@exagent/agent 0.3.6 → 0.3.7

package/src/perp/websocket.ts

@@ -1,274 +0,0 @@
-/**
- * Hyperliquid WebSocket Client
- *
- * Real-time fill and funding event subscription.
- * Auto-reconnects with exponential backoff.
- * Checkpoints last processed fill time for REST backfill on reconnect.
- */
-
-import WebSocket from 'ws';
-import type { PerpConfig, PerpFill } from './types.js';
-import { HyperliquidClient } from './client.js';
-
-export type FillCallback = (fill: PerpFill) => void;
-export type FundingCallback = (funding: FundingPayment) => void;
-export type LiquidationCallback = (instrument: string, size: number) => void;
-
-export interface FundingPayment {
-  time: number;
-  coin: string;
-  usdc: string;
-  szi: string;
-  fundingRate: string;
-}
-
-export class HyperliquidWebSocket {
-  private readonly wsUrl: string;
-  private readonly userAddress: string;
-  private readonly client: HyperliquidClient;
-
-  private ws: WebSocket | null = null;
-  private reconnectAttempts: number = 0;
-  private readonly maxReconnectAttempts: number = 20;
-  private readonly baseReconnectMs: number = 1_000;
-  private readonly maxReconnectMs: number = 60_000;
-  private reconnectTimer: ReturnType<typeof setTimeout> | null = null;
-  private pingTimer: ReturnType<typeof setInterval> | null = null;
-  private isConnecting: boolean = false;
-  private shouldReconnect: boolean = true;
-
-  private lastProcessedFillTime: number = 0;
-
-  private onFill: FillCallback | null = null;
-  private onFunding: FundingCallback | null = null;
-  private onLiquidation: LiquidationCallback | null = null;
-
-  constructor(config: PerpConfig, userAddress: string, client: HyperliquidClient) {
-    this.wsUrl = config.wsUrl;
-    this.userAddress = userAddress;
-    this.client = client;
-  }
-
-  // ── CONNECTION ─────────────────────────────────────────────
-
-  async connect(): Promise<void> {
-    if (this.ws?.readyState === WebSocket.OPEN || this.isConnecting) return;
-
-    this.isConnecting = true;
-    this.shouldReconnect = true;
-
-    return new Promise<void>((resolve, reject) => {
-      try {
-        this.ws = new WebSocket(this.wsUrl);
-
-        this.ws.on('open', () => {
-          this.isConnecting = false;
-          this.reconnectAttempts = 0;
-          console.log('[perp-ws] Connected');
-
-          this.subscribe({
-            type: 'subscribe',
-            subscription: { type: 'userFills', user: this.userAddress },
-          });
-
-          this.subscribe({
-            type: 'subscribe',
-            subscription: { type: 'userFundings', user: this.userAddress },
-          });
-
-          this.startPing();
-
-          this.backfillMissedFills().catch((err) => {
-            console.warn('[perp-ws] Backfill failed:', err instanceof Error ? err.message : err);
-          });
-
-          resolve();
-        });
-
-        this.ws.on('message', (data: WebSocket.Data) => {
-          this.handleMessage(data);
-        });
-
-        this.ws.on('close', (code: number, reason: Buffer) => {
-          this.isConnecting = false;
-          console.log(`[perp-ws] Closed: ${code} ${reason.toString()}`);
-          this.stopPing();
-          this.scheduleReconnect();
-        });
-
-        this.ws.on('error', (error: Error) => {
-          this.isConnecting = false;
-          console.error('[perp-ws] Error:', error.message);
-          if (this.reconnectAttempts === 0) reject(error);
-        });
-      } catch (error) {
-        this.isConnecting = false;
-        reject(error);
-      }
-    });
-  }
-
-  disconnect(): void {
-    this.shouldReconnect = false;
-    if (this.reconnectTimer) {
-      clearTimeout(this.reconnectTimer);
-      this.reconnectTimer = null;
-    }
-    this.stopPing();
-    if (this.ws) {
-      this.ws.removeAllListeners();
-      if (this.ws.readyState === WebSocket.OPEN) {
-        this.ws.close(1000, 'Client disconnect');
-      }
-      this.ws = null;
-    }
-    console.log('[perp-ws] Disconnected');
-  }
-
-  get isConnected(): boolean {
-    return this.ws?.readyState === WebSocket.OPEN;
-  }
-
-  // ── EVENT HANDLERS ─────────────────────────────────────────
-
-  onFillReceived(callback: FillCallback): void {
-    this.onFill = callback;
-  }
-
-  onFundingReceived(callback: FundingCallback): void {
-    this.onFunding = callback;
-  }
-
-  onLiquidationDetected(callback: LiquidationCallback): void {
-    this.onLiquidation = callback;
-  }
-
-  getLastProcessedFillTime(): number {
-    return this.lastProcessedFillTime;
-  }
-
-  // ── MESSAGE HANDLING ───────────────────────────────────────
-
-  private handleMessage(data: WebSocket.Data): void {
-    try {
-      const msg = JSON.parse(data.toString());
-      if (msg.channel === 'userFills') {
-        this.handleFillMessage(msg.data);
-      } else if (msg.channel === 'userFundings') {
-        this.handleFundingMessage(msg.data);
-      }
-    } catch {
-      // Ignore parse errors (pong frames, etc.)
