@yuants/vendor-hyperliquid 0.9.9 → 0.10.0

package/dist/api/rate-limit.js

@@ -0,0 +1,205 @@
+import { newError, scopeError, tokenBucket } from '@yuants/utils';
+const REST_IP_BUCKET_ID = 'HYPERLIQUID_REST_IP_WEIGHT_1200_PER_MIN';
+const REST_IP_BUCKET_CAPACITY = 1200;
+const REST_IP_WEIGHT_MAX = REST_IP_BUCKET_CAPACITY * 10;
+tokenBucket(REST_IP_BUCKET_ID, {
+    capacity: REST_IP_BUCKET_CAPACITY,
+    refillInterval: 60000,
+    refillAmount: 1200,
+});
+const INFO_TYPE_TO_BASE_WEIGHT = {
+    l2Book: 2,
+    allMids: 2,
+    clearinghouseState: 2,
+    orderStatus: 2,
+    spotClearinghouseState: 2,
+    exchangeStatus: 2,
+    userRole: 60,
+};
+const INTERVAL_TO_MS = {
+    '1m': 60000,
+    '3m': 180000,
+    '5m': 300000,
+    '15m': 900000,
+    '30m': 1800000,
+    '1h': 3600000,
+    '2h': 7200000,
+    '4h': 14400000,
+    '8h': 28800000,
+    '12h': 43200000,
+    '1d': 86400000,
+    '3d': 259200000,
+    '1w': 604800000,
+    '1M': 2592000000,
+};
+const getObject = (value) => {
+    if (typeof value !== 'object' || value === null)
+        return;
+    return value;
+};
+const getString = (value) => {
+    if (typeof value !== 'string')
+        return;
+    return value;
+};
+const getNumber = (value) => {
+    if (typeof value !== 'number' || !Number.isFinite(value))
+        return;
+    return value;
+};
+const getArray = (value) => {
+    if (!Array.isArray(value))
+        return;
+    return value;
+};
+export const getRestRequestContext = (method, path, body) => {
+    var _a, _b;
+    if (method === 'POST' && path === 'info') {
+        const obj = getObject(body);
+        const infoType = getString(obj === null || obj === void 0 ? void 0 : obj.type);
+        return { method, path, body, kind: 'info', infoType };
+    }
+    if (method === 'POST' && path === 'exchange') {
+        const obj = getObject(body);
+        const action = getObject(obj === null || obj === void 0 ? void 0 : obj.action);
+        const exchangeActionType = getString(action === null || action === void 0 ? void 0 : action.type);
+        const orders = getArray(action === null || action === void 0 ? void 0 : action.orders);
+        const cancels = getArray(action === null || action === void 0 ? void 0 : action.cancels);
+        const exchangeBatchLength = Math.max(1, (_b = (_a = orders === null || orders === void 0 ? void 0 : orders.length) !== null && _a !== void 0 ? _a : cancels === null || cancels === void 0 ? void 0 : cancels.length) !== null && _b !== void 0 ? _b : 1);
+        return { method, path, body, kind: 'exchange', exchangeActionType, exchangeBatchLength };
+    }
+    if (path.startsWith('explorer')) {
+        return { method, path, body, kind: 'explorer' };
+    }
+    return { method, path, body, kind: 'other' };
+};
+export const getRestBaseWeight = (ctx) => {
+    var _a, _b, _c;
+    if (ctx.kind === 'exchange') {
+        const batchLength = Math.max(1, (_a = ctx.exchangeBatchLength) !== null && _a !== void 0 ? _a : 1);
+        return 1 + Math.floor(batchLength / 40);
+    }
+    if (ctx.kind === 'info') {
+        return (_c = INFO_TYPE_TO_BASE_WEIGHT[(_b = ctx.infoType) !== null && _b !== void 0 ? _b : '']) !== null && _c !== void 0 ? _c : 20;
+    }
+    if (ctx.kind === 'explorer') {
+        return 40;
+    }
+    return 20;
+};
+const estimateCandleSnapshotItems = (ctx) => {
+    var _a;
+    if (ctx.kind !== 'info' || ctx.infoType !== 'candleSnapshot')
+        return 0;
+    const bodyObj = getObject(ctx.body);
+    const reqObj = getObject(bodyObj === null || bodyObj === void 0 ? void 0 : bodyObj.req);
+    const interval = getString(reqObj === null || reqObj === void 0 ? void 0 : reqObj.interval);
+    const startTime = getNumber(reqObj === null || reqObj === void 0 ? void 0 : reqObj.startTime);
+    const endTime = getNumber(reqObj === null || reqObj === void 0 ? void 0 : reqObj.endTime);
+    if (!interval || startTime === undefined || endTime === undefined || endTime <= startTime)
+        return 0;
+    const intervalMs = (_a = INTERVAL_TO_MS[interval]) !== null && _a !== void 0 ? _a : 0;
+    if (!intervalMs)
+        return 0;
+    // Hyperliquid docs: Only the most recent 5000 candles are available
+    const estimated = Math.ceil((endTime - startTime) / intervalMs);
+    return Math.min(5000, Math.max(0, estimated));
+};
+const countArrayResponseItems = (response) => {
+    var _a;
+    const arr = getArray(response);
