@reefclaw/connect 0.1.11 → 0.1.12

package/assets/plugin/wave9/live-autonomous-protection.js

@@ -1,112 +0,0 @@
-import { confirmWave9LivePositionFlat, } from './live-position-confirmation.js';
-import { reprotectWave9LiveResidual, } from './live-residual-protection.js';
-function manualResult(ledger, candidateId, symbol, detail) {
-    return {
-        status: 'manual_intervention',
-        detail: `IMMEDIATE MANUAL INTERVENTION REQUIRED: ${detail}`,
-        candidateId,
-        symbol,
-        stopPrice: ledger.getByCandidateId(candidateId)?.initialStop ?? Number.NaN,
-    };
-}
-function combineManualDetail(result, prefix) {
-    return {
-        ...result,
-        detail: `IMMEDIATE MANUAL INTERVENTION REQUIRED: ${prefix}; ${result.detail}`,
-    };
-}
-async function authorizeMutation(ledger, candidateId, symbol, action, authorize) {
-    if (!authorize)
-        return undefined;
-    try {
-        const result = await authorize();
-        if (result.authorized)
-            return undefined;
-        return manualResult(ledger, candidateId, symbol, `${action} was refused by the exact entry/position identity fence: ${result.detail}`);
-    }
-    catch (error) {
-        return manualResult(ledger, candidateId, symbol, `${action} identity verification threw: ${String(error)}`);
-    }
-}
-async function markConfirmedFlat(ledger, candidateId, symbol, confirmation) {
-    try {
-        ledger.markClosed(candidateId);
-        return {
-            status: 'flat',
-            detail: confirmation.detail,
-            candidateId,
-            symbol,
-        };
-    }
-    catch (error) {
-        return manualResult(ledger, candidateId, symbol, `exchange flatness was proven but durable closure could not be persisted: ${String(error)}`);
-    }
-}
-/**
- * Resolve a Wave 9 LIVE exposure after a close acknowledgement or a native
- * stop-loss event. The only successful terminal state is stable exchange
- * flatness persisted to the durable execution ledger. Otherwise the exact
- * frozen candidate stop is proven/re-armed. If that cannot be done, issue one
- * emergency reduce-only close, prove flatness again, and make one final
- * re-protection attempt for any residual. Every unresolved state stays OPEN.
- *
- * The caller must hold the shared trading-operation lock for the whole call.
- */
-export async function recoverWave9LiveExposure(adapter, executionLedger, candidateId, symbol, options = {}) {
-    const confirmFlat = options.confirmFlat ?? confirmWave9LivePositionFlat;
-    const reprotect = options.reprotect ?? reprotectWave9LiveResidual;
-    const firstFlat = await confirmFlat(adapter, symbol, options.flatConfirmation);
-    if (firstFlat.confirmed) {
-        return markConfirmedFlat(executionLedger, candidateId, symbol, firstFlat);
-    }
-    const initialMutationRefusal = await authorizeMutation(executionLedger, candidateId, symbol, 'initial residual re-protection', options.authorizeExposureMutation);
-    if (initialMutationRefusal)
-        return initialMutationRefusal;
-    let firstProtection;
-    try {
-        firstProtection = await reprotect(adapter, executionLedger, candidateId, symbol);
-    }
-    catch (error) {
-        firstProtection = manualResult(executionLedger, candidateId, symbol, `initial residual re-protection threw: ${String(error)}`);
-    }
-    if (firstProtection.status === 'protected')
-        return firstProtection;
-    const closeRefusal = await authorizeMutation(executionLedger, candidateId, symbol, 'emergency close', options.authorizeExposureMutation);
-    if (closeRefusal) {
-        return combineManualDetail(closeRefusal, firstProtection.detail);
-    }
-    let emergencyCloseError;
-    try {
-        await adapter.closePosition(symbol, 'emergency');
-    }
-    catch (error) {
-        // A post-submit exception is not proof the exchange rejected the close.
-        // Always inspect stable exchange position state before deciding what is
-        // left to protect.
-        emergencyCloseError = String(error);
-    }
-    const afterEmergencyFlat = await confirmFlat(adapter, symbol, options.flatConfirmation);
-    if (afterEmergencyFlat.confirmed) {
-        return markConfirmedFlat(executionLedger, candidateId, symbol, afterEmergencyFlat);
-    }
-    const finalMutationRefusal = await authorizeMutation(executionLedger, candidateId, symbol, 'final residual re-protection', options.authorizeExposureMutation);
-    if (finalMutationRefusal) {
-        const closeDetail = emergencyCloseError
-            ? `emergency close threw (${emergencyCloseError}) and stable flatness was not proven`
-            : 'emergency close was acknowledged but stable flatness was not proven';
-        return combineManualDetail(finalMutationRefusal, `${firstProtection.detail}; ${closeDetail}`);
-    }
-    let finalProtection;
-    try {
-        finalProtection = await reprotect(adapter, executionLedger, candidateId, symbol);
-    }
-    catch (error) {
-        finalProtection = manualResult(executionLedger, candidateId, symbol, `final residual re-protection threw: ${String(error)}`);
-    }
-    if (finalProtection.status === 'protected')
-        return finalProtection;
-    const closeDetail = emergencyCloseError
-        ? `emergency close threw (${emergencyCloseError}) and stable flatness was not proven`
-        : 'emergency close was acknowledged but stable flatness was not proven';
-    return combineManualDetail(finalProtection, `${firstProtection.detail}; ${closeDetail}; final residual remains unverified`);
-}

