@clonegod/ttd-core 3.1.56 → 3.1.58

package/dist/alert/bootstrap.d.ts

@@ -0,0 +1 @@
+export declare function bootstrapAlertSystem(moduleName: string): Promise<void>;

package/dist/alert/bootstrap.js

@@ -0,0 +1,29 @@
+"use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.bootstrapAlertSystem = bootstrapAlertSystem;
+const runtime_state_1 = require("./runtime_state");
+const transport_analyze_1 = require("./transport_analyze");
+const index_1 = require("../index");
+const index_2 = require("../index");
+function bootstrapAlertSystem(moduleName) {
+    return __awaiter(this, void 0, void 0, function* () {
+        try {
+            (0, runtime_state_1.setAlertModule)(moduleName);
+            (0, runtime_state_1.initAlertEnvDisable)();
+            (0, transport_analyze_1.registerAnalyzeTransport)();
+            yield (0, runtime_state_1.initAlertRedisSync)((0, index_1.getRedisClient)('alert'));
+        }
+        catch (e) {
+            (0, index_2.log_warn)(`[alert] bootstrap failed: ${e.message}`);
+        }
+    });
+}

package/dist/alert/bus.d.ts

@@ -0,0 +1,9 @@
+import { EventEmitter } from 'events';
+import { AlertEvent } from './types';
+declare class AlertBus extends EventEmitter {
+    constructor();
+    emitAlert(event: AlertEvent): void;
+    onAlert(listener: (event: AlertEvent) => void): void;
+}
+export declare const alertBus: AlertBus;
+export {};

package/dist/alert/bus.js

@@ -0,0 +1,13 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.alertBus = void 0;
+const events_1 = require("events");
+class AlertBus extends events_1.EventEmitter {
+    constructor() {
+        super();
+        this.setMaxListeners(20);
+    }
+    emitAlert(event) { this.emit('alert', event); }
+    onAlert(listener) { this.on('alert', listener); }
+}
+exports.alertBus = new AlertBus();

package/dist/alert/index.d.ts

@@ -1,4 +1,6 @@
 export * from './types';
-export * from './codes';
-export * from './reporter';
-export * from './log_rules';
+export * from './bus';
+export * from './registry';
+export { setAlertModule, getAlertModule, initAlertEnvDisable, initAlertRedisSync, stopAlertRedisSync, setAlertEnabled, clearAlertEnabledOverride, isTypeEnabled, onAlertEnabledChange, } from './runtime_state';
+export { registerAnalyzeTransport } from './transport_analyze';
+export { bootstrapAlertSystem } from './bootstrap';

package/dist/alert/index.js

@@ -14,7 +14,21 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
     for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
 };
 Object.defineProperty(exports, "__esModule", { value: true });
+exports.bootstrapAlertSystem = exports.registerAnalyzeTransport = exports.onAlertEnabledChange = exports.isTypeEnabled = exports.clearAlertEnabledOverride = exports.setAlertEnabled = exports.stopAlertRedisSync = exports.initAlertRedisSync = exports.initAlertEnvDisable = exports.getAlertModule = exports.setAlertModule = void 0;
 __exportStar(require("./types"), exports);
-__exportStar(require("./codes"), exports);
-__exportStar(require("./reporter"), exports);
-__exportStar(require("./log_rules"), exports);
+__exportStar(require("./bus"), exports);
+__exportStar(require("./registry"), exports);
+var runtime_state_1 = require("./runtime_state");
+Object.defineProperty(exports, "setAlertModule", { enumerable: true, get: function () { return runtime_state_1.setAlertModule; } });
+Object.defineProperty(exports, "getAlertModule", { enumerable: true, get: function () { return runtime_state_1.getAlertModule; } });
+Object.defineProperty(exports, "initAlertEnvDisable", { enumerable: true, get: function () { return runtime_state_1.initAlertEnvDisable; } });
+Object.defineProperty(exports, "initAlertRedisSync", { enumerable: true, get: function () { return runtime_state_1.initAlertRedisSync; } });
+Object.defineProperty(exports, "stopAlertRedisSync", { enumerable: true, get: function () { return runtime_state_1.stopAlertRedisSync; } });
+Object.defineProperty(exports, "setAlertEnabled", { enumerable: true, get: function () { return runtime_state_1.setAlertEnabled; } });
+Object.defineProperty(exports, "clearAlertEnabledOverride", { enumerable: true, get: function () { return runtime_state_1.clearAlertEnabledOverride; } });
+Object.defineProperty(exports, "isTypeEnabled", { enumerable: true, get: function () { return runtime_state_1.isTypeEnabled; } });
+Object.defineProperty(exports, "onAlertEnabledChange", { enumerable: true, get: function () { return runtime_state_1.onAlertEnabledChange; } });
+var transport_analyze_1 = require("./transport_analyze");
+Object.defineProperty(exports, "registerAnalyzeTransport", { enumerable: true, get: function () { return transport_analyze_1.registerAnalyzeTransport; } });
+var bootstrap_1 = require("./bootstrap");
+Object.defineProperty(exports, "bootstrapAlertSystem", { enumerable: true, get: function () { return bootstrap_1.bootstrapAlertSystem; } });

package/dist/alert/registry.d.ts

@@ -0,0 +1,46 @@
+import { AlertEvent, AlertSeverity, AlertTypeMeta, ThresholdSpec, WrapContext } from './types';
+type BuildPartial = () => Partial<Omit<AlertEvent, 'type' | 'severity' | 'module'>>;
+export declare class AlertTypeDef {
+    readonly name: string;
+    readonly defaultSeverity: AlertSeverity;
+    readonly meta: AlertTypeMeta;
+    private lastSignature;
+    private firedOnce;
+    private thresholdState;
+    constructor(name: string, defaultSeverity: AlertSeverity, meta: AlertTypeMeta);
+    get enabled(): boolean;
+    private emit;
+    report(partial: Partial<Omit<AlertEvent, 'type' | 'module'>>): void;
+    reportIfChanged(fingerprint: string, changed: boolean, build: BuildPartial): void;
+    reportThreshold(value: number, opts: ThresholdSpec): void;
+    assert(cond: boolean, build: BuildPartial): asserts cond;
+    wrap<T>(ctx: WrapContext, fn: () => Promise<T>): Promise<T>;
+    reportOnce(fingerprint: string, build: BuildPartial): void;
+}
+export declare const ALERT_TYPES: {
+    readonly QUOTE_FEE_CHAIN_DRIFT: AlertTypeDef;
+    readonly QUOTE_TIER_AMOUNT_ZERO: AlertTypeDef;
+    readonly QUOTE_ASK_LT_BID: AlertTypeDef;
+    readonly QUOTE_POOL_INIT_FAILED: AlertTypeDef;
+    readonly QUOTE_V2_STALL: AlertTypeDef;
+    readonly QUOTE_VERIFY_HIGH_DRIFT: AlertTypeDef;
+    readonly QUOTE_HOOK_FEE_CHANGE: AlertTypeDef;
+    readonly TRADE_NONCE_DESYNC: AlertTypeDef;
+    readonly TRADE_CALLER_LOW_BALANCE: AlertTypeDef;
+    readonly TRADE_TX_PENDING_TOO_LONG: AlertTypeDef;
+    readonly TRADE_BUILDER_REJECTED: AlertTypeDef;
+    readonly TRADE_RESULT_MISSING: AlertTypeDef;
+    readonly TRADE_VAULT_REVERT: AlertTypeDef;
+    readonly INFRA_RPC_UNHEALTHY: AlertTypeDef;
+    readonly INFRA_REDIS_DISCONNECTED: AlertTypeDef;
+    readonly INFRA_WS_RECONNECT_STORM: AlertTypeDef;
+    readonly INFRA_BLOCK_STREAM_LAG: AlertTypeDef;
+};
+export declare const ALERT_TYPES_BY_NAME: Map<string, AlertTypeDef>;
+export declare function listAllAlertTypes(): Array<{
+    name: string;
+    defaultSeverity: AlertSeverity;
+    meta: AlertTypeMeta;
+    enabled: boolean;
+}>;
+export {};

