * https://hyperliquid.gitbook.io/hyperliquid-docs/for-develope../../api/exchange-endpoint#modify-an-order\n *\n * This is more efficient than cancel + place new as it:\n * 1. Maintains order priority in the order book\n * 2. Reduces API calls from 2 to 1\n * 3. Prevents race conditions where the cancelled order might be filled before new order is placed\n */\nexport const modifyOrder = async (credential: ICredential, order: IOrder): Promise<void> => {\n console.info(`[${formatTime(Date.now())}] Modifying order ${order.order_id} for ${order.product_id}`);\n\n try {\n // Validate order_id\n const orderId = Number(order.order_id);\n if (!Number.isFinite(orderId)) {\n throw new Error(`Invalid order_id: ${order.order_id}`);\n }\n\n // Build the new order payload with updated parameters\n const { orderParams } = await buildOrderPayload(order);\n\n console.info(`[${formatTime(Date.now())}] Modifying order ${order.order_id} with new params:`, {\n asset: orderParams.a,\n isBuy: orderParams.b,\n price: orderParams.p,\n size: orderParams.s,\n reduceOnly: orderParams.r,\n tif: orderParams.t.limit?.tif,\n });\n\n // Call Hyperliquid's native modify order API\n const result = await modifyOrderApi(credential, {\n oid: orderId,\n order: orderParams,\n });\n\n // Check if the modification was successful\n const status = result?.response?.data?.statuses?.[0];\n const error = result?.status !== 'ok' ? 'API ERROR' : status?.error ? status.error : undefined;\n\n if (error) {\n throw new Error(`Failed to modify order: ${error}`);\n }\n\n console.info(`[${formatTime(Date.now())}] Order ${order.order_id} modified successfully`);\n } catch (error) {\n const errorMessage = error instanceof Error ? error.message : 'Unknown error';\n console.error(`[${formatTime(Date.now())}] Failed to modify order ${order.order_id}: ${errorMessage}`);\n throw new Error(`Failed to modify order: ${errorMessage}`);\n }\n};\n"]}
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{"version":3,"file":"quotes.js","sourceRoot":"","sources":["../../src/services/quotes.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,mBAAmB,EAAE,MAAM,kBAAkB,CAAC;AACvD,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,UAAU,EAAE,mBAAmB,EAAE,MAAM,mBAAmB,CAAC;AAEpE,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,mBAAmB,CACjB,QAAQ,EACR;IACE,iBAAiB,EAAE,wBAAwB;IAC3C,MAAM,EAAE,CAAC,YAAY,EAAE,WAAW,EAAE,WAAW,CAAC;CACjD,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;IACZ,MAAM,IAAI,GAAG,MAAM,UAAU,EAAE,CAAC;IAEhC,OAAO,MAAM,CAAC,OAAO,CAAC,IAAI,aAAJ,IAAI,cAAJ,IAAI,GAAI,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,IAAI,EAAE,KAAK,CAAC,EAAE,EAAE;QACtD,OAAO;YACL,UAAU,EAAE,UAAU,CAAC,aAAa,EAAE,WAAW,EAAE,GAAG,IAAI,MAAM,CAAC;YACjE,UAAU,EAAE,IAAI,CAAC,GAAG,EAAE;YACtB,UAAU,EAAE,GAAG,KAAK,EAAE;YACtB,SAAS,EAAE,GAAG,KAAK,EAAE;YACrB,SAAS,EAAE,GAAG,KAAK,EAAE;SACtB,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CACF,CAAC;AAEF,mBAAmB,CACjB,QAAQ,EACR;IACE,iBAAiB,EAAE,wBAAwB;IAC3C,MAAM,EAAE,CAAC,eAAe,EAAE,oBAAoB,EAAE,qBAAqB,CAAC;CACvE,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;;IACZ,MAAM,CAAC,IAAI,EAAE,SAAS,CAAC,GAAG,MAAM,mBAAmB,EAAE,CAAC;IAEtD,MAAM,SAAS,GAAG,IAAI,GAAG,EAAsC,CAAC;IAChE,MAAA,IAAI,aAAJ,IAAI,uBAAJ,IAAI,CAAE,QAAQ,0CAAE,OAAO,CAAC,CAAC,KAAK,EAAE,KAAK,EAAE,EAAE;QACvC,MAAM,GAAG,GAAG,SAAS,aAAT,SAAS,uBAAT,SAAS,CAAG,KAAK,CAAC,CAAC;QAC/B,IAAI,CAAA,KAAK,aAAL,KAAK,uBAAL,KAAK,CAAE,IAAI,KAAI,GAAG,EAAE,CAAC;YACvB,SAAS,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,EAAE,GAAG,CAAC,CAAC;QACjC,CAAC;IACH,CAAC,CAAC,CAAC;IAEH,OAAO,KAAK,CAAC,IAAI,CAAC,SAAS,CAAC,OAAO,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,IAAI,EAAE,GAAG,CAAC,EAAE,EAAE;;QAAC,OAAA,CAAC;YAC3D,UAAU,EAAE,UAAU,CAAC,aAAa,EAAE,WAAW,EAAE,GAAG,IAAI,MAAM,CAAC;YACjE,UAAU,EAAE,IAAI,CAAC,GAAG,EAAE;YACtB,aAAa,EAAE,MAAA,GAAG,CAAC,YAAY,mCAAI,GAAG;YACtC,kBAAkB,EAAE,GAAG,CAAC,OAAO,CAAC,CAAC,CAAC,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,GAAG;YACjE,mBAAmB,EAAE,MAAA,GAAG,CAAC,OAAO,mCAAI,GAAG;SACxC,CAAC,CAAA;KAAA,CAAC,CAAC;AACN,CAAC,CACF,CAAC","sourcesContent":["import { provideQuoteService } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { getAllMids, getMetaAndAssetCtxs } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nprovideQuoteService(\n terminal,\n {\n product_id_prefix: 'HYPERLIQUID/PERPETUAL/',\n fields: ['last_price', 'ask_price', 'bid_price'],\n },\n async (req) => {\n const mids = await getAllMids();\n\n return Object.entries(mids ?? {}).map(([coin, price]) => {\n return {\n product_id: encodePath('HYPERLIQUID', 'PERPETUAL', `${coin}-USD`),\n updated_at: Date.now(),\n last_price: `${price}`,\n bid_price: `${price}`,\n ask_price: `${price}`,\n };\n });\n },\n);\n\nprovideQuoteService(\n terminal,\n {\n product_id_prefix: 'HYPERLIQUID/PERPETUAL/',\n fields: ['open_interest', 'interest_rate_long', 'interest_rate_short'],\n },\n async (req) => {\n const [meta, assetCtxs] = await getMetaAndAssetCtxs();\n\n const coinToCtx = new Map<string, (typeof assetCtxs)[number]>();\n meta?.universe?.forEach((asset, index) => {\n const ctx = assetCtxs?.[index];\n if (asset?.name && ctx) {\n coinToCtx.set(asset.name, ctx);\n }\n });\n\n return Array.from(coinToCtx.entries()).map(([coin, ctx]) => ({\n product_id: encodePath('HYPERLIQUID', 'PERPETUAL', `${coin}-USD`),\n updated_at: Date.now(),\n open_interest: ctx.openInterest ?? '0',\n interest_rate_long: ctx.funding ? `${-Number(ctx.funding)}` : '0',\n interest_rate_short: ctx.funding ?? '0',\n }));\n },\n);\n"]}
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{ createCache } from '@yuants/cache';\nimport { IOrder } from '@yuants/data-order';\nimport { decodePath } from '@yuants/utils';\nimport { getAllMids, getPerpetualsMetaData, getSpotMetaData } from '../api/public-api';\n\nconst enum InstrumentType {\n PERPETUAL = 'PERPETUAL',\n SPOT = 'SPOT',\n}\n\ntype AssetInfo = { assetId: number; szDecimals: number; instType: InstrumentType; baseCurrency: string };\n\nexport const parseProductPath = (product_id: string): { instType: InstrumentType; baseCurrency: string } => {\n const [exchange, instType, symbol] = decodePath(product_id);\n if (exchange !== 'HYPERLIQUID' || !instType || !symbol) {\n throw new Error(`Invalid product_id: ${product_id}`);\n }\n if (instType !== InstrumentType.PERPETUAL && instType !== InstrumentType.SPOT) {\n throw new Error(`Unsupported instrument type: ${instType}`);\n }\n const baseCurrency = symbol.split('-')[0];\n return { instType, baseCurrency };\n};\n\nconst CACHE_TTL = 60_000;\nconst MID_TTL = 5_000;\n\n// Create caches using createCache utility\nconst perpMetaCache = createCache<Map<string, { assetId: number; szDecimals: number }>>(\n async () => {\n console.info(`[Hyperliquid] Refreshing perpetual metadata cache`);\n const meta = await getPerpetualsMetaData();\n const map = new Map<string, { assetId: number; szDecimals: number }>();\n meta.universe.forEach((token, index) =>\n map.set(token.name, { assetId: index, szDecimals: token.szDecimals }),\n );\n return map;\n },\n { expire: CACHE_TTL },\n);\n\nconst spotMetaCache = createCache<Map<string, { assetId: number; szDecimals: number }>>(\n async () => {\n console.info(`[Hyperliquid] Refreshing spot metadata cache`);\n const meta = await getSpotMetaData();\n const map = new Map<string, { assetId: number; szDecimals: number }>();\n meta.tokens.forEach((token) =>\n map.set(token.name, { assetId: token.index, szDecimals: token.szDecimals }),\n );\n return map;\n },\n { expire: CACHE_TTL },\n);\n\nconst midPriceCache = createCache<Map<string, number>>(\n async () => {\n console.info(`[Hyperliquid] Refreshing mid price cache`);\n const mids = await getAllMids();\n const map = new Map<string, number>();\n for (const [coin, price] of Object.entries(mids ?? {})) {\n const value = Number(price);\n if (Number.isFinite(value)) {\n map.set(coin, value);\n }\n }\n return map;\n },\n { expire: MID_TTL },\n);\n\nexport const resolveAssetInfo = async (product_id: string): Promise<AssetInfo> => {\n const { instType, baseCurrency } = parseProductPath(product_id);\n if (instType === InstrumentType.PERPETUAL) {\n const map = (await perpMetaCache.query('perp'))!;\n const info = map.get(baseCurrency)!;\n return { ...info, instType: InstrumentType.PERPETUAL, baseCurrency };\n }\n if (instType === InstrumentType.SPOT) {\n const map = (await spotMetaCache.query('spot'))!;\n const info = map.get(baseCurrency)!;\n return { ...info, instType: InstrumentType.SPOT, baseCurrency };\n }\n throw new Error(`Unsupported instrument type: ${instType}`);\n};\n\nexport const roundPrice = (price: number, instType: 'PERPETUAL' | 'SPOT', szDecimals: number): string => {\n const MAX_DECIMALS = instType === 'PERPETUAL' ? 6 : 8;\n const maxDecimalPlaces = Math.max(0, MAX_DECIMALS - szDecimals);\n if (!Number.isFinite(price)) {\n throw new Error(`Invalid price: ${price}`);\n }\n\n // Handle significant figures (max 5)\n const priceStr = price.toString();\n const significantFigures = priceStr.replace(/^0+\\.?0*/, '').replace(/\\./g, '').length;\n\n let roundedPrice = price;\n if (significantFigures > 5) {\n // Logic to round to 5 sig figs\n // This is complex to do perfectly with just numbers, but let's try to be safe\n const magnitude = Math.floor(Math.log10(Math.abs(price)));\n // We want 5 sig figs.\n // e.g. 123456 -> 123460 (mag 5, round to 10^(5-4)=10^1)\n // e.g. 0.00123456 -> 0.0012346 (mag -3, round to 10^(-3-4)=10^-7)\n const factor = Math.pow(10, magnitude - 4);\n roundedPrice = Math.round(price / factor) * factor;\n }\n\n // Now format to maxDecimalPlaces without scientific notation\n // Use toFixed which returns fixed point notation\n let s = roundedPrice.toFixed(maxDecimalPlaces);\n // Remove trailing zeros and decimal point if integer\n if (s.includes('.')) {\n s = s.replace(/\\.?0+$/, '');\n }\n return s;\n};\n\nconst resolvePrice = async (\n order: IOrder,\n instType: 'PERPETUAL' | 'SPOT',\n szDecimals: number,\n baseCurrency: string,\n) => {\n if (order.order_type === 'MARKET') {\n const mid = await getMidPriceWithSlippage(\n baseCurrency,\n order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT',\n );\n return roundPrice(mid, instType, szDecimals);\n }\n if (!order.price) {\n throw new Error('price is required for non-market orders');\n }\n return roundPrice(+order.price, instType, szDecimals);\n};\n\nexport const buildOrderPayload = async (order: IOrder) => {\n const assetInfo = await resolveAssetInfo(order.product_id);\n const isBuy = order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT';\n const reduceOnly = order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT';\n const price = await resolvePrice(order, assetInfo.instType, assetInfo.szDecimals, assetInfo.baseCurrency);\n const tif = order.order_type === 'MARKET' ? 