-    }
-  }
-
-  private handleFillMessage(fills: any[]): void {
-    if (!Array.isArray(fills) || !this.onFill) return;
-
-    for (const rawFill of fills) {
-      const fill = this.client.parseFill(rawFill);
-
-      if (fill.time > this.lastProcessedFillTime) {
-        this.lastProcessedFillTime = fill.time;
-      }
-
-      if (fill.liquidation && this.onLiquidation) {
-        this.onLiquidation(fill.coin, parseFloat(fill.sz));
-      }
-
-      this.onFill(fill);
-    }
-  }
-
-  private handleFundingMessage(fundings: any[]): void {
-    if (!Array.isArray(fundings) || !this.onFunding) return;
-
-    for (const funding of fundings) {
-      this.onFunding({
-        time: funding.time,
-        coin: funding.coin,
-        usdc: funding.usdc,
-        szi: funding.szi,
-        fundingRate: funding.fundingRate,
-      });
-    }
-  }
-
-  // ── BACKFILL ───────────────────────────────────────────────
-
-  private async backfillMissedFills(): Promise<void> {
-    if (this.lastProcessedFillTime === 0 || !this.onFill) return;
-
-    console.log(`[perp-ws] Backfilling fills since ${new Date(this.lastProcessedFillTime).toISOString()}`);
-
-    const fills = await this.client.getUserFillsByTime(
-      this.userAddress,
-      this.lastProcessedFillTime + 1,
-    );
-
-    if (fills.length > 0) {
-      console.log(`[perp-ws] Backfilled ${fills.length} missed fills`);
-      for (const rawFill of fills) {
-        const fill = this.client.parseFill(rawFill);
-        if (fill.time > this.lastProcessedFillTime) {
-          this.lastProcessedFillTime = fill.time;
-        }
-        if (fill.liquidation && this.onLiquidation) {
-          this.onLiquidation(fill.coin, parseFloat(fill.sz));
-        }
-        this.onFill(fill);
-      }
-    }
-  }
-
-  // ── RECONNECTION ───────────────────────────────────────────
-
-  private scheduleReconnect(): void {
-    if (!this.shouldReconnect || this.reconnectAttempts >= this.maxReconnectAttempts) {
-      if (this.reconnectAttempts >= this.maxReconnectAttempts) {
-        console.error(`[perp-ws] Max reconnect attempts (${this.maxReconnectAttempts}) reached`);
-      }
-      return;
-    }
-
-    const delay = Math.min(
-      this.baseReconnectMs * Math.pow(2, this.reconnectAttempts),
-      this.maxReconnectMs,
-    );
-
-    this.reconnectAttempts++;
-    console.log(`[perp-ws] Reconnecting in ${delay}ms (attempt ${this.reconnectAttempts})`);
-
-    this.reconnectTimer = setTimeout(() => {
-      this.connect().catch((err) => {
-        console.error('[perp-ws] Reconnect failed:', err instanceof Error ? err.message : err);
-      });
-    }, delay);
-  }
-
-  // ── KEEPALIVE ──────────────────────────────────────────────
-
-  private startPing(): void {
-    this.stopPing();
-    this.pingTimer = setInterval(() => {
-      if (this.ws?.readyState === WebSocket.OPEN) {
-        this.ws.send(JSON.stringify({ method: 'ping' }));
-      }
-    }, 25_000);
-  }
-
-  private stopPing(): void {
-    if (this.pingTimer) {
-      clearInterval(this.pingTimer);
-      this.pingTimer = null;
-    }
-  }
-
-  // ── HELPERS ────────────────────────────────────────────────
-
-  private subscribe(msg: Record<string, unknown>): void {
-    if (this.ws?.readyState === WebSocket.OPEN) {
-      this.ws.send(JSON.stringify(msg));
-    }
-  }
-}

package/src/position-tracker.ts

@@ -1,243 +0,0 @@
-import type { TrackedPosition, TradeRecord, PositionSummary, StrategyStore } from '@exagent/sdk';
-
-/**
- * Stablecoins and quote assets that should NOT be tracked as positions
- * on spot DEX venues (you don't want a "USDC position" when swapping).
