extended-typescript-sdk 0.0.6 → 0.0.8

package/dist/cjs/perpetual/order-object-settlement.d.ts

@@ -24,13 +24,14 @@ export declare class SettlementDataCtx {
     market: MarketModel;
     fees: TradingFeeModel;
     builderFee?: Decimal;
+    builderId?: number;
     nonce: number;
     collateralPositionId: number;
     expireTime: Date;
     signer: (msgHash: bigint) => Promise<[bigint, bigint]>;
     publicKey: bigint;
     starknetDomain: StarknetDomain;
-    constructor(market: MarketModel, fees: TradingFeeModel, nonce: number, collateralPositionId: number, expireTime: Date, signer: (msgHash: bigint) => Promise<[bigint, bigint]>, publicKey: bigint, starknetDomain: StarknetDomain, builderFee?: Decimal);
+    constructor(market: MarketModel, fees: TradingFeeModel, nonce: number, collateralPositionId: number, expireTime: Date, signer: (msgHash: bigint) => Promise<[bigint, bigint]>, publicKey: bigint, starknetDomain: StarknetDomain, builderFee?: Decimal, builderId?: number);
 }
 /**
  * Hash an order

package/dist/cjs/perpetual/order-object-settlement.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"order-object-settlement.d.ts","sourceRoot":"","sources":["../../../src/perpetual/order-object-settlement.ts"],"names":[],"mappings":"AAAA;;GAEG;AAEH,OAAO,OAAO,MAAM,YAAY,CAAC;AACjC,OAAO,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC;AAC3C,OAAO,EAAE,eAAe,EAAE,MAAM,WAAW,CAAC;AAC5C,OAAO,EAAE,cAAc,EAAE,MAAM,oBAAoB,CAAC;AACpD,OAAO,EAAE,SAAS,EAAE,oBAAoB,EAAE,+BAA+B,EAAE,MAAM,aAAa,CAAC;AAE/F,OAAO,EAAE,mBAAmB,EAAE,WAAW,EAAqE,MAAM,cAAc,CAAC;AAGnI;;GAEG;AACH,qBAAa,mBAAmB;IAC9B,oBAAoB,EAAE,mBAAmB,CAAC;IAC1C,SAAS,EAAE,MAAM,CAAC;IAClB,UAAU,EAAE,oBAAoB,CAAC;IACjC,gBAAgB,EAAE,+BAA+B,CAAC;gBAGhD,oBAAoB,EAAE,mBAAmB,EACzC,SAAS,EAAE,MAAM,EACjB,UAAU,EAAE,oBAAoB,EAChC,gBAAgB,EAAE,+BAA+B;CAOpD;AAED;;GAEG;AACH,qBAAa,iBAAiB;IAC5B,MAAM,EAAE,WAAW,CAAC;IACpB,IAAI,EAAE,eAAe,CAAC;IACtB,UAAU,CAAC,EAAE,OAAO,CAAC;IACrB,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,KAAK,EAAE,MAAM,CAAC;IACd,oBAAoB,EAAE,MAAM,CAAC;IAC7B,UAAU,EAAE,IAAI,CAAC;IACjB,MAAM,EAAE,CAAC,OAAO,EAAE,MAAM,KAAK,OAAO,CAAC,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC,CAAC;IACvD,SAAS,EAAE,MAAM,CAAC;IAClB,cAAc,EAAE,cAAc,CAAC;gBAG7B,MAAM,EAAE,WAAW,EACnB,IAAI,EAAE,eAAe,EACrB,KAAK,EAAE,MAAM,EACb,oBAAoB,EAAE,MAAM,EAC5B,UAAU,EAAE,IAAI,EAChB,MAAM,EAAE,CAAC,OAAO,EAAE,MAAM,KAAK,OAAO,CAAC,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC,EACtD,SAAS,EAAE,MAAM,EACjB,cAAc,EAAE,cAAc,EAC9B,UAAU,CAAC,EAAE,OAAO,EACpB,SAAS,CAAC,EAAE,MAAM;CAarB;AAWD;;GAEG;AACH,wBAAgB,SAAS,CACvB,eAAe,EAAE,WAAW,EAC5B,gBAAgB,EAAE,WAAW,EAC7B,MAAM,EAAE,WAAW,EACnB,KAAK,EAAE,MAAM,EACb,UAAU,EAAE,MAAM,EAClB,mBAAmB,EAAE,IAAI,EACzB,SAAS,EAAE,MAAM,EACjB,cAAc,EAAE,cAAc,GAC7B,MAAM,CA4BR;AAED;;GAEG;AACH,wBAAsB,yBAAyB,CAC7C,IAAI,EAAE,SAAS,EACf,eAAe,EAAE,OAAO,EACxB,KAAK,EAAE,OAAO,EACd,GAAG,EAAE,iBAAiB,GACrB,OAAO,CAAC,mBAAmB,CAAC,CAyD9B"}

