openbroker 1.7.1 → 1.8.0

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Files changed (9) hide show
  1. package/dist/core/client.d.ts +29 -0
  2. package/dist/core/client.d.ts.map +1 -1
  3. package/dist/core/client.js +99 -65
  4. package/dist/core/ws.d.ts +65 -0
  5. package/dist/core/ws.d.ts.map +1 -1
  6. package/dist/core/ws.js +36 -0
  7. package/package.json +1 -1
  8. package/scripts/core/client.ts +114 -69
  9. package/scripts/core/ws.ts +84 -0
package/dist/core/client.d.ts CHANGED
@@ -536,6 +536,35 @@ export declare class HyperliquidClient {
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  * the global index in assetMap (which is keyed by the prefixed name).
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  */
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  private stampAssetId;
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+ /**
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+ * Merge per-dex clearinghouse states into ONE canonical `ClearinghouseState`: coins canonicalized to
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+ * the prefixed `{dex}:{coin}` form + `assetId` stamped, and margin either aggregated across dexes
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+ * (standard accounts) or derived from USDC spot equity (unified accounts). This is the single source
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+ * of merge truth shared by the REST `getUserStateAll` and the WS `userStateAllFromWs` paths, so both
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+ * return byte-identical shapes. `perDex` may arrive in any order; the native dex (dexName '' / null)
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+ * is found and used as the margin base. Does not mutate the input summaries (clones the base).
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+ */
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+ private mergeUserStateAll;
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+ /**
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+ * Reconstruct the canonical merged `ClearinghouseState` from a WS `allDexsClearinghouseState` event
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+ * (and, for unified accounts, a WS `spotState` balances list) — the zero-REST equivalent of
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+ * `getUserStateAll()`. Requires the asset maps to be warmed (a `getMetaAndAssetCtxs()` at startup
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+ * does this); falls back to bare coins for any asset not yet in the map (still canonicalized by dex).
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+ */
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+ userStateAllFromWs(clearinghouseStates: ReadonlyArray<[string, ClearinghouseState & {
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+ withdrawable?: string;
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+ }]>, unified: boolean, spotBalances?: {
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+ balances: Array<{
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+ coin: string;
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+ total: string;
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+ hold: string;
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+ }>;
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+ }): ClearinghouseState;
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+ /**
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+ * Get user state across all dexes (main + HIP-3) over REST.
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+ * For unified accounts: equity comes from spotClearinghouseState (single USDC balance).
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+ * For standard accounts: aggregates margin summaries from each dex.
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+ */
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  getUserStateAll(user?: string): Promise<ClearinghouseState>;
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  getOpenOrders(user?: string): Promise<OpenOrder[]>;
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  /**
package/dist/core/client.d.ts.map CHANGED
@@ -1 +1 @@
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- 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package/dist/core/client.js CHANGED
@@ -1410,99 +1410,133 @@ export class HyperliquidClient {
1410
1410
  if (idx !== undefined)
1411
1411
  position.assetId = idx;
1412
1412
  }
1413
+ /**
1414
+ * Merge per-dex clearinghouse states into ONE canonical `ClearinghouseState`: coins canonicalized to
1415
+ * the prefixed `{dex}:{coin}` form + `assetId` stamped, and margin either aggregated across dexes
1416
+ * (standard accounts) or derived from USDC spot equity (unified accounts). This is the single source
1417
+ * of merge truth shared by the REST `getUserStateAll` and the WS `userStateAllFromWs` paths, so both
1418
+ * return byte-identical shapes. `perDex` may arrive in any order; the native dex (dexName '' / null)
1419
+ * is found and used as the margin base. Does not mutate the input summaries (clones the base).
1420
+ */
1421
+ mergeUserStateAll(perDex, unified, spotBalances) {
1422
+ const emptySummary = () => ({
1423
+ accountValue: '0', totalNtlPos: '0', totalRawUsd: '0', totalMarginUsed: '0', withdrawable: '0',
1424
+ });
1425
+ const base = perDex.find((d) => !d.dexName) ?? perDex[0];
1426
+ const result = {
1427
+ assetPositions: [],
1428
+ marginSummary: { ...(base?.state.marginSummary ?? emptySummary()) },
1429
+ crossMarginSummary: { ...(base?.state.crossMarginSummary ?? emptySummary()) },
1430
+ crossMaintenanceMarginUsed: base?.state.crossMaintenanceMarginUsed ?? '0',
1431
+ };
1432
+ const safeAdd = (a, b) => String((parseFloat(a ?? '0') || 0) + (parseFloat(b ?? '0') || 0));
1433
+ const addToSummary = (summary, m) => {
1434
+ summary.accountValue = safeAdd(summary.accountValue, m.accountValue);
1435
+ summary.totalNtlPos = safeAdd(summary.totalNtlPos, m.totalNtlPos);
1436
+ summary.totalRawUsd = safeAdd(summary.totalRawUsd, m.totalRawUsd);
1437
+ summary.totalMarginUsed = safeAdd(summary.totalMarginUsed, m.totalMarginUsed);
1438
+ summary.withdrawable = safeAdd(summary.withdrawable, m.withdrawable);
1439
+ };
1440
+ for (const { dexName, state } of perDex) {
1441
+ for (const ap of state.assetPositions ?? []) {
1442
+ // Native coins are bare/canonical (dexName falsy → no prefix); HIP-3 coins get prefixed.
1443
+ // stampAssetId is idempotent (guards on an existing ':') so re-merging a cached WS event is safe.
1444
+ this.stampAssetId(ap.position, dexName ?? undefined);
1445
+ result.assetPositions.push(ap);
1446
+ }
1447
+ // Standard accounts: aggregate each NON-base (HIP-3) dex's margin onto the base.
1448
+ if (!unified && dexName && state.marginSummary) {
1449
+ addToSummary(result.marginSummary, state.marginSummary);
1450
+ addToSummary(result.crossMarginSummary, state.marginSummary);
1451
+ }
1452
+ }
1453
+ // Unified accounts: equity is the USDC spot balance, margin/notional summed from the positions.