+    return (_a = arr === null || arr === void 0 ? void 0 : arr.length) !== null && _a !== void 0 ? _a : 0;
+};
+const countUserFillsItems = (response) => {
+    var _a;
+    const obj = getObject(response);
+    const fills = getArray(obj === null || obj === void 0 ? void 0 : obj.fills);
+    return (_a = fills === null || fills === void 0 ? void 0 : fills.length) !== null && _a !== void 0 ? _a : 0;
+};
+const extraWeighers = [
+    {
+        match: (ctx) => ctx.kind === 'info' && ctx.infoType === 'candleSnapshot',
+        divisor: 60,
+        estimateItems: estimateCandleSnapshotItems,
+        countItemsFromResponse: countArrayResponseItems,
+    },
+    {
+        match: (ctx) => ctx.kind === 'info' &&
+            (ctx.infoType === 'recentTrades' ||
+                ctx.infoType === 'historicalOrders' ||
+                ctx.infoType === 'userFills' ||
+                ctx.infoType === 'userFillsByTime' ||
+                ctx.infoType === 'fundingHistory' ||
+                ctx.infoType === 'userFunding' ||
+                ctx.infoType === 'nonUserFundingUpdates' ||
+                ctx.infoType === 'twapHistory' ||
+                ctx.infoType === 'userTwapSliceFills' ||
+                ctx.infoType === 'userTwapSliceFillsByTime' ||
+                ctx.infoType === 'delegatorHistory' ||
+                ctx.infoType === 'delegatorRewards' ||
+                ctx.infoType === 'validatorStats'),
+        divisor: 20,
+        countItemsFromResponse: (response) => countUserFillsItems(response) || countArrayResponseItems(response),
+    },
+];
+export const getRestEstimatedExtraWeight = (ctx) => {
+    var _a, _b;
+    for (const weigher of extraWeighers) {
+        if (!weigher.match(ctx))
+            continue;
+        const items = (_b = (_a = weigher.estimateItems) === null || _a === void 0 ? void 0 : _a.call(weigher, ctx)) !== null && _b !== void 0 ? _b : 0;
+        if (items <= 0)
+            return 0;
+        return Math.ceil(items / weigher.divisor);
+    }
+    return 0;
+};
+const normalizeRestWeight = (meta, weight) => {
+    if (!Number.isFinite(weight)) {
+        throw newError('HYPERLIQUID_REST_WEIGHT_INVALID', Object.assign(Object.assign({}, meta), { weight }));
+    }
+    const normalized = Math.floor(weight);
+    if (normalized <= 0) {
+        throw newError('HYPERLIQUID_REST_WEIGHT_INVALID', Object.assign(Object.assign({}, meta), { weight: normalized }));
+    }
+    if (normalized > REST_IP_WEIGHT_MAX) {
+        throw newError('HYPERLIQUID_REST_WEIGHT_EXCESSIVE', Object.assign(Object.assign({}, meta), { weight: normalized, maxWeight: REST_IP_WEIGHT_MAX }));
+    }
+    return normalized;
+};
+export const acquireRestIpWeightSync = (meta, weight) => {
+    const normalized = normalizeRestWeight(meta, weight);
+    scopeError('HYPERLIQUID_API_RATE_LIMIT', Object.assign(Object.assign({}, meta), { bucketId: REST_IP_BUCKET_ID, weight: normalized }), () => tokenBucket(REST_IP_BUCKET_ID).acquireSync(normalized));
+};
+const acquireRestIpWeight = async (meta, weight) => {
+    let remaining = normalizeRestWeight(meta, weight);
+    while (remaining > 0) {
+        const chunk = Math.min(REST_IP_BUCKET_CAPACITY, remaining);
+        await scopeError('HYPERLIQUID_API_RATE_LIMIT', Object.assign(Object.assign({}, meta), { bucketId: REST_IP_BUCKET_ID, weight: chunk, remaining }), () => tokenBucket(REST_IP_BUCKET_ID).acquire(chunk));
+        remaining -= chunk;
+    }
+};
+export const beforeRestRequest = (meta, ctx) => {
+    const baseWeight = getRestBaseWeight(ctx);
+    const estimatedExtraWeight = getRestEstimatedExtraWeight(ctx);
+    acquireRestIpWeightSync(meta, baseWeight + estimatedExtraWeight);
+    return { baseWeight, estimatedExtraWeight };
+};
+export const afterRestResponse = async (meta, ctx, response, estimatedExtraWeight) => {
+    var _a, _b;
+    for (const weigher of extraWeighers) {
+        if (!weigher.match(ctx))
+            continue;
+        const items = (_b = (_a = weigher.countItemsFromResponse) === null || _a === void 0 ? void 0 : _a.call(weigher, response)) !== null && _b !== void 0 ? _b : 0;
+        if (items <= 0)
+            return;
+        const actualExtraWeight = Math.ceil(items / weigher.divisor);
+        const delta = actualExtraWeight - estimatedExtraWeight;
+        if (delta > 0) {
+            // 不使用 acquireSync：响应后只阻塞等待，不报错
+            await acquireRestIpWeight(meta, delta);
+        }
+        return;
+    }
+};
+//# sourceMappingURL=rate-limit.js.map

