@exagent/agent 0.3.5 → 0.3.7

package/src/perp/msgpack.ts

@@ -1,272 +0,0 @@
-/**
- * Minimal MessagePack Encoder
- *
- * Vendored from @std/msgpack (Deno standard library).
- * Required for Hyperliquid L1 action signing — actions are hashed
- * via msgpack(action) + nonce, NOT JSON.stringify.
- *
- * Supports: number, bigint, string, boolean, null, Uint8Array, arrays, objects.
- * BigInt values encode as msgpack int64/uint64.
- */
-
-const FOUR_BITS = 16;
-const FIVE_BITS = 32;
-const SEVEN_BITS = 128;
-const EIGHT_BITS = 256;
-const FIFTEEN_BITS = 32768;
-const SIXTEEN_BITS = 65536;
-const THIRTY_ONE_BITS = 2147483648;
-const THIRTY_TWO_BITS = 4294967296;
-const SIXTY_THREE_BITS = 9223372036854775808n;
-const SIXTY_FOUR_BITS = 18446744073709551616n;
-
-const textEncoder = new TextEncoder();
-
-export type MsgpackValue =
-  | number
-  | bigint
-  | string
-  | boolean
-  | null
-  | Uint8Array
-  | readonly MsgpackValue[]
-  | { [key: string]: MsgpackValue };
-
-export function encodeMsgpack(object: MsgpackValue): Uint8Array {
-  const byteParts: Uint8Array[] = [];
-  encodeSlice(object, byteParts);
-  return concatBytes(...byteParts);
-}
-
-function concatBytes(...arrays: Uint8Array[]): Uint8Array {
-  const totalLength = arrays.reduce((sum, arr) => sum + arr.length, 0);
-  const result = new Uint8Array(totalLength);
-  let offset = 0;
-  for (const arr of arrays) {
-    result.set(arr, offset);
-    offset += arr.length;
-  }
-  return result;
-}
-
-function encodeFloat64(num: number): Uint8Array {
-  const dataView = new DataView(new ArrayBuffer(9));
-  dataView.setFloat64(1, num);
-  dataView.setUint8(0, 0xcb);
-  return new Uint8Array(dataView.buffer);
-}
-
-function encodeNumber(num: number): Uint8Array {
-  if (!Number.isInteger(num)) return encodeFloat64(num);
-
-  if (num < 0) {
-    if (num >= -FIVE_BITS) return new Uint8Array([num & 0xff]);
-    if (num >= -SEVEN_BITS) return new Uint8Array([0xd0, num & 0xff]);
-    if (num >= -FIFTEEN_BITS) {
-      const dv = new DataView(new ArrayBuffer(3));
-      dv.setInt16(1, num);
-      dv.setUint8(0, 0xd1);
-      return new Uint8Array(dv.buffer);
-    }
-    if (num >= -THIRTY_ONE_BITS) {
-      const dv = new DataView(new ArrayBuffer(5));
-      dv.setInt32(1, num);
-      dv.setUint8(0, 0xd2);
-      return new Uint8Array(dv.buffer);
-    }
-    return encodeFloat64(num);
-  }
-
-  if (num <= 0x7f) return new Uint8Array([num]);
-  if (num < EIGHT_BITS) return new Uint8Array([0xcc, num]);
-  if (num < SIXTEEN_BITS) {
-    const dv = new DataView(new ArrayBuffer(3));
-    dv.setUint16(1, num);
-    dv.setUint8(0, 0xcd);
-    return new Uint8Array(dv.buffer);
-  }
-  if (num < THIRTY_TWO_BITS) {
-    const dv = new DataView(new ArrayBuffer(5));
-    dv.setUint32(1, num);
-    dv.setUint8(0, 0xce);
-    return new Uint8Array(dv.buffer);
-  }
-  return encodeFloat64(num);
-}
-
-function encodeSlice(object: MsgpackValue, byteParts: Uint8Array[]): void {
-  if (object === null) {
-    byteParts.push(new Uint8Array([0xc0]));
-    return;
-  }