1454
+ if (unified && spotBalances) {
1455
+ const usdc = (spotBalances.balances ?? []).find((b) => b.coin?.toUpperCase() === 'USDC');
1456
+ if (usdc) {
1457
+ const totalUsdc = usdc.total;
1458
+ const withdrawable = String(parseFloat(totalUsdc) - parseFloat(usdc.hold));
1459
+ let totalMarginUsed = 0;
1460
+ let totalNtlPos = 0;
1461
+ for (const ap of result.assetPositions) {
1462
+ const pos = ap.position;
1463
+ if (parseFloat(pos.szi) === 0)
1464
+ continue;
1465
+ totalMarginUsed += parseFloat(pos.marginUsed);
1466
+ totalNtlPos += Math.abs(parseFloat(pos.positionValue));
1467
+ }
1468
+ const summary = {
1469
+ accountValue: totalUsdc,
1470
+ totalNtlPos: String(totalNtlPos),
1471
+ totalRawUsd: totalUsdc,
1472
+ totalMarginUsed: String(totalMarginUsed),
1473
+ withdrawable,
1474
+ };
1475
+ result.marginSummary = summary;
1476
+ result.crossMarginSummary = { ...summary };
1477
+ }
1478
+ }
1479
+ return result;
1480
+ }
1481
+ /**
1482
+ * Reconstruct the canonical merged `ClearinghouseState` from a WS `allDexsClearinghouseState` event
1483
+ * (and, for unified accounts, a WS `spotState` balances list) — the zero-REST equivalent of
1484
+ * `getUserStateAll()`. Requires the asset maps to be warmed (a `getMetaAndAssetCtxs()` at startup
1485
+ * does this); falls back to bare coins for any asset not yet in the map (still canonicalized by dex).
1486
+ */
1487
+ userStateAllFromWs(clearinghouseStates, unified, spotBalances) {
1488
+ const perDex = clearinghouseStates.map(([dexName, raw]) => {
1489
+ // The WS state has `withdrawable` at the top level; fold it into marginSummary (the shape REST
1490
+ // getUserState returns and the merge / collateral gate read). Clone so the cached event is untouched.
1491
+ const w = raw.withdrawable;
1492
+ const state = {
1493
+ ...raw,
1494
+ marginSummary: raw.marginSummary && w != null ? { ...raw.marginSummary, withdrawable: w } : raw.marginSummary,
1495
+ crossMarginSummary: raw.crossMarginSummary && w != null ? { ...raw.crossMarginSummary, withdrawable: w } : raw.crossMarginSummary,
1496
+ };
1497
+ return { dexName: dexName || null, state };
1498
+ });
1499
+ return this.mergeUserStateAll(perDex, unified, spotBalances);
1500
+ }
1501
+ /**
1502
+ * Get user state across all dexes (main + HIP-3) over REST.
1503
+ * For unified accounts: equity comes from spotClearinghouseState (single USDC balance).
1504
+ * For standard accounts: aggregates margin summaries from each dex.
1505
+ */
1413
1506
  async getUserStateAll(user) {
1414
1507
  await this.getMetaAndAssetCtxs(); // Ensure HIP-3 dex list is loaded
1415
1508
  const unified = await this.isUnifiedAccount(user);
1416
1509
  const mainState = await this.getUserState(user);
1417
- // Stamp native positions (dexIdx 0; coins are already bare/canonical).
1418
- for (const ap of mainState.assetPositions ?? [])
1419
- this.stampAssetId(ap.position);
1420
1510
  // Collect positions from all HIP-3 dexes (in parallel; testnet: only loaded dexes)
1421
1511
  const validDexs = await this.getIterableHip3Dexs();
1422
1512
  const dexResults = await this.batchSettled(validDexs.map((dex) => async () => {
1423
1513
  const dexState = await this.getUserState(user, dex.name);
1424
1514
  return { dex, dexState };
1425
1515
  }));
1516
+ const perDex = [{ dexName: '', state: mainState }];
1426
1517
  let hip3Errors = 0;
1427
- const safeAdd = (a, b) => {
1428
- const va = parseFloat(a ?? '0') || 0;
1429
- const vb = parseFloat(b ?? '0') || 0;
1430
- return String(va + vb);
1431
- };
1432
1518
  for (const result of dexResults) {
1433
1519
  if (result.status === 'rejected') {
1434
1520
  hip3Errors++;
1435
1521
  this.log(`Failed to fetch state for HIP-3 dex:`, result.reason instanceof Error ? result.reason.message : String(result.reason));
1436
1522
  continue;
1437
1523
  }
1438
- const { dex, dexState } = result.value;
1439
- if (dexState.assetPositions?.length > 0) {
1440
- // Canonicalize + stamp asset index using the dex we fetched under.
