@clonegod/ttd-bsc-common 3.1.74 → 3.1.76

package/dist/quote/depth/index.js

@@ -69,6 +69,31 @@ function grossUpFee(amountInNet, feeRateBps) {
     return { amountInGross, feeAmount };
 }
 const _tickLiquidityLastBuild = new Map();
+const _tierInvariantLastWarn = new Map();
+function assertTierInvariant(poolLabel, side, tiers) {
+    if (!tiers || tiers.length === 0)
+        return;
+    const TOL_REL = 0.0001;
+    for (const t of tiers) {
+        if (!(t.price > 0) || !(t.amount > 0) || !(t.amount_in > 0))
+            continue;
+        const expected = side === 'ASK' ? t.amount_in / t.amount : t.amount / t.amount_in;
+        if (!(expected > 0))
+            continue;
+        const relDiff = Math.abs(t.price - expected) / expected;
+        if (relDiff > TOL_REL) {
+            const key = `${poolLabel}_${side}_${t.pct}`;
+            const now = Date.now();
+            if ((now - (_tierInvariantLastWarn.get(key) || 0)) < 60000)
+                return;
+            _tierInvariantLastWarn.set(key, now);
+            (0, ttd_core_1.log_warn)(`[tier-invariant] ${poolLabel} ${side} pct=${t.pct} price=${t.price.toFixed(10)} ` +
+                `≠ expected ${expected.toFixed(10)} (relDiff=${(relDiff * 10000).toFixed(2)}bps) — ` +
+                `tier.price MUST be effective avg price including fee`);
+            return;
+        }
+    }
+}
 function assembleEntry(tiers) {
     const defaultTier = tiers.find(t => t.pct === ttd_core_2.DEFAULT_TIER_PCT) ?? tiers[0];
     return {
@@ -131,9 +156,11 @@ function buildClmmDepth(input) {
             const bidTickMove = bidResult.targetTick > bidResult.currentTick
                 ? `${bidResult.currentTick} -> ${bidResult.targetTick}`
                 : `${bidResult.targetTick} <- ${bidResult.currentTick}`;
+            const askEffPrice = askResult.amountOut > 0 ? askGross.amountInGross / askResult.amountOut : askTargetPrice;
+            const bidEffPrice = bidGross.amountInGross > 0 ? bidResult.amountOut / bidGross.amountInGross : bidTargetPrice;
             askTiers.push({
                 pct,
-                price: askTargetPrice,
+                price: askEffPrice,
                 amount: askResult.amountOut,
                 amount_in: askGross.amountInGross,
                 amount_in_usd: askGross.amountInGross * quotePriceUsd,
@@ -143,7 +170,7 @@ function buildClmmDepth(input) {
             });
             bidTiers.push({
                 pct,
-                price: bidTargetPrice,
+                price: bidEffPrice,
                 amount: bidResult.amountOut,
                 amount_in: bidGross.amountInGross,
                 amount_in_usd: bidGross.amountInGross * basePriceUsd,
@@ -152,6 +179,8 @@ function buildClmmDepth(input) {
                 tick_move: bidTickMove,
             });
         }
+        assertTierInvariant(poolInfo.pool_name || poolAddress, 'ASK', askTiers);
+        assertTierInvariant(poolInfo.pool_name || poolAddress, 'BID', bidTiers);
         const depth = {
             mid_price: midPrice,
             fee_rate_bps: feeRateBps,
@@ -231,9 +260,11 @@ function buildAmmDepth(input) {
             });
             const askGross = grossUpFee(askResult.amountIn, feeRateBps);
             const bidGross = grossUpFee(bidResult.amountIn, feeRateBps);
+            const askEffPrice = askResult.amountOut > 0 ? askGross.amountInGross / askResult.amountOut : askResult.targetPrice;
+            const bidEffPrice = bidGross.amountInGross > 0 ? bidResult.amountOut / bidGross.amountInGross : bidResult.targetPrice;
             askTiers.push({
                 pct,
-                price: askResult.targetPrice,
+                price: askEffPrice,
                 amount: askResult.amountOut,
                 amount_in: askGross.amountInGross,
                 amount_in_usd: askGross.amountInGross * quotePriceUsd,
@@ -242,7 +273,7 @@ function buildAmmDepth(input) {
             });
             bidTiers.push({
                 pct,
-                price: bidResult.targetPrice,
+                price: bidEffPrice,
                 amount: bidResult.amountOut,
                 amount_in: bidGross.amountInGross,
                 amount_in_usd: bidGross.amountInGross * basePriceUsd,
@@ -250,6 +281,8 @@ function buildAmmDepth(input) {
                 fee_usd: bidGross.feeAmount * basePriceUsd,
             });
         }
+        assertTierInvariant(poolInfo.pool_name || 'amm-pool', 'ASK', askTiers);
+        assertTierInvariant(poolInfo.pool_name || 'amm-pool', 'BID', bidTiers);
         return {
             mid_price: midPrice,
             fee_rate_bps: feeRateBps,