package/dist/alert/registry.js

@@ -0,0 +1,164 @@
+"use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.ALERT_TYPES_BY_NAME = exports.ALERT_TYPES = exports.AlertTypeDef = void 0;
+exports.listAllAlertTypes = listAllAlertTypes;
+const bus_1 = require("./bus");
+const runtime_state_1 = require("./runtime_state");
+class AlertTypeDef {
+    constructor(name, defaultSeverity, meta) {
+        this.name = name;
+        this.defaultSeverity = defaultSeverity;
+        this.meta = meta;
+        this.lastSignature = new Map();
+        this.firedOnce = new Set();
+        this.thresholdState = new Map();
+    }
+    get enabled() {
+        return (0, runtime_state_1.isTypeEnabled)(this.name, this.meta.enable);
+    }
+    emit(partial) {
+        var _a;
+        if (!this.enabled)
+            return;
+        if (!partial.identity || !partial.title) {
+            return;
+        }
+        const event = Object.assign({ type: this.name, severity: partial.severity || this.defaultSeverity, module: (0, runtime_state_1.getAlertModule)(), ts: partial.ts || Date.now(), ttl_ms: (_a = partial.ttl_ms) !== null && _a !== void 0 ? _a : this.meta.ttl_ms }, partial);
+        try {
+            bus_1.alertBus.emitAlert(event);
+        }
+        catch (_) { }
+    }
+    report(partial) {
+        this.emit(partial);
+    }
+    reportIfChanged(fingerprint, changed, build) {
+        if (!this.enabled)
+            return;
+        if (!changed) {
+            if (this.lastSignature.has(fingerprint) && this.meta.auto_resolve_on_recheck) {
+                const partial = Object.assign(Object.assign({}, build()), { resolved: true });
+                this.lastSignature.delete(fingerprint);
+                this.emit(partial);
+            }
+            return;
+        }
+        const partial = build();
+        const sig = JSON.stringify(partial.detail || {});
+        if (this.lastSignature.get(fingerprint) === sig)
+            return;
+        this.lastSignature.set(fingerprint, sig);
+        this.emit(Object.assign(Object.assign({}, partial), { fingerprint }));
+    }
+    reportThreshold(value, opts) {
+        var _a;
+        if (!this.enabled)
+            return;
+        const fp = `${this.name}:${opts.identity}`;
+        const prev = this.thresholdState.get(fp) || 'ok';
+        const worse = opts.higher_is_worse
+            ? (a, b) => a > b
+            : (a, b) => a < b;
+        let nextSev = 'ok';
+        if (worse(value, opts.thresholds.critical))
+            nextSev = 'critical';
+        else if (worse(value, opts.thresholds.warn))
+            nextSev = 'warn';
+        if (nextSev === prev)
+            return;
+        this.thresholdState.set(fp, nextSev);
+        const title = ((_a = opts.title) === null || _a === void 0 ? void 0 : _a.call(opts, value)) || `${this.meta.display}: ${value}`;
+        const baseDetail = Object.assign({ value, thresholds: opts.thresholds }, (opts.detail || {}));
+        if (nextSev === 'ok') {
+            this.emit({
+                identity: opts.identity, scope: opts.scope, chain_id: opts.chain_id,
+                title, detail: baseDetail, resolved: true,
+            });
+        }
+        else {
+            this.emit({
+                identity: opts.identity, scope: opts.scope, chain_id: opts.chain_id,
+                severity: nextSev, title, detail: baseDetail,
+            });
+        }
+    }
+    assert(cond, build) {
+        if (cond)
+            return;
+        const partial = build();
+        this.emit(partial);
+        throw new Error(`[${this.name}] invariant violated: ${partial.title || ''}`);
+    }
+    wrap(ctx, fn) {
+        return __awaiter(this, void 0, void 0, function* () {
+            var _a;
+            try {
+                return yield fn();
+            }
+            catch (err) {
+                const e = err;
+                this.emit({
+                    severity: 'critical',
+                    identity: ctx.identity,
+                    scope: ctx.scope,
+                    chain_id: ctx.chain_id,
+                    title: ((_a = ctx.title) === null || _a === void 0 ? void 0 : _a.call(ctx, e)) || `${this.meta.display}: ${e.message}`,
+                    detail: Object.assign({ error: e.message, stack: e.stack }, (ctx.detail || {})),
+                });
+                throw err;
+            }
+        });
+    }
+    reportOnce(fingerprint, build) {
+        if (!this.enabled)
+            return;
+        if (this.firedOnce.has(fingerprint))
+            return;
+        this.firedOnce.add(fingerprint);
+        this.emit(Object.assign(Object.assign({}, build()), { fingerprint }));
+    }
+}
+exports.AlertTypeDef = AlertTypeDef;
+function def(name, severity, meta) {
+    return new AlertTypeDef(name, severity, meta);
+}
+exports.ALERT_TYPES = {
+    QUOTE_FEE_CHAIN_DRIFT: def('quote.fee_chain_drift', 'warn', { display: 'Fee 配置与链上不一致', ttl_ms: 0, enable: true, auto_resolve_on_recheck: true }),
+    QUOTE_TIER_AMOUNT_ZERO: def('quote.tier_amount_zero', 'warn', { display: 'Tier 金额计算为 0', ttl_ms: 60000, enable: true }),
+    QUOTE_ASK_LT_BID: def('quote.ask_lt_bid', 'critical', { display: 'ask<bid invariant 违反', ttl_ms: 30000, enable: true }),
+    QUOTE_POOL_INIT_FAILED: def('quote.pool_init_failed', 'critical', { display: '池子初始化失败', ttl_ms: 0, enable: true }),
+    QUOTE_V2_STALL: def('quote.v2_stall', 'warn', { display: 'V2 事件流停摆（降级 V1）', ttl_ms: 60000, enable: true, auto_resolve_on_recheck: true }),
+    QUOTE_VERIFY_HIGH_DRIFT: def('quote.verify_high_drift', 'warn', { display: '报价反校验偏差超阈值', ttl_ms: 300000, enable: true }),
+    QUOTE_HOOK_FEE_CHANGE: def('quote.hook_fee_change', 'info', { display: 'Hook 动态 fee 变化', ttl_ms: 0, enable: true, kind: 'event' }),
+    TRADE_NONCE_DESYNC: def('trade.nonce_desync', 'critical', { display: 'Nonce 不同步', ttl_ms: 30000, enable: true, auto_resolve_on_recheck: true }),
+    TRADE_CALLER_LOW_BALANCE: def('trade.caller_low_balance', 'warn', { display: 'Caller 余额不足', ttl_ms: 300000, enable: true }),
+    TRADE_TX_PENDING_TOO_LONG: def('trade.tx_pending_too_long', 'warn', { display: '交易长时间未上链', ttl_ms: 60000, enable: true }),
+    TRADE_BUILDER_REJECTED: def('trade.builder_rejected', 'warn', { display: 'Bundle builder 拒绝', ttl_ms: 60000, enable: true }),
+    TRADE_RESULT_MISSING: def('trade.result_missing', 'critical', { display: 'TradeResult 事件缺失', ttl_ms: 30000, enable: true }),
+    TRADE_VAULT_REVERT: def('trade.vault_revert', 'critical', { display: 'Vault 执行 revert', ttl_ms: 30000, enable: true }),
+    INFRA_RPC_UNHEALTHY: def('infra.rpc_unhealthy', 'warn', { display: 'RPC provider 不健康', ttl_ms: 120000, enable: true, auto_resolve_on_recheck: true }),
+    INFRA_REDIS_DISCONNECTED: def('infra.redis_disconnected', 'critical', { display: 'Redis 连接断开', ttl_ms: 30000, enable: true, auto_resolve_on_recheck: true }),
+    INFRA_WS_RECONNECT_STORM: def('infra.ws_reconnect_storm', 'warn', { display: 'WS 频繁重连', ttl_ms: 60000, enable: true }),
+    INFRA_BLOCK_STREAM_LAG: def('infra.block_stream_lag', 'warn', { display: '区块流落后', ttl_ms: 60000, enable: true, auto_resolve_on_recheck: true }),
+};
+exports.ALERT_TYPES_BY_NAME = new Map();
+for (const def of Object.values(exports.ALERT_TYPES)) {
+    exports.ALERT_TYPES_BY_NAME.set(def.name, def);
+}
+function listAllAlertTypes() {
+    return Object.values(exports.ALERT_TYPES).map(t => ({
+        name: t.name,
+        defaultSeverity: t.defaultSeverity,
+        meta: t.meta,
+        enabled: t.enabled,
+    }));
+}

