jcc_hyper_tool 0.1.5 → 0.1.6
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +124 -17
- package/dist/advisor/actionRunner.d.ts +6 -0
- package/dist/advisor/actionRunner.d.ts.map +1 -1
- package/dist/advisor/actionRunner.js +38 -7
- package/dist/advisor/actionRunner.js.map +1 -1
- package/dist/advisor/actionSchema.d.ts +1209 -75
- package/dist/advisor/actionSchema.d.ts.map +1 -1
- package/dist/advisor/actionSchema.js +117 -5
- package/dist/advisor/actionSchema.js.map +1 -1
- package/dist/advisor/adviseDisplay.d.ts +26 -0
- package/dist/advisor/adviseDisplay.d.ts.map +1 -0
- package/dist/advisor/adviseDisplay.js +174 -0
- package/dist/advisor/adviseDisplay.js.map +1 -0
- package/dist/advisor/adviseEngine.d.ts +12 -2
- package/dist/advisor/adviseEngine.d.ts.map +1 -1
- package/dist/advisor/adviseEngine.js +88 -7
- package/dist/advisor/adviseEngine.js.map +1 -1
- package/dist/advisor/ambushPolicy.d.ts +47 -0
- package/dist/advisor/ambushPolicy.d.ts.map +1 -0
- package/dist/advisor/ambushPolicy.js +161 -0
- package/dist/advisor/ambushPolicy.js.map +1 -0
- package/dist/advisor/contextBuilder.d.ts +17 -0
- package/dist/advisor/contextBuilder.d.ts.map +1 -1
- package/dist/advisor/contextBuilder.js +25 -6
- package/dist/advisor/contextBuilder.js.map +1 -1
- package/dist/advisor/executionPolicy.d.ts +92 -0
- package/dist/advisor/executionPolicy.d.ts.map +1 -0
- package/dist/advisor/executionPolicy.js +273 -0
- package/dist/advisor/executionPolicy.js.map +1 -0
- package/dist/advisor/guards.d.ts +14 -0
- package/dist/advisor/guards.d.ts.map +1 -1
- package/dist/advisor/guards.js +143 -16
- package/dist/advisor/guards.js.map +1 -1
- package/dist/advisor/indicatorCompute.d.ts +45 -0
- package/dist/advisor/indicatorCompute.d.ts.map +1 -0
- package/dist/advisor/indicatorCompute.js +259 -0
- package/dist/advisor/indicatorCompute.js.map +1 -0
- package/dist/advisor/positionPlan.d.ts +33 -0
- package/dist/advisor/positionPlan.d.ts.map +1 -0
- package/dist/advisor/positionPlan.js +118 -0
- package/dist/advisor/positionPlan.js.map +1 -0
- package/dist/advisor/promptTemplate.d.ts +8 -2
- package/dist/advisor/promptTemplate.d.ts.map +1 -1
- package/dist/advisor/promptTemplate.js +175 -23
- package/dist/advisor/promptTemplate.js.map +1 -1
- package/dist/advisor/touchProbability.d.ts +54 -0
- package/dist/advisor/touchProbability.d.ts.map +1 -0
- package/dist/advisor/touchProbability.js +215 -0
- package/dist/advisor/touchProbability.js.map +1 -0
- package/dist/advisor/tpslPolicy.d.ts +22 -0
- package/dist/advisor/tpslPolicy.d.ts.map +1 -0
- package/dist/advisor/tpslPolicy.js +120 -0
- package/dist/advisor/tpslPolicy.js.map +1 -0
- package/dist/cli/advisorCli.d.ts.map +1 -1
- package/dist/cli/advisorCli.js +478 -126
- package/dist/cli/advisorCli.js.map +1 -1
- package/dist/cli/index.js +2 -0
- package/dist/cli/index.js.map +1 -1
- package/dist/cli/riskCli.d.ts +3 -0
- package/dist/cli/riskCli.d.ts.map +1 -0
- package/dist/cli/riskCli.js +120 -0
- package/dist/cli/riskCli.js.map +1 -0
- package/dist/cli/strategyCli.d.ts.map +1 -1
- package/dist/cli/strategyCli.js +3 -1
- package/dist/cli/strategyCli.js.map +1 -1
- package/dist/cli/tradingCli.d.ts.map +1 -1
- package/dist/cli/tradingCli.js +31 -1
- package/dist/cli/tradingCli.js.map +1 -1
- package/dist/core/hyperliquid/asset.d.ts +2 -0
- package/dist/core/hyperliquid/asset.d.ts.map +1 -1
- package/dist/core/hyperliquid/asset.js +25 -0
- package/dist/core/hyperliquid/asset.js.map +1 -1
- package/dist/core/hyperliquid/orders.d.ts +5 -0
- package/dist/core/hyperliquid/orders.d.ts.map +1 -1
- package/dist/core/hyperliquid/orders.js +15 -5
- package/dist/core/hyperliquid/orders.js.map +1 -1
- package/dist/core/hyperliquid/rounding.d.ts +23 -0
- package/dist/core/hyperliquid/rounding.d.ts.map +1 -0
- package/dist/core/hyperliquid/rounding.js +53 -0
- package/dist/core/hyperliquid/rounding.js.map +1 -0
- package/dist/core/risk/isolatedTopUp.d.ts +112 -0
- package/dist/core/risk/isolatedTopUp.d.ts.map +1 -0
- package/dist/core/risk/isolatedTopUp.js +209 -0
- package/dist/core/risk/isolatedTopUp.js.map +1 -0
- package/dist/core/risk/isolatedTopUpHistory.d.ts +7 -0
- package/dist/core/risk/isolatedTopUpHistory.d.ts.map +1 -0
- package/dist/core/risk/isolatedTopUpHistory.js +26 -0
- package/dist/core/risk/isolatedTopUpHistory.js.map +1 -0
- package/dist/core/risk/isolatedTopUpParse.d.ts +16 -0
- package/dist/core/risk/isolatedTopUpParse.d.ts.map +1 -0
- package/dist/core/risk/isolatedTopUpParse.js +78 -0
- package/dist/core/risk/isolatedTopUpParse.js.map +1 -0
- package/dist/core/risk/runIsolatedTopUpReconcile.d.ts +28 -0
- package/dist/core/risk/runIsolatedTopUpReconcile.d.ts.map +1 -0
- package/dist/core/risk/runIsolatedTopUpReconcile.js +184 -0
- package/dist/core/risk/runIsolatedTopUpReconcile.js.map +1 -0
- package/dist/core/state/gridReconcile.d.ts +2 -0
- package/dist/core/state/gridReconcile.d.ts.map +1 -1
- package/dist/core/state/gridReconcile.js +42 -2
- package/dist/core/state/gridReconcile.js.map +1 -1
- package/dist/core/state/intentFactory.d.ts +1 -0
- package/dist/core/state/intentFactory.d.ts.map +1 -1
- package/dist/core/state/intentFactory.js +1 -0
- package/dist/core/state/intentFactory.js.map +1 -1
- package/dist/core/state/profileStore.d.ts.map +1 -1
- package/dist/core/state/profileStore.js +12 -16
- package/dist/core/state/profileStore.js.map +1 -1
- package/dist/core/state/runReconcile.d.ts.map +1 -1
- package/dist/core/state/runReconcile.js +53 -18
- package/dist/core/state/runReconcile.js.map +1 -1
- package/dist/core/state/schema.d.ts +439 -68
- package/dist/core/state/schema.d.ts.map +1 -1
- package/dist/core/state/schema.js +51 -0
- package/dist/core/state/schema.js.map +1 -1
- package/dist/core/state/snapshot.d.ts +13 -0
- package/dist/core/state/snapshot.d.ts.map +1 -1
- package/dist/core/state/snapshot.js +36 -0
- package/dist/core/state/snapshot.js.map +1 -1
- package/dist/core/state/store.d.ts +21 -3
- package/dist/core/state/store.d.ts.map +1 -1
- package/dist/core/state/store.js +122 -13
- package/dist/core/state/store.js.map +1 -1
- package/dist/core/state/types.d.ts +13 -0
- package/dist/core/state/types.d.ts.map +1 -1
- package/dist/daemon/index.js +47 -2
- package/dist/daemon/index.js.map +1 -1
- package/dist/daemon/validateChild.d.ts +13 -0
- package/dist/daemon/validateChild.d.ts.map +1 -0
- package/dist/daemon/validateChild.js +77 -0
- package/dist/daemon/validateChild.js.map +1 -0
- package/dist/strategies/grid.d.ts +1 -0
- package/dist/strategies/grid.d.ts.map +1 -1
- package/dist/strategies/grid.js +1 -0
- package/dist/strategies/grid.js.map +1 -1
- package/package.json +3 -1
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-
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@@ -17,6 +17,7 @@ export declare function limitWireFromParams(params: {
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isBuy: boolean;
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limitPx: number;
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sz: number;
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szDecimals: number;
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reduceOnly: boolean;
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tif: TifName;
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cloidHex?: string;
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export declare function limitsToOrderAction(wires: LimitOrderWire[]): Record<string, unknown>;