package/dist/api/rate-limit.js.map

@@ -0,0 +1 @@
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{ newError, scopeError, tokenBucket } from '@yuants/utils';\n\ntype HttpMethod = 'GET' | 'POST';\n\ntype RestRequestContext = Readonly<{\n  method: HttpMethod;\n  path: string;\n  body?: unknown;\n  kind: 'info' | 'exchange' | 'explorer' | 'other';\n  infoType?: string;\n  exchangeActionType?: string;\n  exchangeBatchLength?: number;\n}>;\n\ntype ExtraWeigher = Readonly<{\n  match: (ctx: RestRequestContext) => boolean;\n  divisor: 20 | 60;\n  estimateItems?: (ctx: RestRequestContext) => number;\n  countItemsFromResponse?: (response: unknown) => number;\n}>;\n\nconst REST_IP_BUCKET_ID = 'HYPERLIQUID_REST_IP_WEIGHT_1200_PER_MIN';\nconst REST_IP_BUCKET_CAPACITY = 1200;\nconst REST_IP_WEIGHT_MAX = REST_IP_BUCKET_CAPACITY * 10;\n\ntokenBucket(REST_IP_BUCKET_ID, {\n  capacity: REST_IP_BUCKET_CAPACITY,\n  refillInterval: 60_000,\n  refillAmount: 1200,\n});\n\nconst INFO_TYPE_TO_BASE_WEIGHT: Readonly<Record<string, number>> = {\n  l2Book: 2,\n  allMids: 2,\n  clearinghouseState: 2,\n  orderStatus: 2,\n  spotClearinghouseState: 2,\n  exchangeStatus: 2,\n  userRole: 60,\n};\n\nconst INTERVAL_TO_MS: Readonly<Record<string, number>> = {\n  '1m': 60_000,\n  '3m': 180_000,\n  '5m': 300_000,\n  '15m': 900_000,\n  '30m': 1_800_000,\n  '1h': 3_600_000,\n  '2h': 7_200_000,\n  '4h': 14_400_000,\n  '8h': 28_800_000,\n  '12h': 43_200_000,\n  '1d': 86_400_000,\n  '3d': 259_200_000,\n  '1w': 604_800_000,\n  '1M': 2_592_000_000,\n};\n\nconst getObject = (value: unknown): Record<string, unknown> | undefined => {\n  if (typeof value !== 'object' || value === null) return;\n  return value as Record<string, unknown>;\n};\n\nconst getString = (value: unknown): string | undefined => {\n  if (typeof value !== 'string') return;\n  return value;\n};\n\nconst getNumber = (value: unknown): number | undefined => {\n  if (typeof value !== 'number' || !Number.isFinite(value)) return;\n  return value;\n};\n\nconst getArray = (value: unknown): unknown[] | undefined => {\n  if (!Array.isArray(value)) return;\n  return value;\n};\n\nexport const getRestRequestContext = (\n  method: HttpMethod,\n  path: string,\n  body?: unknown,\n): RestRequestContext => {\n  if (method === 'POST' && path === 'info') {\n    const obj = getObject(body);\n    const infoType = getString(obj?.type);\n    return { method, path, body, kind: 'info', infoType };\n  }\n  if (method === 'POST' && path === 'exchange') {\n    const obj = getObject(body);\n    const action = getObject(obj?.action);\n    const exchangeActionType = getString(action?.type);\n    const orders = getArray(action?.orders);\n    const cancels = getArray(action?.cancels);\n    const exchangeBatchLength = Math.max(1, orders?.length ?? cancels?.length ?? 1);\n    return { method, path, body, kind: 'exchange', exchangeActionType, exchangeBatchLength };\n  }\n  if (path.startsWith('explorer')) {\n    return { method, path, body, kind: 'explorer' };\n  }\n  return { method, path, body, kind: 'other' };\n};\n\nexport const getRestBaseWeight = (ctx: RestRequestContext): number => {\n  if (ctx.kind === 'exchange') {\n    const batchLength = Math.max(1, ctx.exchangeBatchLength ?? 1);\n    return 1 + Math.floor(batchLength / 40);\n  }\n  if (ctx.kind === 'info') {\n    return INFO_TYPE_TO_BASE_WEIGHT[ctx.infoType ?? ''] ?? 20;\n  }\n  if (ctx.kind === 'explorer') {\n    return 40;\n  }\n  return 20;\n};\n\nconst estimateCandleSnapshotItems = (ctx: RestRequestContext): number => {\n  if (ctx.kind !== 'info' || ctx.infoType !== 'candleSnapshot') return 0;\n  const bodyObj = getObject(ctx.body);\n  const reqObj = getObject(bodyObj?.req);\n  const interval = getString(reqObj?.interval);\n  const startTime = getNumber(reqObj?.startTime);\n  const endTime = getNumber(reqObj?.endTime);\n  if (!interval || startTime === undefined || endTime === undefined || endTime <= startTime) return 0;\n\n  const intervalMs = INTERVAL_TO_MS[interval] ?? 