1441
- for (const ap of dexState.assetPositions)
1442
- this.stampAssetId(ap.position, dex.name);
1443
- mainState.assetPositions.push(...dexState.assetPositions);
1444
- }
1445
- // For standard accounts, aggregate margin from each dex
1446
- if (!unified) {
1447
- const dexMargin = dexState.marginSummary;
1448
- if (dexMargin) {
1449
- const addToSummary = (summary) => {
1450
- summary.accountValue = safeAdd(summary.accountValue, dexMargin.accountValue);
1451
- summary.totalNtlPos = safeAdd(summary.totalNtlPos, dexMargin.totalNtlPos);
1452
- summary.totalRawUsd = safeAdd(summary.totalRawUsd, dexMargin.totalRawUsd);
1453
- summary.totalMarginUsed = safeAdd(summary.totalMarginUsed, dexMargin.totalMarginUsed);
1454
- summary.withdrawable = safeAdd(summary.withdrawable, dexMargin.withdrawable);
1455
- };
1456
- addToSummary(mainState.marginSummary);
1457
- addToSummary(mainState.crossMarginSummary);
1458
- }
1459
- }
1524
+ perDex.push({ dexName: result.value.dex.name, state: result.value.dexState });
1460
1525
  }
1461
1526
  if (hip3Errors > 0) {
1462
1527
  this.log(`Warning: ${hip3Errors} HIP-3 dex queries failed — some positions may be missing. Use --verbose for details.`);
1463
1528
  }
1464
- // For unified accounts: equity is the USDC balance from spot clearinghouse
1529
+ let spotBalances;
1465
1530
  if (unified) {
1466
1531
  try {
1467
- const spotState = await this.getSpotBalances(user);
1468
- this.log('Unified spot balances:', JSON.stringify(spotState));
1469
- // Find USDC balance (case-insensitive, handles variations)
1470
- const balances = spotState?.balances ?? [];
1471
- const usdcBalance = balances.find(b => b.coin?.toUpperCase() === 'USDC');
1472
- if (usdcBalance) {
1473
- const totalUsdc = usdcBalance.total;
1474
- const holdUsdc = usdcBalance.hold;
1475
- const withdrawable = String(parseFloat(totalUsdc) - parseFloat(holdUsdc));
1476
- // Compute total margin used and notional from all positions
1477
- let totalMarginUsed = 0;
1478
- let totalNtlPos = 0;
1479
- for (const ap of mainState.assetPositions) {
1480
- const pos = ap.position;
1481
- if (parseFloat(pos.szi) === 0)
1482
- continue;
1483
- totalMarginUsed += parseFloat(pos.marginUsed);
1484
- totalNtlPos += Math.abs(parseFloat(pos.positionValue));
1485
- }
1486
- const summary = {
1487
- accountValue: totalUsdc,
1488
- totalNtlPos: String(totalNtlPos),
1489
- totalRawUsd: totalUsdc,
1490
- totalMarginUsed: String(totalMarginUsed),
1491
- withdrawable,
1492
- };
1493
- mainState.marginSummary = summary;
1494
- mainState.crossMarginSummary = { ...summary };
1495
- this.log(`Unified account: USDC balance $${parseFloat(totalUsdc).toFixed(2)}, margin used $${totalMarginUsed.toFixed(2)}`);
1496
- }
1497
- else {
1498
- this.log('Unified account: no USDC balance found in spot state. Balances:', balances.map(b => b.coin));
1499
- }
1532
+ spotBalances = await this.getSpotBalances(user);
1533
+ this.log('Unified spot balances:', JSON.stringify(spotBalances));
1500
1534
  }
1501
1535
  catch (err) {
1502
1536
  this.log('Failed to fetch spot balances for unified account:', err instanceof Error ? err.message : String(err));
1503
1537
  }
1504
1538
  }
1505
- return mainState;
1539
+ return this.mergeUserStateAll(perDex, unified, spotBalances);
1506
1540
  }
1507
1541
  async getOpenOrders(user) {
1508
1542
  this.log('Fetching openOrders for:', user ?? this.address);
package/dist/core/ws.d.ts CHANGED
@@ -1,5 +1,6 @@
1
1
  import type { ISubscription } from '@nktkas/hyperliquid';
2
2
  import type { UserEventsWsEvent } from '@nktkas/hyperliquid';
3
+ import type { ClearinghouseState } from './types.js';
3
4
  export interface WsEventMap {
4
5
  /** L2 order book snapshot for a specific coin */
5
6
  l2Book: {
@@ -22,6 +23,52 @@ export interface WsEventMap {
22
23
  allMids: {
23
24
  mids: Record<string, string>;
24
25
  };
26
+ /**
27
+ * Asset contexts (funding / mark / oracle / OI / premium / impact) for EVERY dex — native and all
28
+ * HIP-3 deployers — in a single push. `ctxs` is `[dexName, ctx[]]` tuples; `ctx[i]` aligns
29
+ * positionally with that dex's `meta.universe[i]` (same join as the REST `metaAndAssetCtxs`), so a
30
+ * consumer must hold the static universe to map index → coin. Lets a consumer drop the weight-20
31
+ * per-dex `metaAndAssetCtxs` REST poll entirely. Fields typed are the ones we read; the SDK emits a
32
+ * structurally-assignable superset.
33
+ */
34
+ allDexsAssetCtxs: {
35
+ ctxs: Array<[
36
+ string,
37
+ Array<{
38
+ funding: string;
39
+ openInterest: string;
40
+ dayNtlVlm: string;
41
+ premium: string | null;
42
+ oraclePx: string;
43
+ markPx: string;
44
+ midPx?: string | null;
45
+ prevDayPx?: string;
46
+ impactPxs?: readonly string[] | null;
47
+ }>
48
+ ]>;
49
+ };
50
+ /**
51
+ * Clearinghouse state (positions + margin) for EVERY dex for one user, in a single push — the WS
52
+ * equivalent of `getUserStateAll`'s inputs. `clearinghouseStates` is `[dexName, state]` tuples
53
+ * (dexName '' = native/main). Feed it to `client.userStateAllFromWs(...)` to get the same merged,
54
+ * coin-canonicalized `ClearinghouseState` the REST path returns, with no REST weight.
55
+ */
56
+ allDexsClearinghouseState: {
57
+ user: string;
58
+ clearinghouseStates: Array<[string, ClearinghouseState & {
59
+ withdrawable?: string;
60
+ }]>;
61
+ };
62
+ /** User spot balances (the shared collateral pool for unified accounts). */
63
+ spotState: {
64
+ balances: Array<{
65
+ coin: string;
66
+ token: number;
67
+ total: string;
68
+ hold: string;
69
+ entryNtl?: string;
70
+ }>;
71
+ };
25
72
  /** Order status changed (filled, canceled, rejected, etc.) */
26
73
  orderUpdate: {
27
74
  order: {
@@ -107,6 +154,24 @@ export declare class WebSocketManager {
107
154
  * Subscribe to L2 order book snapshots for a specific coin.
108
155
  */
109
156
  subscribeL2Book(coin: string): Promise<ISubscription>;
157
+ /**
158
+ * Subscribe to asset contexts for ALL dexes (native + every HIP-3 deployer) in one stream. Replaces
159
+ * the weight-20-per-dex `metaAndAssetCtxs` REST poll for the dynamic ctx fields (funding/mark/oracle/
160
+ * OI/premium/impact). The static universe (coin name / szDecimals / maxLeverage) is NOT in this
161
+ * stream — keep refreshing that on a slow cadence and join positionally.
162
+ */
163
+ subscribeAllDexsAssetCtxs(): Promise<ISubscription>;
164
+ /**
165
+ * Subscribe to clearinghouse state (positions + margin) across ALL dexes for a user, in one stream.
166
+ * Replaces per-cycle `getUserStateAll` REST polling. Pair the emitted event with
167
+ * `client.userStateAllFromWs(...)` to reconstruct the merged, coin-canonicalized state.
168
+ */
169
+ subscribeAllDexsClearinghouseState(user: `0x${string}`): Promise<ISubscription>;
170
+ /**
171
+ * Subscribe to a user's spot balances (the unified-account collateral pool). Replaces
172
+ * `getSpotBalances` REST polling in the collateral gate.