-  if (object === false) {
-    byteParts.push(new Uint8Array([0xc2]));
-    return;
-  }
-  if (object === true) {
-    byteParts.push(new Uint8Array([0xc3]));
-    return;
-  }
-
-  if (typeof object === 'number') {
-    byteParts.push(encodeNumber(object));
-    return;
-  }
-
-  if (typeof object === 'bigint') {
-    if (object < 0) {
-      if (object < -SIXTY_THREE_BITS)
-        throw new Error('Cannot safely encode bigint larger than 64 bits');
-      const dv = new DataView(new ArrayBuffer(9));
-      dv.setBigInt64(1, object);
-      dv.setUint8(0, 0xd3);
-      byteParts.push(new Uint8Array(dv.buffer));
-      return;
-    }
-    if (object >= SIXTY_FOUR_BITS)
-      throw new Error('Cannot safely encode bigint larger than 64 bits');
-    const dv = new DataView(new ArrayBuffer(9));
-    dv.setBigUint64(1, object);
-    dv.setUint8(0, 0xcf);
-    byteParts.push(new Uint8Array(dv.buffer));
-    return;
-  }
-
-  if (typeof object === 'string') {
-    const encoded = textEncoder.encode(object);
-    const len = encoded.length;
-    if (len < FIVE_BITS) byteParts.push(new Uint8Array([0xa0 | len]));
-    else if (len < EIGHT_BITS) byteParts.push(new Uint8Array([0xd9, len]));
-    else if (len < SIXTEEN_BITS) {
-      const dv = new DataView(new ArrayBuffer(3));
-      dv.setUint16(1, len);
-      dv.setUint8(0, 0xda);
-      byteParts.push(new Uint8Array(dv.buffer));
-    } else if (len < THIRTY_TWO_BITS) {
-      const dv = new DataView(new ArrayBuffer(5));
-      dv.setUint32(1, len);
-      dv.setUint8(0, 0xdb);
-      byteParts.push(new Uint8Array(dv.buffer));
-    } else {
-      throw new Error('Cannot safely encode string with size larger than 32 bits');
-    }
-    byteParts.push(encoded);
-    return;
-  }
-
-  if (object instanceof Uint8Array) {
-    if (object.length < EIGHT_BITS) {
-      byteParts.push(new Uint8Array([0xc4, object.length]));
-    } else if (object.length < SIXTEEN_BITS) {
-      const dv = new DataView(new ArrayBuffer(3));
-      dv.setUint16(1, object.length);
-      dv.setUint8(0, 0xc5);
-      byteParts.push(new Uint8Array(dv.buffer));
-    } else if (object.length < THIRTY_TWO_BITS) {
-      const dv = new DataView(new ArrayBuffer(5));
-      dv.setUint32(1, object.length);
-      dv.setUint8(0, 0xc6);
-      byteParts.push(new Uint8Array(dv.buffer));
-    } else {
-      throw new Error('Cannot safely encode Uint8Array with size larger than 32 bits');
-    }
-    byteParts.push(object);
-    return;
-  }
-
-  if (Array.isArray(object)) {
-    if (object.length < FOUR_BITS) byteParts.push(new Uint8Array([0x90 | object.length]));
-    else if (object.length < SIXTEEN_BITS) {
-      const dv = new DataView(new ArrayBuffer(3));
-      dv.setUint16(1, object.length);
-      dv.setUint8(0, 0xdc);
-      byteParts.push(new Uint8Array(dv.buffer));
-    } else if (object.length < THIRTY_TWO_BITS) {
-      const dv = new DataView(new ArrayBuffer(5));
-      dv.setUint32(1, object.length);
-      dv.setUint8(0, 0xdd);
-      byteParts.push(new Uint8Array(dv.buffer));
-    } else {