0;\n  if (!intervalMs) return 0;\n\n  // Hyperliquid docs: Only the most recent 5000 candles are available\n  const estimated = Math.ceil((endTime - startTime) / intervalMs);\n  return Math.min(5000, Math.max(0, estimated));\n};\n\nconst countArrayResponseItems = (response: unknown): number => {\n  const arr = getArray(response);\n  return arr?.length ?? 0;\n};\n\nconst countUserFillsItems = (response: unknown): number => {\n  const obj = getObject(response);\n  const fills = getArray(obj?.fills);\n  return fills?.length ?? 0;\n};\n\nconst extraWeighers: ReadonlyArray<ExtraWeigher> = [\n  {\n    match: (ctx) => ctx.kind === 'info' && ctx.infoType === 'candleSnapshot',\n    divisor: 60,\n    estimateItems: estimateCandleSnapshotItems,\n    countItemsFromResponse: countArrayResponseItems,\n  },\n  {\n    match: (ctx) =>\n      ctx.kind === 'info' &&\n      (ctx.infoType === 'recentTrades' ||\n        ctx.infoType === 'historicalOrders' ||\n        ctx.infoType === 'userFills' ||\n        ctx.infoType === 'userFillsByTime' ||\n        ctx.infoType === 'fundingHistory' ||\n        ctx.infoType === 'userFunding' ||\n        ctx.infoType === 'nonUserFundingUpdates' ||\n        ctx.infoType === 'twapHistory' ||\n        ctx.infoType === 'userTwapSliceFills' ||\n        ctx.infoType === 'userTwapSliceFillsByTime' ||\n        ctx.infoType === 'delegatorHistory' ||\n        ctx.infoType === 'delegatorRewards' ||\n        ctx.infoType === 'validatorStats'),\n    divisor: 20,\n    countItemsFromResponse: (response) => countUserFillsItems(response) || countArrayResponseItems(response),\n  },\n];\n\nexport const getRestEstimatedExtraWeight = (ctx: RestRequestContext): number => {\n  for (const weigher of extraWeighers) {\n    if (!weigher.match(ctx)) continue;\n    const items = weigher.estimateItems?.(ctx) ?? 0;\n    if (items <= 0) return 0;\n    return Math.ceil(items / weigher.divisor);\n  }\n  return 0;\n};\n\nconst normalizeRestWeight = (meta: Record<string, unknown>, weight: number): number => {\n  if (!Number.isFinite(weight)) {\n    throw newError('HYPERLIQUID_REST_WEIGHT_INVALID', { ...meta, weight });\n  }\n  const normalized = Math.floor(weight);\n  if (normalized <= 0) {\n    throw newError('HYPERLIQUID_REST_WEIGHT_INVALID', { ...meta, weight: normalized });\n  }\n  if (normalized > REST_IP_WEIGHT_MAX) {\n    throw newError('HYPERLIQUID_REST_WEIGHT_EXCESSIVE', {\n      ...meta,\n      weight: normalized,\n      maxWeight: REST_IP_WEIGHT_MAX,\n    });\n  }\n  return normalized;\n};\n\nexport const acquireRestIpWeightSync = (meta: Record<string, unknown>, weight: number) => {\n  const normalized = normalizeRestWeight(meta, weight);\n  scopeError('HYPERLIQUID_API_RATE_LIMIT', { ...meta, bucketId: REST_IP_BUCKET_ID, weight: normalized }, () =>\n    tokenBucket(REST_IP_BUCKET_ID).acquireSync(normalized),\n  );\n};\n\nconst acquireRestIpWeight = async (meta: Record<string, unknown>, weight: number) => {\n  let remaining = normalizeRestWeight(meta, weight);\n  while (remaining > 0) {\n    const chunk = Math.min(REST_IP_BUCKET_CAPACITY, remaining);\n    await scopeError(\n      'HYPERLIQUID_API_RATE_LIMIT',\n      { ...meta, bucketId: REST_IP_BUCKET_ID, weight: chunk, remaining },\n      () => tokenBucket(REST_IP_BUCKET_ID).acquire(chunk),\n    );\n    remaining -= chunk;\n  }\n};\n\nexport const beforeRestRequest = (\n  meta: Record<string, unknown>,\n  ctx: RestRequestContext,\n): Readonly<{ baseWeight: number; estimatedExtraWeight: number }> => {\n  const baseWeight = getRestBaseWeight(ctx);\n  const estimatedExtraWeight = getRestEstimatedExtraWeight(ctx);\n  acquireRestIpWeightSync(meta, baseWeight + estimatedExtraWeight);\n  return { baseWeight, estimatedExtraWeight };\n};\n\nexport const afterRestResponse = async (\n  meta: Record<string, unknown>,\n  ctx: RestRequestContext,\n  response: unknown,\n  estimatedExtraWeight: number,\n) => {\n  for (const weigher of extraWeighers) {\n    if (!weigher.match(ctx)) continue;\n    const items = weigher.countItemsFromResponse?.(response) ?? 0;\n    if (items <= 0) return;\n    const actualExtraWeight = Math.ceil(items / weigher.divisor);\n    const delta = actualExtraWeight - estimatedExtraWeight;\n    if (delta > 0) {\n      // 不使用 acquireSync：响应后只阻塞等待，不报错\n      await acquireRestIpWeight(meta, delta);\n    }\n    return;\n  }\n};\n"]}