package/dist/alert/runtime_state.d.ts

@@ -0,0 +1,10 @@
+import { RedisClient } from '../redis';
+export declare function setAlertModule(name: string): void;
+export declare function getAlertModule(): string;
+export declare function initAlertEnvDisable(): void;
+export declare function initAlertRedisSync(redis: RedisClient): Promise<void>;
+export declare function stopAlertRedisSync(): void;
+export declare function setAlertEnabled(redis: RedisClient, type: string, enabled: boolean): Promise<void>;
+export declare function clearAlertEnabledOverride(redis: RedisClient, type: string): Promise<void>;
+export declare function isTypeEnabled(typeName: string, defaultEnable: boolean): boolean;
+export declare function onAlertEnabledChange(cb: (type: string, enabled: boolean) => void): () => void;

package/dist/alert/runtime_state.js

@@ -0,0 +1,126 @@
+"use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.setAlertModule = setAlertModule;
+exports.getAlertModule = getAlertModule;
+exports.initAlertEnvDisable = initAlertEnvDisable;
+exports.initAlertRedisSync = initAlertRedisSync;
+exports.stopAlertRedisSync = stopAlertRedisSync;
+exports.setAlertEnabled = setAlertEnabled;
+exports.clearAlertEnabledOverride = clearAlertEnabledOverride;
+exports.isTypeEnabled = isTypeEnabled;
+exports.onAlertEnabledChange = onAlertEnabledChange;
+const index_1 = require("../index");
+const REDIS_HASH = 'alert:type_enabled';
+const POLL_INTERVAL_MS = 60000;
+let moduleName = process.env.MODULE_NAME || 'unknown';
+const disabledByEnv = new Set();
+const overrides = new Map();
+const changeListeners = new Set();
+let pollTimer = null;
+let pollRedis = null;
+function setAlertModule(name) {
+    moduleName = name;
+}
+function getAlertModule() {
+    return moduleName;
+}
+function initAlertEnvDisable() {
+    const raw = process.env.ALERT_DISABLED_TYPES || '';
+    raw.split(',').map(s => s.trim()).filter(Boolean).forEach(t => disabledByEnv.add(t));
+    if (disabledByEnv.size > 0) {
+        (0, index_1.log_info)(`[alert] disabled via env: ${[...disabledByEnv].join(',')}`);
+    }
+}
+function pollOnce(redis) {
+    return __awaiter(this, void 0, void 0, function* () {
+        try {
+            const map = yield redis.hgetall(REDIS_HASH);
+            const nextKeys = new Set(map ? Object.keys(map) : []);
+            if (map) {
+                for (const [type, val] of Object.entries(map)) {
+                    const next = (val === '1' || val === 'true');
+                    const prev = overrides.get(type);
+                    if (prev !== next) {
+                        overrides.set(type, next);
+                        changeListeners.forEach(cb => { try {
+                            cb(type, next);
+                        }
+                        catch (_) { } });
+                    }
+                }
+            }
+            for (const type of [...overrides.keys()]) {
+                if (!nextKeys.has(type)) {
+                    overrides.delete(type);
+                    changeListeners.forEach(cb => { try {
+                        cb(type, null);
+                    }
+                    catch (_) { } });
+                }
+            }
+        }
+        catch (e) {
+            (0, index_1.log_warn)(`[alert] redis poll failed: ${e.message}`);
+        }
+    });
+}
+function initAlertRedisSync(redis) {
+    return __awaiter(this, void 0, void 0, function* () {
+        var _a;
+        pollRedis = redis;
+        yield pollOnce(redis);
+        (0, index_1.log_info)(`[alert] redis sync started (interval ${POLL_INTERVAL_MS}ms, ${overrides.size} overrides loaded)`);
+        if (pollTimer)
+            clearInterval(pollTimer);
+        pollTimer = setInterval(() => { if (pollRedis)
+            pollOnce(pollRedis); }, POLL_INTERVAL_MS);
+        (_a = pollTimer.unref) === null || _a === void 0 ? void 0 : _a.call(pollTimer);
+    });
+}
+function stopAlertRedisSync() {
+    if (pollTimer) {
+        clearInterval(pollTimer);
+        pollTimer = null;
+    }
+    pollRedis = null;
+}
+function setAlertEnabled(redis, type, enabled) {
+    return __awaiter(this, void 0, void 0, function* () {
+        overrides.set(type, enabled);
+        yield redis.hset(REDIS_HASH, type, enabled ? '1' : '0');
+        changeListeners.forEach(cb => { try {
+            cb(type, enabled);
+        }
+        catch (_) { } });
+    });
+}
+function clearAlertEnabledOverride(redis, type) {
+    return __awaiter(this, void 0, void 0, function* () {
+        overrides.delete(type);
+        yield redis.hdel(REDIS_HASH, type);
+        changeListeners.forEach(cb => { try {
+            cb(type, null);
+        }
+        catch (_) { } });
+    });
+}
+function isTypeEnabled(typeName, defaultEnable) {
+    if (overrides.has(typeName))
+        return overrides.get(typeName);
+    if (disabledByEnv.has(typeName))
+        return false;
+    return defaultEnable;
+}
+function onAlertEnabledChange(cb) {
+    changeListeners.add(cb);
+    return () => changeListeners.delete(cb);
+}