-      throw new Error('Cannot safely encode array with size larger than 32 bits');
-    }
-    for (const obj of object) encodeSlice(obj, byteParts);
-    return;
-  }
-
-  // Plain object → msgpack map
-  if (typeof object === 'object') {
-    const entries = Object.entries(object);
-    const numKeys = entries.length;
-    if (numKeys < FOUR_BITS) byteParts.push(new Uint8Array([0x80 | numKeys]));
-    else if (numKeys < SIXTEEN_BITS) {
-      const dv = new DataView(new ArrayBuffer(3));
-      dv.setUint16(1, numKeys);
-      dv.setUint8(0, 0xde);
-      byteParts.push(new Uint8Array(dv.buffer));
-    } else if (numKeys < THIRTY_TWO_BITS) {
-      const dv = new DataView(new ArrayBuffer(5));
-      dv.setUint32(1, numKeys);
-      dv.setUint8(0, 0xdf);
-      byteParts.push(new Uint8Array(dv.buffer));
-    } else {
-      throw new Error('Cannot safely encode map with size larger than 32 bits');
-    }
-    for (const [key, value] of entries) {
-      encodeSlice(key, byteParts);
-      encodeSlice(value as MsgpackValue, byteParts);
-    }
-    return;
-  }
-
-  throw new Error('Cannot safely encode value into messagepack');
-}
-
-// ── HELPERS ──────────────────────────────────────────────────
-
-/**
- * Convert large integers to BigInt for correct msgpack encoding.
- * Integers >= 2^32 or < -2^31 must be encoded as int64/uint64,
- * not as float64 (which would lose precision).
- */
-export function largeIntToBigInt(obj: MsgpackValue): MsgpackValue {
-  if (typeof obj === 'number' && Number.isInteger(obj) && (obj >= 0x100000000 || obj < -0x80000000)) {
-    return BigInt(obj);
-  }
-  if (Array.isArray(obj)) return obj.map(largeIntToBigInt);
-  if (typeof obj === 'object' && obj !== null && !(obj instanceof Uint8Array)) {
-    const result: Record<string, MsgpackValue> = {};
-    for (const key in obj) {
-      result[key] = largeIntToBigInt((obj as Record<string, MsgpackValue>)[key]);
-    }
-    return result;
-  }
-  return obj;
-}
-
-/**
- * Strip undefined keys from objects recursively.
- * msgpack cannot encode undefined values.
- */
-export function removeUndefinedKeys(obj: MsgpackValue): MsgpackValue {
-  if (Array.isArray(obj)) return obj.map(removeUndefinedKeys);
-  if (typeof obj === 'object' && obj !== null && !(obj instanceof Uint8Array)) {
-    const result: Record<string, MsgpackValue> = {};
-    for (const key in obj) {
-      const val = (obj as Record<string, MsgpackValue>)[key];
-      if (val !== undefined) {
-        result[key] = removeUndefinedKeys(val);
-      }
-    }
-    return result;
-  }
-  return obj;
-}
-
-/**
- * Encode a number/bigint as big-endian uint64 (8 bytes).
- */
-export function toUint64Bytes(n: bigint | number | string): Uint8Array {
-  const bytes = new Uint8Array(8);
-  new DataView(bytes.buffer).setBigUint64(0, BigInt(n));
-  return bytes;
-}

package/src/perp/orders.ts

@@ -1,234 +0,0 @@
-/**
- * Hyperliquid Order Management
- *
- * Order placement, cancellation, and leverage updates on Hyperliquid L1.
- * No builder fee — private group, not needed.