package/dist/quote/pricing/pool_state_initializer.d.ts

@@ -1,6 +1,9 @@
 import { AmmPoolState, ClmmPoolState, InfinityPoolState } from "../../types/pool_state";
+import { StandardPoolInfoType } from '@clonegod/ttd-core';
 declare function withInitRetry<T>(fn: () => Promise<T>, label: string): Promise<T>;
 export { withInitRetry };
+declare function assertPoolTokensMatch(poolInfo: StandardPoolInfoType, onchainToken0: string, onchainToken1: string, nativeAddress?: string): void;
+export { assertPoolTokensMatch };
 export declare class PoolStateInitializer {
     static initAmmPool(provider: any, poolAddress: string, dexId: string, ethersLib: any): Promise<AmmPoolState>;
     static initClmmPool(provider: any, poolAddress: string, ethersLib: any, poolAbi?: any[]): Promise<ClmmPoolState>;

package/dist/quote/pricing/pool_state_initializer.js

@@ -2,6 +2,7 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.PoolStateInitializer = void 0;
 exports.withInitRetry = withInitRetry;
+exports.assertPoolTokensMatch = assertPoolTokensMatch;
 const ttd_core_1 = require("@clonegod/ttd-core");
 async function withInitRetry(fn, label) {
     try {
@@ -27,6 +28,37 @@ async function withInitRetry(fn, label) {
         }
     }
 }
+function assertPoolTokensMatch(poolInfo, onchainToken0, onchainToken1, nativeAddress) {
+    const configured = new Set([
+        poolInfo.tokenA.address.toLowerCase(),
+        poolInfo.tokenB.address.toLowerCase(),
+    ]);
+    const native = nativeAddress?.toLowerCase();
+    const onchain = [onchainToken0.toLowerCase(), onchainToken1.toLowerCase()];
+    const missing = onchain.filter(addr => addr !== native && !configured.has(addr));
+    if (missing.length === 0)
+        return;
+    const identity = poolInfo.pool_address.toLowerCase();
+    const title = `${poolInfo.pool_name} 配置 token 与链上不一致（疑似同名 symbol 选错地址）: ` +
+        `config=[${[...configured].join(', ')}] chain=[${onchain.join(', ')}] missing=[${missing.join(', ')}]`;
+    ttd_core_1.ALERT_TYPES.QUOTE_POOL_INIT_FAILED.report({
+        severity: 'critical',
+        identity,
+        scope: { dex_id: poolInfo.dex_id, pool_address: identity, pair: poolInfo.pair },
+        title,
+        detail: { pool_name: poolInfo.pool_name, configured: [...configured], onchain, missing },
+    });
+    throw new Error(`[pool-token-mismatch] ${title}`);
+}
+function attributeInitError(error, poolId, expectedType) {
+    const msg = String(error?.message || error);
+    const isRevert = /CALL_EXCEPTION|execution reverted|missing revert data/i.test(msg);
+    if (!isRevert)
+        return error instanceof Error ? error : new Error(msg);
+    return new Error(`[pool-type-mismatch?] ${poolId} 期望是 ${expectedType} 池，但链上特征函数 revert ` +
+        `—— 疑似池子类型/DEX_ID 配错（核对该地址链上真实协议：CLMM 有 slot0/tickSpacing，` +
+        `AMM 有 getReserves/metadata）。原始错误: ${msg}`);
+}
 const V2_PAIR_ABI = [