173
+ */
174
+ subscribeSpotState(user: `0x${string}`): Promise<ISubscription>;
110
175
  /**
111
176
  * Subscribe to order lifecycle events (fill, cancel, reject, etc.).
112
177
  * This is the most important subscription for trading automations.
package/dist/core/ws.d.ts.map CHANGED
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1
+ {"version":3,"file":"ws.d.ts","sourceRoot":"","sources":["../../scripts/core/ws.ts"],"names":[],"mappings":"AAIA,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,qBAAqB,CAAC;AACzD,OAAO,KAAK,EAKV,iBAAiB,EAIlB,MAAM,qBAAqB,CAAC;AAC7B,OAAO,KAAK,EAAE,kBAAkB,EAAE,MAAM,YAAY,CAAC;AAKrD,MAAM,WAAW,UAAU;IACzB,iDAAiD;IACjD,MAAM,EAAE;QACN,IAAI,EAAE,MAAM,CAAC;QACb,IAAI,EAAE,MAAM,CAAC;QACb,MAAM,EAAE;YACN,KAAK,CAAC;gBAAE,EAAE,EAAE,MAAM,CAAC;gBAAC,EAAE,EAAE,MAAM,CAAC;gBAAC,CAAC,EAAE,MAAM,CAAA;aAAE,CAAC;YAC5C,KAAK,CAAC;gBAAE,EAAE,EAAE,MAAM,CAAC;gBAAC,EAAE,EAAE,MAAM,CAAC;gBAAC,CAAC,EAAE,MAAM,CAAA;aAAE,CAAC;SAC7C,CAAC;KACH,CAAC;IACF,wCAAwC;IACxC,OAAO,EAAE;QAAE,IAAI,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;KAAE,CAAC;IAC1C;;;;;;;OAOG;IACH,gBAAgB,EAAE;QAChB,IAAI,EAAE,KAAK,CAAC;YACV,MAAM;YACN,KAAK,CAAC;gBACJ,OAAO,EAAE,MAAM,CAAC;gBAChB,YAAY,EAAE,MAAM,CAAC;gBACrB,SAAS,EAAE,MAAM,CAAC;gBAClB,OAAO,EAAE,MAAM,GAAG,IAAI,CAAC;gBACvB,QAAQ,EAAE,MAAM,CAAC;gBACjB,MAAM,EAAE,MAAM,CAAC;gBACf,KAAK,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;gBACtB,SAAS,CAAC,EAAE,MAAM,CAAC;gBACnB,SAAS,CAAC,EAAE,SAAS,MAAM,EAAE,GAAG,IAAI,CAAC;aACtC,CAAC;SACH,CAAC,CAAC;KACJ,CAAC;IACF;;;;;OAKG;IACH,yBAAyB,EAAE;QACzB,IAAI,EAAE,MAAM,CAAC;QAIb,mBAAmB,EAAE,KAAK,CAAC,CAAC,MAAM,EAAE,kBAAkB,GAAG;YAAE,YAAY,CAAC,EAAE,MAAM,CAAA;SAAE,CAAC,CAAC,CAAC;KACtF,CAAC;IACF,4EAA4E;IAC5E,SAAS,EAAE;QACT,QAAQ,EAAE,KAAK,CAAC;YAAE,IAAI,EAAE,MAAM,CAAC;YAAC,KAAK,EAAE,MAAM,CAAC;YAAC,KAAK,EAAE,MAAM,CAAC;YAAC,IAAI,EAAE,MAAM,CAAC;YAAC,QAAQ,CAAC,EAAE,MAAM,CAAA;SAAE,CAAC,CAAC;KAClG,CAAC;IACF,8DAA8D;IAC9D,WAAW,EAAE;QACX,KAAK,EAAE;YACL,IAAI,EAAE,MAAM,CAAC;YACb,IAAI,EAAE,GAAG,GAAG,GAAG,CAAC;YAChB,OAAO,EAAE,MAAM,CAAC;YAChB,EAAE,EAAE,MAAM,CAAC;YACX,GAAG,EAAE,MAAM,CAAC;YACZ,SAAS,EAAE,MAAM,CAAC;YAClB,MAAM,EAAE,MAAM,CAAC;YACf,KAAK,CAAC,EAAE,MAAM,CAAC;YACf,UAAU,CAAC,EAAE,OAAO,CAAC;SACtB,CAAC;QACF,MAAM,EAAE,MAAM,CAAC;QACf,eAAe,EAAE,MAAM,CAAC;KACzB,CAAC;IACF,0BAA0B;IAC1B,QAAQ,EAAE;QACR,IAAI,EAAE,MAAM,CAAC;QACb,EAAE,EAAE,MAAM,CAAC;QACX,EAAE,EAAE,MAAM,CAAC;QACX,IAAI,EAAE,GAAG,GAAG,GAAG,CAAC;QAChB,IAAI,EAAE,MAAM,CAAC;QACb,SAAS,EAAE,MAAM,CAAC;QAClB,GAAG,EAAE,MAAM,CAAC;QACZ,6KAA6K;QAC7K,QAAQ,EAAE,MAAM,CAAC;QACjB,GAAG,EAAE,MAAM,CAAC;QACZ,OAAO,EAAE,OAAO,CAAC;QACjB,6GAA6G;QAC7G,GAAG,EAAE,MAAM,CAAC;QACZ,gGAAgG;QAChG,aAAa,EAAE,MAAM,CAAC;QACtB;;;;WAIG;QACH,WAAW,CAAC,EAAE;YACZ,cAAc,EAAE,MAAM,CAAC;YACvB,MAAM,EAAE,MAAM,CAAC;YACf,MAAM,EAAE,QAAQ,GAAG,UAAU,CAAC;SAC/B,CAAC;KACH,CAAC;IACF,iEAAiE;IACjE,SAAS,EAAE,iBAAiB,CAAC;IAC7B,0BAA0B;IAC1B,SAAS,EAAE,SAAS,CAAC;IACrB,6BAA6B;IAC7B,YAAY,EAAE;QAAE,MAAM,CAAC,EAAE,MAAM,CAAA;KAAE,CAAC;IAClC,sBAAsB;IACtB,KAAK,EAAE;QAAE,KAAK,EAAE,KAAK,CAAA;KAAE,CAAC;CACzB;AAED,MAAM,MAAM,WAAW,GAAG,MAAM,UAAU,CAAC;AAC3C,MAAM,MAAM,cAAc,CAAC,CAAC,SAAS,WAAW,IAAI,CAAC,IAAI,EAAE,UAAU,CAAC,CAAC,CAAC,KAAK,IAAI,CAAC;AAIlF,qBAAa,gBAAgB;IAC3B,OAAO,CAAC,SAAS,CAAmC;IACpD,OAAO,CAAC,MAAM,CAAmC;IACjD,OAAO,CAAC,aAAa,CAAuB;IAC5C,OAAO,CAAC,QAAQ,CAAyC;IACzD,OAAO,CAAC,UAAU,CAAS;IAC3B