- */
-
-import type { PerpConfig, PerpTradeSignal, OrderResult } from './types.js';
-import { HyperliquidClient } from './client.js';
-import { HyperliquidSigner, getNextNonce } from './signer.js';
-
-export class HyperliquidOrderManager {
-  private readonly client: HyperliquidClient;
-  private readonly signer: HyperliquidSigner;
-  private readonly config: PerpConfig;
-
-  constructor(client: HyperliquidClient, signer: HyperliquidSigner, config: PerpConfig) {
-    this.client = client;
-    this.signer = signer;
-    this.config = config;
-  }
-
-  async placeOrder(signal: PerpTradeSignal): Promise<OrderResult> {
-    try {
-      // Enforce config-based caps (skip for reduce-only/close orders)
-      if (!signal.reduceOnly) {
-        const notionalUSD = signal.size * signal.price;
-        if (notionalUSD > this.config.maxNotionalUSD) {
-          const msg = `Notional $${notionalUSD.toFixed(0)} exceeds max $${this.config.maxNotionalUSD} for ${signal.instrument}`;
-          console.warn(`[perp] Order rejected: ${msg}`);
-          return { success: false, status: 'error', error: msg };
-        }
-        if (signal.leverage > this.config.maxLeverage) {
-          const msg = `Leverage ${signal.leverage}x exceeds max ${this.config.maxLeverage}x for ${signal.instrument}`;
-          console.warn(`[perp] Order rejected: ${msg}`);
-          return { success: false, status: 'error', error: msg };
-        }
-      }
-
-      const assetIndex = await this.client.getAssetIndex(signal.instrument);
-      const isBuy = signal.action === 'open_long' || signal.action === 'close_short';
-
-      // Round size to instrument's szDecimals (Hyperliquid rejects sizes with excess precision)
-      const szDecimals = await this.client.getSzDecimals(signal.instrument);
-      const factor = 10 ** szDecimals;
-      const roundedSize = Math.floor(signal.size * factor) / factor;
-      if (roundedSize <= 0) {
-        const msg = `Size ${signal.size} rounds to 0 at ${szDecimals} decimal places for ${signal.instrument}`;
-        console.warn(`[perp] Order rejected: ${msg}`);
-        return { success: false, status: 'error', error: msg };
-      }
-
-      const orderWire = {
-        a: assetIndex,
-        b: isBuy,
-        p: signal.orderType === 'market' ? this.getMarketPrice(signal) : signal.price.toString(),
-        s: roundedSize.toString(),
-        r: signal.reduceOnly,
-        t: signal.orderType === 'market'
-          ? { limit: { tif: 'Ioc' as const } }
-          : { limit: { tif: 'Gtc' as const } },
-      };
-
-      const action: Record<string, unknown> = {
-        type: 'order',
-        orders: [orderWire],
-        grouping: 'na',
-      };
-
-      const nonce = getNextNonce();
-      const { signature } = await this.signer.signAction(action, nonce);
-
-      const resp = await this.exchangeRequest({
-        action,
-        nonce: Number(nonce),
-        signature: {
-          r: signature.slice(0, 66),
-          s: `0x${signature.slice(66, 130)}`,
-          v: parseInt(signature.slice(130, 132), 16),
-        },
-        vaultAddress: null,
-      });
-
-      return this.parseOrderResponse(resp);
-    } catch (error) {
-      const message = error instanceof Error ? error.message : String(error);
-      console.error(`[perp] Order failed for ${signal.instrument}:`, message);
-      return { success: false, status: 'error', error: message };
-    }
-  }
-
-  async cancelOrder(instrument: string, orderId: number): Promise<boolean> {
-    try {
-      const assetIndex = await this.client.getAssetIndex(instrument);
-
-      const action: Record<string, unknown> = {
-        type: 'cancel',
-        cancels: [{ a: assetIndex, o: orderId }],
-      };
-
-      const nonce = getNextNonce();
-      const { signature } = await this.signer.signAction(action, nonce);
-
-      await this.exchangeRequest({
-        action,
-        nonce: Number(nonce),
-        signature: {
-          r: signature.slice(0, 66),