package/dist/api/rate-limit.test.js

@@ -0,0 +1,129 @@
+import { tokenBucket } from '@yuants/utils';
+import { afterRestResponse, beforeRestRequest, getRestBaseWeight, getRestEstimatedExtraWeight, getRestRequestContext, } from './rate-limit';
+describe('rate-limit', () => {
+    const bucketId = 'HYPERLIQUID_REST_IP_WEIGHT_1200_PER_MIN';
+    const readBucket = () => tokenBucket(bucketId).read();
+    afterAll(() => {
+        const bucket = tokenBucket(bucketId);
+        bucket[Symbol.dispose]();
+    });
+    it('parses rest request context', () => {
+        const infoCtx = getRestRequestContext('POST', 'info', { type: 'allMids' });
+        expect(infoCtx.kind).toBe('info');
+        expect(infoCtx.infoType).toBe('allMids');
+        const exchangeCtx = getRestRequestContext('POST', 'exchange', {
+            action: { type: 'order', orders: [{}, {}] },
+        });
+        expect(exchangeCtx.kind).toBe('exchange');
+        expect(exchangeCtx.exchangeActionType).toBe('order');
+        expect(exchangeCtx.exchangeBatchLength).toBe(2);
+        const explorerCtx = getRestRequestContext('GET', 'explorer/tx/0x', undefined);
+        expect(explorerCtx.kind).toBe('explorer');
+    });
+    it('calculates info base weight', () => {
+        const ctx = getRestRequestContext('POST', 'info', { type: 'allMids' });
+        expect(getRestBaseWeight(ctx)).toBe(2);
+    });
+    it('defaults base weight for unknown info type', () => {
+        const ctx = getRestRequestContext('POST', 'info', { type: 'unknownType' });
+        expect(getRestBaseWeight(ctx)).toBe(20);
+    });
+    it('assigns base weight for explorer and other requests', () => {
+        const explorerCtx = getRestRequestContext('GET', 'explorer/tx/0x', undefined);
+        expect(getRestBaseWeight(explorerCtx)).toBe(40);
+        const otherCtx = getRestRequestContext('GET', 'status', undefined);
+        expect(getRestBaseWeight(otherCtx)).toBe(20);
+    });
+    it('calculates exchange base weight across batch sizes', () => {
+        const cases = [
+            { batchLength: 0, expected: 1 },
+            { batchLength: 1, expected: 1 },
+            { batchLength: 40, expected: 2 },
+            { batchLength: 41, expected: 2 },
+            { batchLength: 80, expected: 3 },
+        ];
+        for (const { batchLength, expected } of cases) {
+            const ctx = getRestRequestContext('POST', 'exchange', {
+                action: { type: 'order', orders: new Array(batchLength).fill({}) },
+            });
+            expect(getRestBaseWeight(ctx)).toBe(expected);
+        }
+    });
+    it('estimates candleSnapshot extra weight with 5000 cap', () => {
+        const intervalMs = 60000;
+        const candles = 10000;
+        const ctx = getRestRequestContext('POST', 'info', {
+            type: 'candleSnapshot',
+            req: { interval: '1m', startTime: 0, endTime: candles * intervalMs },
+        });
+        expect(getRestEstimatedExtraWeight(ctx)).toBe(Math.ceil(5000 / 60));
+    });
+    it('returns zero extra weight for invalid candleSnapshot inputs', () => {
+        const invalidIntervalCtx = getRestRequestContext('POST', 'info', {
+            type: 'candleSnapshot',
+            req: { interval: '2m', startTime: 0, endTime: 60000 },
+        });
+        expect(getRestEstimatedExtraWeight(invalidIntervalCtx)).toBe(0);
+        const sameTimeCtx = getRestRequestContext('POST', 'info', {
+            type: 'candleSnapshot',
+            req: { interval: '1m', startTime: 0, endTime: 0 },
+        });
+        expect(getRestEstimatedExtraWeight(sameTimeCtx)).toBe(0);
+        const missingReqCtx = getRestRequestContext('POST', 'info', { type: 'candleSnapshot' });
+        expect(getRestEstimatedExtraWeight(missingReqCtx)).toBe(0);
+    });
+    it('consumes base and estimated weight before request', () => {
+        const ctx = getRestRequestContext('POST', 'info', {
+            type: 'candleSnapshot',
+            req: { interval: '1m', startTime: 0, endTime: 120 * 60000 },
+        });
+        const before = readBucket();
+        const { baseWeight, estimatedExtraWeight } = beforeRestRequest({ requestKey: 'test' }, ctx);
+        const after = readBucket();
+        expect(baseWeight).toBe(20);
+        expect(estimatedExtraWeight).toBe(2);
+        expect(after).toBe(before - baseWeight - estimatedExtraWeight);
+    });
+    it('throws on invalid or excessive weights before request', () => {
+        const invalidCtx = {
+            method: 'POST',
+            path: 'exchange',
+            kind: 'exchange',
+            exchangeBatchLength: Number.NaN,
+        };
+        expect(() => beforeRestRequest({ requestKey: 'test' }, invalidCtx)).toThrow(/HYPERLIQUID_REST_WEIGHT_INVALID/);
+        const maxWeight = 1200 * 10;
+        const excessiveCtx = {
+            method: 'POST',
+            path: 'exchange',
+            kind: 'exchange',
+            exchangeBatchLength: (maxWeight + 1) * 40,
+        };
+        expect(() => beforeRestRequest({ requestKey: 'test' }, excessiveCtx)).toThrow(/HYPERLIQUID_REST_WEIGHT_EXCESSIVE/);
+    });
+    it('applies extra weight based on response size', async () => {
+        const ctx = getRestRequestContext('POST', 'info', { type: 'userFills' });
+        const response = { fills: new Array(41).fill({}) };
+        const before = readBucket();
+        await afterRestResponse({ requestKey: 'test' }, ctx, response, 0);
+        const after = readBucket();
+        expect(before - after).toBe(Math.ceil(41 / 20));
+    });
+    it('applies delta extra weight for candleSnapshot responses', async () => {
+        const ctx = getRestRequestContext('POST', 'info', { type: 'candleSnapshot' });
+        const response = new Array(120).fill({});
+        const before = readBucket();
+        await afterRestResponse({ requestKey: 'test' }, ctx, response, 1);
+        const after = readBucket();
+        expect(before - after).toBe(1);
+    });
+    it('skips extra acquire when response weight is within estimate', async () => {
+        const ctx = getRestRequestContext('POST', 'info', { type: 'userFills' });
+        const response = { fills: [{}] };
+        const before = readBucket();
+        await afterRestResponse({ requestKey: 'test' }, ctx, response, 1);
+        const after = readBucket();
+        expect(after).toBe(before);
+    });
+});
+//# sourceMappingURL=rate-limit.test.js.map