,OAAO,CAAC,OAAO,CAAU;gBAEb,OAAO,UAAQ;IAI3B,OAAO,CAAC,GAAG;IAIX,IAAI,SAAS,IAAI,OAAO,CAEvB;IAIK,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAgBxB,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC;IAmB5B,EAAE,CAAC,CAAC,SAAS,WAAW,EAAE,KAAK,EAAE,CAAC,EAAE,OAAO,EAAE,cAAc,CAAC,CAAC,CAAC,GAAG,IAAI;IAOrE,GAAG,CAAC,CAAC,SAAS,WAAW,EAAE,KAAK,EAAE,CAAC,EAAE,OAAO,EAAE,cAAc,CAAC,CAAC,CAAC,GAAG,IAAI;IAItE,OAAO,CAAC,IAAI;IAaZ,kBAAkB,IAAI,IAAI;IAM1B,OAAO,CAAC,YAAY;IAKpB,OAAO,CAAC,QAAQ;IAYhB;;OAEG;IACG,gBAAgB,IAAI,OAAO,CAAC,aAAa,CAAC;IAQhD;;OAEG;IACG,eAAe,CAAC,IAAI,EAAE,MAAM,GAAG,OAAO,CAAC,aAAa,CAAC;IAY3D;;;;;OAKG;IACG,yBAAyB,IAAI,OAAO,CAAC,aAAa,CAAC;IAUzD;;;;OAIG;IACG,kCAAkC,CAAC,IAAI,EAAE,KAAK,MAAM,EAAE,GAAG,OAAO,CAAC,aAAa,CAAC;IAQrF;;;OAGG;IACG,kBAAkB,CAAC,IAAI,EAAE,KAAK,MAAM,EAAE,GAAG,OAAO,CAAC,aAAa,CAAC;IAQrE;;;OAGG;IACG,qBAAqB,CAAC,IAAI,EAAE,KAAK,MAAM,EAAE,GAAG,OAAO,CAAC,aAAa,CAAC;IAwBxE;;OAEG;IACG,kBAAkB,CAAC,IAAI,EAAE,KAAK,MAAM,EAAE,GAAG,OAAO,CAAC,aAAa,CAAC;IAyBrE;;;OAGG;IACG,mBAAmB,CAAC,IAAI,EAAE,KAAK,MAAM,EAAE,GAAG,OAAO,CAAC,aAAa,CAAC;IAUtE;;;;;;OAMG;IACG,YAAY,CAAC,IAAI,EAAE,KAAK,MAAM,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;CAavD;AAMD,wBAAgB,YAAY,CAAC,OAAO,UAAQ,GAAG,gBAAgB,CAK9D;AAED,wBAAgB,cAAc,IAAI,IAAI,CAKrC"}
package/dist/core/ws.js CHANGED
@@ -122,7 +122,43 @@ export class WebSocketManager {
122
122
  });
123
123
  return this.trackSub(sub);
124
124
  }
125
+ /**
126
+ * Subscribe to asset contexts for ALL dexes (native + every HIP-3 deployer) in one stream. Replaces
127
+ * the weight-20-per-dex `metaAndAssetCtxs` REST poll for the dynamic ctx fields (funding/mark/oracle/
128
+ * OI/premium/impact). The static universe (coin name / szDecimals / maxLeverage) is NOT in this
129
+ * stream — keep refreshing that on a slow cadence and join positionally.
130
+ */
131
+ async subscribeAllDexsAssetCtxs() {
132
+ const client = this.ensureClient();
133
+ const sub = await client.allDexsAssetCtxs((data) => {
134
+ this.emit('allDexsAssetCtxs', data);
135
+ });
136
+ return this.trackSub(sub);
137
+ }
125
138
  // ── User subscriptions ────────────────────────────────────────
139
+ /**
140
+ * Subscribe to clearinghouse state (positions + margin) across ALL dexes for a user, in one stream.
141
+ * Replaces per-cycle `getUserStateAll` REST polling. Pair the emitted event with
142
+ * `client.userStateAllFromWs(...)` to reconstruct the merged, coin-canonicalized state.
143
+ */
144
+ async subscribeAllDexsClearinghouseState(user) {
145
+ const client = this.ensureClient();
146
+ const sub = await client.allDexsClearinghouseState({ user }, (data) => {
147
+ this.emit('allDexsClearinghouseState', data);
148
+ });
149
+ return this.trackSub(sub);
150
+ }
151
+ /**
152
+ * Subscribe to a user's spot balances (the unified-account collateral pool). Replaces
153
+ * `getSpotBalances` REST polling in the collateral gate.
154
+ */
155
+ async subscribeSpotState(user) {
156
+ const client = this.ensureClient();
157
+ const sub = await client.spotState({ user }, (data) => {
158
+ this.emit('spotState', data);
159
+ });
160
+ return this.trackSub(sub);
161
+ }
126
162
  /**
127
163
  * Subscribe to order lifecycle events (fill, cancel, reject, etc.).
128
164
  * This is the most important subscription for trading automations.