package/dist/cjs/perpetual/order-object-settlement.js

@@ -37,16 +37,18 @@ class SettlementDataCtx {
     market;
     fees;
     builderFee;
+    builderId;
     nonce;
     collateralPositionId;
     expireTime;
     signer;
     publicKey;
     starknetDomain;
-    constructor(market, fees, nonce, collateralPositionId, expireTime, signer, publicKey, starknetDomain, builderFee) {
+    constructor(market, fees, nonce, collateralPositionId, expireTime, signer, publicKey, starknetDomain, builderFee, builderId) {
         this.market = market;
         this.fees = fees;
         this.builderFee = builderFee;
+        this.builderId = builderId;
         this.nonce = nonce;
         this.collateralPositionId = collateralPositionId;
         this.expireTime = expireTime;

package/dist/cjs/perpetual/order-object-settlement.js.map

@@ -1 +1 @@
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package/dist/cjs/perpetual/order-object.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"order-object.d.ts","sourceRoot":"","sources":["../../../src/perpetual/order-object.ts"],"names":[],"mappings":"AAAA;;GAEG;AAEH,OAAO,OAAO,MAAM,YAAY,CAAC;AACjC,OAAO,EAAE,qBAAqB,EAAE,MAAM,eAAe,CAAC;AACtD,OAAO,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC;AAC3C,OAAO,EAAE,cAAc,EAAE,MAAM,oBAAoB,CAAC;AACpD,OAAO,EACL,SAAS,EACT,aAAa,EACb,qBAAqB,EACrB,cAAc,EACd,wBAAwB,EACxB,WAAW,EACX,SAAS,EACT,aAAa,EAEd,MAAM,aAAa,CAAC;AAWrB;;GAEG;AACH,qBAAa,qBAAqB;IAChC,YAAY,EAAE,OAAO,CAAC;IACtB,gBAAgB,EAAE,qBAAqB,CAAC;IACxC,KAAK,EAAE,OAAO,CAAC;IACf,SAAS,EAAE,cAAc,CAAC;gBAGxB,YAAY,EAAE,OAAO,EACrB,gBAAgB,EAAE,qBAAqB,EACvC,KAAK,EAAE,OAAO,EACd,SAAS,EAAE,cAAc;CAO5B;AAsCD;;GAEG;AACH,wBAAsB,iBAAiB,CACrC,OAAO,EAAE,qBAAqB,EAC9B,MAAM,EAAE,WAAW,EACnB,iBAAiB,EAAE,OAAO,EAC1B,KAAK,EAAE,OAAO,EACd,IAAI,EAAE,SAAS,EACf,cAAc,EAAE,cAAc,EAC9B,OAAO,GAAE;IACP,SAAS,CAAC,EAAE,SAAS,CAAC;IACtB,QAAQ,CAAC,EAAE,OAAO,CAAC;IACnB,uBAAuB,CAAC,EAAE,MAAM,CAAC;IACjC,UAAU,CAAC,EAAE,IAAI,CAAC;IAClB,eAAe,CAAC,EAAE,MAAM,CAAC;IACzB,WAAW,CAAC,EAAE,WAAW,CAAC;IAC1B,wBAAwB,CAAC,EAAE,wBAAwB,CAAC;IACpD,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,UAAU,CAAC,EAAE,OAAO,CAAC;IACrB,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,UAAU,CAAC,EAAE,OAAO,CAAC;IACrB,QAAQ,CAAC,EAAE,aAAa,CAAC;IACzB,UAAU,CAAC,EAAE,qBAAqB,CAAC;IACnC,QAAQ,CAAC,EAAE,qBAAqB,CAAC;CAC7B,GACL,OAAO,CAAC,aAAa,CAAC,CAwHxB"}