'Ioc' : order.order_type === 'MAKER' ? 'Alo' : 'Gtc';\n return {\n assetInfo,\n orderParams: {\n a: assetInfo.assetId,\n b: isBuy,\n p: `${price}`,\n s: `${order.volume}`,\n r: reduceOnly,\n t: { limit: { tif } },\n },\n };\n};\n\nexport const getMidPriceWithSlippage = async (coin: string, isBuy: boolean) => {\n const mids = (await midPriceCache.query('mids'))!;\n const mid = mids.get(coin)!;\n const slippage = isBuy ? 1.05 : 0.95;\n return mid * slippage;\n};\n"]}
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+
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{ createCache } from '@yuants/cache';\nimport { IOrder } from '@yuants/data-order';\nimport { decodePath } from '@yuants/utils';\nimport { getAllMids, getPerpetualsMetaData, getSpotMetaData } from '../api/public-api';\n\nconst enum InstrumentType {\n PERPETUAL = 'PERPETUAL',\n SPOT = 'SPOT',\n}\n\ntype AssetInfo = { assetId: number; szDecimals: number; instType: InstrumentType; baseCurrency: string };\n\nexport const parseProductPath = (product_id: string): { instType: InstrumentType; baseCurrency: string } => {\n const [exchange, instType, symbol] = decodePath(product_id);\n if (exchange !== 'HYPERLIQUID' || !instType || !symbol) {\n throw new Error(`Invalid product_id: ${product_id}`);\n }\n if (instType !== InstrumentType.PERPETUAL && instType !== InstrumentType.SPOT) {\n throw new Error(`Unsupported instrument type: ${instType}`);\n }\n const baseCurrency = symbol.split('-')[0];\n return { instType, baseCurrency };\n};\n\nconst CACHE_TTL = 60_000;\nconst MID_TTL = 5_000;\n\n// Create caches using createCache utility\nconst perpMetaCache = createCache<Map<string, { assetId: number; szDecimals: number }>>(\n async () => {\n console.info(`[Hyperliquid] Refreshing perpetual metadata cache`);\n const meta = await getPerpetualsMetaData();\n const map = new Map<string, { assetId: number; szDecimals: number }>();\n meta.universe.forEach((token, index) =>\n map.set(token.name, { assetId: index, szDecimals: token.szDecimals }),\n );\n return map;\n },\n { expire: CACHE_TTL },\n);\n\nconst spotMetaCache = createCache<Map<string, { assetId: number; szDecimals: number }>>(\n async () => {\n console.info(`[Hyperliquid] Refreshing spot metadata cache`);\n const meta = await getSpotMetaData();\n const map = new Map<string, { assetId: number; szDecimals: number }>();\n meta.tokens.forEach((token) =>\n map.set(token.name, { assetId: token.index, szDecimals: token.szDecimals }),\n );\n return map;\n },\n { expire: CACHE_TTL },\n);\n\nconst midPriceCache = createCache<Map<string, number>>(\n async () => {\n console.info(`[Hyperliquid] Refreshing mid price cache`);\n const mids = await getAllMids();\n const map = new Map<string, number>();\n for (const [coin, price] of Object.entries(mids ?? {})) {\n const value = Number(price);\n if (Number.isFinite(value)) {\n map.set(coin, value);\n }\n }\n return map;\n },\n { expire: MID_TTL },\n);\n\nexport const resolveAssetInfo = async (product_id: string): Promise<AssetInfo> => {\n const { instType, baseCurrency } = parseProductPath(product_id);\n if (instType === InstrumentType.PERPETUAL) {\n const map = (await perpMetaCache.query('perp'))!;\n const info = map.get(baseCurrency)!;\n return { ...info, instType: InstrumentType.PERPETUAL, baseCurrency };\n }\n if (instType === InstrumentType.SPOT) {\n const map = (await spotMetaCache.query('spot'))!;\n const info = map.get(baseCurrency)!;\n return { ...info, instType: InstrumentType.SPOT, baseCurrency };\n }\n throw new Error(`Unsupported instrument type: ${instType}`);\n};\n\nexport const roundPrice = (price: number, instType: 'PERPETUAL' | 'SPOT', szDecimals: number): string => {\n const MAX_DECIMALS = instType === 'PERPETUAL' ? 