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export declare function batchLimitOrdersFromPrimitives(opts: {
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assetIndex: number;
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szDecimals: number;
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rows: Array<{
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px: number;
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@@ -62,6 +65,7 @@ export declare function triggerWireFromParams(params: {
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62
65
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assetIndex: number;
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63
66
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isBuy: boolean;
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64
67
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sz: number;
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68
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+
szDecimals: number;
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65
69
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reduceOnly: boolean;
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66
70
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triggerPx: number;
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67
71
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isMarket: boolean;
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@@ -77,6 +81,7 @@ export declare function buildTpslTriggerOrderAction(params: Parameters<typeof tr
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77
81
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/** Two trigger wires (TP + SL) in a single batch `order` action. */
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78
82
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export declare function buildBracketProtectionOrderAction(params: {
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79
83
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assetIndex: number;
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84
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+
szDecimals: number;
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80
85
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/** Closing side: long exit is sell -> isBuy false */
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81
86
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closeIsBuy: boolean;
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82
87
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sz: number;
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"orders.d.ts","sourceRoot":"","sources":["../../../src/core/hyperliquid/orders.ts"],"names":[],"mappings":"
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1
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+
{"version":3,"file":"orders.d.ts","sourceRoot":"","sources":["../../../src/core/hyperliquid/orders.ts"],"names":[],"mappings":"AAGA,MAAM,MAAM,OAAO,GAAG,KAAK,GAAG,KAAK,GAAG,KAAK,CAAC;AAE5C,MAAM,MAAM,cAAc,GAAG;IAC3B,CAAC,EAAE,MAAM,CAAC;IACV,CAAC,EAAE,OAAO,CAAC;IACX,CAAC,EAAE,MAAM,CAAC;IACV,CAAC,EAAE,MAAM,CAAC;IACV,CAAC,EAAE,OAAO,CAAC;IACX,CAAC,EAAE;QAAE,KAAK,EAAE;YAAE,GAAG,EAAE,OAAO,CAAA;SAAE,CAAA;KAAE,CAAC;IAC/B,CAAC,CAAC,EAAE,MAAM,CAAC;CACZ,CAAC;AAEF,wBAAgB,mBAAmB,CAAC,MAAM,EAAE;IAC1C,UAAU,EAAE,MAAM,CAAC;IACnB,KAAK,EAAE,OAAO,CAAC;IACf,OAAO,EAAE,MAAM,CAAC;IAChB,EAAE,EAAE,MAAM,CAAC;IACX,UAAU,EAAE,MAAM,CAAC;IACnB,UAAU,EAAE,OAAO,CAAC;IACpB,GAAG,EAAE,OAAO,CAAC;IACb,QAAQ,CAAC,EAAE,MAAM,CAAC;CACnB,GAAG,cAAc,CAoBjB;AAED,wBAAgB,mBAAmB,CAAC,KAAK,EAAE,cAAc,EAAE,GAAG,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CASpF;AAED,wBAAgB,8BAA8B,CAAC,IAAI,EAAE;IACnD,UAAU,EAAE,MAAM,CAAC;IACnB,UAAU,EAAE,MAAM,CAAC;IACnB,IAAI,EAAE,KAAK,CAAC;QAAE,EAAE,EAAE,MAAM,CAAC;QAAC,KAAK,EAAE,OAAO,CAAC;QAAC,EAAE,EAAE,MAAM,CAAA;KAAE,CAAC,CAAC;IACxD,UAAU,EAAE,OAAO,CAAC;IACpB,GAAG,EAAE,OAAO,CAAC;CACd,GAAG,cAAc,EAAE,CAYnB;AAED,wBAAgB,qBAAqB,CAAC,MAAM,EAAE;IAC5C,UAAU,EAAE,MAAM,CAAC;IACnB,KAAK,EAAE,OAAO,CAAC;IACf,OAAO,EAAE,MAAM,CAAC;IAChB,EAAE,EAAE,MAAM,CAAC;IACX,UAAU,EAAE,MAAM,CAAC;IACnB,UAAU,EAAE,OAAO,CAAC;IACpB,GAAG,EAAE,OAAO,CAAC;IACb,QAAQ,CAAC,EAAE,MAAM,CAAC;CACnB,GAAG,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAa1B;AAED,wBAAgB,uBAAuB,CACrC,UAAU,EAAE,MAAM,EAClB,IAAI,EAAE,MAAM,EAAE,GACb,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAKzB;AAED,MAAM,MAAM,QAAQ,GAAG,IAAI,GAAG,IAAI,CAAC;AAEnC,MAAM,MAAM,gBAAgB,GAAG;IAC7B,CAAC,EAAE,MAAM,CAAC;IACV,CAAC,EAAE,OAAO,CAAC;IACX,CAAC,EAAE,MAAM,CAAC;IACV,CAAC,EAAE,MAAM,CAAC;IACV,CAAC,EAAE,OAAO,CAAC;IACX,CAAC,EAAE;QAAE,OAAO,EAAE;YAAE,QAAQ,EAAE,OAAO,CAAC;YAAC,SAAS,EAAE,MAAM,CAAC;YAAC,IAAI,EAAE,QAAQ,CAAA;SAAE,CAAA;KAAE,CAAC;IACzE,CAAC,CAAC,EAAE,MAAM,CAAC;CACZ,CAAC;AAEF,wBAAgB,qBAAqB,CAAC,MAAM,EAAE;IAC5C,UAAU,EAAE,MAAM,CAAC;IACnB,KAAK,EAAE,OAAO,CAAC;IACf,EAAE,EAAE,MAAM,CAAC;IACX,UAAU,EAAE,MAAM,CAAC;IACnB,UAAU,EAAE,OAAO,CAAC;IACpB,SAAS,EAAE,MAAM,CAAC;IAClB,QAAQ,EAAE,OAAO,CAAC;IAClB,0FAA0F;IAC1F,WAAW,EAAE,MAAM,CAAC;IACpB,IAAI,EAAE,QAAQ,CAAC;IACf,QAAQ,CAAC,EAAE,MAAM,CAAC;CACnB,GAAG,gBAAgB,CAsBnB;AAED,MAAM,MAAM,aAAa,GAAG,IAAI,GAAG,YAAY,GAAG,cAAc,CAAC;AAEjE,wBAAgB,2BAA2B,CACzC,MAAM,EAAE,UAAU,CAAC,OAAO,qBAAqB,CAAC,CAAC,CAAC,CAAC,EACnD,MAAM,CAAC,EAAE;IAAE,QAAQ,CAAC,EAAE,aAAa,CAAA;CAAE,GACpC,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAOzB;AAED,oEAAoE;AACpE,wBAAgB,iCAAiC,CAAC,MAAM,EAAE;IACxD,UAAU,EAAE,MAAM,CAAC;IACnB,UAAU,EAAE,MAAM,CAAC;IACnB,qDAAqD;IACrD,UAAU,EAAE,OAAO,CAAC;IACpB,EAAE,EAAE,MAAM,CAAC;IACX,UAAU,EAAE,OAAO,CAAC;IACpB,WAAW,EAAE,MAAM,CAAC;IACpB,WAAW,EAAE,MAAM,CAAC;IACpB,QAAQ,EAAE,OAAO,CAAC;IAClB,aAAa,EAAE,MAAM,CAAC;IACtB,aAAa,EAAE,MAAM,CAAC;IACtB,QAAQ,CAAC,EAAE,aAAa,CAAC;CAC1B,GAAG,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CA6B1B"}
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@@ -1,10 +1,13 @@
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1
1
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import { floatToWire } from "./float.js";
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2
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+
import { roundHyperliquidPerpPrice, roundHyperliquidPerpSize } from "./rounding.js";
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2
3
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export function limitWireFromParams(params) {
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4
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+
const limitPx = roundHyperliquidPerpPrice(params.limitPx, params.szDecimals);
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5
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+
const sz = roundHyperliquidPerpSize(params.sz, params.szDecimals);
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3
6
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const wire = {
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4
7
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a: params.assetIndex,
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5
8
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b: params.isBuy,
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6
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-
p: floatToWire(
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7
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-
s: floatToWire(
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9
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+
p: floatToWire(limitPx),
