hyperliquid-prime 0.1.0

package/dist/index.js

@@ -0,0 +1,249 @@
+import { privateKeyToAccount } from "viem/accounts";
+import { DEFAULT_BUILDER } from "./config.js";
+import { NktkasProvider } from "./provider/nktkas.js";
+import { MarketRegistry } from "./market/registry.js";
+import { BookAggregator } from "./market/aggregator.js";
+import { Router } from "./router/router.js";
+import { Executor } from "./execution/executor.js";
+import { CollateralManager } from "./collateral/manager.js";
+import { PositionManager } from "./position/manager.js";
+import { createLogger } from "./logging/logger.js";
+import { HyperliquidPrimeError, NoWalletError, NotConnectedError } from "./utils/errors.js";
+export class HyperliquidPrime {
+    provider;
+    _registry;
+    router;
+    executor;
+    collateralManager;
+    positions;
+    aggregator;
+    logger;
+    _config;
+    walletAddress;
+    connected = false;
+    constructor(config) {
+        this._config = config;
+        this.logger = createLogger({
+            level: config.logLevel ?? "info",
+            pretty: config.prettyLogs ?? false,
+        });
+        this.provider = new NktkasProvider({
+            privateKey: config.privateKey,
+            testnet: config.testnet ?? false,
+        });
+        // Derive wallet address if private key is provided
+        if (config.privateKey) {
+            this.walletAddress =
+                config.walletAddress ??
+                    privateKeyToAccount(config.privateKey).address;
+        }
+        else {
+            this.walletAddress = config.walletAddress;
+        }
+        this._registry = new MarketRegistry(this.provider, this.logger);
+        this.aggregator = new BookAggregator(this.provider, this._registry, this.logger);
+        this.collateralManager = new CollateralManager(this.provider, this.logger);
+        this.router = new Router(this.provider, this._registry, this.logger, this.aggregator);
+        // Resolve builder config: undefined → default, null → disabled, object → custom
+        const resolvedBuilder = config.builder === undefined ? DEFAULT_BUILDER
+            : config.builder === null ? null
+                : config.builder;
+        if (resolvedBuilder && (resolvedBuilder.feeBps < 0 || resolvedBuilder.feeBps > 10)) {
+            throw new HyperliquidPrimeError(`Builder fee ${resolvedBuilder.feeBps} bps out of range (0-10 bps)`);
+        }
+        this.executor = new Executor(this.provider, this.logger, resolvedBuilder);
+        this.positions = new PositionManager(this.provider, this._registry, this.logger);
+    }
+    /** Connect to Hyperliquid and discover markets. Must be called before use. */
+    async connect() {
+        await this.provider.connect();
+        await this._registry.discover();
+        this.connected = true;
+        this.logger.info("Hyperliquid Prime connected");
+    }
+    ensureConnected() {
+        if (!this.connected)
+            throw new NotConnectedError();
+    }
+    ensureWallet() {
+        if (!this.walletAddress)
+            throw new NoWalletError();
+        return this.walletAddress;
+    }
+    // === Read-Only (no wallet required) ===
+    /** Get all HIP-3 markets for an asset. */
+    getMarkets(baseAsset) {
+        this.ensureConnected();
+        return this._registry.getMarkets(baseAsset);
+    }
+    /** Get all asset groups that have multiple HIP-3 markets. */
+    getAggregatedMarkets() {
+        this.ensureConnected();
+        return this._registry.getGroupsWithAlternatives();
+    }
+    /** Get a merged orderbook across all markets for an asset. */
+    async getAggregatedBook(baseAsset) {
+        this.ensureConnected();
+        return this.aggregator.aggregate(baseAsset);
+    }
+    /** Compare funding rates across all markets for an asset. */
+    async getFundingComparison(baseAsset) {
+        this.ensureConnected();
+        const markets = this._registry.getMarkets(baseAsset);
+        const comparison = {
+            baseAsset,
+            markets: markets.map((m) => ({
+                coin: m.coin,
+                dexName: m.dexName,
+                collateral: m.collateral,
+                fundingRate: parseFloat(m.funding ?? "0"),
+                openInterest: parseFloat(m.openInterest ?? "0"),
+                markPrice: parseFloat(m.markPrice ?? "0"),
+            })),
+            bestForLong: "",
+            bestForShort: "",
+        };
+        // Best for long = lowest (most negative) funding rate
+        // (shorts pay longs when funding is negative)
+        const sorted = [...comparison.markets].sort((a, b) => a.fundingRate - b.fundingRate);
+        comparison.bestForLong = sorted[0]?.coin ?? "";
+        comparison.bestForShort = sorted[sorted.length - 1]?.coin ?? "";
+        return comparison;
+    }
+    /** Generate a routing quote. Does NOT execute. */
+    async quote(baseAsset, side, size) {
+        this.ensureConnected();
+        const { collateral, warnings } = await this.resolveUserCollateral();
+        const quote = await this.router.quote(baseAsset, side, size, collateral, this._config.defaultSlippage ?? 0.01);
+        if (warnings.length > 0) {
+            quote.warnings = [...(quote.warnings ?? []), ...warnings];
+        }
+        return quote;
+    }