-          s: `0x${signature.slice(66, 130)}`,
-          v: parseInt(signature.slice(130, 132), 16),
-        },
-        vaultAddress: null,
-      });
-
-      console.log(`[perp] Cancelled order ${orderId} for ${instrument}`);
-      return true;
-    } catch (error) {
-      const message = error instanceof Error ? error.message : String(error);
-      console.error(`[perp] Cancel failed for order ${orderId}:`, message);
-      return false;
-    }
-  }
-
-  async closePosition(instrument: string, positionSize: number): Promise<OrderResult> {
-    const isLong = positionSize > 0;
-    return this.placeOrder({
-      action: isLong ? 'close_long' : 'close_short',
-      instrument,
-      size: Math.abs(positionSize),
-      price: 0,
-      leverage: 1,
-      orderType: 'market',
-      reduceOnly: true,
-      confidence: 1.0,
-      reasoning: 'Position close',
-    });
-  }
-
-  async updateLeverage(instrument: string, leverage: number, isCross: boolean = true): Promise<boolean> {
-    try {
-      const assetIndex = await this.client.getAssetIndex(instrument);
-
-      const action: Record<string, unknown> = {
-        type: 'updateLeverage',
-        asset: assetIndex,
-        isCross,
-        leverage,
-      };
-
-      const nonce = getNextNonce();
-      const { signature } = await this.signer.signAction(action, nonce);
-
-      await this.exchangeRequest({
-        action,
-        nonce: Number(nonce),
-        signature: {
-          r: signature.slice(0, 66),
-          s: `0x${signature.slice(66, 130)}`,
-          v: parseInt(signature.slice(130, 132), 16),
-        },
-        vaultAddress: null,
-      });
-
-      console.log(`[perp] Leverage set for ${instrument}: ${leverage}x (${isCross ? 'cross' : 'isolated'})`);
-      return true;
-    } catch (error) {
-      const message = error instanceof Error ? error.message : String(error);
-      console.error(`[perp] Leverage update failed for ${instrument}:`, message);
-      return false;
-    }
-  }
-
-  // ── PRIVATE ────────────────────────────────────────────────
-
-  private getMarketPrice(signal: PerpTradeSignal): string {
-    const isBuy = signal.action === 'open_long' || signal.action === 'close_short';
-    if (signal.price > 0) {
-      const slippage = isBuy ? 1.005 : 0.995;
-      return (signal.price * slippage).toString();
-    }
-    return '0';
-  }
-
-  private parseOrderResponse(resp: any): OrderResult {
-    if (resp?.status === 'ok' && resp?.response?.type === 'order') {
-      const statuses = resp.response.data?.statuses || [];
-      if (statuses.length > 0) {
-        const status = statuses[0];
-
-        if (status.filled) {
-          return {
-            success: true,
-            orderId: status.filled.oid,
-            status: 'filled',
-            avgPrice: status.filled.avgPx,
-            filledSize: status.filled.totalSz,
-          };
-        }
-
-        if (status.resting) {
-          return {
-            success: true,
-            orderId: status.resting.oid,
-            status: 'resting',
-          };
-        }
-
-        if (status.error) {
-          return { success: false, status: 'error', error: status.error };
-        }
-      }
-    }
-
-    return {
-      success: false,
-      status: 'error',
-      error: `Unexpected response: ${JSON.stringify(resp)}`,
-    };
-  }
-
-  private async exchangeRequest(body: Record<string, unknown>): Promise<any> {
-    const resp = await fetch(`${this.config.apiUrl}/exchange`, {
-      method: 'POST',
-      headers: { 'Content-Type': 'application/json' },
-      body: JSON.stringify(body),
-    });
-
-    if (!resp.ok) {
-      throw new Error(`Hyperliquid Exchange API error: ${resp.status} ${await resp.text()}`);
-    }
-
-    return resp.json();
-  }
-}

package/src/perp/positions.ts

@@ -1,126 +0,0 @@
-/**
- * Hyperliquid Position Tracking
- *
- * Position management with 5s cache, account summaries,
- * and liquidation proximity monitoring.