- * On perp venues, ALL instruments are tracked (ETH, BTC, etc.).
- */
-const QUOTE_ASSETS = new Set(['USDC', 'USDbC', 'DAI', 'USDT', 'EURC']);
-
-/** Perp venues where positions can be short (negative quantity) */
-const PERP_VENUES = new Set(['hyperliquid_perp']);
-
-/** Prediction market venues */
-const PREDICTION_VENUES = new Set(['polymarket']);
-
-export class PositionTracker {
-  private positions: Map<string, TrackedPosition> = new Map();
-  private trades: TradeRecord[] = [];
-  private realizedPnL = 0;
-  private store: StrategyStore;
-
-  constructor(store: StrategyStore) {
-    this.store = store;
-    this.load();
-  }
-
-  /** Build a unique position key: venue-scoped when venue is provided */
-  private positionKey(token: string, venue?: string): string {
-    return venue ? `${venue}:${token}` : token;
-  }
-
-  private load(): void {
-    const saved = this.store.get<{
-      positions: [string, TrackedPosition][];
-      trades: TradeRecord[];
-      realizedPnL: number;
-    }>('position_tracker');
-
-    if (saved) {
-      this.positions = new Map(saved.positions);
-      this.trades = saved.trades;
-      this.realizedPnL = saved.realizedPnL;
-    }
-  }
-
-  private save(): void {
-    this.store.set('position_tracker', {
-      positions: Array.from(this.positions.entries()),
-      trades: this.trades.slice(-1000),
-      realizedPnL: this.realizedPnL,
-    });
-  }
-
-  /** Returns realized PnL from this trade (non-zero when closing/reducing a position) */
-  recordBuy(
-    token: string,
-    quantity: number,
-    price: number,
-    fee: number,
-    venue?: string,
-    chain?: string,
-    venueFillId?: string,
-  ): number {
-    // Skip quote assets on spot venues (no "USDC position" from swaps).
-    // Perp and prediction venues track all instruments.
-    const isPerp = venue ? PERP_VENUES.has(venue) : false;
-    const isPrediction = venue ? PREDICTION_VENUES.has(venue) : false;
-    if (!isPerp && !isPrediction && QUOTE_ASSETS.has(token)) return 0;
-
-    const key = this.positionKey(token, venue);
-    const existing = this.positions.get(key);
-    let tradePnL = 0;
-
-    if (existing) {
-      if (isPerp && existing.quantity < 0) {
-        // Buying to close/reduce a short position
-        const closedQty = Math.min(quantity, Math.abs(existing.quantity));
-        tradePnL = (existing.costBasisPerUnit - price) * closedQty - fee;
-        this.realizedPnL += tradePnL;
-
-        existing.quantity += quantity;
-        if (Math.abs(existing.quantity) <= 0.000001) {
-          this.positions.delete(key);
-        } else if (existing.quantity > 0) {
-          // Flipped from short to long — reset cost basis
-          existing.costBasisPerUnit = price;
-        }
-      } else {
-        // Adding to a long position (or adding to perp long)
-        const totalQty = existing.quantity + quantity;
-        const totalCost = existing.costBasisPerUnit * existing.quantity + price * quantity;
-        existing.costBasisPerUnit = totalCost / totalQty;
-        existing.quantity = totalQty;
-      }
-    } else {
-      this.positions.set(key, {
-        token,
-        quantity,
-        costBasisPerUnit: price,
-        entryTimestamp: Date.now(),
-        venue,
-        chain,
-      });
-    }
-
-    this.trades.push({
-      token,
-      action: 'buy',
-      quantity,
-      price,
-      fee,
-      timestamp: Date.now(),
-      venue,
-      chain,
-      venueFillId,
-    });
-
-    this.save();
-    return tradePnL;
-  }
-
-  /** Returns realized PnL from this trade (non-zero when closing/reducing a position) */
-  recordSell(
-    token: string,
-    quantity: number,
-    price: number,
-    fee: number,
-    venue?: string,
-    chain?: string,
-    venueFillId?: string,
-  ): number {
-    // Skip quote assets on spot venues (no "USDC position" from swaps).