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "openbroker",
3
- "version": "1.7.1",
3
+ "version": "1.8.0",
4
4
  "description": "Hyperliquid trading CLI - execute orders, manage positions, and run trading strategies",
5
5
  "type": "module",
6
6
  "bin": {
package/scripts/core/client.ts CHANGED
@@ -12,6 +12,7 @@ import type {
12
12
  AssetMeta,
13
13
  AssetCtx,
14
14
  ClearinghouseState,
15
+ MarginSummary,
15
16
  OpenOrder,
16
17
  OutcomeMetaResponse,
17
18
  OutcomeMarket,
@@ -1998,13 +1999,118 @@ export class HyperliquidClient {
1998
1999
  if (idx !== undefined) position.assetId = idx;
1999
2000
  }
2000
2001
 
2002
+ /**
2003
+ * Merge per-dex clearinghouse states into ONE canonical `ClearinghouseState`: coins canonicalized to
2004
+ * the prefixed `{dex}:{coin}` form + `assetId` stamped, and margin either aggregated across dexes
2005
+ * (standard accounts) or derived from USDC spot equity (unified accounts). This is the single source
2006
+ * of merge truth shared by the REST `getUserStateAll` and the WS `userStateAllFromWs` paths, so both
2007
+ * return byte-identical shapes. `perDex` may arrive in any order; the native dex (dexName '' / null)
2008
+ * is found and used as the margin base. Does not mutate the input summaries (clones the base).
2009
+ */
2010
+ private mergeUserStateAll(
2011
+ perDex: ReadonlyArray<{ dexName: string | null; state: ClearinghouseState }>,
2012
+ unified: boolean,
2013
+ spotBalances?: { balances: Array<{ coin: string; total: string; hold: string }> },
2014
+ ): ClearinghouseState {
2015
+ const emptySummary = (): MarginSummary => ({
2016
+ accountValue: '0', totalNtlPos: '0', totalRawUsd: '0', totalMarginUsed: '0', withdrawable: '0',
2017
+ });
2018
+ const base = perDex.find((d) => !d.dexName) ?? perDex[0];
2019
+ const result: ClearinghouseState = {
2020
+ assetPositions: [],
2021
+ marginSummary: { ...(base?.state.marginSummary ?? emptySummary()) },
2022
+ crossMarginSummary: { ...(base?.state.crossMarginSummary ?? emptySummary()) },
2023
+ crossMaintenanceMarginUsed: base?.state.crossMaintenanceMarginUsed ?? '0',
2024
+ };
2025
+
2026
+ const safeAdd = (a: string | undefined, b: string | undefined): string =>
2027
+ String((parseFloat(a ?? '0') || 0) + (parseFloat(b ?? '0') || 0));
2028
+ const addToSummary = (summary: MarginSummary, m: MarginSummary) => {
2029
+ summary.accountValue = safeAdd(summary.accountValue, m.accountValue);
2030
+ summary.totalNtlPos = safeAdd(summary.totalNtlPos, m.totalNtlPos);
2031
+ summary.totalRawUsd = safeAdd(summary.totalRawUsd, m.totalRawUsd);
2032
+ summary.totalMarginUsed = safeAdd(summary.totalMarginUsed, m.totalMarginUsed);
2033
+ summary.withdrawable = safeAdd(summary.withdrawable, m.withdrawable);
2034
+ };
2035
+
2036
+ for (const { dexName, state } of perDex) {
2037
+ for (const ap of state.assetPositions ?? []) {
2038
+ // Native coins are bare/canonical (dexName falsy → no prefix); HIP-3 coins get prefixed.
2039
+ // stampAssetId is idempotent (guards on an existing ':') so re-merging a cached WS event is safe.
2040
+ this.stampAssetId(ap.position, dexName ?? undefined);
2041
+ result.assetPositions.push(ap);
2042
+ }
2043
+ // Standard accounts: aggregate each NON-base (HIP-3) dex's margin onto the base.
2044
+ if (!unified && dexName && state.marginSummary) {
2045
+ addToSummary(result.marginSummary, state.marginSummary);
2046
+ addToSummary(result.crossMarginSummary, state.marginSummary);
2047
+ }
2048
+ }
2049
+
2050
+ // Unified accounts: equity is the USDC spot balance, margin/notional summed from the positions.
2051
+ if (unified && spotBalances) {
2052
+ const usdc = (spotBalances.balances ?? []).find((b) => b.coin?.toUpperCase() === 'USDC');
2053
+ if (usdc) {
2054
+ const totalUsdc = usdc.total;
2055
+ const withdrawable = String(parseFloat(totalUsdc) - parseFloat(usdc.hold));
2056
+ let totalMarginUsed = 0;
2057
+ let totalNtlPos = 0;
2058
+ for (const ap of result.assetPositions) {
2059
+ const pos = ap.position;
2060
+ if (parseFloat(pos.szi) === 0) continue;
2061
+ totalMarginUsed += parseFloat(pos.marginUsed);
2062
+ totalNtlPos += Math.abs(parseFloat(pos.positionValue));
2063
+ }
2064
+ const summary: MarginSummary = {
2065
+ accountValue: totalUsdc,
2066
+ totalNtlPos: String(totalNtlPos),
2067
+ totalRawUsd: totalUsdc,
2068
+ totalMarginUsed: String(totalMarginUsed),
2069
+ withdrawable,
2070
+ };
2071
+ result.marginSummary = summary;
2072
+ result.crossMarginSummary = { ...summary };
2073
+ }
2074
+ }
2075
+
2076
+ return result;
2077
+ }
2078
+
2079
+ /**
2080
+ * Reconstruct the canonical merged `ClearinghouseState` from a WS `allDexsClearinghouseState` event
2081
+ * (and, for unified accounts, a WS `spotState` balances list) — the zero-REST equivalent of
2082
+ * `getUserStateAll()`. Requires the asset maps to be warmed (a `getMetaAndAssetCtxs()` at startup
2083
+ * does this); falls back to bare coins for any asset not yet in the map (still canonicalized by dex).
2084
+ */
2085
+ userStateAllFromWs(
2086
+ clearinghouseStates: ReadonlyArray<[string, ClearinghouseState & { withdrawable?: string }]>,
2087
+ unified: boolean,
2088
+ spotBalances?: { balances: Array<{ coin: string; total: string; hold: string }> },
2089
+ ): ClearinghouseState {
2090
+ const perDex = clearinghouseStates.map(([dexName, raw]) => {
2091
+ // The WS state has `withdrawable` at the top level; fold it into marginSummary (the shape REST
2092
+ // getUserState returns and the merge / collateral gate read). Clone so the cached event is untouched.