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10
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+
s: floatToWire(sz),
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8
11
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r: params.reduceOnly,
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9
12
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t: {
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10
13
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limit: {
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@@ -33,6 +36,7 @@ export function batchLimitOrdersFromPrimitives(opts) {
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33
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isBuy: r.isBuy,
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34
37
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limitPx: r.px,
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35
38
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sz: r.sz,
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39
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+
szDecimals: opts.szDecimals,
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36
40
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reduceOnly: opts.reduceOnly,
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37
41
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tif: opts.tif,
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38
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}));
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@@ -44,6 +48,7 @@ export function buildPlaceOrderAction(params) {
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44
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isBuy: params.isBuy,
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45
49
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limitPx: params.limitPx,
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46
50
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sz: params.sz,
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51
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+
szDecimals: params.szDecimals,
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47
52
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reduceOnly: params.reduceOnly,
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48
53
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tif: params.tif,
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49
54
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cloidHex: params.cloidHex,
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@@ -57,16 +62,19 @@ export function buildCancelOrdersAction(assetIndex, oids) {
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57
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};
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58
63
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}
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export function triggerWireFromParams(params) {
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65
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+
const wireLimitPx = roundHyperliquidPerpPrice(params.wireLimitPx, params.szDecimals);
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66
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+
const triggerPx = roundHyperliquidPerpPrice(params.triggerPx, params.szDecimals);
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67
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+
const sz = roundHyperliquidPerpSize(params.sz, params.szDecimals);
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60
68
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const wire = {
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61
69
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a: params.assetIndex,
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62
70
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b: params.isBuy,
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63
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-
p: floatToWire(
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64
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-
s: floatToWire(
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71
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+
p: floatToWire(wireLimitPx),
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72
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+
s: floatToWire(sz),
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65
73
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r: params.reduceOnly,
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66
74
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t: {
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67
75
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trigger: {
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68
76
|
isMarket: params.isMarket,
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69
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-
triggerPx: floatToWire(
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77
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+
triggerPx: floatToWire(triggerPx),
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70
78
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tpsl: params.tpsl,
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71
79
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},
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72
80
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},
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@@ -91,6 +99,7 @@ export function buildBracketProtectionOrderAction(params) {
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91
99
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assetIndex: params.assetIndex,
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92
100
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isBuy: params.closeIsBuy,
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93
101
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sz: params.sz,
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|
102
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+
szDecimals: params.szDecimals,
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|
94
103
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reduceOnly: params.reduceOnly,
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95
104
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triggerPx: params.tpTriggerPx,
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96
105
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isMarket: params.isMarket,
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@@ -101,6 +110,7 @@ export function buildBracketProtectionOrderAction(params) {
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assetIndex: params.assetIndex,
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102
111
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isBuy: params.closeIsBuy,
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103
112
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sz: params.sz,
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113
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+
szDecimals: params.szDecimals,
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104
114
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reduceOnly: params.reduceOnly,
