fix: Hyperliquid array parser, Aevo wrong channel, add ping keepalive

- Hyperliquid trades channel sends data as array, not single object.
  Parser now iterates the array so liquidations are actually captured.
- Aevo subscription changed from orderbook:BTC-PERP to trades:BTC-PERP.
  Orderbook channel never carries trade/liquidation data.
- Added configurable ping keepalive (30s) for Hyperliquid to prevent
  silent connection drops during quiet markets.
- Fixed ID collision risk by adding random suffix to Hyperliquid IDs.
- Parse errors now logged via console.debug instead of silently swallowed.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

Author: bokiko

src/hooks/useMultiExchangeWebSocket.ts

@@ -9,11 +9,13 @@ const RECONNECT_MAX_DELAY = 60000;
 const MAX_MESSAGE_SIZE = 1024 * 1024; // 1MB guard against oversized payloads
 // Close codes that indicate we should not reconnect
 const NO_RECONNECT_CODES = new Set([1008, 1011, 4000, 4001, 4003]);
+const PING_INTERVAL = 30000; // 30s keepalive for exchanges that need it
 
 interface WebSocketConfig {
   exchange: Exchange;
   url: string;
   subscribe?: object;
+  ping?: object; // Keepalive message to send periodically
   parse: (data: unknown, threshold: number) => Liquidation[];
 }
 
@@ -142,46 +144,53 @@ const EXCHANGES: WebSocketConfig[] = [
       method: 'subscribe',
       subscription: { type: 'trades', coin: 'BTC' },
     },
+    ping: { method: 'ping' },
     parse: (data: unknown, threshold: number) => {
       const msg = data as {
         channel?: string;
-        data?: {
+        data?: Array<{
           coin?: string;
           side?: string;
           px?: string;
           sz?: string;
           time?: number;
+          tid?: number;
           liquidation?: boolean;
           startPosition?: boolean;
           dir?: string;
           closedPnl?: string;
-        };
+        }>;
       };
 
-      // Check if it's a fill with liquidation
-      if (!msg.data || !msg.data.liquidation) return [];
-      if (!msg.data.coin?.toUpperCase().includes('BTC')) return [];
+      // Hyperliquid trades channel sends data as an array
+      if (!Array.isArray(msg.data)) return [];
 
-      const quantity = parseFloat(msg.data.sz || '0');
-      const price = parseFloat(msg.data.px || '0');
-      if (!isFinite(quantity) || !isFinite(price)) return [];
-      const valueUsd = quantity * price;
+      const results: Liquidation[] = [];
+      for (const trade of msg.data) {
+        if (!trade.liquidation) continue;
+        if (!trade.coin?.toUpperCase().includes('BTC')) continue;
 
-      if (valueUsd < threshold) return [];
+        const quantity = parseFloat(trade.sz || '0');
+        const price = parseFloat(trade.px || '0');
+        if (!isFinite(quantity) || !isFinite(price)) continue;
+        const valueUsd = quantity * price;
 
-      // Determine side based on direction
-      const isLong = msg.data.side === 'A' || msg.data.dir?.includes('Long');
+        if (valueUsd < threshold) continue;
 
-      return [{
-        id: `hl-${msg.data.time}-${msg.data.side}`,
-        exchange: 'Hyperliquid',
-        symbol: msg.data.coin || 'BTC',
-        side: isLong ? 'Long' : 'Short',
-        quantity,
-        price,
-        valueUsd,
-        timestamp: new Date(msg.data.time || Date.now()),
-      }];
+        const isLong = trade.side === 'A' || trade.dir?.includes('Long');
+
+        results.push({
+          id: `hl-${trade.tid ?? trade.time}-${trade.side}-${Math.random().toString(36).slice(2, 6)}`,
+          exchange: 'Hyperliquid',
+          symbol: trade.coin || 'BTC',
+          side: isLong ? 'Long' : 'Short',
+          quantity,
+          price,
+          valueUsd,
+          timestamp: new Date(trade.time || Date.now()),
+        });
+      }
+      return results;
     },
   },
   // Aevo - Subscribe to trades and filter liquidations
@@ -190,7 +199,7 @@ const EXCHANGES: WebSocketConfig[] = [
     url: 'wss://ws.aevo.xyz',
     subscribe: {
       op: 'subscribe',
-      data: ['orderbook:BTC-PERP'],
+      data: ['trades:BTC-PERP'],
     },
     parse: (data: unknown, threshold: number) => {
       const msg = data as {
@@ -247,6 +256,7 @@ export function useMultiExchangeWebSocket(threshold: number = 10000) {
   const wsRefs = useRef<Map<Exchange, WebSocket>>(new Map());
   const reconnectTimeouts = useRef<Map<Exchange, NodeJS.Timeout>>(new Map());
   const reconnectAttempts = useRef<Map<Exchange, number>>(new Map());
+  const pingIntervals = useRef<Map<Exchange, NodeJS.Timeout>>(new Map());
   const thresholdRef = useRef(threshold);
 
   // Keep threshold ref updated
@@ -276,6 +286,19 @@ export function useMultiExchangeWebSocket(threshold: number = 10000) {
           if (config.subscribe) {
             ws.send(JSON.stringify(config.subscribe));
           }
+
+          // Start keepalive ping if configured
+          if (config.ping) {
+            const existingPing = pingIntervals.current.get(config.exchange);
+            if (existingPing) clearInterval(existingPing);
+
+            const interval = setInterval(() => {
+              if (ws.readyState === WebSocket.OPEN) {
+                ws.send(JSON.stringify(config.ping));
+              }
+            }, PING_INTERVAL);
+            pingIntervals.current.set(config.exchange, interval);
+          }
         };
 
         ws.onmessage = (event) => {
@@ -292,8 +315,8 @@ export function useMultiExchangeWebSocket(threshold: number = 10000) {
                 return [...deduped, ...prev].slice(0, MAX_LIQUIDATIONS);
               });
             }
-          } catch {
-            // Silent parse errors
+          } catch (e) {
+            console.debug(`[${config.exchange}] parse error:`, e);
           }
         };
 
@@ -304,6 +327,13 @@ export function useMultiExchangeWebSocket(threshold: number = 10000) {
         ws.onclose = (event) => {
           updateConnection(config.exchange, { isConnected: false });
 
+          // Clear ping interval on close
+          const pingInterval = pingIntervals.current.get(config.exchange);
+          if (pingInterval) {
+            clearInterval(pingInterval);
+            pingIntervals.current.delete(config.exchange);
+          }
+
           if (NO_RECONNECT_CODES.has(event.code)) {
             console.log(`${config.exchange} closed with code ${event.code}, not reconnecting`);
             updateConnection(config.exchange, { error: `Rejected (code ${event.code})` });
@@ -340,6 +370,9 @@ export function useMultiExchangeWebSocket(threshold: number = 10000) {
     reconnectTimeouts.current.clear();
     reconnectAttempts.current.clear();
 
+    pingIntervals.current.forEach((interval) => clearInterval(interval));
+    pingIntervals.current.clear();
+
     wsRefs.current.forEach((ws) => ws.close());
     wsRefs.current.clear();
   }, []);