@yuants/vendor-hyperliquid 0.9.9 → 0.10.0

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

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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": "0.9.9",
-	"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": "0.2.7",
-		"@yuants/data-order": "0.7.8",
-		"@yuants/data-series": "0.3.60",
-		"@yuants/data-quote": "0.4.7",
-		"@yuants/exchange": "0.8.10",
-		"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": "0.10.0",
+  "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/cache": "0.3.12",
+    "@yuants/transfer": "0.2.48",
+    "@yuants/data-account": "0.11.8",
+    "@yuants/utils": "0.19.4",
+    "@yuants/protocol": "0.54.1",
+    "@yuants/sql": "0.9.39",
+    "@yuants/data-product": "0.5.9",
+    "@yuants/data-order": "0.7.9",
+    "@yuants/data-series": "0.3.61",
+    "@yuants/data-interest-rate": "0.2.8",
+    "@yuants/data-quote": "0.4.8",
+    "@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"
+  }
+}