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105
115
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triggerPx: params.slTriggerPx,
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106
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isMarket: params.isMarket,
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"orders.js","sourceRoot":"","sources":["../../../src/core/hyperliquid/orders.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,YAAY,CAAC;
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1
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+
{"version":3,"file":"orders.js","sourceRoot":"","sources":["../../../src/core/hyperliquid/orders.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,YAAY,CAAC;AACzC,OAAO,EAAE,yBAAyB,EAAE,wBAAwB,EAAE,MAAM,eAAe,CAAC;AAcpF,MAAM,UAAU,mBAAmB,CAAC,MASnC;IACC,MAAM,OAAO,GAAG,yBAAyB,CAAC,MAAM,CAAC,OAAO,EAAE,MAAM,CAAC,UAAU,CAAC,CAAC;IAC7E,MAAM,EAAE,GAAG,wBAAwB,CAAC,MAAM,CAAC,EAAE,EAAE,MAAM,CAAC,UAAU,CAAC,CAAC;IAClE,MAAM,IAAI,GAAmB;QAC3B,CAAC,EAAE,MAAM,CAAC,UAAU;QACpB,CAAC,EAAE,MAAM,CAAC,KAAK;QACf,CAAC,EAAE,WAAW,CAAC,OAAO,CAAC;QACvB,CAAC,EAAE,WAAW,CAAC,EAAE,CAAC;QAClB,CAAC,EAAE,MAAM,CAAC,UAAU;QACpB,CAAC,EAAE;YACD,KAAK,EAAE;gBACL,GAAG,EAAE,MAAM,CAAC,GAAG;aAChB;SACF;KACF,CAAC;IACF,IAAI,MAAM,CAAC,QAAQ,KAAK,SAAS,EAAE,CAAC;QAClC,IAAI,CAAC,CAAC,GAAG,MAAM,CAAC,QAAQ,CAAC;IAC3B,CAAC;IAED,OAAO,IAAI,CAAC;AACd,CAAC;AAED,MAAM,UAAU,mBAAmB,CAAC,KAAuB;IACzD,IAAI,KAAK,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QACvB,MAAM,IAAI,KAAK,CAAC,kCAAkC,CAAC,CAAC;IACtD,CAAC;IACD,OAAO;QACL,IAAI,EAAE,OAAO;QACb,MAAM,EAAE,KAAK;QACb,QAAQ,EAAE,IAAI;KACf,CAAC;AACJ,CAAC;AAED,MAAM,UAAU,8BAA8B,CAAC,IAM9C;IACC,OAAO,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CACzB,mBAAmB,CAAC;QAClB,UAAU,EAAE,IAAI,CAAC,UAAU;QAC3B,KAAK,EAAE,CAAC,CAAC,KAAK;QACd,OAAO,EAAE,CAAC,CAAC,EAAE;QACb,EAAE,EAAE,CAAC,CAAC,EAAE;QACR,UAAU,EAAE,IAAI,CAAC,UAAU;QAC3B,UAAU,EAAE,IAAI,CAAC,UAAU;QAC3B,GAAG,EAAE,IAAI,CAAC,GAAG;KACd,CAAC,CACH,CAAC;AACJ,CAAC;AAED,MAAM,UAAU,qBAAqB,CAAC,MASrC;IACC,OAAO,mBAAmB,CAAC;QACzB,mBAAmB,CAAC;YAClB,UAAU,EAAE,MAAM,CAAC,UAAU;YAC7B,KAAK,EAAE,MAAM,CAAC,KAAK;YACnB,OAAO,EAAE,MAAM,CAAC,OAAO;YACvB,EAAE,EAAE,MAAM,CAAC,EAAE;YACb,UAAU,EAAE,MAAM,CAAC,UAAU;YAC7B,UAAU,EAAE,MAAM,CAAC,UAAU;YAC7B,GAAG,EAAE,MAAM,CAAC,GAAG;YACf,QAAQ,EAAE,MAAM,CAAC,QAAQ;SAC1B,CAAC;KACH,CAAC,CAAC;AACL,CAAC;AAED,MAAM,UAAU,uBAAuB,CACrC,UAAkB,EAClB,IAAc;IAEd,OAAO;QACL,IAAI,EAAE,QAAQ;QACd,OAAO,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,EAAE,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,CAAC,CAAC;KACjD,CAAC;AACJ,CAAC;AAcD,MAAM,UAAU,qBAAqB,CAAC,MAYrC;IACC,MAAM,WAAW,GAAG,yBAAyB,CAAC,MAAM,CAAC,WAAW,EAAE,MAAM,CAAC,UAAU,CAAC,CAAC;IACrF,MAAM,SAAS,GAAG,yBAAyB,CAAC,MAAM,CAAC,SAAS,EAAE,MAAM,CAAC,UAAU,CAAC,CAAC;IACjF,MAAM,EAAE,GAAG,wBAAwB,CAAC,MAAM,CAAC,EAAE,EAAE,MAAM,CAAC,UAAU,CAAC,CAAC;IAClE,MAAM,IAAI,GAAqB;QAC7B,CAAC,EAAE,MAAM,CAAC,UAAU;QACpB,CAAC,EAAE,MAAM,CAAC,KAAK;QACf,CAAC,EAAE,WAAW,CAAC,WAAW,CAAC;QAC3B,CAAC,EAAE,WAAW,CAAC,EAAE,CAAC;QAClB,CAAC,EAAE,MAAM,CAAC,UAAU;QACpB,CAAC,EAAE;YACD,OAAO,EAAE;gBACP,QAAQ,EAAE,MAAM,CAAC,QAAQ;gBACzB,SAAS,EAAE,WAAW,CAAC,SAAS,CAAC;gBACjC,IAAI,EAAE,MAAM,CAAC,IAAI;aAClB;SACF;KACF,CAAC;IACF,IAAI,MAAM,CAAC,QAAQ,KAAK,SAAS,EAAE,CAAC;QAClC,IAAI,CAAC,CAAC,GAAG,MAAM,CAAC,QAAQ,CAAC;IAC3B,CAAC;IACD,OAAO,IAAI,CAAC;AACd,CAAC;AAID,MAAM,UAAU,2BAA2B,CACzC,MAAmD,EACnD,MAAqC;IAErC,MAAM,QAAQ,GAAG,MAAM,EAAE,QAAQ,IAAI,IAAI,CAAC;IAC1C,OAAO;QACL,IAAI,EAAE,OAAO;QACb,MAAM,EAAE,CAAC,qBAAqB,CAAC,MAAM,CAAC,CAAC;QACvC,QAAQ;KACT,CAAC;AACJ,CAAC;AAED,oEAAoE;AACpE,MAAM,UAAU,iCAAiC,CAAC,MAajD;IACC,MAAM,QAAQ,GAAG,MAAM,CAAC,QAAQ,IAAI,IAAI,CAAC;IACzC,MAAM,EAAE,GAAG,qBAAqB,CAAC;QAC/B,UAAU,EAAE,MAAM,CAAC,UAAU;QAC7B,KAAK,EAAE,MAAM,CAAC,UAAU;QACxB,EAAE,EAAE,MAAM,CAAC,EAAE;QACb,UAAU,EAAE,MAAM,CAAC,UAAU;QAC7B,UAAU,EAAE,MAAM,CAAC,UAAU;QAC7B,SAAS,EAAE,MAAM,CAAC,WAAW;QAC7B,QAAQ,EAAE,MAAM,CAAC,QAAQ;QACzB,WAAW,EAAE,MAAM,CAAC,aAAa;QACjC,IAAI,EAAE,IAAI;KACX,CAAC,CAAC;IACH,MAAM,EAAE,GAAG,qBAAqB,CAAC;QAC/B,UAAU,EAAE,MAAM,CAAC,UAAU;QAC7B,KAAK,EAAE,MAAM,CAAC,UAAU;QACxB,EAAE,EAAE,MAAM,CAAC,EAAE;QACb,UAAU,EAAE,MAAM,CAAC,UAAU;QAC7B,UAAU,EAAE,MAAM,CAAC,UAAU;QAC7B,SAAS,EAAE,MAAM,CAAC,WAAW;QAC7B,QAAQ,EAAE,MAAM,CAAC,QAAQ;QACzB,WAAW,EAAE,MAAM,CAAC,aAAa;QACjC,IAAI,EAAE,IAAI;KACX,CAAC,CAAC;IACH,OAAO;QACL,IAAI,EAAE,OAAO;QACb,MAAM,EAAE,CAAC,EAAE,EAAE,EAAE,CAAC;QAChB,QAAQ;KACT,CAAC;AACJ,CAAC"}
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@@ -0,0 +1,23 @@
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1
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+
/**
|
|
2
|
+
* Hyperliquid perp price/size rounding (see HL docs: tick-and-lot-size, python-sdk examples/rounding.py).
|
|
3
|
+
* Perp prices: max 5 significant figures and at most (6 - szDecimals) decimal places.
|
|
4
|
+
*/
|
|
5
|
+
export declare const HL_PERP_MAX_DECIMALS = 6;
|
|
6
|
+
/** Round perp limit/trigger price to exchange-accepted precision for the asset. */
|
|
7
|
+
export declare function roundHyperliquidPerpPrice(px: number, szDecimals: number): number;
|
|
8
|
+
/** Round perp order size to the asset's szDecimals. */
|
|
9
|
+
export declare function roundHyperliquidPerpSize(sz: number, szDecimals: number): number;
|
|
10
|
+
/** Hyperliquid perp minimum order notional (USD). */
|
|
11
|
+
export declare const HL_MIN_ORDER_NOTIONAL_USD = 10;
|
|
12
|
+
/** Order notional in USD: `sz × px` (HL `Ntl`). */
|
|
13
|
+
export declare function perpOrderNotionalUsd(sz: number, px: number): number;
|
|
14
|
+
/** Smallest `sz` (rounded up to lot size) with notional ≥ `minNotionalUsd` at `px`. */
|
|
15
|
+
export declare function minPerpOrderSzForNotional(px: number, szDecimals: number, minNotionalUsd?: number): number;
|
|
16
|
+
export declare function assertMinPerpOrderNotional(params: {
|
|
17
|
+
sz: number;
|
|
18
|
+
px: number;
|
|
19
|
+
szDecimals: number;
|
|
20
|
+
label?: string;
|
|
21
|
+
minNotionalUsd?: number;
|
|
22
|
+
}): void;
|
|
23
|
+
//# sourceMappingURL=rounding.d.ts.map
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@@ -0,0 +1 @@
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|
|
1
|
+
{"version":3,"file":"rounding.d.ts","sourceRoot":"","sources":["../../../src/core/hyperliquid/rounding.ts"],"names":[],"mappings":"AAAA;;;GAGG;AAIH,eAAO,MAAM,oBAAoB,IAAI,CAAC;AAEtC,mFAAmF;AACnF,wBAAgB,yBAAyB,CAAC,EAAE,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,GAAG,MAAM,CAWhF;AAED,uDAAuD;AACvD,wBAAgB,wBAAwB,CAAC,EAAE,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,GAAG,MAAM,CAM/E;AAED,qDAAqD;AACrD,eAAO,MAAM,yBAAyB,KAAK,CAAC;AAE5C,mDAAmD;AACnD,wBAAgB,oBAAoB,CAAC,EAAE,EAAE,MAAM,EAAE,EAAE,EAAE,MAAM,GAAG,MAAM,CAEnE;AAED,uFAAuF;AACvF,wBAAgB,yBAAyB,CACvC,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,MAAM,EAClB,cAAc,SAA4B,GACzC,MAAM,CAOR;AAED,wBAAgB,0BAA0B,CAAC,MAAM,EAAE;IACjD,EAAE,EAAE,MAAM,CAAC;IACX,EAAE,EAAE,MAAM,CAAC;IACX,UAAU,EAAE,MAAM,CAAC;IACnB,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,cAAc,CAAC,EAAE,MAAM,CAAC;CACzB,GAAG,IAAI,CAWP"}
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1
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/**
|
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2
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+
* Hyperliquid perp price/size rounding (see HL docs: tick-and-lot-size, python-sdk examples/rounding.py).
|
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3
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+
* Perp prices: max 5 significant figures and at most (6 - szDecimals) decimal places.