- */
-
-import type { PerpPosition, AccountSummary } from './types.js';
-import { HyperliquidClient } from './client.js';
-
-export class HyperliquidPositionManager {
-  private readonly client: HyperliquidClient;
-  private readonly userAddress: string;
-
-  private cachedPositions: PerpPosition[] = [];
-  private cachedAccount: AccountSummary | null = null;
-  private lastRefreshAt: number = 0;
-  private readonly cacheTtlMs: number = 5_000;
-
-  constructor(client: HyperliquidClient, userAddress: string) {
-    this.client = client;
-    this.userAddress = userAddress;
-  }
-
-  // ── POSITION QUERIES ───────────────────────────────────────
-
-  async getPositions(forceRefresh: boolean = false): Promise<PerpPosition[]> {
-    if (!forceRefresh && this.isCacheFresh()) return this.cachedPositions;
-    await this.refresh();
-    return this.cachedPositions;
-  }
-
-  async getPosition(instrument: string): Promise<PerpPosition | null> {
-    const positions = await this.getPositions();
-    return positions.find((p) => p.instrument === instrument) ?? null;
-  }
-
-  async getAccountSummary(forceRefresh: boolean = false): Promise<AccountSummary> {
-    if (!forceRefresh && this.isCacheFresh() && this.cachedAccount) {
-      return this.cachedAccount;
-    }
-    await this.refresh();
-    return this.cachedAccount!;
-  }
-
-  // ── LIQUIDATION MONITORING ─────────────────────────────────
-
-  async getLiquidationProximity(): Promise<Map<string, number>> {
-    const positions = await this.getPositions();
-    const proximities = new Map<string, number>();
-
-    for (const pos of positions) {
-      if (pos.liquidationPrice <= 0 || pos.markPrice <= 0) {
-        proximities.set(pos.instrument, 0);
-        continue;
-      }
-
-      let proximity: number;
-
-      if (pos.size > 0) {
-        if (pos.markPrice <= pos.liquidationPrice) {
-          proximity = 1.0;
-        } else {
-          const distanceToLiq = pos.markPrice - pos.liquidationPrice;
-          const entryToLiq = pos.entryPrice - pos.liquidationPrice;
-          proximity = entryToLiq > 0 ? 1 - distanceToLiq / entryToLiq : 0;
-        }
-      } else {
-        if (pos.markPrice >= pos.liquidationPrice) {
-          proximity = 1.0;
-        } else {
-          const distanceToLiq = pos.liquidationPrice - pos.markPrice;
-          const entryToLiq = pos.liquidationPrice - pos.entryPrice;
-          proximity = entryToLiq > 0 ? 1 - distanceToLiq / entryToLiq : 0;
-        }
-      }
-
-      proximities.set(pos.instrument, Math.max(0, Math.min(1, proximity)));
-    }
-
-    return proximities;
-  }
-
-  async getDangerousPositions(threshold: number = 0.7): Promise<PerpPosition[]> {
-    const positions = await this.getPositions();
-    const proximities = await this.getLiquidationProximity();
-    return positions.filter((p) => (proximities.get(p.instrument) ?? 0) > threshold);
-  }
-
-  // ── SUMMARY HELPERS ────────────────────────────────────────
-
-  async getTotalUnrealizedPnl(): Promise<number> {
-    const positions = await this.getPositions();
-    return positions.reduce((sum, p) => sum + p.unrealizedPnl, 0);
-  }
-
-  async getTotalNotional(): Promise<number> {
-    const positions = await this.getPositions();
-    return positions.reduce((sum, p) => sum + p.notionalUSD, 0);
-  }
-
-  async getPositionCount(): Promise<number> {
-    return (await this.getPositions()).length;
-  }
-
-  // ── CACHE ──────────────────────────────────────────────────
-
-  async refresh(): Promise<void> {
-    try {
-      const [positions, account] = await Promise.all([
-        this.client.getPositions(this.userAddress),
-        this.client.getAccountSummary(this.userAddress),
-      ]);
-      this.cachedPositions = positions;
-      this.cachedAccount = account;
-      this.lastRefreshAt = Date.now();
-    } catch (error) {
-      const message = error instanceof Error ? error.message : String(error);
-      console.error('[perp] Failed to refresh positions:', message);
-    }
-  }
-
-  private isCacheFresh(): boolean {
-    return Date.now() - this.lastRefreshAt < this.cacheTtlMs;
-  }
-}