     'function token0() view returns (address)',
     'function token1() view returns (address)',
@@ -71,7 +103,7 @@ class PoolStateInitializer {
         }
         catch (error) {
             (0, ttd_core_1.log_error)(`[PoolStateInitializer] Failed to init AMM pool ${poolAddress}:`, error);
-            throw error;
+            throw attributeInitError(error, poolAddress, 'AMM');
         }
     }
     static async initClmmPool(provider, poolAddress, ethersLib, poolAbi) {
@@ -106,7 +138,7 @@ class PoolStateInitializer {
         }
         catch (error) {
             (0, ttd_core_1.log_error)(`[PoolStateInitializer] Failed to init CLMM pool ${poolAddress}:`, error);
-            throw error;
+            throw attributeInitError(error, poolAddress, 'CLMM');
         }
     }
     static async initInfinityPool(provider, poolKey, poolManagerAddress, poolManagerAbi, ethersLib, decodeParameters) {
@@ -147,7 +179,7 @@ class PoolStateInitializer {
         }
         catch (error) {
             (0, ttd_core_1.log_error)(`[PoolStateInitializer] Failed to init Infinity pool ${poolKey}:`, error);
-            throw error;
+            throw attributeInitError(error, poolKey, 'Infinity');
         }
     }
 }

package/dist/quote/tick/cached_tick_data_provider.d.ts

@@ -8,5 +8,5 @@ export declare class CachedTickDataProvider {
         liquidityNet: string;
         liquidityGross: string;
     }>;
-    nextInitializedTickWithinOneWord(tick: number, lte: boolean, tickSpacing: number): Promise<[number, boolean]>;
+    nextInitializedTickWithinOneWord(tick: number, lte: boolean, _sdkTickSpacing: number): Promise<[number, boolean]>;
 }

package/dist/quote/tick/cached_tick_data_provider.js

@@ -24,7 +24,12 @@ class CachedTickDataProvider {
             liquidityGross: '0',
         };
     }
-    async nextInitializedTickWithinOneWord(tick, lte, tickSpacing) {
+    async nextInitializedTickWithinOneWord(tick, lte, _sdkTickSpacing) {
+        const tickSpacing = this.tickSpacing;
+        if (!Number.isInteger(tickSpacing) || tickSpacing <= 0) {
+            throw new Error(`[CachedTickDataProvider] invalid tickSpacing=${tickSpacing} for ${this.poolAddress} ` +
+                `— 必须来自链上 pool.tickSpacing()，不能从 fee 反推`);
+        }
         const zeroForOne = !lte;
         const result = this.tickCache.getNextInitializedTickWithinOneWord(this.poolAddress, tick, tickSpacing, zeroForOne);
         if (result)

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@clonegod/ttd-bsc-common",
-  "version": "3.1.74",
+  "version": "3.1.76",
   "description": "BSC common library",
   "license": "UNLICENSED",
   "main": "dist/index.js",
@@ -14,7 +14,7 @@
     "push": "npm run build && npm publish"
   },
   "dependencies": {
-    "@clonegod/ttd-core": "3.1.68",
+    "@clonegod/ttd-core": "3.1.79",
     "axios": "1.15.0",
     "dotenv": "^16.4.7",
     "ethers": "^5.8.0",