|
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4
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+
*/
|
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5
|
+
import { ConfigError } from "../errors.js";
|
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6
|
+
export const HL_PERP_MAX_DECIMALS = 6;
|
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7
|
+
/** Round perp limit/trigger price to exchange-accepted precision for the asset. */
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8
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+
export function roundHyperliquidPerpPrice(px, szDecimals) {
|
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if (!Number.isFinite(px)) {
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return px;
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}
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+
if (px > 100_000) {
|
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+
return Math.round(px);
|
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+
}
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15
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+
const maxPriceDecimals = HL_PERP_MAX_DECIMALS - szDecimals;
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+
const sig5 = Number.parseFloat(px.toPrecision(5));
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+
const factor = 10 ** maxPriceDecimals;
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+
return Math.round(sig5 * factor) / factor;
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+
}
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+
/** Round perp order size to the asset's szDecimals. */
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+
export function roundHyperliquidPerpSize(sz, szDecimals) {
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+
if (!Number.isFinite(sz)) {
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return sz;
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+
}
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+
const factor = 10 ** szDecimals;
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+
return Math.round(sz * factor) / factor;
|
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27
|
+
}
|
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28
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+
/** Hyperliquid perp minimum order notional (USD). */
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29
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+
export const HL_MIN_ORDER_NOTIONAL_USD = 10;
|
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30
|
+
/** Order notional in USD: `sz × px` (HL `Ntl`). */
|
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31
|
+
export function perpOrderNotionalUsd(sz, px) {
|
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32
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+
return sz * px;
|
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|
+
}
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34
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+
/** Smallest `sz` (rounded up to lot size) with notional ≥ `minNotionalUsd` at `px`. */
|
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35
|
+
export function minPerpOrderSzForNotional(px, szDecimals, minNotionalUsd = HL_MIN_ORDER_NOTIONAL_USD) {
|
|
36
|
+
if (!Number.isFinite(px) || px <= 0) {
|
|
37
|
+
return minNotionalUsd;
|
|
38
|
+
}
|
|
39
|
+
const minRaw = minNotionalUsd / px;
|
|
40
|
+
const factor = 10 ** szDecimals;
|
|
41
|
+
return Math.ceil(minRaw * factor - 1e-12) / factor;
|
|
42
|
+
}
|
|
43
|
+
export function assertMinPerpOrderNotional(params) {
|
|
44
|
+
const min = params.minNotionalUsd ?? HL_MIN_ORDER_NOTIONAL_USD;
|
|
45
|
+
const roundedSz = roundHyperliquidPerpSize(params.sz, params.szDecimals);
|
|
46
|
+
const notional = perpOrderNotionalUsd(roundedSz, params.px);
|
|
47
|
+
if (!Number.isFinite(notional) || notional + 1e-9 < min) {
|
|
48
|
+
const minSz = minPerpOrderSzForNotional(params.px, params.szDecimals, min);
|
|
49
|
+
const prefix = params.label ? `${params.label}: ` : "";
|
|
50
|
+
throw new ConfigError(`${prefix}order notional $${notional.toFixed(2)} below Hyperliquid minimum $${min} (sz ${roundedSz} × px ${params.px}); need sz ≥ ${minSz}.`);
|
|
51
|
+
}
|
|
52
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+
}
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//# sourceMappingURL=rounding.js.map
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@@ -0,0 +1 @@
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1
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+
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@@ -0,0 +1,112 @@
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1
|
+
import { z } from "zod";
|
|
2
|
+
export declare const IsolatedTopUpConfigSchema: z.ZodObject<{
|
|
3
|
+
enabled: z.ZodDefault<z.ZodBoolean>;
|
|
4
|
+
safeDistancePct: z.ZodDefault<z.ZodNumber>;
|
|
5
|
+
safetyFactor: z.ZodDefault<z.ZodNumber>;
|
|
6
|
+
reserveUsd: z.ZodDefault<z.ZodNumber>;
|
|
7
|
+
minTopUpUsd: z.ZodDefault<z.ZodNumber>;
|
|
8
|
+
minPartialUsd: z.ZodDefault<z.ZodNumber>;
|
|
9
|
+
maxSingleTopUpUsd: z.ZodDefault<z.ZodNumber>;
|
|
10
|
+
maxDailyTopUpUsd: z.ZodDefault<z.ZodNumber>;
|
|
11
|
+
cooldownSec: z.ZodDefault<z.ZodNumber>;
|
|
12
|
+
}, "strip", z.ZodTypeAny, {
|
|
13
|
+
enabled: boolean;
|
|
14
|
+
safeDistancePct: number;
|
|
15
|
+
safetyFactor: number;
|
|
16
|
+
reserveUsd: number;
|
|
17
|
+
minTopUpUsd: number;
|
|
18
|
+
minPartialUsd: number;
|
|
19
|
+
maxSingleTopUpUsd: number;
|
|
20
|
+
maxDailyTopUpUsd: number;
|
|
21
|
+
cooldownSec: number;
|
|
22
|
+
}, {
|
|
23
|
+
enabled?: boolean | undefined;
|
|
24
|
+
safeDistancePct?: number | undefined;
|
|
25
|
+
safetyFactor?: number | undefined;
|
|
26
|
+
reserveUsd?: number | undefined;
|
|
27
|
+
minTopUpUsd?: number | undefined;
|
|
28
|
+
minPartialUsd?: number | undefined;
|
|
29
|
+
maxSingleTopUpUsd?: number | undefined;
|
|
30
|
+
maxDailyTopUpUsd?: number | undefined;
|
|
31
|
+
cooldownSec?: number | undefined;
|
|
32
|
+
}>;
|
|
33
|
+
export type IsolatedTopUpConfig = z.infer<typeof IsolatedTopUpConfigSchema>;
|
|
34
|
+
export declare const DEFAULT_ISOLATED_TOP_UP_CONFIG: IsolatedTopUpConfig;
|
|
35
|
+
export type IsolatedTopUpSkipReason = "disabled" | "not_isolated" | "no_position" | "invalid_prices" | "already_safe" | "needed_below_min" | "partial_insufficient" | "add_below_min" | "cooldown" | "daily_cap";
|
|
36
|
+
export type IsolatedTopUpTopUpReason = "full_top_up" | "partial_top_up";
|
|
37
|
+
export type IsolatedTopUpReport = {
|
|
38
|
+
coin: string;
|
|
39
|
+
szi: number;
|
|
40
|
+
markPx: number;
|
|
41
|
+
liquidationPx: number;
|
|
42
|
+
distancePct: number;
|
|
43
|
+
safeDistancePct: number;
|
|
44
|
+
targetLiqPx: number;
|
|
45
|
+
gapPx: number;
|
|
46
|
+
neededUsdRaw: number;
|
|
47
|
+
neededUsd: number;
|
|
48
|
+
safetyFactor: number;
|
|
49
|
+
withdrawable: number;
|
|
50
|
+
reserveUsd: number;
|
|
51
|
+
availableToAdd: number;
|
|
52
|
+
};
|
|
53
|
+
export type IsolatedTopUpPlan = {
|
|
54
|
+
action: "skip";
|
|
55
|
+
reason: IsolatedTopUpSkipReason;
|
|
56
|
+
report: Partial<IsolatedTopUpReport>;
|
|
57
|
+
} | {
|
|
58
|
+
action: "top_up";
|
|
59
|
+
reason: IsolatedTopUpTopUpReason;
|
|
60
|
+
partial: boolean;
|
|
61
|
+
addUsd: number;
|
|
62
|
+
neededUsd: number;
|
|
63
|
+
report: IsolatedTopUpReport;
|
|
64
|
+
};
|
|
65
|
+
export type IsolatedTopUpInput = {
|
|
66
|
+
coin: string;
|
|
67
|
+
szi: number;
|
|
68
|
+
leverageType: "isolated" | "cross";
|
|
69
|
+
markPx: number;
|
|
70
|
+
liquidationPx: number;
|
|
71
|
+
withdrawable: number;
|
|
72
|
+
config?: Partial<IsolatedTopUpConfig>;
|
|
73
|
+
nowMs?: number;
|
|
74
|
+
lastTopUpAtMs?: number;
|
|
75
|
+
dailyTopUpSumUsd?: number;
|
|
76
|
+
};
|
|
77
|
+
export declare function calcSafeDistancePct(params: {
|
|
78
|
+
markPx: number;
|
|
79
|
+
liquidationPx: number;
|
|
80
|
+
}): number;
|
|
81
|
+
export declare function calcTargetLiqPx(params: {
|
|
82
|
+
szi: number;
|
|
83
|
+
markPx: number;
|
|
84
|
+
safeDistancePct: number;
|
|
85
|
+
}): number;
|
|
86
|
+
export declare function calcGapPx(params: {
|
|
87
|
+
szi: number;
|
|
88
|
+
markPx: number;
|
|
89
|
+
liquidationPx: number;
|
|
90
|
+
safeDistancePct: number;
|
|
91
|
+
}): number;
|
|
92
|
+
export declare function calcNeededUsd(params: {
|
|
93
|
+
szi: number;
|
|
94
|
+
markPx: number;
|
|
95
|
+
liquidationPx: number;
|
|
96
|
+
safeDistancePct: number;
|
|
97
|
+
safetyFactor: number;
|
|
98
|
+
}): {
|
|
99
|
+
targetLiqPx: number;
|
|
100
|
+
gapPx: number;
|
|
101
|
+
neededUsdRaw: number;
|
|
102
|
+
neededUsd: number;
|
|
103
|
+
};
|
|
104
|
+
export declare function planIsolatedTopUp(input: IsolatedTopUpInput): IsolatedTopUpPlan;
|
|
105
|
+
/** Hyperliquid `updateIsolatedMargin` ntli uses 6-decimal USDC (positive = add). */
|
|
106
|
+
export declare function usdToIsolatedMarginNtli(addUsd: number): number;
|
|
107
|
+
export declare function buildUpdateIsolatedMarginAction(params: {
|
|
108
|
+
assetIndex: number;
|
|
109
|
+
isBuy: boolean;
|
|
110
|
+
addUsd: number;
|
|
111
|
+
}): Record<string, unknown>;
|
|
112
|
+
//# sourceMappingURL=isolatedTopUp.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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1
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import { z } from "zod";