+    // === Trading (wallet required) ===
+    /** Execute a previously generated quote. */
+    async execute(plan) {
+        this.ensureConnected();
+        const user = this.ensureWallet();
+        return this.executor.execute(plan, user);
+    }
+    /** Convenience: quote + execute in one call. */
+    async long(baseAsset, size) {
+        const q = await this.quote(baseAsset, "buy", size);
+        return this.execute(q.plan);
+    }
+    async short(baseAsset, size) {
+        const q = await this.quote(baseAsset, "sell", size);
+        return this.execute(q.plan);
+    }
+    /** Generate a split quote across multiple HIP-3 markets. Does NOT execute. */
+    async quoteSplit(baseAsset, side, size) {
+        this.ensureConnected();
+        const { collateral, warnings } = await this.resolveUserCollateral();
+        const quote = await this.router.quoteSplit(baseAsset, side, size, collateral, this._config.defaultSlippage ?? 0.01);
+        if (warnings.length > 0) {
+            quote.warnings = [...(quote.warnings ?? []), ...warnings];
+        }
+        return quote;
+    }
+    /** Execute a previously generated split quote. */
+    async executeSplit(plan) {
+        this.ensureConnected();
+        const user = this.ensureWallet();
+        return this.executor.executeSplit(plan, this.collateralManager, user);
+    }
+    /** Convenience: split quote + execute in one call. */
+    async longSplit(baseAsset, size) {
+        const q = await this.quoteSplit(baseAsset, "buy", size);
+        return this.executeSplit(q.splitPlan);
+    }
+    async shortSplit(baseAsset, size) {
+        const q = await this.quoteSplit(baseAsset, "sell", size);
+        return this.executeSplit(q.splitPlan);
+    }
+    async close(baseAsset) {
+        this.ensureConnected();
+        const user = this.ensureWallet();
+        const allPositions = await this.positions.getPositions(user);
+        const toClose = allPositions.filter((p) => p.baseAsset.toUpperCase() === baseAsset.toUpperCase() && p.size > 0);
+        const receipts = [];
+        for (const pos of toClose) {
+            const side = pos.side === "long" ? "sell" : "buy";
+            const q = await this.quote(pos.coin, side, pos.size);
+            const receipt = await this.execute(q.plan);
+            receipts.push(receipt);
+        }
+        return receipts;
+    }
+    // === Positions ===
+    /** Get all positions. */
+    async getPositions() {
+        this.ensureConnected();
+        const user = this.ensureWallet();
+        return this.positions.getPositions(user);
+    }
+    /** Get positions grouped by base asset (unified view). */
+    async getGroupedPositions() {
+        this.ensureConnected();
+        const user = this.ensureWallet();
+        return this.positions.getGroupedPositions(user);
+    }
+    // === Balance ===
+    /** Get perp account balance/margin summary. */
+    async getBalance() {
+        this.ensureConnected();
+        const user = this.ensureWallet();
+        const state = await this.provider.clearinghouseState(user);
+        return state.marginSummary;
+    }
+    // === Escape Hatches ===
+    /** Direct access to the provider for raw HL API calls. */
+    get api() {
+        return this.provider;
+    }
+    /** Direct access to the market registry. */
+    get markets() {
+        return this._registry;
+    }
+    // === Lifecycle ===
+    async disconnect() {
+        await this.provider.disconnect();
+        this.connected = false;
+        this.logger.info("Hyperliquid Prime disconnected");
+    }
+    async resolveUserCollateral() {
+        let collateral = ["USDC"];
+        const warnings = [];
+        if (!this.walletAddress) {
+            return { collateral, warnings };
+        }
+        try {
+            const spotState = await this.provider.spotClearinghouseState(this.walletAddress);
+            collateral = spotState.balances
+                .filter((b) => parseFloat(b.total) > 0)
+                .map((b) => b.coin);
+            if (!collateral.includes("USDC")) {
+                collateral.push("USDC");
+            }
+        }
+        catch (error) {
+            warnings.push("Could not load spot balances for collateral matching; defaulting to USDC");
+            this.logger.warn({ error }, "Falling back to default collateral set due to spot balance fetch failure");
+        }
+        return { collateral, warnings };
+    }
+}
+export { isSplitQuote } from "./router/types.js";
+export { MarketRegistry } from "./market/registry.js";
+export { BookAggregator } from "./market/aggregator.js";
+export { Router } from "./router/router.js";
+export { FillSimulator } from "./router/simulator.js";
+export { MarketScorer } from "./router/scorer.js";
+export { SplitOptimizer } from "./router/splitter.js";
+export { CollateralManager } from "./collateral/manager.js";
+export { Executor } from "./execution/executor.js";
+export { PositionManager } from "./position/manager.js";
+export { NktkasProvider } from "./provider/nktkas.js";
+export { createLogger } from "./logging/logger.js";
+export { HyperliquidPrimeError, NoMarketsError, InsufficientLiquidityError, MarketDataUnavailableError, NoWalletError, NotConnectedError, ExecutionError, } from "./utils/errors.js";
+//# sourceMappingURL=index.js.map