package/dist/alert/transport_analyze.d.ts

@@ -0,0 +1 @@
+export declare function registerAnalyzeTransport(): void;

package/dist/alert/transport_analyze.js

@@ -0,0 +1,14 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.registerAnalyzeTransport = registerAnalyzeTransport;
+const bus_1 = require("./bus");
+const analyze_1 = require("../analyze");
+let registered = false;
+function registerAnalyzeTransport() {
+    if (registered)
+        return;
+    registered = true;
+    bus_1.alertBus.onAlert((event) => {
+        (0, analyze_1.report_data_to_analyze)('Alert', event);
+    });
+}

package/dist/alert/types.d.ts

@@ -1,40 +1,69 @@
-export declare enum AlertSeverity {
-    DEBUG = "debug",
-    INFO = "info",
-    WARN = "warn",
-    ERROR = "error",
-    CRITICAL = "critical"
-}
-export interface AlertCodeDef {
-    code: string;
+export type AlertSeverity = 'info' | 'warn' | 'critical';
+export type AlertStatus = 'active' | 'resolved' | 'acked' | 'expired';
+export interface AlertEvent {
+    type: string;
     severity: AlertSeverity;
-    category: 'chain' | 'quote' | 'trade' | 'thirdparty' | 'infra' | 'analyze';
-    desc: string;
-    suggested_action?: string;
-    escalate?: {
-        burst_threshold: number;
-        escalated_severity: AlertSeverity;
+    module: string;
+    chain_id?: string;
+    identity: string;
+    scope?: {
+        dex_id?: string;
+        pair?: string;
+        group_id?: string;
+        pool_address?: string;
+        caller_address?: string;
+        rpc_id?: string;
+        [k: string]: string | undefined;
     };
-}
-export interface AlertPayload {
-    code: string;
-    severity?: AlertSeverity;
-    source: string;
-    message: string;
-    context?: Record<string, any>;
-    err?: {
-        name?: string;
-        message?: string;
-        stack?: string;
-    } | Error;
+    title: string;
+    detail?: Record<string, any>;
+    fingerprint?: string;
+    resolved?: boolean;
+    ttl_ms?: number;
     ts?: number;
 }
-export interface AlertRecord extends AlertPayload {
-    id: string;
-    ts: number;
-    count: number;
-    first_ts: number;
-    last_ts: number;
-    escalated?: boolean;
-    read?: boolean;
+export interface AlertRecord {
+    fingerprint: string;
+    type: string;
+    severity: AlertSeverity;
+    module: string;
+    chain_id?: string;
+    identity: string;
+    scope?: AlertEvent['scope'];
+    title: string;
+    latest_detail?: Record<string, any>;
+    status: AlertStatus;
+    first_seen_ms: number;
+    last_seen_ms: number;
+    occurrences: number;
+    resolved_ms?: number;
+    acked_ms?: number;
+    acked_by?: string;
+}
+export interface AlertTypeMeta {
+    display: string;
+    kind?: 'state' | 'event';
+    ttl_ms: number;
+    enable: boolean;
+    auto_resolve_on_recheck?: boolean;
+    doc_url?: string;
+}
+export interface ThresholdSpec {
+    identity: string;
+    thresholds: {
+        warn: number;
+        critical: number;
+    };
+    higher_is_worse?: boolean;
+    scope?: AlertEvent['scope'];
+    chain_id?: string;
+    title?: (value: number) => string;
+    detail?: Record<string, any>;
+}
+export interface WrapContext {
+    identity: string;
+    scope?: AlertEvent['scope'];
+    chain_id?: string;
+    detail?: Record<string, any>;
+    title?: (err: Error) => string;
 }

package/dist/alert/types.js

@@ -1,11 +1,2 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.AlertSeverity = void 0;
-var AlertSeverity;
-(function (AlertSeverity) {
-    AlertSeverity["DEBUG"] = "debug";
-    AlertSeverity["INFO"] = "info";
-    AlertSeverity["WARN"] = "warn";
-    AlertSeverity["ERROR"] = "error";
-    AlertSeverity["CRITICAL"] = "critical";
-})(AlertSeverity || (exports.AlertSeverity = AlertSeverity = {}));

package/dist/analyze/index.js

@@ -105,6 +105,7 @@ const WS_TYPES = new Set([
 const HTTP_PATH = {
     OrderMessageType: '/ingest/order',
     TradeResultType: '/ingest/trade-result',
+    Alert: '/ingest/alert',
 };
 const report_data_to_analyze = (type, data) => {
     const host = getAnalyzeHost();

package/dist/appconfig/EnvArgs.d.ts

@@ -27,7 +27,6 @@ export declare class EnvArgs {
     quote_pool_name: string;
     quote_pool_fee_rate: number;
     tick_cache_force_full_refresh_interval: number;
-    depth_cex_bps: number;
     trade_log_report_cex_url: string;
     trade_log_report_cex_data_type: string;
     token_price_refresh_interval_seconds: number;

package/dist/appconfig/env_registry.js

@@ -36,7 +36,6 @@ registerEnvVars({
     quote_pool_name: { env: 'QUOTE_POOL_NAME', type: 'string', default: '', desc: '指定池子名称' },
     quote_pool_fee_rate: { env: 'QUOTE_POOL_FEE_RATE', type: 'number', default: 0, desc: '指定池子费率' },
     tick_cache_force_full_refresh_interval: { env: 'TICK_CACHE_FORCE_FULL_REFRESH_INTERVAL', type: 'number', default: 60000, desc: 'tick 流动性强制全量刷新间隔(ms)' },
-    depth_cex_bps: { env: 'DEPTH_CEX_BPS', type: 'number', default: 20, desc: 'CEX 深度 bps（用于报价转换）' },
     trade_log_report_cex_url: { env: 'TRADE_LOG_REPORT_CEX_URL', type: 'string', default: '', desc: '【使用方: ttd-core/src/index.ts save_trade_execution_logs】DEX 交易执行日志上报 cex 侧接收端 URL；为空则跳过上报' },
     trade_log_report_cex_data_type: { env: 'TRADE_LOG_REPORT_CEX_DATA_TYPE', type: 'string', default: '', desc: '【使用方: ttd-core/src/index.ts save_trade_execution_logs】上报 payload.type，cex 侧用于路由/区分；为空则跳过上报' },
     wallet_dir: { env: 'WALLET_DIR', type: 'string', default: '', desc: '钱包目录' },