package/dist/cjs/perpetual/order-object.js

@@ -11,6 +11,7 @@ exports.createOrderObject = createOrderObject;
 const decimal_js_1 = __importDefault(require("decimal.js"));
 const orders_js_1 = require("./orders.js");
 const order_object_settlement_js_1 = require("./order-object-settlement.js");
+const signer_js_1 = require("./crypto/signer.js");
 const nonce_js_1 = require("../utils/nonce.js");
 const date_js_1 = require("../utils/date.js");
 const fees_js_1 = require("./fees.js");
@@ -36,6 +37,15 @@ exports.OrderTpslTriggerParam = OrderTpslTriggerParam;
 function getOppositeSide(side) {
     return side === orders_js_1.OrderSide.BUY ? orders_js_1.OrderSide.SELL : orders_js_1.OrderSide.BUY;
 }
+function normalizeSelfTradeProtectionLevel(level) {
+    if (level === 'NONE') {
+        return orders_js_1.SelfTradeProtectionLevel.DISABLED;
+    }
+    if (level === 'MARKET') {
+        return orders_js_1.SelfTradeProtectionLevel.CLIENT;
+    }
+    return level;
+}
 /**
  * Create order TPSL trigger model
  */
@@ -69,9 +79,11 @@ async function createOrderObject(account, market, amountOfSynthetic, price, side
         throw new Error('TPSL `MARKET` price type is not supported yet');
     }
     const finalNonce = nonce || (0, nonce_js_1.generateNonce)();
+    const finalBuilderId = builderId ?? Number(BigInt(signer_js_1.DEFAULT_BUILDER_CODE_HEX));
+    const normalizedSelfTradeProtectionLevel = normalizeSelfTradeProtectionLevel(selfTradeProtectionLevel);
     const fees = account.getTradingFee().get(market.name) || fees_js_1.DEFAULT_FEES;
     const feeRate = fees.takerFeeRate;
-    const settlementDataCtx = new order_object_settlement_js_1.SettlementDataCtx(market, fees, finalNonce, account.getVault(), finalExpireTime, (msgHash) => account.sign(msgHash), account.getPublicKey(), starknetDomain, builderFee);
+    const settlementDataCtx = new order_object_settlement_js_1.SettlementDataCtx(market, fees, finalNonce, account.getVault(), finalExpireTime, (msgHash) => account.sign(msgHash), account.getPublicKey(), starknetDomain, builderFee, finalBuilderId);
     const settlementData = await (0, order_object_settlement_js_1.createOrderSettlementData)(side, amountOfSynthetic, price, settlementDataCtx);
     let tpTriggerModel;
     if (takeProfit) {
@@ -84,7 +96,7 @@ async function createOrderObject(account, market, amountOfSynthetic, price, side
         slTriggerModel = createOrderTpslTriggerModel(stopLoss, slSettlementData);
     }
     const orderId = orderExternalId || settlementData.orderHash.toString();
-    const order = new orders_js_1.NewOrderModel(orderId, market.name, orderType, side, settlementData.syntheticAmountHuman.value, price, postOnly, timeInForce, (0, date_js_1.toEpochMillis)(finalExpireTime), feeRate, selfTradeProtectionLevel, new decimal_js_1.default(finalNonce), settlementData.settlement, settlementData.debuggingAmounts, reduceOnly, previousOrderExternalId, tpSlType, tpTriggerModel, slTriggerModel, builderFee, builderId);
+    const order = new orders_js_1.NewOrderModel(orderId, market.name, orderType, side, settlementData.syntheticAmountHuman.value, price, postOnly, timeInForce, (0, date_js_1.toEpochMillis)(finalExpireTime), feeRate, normalizedSelfTradeProtectionLevel, new decimal_js_1.default(finalNonce), settlementData.settlement, settlementData.debuggingAmounts, reduceOnly, previousOrderExternalId, tpSlType, tpTriggerModel, slTriggerModel, builderFee, finalBuilderId);
     return order;
 }
 //# sourceMappingURL=order-object.js.map