package/dist/index.js.map

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package/dist/logging/logger.d.ts

@@ -0,0 +1,7 @@
+import pino from "pino";
+export declare function createLogger(opts?: {
+    level?: string;
+    pretty?: boolean;
+}): Logger;
+export type Logger = pino.Logger;
+//# sourceMappingURL=logger.d.ts.map

package/dist/logging/logger.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"logger.d.ts","sourceRoot":"","sources":["../../src/logging/logger.ts"],"names":[],"mappings":"AAAA,OAAO,IAAI,MAAM,MAAM,CAAC;AAExB,wBAAgB,YAAY,CAAC,IAAI,GAAE;IAAE,KAAK,CAAC,EAAE,MAAM,CAAC;IAAC,MAAM,CAAC,EAAE,OAAO,CAAA;CAAO,GAAG,MAAM,CAOpF;AAED,MAAM,MAAM,MAAM,GAAG,IAAI,CAAC,MAAM,CAAC"}

package/dist/logging/logger.js

@@ -0,0 +1,10 @@
+import pino from "pino";
+export function createLogger(opts = {}) {
+    return pino({
+        level: opts.level ?? "info",
+        transport: opts.pretty
+            ? { target: "pino-pretty", options: { colorize: true } }
+            : undefined,
+    });
+}
+//# sourceMappingURL=logger.js.map

package/dist/logging/logger.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"logger.js","sourceRoot":"","sources":["../../src/logging/logger.ts"],"names":[],"mappings":"AAAA,OAAO,IAAI,MAAM,MAAM,CAAC;AAExB,MAAM,UAAU,YAAY,CAAC,OAA6C,EAAE;IAC1E,OAAO,IAAI,CAAC;QACV,KAAK,EAAE,IAAI,CAAC,KAAK,IAAI,MAAM;QAC3B,SAAS,EAAE,IAAI,CAAC,MAAM;YACpB,CAAC,CAAC,EAAE,MAAM,EAAE,aAAa,EAAE,OAAO,EAAE,EAAE,QAAQ,EAAE,IAAI,EAAE,EAAE;YACxD,CAAC,CAAC,SAAS;KACd,CAAC,CAAC;AACL,CAAC"}

package/dist/market/aggregator.d.ts

@@ -0,0 +1,28 @@
+import type { HLProvider } from "../provider/provider.js";
+import type { Logger } from "../logging/logger.js";
+import type { MarketRegistry } from "./registry.js";
+import type { AggregatedBook } from "./types.js";
+export declare class BookAggregator {
+    private provider;
+    private registry;
+    private logger;
+    constructor(provider: HLProvider, registry: MarketRegistry, logger: Logger);
+    /**
+     * Fetch orderbooks from all markets for a given asset and merge them
+     * into a single aggregated view.
+     */
+    aggregate(baseAsset: string): Promise<AggregatedBook>;
+    /**
+     * Aggregate only enough levels to quote a given size for routing.
+     * This avoids building the full merged side when an order only needs shallow depth.
+     */
+    aggregateForOrder(baseAsset: string, side: "buy" | "sell", size: number): Promise<AggregatedBook>;
+    /**
+     * Merge price levels from multiple books.
+     * Groups by price, sums sizes, tracks which markets contribute.
+     */
+    private mergeLevels;
+    private fetchMarketBooks;
+    private withTimeout;
+}
+//# sourceMappingURL=aggregator.d.ts.map

package/dist/market/aggregator.d.ts.map

@@ -0,0 +1 @@
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package/dist/market/aggregator.js