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2
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export const IsolatedTopUpConfigSchema = z.object({
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enabled: z.boolean().default(false),
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safeDistancePct: z.number().positive().default(8),
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safetyFactor: z.number().positive().default(1.1),
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reserveUsd: z.number().nonnegative().default(100),
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minTopUpUsd: z.number().positive().default(5),
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8
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minPartialUsd: z.number().positive().default(20),
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9
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maxSingleTopUpUsd: z.number().positive().default(5000),
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maxDailyTopUpUsd: z.number().positive().default(20_000),
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cooldownSec: z.number().nonnegative().default(300),
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});
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export const DEFAULT_ISOLATED_TOP_UP_CONFIG = IsolatedTopUpConfigSchema.parse({});
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function floorUsd(x) {
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return Math.floor(x * 100) / 100;
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}
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function mergeConfig(partial) {
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return IsolatedTopUpConfigSchema.parse({ ...DEFAULT_ISOLATED_TOP_UP_CONFIG, ...partial });
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}
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function isFinitePositive(x) {
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return Number.isFinite(x) && x > 0;
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}
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export function calcSafeDistancePct(params) {
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const { markPx, liquidationPx } = params;
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if (!isFinitePositive(markPx) || !isFinitePositive(liquidationPx)) {
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return NaN;
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}
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return (Math.abs(markPx - liquidationPx) / markPx) * 100;
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}
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30
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export function calcTargetLiqPx(params) {
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const { szi, markPx, safeDistancePct } = params;
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32
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+
const pct = safeDistancePct / 100;
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|
33
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+
if (szi > 0) {
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34
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return markPx * (1 - pct);
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35
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+
}
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36
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+
if (szi < 0) {
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37
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+
return markPx * (1 + pct);
|
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38
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+
}
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39
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+
return NaN;
|
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40
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+
}
|
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41
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+
export function calcGapPx(params) {
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42
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+
const targetLiqPx = calcTargetLiqPx(params);
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43
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+
if (!Number.isFinite(targetLiqPx)) {
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44
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+
return 0;
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45
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+
}
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46
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+
if (params.szi > 0) {
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47
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+
return Math.max(0, params.liquidationPx - targetLiqPx);
|
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48
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+
}
|
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49
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+
if (params.szi < 0) {
|
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50
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+
return Math.max(0, targetLiqPx - params.liquidationPx);
|
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51
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+
}
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52
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+
return 0;
|
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53
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+
}
|
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54
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+
export function calcNeededUsd(params) {
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55
|
+
const targetLiqPx = calcTargetLiqPx({
|
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56
|
+
szi: params.szi,
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57
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+
markPx: params.markPx,
|
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58
|
+
safeDistancePct: params.safeDistancePct,
|
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59
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+
});
|
|
60
|
+
const gapPx = calcGapPx({
|
|
61
|
+
szi: params.szi,
|
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62
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+
markPx: params.markPx,
|
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63
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+
liquidationPx: params.liquidationPx,
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64
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+
safeDistancePct: params.safeDistancePct,
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65
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+
});
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66
|
+
const neededUsdRaw = gapPx * Math.abs(params.szi);
|
|
67
|
+
const neededUsd = floorUsd(neededUsdRaw * params.safetyFactor);
|
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68
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+
return { targetLiqPx, gapPx, neededUsdRaw, neededUsd };
|
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69
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+
}
|
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70
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+
function baseReport(input, cfg, extra = {}) {
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71
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+
return {
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72
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+
coin: input.coin,
|
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73
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+
szi: input.szi,
|
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74
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+
markPx: input.markPx,
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75
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+
liquidationPx: input.liquidationPx,
|
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76
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+
safeDistancePct: cfg.safeDistancePct,
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77
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safetyFactor: cfg.safetyFactor,
|
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78
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+
withdrawable: input.withdrawable,
|
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79
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+
reserveUsd: cfg.reserveUsd,
|
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80
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+
...extra,
|
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81
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+
};
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82
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+
}
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83
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+