package/dist/cjs/perpetual/order-object.js.map

@@ -1 +1 @@
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+{"version":3,"file":"order-object.js","sourceRoot":"","sources":["../../../src/perpetual/order-object.ts"],"names":[],"mappings":";AAAA;;GAEG;;;;;;AAwFH,8CA+IC;AArOD,4DAAiC;AAIjC,2CAUqB;AACrB,6EAIsC;AACtC,kDAA8D;AAC9D,gDAAkD;AAClD,8CAAyD;AACzD,uCAAyC;AAEzC;;GAEG;AACH,MAAa,qBAAqB;IAChC,YAAY,CAAU;IACtB,gBAAgB,CAAwB;IACxC,KAAK,CAAU;IACf,SAAS,CAAiB;IAE1B,YACE,YAAqB,EACrB,gBAAuC,EACvC,KAAc,EACd,SAAyB;QAEzB,IAAI,CAAC,YAAY,GAAG,YAAY,CAAC;QACjC,IAAI,CAAC,gBAAgB,GAAG,gBAAgB,CAAC;QACzC,IAAI,CAAC,KAAK,GAAG,KAAK,CAAC;QACnB,IAAI,CAAC,SAAS,GAAG,SAAS,CAAC;IAC7B,CAAC;CACF;AAjBD,sDAiBC;AAED;;GAEG;AACH,SAAS,eAAe,CAAC,IAAe;IACtC,OAAO,IAAI,KAAK,qBAAS,CAAC,GAAG,CAAC,CAAC,CAAC,qBAAS,CAAC,IAAI,CAAC,CAAC,CAAC,qBAAS,CAAC,GAAG,CAAC;AACjE,CAAC;AAED,SAAS,iCAAiC,CAAC,KAA+B;IACxE,IAAK,KAAa,KAAK,MAAM,EAAE,CAAC;QAC9B,OAAO,oCAAwB,CAAC,QAAQ,CAAC;IAC3C,CAAC;IAED,IAAK,KAAa,KAAK,QAAQ,EAAE,CAAC;QAChC,OAAO,oCAAwB,CAAC,MAAM,CAAC;IACzC,CAAC;IAED,OAAO,KAAK,CAAC;AACf,CAAC;AAED;;GAEG;AACH,SAAS,2BAA2B,CAClC,YAAmC,EACnC,cAAmC;IAEnC,OAAO,IAAI,uCAA2B,CACpC,YAAY,CAAC,YAAY,EACzB,YAAY,CAAC,gBAAgB,EAC7B,YAAY,CAAC,KAAK,EAClB,YAAY,CAAC,SAAS,EACtB,cAAc,CAAC,UAAU,EACzB,cAAc,CAAC,gBAAgB,CAChC,CAAC;AACJ,CAAC;AAED;;GAEG;AACI,KAAK,UAAU,iBAAiB,CACrC,OAA8B,EAC9B,MAAmB,EACnB,iBAA0B,EAC1B,KAAc,EACd,IAAe,EACf,cAA8B,EAC9B,UAeI,EAAE;IAEN,MAAM,EACJ,SAAS,GAAG,qBAAS,CAAC,KAAK,EAC3B,QAAQ,GAAG,KAAK,EAChB,uBAAuB,EACvB,UAAU,EACV,eAAe,EACf,WAAW,GAAG,uBAAW,CAAC,GAAG,EAC7B,wBAAwB,GAAG,oCAAwB,CAAC,OAAO,EAC3D,KAAK,EACL,UAAU,EACV,SAAS,EACT,UAAU,GAAG,KAAK,EAClB,QAAQ,EACR,UAAU,EACV,QAAQ,GACT,GAAG,OAAO,CAAC;IAEZ,IAAI,eAAe,GAAG,UAAU,CAAC;IACjC,IAAI,CAAC,eAAe,EAAE,CAAC;QACrB,eAAe,GAAG,IAAI,IAAI,CAAC,IAAA,gBAAM,GAAE,CAAC,CAAC;QACrC,eAAe,CAAC,QAAQ,CAAC,eAAe,CAAC,QAAQ,EAAE,GAAG,CAAC,CAAC,CAAC;IAC3D,CAAC;IAED,gBAAgB;IAChB,IAAI,IAAI,KAAK,qBAAS,CAAC,GAAG,IAAI,IAAI,KAAK,qBAAS,CAAC,IAAI,EAAE,CAAC;QACtD,MAAM,IAAI,KAAK,CAAC,gCAAgC,IAAI,EAAE,CAAC,CAAC;IAC1D,CAAC;IAED,yBAAyB;IACzB,IAAI,WAAW,KAAK,uBAAW,CAAC,GAAG,EAAE,CAAC;QACpC,MAAM,IAAI,KAAK,CAAC,mCAAmC,WAAW,EAAE,CAAC,CAAC;IACpE,CAAC;IAED,gBAAgB;IAChB,IAAI,QAAQ,KAAK,yBAAa,CAAC,QAAQ,EAAE,CAAC;QACxC,MAAM,IAAI,KAAK,CAAC,2CAA2C,CAAC,CAAC;IAC/D,CAAC;IAED,IACE,CAAC,UAAU,IAAI,UAAU,CAAC,SAAS,KAAK,0BAAc,CAAC,MAAM,CAAC;QAC9D,CAAC,QAAQ,IAAI,QAAQ,CAAC,SAAS,KAAK,0BAAc,CAAC,MAAM,CAAC,EAC1D,CAAC;QACD,MAAM,IAAI,KAAK,CAAC,+CAA+C,CAAC,CAAC;IACnE,CAAC;IAED,MAAM,UAAU,GAAG,KAAK,IAAI,IAAA,wBAAa,GAAE,CAAC;IAC5C,MAAM,cAAc,GAAG,SAAS,IAAI,MAAM,CAAC,MAAM,CAAC,oCAAwB,CAAC,CAAC,CAAC;IAC7E,MAAM,kCAAkC,GAAG,iCAAiC,CAAC,wBAAwB,CAAC,CAAC;IACvG,MAAM,IAAI,GAAI,OAAO,CAAC,aAAa,EAAE,CAAC,GAAG,CAAC,MAAM,CAAC,IAAI,CAAS,IAAI,sBAAY,CAAC;IAC/E,MAAM,OAAO,GAAG,IAAI,CAAC,YAAY,CAAC;IAElC,MAAM,iBAAiB,GAAG,IAAI,8CAAiB,CAC7C,MAAM,EACN,IAAI,EACJ,UAAU,EACV,OAAO,CAAC,QAAQ,EAAE,EAClB,eAAe,EACf,CAAC,OAAe,EAAE,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,OAAO,CAAC,EAC1C,OAAO,CAAC,YAAY,EAAE,EACtB,cAAc,EACd,UAAU,EACV,cAAc,CACf,CAAC;IAEF,MAAM,cAAc,GAAG,MAAM,IAAA,sDAAyB,EACpD,IAAI,EACJ,iBAAiB,EACjB,KAAK,EACL,iBAAiB,CAClB,CAAC;IAEF,IAAI,cAAuD,CAAC;IAC5D,IAAI,UAAU,EAAE,CAAC;QACf,MAAM,gBAAgB,GAAG,MAAM,IAAA,sDAAyB,EACtD,eAAe,CAAC,IAAI,CAAC,EACrB,iBAAiB,EACjB,UAAU,CAAC,KAAK,EAChB,iBAAiB,CAClB,CAAC;QACF,cAAc,GAAG,2BAA2B,CAAC,UAAU,EAAE,gBAAgB,CAAC,CAAC;IAC7E,CAAC;IAED,IAAI,cAAuD,CAAC;IAC5D,IAAI,QAAQ,EAAE,CAAC;QACb,MAAM,gBAAgB,GAAG,MAAM,IAAA,sDAAyB,EACtD,eAAe,CAAC,IAAI,CAAC,EACrB,iBAAiB,EACjB,QAAQ,CAAC,KAAK,EACd,iBAAiB,CAClB,CAAC;QACF,cAAc,GAAG,2BAA2B,CAAC,QAAQ,EAAE,gBAAgB,CAAC,CAAC;IAC3E,CAAC;IAED,MAAM,OAAO,GAAG,eAAe,IAAI,cAAc,CAAC,SAAS,CAAC,QAAQ,EAAE,CAAC;IACvE,MAAM,KAAK,GAAG,IAAI,yBAAa,CAC7B,OAAO,EACP,MAAM,CAAC,IAAI,EACX,SAAS,EACT,IAAI,EACJ,cAAc,CAAC,oBAAoB,CAAC,KAAK,EACzC,KAAK,EACL,QAAQ,EACR,WAAW,EACX,IAAA,uBAAa,EAAC,eAAe,CAAC,EAC9B,OAAO,EACP,kCAAkC,EAClC,IAAI,oBAAO,CAAC,UAAU,CAAC,EACvB,cAAc,CAAC,UAAU,EACzB,cAAc,CAAC,gBAAgB,EAC/B,UAAU,EACV,uBAAuB,EACvB,QAAQ,EACR,cAAc,EACd,cAAc,EACd,UAAU,EACV,cAAc,CACf,CAAC;IAEF,OAAO,KAAK,CAAC;AACf,CAAC"}