package/dist/api/rate-limit.test.js.map

@@ -0,0 +1 @@
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{ tokenBucket } from '@yuants/utils';\nimport {\n  afterRestResponse,\n  beforeRestRequest,\n  getRestBaseWeight,\n  getRestEstimatedExtraWeight,\n  getRestRequestContext,\n} from './rate-limit';\n\ndescribe('rate-limit', () => {\n  const bucketId = 'HYPERLIQUID_REST_IP_WEIGHT_1200_PER_MIN';\n  const readBucket = () => tokenBucket(bucketId).read();\n\n  afterAll(() => {\n    const bucket = tokenBucket(bucketId);\n    bucket[Symbol.dispose]();\n  });\n\n  it('parses rest request context', () => {\n    const infoCtx = getRestRequestContext('POST', 'info', { type: 'allMids' });\n    expect(infoCtx.kind).toBe('info');\n    expect(infoCtx.infoType).toBe('allMids');\n\n    const exchangeCtx = getRestRequestContext('POST', 'exchange', {\n      action: { type: 'order', orders: [{}, {}] },\n    });\n    expect(exchangeCtx.kind).toBe('exchange');\n    expect(exchangeCtx.exchangeActionType).toBe('order');\n    expect(exchangeCtx.exchangeBatchLength).toBe(2);\n\n    const explorerCtx = getRestRequestContext('GET', 'explorer/tx/0x', undefined);\n    expect(explorerCtx.kind).toBe('explorer');\n  });\n\n  it('calculates info base weight', () => {\n    const ctx = getRestRequestContext('POST', 'info', { type: 'allMids' });\n    expect(getRestBaseWeight(ctx)).toBe(2);\n  });\n\n  it('defaults base weight for unknown info type', () => {\n    const ctx = getRestRequestContext('POST', 'info', { type: 'unknownType' });\n    expect(getRestBaseWeight(ctx)).toBe(20);\n  });\n\n  it('assigns base weight for explorer and other requests', () => {\n    const explorerCtx = getRestRequestContext('GET', 'explorer/tx/0x', undefined);\n    expect(getRestBaseWeight(explorerCtx)).toBe(40);\n\n    const otherCtx = getRestRequestContext('GET', 'status', undefined);\n    expect(getRestBaseWeight(otherCtx)).toBe(20);\n  });\n\n  it('calculates exchange base weight across batch sizes', () => {\n    const cases = [\n      { batchLength: 0, expected: 1 },\n      { batchLength: 1, expected: 1 },\n      { batchLength: 40, expected: 2 },\n      { batchLength: 41, expected: 2 },\n      { batchLength: 80, expected: 3 },\n    ];\n\n    for (const { batchLength, expected } of cases) {\n      const ctx = getRestRequestContext('POST', 'exchange', {\n        action: { type: 'order', orders: new Array(batchLength).fill({}) },\n      });\n      expect(getRestBaseWeight(ctx)).toBe(expected);\n    }\n  });\n\n  it('estimates candleSnapshot extra weight with 5000 cap', () => {\n    const intervalMs = 60_000;\n    const candles = 10_000;\n    const ctx = getRestRequestContext('POST', 'info', {\n      type: 'candleSnapshot',\n      req: { interval: '1m', startTime: 0, endTime: candles * intervalMs },\n    });\n    expect(getRestEstimatedExtraWeight(ctx)).toBe(Math.ceil(5000 / 60));\n  });\n\n  it('returns zero extra weight for invalid candleSnapshot inputs', () => {\n    const invalidIntervalCtx = getRestRequestContext('POST', 'info', {\n      type: 'candleSnapshot',\n      req: { interval: '2m', startTime: 0, endTime: 60_000 },\n    });\n    expect(getRestEstimatedExtraWeight(invalidIntervalCtx)).toBe(0);\n\n    const sameTimeCtx = getRestRequestContext('POST', 'info', {\n      type: 'candleSnapshot',\n      req: { interval: '1m', startTime: 0, endTime: 0 },\n    });\n    expect(getRestEstimatedExtraWeight(sameTimeCtx)).toBe(0);\n\n    const missingReqCtx = getRestRequestContext('POST', 'info', { type: 'candleSnapshot' });\n    expect(getRestEstimatedExtraWeight(missingReqCtx)).toBe(0);\n  });\n\n  it('consumes base and estimated weight before request', () => {\n    const ctx = getRestRequestContext('POST', 'info', {\n      type: 'candleSnapshot',\n      req: { interval: '1m', startTime: 0, endTime: 120 * 60_000 },\n    });\n    const before = readBucket();\n    const { baseWeight, estimatedExtraWeight } = beforeRestRequest({ requestKey: 'test' }, ctx);\n    const after = readBucket();\n    expect(baseWeight).toBe(20);\n    expect(estimatedExtraWeight).toBe(2);\n    expect(after).toBe(before - baseWeight - estimatedExtraWeight);\n  });\n\n  it('throws on invalid or excessive weights before request', () => {\n    const invalidCtx = {\n      method: 'POST',\n      path: 'exchange',\n      kind: 'exchange',\n      exchangeBatchLength: Number.NaN,\n    } as ReturnType<typeof getRestRequestContext>;\n    expect(() => beforeRestRequest({ requestKey: 'test' }, invalidCtx)).toThrow(\n      /HYPERLIQUID_REST_WEIGHT_INVALID/,\n    );\n\n    const maxWeight = 1200 * 10;\n    const excessiveCtx = {\n      method: 'POST',\n      path: 'exchange',\n      kind: 'exchange',\n      exchangeBatchLength: (maxWeight + 1) * 40,\n    } as ReturnType<typeof getRestRequestContext>;\n    expect(() => beforeRestRequest({ requestKey: 'test' }, excessiveCtx)).toThrow(\n      /HYPERLIQUID_REST_WEIGHT_EXCESSIVE/,\n    );\n  });\n\n  it('applies extra weight based on response size', async () => {\n    const ctx = getRestRequestContext('POST', 'info', { type: 'userFills' });\n    const response = { fills: new Array(41).fill({}) };\n\n    const before = readBucket();\n    await afterRestResponse({ requestKey: 'test' }, ctx, response, 0);\n    const after = readBucket();\n    expect(before - after).toBe(Math.ceil(41 / 20));\n  });\n\n  it('applies delta extra weight for candleSnapshot responses', async () => {\n    const ctx = getRestRequestContext('POST', 'info', { type: 'candleSnapshot' });\n    const response = new Array(120).fill({});\n\n    const before = readBucket();\n    await afterRestResponse({ requestKey: 'test' }, ctx, response, 1);\n    const after = readBucket();\n    expect(before - after).toBe(1);\n  });\n\n  it('skips extra acquire when response weight is within estimate', async () => {\n    const ctx = getRestRequestContext('POST', 'info', { type: 'userFills' });\n    const response = { fills: [{}] };\n\n    const before = readBucket();\n    await afterRestResponse({ requestKey: 'test' }, ctx, response, 1);\n    const after = readBucket();\n    expect(after).toBe(before);\n  });\n});\n"]}

