@yuants/vendor-hyperliquid 0.9.8 → 0.9.10

package/lib/services/orders/listOrders.js.map

@@ -1 +1 @@
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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: ${product_id}`);\n  }\n  if (instType !== 'PERPETUAL') {\n    return [];\n  }\n  const orders = await listPerpOrders(credential);\n  return orders.filter((order) => order.product_id === product_id);\n};\n"]}
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Date.now()),\n    order_status: 'open', // Since these are open orders\n    // Additional fields that might be useful\n    comment: order.coin ? JSON.stringify({ asset_id: order.coin }) : undefined,\n  };\n};\n\n/**\n * List perpetual orders\n */\nexport const listPerpOrders = async (credential: ICredential): Promise<IOrder[]> => {\n  console.info(`[${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"]}

package/lib/services/orders/modifyOrder.d.ts.map

@@ -1 +1 @@
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package/lib/services/orders/modifyOrder.js.map

@@ -1 +1 @@
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package/lib/services/orders/submitOrder.d.ts.map

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package/lib/services/quotes.js.map

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-{"version":3,"file":"quotes.js","sourceRoot":"","sources":["../../src/services/quotes.ts"],"names":[],"mappings":";;AAAA,+CAAuD;AACvD,+CAA4C;AAC5C,yCAA2C;AAC3C,kDAAoE;AAEpE,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,IAAA,8BAAmB,EACjB,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,IAAA,uBAAU,GAAE,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,IAAA,kBAAU,EAAC,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,IAAA,8BAAmB,EACjB,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,IAAA,gCAAmB,GAAE,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;YACtB,SAAS,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,EAAE,GAAG,CAAC,CAAC;SAChC;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,IAAA,kBAAU,EAAC,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"]}
+{"version":3,"file":"quotes.js","sourceRoot":"","sources":["../../src/services/quotes.ts"],"names":[],"mappings":";;AAAA,+CAAuD;AACvD,+CAA4C;AAC5C,yCAA2C;AAC3C,kDAAoE;AAEpE,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,IAAA,8BAAmB,EACjB,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,IAAA,uBAAU,GAAE,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,IAAA,kBAAU,EAAC,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,IAAA,8BAAmB,EACjB,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,IAAA,gCAAmB,GAAE,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,IAAA,kBAAU,EAAC,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"]}

package/lib/services/utils.d.ts

@@ -3,7 +3,7 @@ declare const enum InstrumentType {
     PERPETUAL = "PERPETUAL",
     SPOT = "SPOT"
 }
-declare type AssetInfo = {
+type AssetInfo = {
     assetId: number;
     szDecimals: number;
     instType: InstrumentType;
@@ -14,7 +14,7 @@ export declare const parseProductPath: (product_id: string) => {
     baseCurrency: string;
 };
 export declare const resolveAssetInfo: (product_id: string) => Promise<AssetInfo>;
-export declare const roundPrice: (price: number, instType: 'PERPETUAL' | 'SPOT', szDecimals: number) => string;
+export declare const roundPrice: (price: number, instType: "PERPETUAL" | "SPOT", szDecimals: number) => string;
 export declare const buildOrderPayload: (order: IOrder) => Promise<{
     assetInfo: AssetInfo;
     orderParams: {

package/lib/services/utils.d.ts.map

@@ -1 +1 @@
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package/lib/services/utils.js.map

@@ -1 +1 @@
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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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{ 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"]}

package/lib/tsdoc-metadata.json

@@ -5,7 +5,7 @@
   "toolPackages": [
     {
       "packageName": "@microsoft/api-extractor",
-      "packageVersion": "7.30.1"
+      "packageVersion": "7.55.2"
     }
   ]
 }

package/package.json

@@ -1,49 +1,49 @@
 {
-	"name": "@yuants/vendor-hyperliquid",
-	"version": "0.9.8",
-	"main": "lib/index.js",
-	"files": [
-		"dist",
-		"lib",
-		"temp"
-	],
-	"dependencies": {
-		"@yuants/cache": "0.3.11",
-		"@yuants/protocol": "0.54.0",
-		"@yuants/transfer": "0.2.47",
-		"@yuants/data-account": "0.11.7",
-		"@yuants/utils": "0.19.3",
-		"@yuants/sql": "0.9.38",
-		"@yuants/data-product": "0.5.8",
-		"@yuants/data-interest-rate": "0.2.6",
-		"@yuants/data-order": "0.7.8",
-		"@yuants/data-series": "0.3.60",
-		"@yuants/data-quote": "0.4.7",
-		"@yuants/exchange": "0.8.9",
-		"rxjs": "~7.5.6",
-		"hyperliquid": "~1.6.2",
-		"ethers": "~6.13.5",
-		"@msgpack/msgpack": "~3.1.2",
-		"@yuants/data-ohlc": "0.6.3"
-	},
-	"devDependencies": {
-		"@microsoft/api-extractor": "~7.30.0",
-		"@rushstack/heft": "~0.47.5",
-		"@rushstack/heft-jest-plugin": "~0.16.8",
-		"@rushstack/heft-node-rig": "~1.10.7",
-		"@types/heft-jest": "1.0.3",
-		"@types/node": "22",
-		"@yuants/extension": "0.2.39",
-		"@yuants/tool-kit": "0.2.1",
-		"typescript": "~4.7.4",
-		"ts-node": "~10.9.2"
-	},
-	"publishConfig": {
-		"registry": "https://registry.npmjs.org",
-		"access": "public"
-	},
-	"scripts": {
-		"dev": "ts-node src/index.ts",
-		"build": "heft test --clean && api-extractor run --local && yuan-toolkit post-build"
-	}
-}
+  "name": "@yuants/vendor-hyperliquid",
+  "version": "0.9.10",
+  "main": "lib/index.js",
+  "files": [
+    "dist",
+    "lib",
+    "temp"
+  ],
+  "dependencies": {
+    "rxjs": "~7.5.6",
+    "hyperliquid": "~1.6.2",
+    "ethers": "~6.13.5",
+    "@msgpack/msgpack": "~3.1.2",
+    "@yuants/protocol": "0.54.1",
+    "@yuants/transfer": "0.2.48",
+    "@yuants/cache": "0.3.12",
+    "@yuants/data-account": "0.11.8",
+    "@yuants/utils": "0.19.4",
+    "@yuants/sql": "0.9.39",
+    "@yuants/data-product": "0.5.9",
+    "@yuants/data-interest-rate": "0.2.8",
+    "@yuants/data-order": "0.7.9",
+    "@yuants/data-quote": "0.4.8",
+    "@yuants/data-series": "0.3.61",
+    "@yuants/exchange": "0.8.11",
+    "@yuants/data-ohlc": "0.6.4"
+  },
+  "devDependencies": {
+    "@microsoft/api-extractor": "~7.55.2",
+    "@rushstack/heft": "~1.1.7",
+    "@rushstack/heft-jest-plugin": "~1.1.7",
+    "@rushstack/heft-node-rig": "~2.11.12",
+    "@types/heft-jest": "1.0.6",
+    "@types/node": "24",
+    "typescript": "~5.9.3",
+    "ts-node": "~10.9.2",
+    "@yuants/extension": "0.2.40",
+    "@yuants/tool-kit": "0.2.2"
+  },
+  "publishConfig": {
+    "registry": "https://registry.npmjs.org",
+    "access": "public"
+  },
+  "scripts": {
+    "dev": "ts-node src/index.ts",
+    "build": "heft test --clean && api-extractor run --local --config ./config/api-extractor.json && yuan-toolkit post-build"
+  }
+}