package/dist/cjs/perpetual/orderbook.d.ts

@@ -0,0 +1,48 @@
+import Decimal from 'decimal.js';
+import { EndpointConfig } from './configuration.js';
+export declare class OrderBookEntry {
+    price: Decimal;
+    amount: Decimal;
+    constructor(price: Decimal, amount: Decimal);
+}
+export declare class ImpactDetails {
+    price: Decimal;
+    amount: Decimal;
+    constructor(price: Decimal, amount: Decimal);
+}
+export declare class OrderBook {
+    private streamClient;
+    private marketName;
+    private depth?;
+    private task?;
+    private stopped;
+    private bidPrices;
+    private askPrices;
+    private bestAskChangeCallback?;
+    private bestBidChangeCallback?;
+    static create(endpointConfig: EndpointConfig, marketName: string, options?: {
+        bestAskChangeCallback?: (entry: OrderBookEntry | null) => Promise<void>;
+        bestBidChangeCallback?: (entry: OrderBookEntry | null) => Promise<void>;
+        start?: boolean;
+        depth?: number;
+    }): Promise<OrderBook>;
+    constructor(endpointConfig: EndpointConfig, marketName: string, options?: {
+        bestAskChangeCallback?: (entry: OrderBookEntry | null) => Promise<void>;
+        bestBidChangeCallback?: (entry: OrderBookEntry | null) => Promise<void>;
+        depth?: number;
+    });
+    startOrderbook(): Promise<void>;
+    stopOrderbook(): void;
+    private loop;
+    private updateOrderbook;
+    private initOrderbook;
+    private applyDelta;
+    private bestBidChanged;
+    private bestAskChanged;
+    bestBid(): OrderBookEntry | null;
+    bestAsk(): OrderBookEntry | null;
+    calculatePriceImpactNotional(notional: Decimal, side: 'BUY' | 'SELL'): ImpactDetails | null;
+    calculatePriceImpactQty(qty: Decimal, side: 'BUY' | 'SELL'): ImpactDetails | null;
+    close(): Promise<void>;
+}
+//# sourceMappingURL=orderbook.d.ts.map