package/dist/api/sign.js.map

@@ -1 +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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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"]}

package/dist/api/types.js.map

@@ -1 +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;QAChB,MAAM,IAAI,KAAK,CAAC,yDAAyD,CAAC,CAAC;KAC5E;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/${credential.address.toLowerCase()}`;\n\n/**\n * 创建凭证对象\n * @param private_key 私钥\n * @returns 凭证对象\n */\nexport const createCredential = (private_key: string): ICredential => {\n  const wallet = new Wallet(private_key);\n  return { private_key, address: wallet.address };\n};\n\n/**\n * 获取默认凭证（从环境变量）\n * @returns 默认凭证对象\n */\nexport const getDefaultCredential = (): ICredential => {\n  const private_key = process.env.PRIVATE_KEY;\n  if (!private_key) {\n    throw new Error('Missing Hyperliquid credential: PRIVATE_KEY must be set');\n  }\n  return createCredential(private_key);\n};\n"]}
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../../src/api/types.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,QAAQ,CAAC;AAWhC;;GAEG;AACH,MAAM,CAAC,MAAM,eAAe,GAAG,CAAC,UAAuB,EAAU,EAAE,CACjE,eAAe,UAAU,CAAC,OAAO,CAAC,WAAW,EAAE,EAAE,CAAC;AAEpD;;;;GAIG;AACH,MAAM,CAAC,MAAM,gBAAgB,GAAG,CAAC,WAAmB,EAAe,EAAE;IACnE,MAAM,MAAM,GAAG,IAAI,MAAM,CAAC,WAAW,CAAC,CAAC;IACvC,OAAO,EAAE,WAAW,EAAE,OAAO,EAAE,MAAM,CAAC,OAAO,EAAE,CAAC;AAClD,CAAC,CAAC;AAEF;;;GAGG;AACH,MAAM,CAAC,MAAM,oBAAoB,GAAG,GAAgB,EAAE;IACpD,MAAM,WAAW,GAAG,OAAO,CAAC,GAAG,CAAC,WAAW,CAAC;IAC5C,IAAI,CAAC,WAAW,EAAE,CAAC;QACjB,MAAM,IAAI,KAAK,CAAC,yDAAyD,CAAC,CAAC;IAC7E,CAAC;IACD,OAAO,gBAAgB,CAAC,WAAW,CAAC,CAAC;AACvC,CAAC,CAAC","sourcesContent":["import { Wallet } from 'ethers';\n\n/**\n * Hyperliquid 凭证接口\n * 仅包含核心数据，行为方法通过辅助函数提供\n */\nexport interface ICredential {\n  private_key: string;\n  address: string;\n}\n\n/**\n * 获取凭证唯一标识\n */\nexport const getCredentialId = (credential: ICredential): string =>\n  `HYPERLIQUID/${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"]}

package/dist/index.js

@@ -1,6 +1,4 @@
 import './services/exchange';
-import './services/markets/interest-rate';
-import './services/markets/ohlc';
 import './services/markets/product';
 import './services/markets/quote';
 import './services/quotes';

package/dist/index.js.map

@@ -1 +1 @@
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+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,qBAAqB,CAAC;AAC7B,OAAO,4BAA4B,CAAC;AACpC,OAAO,0BAA0B,CAAC;AAClC,OAAO,mBAAmB,CAAC;AAC3B,OAAO,yBAAyB,CAAC;AACjC,OAAO,kCAAkC,CAAC","sourcesContent":["import './services/exchange';\nimport './services/markets/product';\nimport './services/markets/quote';\nimport './services/quotes';\nimport './services/ohlc-service';\nimport './services/interest-rate-service';\n"]}

package/dist/services/accounts/spot.js.map

@@ -1 +1 @@
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package/dist/services/exchange.js.map