export function planIsolatedTopUp(input) {
|
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84
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+
const cfg = mergeConfig(input.config);
|
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85
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+
if (!cfg.enabled) {
|
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86
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+
return { action: "skip", reason: "disabled", report: baseReport(input, cfg) };
|
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87
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+
}
|
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88
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+
if (input.leverageType !== "isolated") {
|
|
89
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+
return { action: "skip", reason: "not_isolated", report: baseReport(input, cfg) };
|
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90
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+
}
|
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91
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+
if (input.szi === 0 || !Number.isFinite(input.szi)) {
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92
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+
return { action: "skip", reason: "no_position", report: baseReport(input, cfg) };
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93
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+
}
|
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94
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+
if (!isFinitePositive(input.markPx) ||
|
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95
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+
!isFinitePositive(input.liquidationPx) ||
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96
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+
!Number.isFinite(input.withdrawable) ||
|
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97
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+
input.withdrawable < 0) {
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98
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+
return { action: "skip", reason: "invalid_prices", report: baseReport(input, cfg) };
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99
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+
}
|
|
100
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+
const nowMs = input.nowMs ?? Date.now();
|
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101
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+
if (input.lastTopUpAtMs !== undefined &&
|
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102
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+
cfg.cooldownSec > 0 &&
|
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103
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+
nowMs - input.lastTopUpAtMs < cfg.cooldownSec * 1000) {
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104
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+
return { action: "skip", reason: "cooldown", report: baseReport(input, cfg) };
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105
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+
}
|
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106
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+
const distancePct = calcSafeDistancePct({
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107
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+
markPx: input.markPx,
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108
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+
liquidationPx: input.liquidationPx,
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109
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+
});
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110
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+
if (distancePct >= cfg.safeDistancePct) {
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111
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+
return {
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112
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+
action: "skip",
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113
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+
reason: "already_safe",
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114
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+
report: baseReport(input, cfg, { distancePct }),
|
|
115
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+
};
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|
116
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+
}
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117
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+
const needed = calcNeededUsd({
|
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118
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+
szi: input.szi,
|
|
119
|
+
markPx: input.markPx,
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120
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+
liquidationPx: input.liquidationPx,
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121
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+
safeDistancePct: cfg.safeDistancePct,
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122
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+
safetyFactor: cfg.safetyFactor,
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123
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+
});
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124
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+
const reportPartial = {
|
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125
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+
distancePct,
|
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126
|
+
targetLiqPx: needed.targetLiqPx,
|
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127
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+
gapPx: needed.gapPx,
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128
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+
neededUsdRaw: needed.neededUsdRaw,
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129
|
+
neededUsd: needed.neededUsd,
|
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130
|
+
availableToAdd: Math.max(0, input.withdrawable - cfg.reserveUsd),
|
|
131
|
+
};
|
|
132
|
+
if (needed.neededUsd < cfg.minTopUpUsd) {
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133
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+
return {
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134
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+
action: "skip",
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135
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+
reason: "needed_below_min",
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136
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+
report: baseReport(input, cfg, reportPartial),
|
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137
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+
};
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|
138
|
+
}
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139
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+
const availableToAdd = Math.max(0, input.withdrawable - cfg.reserveUsd);
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|
140
|
+
reportPartial.availableToAdd = availableToAdd;
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141
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+
const dailySum = input.dailyTopUpSumUsd ?? 0;
|
|
142
|
+
const dailyRemaining = Math.max(0, cfg.maxDailyTopUpUsd - dailySum);
|
|
143
|
+
if (dailyRemaining < cfg.minTopUpUsd) {
|
|
144
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+
return {
|
|
145
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+
action: "skip",
|
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146
|
+
reason: "daily_cap",
|
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147
|
+
report: baseReport(input, cfg, reportPartial),
|
|
148
|
+
};
|
|
149
|
+
}
|
|
150
|
+
if (needed.neededUsd > availableToAdd) {
|
|
151
|
+
if (availableToAdd < cfg.minPartialUsd) {
|
|
152
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+
return {
|
|
153
|
+
action: "skip",
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154
|
+
reason: "partial_insufficient",
|
|
155
|
+
report: baseReport(input, cfg, reportPartial),
|
|
156
|
+
};
|
|
157
|
+
}
|
|
158
|
+
}
|
|
159
|
+
let addUsd = Math.min(needed.neededUsd, availableToAdd, cfg.maxSingleTopUpUsd, dailyRemaining);
|
|
160
|
+
addUsd = floorUsd(addUsd);
|
|
161
|
+
if (addUsd < cfg.minTopUpUsd) {
|
|
162
|
+
return {
|
|
163
|
+
action: "skip",
|
|
164
|
+
reason: "add_below_min",
|
|
165
|
+
report: baseReport(input, cfg, reportPartial),
|
|
166
|
+
};
|
|
167
|
+
}
|
|
168
|
+
const partial = addUsd < needed.neededUsd;
|
|
169
|
+
const report = {
|
|
170
|
+
coin: input.coin,
|
|
171
|
+
szi: input.szi,
|
|
172
|
+
markPx: input.markPx,
|
|
173
|
+
liquidationPx: input.liquidationPx,
|
|
174
|
+
distancePct,
|
|
175
|
+
safeDistancePct: cfg.safeDistancePct,
|
|
176
|
+
targetLiqPx: needed.targetLiqPx,
|
|
177
|
+
gapPx: needed.gapPx,
|
|
178
|
+
neededUsdRaw: needed.neededUsdRaw,
|
|
179
|
+
neededUsd: needed.neededUsd,
|
|
180
|
+