package/dist/cjs/perpetual/orderbook.d.ts.map

@@ -0,0 +1 @@
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package/dist/cjs/perpetual/orderbook.js

@@ -0,0 +1,266 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.OrderBook = exports.ImpactDetails = exports.OrderBookEntry = void 0;
+const decimal_js_1 = __importDefault(require("decimal.js"));
+const stream_client_js_1 = require("./stream-client/stream-client.js");
+const http_js_1 = require("../utils/http.js");
+class OrderBookEntry {
+    price;
+    amount;
+    constructor(price, amount) {
+        this.price = price;
+        this.amount = amount;
+    }
+}
+exports.OrderBookEntry = OrderBookEntry;
+class ImpactDetails {
+    price;
+    amount;
+    constructor(price, amount) {
+        this.price = price;
+        this.amount = amount;
+    }
+}
+exports.ImpactDetails = ImpactDetails;
+function toDecimal(value) {
+    return value instanceof decimal_js_1.default ? value : new decimal_js_1.default(value);
+}
+function sleep(ms) {
+    return new Promise((resolve) => setTimeout(resolve, ms));
+}
+class OrderBook {
+    streamClient;
+    marketName;
+    depth;
+    task;
+    stopped = false;
+    bidPrices = new Map();
+    askPrices = new Map();
+    bestAskChangeCallback;
+    bestBidChangeCallback;
+    static async create(endpointConfig, marketName, options = {}) {
+        const orderBook = new OrderBook(endpointConfig, marketName, options);
+        if (options.start) {
+            await orderBook.startOrderbook();
+        }
+        return orderBook;
+    }
+    constructor(endpointConfig, marketName, options = {}) {
+        this.streamClient = new stream_client_js_1.PerpetualStreamClient({ apiUrl: endpointConfig.streamUrl });
+        this.marketName = marketName;
+        this.depth = options.depth;
+        this.bestAskChangeCallback = options.bestAskChangeCallback;
+        this.bestBidChangeCallback = options.bestBidChangeCallback;
+    }
+    async startOrderbook() {
+        if (this.task) {
+            return;
+        }
+        this.stopped = false;
+        this.task = this.loop();
+    }
+    stopOrderbook() {
+        this.stopped = true;
+        this.task = undefined;
+    }
+    async loop() {
+        while (!this.stopped) {
+            const stream = this.streamClient.subscribeToOrderbooks({
+                marketName: this.marketName,
+                depth: this.depth,
+            });
+            try {
+                await stream.connect();
+                for await (const event of stream) {
+                    if (this.stopped) {
+                        break;
+                    }
+                    if (!event?.data) {
+                        continue;
+                    }
+                    if (event.type === http_js_1.StreamDataType.SNAPSHOT) {
+                        await this.initOrderbook(event.data);
+                    }
+                    if (event.type === http_js_1.StreamDataType.DELTA) {
+                        await this.updateOrderbook(event.data);
+                    }
+                }
+            }
+            catch {
+                continue;
+            }
+            finally {
+                await stream.close();
+            }
+            if (!this.stopped) {
+                await sleep(1000);
+            }
+        }
+    }
+    async updateOrderbook(data) {
+        const bestBidBeforeUpdate = this.bestBid();
+        const bestAskBeforeUpdate = this.bestAsk();
+        for (const bid of data.bid || []) {
+            const price = toDecimal(bid.price);
+            const qty = toDecimal(bid.qty);
+            this.applyDelta(this.bidPrices, price, qty);
+        }
+        for (const ask of data.ask || []) {
+            const price = toDecimal(ask.price);
+            const qty = toDecimal(ask.qty);
+            this.applyDelta(this.askPrices, price, qty);
+        }
+        const bestBidAfterUpdate = this.bestBid();
+        const bestAskAfterUpdate = this.bestAsk();
+        if (this.bestBidChanged(bestBidBeforeUpdate, bestBidAfterUpdate) && this.bestBidChangeCallback) {
+            await this.bestBidChangeCallback(bestBidAfterUpdate);
+        }
+        if (this.bestAskChanged(bestAskBeforeUpdate, bestAskAfterUpdate) && this.bestAskChangeCallback) {
+            await this.bestAskChangeCallback(bestAskAfterUpdate);
+        }
+    }
+    async initOrderbook(data) {
+        const bestBidBeforeUpdate = this.bestBid();
+        const bestAskBeforeUpdate = this.bestAsk();
+        this.bidPrices.clear();
+        this.askPrices.clear();
+        for (const bid of data.bid || []) {
+            const price = toDecimal(bid.price);
+            const qty = toDecimal(bid.qty);
+            this.bidPrices.set(price.toString(), new OrderBookEntry(price, qty));
+        }
+        for (const ask of data.ask || []) {