package/assets/plugin/wave9/live-durable-reconciliation-scheduler.d.ts

@@ -1,33 +0,0 @@
-import type { AdapterReadiness, IExchangeAdapter } from '../exchange-adapter.js';
-import type { TradingOperationLock } from '../lifecycle/trading-operation-lock.js';
-import type { Wave9LiveStartupReconciliationResult } from './live-startup-reconciliation.js';
-export interface Wave9LiveReadySource extends IExchangeAdapter {
-    on(event: 'readiness_changed', listener: (readiness: AdapterReadiness, detail?: string) => void): unknown;
-}
-export interface Wave9LiveDurableReconciliationSchedulerOptions {
-    operationLock: TradingOperationLock;
-    isCurrentSource(source: Wave9LiveReadySource): boolean;
-    reconcile(source: Wave9LiveReadySource): Promise<Wave9LiveStartupReconciliationResult>;
-    onResult?(trigger: string, result: Wave9LiveStartupReconciliationResult): void;
-    onError?(trigger: string, error: unknown): void;
-    retryDelaysMs?: readonly number[];
-    periodicMs?: number;
-}
-/**
- * Source-bound READY/periodic driver for durable Wave 9 recovery. At most one
- * timer and one lock-serialized pass exist for the active adapter. A replaced
- * adapter is stopped synchronously and an in-flight old pass cannot reschedule
- * itself. Timers are unref'ed so this safety loop never keeps Node alive.
- */
-export declare class Wave9LiveDurableReconciliationScheduler {
-    private readonly options;
-    private readonly retryDelaysMs;
-    private readonly periodicMs;
-    private active?;
-    constructor(options: Wave9LiveDurableReconciliationSchedulerOptions);
-    attach(source: Wave9LiveReadySource): void;
-    stopIfSourceChanged(current: IExchangeAdapter): void;
-    stop(): void;
-    private isCurrentReady;
-    private schedule;
-}