-    // Perp and prediction venues track all instruments.
-    const isPerp = venue ? PERP_VENUES.has(venue) : false;
-    const isPrediction = venue ? PREDICTION_VENUES.has(venue) : false;
-    if (!isPerp && !isPrediction && QUOTE_ASSETS.has(token)) return 0;
-
-    const key = this.positionKey(token, venue);
-    const existing = this.positions.get(key);
-    let tradePnL = 0;
-
-    if (existing) {
-      if (isPerp && existing.quantity > 0) {
-        // Selling to close/reduce a long position
-        const closedQty = Math.min(quantity, existing.quantity);
-        tradePnL = (price - existing.costBasisPerUnit) * closedQty - fee;
-        this.realizedPnL += tradePnL;
-
-        existing.quantity -= quantity;
-        if (Math.abs(existing.quantity) <= 0.000001) {
-          this.positions.delete(key);
-        } else if (existing.quantity < 0) {
-          // Flipped from long to short — reset cost basis
-          existing.costBasisPerUnit = price;
-        }
-      } else if (isPerp && existing.quantity <= 0) {
-        // Adding to a short position
-        const totalQty = Math.abs(existing.quantity) + quantity;
-        const totalCost = existing.costBasisPerUnit * Math.abs(existing.quantity) + price * quantity;
-        existing.costBasisPerUnit = totalCost / totalQty;
-        existing.quantity -= quantity;
-      } else {
-        // Spot sell — standard close logic
-        tradePnL = (price - existing.costBasisPerUnit) * quantity - fee;
-        this.realizedPnL += tradePnL;
-
-        existing.quantity -= quantity;
-        if (existing.quantity <= 0.000001) {
-          this.positions.delete(key);
-        }
-      }
-    } else if (isPerp) {
-      // Opening a new short position (perps only)
-      this.positions.set(key, {
-        token,
-        quantity: -quantity,
-        costBasisPerUnit: price,
-        entryTimestamp: Date.now(),
-        venue,
-        chain,
-      });
-    }
-
-    this.trades.push({
-      token,
-      action: 'sell',
-      quantity,
-      price,
-      fee,
-      timestamp: Date.now(),
-      venue,
-      chain,
-      venueFillId,
-    });
-
-    this.save();
-    return tradePnL;
-  }
-
-  getSummary(prices: Record<string, number>): PositionSummary {
-    let totalUnrealizedPnL = 0;
-
-    const openPositions = Array.from(this.positions.values());
-    for (const pos of openPositions) {
-      const currentPrice = prices[pos.token];
-      if (currentPrice) {
-        if (pos.quantity >= 0) {
-          // Long: profit when price goes up
-          totalUnrealizedPnL += (currentPrice - pos.costBasisPerUnit) * pos.quantity;
-        } else {
-          // Short: profit when price goes down
-          totalUnrealizedPnL += (pos.costBasisPerUnit - currentPrice) * Math.abs(pos.quantity);
-        }
-      }
-    }
-
-    return {
-      openPositions,
-      totalUnrealizedPnL,
-      totalRealizedPnL: this.realizedPnL,
-    };
-  }
-
-  getPositions(): TrackedPosition[] {
-    return Array.from(this.positions.values());
-  }
-
-  getTrades(limit?: number): TradeRecord[] {
-    if (limit) return this.trades.slice(-limit);
-    return [...this.trades];
-  }
-
-  getRealizedPnL(): number {
-    return this.realizedPnL;
-  }
-
-  reset(): void {
-    this.positions.clear();
-    this.trades = [];
-    this.realizedPnL = 0;
-    this.save();
-  }
-}