+            const price = toDecimal(ask.price);
+            const qty = toDecimal(ask.qty);
+            this.askPrices.set(price.toString(), new OrderBookEntry(price, qty));
+        }
+        const bestBidAfterUpdate = this.bestBid();
+        const bestAskAfterUpdate = this.bestAsk();
+        if (this.bestBidChanged(bestBidBeforeUpdate, bestBidAfterUpdate) && this.bestBidChangeCallback) {
+            await this.bestBidChangeCallback(bestBidAfterUpdate);
+        }
+        if (this.bestAskChanged(bestAskBeforeUpdate, bestAskAfterUpdate) && this.bestAskChangeCallback) {
+            await this.bestAskChangeCallback(bestAskAfterUpdate);
+        }
+    }
+    applyDelta(target, price, qtyDelta) {
+        const key = price.toString();
+        const existing = target.get(key);
+        if (existing) {
+            const updatedAmount = existing.amount.plus(qtyDelta);
+            if (updatedAmount.eq(0)) {
+                target.delete(key);
+            }
+            else {
+                existing.amount = updatedAmount;
+            }
+            return;
+        }
+        target.set(key, new OrderBookEntry(price, qtyDelta));
+    }
+    bestBidChanged(before, after) {
+        if (!before && !after) {
+            return false;
+        }
+        if (!before || !after) {
+            return true;
+        }
+        return !before.price.eq(after.price) || !before.amount.eq(after.amount);
+    }
+    bestAskChanged(before, after) {
+        if (!before && !after) {
+            return false;
+        }
+        if (!before || !after) {
+            return true;
+        }
+        return !before.price.eq(after.price) || !before.amount.eq(after.amount);
+    }
+    bestBid() {
+        if (this.bidPrices.size === 0) {
+            return null;
+        }
+        let best = null;
+        for (const entry of this.bidPrices.values()) {
+            if (!best || entry.price.gt(best.price)) {
+                best = entry;
+            }
+        }
+        return best;
+    }
+    bestAsk() {
+        if (this.askPrices.size === 0) {
+            return null;
+        }
+        let best = null;
+        for (const entry of this.askPrices.values()) {
+            if (!best || entry.price.lt(best.price)) {
+                best = entry;
+            }
+        }
+        return best;
+    }
+    calculatePriceImpactNotional(notional, side) {
+        if (notional.lte(0)) {
+            return null;
+        }
+        const levels = side === 'BUY'
+            ? Array.from(this.askPrices.values()).sort((a, b) => a.price.cmp(b.price))
+            : Array.from(this.bidPrices.values()).sort((a, b) => b.price.cmp(a.price));
+        let remainingToSpend = notional;
+        let totalAmount = new decimal_js_1.default(0);
+        let weightedSum = new decimal_js_1.default(0);
+        for (const level of levels) {
+            if (remainingToSpend.lte(0)) {
+                break;
+            }
+            if (level.amount.lte(0)) {
+                continue;
+            }
+            const amountToPurchase = decimal_js_1.default.min(remainingToSpend.div(level.price), level.amount);
+            const spent = amountToPurchase.mul(level.price);
+            weightedSum = weightedSum.plus(amountToPurchase.mul(level.price));
+            totalAmount = totalAmount.plus(amountToPurchase);
+            remainingToSpend = remainingToSpend.minus(spent);
+        }
+        if (remainingToSpend.gt(0) || totalAmount.eq(0)) {
+            return null;
+        }
+        return new ImpactDetails(weightedSum.div(totalAmount), totalAmount);
+    }
+    calculatePriceImpactQty(qty, side) {
+        if (qty.lte(0)) {
+            return null;
+        }
+        const levels = side === 'BUY'
+            ? Array.from(this.askPrices.values()).sort((a, b) => a.price.cmp(b.price))
+            : Array.from(this.bidPrices.values()).sort((a, b) => b.price.cmp(a.price));
+        let remainingQty = qty;
+        let totalAmount = new decimal_js_1.default(0);
+        let totalSpent = new decimal_js_1.default(0);
+        for (const level of levels) {
+            if (remainingQty.lte(0)) {
+                break;
+            }
+            if (level.amount.lte(0)) {
+                continue;
+            }
+            const take = decimal_js_1.default.min(remainingQty, level.amount);
+            totalSpent = totalSpent.plus(take.mul(level.price));
+            totalAmount = totalAmount.plus(take);
+            remainingQty = remainingQty.minus(take);
+        }
+        if (remainingQty.gt(0) || totalAmount.eq(0)) {
+            return null;
+        }
+        return new ImpactDetails(totalSpent.div(totalAmount), totalAmount);
+    }
+    async close() {
+        this.stopOrderbook();
+    }
+}
+exports.OrderBook = OrderBook;
+//# sourceMappingURL=orderbook.js.map