2093
+ const w = raw.withdrawable;
2094
+ const state: ClearinghouseState = {
2095
+ ...raw,
2096
+ marginSummary: raw.marginSummary && w != null ? { ...raw.marginSummary, withdrawable: w } : raw.marginSummary,
2097
+ crossMarginSummary: raw.crossMarginSummary && w != null ? { ...raw.crossMarginSummary, withdrawable: w } : raw.crossMarginSummary,
2098
+ };
2099
+ return { dexName: dexName || null, state };
2100
+ });
2101
+ return this.mergeUserStateAll(perDex, unified, spotBalances);
2102
+ }
2103
+
2104
+ /**
2105
+ * Get user state across all dexes (main + HIP-3) over REST.
2106
+ * For unified accounts: equity comes from spotClearinghouseState (single USDC balance).
2107
+ * For standard accounts: aggregates margin summaries from each dex.
2108
+ */
2001
2109
  async getUserStateAll(user?: string): Promise<ClearinghouseState> {
2002
2110
  await this.getMetaAndAssetCtxs(); // Ensure HIP-3 dex list is loaded
2003
2111
 
2004
2112
  const unified = await this.isUnifiedAccount(user);
2005
2113
  const mainState = await this.getUserState(user);
2006
- // Stamp native positions (dexIdx 0; coins are already bare/canonical).
2007
- for (const ap of mainState.assetPositions ?? []) this.stampAssetId(ap.position);
2008
2114
 
2009
2115
  // Collect positions from all HIP-3 dexes (in parallel; testnet: only loaded dexes)
2010
2116
  const validDexs = await this.getIterableHip3Dexs();
@@ -2015,92 +2121,31 @@ export class HyperliquidClient {
2015
2121
  })
2016
2122
  );
2017
2123
 
2124
+ const perDex: Array<{ dexName: string | null; state: ClearinghouseState }> = [{ dexName: '', state: mainState }];
2018
2125
  let hip3Errors = 0;
2019
- const safeAdd = (a: string | undefined, b: string | undefined): string => {
2020
- const va = parseFloat(a ?? '0') || 0;
2021
- const vb = parseFloat(b ?? '0') || 0;
2022
- return String(va + vb);
2023
- };
2024
-
2025
2126
  for (const result of dexResults) {
2026
2127
  if (result.status === 'rejected') {
2027
2128
  hip3Errors++;
2028
2129
  this.log(`Failed to fetch state for HIP-3 dex:`, result.reason instanceof Error ? result.reason.message : String(result.reason));
2029
2130
  continue;
2030
2131
  }
2031
- const { dex, dexState } = result.value;
2032
- if (dexState.assetPositions?.length > 0) {
2033
- // Canonicalize + stamp asset index using the dex we fetched under.
2034
- for (const ap of dexState.assetPositions) this.stampAssetId(ap.position, dex.name);
2035
- mainState.assetPositions.push(...dexState.assetPositions);
2036
- }
2037
-
2038
- // For standard accounts, aggregate margin from each dex
2039
- if (!unified) {
2040
- const dexMargin = dexState.marginSummary;
2041
- if (dexMargin) {
2042
- const addToSummary = (summary: { accountValue: string; totalNtlPos: string; totalRawUsd: string; totalMarginUsed: string; withdrawable: string }) => {
2043
- summary.accountValue = safeAdd(summary.accountValue, dexMargin.accountValue);
2044
- summary.totalNtlPos = safeAdd(summary.totalNtlPos, dexMargin.totalNtlPos);
2045
- summary.totalRawUsd = safeAdd(summary.totalRawUsd, dexMargin.totalRawUsd);
2046
- summary.totalMarginUsed = safeAdd(summary.totalMarginUsed, dexMargin.totalMarginUsed);
2047
- summary.withdrawable = safeAdd(summary.withdrawable, dexMargin.withdrawable);
2048
- };
2049
- addToSummary(mainState.marginSummary);
2050
- addToSummary(mainState.crossMarginSummary);
2051
- }
2052
- }
2132
+ perDex.push({ dexName: result.value.dex.name, state: result.value.dexState });
2053
2133
  }
2054
-
2055
2134
  if (hip3Errors > 0) {
2056
2135
  this.log(`Warning: ${hip3Errors} HIP-3 dex queries failed — some positions may be missing. Use --verbose for details.`);
2057
2136
  }
2058
2137
 
2059
- // For unified accounts: equity is the USDC balance from spot clearinghouse
2138
+ let spotBalances: { balances: Array<{ coin: string; total: string; hold: string }> } | undefined;
2060
2139
  if (unified) {
2061
2140
  try {
2062
- const spotState = await this.getSpotBalances(user);
2063
- this.log('Unified spot balances:', JSON.stringify(spotState));
2064
-
2065
- // Find USDC balance (case-insensitive, handles variations)
2066
- const balances = spotState?.balances ?? [];
2067
- const usdcBalance = balances.find(b => b.coin?.toUpperCase() === 'USDC');
2068
-
2069
- if (usdcBalance) {
2070
- const totalUsdc = usdcBalance.total;
2071
- const holdUsdc = usdcBalance.hold;
2072
- const withdrawable = String(parseFloat(totalUsdc) - parseFloat(holdUsdc));
2073
-
2074
- // Compute total margin used and notional from all positions
2075
- let totalMarginUsed = 0;
2076
- let totalNtlPos = 0;
2077
- for (const ap of mainState.assetPositions) {
2078
- const pos = ap.position;
2079
- if (parseFloat(pos.szi) === 0) continue;
2080
- totalMarginUsed += parseFloat(pos.marginUsed);
2081
- totalNtlPos += Math.abs(parseFloat(pos.positionValue));
2082
- }
2083
-
2084
- const summary = {
2085
- accountValue: totalUsdc,
2086
- totalNtlPos: String(totalNtlPos),
2087
- totalRawUsd: totalUsdc,
2088
- totalMarginUsed: String(totalMarginUsed),
2089
- withdrawable,
2090
- };
2091
- mainState.marginSummary = summary;
2092
- mainState.crossMarginSummary = { ...summary };
2093
-
2094
- this.log(`Unified account: USDC balance $${parseFloat(totalUsdc).toFixed(2)}, margin used $${totalMarginUsed.toFixed(2)}`);
2095
- } else {
2096
- this.log('Unified account: no USDC balance found in spot state. Balances:', balances.map(b => b.coin));
2097
- }
2141
+ spotBalances = await this.getSpotBalances(user);