package/assets/plugin/wave9/live-durable-reconciliation-scheduler.js

@@ -1,115 +0,0 @@
-const DEFAULT_RETRY_DELAYS_MS = [1_000, 3_000, 10_000];
-const DEFAULT_PERIODIC_MS = 60_000;
-/**
- * Source-bound READY/periodic driver for durable Wave 9 recovery. At most one
- * timer and one lock-serialized pass exist for the active adapter. A replaced
- * adapter is stopped synchronously and an in-flight old pass cannot reschedule
- * itself. Timers are unref'ed so this safety loop never keeps Node alive.
- */
-export class Wave9LiveDurableReconciliationScheduler {
-    options;
-    retryDelaysMs;
-    periodicMs;
-    active;
-    constructor(options) {
-        this.options = options;
-        this.retryDelaysMs = options.retryDelaysMs ?? DEFAULT_RETRY_DELAYS_MS;
-        this.periodicMs = options.periodicMs ?? DEFAULT_PERIODIC_MS;
-        if (this.retryDelaysMs.some((delay) => !Number.isFinite(delay) || delay < 0)) {
-            throw new Error('Wave 9 reconciliation retry delays must be finite and non-negative');
-        }
-        if (!Number.isFinite(this.periodicMs) || this.periodicMs <= 0) {
-            throw new Error('Wave 9 reconciliation periodic interval must be positive and finite');
-        }
-    }
-    attach(source) {
-        if (this.active?.source === source && !this.active.stopped)
-            return;
-        this.stop();
-        const state = { source, stopped: false };
-        this.active = state;
-        source.on('readiness_changed', (readiness) => {
-            // Runtime installs this listener immediately before it publishes a
-            // reconnect adapter. Queue first, then let the timer callback verify
-            // current source identity, so a synchronously-fast READY cannot be lost.
-            if (readiness === 'READY' && !state.stopped) {
-                this.schedule(state, 0, 0, 'ready');
-            }
-        });
-        if (source.readiness === 'READY') {
-            this.schedule(state, 0, 0, 'ready_replay');
-        }
-    }
-    stopIfSourceChanged(current) {
-        if (this.active && this.active.source !== current)
-            this.stop();
-    }
-    stop() {
-        const state = this.active;
-        if (!state)
-            return;
-        state.stopped = true;
-        if (state.timer !== undefined)
-            clearTimeout(state.timer);
-        state.timer = undefined;
-        this.active = undefined;
-    }
-    isCurrentReady(state) {
-        const source = state.source;
-        return !state.stopped
-            && this.active === state
-            && this.options.isCurrentSource(source)
-            && source.isLive
-            && source.mode === 'LIVE'
-            && source.readiness === 'READY';
-    }
-    schedule(state, delayMs, retryIndex, trigger) {
-        if (state.stopped || this.active !== state || state.timer !== undefined || state.inFlight) {
-            return;
-        }
-        const timer = setTimeout(() => {
-            state.timer = undefined;
-            if (!this.isCurrentReady(state)) {
-                if (!this.options.isCurrentSource(state.source)) {
-                    state.stopped = true;
-                    if (this.active === state)
-                        this.active = undefined;
-                }
-                return;
-            }
-            let passResult;
-            let passFailed = false;
-            const pass = this.options.operationLock.withAccountLock(`wave9_live_durable_reconciliation:${trigger}`, async () => {
-                if (!this.isCurrentReady(state))
-                    return;
-                passResult = await this.options.reconcile(state.source);
-                this.options.onResult?.(trigger, passResult);
-            }).catch((error) => {
-                passFailed = true;
-                this.options.onError?.(trigger, error);
-            }).finally(() => {
-                state.inFlight = undefined;
-                if (!this.isCurrentReady(state)) {
-                    if (!this.options.isCurrentSource(state.source)) {
-                        state.stopped = true;
-                        if (this.active === state)
-                            this.active = undefined;
-                    }
-                    return;
-                }
-                const retryable = passFailed || passResult?.retryable === true;
-                if (retryable && retryIndex < this.retryDelaysMs.length) {
-                    this.schedule(state, this.retryDelaysMs[retryIndex], retryIndex + 1, `ready_retry_${retryIndex + 1}`);
-                    return;
-                }
-                // Always retain a periodic pass. It catches ATTEMPTED/OPEN rows born
-                // after READY when a live submit's exact CID read was transiently
-                // unknown, while healthy rows are a cheap exact-stop no-op.
-                this.schedule(state, this.periodicMs, 0, 'periodic');
-            });
-            state.inFlight = pass;
-        }, delayMs);
-        timer.unref();
-        state.timer = timer;
-    }
-}