package/dist/cjs/perpetual/orderbook.js.map

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package/dist/cjs/perpetual/orders.d.ts

@@ -106,9 +106,11 @@ export declare enum OrderPriceType {
  * Self trade protection level
  */
 export declare enum SelfTradeProtectionLevel {
+    DISABLED = "DISABLED",
+    CLIENT = "CLIENT",
+    ACCOUNT = "ACCOUNT",
     NONE = "NONE",
-    MARKET = "MARKET",
-    ACCOUNT = "ACCOUNT"
+    MARKET = "MARKET"
 }
 /**
  * Settlement model

package/dist/cjs/perpetual/orders.d.ts.map

@@ -1 +1 @@
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package/dist/cjs/perpetual/orders.js

@@ -118,9 +118,11 @@ var OrderPriceType;
  */
 var SelfTradeProtectionLevel;
 (function (SelfTradeProtectionLevel) {
+    SelfTradeProtectionLevel["DISABLED"] = "DISABLED";
+    SelfTradeProtectionLevel["CLIENT"] = "CLIENT";
+    SelfTradeProtectionLevel["ACCOUNT"] = "ACCOUNT";
     SelfTradeProtectionLevel["NONE"] = "NONE";
     SelfTradeProtectionLevel["MARKET"] = "MARKET";
-    SelfTradeProtectionLevel["ACCOUNT"] = "ACCOUNT";
 })(SelfTradeProtectionLevel || (exports.SelfTradeProtectionLevel = SelfTradeProtectionLevel = {}));
 /**
  * Settlement model

package/dist/cjs/perpetual/orders.js.map

@@ -1 +1 @@
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package/dist/cjs/perpetual/simple-client/blocking-trading-client.d.ts

@@ -0,0 +1,59 @@
+import Decimal from 'decimal.js';
+import { StarkPerpetualAccount } from '../accounts.js';
+import { EndpointConfig } from '../configuration.js';
+import { MarketModel } from '../markets.js';
+import { OrderSide, TimeInForce } from '../orders.js';
+export declare class TimedOpenOrderModel {
+    startNanos: number;
+    endNanos: number;
+    operationMs: number;
+    openOrder: any;
+    constructor(startNanos: number, endNanos: number, openOrder: any);
+}
+export declare class TimedCancel {
+    startNanos: number;
+    endNanos: number;
+    operationMs: number;
+    constructor(startNanos: number, endNanos: number);
+}
+export declare class BlockingTradingClient {
+    private endpointConfig;
+    private account;
+    private marketModule;
+    private ordersModule;
+    private markets;
+    private streamClient;
+    private orderResolvers;
+    private cancelResolvers;
+    private streamTask?;
+    private stopped;
+    static create(endpointConfig: EndpointConfig, account: StarkPerpetualAccount): Promise<BlockingTradingClient>;
+    constructor(endpointConfig: EndpointConfig, account: StarkPerpetualAccount);
+    private startStream;
+    private streamLoop;
+    private handleOrder;
+    getMarkets(): Promise<Record<string, MarketModel>>;
+    massCancel(options?: {
+        orderIds?: number[];
+        externalOrderIds?: string[];
+        markets?: string[];
+        cancelAll?: boolean;
+    }): Promise<void>;
+    createAndPlaceOrder(options: {
+        marketName: string;
+        amountOfSynthetic: Decimal;
+        price: Decimal;
+        side: OrderSide;
+        postOnly?: boolean;
+        previousOrderExternalId?: string;
+        externalId?: string;
+        builderFee?: Decimal;
+        builderId?: number;
+        timeInForce?: TimeInForce;
+    }): Promise<TimedOpenOrderModel>;
+    cancelOrder(options: {
+        orderExternalId: string;
+    }): Promise<TimedCancel>;
+    close(): Promise<void>;
+}
+//# sourceMappingURL=blocking-trading-client.d.ts.map

package/dist/cjs/perpetual/simple-client/blocking-trading-client.d.ts.map

@@ -0,0 +1 @@
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