safetyFactor: cfg.safetyFactor,
|
|
181
|
+
withdrawable: input.withdrawable,
|
|
182
|
+
reserveUsd: cfg.reserveUsd,
|
|
183
|
+
availableToAdd,
|
|
184
|
+
};
|
|
185
|
+
return {
|
|
186
|
+
action: "top_up",
|
|
187
|
+
reason: partial ? "partial_top_up" : "full_top_up",
|
|
188
|
+
partial,
|
|
189
|
+
addUsd,
|
|
190
|
+
neededUsd: needed.neededUsd,
|
|
191
|
+
report,
|
|
192
|
+
};
|
|
193
|
+
}
|
|
194
|
+
/** Hyperliquid `updateIsolatedMargin` ntli uses 6-decimal USDC (positive = add). */
|
|
195
|
+
export function usdToIsolatedMarginNtli(addUsd) {
|
|
196
|
+
if (!Number.isFinite(addUsd) || addUsd <= 0) {
|
|
197
|
+
throw new Error(`usdToIsolatedMarginNtli: invalid addUsd (${addUsd})`);
|
|
198
|
+
}
|
|
199
|
+
return Math.floor(addUsd * 1_000_000);
|
|
200
|
+
}
|
|
201
|
+
export function buildUpdateIsolatedMarginAction(params) {
|
|
202
|
+
return {
|
|
203
|
+
type: "updateIsolatedMargin",
|
|
204
|
+
asset: params.assetIndex,
|
|
205
|
+
isBuy: params.isBuy,
|
|
206
|
+
ntli: usdToIsolatedMarginNtli(params.addUsd),
|
|
207
|
+
};
|
|
208
|
+
}
|
|
209
|
+
//# sourceMappingURL=isolatedTopUp.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"isolatedTopUp.js","sourceRoot":"","sources":["../../../src/core/risk/isolatedTopUp.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,CAAC,EAAE,MAAM,KAAK,CAAC;AAExB,MAAM,CAAC,MAAM,yBAAyB,GAAG,CAAC,CAAC,MAAM,CAAC;IAChD,OAAO,EAAE,CAAC,CAAC,OAAO,EAAE,CAAC,OAAO,CAAC,KAAK,CAAC;IACnC,eAAe,EAAE,CAAC,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE,CAAC,OAAO,CAAC,CAAC,CAAC;IACjD,YAAY,EAAE,CAAC,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE,CAAC,OAAO,CAAC,GAAG,CAAC;IAChD,UAAU,EAAE,CAAC,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC,OAAO,CAAC,GAAG,CAAC;IACjD,WAAW,EAAE,CAAC,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE,CAAC,OAAO,CAAC,CAAC,CAAC;IAC7C,aAAa,EAAE,CAAC,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE,CAAC,OAAO,CAAC,EAAE,CAAC;IAChD,iBAAiB,EAAE,CAAC,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC;IACtD,gBAAgB,EAAE,CAAC,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE,CAAC,OAAO,CAAC,MAAM,CAAC;IACvD,WAAW,EAAE,CAAC,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC,OAAO,CAAC,GAAG,CAAC;CACnD,CAAC,CAAC;AAIH,MAAM,CAAC,MAAM,8BAA8B,GACzC,yBAAyB,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;AA6DtC,SAAS,QAAQ,CAAC,CAAS;IACzB,OAAO,IAAI,CAAC,KAAK,CAAC,CAAC,GAAG,GAAG,CAAC,GAAG,GAAG,CAAC;AACnC,CAAC;AAED,SAAS,WAAW,CAAC,OAAsC;IACzD,OAAO,yBAAyB,CAAC,KAAK,CAAC,EAAE,GAAG,8BAA8B,EAAE,GAAG,OAAO,EAAE,CAAC,CAAC;AAC5F,CAAC;AAED,SAAS,gBAAgB,CAAC,CAAS;IACjC,OAAO,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;AACrC,CAAC;AAED,MAAM,UAAU,mBAAmB,CAAC,MAAiD;IACnF,MAAM,EAAE,MAAM,EAAE,aAAa,EAAE,GAAG,MAAM,CAAC;IACzC,IAAI,CAAC,gBAAgB,CAAC,MAAM,CAAC,IAAI,CAAC,gBAAgB,CAAC,aAAa,CAAC,EAAE,CAAC;QAClE,OAAO,GAAG,CAAC;IACb,CAAC;IACD,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,MAAM,GAAG,aAAa,CAAC,GAAG,MAAM,CAAC,GAAG,GAAG,CAAC;AAC3D,CAAC;AAED,MAAM,UAAU,eAAe,CAAC,MAI/B;IACC,MAAM,EAAE,GAAG,EAAE,MAAM,EAAE,eAAe,EAAE,GAAG,MAAM,CAAC;IAChD,MAAM,GAAG,GAAG,eAAe,GAAG,GAAG,CAAC;IAClC,IAAI,GAAG,GAAG,CAAC,EAAE,CAAC;QACZ,OAAO,MAAM,GAAG,CAAC,CAAC,GAAG,GAAG,CAAC,CAAC;IAC5B,CAAC;IACD,IAAI,GAAG,GAAG,CAAC,EAAE,CAAC;QACZ,OAAO,MAAM,GAAG,CAAC,CAAC,GAAG,GAAG,CAAC,CAAC;IAC5B,CAAC;IACD,OAAO,GAAG,CAAC;AACb,CAAC;AAED,MAAM,UAAU,SAAS,CAAC,MAKzB;IACC,MAAM,WAAW,GAAG,eAAe,CAAC,MAAM,CAAC,CAAC;IAC5C,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,WAAW,CAAC,EAAE,CAAC;QAClC,OAAO,CAAC,CAAC;IACX,CAAC;IACD,IAAI,MAAM,CAAC,GAAG,GAAG,CAAC,EAAE,CAAC;QACnB,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,MAAM,CAAC,aAAa,GAAG,WAAW,CAAC,CAAC;IACzD,CAAC;IACD,IAAI,MAAM,CAAC,GAAG,GAAG,CAAC,EAAE,CAAC;QACnB,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,WAAW,GAAG,MAAM,CAAC,aAAa,CAAC,CAAC;IACzD,CAAC;IACD,OAAO,CAAC,CAAC;AACX,CAAC;AAED,MAAM,UAAU,aAAa,CAAC,MAM7B;IAMC,MAAM,WAAW,GAAG,eAAe,CAAC;QAClC,GAAG,EAAE,MAAM,CAAC,GAAG;QACf,MAAM,EAAE,MAAM,CAAC,MAAM;QACrB,eAAe,EAAE,MAAM,CAAC,eAAe;KACxC,CAAC,CAAC;IACH,MAAM,KAAK,GAAG,SAAS,CAAC;QACtB,GAAG,EAAE,MAAM,CAAC,GAAG;QACf,MAAM,EAAE,MAAM,CAAC,MAAM;QACrB,aAAa,EAAE,MAAM,CAAC,aAAa;QACnC,eAAe,EAAE,MAAM,CAAC,eAAe;KACxC,CAAC,CAAC;IACH,MAAM,YAAY,GAAG,KAAK,GAAG,IAAI,CAAC,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IAClD,MAAM,SAAS,GAAG,QAAQ,CAAC,YAAY,GAAG,MAAM,CAAC,YAAY,CAAC,CAAC;IAC/D,OAAO,EAAE,WAAW,EAAE,KAAK,EAAE,YAAY,EAAE,SAAS,EAAE,CAAC;AACzD,CAAC;AAED,SAAS,UAAU,CACjB,KAAyB,EACzB,GAAwB,EACxB,QAAsC,EAAE;IAExC,OAAO;QACL,IAAI,EAAE,KAAK,CAAC,IAAI;QAChB,GAAG,EAAE,KAAK,CAAC,GAAG;QACd,MAAM,EAAE,KAAK,CAAC,MAAM;QACpB,aAAa,EAAE,KAAK,CAAC,aAAa;QAClC,eAAe,EAAE,GAAG,CAAC,eAAe;QACpC,YAAY,EAAE,GAAG,CAAC,YAAY;QAC9B,YAAY,EAAE,KAAK,CAAC,YAAY;QAChC,UAAU,EAAE,GAAG,CAAC,UAAU;QAC1B,GAAG,KAAK;KACT,CAAC;AACJ,CAAC;AAED,MAAM,UAAU,iBAAiB,CAAC,KAAyB;IACzD,MAAM,GAAG,GAAG,WAAW,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;IAEtC,IAAI,CAAC,GAAG,CAAC,OAAO,EAAE,CAAC;QACjB,OAAO,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,EAAE,UAAU,CAAC,KAAK,EAAE,GAAG,CAAC,EAAE,CAAC;IAChF,CAAC;IAED,IAAI,KAAK,CAAC,YAAY,KAAK,UAAU,EAAE,CAAC;QACtC,OAAO,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,cAAc,EAAE,MAAM,EAAE,UAAU,CAAC,KAAK,EAAE,GAAG,CAAC,EAAE,CAAC;IACpF,CAAC;IAED,IAAI,KAAK,CAAC,GAAG,KAAK,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,EAAE,CAAC;QACnD,OAAO,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,aAAa,EAAE,MAAM,EAAE,UAAU,CAAC,KAAK,EAAE,GAAG,CAAC,EAAE,CAAC;IACnF,CAAC;IAED,IACE,CAAC,gBAAgB,CAAC,KAAK,CAAC,MAAM,CAAC;QAC/B,CAAC,gBAAgB,CAAC,KAAK,CAAC,aAAa,CAAC;QACtC,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,YAAY,CAAC;QACpC,KAAK,CAAC,YAAY,GAAG,CAAC,EACtB,CAAC;QACD,OAAO,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,gBAAgB,EAAE,MAAM,EAAE,UAAU,CAAC,KAAK,EAAE,GAAG,CAAC,EAAE,CAAC;IACtF,CAAC;IAED,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK,IAAI,IAAI,CAAC,GAAG,EAAE,CAAC;IACxC,IACE,KAAK,CAAC,aAAa,KAAK,SAAS;QACjC,GAAG,CAAC,WAAW,GAAG,CAAC;QACnB,KAAK,GAAG,KAAK,CAAC,aAAa,GAAG,GAAG,CAAC,WAAW,GAAG,IAAI,EACpD,CAAC;QACD,OAAO,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,EAAE,UAAU,CAAC,KAAK,EAAE,GAAG,CAAC,EAAE,CAAC;IAChF,CAAC;IAED,MAAM,WAAW,GAAG,mBAAmB,CAAC;QACtC,MAAM,EAAE,KAAK,CAAC,MAAM;QACpB,aAAa,EAAE,KAAK,CAAC,aAAa;KACnC,CAAC,CAAC;IAEH,IAAI,WAAW,IAAI,GAAG,CAAC,eAAe,EAAE,CAAC;QACvC,OAAO;YACL,MAAM,EAAE,MAAM;YACd,MAAM,EAAE,cAAc;YACtB,MAAM,EAAE,UAAU,CAAC,KAAK,EAAE,GAAG,EAAE,EAAE,WAAW,EAAE,CAAC;SAChD,CAAC;IACJ,CAAC;IAED,MAAM,MAAM,GAAG,aAAa,CAAC;QAC3B,GAAG,EAAE,KAAK,CAAC,GAAG;QACd,MAAM,EAAE,KAAK,CAAC,MAAM;QACpB,aAAa,EAAE,KAAK,CAAC,aAAa;QAClC,eAAe,EAAE,GAAG,CAAC,eAAe;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|
|
@@ -0,0 +1,7 @@
|
|
|
1
|
+
import type { StateEventRow } from "../state/types.js";
|
|
2
|
+
export declare const RISK_STATE_INTENT_ID = "_risk";
|
|
3
|
+
export declare function summarizeIsolatedTopUpHistory(events: StateEventRow[], coin: string, nowMs: number): {
|
|
4
|
+
lastTopUpAtMs?: number;
|
|
5
|
+
dailyTopUpSumUsd: number;
|
|
6
|
+
};
|
|
7
|
+
//# sourceMappingURL=isolatedTopUpHistory.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"isolatedTopUpHistory.d.ts","sourceRoot":"","sources":["../../../src/core/risk/isolatedTopUpHistory.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,mBAAmB,CAAC;AAEvD,eAAO,MAAM,oBAAoB,UAAU,CAAC;AAE5C,wBAAgB,6BAA6B,CAC3C,MAAM,EAAE,aAAa,EAAE,EACvB,IAAI,EAAE,MAAM,EACZ,KAAK,EAAE,MAAM,GACZ;IAAE,aAAa,CAAC,EAAE,MAAM,CAAC;IAAC,gBAAgB,EAAE,MAAM,CAAA;CAAE,CAyBtD"}
|
|
@@ -0,0 +1,26 @@
|
|
|
1
|
+
export const RISK_STATE_INTENT_ID = "_risk";
|
|
2
|
+
export function summarizeIsolatedTopUpHistory(events, coin, nowMs) {
|
|
3
|
+
const dayStart = nowMs - 24 * 60 * 60 * 1000;
|
|
4
|
+
let lastTopUpAtMs;
|
|
5
|
+
let dailyTopUpSumUsd = 0;
|
|
6
|
+
for (const ev of events) {
|
|
7
|
+
if (ev.type !== "isolated_margin_top_up_executed") {
|
|
8
|
+
continue;
|
|
9
|
+
}
|
|
10
|
+
const evCoin = ev.data?.coin;
|
|
11
|
+
if (evCoin !== coin) {
|
|
12
|
+
continue;
|
|
13
|
+
}
|
|
14
|
+
if (lastTopUpAtMs === undefined || ev.t > lastTopUpAtMs) {
|
|
15
|
+
lastTopUpAtMs = ev.t;
|
|
16
|
+
}
|
|
17
|
+
if (ev.t >= dayStart) {
|
|
18
|
+
const addUsd = ev.data?.addUsd;
|
|
19
|
+
if (typeof addUsd === "number" && Number.isFinite(addUsd)) {
|
|
20
|
+
dailyTopUpSumUsd += addUsd;
|
|
21
|
+
}
|
|
22
|
+
}
|
|
23
|
+
}
|
|
24
|
+
return { lastTopUpAtMs, dailyTopUpSumUsd };
|
|
25
|
+
}
|
|
26
|
+
//# sourceMappingURL=isolatedTopUpHistory.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"isolatedTopUpHistory.js","sourceRoot":"","sources":["../../../src/core/risk/isolatedTopUpHistory.ts"],"names":[],"mappings":"AAEA,MAAM,CAAC,MAAM,oBAAoB,GAAG,OAAO,CAAC;AAE5C,MAAM,UAAU,6BAA6B,CAC3C,MAAuB,EACvB,IAAY,EACZ,KAAa;IAEb,MAAM,QAAQ,GAAG,KAAK,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,IAAI,CAAC;IAC7C,IAAI,aAAiC,CAAC;IACtC,IAAI,gBAAgB,GAAG,CAAC,CAAC;IAEzB,KAAK,MAAM,EAAE,IAAI,MAAM,EAAE,CAAC;QACxB,IAAI,EAAE,CAAC,IAAI,KAAK,iCAAiC,EAAE,CAAC;YAClD,SAAS;QACX,CAAC;QACD,MAAM,MAAM,GAAG,EAAE,CAAC,IAAI,EAAE,IAAI,CAAC;QAC7B,IAAI,MAAM,KAAK,IAAI,EAAE,CAAC;YACpB,SAAS;QACX,CAAC;QACD,IAAI,aAAa,KAAK,SAAS,IAAI,EAAE,CAAC,CAAC,GAAG,aAAa,EAAE,CAAC;YACxD,aAAa,GAAG,EAAE,CAAC,CAAC,CAAC;QACvB,CAAC;QACD,IAAI,EAAE,CAAC,CAAC,IAAI,QAAQ,EAAE,CAAC;YACrB,MAAM,MAAM,GAAG,EAAE,CAAC,IAAI,EAAE,MAAM,CAAC;YAC/B,IAAI,OAAO,MAAM,KAAK,QAAQ,IAAI,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,EAAE,CAAC;gBAC1D,gBAAgB,IAAI,MAAM,CAAC;YAC7B,CAAC;QACH,CAAC;IACH,CAAC;IAED,OAAO,EAAE,aAAa,EAAE,gBAAgB,EAAE,CAAC;AAC7C,CAAC"}
|