package/assets/plugin/wave9/live-execution-ledger.d.ts

@@ -1,107 +0,0 @@
-import { type Wave9StrategyName } from '../portfolio/wave9-policy.js';
-export type Wave9LiveExecutionState = 'attempted' | 'open' | 'closed';
-export type Wave9LiveDirection = 'LONG' | 'SHORT';
-export type Wave9LiveOrderSide = 'buy' | 'sell';
-export type Wave9LivePositionSide = 'long' | 'short';
-export interface Wave9LiveExecutionRecord {
-    candidateId: string;
-    missionId: string;
-    eventTime: string;
-    /** Canonical frozen-universe form, e.g. BTCUSDT. */
-    symbol: string;
-    strategy: Wave9StrategyName;
-    direction: Wave9LiveDirection;
-    side: Wave9LiveOrderSide;
-    /** Exact quantity authorized for the market-order attempt. */
-    quantity: number;
-    initialStop: number;
-    /** Deterministic Binance-safe idempotency key. */
-    clientOrderId: string;
-    state: Wave9LiveExecutionState;
-    attemptedAt: number;
-    updatedAt: number;
-    openedAt?: number;
-    closedAt?: number;
-    filledQuantity?: number;
-    entryPrice?: number;
-    exchangeOrderId?: string;
-}
-export interface Wave9LiveAttemptInput {
-    candidateId: string;
-    missionId: string;
-    eventTime: string;
-    symbol: string;
-    strategy: Wave9StrategyName;
-    direction: Wave9LiveDirection;
-    side: Wave9LiveOrderSide;
-    quantity: number;
-    initialStop: number;
-    clientOrderId: string;
-}
-export interface Wave9LiveOpenInput {
-    filledQuantity?: number;
-    entryPrice?: number;
-    exchangeOrderId?: string;
-}
-/** Final fill learned by resolving the exact deterministic entry CID. */
-export interface Wave9LiveExactOrderFillInput {
-    filledQuantity: number;
-    exchangeOrderId: string;
-    entryPrice?: number;
-}
-export interface Wave9LiveExecutionLedgerOptions {
-    pluginId?: string;
-    basePath?: string;
-    now?: () => number;
-}
-/** Stable Binance-compatible client order id (35 chars; Binance max is 36). */
-export declare function wave9ClientOrderId(candidateId: string): string;
-/** Backwards-compatible descriptive alias. */
-export declare const wave9LiveClientOrderId: typeof wave9ClientOrderId;
-export declare class Wave9LiveExecutionLedger {
-    private readonly filePath;
-    private readonly dir;
-    private readonly now;
-    private readonly entries;
-    constructor(options?: Wave9LiveExecutionLedgerOptions);
-    /**
-     * Persist an execution attempt before exchange submission. Repeating the
-     * exact immutable authorization is idempotent; any mismatch fails closed.
-     */
-    recordAttempt(input: Wave9LiveAttemptInput): Wave9LiveExecutionRecord;
-    /** Mark a confirmed fill. Repeating the exact confirmation is idempotent. */
-    markOpen(candidateId: string, input?: Wave9LiveOpenInput): Wave9LiveExecutionRecord;
-    /**
-     * Enrich an already-OPEN row after an exact deterministic entry lookup has
-     * proven the order terminal. This is deliberately narrower than markOpen:
-     * the final fill may populate a previously missing value or increase a
-     * crash-time partial fill, but it can never decrease, exceed authorization,
-     * or replace an already-bound exchange order identity.
-     */
-    reconcileOpenFillFromExactOrder(candidateId: string, input: Wave9LiveExactOrderFillInput): Wave9LiveExecutionRecord;
-    /** Mark an attempted/open record terminal. Terminal rows are never deleted. */
-    markClosed(candidateId: string): Wave9LiveExecutionRecord;
-    getByCandidateId(candidateId: string): Wave9LiveExecutionRecord | undefined;
-    /**
-     * Latest confirmed-open row matching an exchange position.
-     *
-     * An `attempted` row is a durable replay tombstone: the exchange outcome
-     * may be ambiguous, so the candidate must never execute again, but the row
-     * is not proof that a later same-symbol/same-side position belongs to Wave 9.
-     * Only `markOpen()` establishes durable position ownership.
-     */
-    findLatestForPosition(symbol: string, side: Wave9LivePositionSide | Wave9LiveOrderSide): Wave9LiveExecutionRecord | undefined;
-    /** Attempts count as executed because exchange outcome can be crash-ambiguous. */
-    getExecutedCandidateIds(): string[];
-    getAll(): Wave9LiveExecutionRecord[];
-    getFilePath(): string;
-    private currentTimestamp;
-    private requireCandidate;
-    private validateAttemptInput;
-    private validateOpenInput;
-    private sameAttempt;
-    private loadOrInit;
-    private persist;
-    private validateFile;
-    private validateStoredRecord;
-}