2142
+ this.log('Unified spot balances:', JSON.stringify(spotBalances));
2098
2143
  } catch (err) {
2099
2144
  this.log('Failed to fetch spot balances for unified account:', err instanceof Error ? err.message : String(err));
2100
2145
  }
2101
2146
  }
2102
2147
 
2103
- return mainState;
2148
+ return this.mergeUserStateAll(perDex, unified, spotBalances);
2104
2149
  }
2105
2150
 
2106
2151
  async getOpenOrders(user?: string): Promise<OpenOrder[]> {
package/scripts/core/ws.ts CHANGED
@@ -9,7 +9,11 @@ import type {
9
9
  OrderUpdatesWsEvent,
10
10
  UserFillsWsEvent,
11
11
  UserEventsWsEvent,
12
+ AllDexsAssetCtxsWsEvent,
13
+ AllDexsClearinghouseStateWsEvent,
14
+ SpotStateWsEvent,
12
15
  } from '@nktkas/hyperliquid';
16
+ import type { ClearinghouseState } from './types.js';
13
17
  import { isMainnet } from './config.js';
14
18
 
15
19
  // ── Event types ────────────────────────────────────────────────────
@@ -26,6 +30,47 @@ export interface WsEventMap {
26
30
  };
27
31
  /** Mid prices for all assets updated */
28
32
  allMids: { mids: Record<string, string> };
33
+ /**
34
+ * Asset contexts (funding / mark / oracle / OI / premium / impact) for EVERY dex — native and all
35
+ * HIP-3 deployers — in a single push. `ctxs` is `[dexName, ctx[]]` tuples; `ctx[i]` aligns
36
+ * positionally with that dex's `meta.universe[i]` (same join as the REST `metaAndAssetCtxs`), so a
37
+ * consumer must hold the static universe to map index → coin. Lets a consumer drop the weight-20
38
+ * per-dex `metaAndAssetCtxs` REST poll entirely. Fields typed are the ones we read; the SDK emits a
39
+ * structurally-assignable superset.
40
+ */
41
+ allDexsAssetCtxs: {
42
+ ctxs: Array<[
43
+ string,
44
+ Array<{
45
+ funding: string;
46
+ openInterest: string;
47
+ dayNtlVlm: string;
48
+ premium: string | null;
49
+ oraclePx: string;
50
+ markPx: string;
51
+ midPx?: string | null;
52
+ prevDayPx?: string;
53
+ impactPxs?: readonly string[] | null;
54
+ }>,
55
+ ]>;
56
+ };
57
+ /**
58
+ * Clearinghouse state (positions + margin) for EVERY dex for one user, in a single push — the WS
59
+ * equivalent of `getUserStateAll`'s inputs. `clearinghouseStates` is `[dexName, state]` tuples
60
+ * (dexName '' = native/main). Feed it to `client.userStateAllFromWs(...)` to get the same merged,
61
+ * coin-canonicalized `ClearinghouseState` the REST path returns, with no REST weight.
62
+ */
63
+ allDexsClearinghouseState: {
64
+ user: string;
65
+ // Each per-dex state carries `withdrawable` at the TOP level (not inside marginSummary), like the
66
+ // raw SDK clearinghouseState; `userStateAllFromWs` folds it into marginSummary.withdrawable to
67
+ // match the REST getUserState shape.
68
+ clearinghouseStates: Array<[string, ClearinghouseState & { withdrawable?: string }]>;
69
+ };
70
+ /** User spot balances (the shared collateral pool for unified accounts). */
71
+ spotState: {
72
+ balances: Array<{ coin: string; token: number; total: string; hold: string; entryNtl?: string }>;
73
+ };
29
74
  /** Order status changed (filled, canceled, rejected, etc.) */
30
75
  orderUpdate: {
31
76
  order: {
@@ -215,8 +260,47 @@ export class WebSocketManager {
215
260
  return this.trackSub(sub);
216
261
  }
217
262
 
263
+ /**
264
+ * Subscribe to asset contexts for ALL dexes (native + every HIP-3 deployer) in one stream. Replaces
265
+ * the weight-20-per-dex `metaAndAssetCtxs` REST poll for the dynamic ctx fields (funding/mark/oracle/
266
+ * OI/premium/impact). The static universe (coin name / szDecimals / maxLeverage) is NOT in this
267
+ * stream — keep refreshing that on a slow cadence and join positionally.
268
+ */
269
+ async subscribeAllDexsAssetCtxs(): Promise<ISubscription> {
270
+ const client = this.ensureClient();
271
+ const sub = await client.allDexsAssetCtxs((data: AllDexsAssetCtxsWsEvent) => {
272
+ this.emit('allDexsAssetCtxs', data as WsEventMap['allDexsAssetCtxs']);
273
+ });
274
+ return this.trackSub(sub);
275
+ }
276
+
218
277
  // ── User subscriptions ────────────────────────────────────────
219
278
 
279
+ /**
280
+ * Subscribe to clearinghouse state (positions + margin) across ALL dexes for a user, in one stream.
281
+ * Replaces per-cycle `getUserStateAll` REST polling. Pair the emitted event with
282
+ * `client.userStateAllFromWs(...)` to reconstruct the merged, coin-canonicalized state.
283
+ */
284
+ async subscribeAllDexsClearinghouseState(user: `0x${string}`): Promise<ISubscription> {
285
+ const client = this.ensureClient();
286
+ const sub = await client.allDexsClearinghouseState({ user }, (data: AllDexsClearinghouseStateWsEvent) => {
287
+ this.emit('allDexsClearinghouseState', data as unknown as WsEventMap['allDexsClearinghouseState']);
288
+ });
289
+ return this.trackSub(sub);
290
+ }
291
+
292
+ /**
293
+ * Subscribe to a user's spot balances (the unified-account collateral pool). Replaces
294
+ * `getSpotBalances` REST polling in the collateral gate.
295
+ */
296
+ async subscribeSpotState(user: `0x${string}`): Promise<ISubscription> {
297
+ const client = this.ensureClient();
298
+ const sub = await client.spotState({ user }, (data: SpotStateWsEvent) => {
299
+ this.emit('spotState', data as unknown as WsEventMap['spotState']);
300
+ });
301
+ return this.trackSub(sub);
302
+ }
303
+
220
304
  /**
221
305
  * Subscribe to order lifecycle events (fill, cancel, reject, etc.).
222
306
  * This is the most important subscription for trading automations.