6 : 8;\n const maxDecimalPlaces = Math.max(0, MAX_DECIMALS - szDecimals);\n if (!Number.isFinite(price)) {\n throw new Error(`Invalid price: ${price}`);\n }\n\n // Handle significant figures (max 5)\n const priceStr = price.toString();\n const significantFigures = priceStr.replace(/^0+\\.?0*/, '').replace(/\\./g, '').length;\n\n let roundedPrice = price;\n if (significantFigures > 5) {\n // Logic to round to 5 sig figs\n // This is complex to do perfectly with just numbers, but let's try to be safe\n const magnitude = Math.floor(Math.log10(Math.abs(price)));\n // We want 5 sig figs.\n // e.g. 123456 -> 123460 (mag 5, round to 10^(5-4)=10^1)\n // e.g. 0.00123456 -> 0.0012346 (mag -3, round to 10^(-3-4)=10^-7)\n const factor = Math.pow(10, magnitude - 4);\n roundedPrice = Math.round(price / factor) * factor;\n }\n\n // Now format to maxDecimalPlaces without scientific notation\n // Use toFixed which returns fixed point notation\n let s = roundedPrice.toFixed(maxDecimalPlaces);\n // Remove trailing zeros and decimal point if integer\n if (s.includes('.')) {\n s = s.replace(/\\.?0+$/, '');\n }\n return s;\n};\n\nconst resolvePrice = async (\n order: IOrder,\n instType: 'PERPETUAL' | 'SPOT',\n szDecimals: number,\n baseCurrency: string,\n) => {\n if (order.order_type === 'MARKET') {\n const mid = await getMidPriceWithSlippage(\n baseCurrency,\n order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT',\n );\n return roundPrice(mid, instType, szDecimals);\n }\n if (!order.price) {\n throw new Error('price is required for non-market orders');\n }\n return roundPrice(+order.price, instType, szDecimals);\n};\n\nexport const buildOrderPayload = async (order: IOrder) => {\n const assetInfo = await resolveAssetInfo(order.product_id);\n const isBuy = order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT';\n const reduceOnly = order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT';\n const price = await resolvePrice(order, assetInfo.instType, assetInfo.szDecimals, assetInfo.baseCurrency);\n const tif = order.order_type === 'MARKET' ? 'Ioc' : order.order_type === 'MAKER' ? 'Alo' : 'Gtc';\n return {\n assetInfo,\n orderParams: {\n a: assetInfo.assetId,\n b: isBuy,\n p: `${price}`,\n s: `${order.volume}`,\n r: reduceOnly,\n t: { limit: { tif } },\n },\n };\n};\n\nexport const getMidPriceWithSlippage = async (coin: string, isBuy: boolean) => {\n const mids = (await midPriceCache.query('mids'))!;\n const mid = mids.get(coin)!;\n const slippage = isBuy ? 1.05 : 0.95;\n return mid * slippage;\n};\n"]}
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package/lib/api/client.d.ts
CHANGED
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
|
|
1
|
+
type HttpMethod = 'GET' | 'POST';
|
|
2
2
|
export declare const request: <T = any>(method: HttpMethod, path: string, params?: any) => Promise<T>;
|
|
3
3
|
export declare const requestWithFlowControl: <T = any>(method: HttpMethod, path: string, flowControl: {
|
|
4
4
|
period: number;
|
package/lib/api/client.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"client.d.ts","sourceRoot":"","sources":["../../src/api/client.ts"],"names":[],"mappings":"AAGA,
|
|
1
|
+
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|