package/dist/index.d.ts

@@ -4,6 +4,7 @@ import fs from "fs";
 import { StandardPoolInfoType, StandardTokenInfoType, TokenPriceWithAmountType, TradeResponseType, UniqueOrderbookIdType, WalletInfoType } from '../types';
 import * as redis from './redis';
 import * as cache from './cache';
+export * from './alert';
 export * from './analyze';
 export * from './appconfig';
 export * from './redis';
@@ -17,7 +18,7 @@ export * from './chains';
 export * from './log_bus';
 export * from './ws';
 export * from './util';
-export type { StandardTokenConfigType, StandardTokenInfoType, StandardPoolConfigType, StandardDexPoolConfigType, StandardPoolInfoType, StandardPairType, TradeServiceConfigType, TradeGroupType, TradePairType, TradePairDexPoolsType, TradeSettingsType, RpcInfoType, TradeStrategyType, TradeCommandLineArgs, TradeRuntimeType, TradeProcessInstanceType, TokenPriceWithAmountType, QuoteResultType, PriceMessageType, QuoteSourceType, UniqueOrderbookIdType, PriceType, QuoteTimeInfoType, OrderbookPriceType, Ladder, OrderMessageType, OrderSubmitResultType, OrderSubmitResponseType, StandardSwapDetailType, TokenBalChangeType, TokenBalanceChangeType, TradeResponseType, TradeResultType, TradeResultBalanceChangeType, TradeExecutionInfoType, TradeTimeFlowType, TradeBroadcastType, TradeGasFeeType, ServerInfoType, SendTxLogType, WalletInfoType, WalletTokenBalanceInfoType, RedisConfigChangeEventMessageType, RedisOrderEventMessageType, RedisQuoteEventMessageType, PreTradeEventType, ProviderComparisonType, ProviderArrivalType, OnTradeType, OnTradePriceType, OnTradeDepthType, OnTradeExecutionType, OnTradeResultType, AnalyzeDepthLevelType, AnalyzeTokenAmountType, PostTradeType, AnalyzeQuoteSnapshotType, AnalyzePoolEventType, AnalyzeEventSummaryType, AnalyzeSameBlockType, } from '../types';
+export type { StandardTokenConfigType, StandardTokenInfoType, StandardPoolConfigType, StandardDexPoolConfigType, StandardPoolInfoType, StandardPairType, TradeServiceConfigType, TradeGroupType, TradePairType, TradePairDexPoolsType, TradeSettingsType, RpcInfoType, TradeStrategyType, TradeCommandLineArgs, TradeRuntimeType, TradeProcessInstanceType, TokenPriceWithAmountType, QuoteResultType, PriceMessageType, QuoteSourceType, UniqueOrderbookIdType, PriceType, QuoteTimeInfoType, OrderbookPriceType, Ladder, OrderMessageType, OrderSubmitResultType, OrderSubmitResponseType, StandardSwapDetailType, TokenBalChangeType, TokenBalanceChangeType, TradeResponseType, TradeResultType, TradeResultBalanceChangeType, TradeExecutionInfoType, TradeTimeFlowType, TradeBroadcastType, TradeGasFeeType, ServerInfoType, SendTxLogType, WalletInfoType, WalletTokenBalanceInfoType, RedisConfigChangeEventMessageType, RedisOrderEventMessageType, RedisQuoteEventMessageType, PreTradeEventType, ProviderComparisonType, ProviderArrivalType, OnTradeType, OnTradePriceType, OnTradeDepthType, OnTradeExecutionType, OnTradeResultType, AnalyzeDepthLevelType, AnalyzeTierLevelType, AnalyzeTokenAmountType, PostTradeType, AnalyzeQuoteSnapshotType, AnalyzePoolEventType, AnalyzeEventSummaryType, AnalyzeSameBlockType, } from '../types';
 export declare const FAILED = "FAILED";
 export declare const SUCCESS = "SUCCESS";
 export declare const NOT_FOUND = "NOT_FOUND";

package/dist/index.js

@@ -87,6 +87,7 @@ const path_1 = __importDefault(require("path"));
 const redis = __importStar(require("./redis"));
 const cache = __importStar(require("./cache"));
 const crypto_1 = require("./util/crypto");
+__exportStar(require("./alert"), exports);
 __exportStar(require("./analyze"), exports);
 __exportStar(require("./appconfig"), exports);
 __exportStar(require("./redis"), exports);

package/dist/quote/depth_tier.d.ts

@@ -0,0 +1,41 @@
+export interface QuoteTier {
+    pct: number;
+    price: number;
+    amount: number;
+    amount_in: number;
+    amount_in_usd: number;
+    fee: number;
+    fee_usd: number;
+    tick_move?: string;
+}
+export interface QuoteEntry {
+    price: number;
+    amount: number;
+    amount_in: number;
+    amount_in_usd: number;
+    fee: number;
+    fee_usd: number;
+    tick_move?: string;
+    tiers: QuoteTier[];
+}
+export interface QuoteDepthOutput {
+    mid_price: number;
+    fee_rate_bps: number;
+    ask: QuoteEntry;
+    bid: QuoteEntry;
+}
+export interface OrderbookTier {
+    pct: number;
+    price: number;
+    amount: number;
+    usdValue: number;
+}
+export interface OrderbookEntry {
+    price: number;
+    amount: number;
+    usdValue: number;
+    tiers: OrderbookTier[];
+}
+export declare function toOrderbookEntry(q: QuoteEntry): OrderbookEntry;
+export declare const DEFAULT_TIER_PCT = 0.2;
+export declare function getDepthPricePctLevels(): number[];

package/dist/quote/depth_tier.js

@@ -0,0 +1,36 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.DEFAULT_TIER_PCT = void 0;
+exports.toOrderbookEntry = toOrderbookEntry;
+exports.getDepthPricePctLevels = getDepthPricePctLevels;
+function toOrderbookEntry(q) {
+    return {
+        price: q.price,
+        amount: q.amount,
+        usdValue: q.amount_in_usd,
+        tiers: q.tiers.map(t => ({ pct: t.pct, price: t.price, amount: t.amount, usdValue: t.amount_in_usd })),
+    };
+}
+const PCT_LEVEL_DEFAULT = [0.1, 0.2, 0.3, 0.5, 1.0];
+const PCT_LEVEL_CAP = 1.0;
+exports.DEFAULT_TIER_PCT = 0.2;
+let _pctLevelsCache;
+function getDepthPricePctLevels() {
+    if (_pctLevelsCache)
+        return _pctLevelsCache;
+    const raw = process.env.DEPTH_PRICE_PCT;
+    let levels;
+    if (raw) {
+        levels = raw.split(',').map(s => parseFloat(s.trim())).filter(n => !isNaN(n) && n > 0 && n <= PCT_LEVEL_CAP);
+        if (levels.length === 0)
+            levels = [...PCT_LEVEL_DEFAULT];
+    }
+    else {
+        levels = [...PCT_LEVEL_DEFAULT];
+    }
+    if (!levels.includes(exports.DEFAULT_TIER_PCT))
+        levels.push(exports.DEFAULT_TIER_PCT);
+    levels = Array.from(new Set(levels)).sort((a, b) => a - b);
+    _pctLevelsCache = levels;
+    return levels;
+}