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

package/dist/services/markets/quote.js.map

@@ -1 +1 @@
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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"]}
+{"version":3,"file":"quote.js","sourceRoot":"","sources":["../../../src/services/markets/quote.ts"],"names":[],"mappings":";AAAA,OAAO,EAAU,oBAAoB,EAAE,MAAM,oBAAoB,CAAC;AAClE,OAAO,EAA4B,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AACtE,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACzC,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,GAAG,EAAE,QAAQ,EAAE,MAAM,EAAE,KAAK,EAAE,WAAW,EAAE,cAAc,EAAE,MAAM,MAAM,CAAC;AAChG,OAAO,EAAE,UAAU,EAAE,mBAAmB,EAAE,MAAM,sBAAsB,CAAC;AAEvE,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,0BAA0B,GAAG,MAAM,CAAC,MAAA,OAAO,CAAC,GAAG,CAAC,0BAA0B,mCAAI,IAAK,CAAC,CAAC;AAI3F,MAAM,YAAY,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,mBAAmB,EAAE,CAAC,CAAC,IAAI,CAC1D,GAAG,CAAC,CAAC,CAAC,IAAI,EAAE,SAAS,CAAC,EAAE,EAAE;;IACxB,MAAM,OAAO,GAAG,MAAA,IAAI,aAAJ,IAAI,uBAAJ,IAAI,CAAE,QAAQ,0CAAE,GAAG,CAAgD,CAAC,KAAK,EAAE,KAAK,EAAE,EAAE,CAAC;QACnG,KAAK,CAAC,IAAI;QACV,SAAS,aAAT,SAAS,uBAAT,SAAS,CAAG,KAAK,CAAC;KACnB,CAAC,CAAC;IACH,OAAO,IAAI,GAAG,CAAC,MAAA,OAAO,aAAP,OAAO,uBAAP,OAAO,CAAE,MAAM,CAAC,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,mCAAI,EAAE,CAAC,CAAC;AAC5D,CAAC,CAAC,EACF,MAAM,CAAC,EAAE,KAAK,EAAE,0BAA0B,EAAE,CAAC,EAC7C,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,MAAM,MAAM,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,UAAU,EAAE,CAAC,CAAC,IAAI,CAC3C,GAAG,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,MAAM,CAAC,OAAO,CAAC,IAAI,aAAJ,IAAI,cAAJ,IAAI,GAAI,EAAE,CAAC,CAAC,EACzC,QAAQ,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,EAC9B,cAAc,CAAC,YAAY,CAAC,EAC5B,GAAG,CAAC,CAAC,CAAC,KAAK,EAAE,WAAW,CAAC,EAAmB,EAAE;;IAC5C,MAAM,CAAC,IAAI,EAAE,KAAK,CAAC,GAAG,KAAK,CAAC;IAC5B,MAAM,GAAG,GAAG,WAAW,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;IAClC,OAAO;QACL,aAAa,EAAE,aAAa;QAC5B,UAAU,EAAE,UAAU,CAAC,aAAa,EAAE,WAAW,EAAE,GAAG,IAAI,MAAM,CAAC;QACjE,UAAU,EAAE,GAAG,KAAK,EAAE;QACtB,SAAS,EAAE,GAAG,KAAK,EAAE;QACrB,SAAS,EAAE,GAAG,KAAK,EAAE;QACrB,aAAa,EAAE,GAAG,MAAA,GAAG,aAAH,GAAG,uBAAH,GAAG,CAAE,YAAY,mCAAI,CAAC,EAAE;QAC1C,kBAAkB,EAAE,CAAA,GAAG,aAAH,GAAG,uBAAH,GAAG,CAAE,OAAO,EAAC,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,SAAS;QACjE,mBAAmB,EAAE,GAAG,aAAH,GAAG,uBAAH,GAAG,CAAE,OAAO;QACjC,UAAU,EAAE,IAAI,IAAI,EAAE,CAAC,WAAW,EAAE;KACrC,CAAC;AACJ,CAAC,CAAC,EACF,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,MAAM,qBAAqB,GAAG,aAAa,CAAC,IAAI,CAAC,MAAA,OAAO,CAAC,GAAG,CAAC,kBAAkB,mCAAI,EAAE,CAAC,CAAC;AAEvF,IAAI,qBAAqB,EAAE,CAAC;IAC1B,MAAM;SACH,IAAI,CACH,oBAAoB,CAAC,QAAQ,CAAC,WAAW,CAAC,EAC1C,UAAU,CAAC;QACT,QAAQ;QACR,SAAS,EAAE,OAAO;QAClB,aAAa,EAAE,IAAI;QACnB,YAAY,EAAE,CAAC,eAAe,EAAE,YAAY,CAAC;KAC9C,CAAC,CACH;SACA,SAAS,EAAE,CAAC;AACjB,CAAC;AAED,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,OAAO,EAAE,EAAE,OAAO,EAAE,eAAe,EAAE,EAAE,CAAC,UAAU,EAAE,EAAE;IACpF,MAAM,CAAC,YAAY,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;IAC9C,IAAI,YAAY,KAAK,aAAa,EAAE,CAAC;QACnC,MAAM,IAAI,KAAK,CAAC,uBAAuB,UAAU,EAAE,CAAC,CAAC;IACvD,CAAC;IACD,OAAO,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC,CAAC;AACzE,CAAC,CAAC,CAAC","sourcesContent":["import { IQuote, setMetricsQuoteState } from '@yuants/data-quote';\nimport { GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath } from '@yuants/utils';\nimport { defer, filter, map, mergeMap, repeat, retry, shareReplay, withLatestFrom } from 'rxjs';\nimport { getAllMids, getMetaAndAssetCtxs } from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst ASSET_CTX_REFRESH_INTERVAL = Number(process.env.ASSET_CTX_REFRESH_INTERVAL ?? 5_000);\n\ntype HyperliquidAssetContext = Awaited<ReturnType<typeof getMetaAndAssetCtxs>>[1][number];\n\nconst assetCtxMap$ = defer(() => getMetaAndAssetCtxs()).pipe(\n  map(([meta, assetCtxs]) => {\n    const entries = meta?.universe?.map<[string, HyperliquidAssetContext | undefined]>((asset, index) => [\n      asset.name,\n      assetCtxs?.[index],\n    ]);\n    return new Map(entries?.filter(([, ctx]) => !!ctx) ?? []);\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"]}

package/dist/services/ohlc-service.js.map

@@ -1 +1 @@
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[])\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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package/dist/services/orders/cancelOrder.js.map

@@ -1 +1 @@
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