Feat/twap

[andriy-shymkiv]

closes FRNT-1290

---

Note

Medium Risk
Adds new TWAP Delta order flows (typed-data building/signing, API posting, pre-signing, and on-chain cancellation), plus updates shared amount/slippage typings; mistakes could cause incorrect order encoding or transaction calls.

Overview
Adds first-class TWAP Delta order support (sell and buy) across the SDK: new builders produce EIP-712 typed data, new sign/post/pre-sign helpers submit and manage TWAP orders, and constructAllDeltaOrdersHandlers/public exports now expose submitTWAPDeltaOrder and related functions.

Extends the Delta token module with cancelTWAPAndWithdraw and cancelTWAPBuyAndWithdraw contract calls, including TWAP order sanitization before signing/transacting.

Refactors slippage/amount typing by renaming AmountsWithSlippage to DeltaAmountsWithSlippage (and variants), exports DeltaAuctionTransaction, and updates snapshots; bumps package version to 9.5.0.

^{Reviewed by Cursor Bugbot for commit dc32f22. Bugbot is set up for automated code reviews on this repo. Configure here.}

[github-actions]

size-limit report 📦

Path	Size
dist/sdk.cjs.production.min.js	18 KB (0%)
dist/sdk.esm.js	17.89 KB (0%)

[linear]

FRNT-1290

[andriy-shymkiv]

@cursor review

[andriy-shymkiv]

@cursor review

[Velenir]

Can't really say if this whole thing works without tests, or testing in UI/WIdget, but looks alright.

Please, if not tests right away, add an example with the happy path and a readme

[cursor]

Cursor Bugbot has reviewed your changes and found 1 potential issue.

Autofix Details

Bugbot Autofix prepared a fix for the issue found in the latest run.

• ✅ Fixed: Wrong import source for TypedDataField type
  • Replaced the ethersV5 TypedDataField import with the SDK’s local TypedDataField type from ../common/orders/buildOrderData in preSignTWAPDeltaOrder.ts.

Or push these changes by commenting:

@cursor push 0dadd97d7a

Preview (0dadd97d7a)

diff --git a/src/methods/delta/preSignTWAPDeltaOrder.ts b/src/methods/delta/preSignTWAPDeltaOrder.ts
--- a/src/methods/delta/preSignTWAPDeltaOrder.ts
+++ b/src/methods/delta/preSignTWAPDeltaOrder.ts
@@ -14,7 +14,7 @@
 import { findPrimaryType } from '../../helpers/providers/helpers';
 import { constructGetDeltaContract } from './getDeltaContract';
 import type { TWAPDeltaOrder, TWAPBuyDeltaOrder } from './helpers/types';
-import { TypedDataField } from 'ethersV5';
+import type { TypedDataField } from '../common/orders/buildOrderData';
 
 type HashTWAPDeltaOrderTypedData = (
   signableOrderData: SignableTWAPOrderData

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[cursor]

Cursor Bugbot has reviewed your changes and found 1 potential issue.

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^{Reviewed by Cursor Bugbot for commit 95e4c07. Configure here.}

[cursor]

API field sent implicitly via spread, not in type

Medium Severity

The onChainOrderType field is intentionally included in PostTWAPDeltaOrderParams and explicitly passed by callers like submitTWAPDeltaOrder, but it only reaches the API request body as an implicit side-effect of the rest spread (...postData). The DeltaOrderToPost type doesn't declare onChainOrderType, so nothing in the type system ensures this critical field survives. A future refactor that constructs the POST body property-by-property instead of using spread would silently drop onChainOrderType, potentially breaking TWAP order creation.

 

^{Reviewed by Cursor Bugbot for commit 95e4c07. Configure here.}

[andriy-shymkiv]

We don't know how much can break after this change (most likely nothing), so let's release as is for now and change later