package/dist/quote/index.d.ts

@@ -1 +1,2 @@
 export * from './on_quote_response';
+export * from './depth_tier';

package/dist/quote/index.js

@@ -15,3 +15,4 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 __exportStar(require("./on_quote_response"), exports);
+__exportStar(require("./depth_tier"), exports);

package/dist/quote/on_quote_response.d.ts

@@ -1,5 +1,6 @@
 import { StandardPoolInfoType, QuoteResultType } from "../../types";
 import { AppConfig } from "../appconfig";
+import { QuoteDepthOutput } from "./depth_tier";
 export interface PoolDepthData {
     ask: Record<number, {
         amount: number;
@@ -27,7 +28,7 @@ export interface QuoteResponseOptions {
     txid: string;
     pushPriceMessage?: boolean;
     source?: string;
-    depth?: PoolDepthData;
+    depth?: QuoteDepthOutput;
 }
 export declare function on_quote_response(opts: QuoteResponseOptions): void;
 export declare function report_quote_candidate(opts: {
@@ -38,5 +39,16 @@ export declare function report_quote_candidate(opts: {
     block_number: number;
     ask_price: number | string;
     bid_price: number | string;
+    ask_tiers?: Array<{
+        pct: number;
+        price: number;
+        amount: number;
+        amount_in: number;
+    }>;
+    bid_tiers?: Array<{
+        pct: number;
+        price: number;
+        amount: number;
+        amount_in: number;
+    }>;
 }): void;
-export declare function on_quote_respose(appConfig: AppConfig, pool_info: StandardPoolInfoType, quote_amount_usd: number, _execution_price: number, stream_time: number, quote_start_time: number, slot_info: string, result: [QuoteResultType, QuoteResultType, number], txid: string, push_price_message?: boolean, source?: string, depth?: PoolDepthData): void;

package/dist/quote/on_quote_response.js

@@ -2,17 +2,17 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.on_quote_response = on_quote_response;
 exports.report_quote_candidate = report_quote_candidate;
-exports.on_quote_respose = on_quote_respose;
 const analyze_1 = require("../analyze");
 const log_quote_price_1 = require("./log_quote_price");
 const publish_quote_price_1 = require("./publish_quote_price");
 const to_price_message_1 = require("./to_price_message");
 function on_quote_response(opts) {
+    var _a, _b;
     const { appConfig, poolInfo, quoteAmountUsd, streamTime, quoteStartTime, blockNumber, quotes, txid, pushPriceMessage = true, source = '', depth, } = opts;
     const quoteEndTime = Date.now();
-    const quoteAskPrice = Number(quotes[0].price);
-    const quoteBidPrice = Number(quotes[1].price);
     const priceTime = Date.now();
+    const quoteAskPrice = Number((_a = quotes[0]) === null || _a === void 0 ? void 0 : _a.price) || 0;
+    const quoteBidPrice = Number((_b = quotes[1]) === null || _b === void 0 ? void 0 : _b.price) || 0;
     const time = {
         block_time: 0,
         stream_time: streamTime,
@@ -33,7 +33,10 @@ function on_quote_response(opts) {
                 price_id: price_msg.price_id,
                 unique_orderbook_id: price_msg.unique_orderbook_id,
                 pair: price_msg.pair,
-                depth,
+                mid_price: depth.mid_price,
+                fee_rate_bps: depth.fee_rate_bps,
+                ask: depth.ask,
+                bid: depth.bid,
             });
         }
     })
@@ -52,21 +55,8 @@ function report_quote_candidate(opts) {
         block_number: opts.block_number,
         ask_price: Number(opts.ask_price) || 0,
         bid_price: Number(opts.bid_price) || 0,
+        ask_tiers: opts.ask_tiers,
+        bid_tiers: opts.bid_tiers,
         computed_at: Date.now(),
     });
 }
-function on_quote_respose(appConfig, pool_info, quote_amount_usd, _execution_price, stream_time, quote_start_time, slot_info, result, txid, push_price_message = true, source = "", depth) {
-    on_quote_response({
-        appConfig,
-        poolInfo: pool_info,
-        quoteAmountUsd: quote_amount_usd,
-        streamTime: stream_time,
-        quoteStartTime: quote_start_time,
-        blockNumber: parseInt(slot_info, 10) || 0,
-        quotes: [result[0], result[1]],
-        txid,
-        pushPriceMessage: push_price_message,
-        source,
-        depth,
-    });
-}

package/dist/quote/publish_quote_price.js

@@ -1,15 +1,30 @@
 "use strict";
+var __rest = (this && this.__rest) || function (s, e) {
+    var t = {};
+    for (var p in s) if (Object.prototype.hasOwnProperty.call(s, p) && e.indexOf(p) < 0)
+        t[p] = s[p];
+    if (s != null && typeof Object.getOwnPropertySymbols === "function")
+        for (var i = 0, p = Object.getOwnPropertySymbols(s); i < p.length; i++) {
+            if (e.indexOf(p[i]) < 0 && Object.prototype.propertyIsEnumerable.call(s, p[i]))
+                t[p[i]] = s[p[i]];
+        }
+    return t;
+};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.publish_quote_price = void 0;
 const __1 = require("..");
+const depth_tier_1 = require("./depth_tier");
 const publish_quote_price = (appConfig, price_msg) => {
     const chain_id = appConfig.env_args.chain_id;
     let price_id = price_msg.price_id;
+    const { fee_rate_bps, mid_price } = price_msg, rest = __rest(price_msg, ["fee_rate_bps", "mid_price"]);
+    const isTierEntry = (e) => e && 'tiers' in e && Array.isArray(e.tiers);
+    const orderbook_msg = Object.assign(Object.assign({}, rest), { ask: isTierEntry(price_msg.ask) ? (0, depth_tier_1.toOrderbookEntry)(price_msg.ask) : price_msg.ask, bid: isTierEntry(price_msg.bid) ? (0, depth_tier_1.toOrderbookEntry)(price_msg.bid) : price_msg.bid });
     let event = {
         event_type: __1.REDIS_EVENT_TYPE_QUOTE.NEW_QUOTE_PRICE,
         event_time: Date.now(),
         chain_id,
-        data: price_msg
+        data: orderbook_msg,
     };
     appConfig.arb_cache.redis_event_publisher.publish_quote_price_event(chain_id, event);
     appConfig.arb_cache.cache_price_message(price_msg)

package/dist/quote/to_price_message.d.ts

@@ -1,6 +1,6 @@
 import { StandardPoolInfoType, QuoteTimeInfoType, PriceMessageType } from '../../types';
 import { AppConfig } from '../appconfig';
-import { PoolDepthData } from './on_quote_response';
+import { QuoteDepthOutput } from './depth_tier';
 export declare const get_quote_token_decimals: (pool_info: StandardPoolInfoType) => number;
-export declare function to_price_message(appConfig: AppConfig, quote_amount_usd: number, tx_price: number, quote_ask_price: number, quote_bid_price: number, pool_info: StandardPoolInfoType, time: QuoteTimeInfoType, slot?: string, source?: string, depth?: PoolDepthData): Promise<PriceMessageType>;
+export declare function to_price_message(appConfig: AppConfig, quote_amount_usd: number, tx_price: number, quote_ask_price: number, quote_bid_price: number, pool_info: StandardPoolInfoType, time: QuoteTimeInfoType, slot: string | undefined, source: string, depth?: QuoteDepthOutput): Promise<PriceMessageType>;
 export declare function normalize_pair_name(priceMessage: PriceMessageType): void;