@@ -0,0 +1,166 @@
+const BOOK_FETCH_TIMEOUT_MS = 2_500;
+export class BookAggregator {
+    provider;
+    registry;
+    logger;
+    constructor(provider, registry, logger) {
+        this.provider = provider;
+        this.registry = registry;
+        this.logger = logger.child({ module: "aggregator" });
+    }
+    /**
+     * Fetch orderbooks from all markets for a given asset and merge them
+     * into a single aggregated view.
+     */
+    async aggregate(baseAsset) {
+        const markets = this.registry.getMarkets(baseAsset);
+        if (markets.length === 0) {
+            return {
+                baseAsset,
+                bids: [],
+                asks: [],
+                marketBooks: [],
+                timestamp: Date.now(),
+            };
+        }
+        const books = await this.fetchMarketBooks(markets, baseAsset);
+        if (books.length === 0) {
+            return {
+                baseAsset,
+                bids: [],
+                asks: [],
+                marketBooks: [],
+                timestamp: Date.now(),
+            };
+        }
+        this.logger.debug({ baseAsset, marketCount: books.length }, "Aggregating orderbooks");
+        const bids = this.mergeLevels(books.map((b) => ({ coin: b.coin, levels: b.bids })), "desc");
+        const asks = this.mergeLevels(books.map((b) => ({ coin: b.coin, levels: b.asks })), "asc");
+        return {
+            baseAsset,
+            bids,
+            asks,
+            marketBooks: books,
+            timestamp: Date.now(),
+        };
+    }
+    /**
+     * Aggregate only enough levels to quote a given size for routing.
+     * This avoids building the full merged side when an order only needs shallow depth.
+     */
+    async aggregateForOrder(baseAsset, side, size) {
+        const markets = this.registry.getMarkets(baseAsset);
+        if (markets.length === 0) {
+            return {
+                baseAsset,
+                bids: [],
+                asks: [],
+                marketBooks: [],
+                timestamp: Date.now(),
+            };
+        }
+        const books = await this.fetchMarketBooks(markets, baseAsset);
+        if (books.length === 0) {
+            return {
+                baseAsset,
+                bids: [],
+                asks: [],
+                marketBooks: [],
+                timestamp: Date.now(),
+            };
+        }
+        const isBuy = side === "buy";
+        const targetDepth = Math.max(0, size);
+        const bids = this.mergeLevels(books.map((b) => ({ coin: b.coin, levels: b.bids })), "desc", isBuy ? undefined : targetDepth);
+        const asks = this.mergeLevels(books.map((b) => ({ coin: b.coin, levels: b.asks })), "asc", isBuy ? targetDepth : undefined);
+        return {
+            baseAsset,
+            bids,
+            asks,
+            marketBooks: books,
+            timestamp: Date.now(),
+        };
+    }
+    /**
+     * Merge price levels from multiple books.
+     * Groups by price, sums sizes, tracks which markets contribute.
+     */
+    mergeLevels(sources, sort, targetDepth) {
+        const priceMap = new Map();
+        for (const { coin, levels } of sources) {
+            for (const level of levels) {
+                const px = level.px;
+                const sz = parseFloat(level.sz);
+                if (!priceMap.has(px)) {
+                    priceMap.set(px, {
+                        px: parseFloat(px),
+                        sz: 0,
+                        sources: [],
+                    });
+                }
+                const entry = priceMap.get(px);
+                entry.sz += sz;
+                entry.sources.push({ coin, sz });
+            }
+        }
+        const merged = [...priceMap.values()];
+        merged.sort((a, b) => sort === "desc" ? b.px - a.px : a.px - b.px);
+        if (targetDepth === undefined || targetDepth <= 0) {
+            return merged;
+        }
+        let cumulative = 0;
+        const trimmed = [];
+        for (const level of merged) {
+            trimmed.push(level);
+            cumulative += level.sz;
+            if (cumulative >= targetDepth)
+                break;
+        }
+        return trimmed;
+    }
+    async fetchMarketBooks(markets, baseAsset) {
+        const settled = await Promise.allSettled(markets.map(async (m) => {
+            const book = await this.withTimeout(this.provider.l2Book(m.coin), BOOK_FETCH_TIMEOUT_MS, `l2Book timeout for ${m.coin}`);
+            return {
+                coin: m.coin,
+                bids: book.levels[0],
+                asks: book.levels[1],
+            };
+        }));
+        const books = [];
+        const failures = [];
+        for (let i = 0; i < settled.length; i++) {
+            const result = settled[i];
+            const market = markets[i];
+            if (result.status === "fulfilled") {
+                books.push(result.value);
+                continue;
+            }
+            failures.push({
+                coin: market?.coin ?? `market_${i}`,
+                reason: String(result.reason),
+            });
+        }
+        if (failures.length > 0) {
+            this.logger.warn({
+                baseAsset,
+                failedMarkets: failures.map((f) => f.coin),
+                failureCount: failures.length,
+            }, "Some market books failed to load; continuing with partial data");
+        }
+        return books;
+    }
+    withTimeout(promise, timeoutMs, timeoutMessage) {
+        return new Promise((resolve, reject) => {
+            const timer = setTimeout(() => reject(new Error(timeoutMessage)), timeoutMs);
+            promise.then((value) => {
+                clearTimeout(timer);
+                resolve(value);
+            }, (error) => {
+                clearTimeout(timer);
+                reject(error);
+            });
+        });
+    }
+}
+//# sourceMappingURL=aggregator.js.map