package/dist/quote/to_price_message.js

@@ -8,15 +8,10 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
         step((generator = generator.apply(thisArg, _arguments || [])).next());
     });
 };
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.get_quote_token_decimals = void 0;
 exports.to_price_message = to_price_message;
 exports.normalize_pair_name = normalize_pair_name;
-const decimal_js_1 = __importDefault(require("decimal.js"));
-const core_env_1 = require("../appconfig/core_env");
 const uuid_1 = require("uuid");
 const __1 = require("..");
 const get_quote_token_decimals = (pool_info) => {
@@ -31,43 +26,40 @@ const get_quote_token_decimals = (pool_info) => {
     return decimals;
 };
 exports.get_quote_token_decimals = get_quote_token_decimals;
-function to_price_message(appConfig_1, quote_amount_usd_1, tx_price_1, quote_ask_price_1, quote_bid_price_1, pool_info_1, time_1, slot_1) {
-    return __awaiter(this, arguments, void 0, function* (appConfig, quote_amount_usd, tx_price, quote_ask_price, quote_bid_price, pool_info, time, slot, source = "", depth) {
-        var _a, _b;
+function to_price_message(appConfig, quote_amount_usd, tx_price, quote_ask_price, quote_bid_price, pool_info, time, slot, source, depth) {
+    return __awaiter(this, void 0, void 0, function* () {
         let { pool_address, tokenA, tokenB } = pool_info;
         let { dex_id, pool_name, fee_rate, is_reverse_token } = yield appConfig.arb_cache.get_one_pool_info(pool_address);
         let _dex_id = dex_id;
         let price_id = (0, uuid_1.v4)().replace(/-/gi, '');
         let chain_id = appConfig.env_args.chain_id;
         let unique_orderbook_id = (0, __1.format_unique_orderbook_id)(chain_id, _dex_id, pool_address, fee_rate);
-        time.price_time = new Date().getTime();
-        let fee_rate_bps = fee_rate / 100100;
-        let ask_price = getAskPrice(new decimal_js_1.default(quote_ask_price), fee_rate_bps * 0);
-        let bid_price = getBidPrice(new decimal_js_1.default(quote_bid_price), fee_rate_bps * 0);
-        const askData = {
-            price: ask_price,
-            quantity: quote_amount_usd
-        };
-        const bidData = {
-            price: bid_price,
-            quantity: quote_amount_usd
-        };
-        const cexBps = (0, core_env_1.getCoreEnv)().depth_cex_bps;
-        const askDepth = (_a = depth === null || depth === void 0 ? void 0 : depth.ask) === null || _a === void 0 ? void 0 : _a[cexBps];
-        const bidDepth = (_b = depth === null || depth === void 0 ? void 0 : depth.bid) === null || _b === void 0 ? void 0 : _b[cexBps];
-        askData.depth_bps = cexBps;
-        askData.depth_amount = askDepth ? askDepth.amount.toFixed(6) : '0';
-        askData.depth_usd = askDepth ? askDepth.amountUsd.toFixed(2) : '0';
-        bidData.depth_bps = cexBps;
-        bidData.depth_amount = bidDepth ? bidDepth.amount.toFixed(6) : '0';
-        bidData.depth_usd = bidDepth ? bidDepth.amountUsd.toFixed(2) : '0';
-        let price_message = {
+        time.price_time = Date.now();
+        let ask;
+        let bid;
+        let mid_price;
+        let fee_rate_bps;
+        if (depth) {
+            ask = quote_ask_price > 0 ? Object.assign(Object.assign({}, depth.ask), { price: quote_ask_price.toFixed(12) }) : depth.ask;
+            bid = quote_bid_price > 0 ? Object.assign(Object.assign({}, depth.bid), { price: quote_bid_price.toFixed(12) }) : depth.bid;
+            mid_price = depth.mid_price;
+            fee_rate_bps = depth.fee_rate_bps;
+        }
+        else {
+            ask = { price: quote_ask_price.toFixed(12), quantity: quote_amount_usd };
+            bid = { price: quote_bid_price.toFixed(12), quantity: quote_amount_usd };
+            mid_price = (quote_ask_price + quote_bid_price) / 2;
+            fee_rate_bps = fee_rate;
+        }
+        const price_message = {
             chain_id,
             dex_id,
             price_id,
             pool_id: pool_address,
             pool_name,
             fee_rate,
+            fee_rate_bps,
+            mid_price,
             pair: pool_name,
             unique_orderbook_id,
             is_reverse_token,
@@ -87,25 +79,19 @@ function to_price_message(appConfig_1, quote_amount_usd_1, tx_price_1, quote_ask
                 name: tokenB.name,
                 enable: true,
             },
-            tx_price: tx_price === null || tx_price === void 0 ? void 0 : tx_price.toFixed(12),
+            tx_price: tx_price ? tx_price.toFixed(12) : undefined,
             quote_amount_usd,
-            ask: askData,
-            bid: bidData,
+            ask,
+            bid,
             time,
-            slot,
+            slot: slot !== null && slot !== void 0 ? slot : '',
             blockNumber: slot ? parseInt(slot, 10) || undefined : undefined,
-            source: source !== null && source !== void 0 ? source : ""
+            source: source !== null && source !== void 0 ? source : '',
         };
         normalize_pair_name(price_message);
         return price_message;
     });
 }
-const getAskPrice = (price, feeRate) => {
-    return price.mul(1 + feeRate).toFixed(12);
-};
-const getBidPrice = (price, feeRate) => {
-    return price.mul(1 - feeRate).toFixed(12);
-};
 function normalize_pair_name(priceMessage) {
     let { pool_name, is_reverse_token } = priceMessage;
     if (is_reverse_token) {

package/dist/trade/abstract_tx_check.js

@@ -59,7 +59,7 @@ class AbstractTransactionResultCheck {
         let { pool_name, is_reverse_token } = this.pool_info;
         let { chain_id, dex_id, unique_orderbook_id, pair, price_id, time: quote_time, ask, bid } = this.price_msg;
         let { group_id, unique_order_msg_id, order_send_time, order_recv_time, order_submit_time, aToB } = this.order_msg;
-        let order_price = aToB ? bid.price : ask.price;
+        let order_price = String(aToB ? bid.price : ask.price);
         let server_info = (0, __1.getServerInfo)();
         let order_end_time = Date.now();
         let start_time = order_recv_time;

package/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@clonegod/ttd-core",
-    "version": "3.1.56",
+    "version": "3.1.58",
     "description": "Common types and utilities for trading systems - use `npm run push` to publish",
     "main": "dist/index.js",
     "types": "dist/index.d.ts",

package/types/index.d.ts

@@ -1,3 +1,5 @@
+import type { QuoteEntry } from '../src/quote/depth_tier'
+
 /*********************************************************************
  *                  CONFIG - TOKEN CONFIG TYPE                       *
  * *******************************************************************/
@@ -259,7 +261,12 @@ export interface PriceMessageType {
     dex_id: string
     pool_id: string
     pool_name: string
+    /** @deprecated 使用 fee_rate_bps；该字段在 W5 清理时移除 */
     fee_rate: number
+    /** 池子 effective fee（bps，例如 25 表示 0.25%）；动态协议为最新观测值 */
+    fee_rate_bps: number
+    /** 池子当前 mid price（无冲击、无费的中间价；CLMM 从 sqrtPriceX96 反算，AMM 从 reserves 比值） */
+    mid_price: number
     pair: string              // 标准化的币对名称
     unique_orderbook_id: string     // ${chain_id}_${dex_id}_${pool_id}_${fee_rate}
     is_reverse_token: boolean       // 是否反转币对进行交易（按USDT，SOL，TRX等作为计价币）
@@ -267,9 +274,16 @@ export interface PriceMessageType {
     tokenB?: StandardTokenInfoType
     price_id: string                // 价格消息的唯一id
     tx_price?: string               // 链上交易的执行价格
-    quote_amount_usd: number        // quote size，按多少U价值的Token数量进行询价
-    ask: PriceType
-    bid: PriceType
+    /** @deprecated W5 清理时移除；新模型不再用 USD 名义额驱动询价 */
+    quote_amount_usd: number
+    /**
+     * 卖方报价（双形态：V2 走 QuoteEntry tier 化、V1/V3 走 PriceType scalar）
+     *
+     * 下游用 `'tiers' in ask` 运行时判别 + `source` 后缀（`:v2` vs `:v1`/`:v3`）双保险
+     */
+    ask: QuoteEntry | PriceType
+    /** 买方报价：同上，两种形态共存 */
+    bid: QuoteEntry | PriceType
     time: QuoteTimeInfoType         // quote 耗时数据
     slot: string                    // 询价生成的价格，所对应的slot (account, vaultA, vaultB)
     blockNumber?: number            // 报价基于的区块号
@@ -290,10 +304,13 @@ export interface UniqueOrderbookIdType {
     fee_rate: string
 }
 
+/**
+ * @deprecated 使用 QuoteEntry (from src/quote/depth_tier)。W5 清理时移除。
+ * 旧的"单价 + 动态 depth_{bps}_*"扁平结构。
+ */
 export interface PriceType {
     price: string
-    quantity: number // ask: baseToken的挂单数量     bid: quoteToken的挂单数量
-    /** 动态深度字段：depth_{bps} = token 数量, depth_{bps}_usd = USD 估值 */
+    quantity: number
     [key: string]: any
 }
 
@@ -312,21 +329,37 @@ export interface QuoteTimeInfoType {
 export interface OrderbookPriceType {
     chain_id: string
     pair: string
-    quote_amount_usd: number
+    /** @deprecated W5 删除：新模型不再用 USD 名义额驱动询价。保留只为兼容旧消费者 */
+    quote_amount_usd?: number
     asks: Ladder[]
     bids: Ladder[]
 }
 
+/**
+ * Orderbook 对外 HTTP 响应里的单档报价行（向 CEX 暴露）。
+ *
+ * 与内部 PriceMessage.ask 的对应关系：
+ *   - 顶层 price/amount 镜像 tiers[pct=0.2]（默认主档）
+ *   - tiers 数组按 pct 升序，每档含 {pct, price, amount}
+ *   - 不含 amount_in/fee/tick_move 等内部字段（已在 publish 时投影掉）
+ */
 export interface Ladder {
     unique_orderbook_id: string
+
+    /** 默认主档（0.2%）目标价；字符串以保持 wire 兼容性 */
     price: string
-    quantity: string
+    /** 默认主档（0.2%）可成交 base token 数量 */
+    qty: string
+    /** 默认主档（0.2%）该档位 USD 估值 */
+    usd_value: string
+    /** 多档完整数据（按 pct 升序：0.1, 0.2, 0.3, 0.5, 1.0） */
+    tiers: { pct: number; price: string; qty: string; usd_value: string }[]
 
     // 询价生成的价格，所对应的slot (account, vaultA, vaultB)
     slot: string
 
     // 区块号
-    blockNumber?: string
+    block_number?: string
 
     // 价格来源: "rpc:v1" | "{provider_id}:v2" | "{provider_id}:v3"
     source?: string
@@ -852,14 +885,36 @@ export interface OnTradePriceType {
     quote_bid: string
     cex_price: string
     exec_price: string
-    /** 报价 vs 成交偏差 (bps), 正=成交比报价差 */
+    /**
+     * 报价 vs 成交偏差 (bps), 正=成交比报价差
+     * - tier 模式：用按 actualAmount 匹配的 tier price 作为参考价（更准）
+     * - scalar 模式：用 ask/bid 标量价
+     */
     quote_exec_deviation_bps: number
     /** CEX vs DEX 价差 (bps) */
     cex_dex_spread_bps: number
+
+    // ===== W3 新增：tier 模式偏差细分（旧消费者忽略可继续工作） =====
+    /** 实际成交量命中的 tier 偏移百分比（如 0.2 表示 0.2%） */
+    matched_tier_pct?: number
+    /**
+     * tier 匹配模式:
+     * - 'exact': 落在某档 amount_in 上
+     * - 'interpolated': 在两档之间线性插值
+     * - 'extrapolated_low': 小于最低档（用最低档兜底）
+     * - 'extrapolated_high': 大于最高档（用最高档兜底；提示成交量超出深度）
+     * - 'single_tier': V1 兜底仅 1 档可用
+     */
+    matched_tier_mode?: string
+    /** 纯价格漂移 (bps) = tier 匹配价 vs 成交价 —— 隔离了"大小不匹配"带来的伪偏差 */
+    price_drift_bps?: number
 }
 
 export interface OnTradeDepthType {
+    /** @deprecated 旧 bps-keyed 结构；新代码用 tiers 数组 */
     levels: Record<number, AnalyzeDepthLevelType>
+    /** W3 新增：按 pct 升序的多档数据 */
+    tiers?: AnalyzeTierLevelType[]
     trade_size_usd: number
     /** 交易量消耗了多少可用深度 (%) */
     depth_utilization_pct: number
@@ -876,6 +931,20 @@ export interface AnalyzeDepthLevelType {
     amount_in_usd: number
 }
 
+/**
+ * W3 新增：tier 化深度档位
+ */
+export interface AnalyzeTierLevelType {
+    pct: number
+    target_price: number
+    amount: number
+    amount_in: number
+    amount_in_usd: number
+    fee: number
+    fee_usd: number
+    tick_move?: string
+}
+
 export interface OnTradeExecutionType {
     // Quote 阶段（来自 PriceMessage.time）
     block_time: number              // 链上出块时间
@@ -958,6 +1027,8 @@ export interface AnalyzeQuoteSnapshotType {
     bid: string
     block_number: number
     source_txid: string
+    /** 报价来源标签: 'rpc:v1' | '{provider}:v2' | '{provider}:v3' */
+    source?: string
     stream_recv_time: number
     price_ready_time: number
 }