package/dist/market/aggregator.js.map

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package/dist/market/book.d.ts

@@ -0,0 +1,22 @@
+import type { L2Book, L2Level } from "../provider/types.js";
+export interface NormalizedBook {
+    coin: string;
+    bids: L2Level[];
+    asks: L2Level[];
+    midPrice: number;
+    spread: number;
+    spreadBps: number;
+    timestamp: number;
+}
+/**
+ * Normalize a raw L2Book into a simpler shape with computed mid/spread.
+ */
+export declare function normalizeBook(raw: L2Book): NormalizedBook;
+/**
+ * Get the total depth on one side of the book up to a price distance.
+ */
+export declare function getBookDepth(levels: L2Level[], maxLevels?: number): {
+    totalSize: number;
+    levelCount: number;
+};
+//# sourceMappingURL=book.d.ts.map

package/dist/market/book.d.ts.map

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package/dist/market/book.js

@@ -0,0 +1,34 @@
+/**
+ * Normalize a raw L2Book into a simpler shape with computed mid/spread.
+ */
+export function normalizeBook(raw) {
+    const bids = raw.levels[0];
+    const asks = raw.levels[1];
+    const bestBid = bids.length > 0 ? parseFloat(bids[0].px) : 0;
+    const bestAsk = asks.length > 0 ? parseFloat(asks[0].px) : 0;
+    const midPrice = bestBid > 0 && bestAsk > 0 ? (bestBid + bestAsk) / 2 : bestBid || bestAsk;
+    const spread = bestAsk > 0 && bestBid > 0 ? bestAsk - bestBid : 0;
+    const spreadBps = midPrice > 0 ? (spread / midPrice) * 10000 : 0;
+    return {
+        coin: raw.coin,
+        bids,
+        asks,
+        midPrice,
+        spread,
+        spreadBps,
+        timestamp: raw.time,
+    };
+}
+/**
+ * Get the total depth on one side of the book up to a price distance.
+ */
+export function getBookDepth(levels, maxLevels) {
+    const limit = maxLevels ?? levels.length;
+    let totalSize = 0;
+    const count = Math.min(limit, levels.length);
+    for (let i = 0; i < count; i++) {
+        totalSize += parseFloat(levels[i].sz);
+    }
+    return { totalSize, levelCount: count };
+}
+//# sourceMappingURL=book.js.map

package/dist/market/book.js.map

@@ -0,0 +1 @@
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package/dist/market/registry.d.ts

@@ -0,0 +1,19 @@
+import type { HLProvider } from "../provider/provider.js";
+import type { Logger } from "../logging/logger.js";
+import type { PerpMarket, MarketGroup } from "./types.js";
+export declare class MarketRegistry {
+    private provider;
+    private groups;
+    private spotTokens;
+    private logger;
+    constructor(provider: HLProvider, logger: Logger);
+    discover(): Promise<void>;
+    getMarkets(baseAsset: string): PerpMarket[];
+    getGroup(baseAsset: string): MarketGroup | undefined;
+    getAllGroups(): MarketGroup[];
+    getGroupsWithAlternatives(): MarketGroup[];
+    private parseAsset;
+    private extractBaseAsset;
+    private resolveCollateralToken;
+}
+//# sourceMappingURL=registry.d.ts.map

package/dist/market/registry.d.ts.map

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