@reefclaw/openclaw-plugin 0.1.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/.gitignore +8 -0
- package/audit/mode-transition-audit.d.ts +11 -0
- package/audit/mode-transition-audit.js +29 -0
- package/balance-utils.d.ts +36 -0
- package/balance-utils.js +98 -0
- package/bridge/bridge.d.ts +109 -0
- package/bridge/bridge.js +1036 -0
- package/bridge/config.d.ts +43 -0
- package/bridge/config.js +176 -0
- package/bridge/connector.d.ts +52 -0
- package/bridge/connector.js +293 -0
- package/bridge/event-replay-buffer.d.ts +43 -0
- package/bridge/event-replay-buffer.js +109 -0
- package/bridge/gateway/event-parser.d.ts +209 -0
- package/bridge/gateway/event-parser.js +793 -0
- package/bridge/gateway/gateway-config.d.ts +39 -0
- package/bridge/gateway/gateway-config.js +86 -0
- package/bridge/gateway/gateway-http-client.d.ts +50 -0
- package/bridge/gateway/gateway-http-client.js +165 -0
- package/bridge/gateway/gateway-ws-client.d.ts +116 -0
- package/bridge/gateway/gateway-ws-client.js +417 -0
- package/bridge/gateway/poller.d.ts +146 -0
- package/bridge/gateway/poller.js +505 -0
- package/bridge/gateway/tool-discovery.d.ts +25 -0
- package/bridge/gateway/tool-discovery.js +198 -0
- package/bridge/index.d.ts +2 -0
- package/bridge/index.js +253 -0
- package/bridge/logger.d.ts +2 -0
- package/bridge/logger.js +2 -0
- package/bridge/provider.d.ts +156 -0
- package/bridge/provider.js +2 -0
- package/bridge/providers/emergency-commands.d.ts +54 -0
- package/bridge/providers/emergency-commands.js +235 -0
- package/bridge/providers/gateway.d.ts +322 -0
- package/bridge/providers/gateway.js +2302 -0
- package/bridge/providers/mock.d.ts +37 -0
- package/bridge/providers/mock.js +385 -0
- package/bridge/providers/onboarding-commands.d.ts +83 -0
- package/bridge/providers/onboarding-commands.js +213 -0
- package/bridge/providers/risk-calculator.d.ts +96 -0
- package/bridge/providers/risk-calculator.js +369 -0
- package/bridge/setup.d.ts +32 -0
- package/bridge/setup.js +226 -0
- package/bridge/types.d.ts +584 -0
- package/bridge/types.js +50 -0
- package/bridge/utils/reconnect.d.ts +6 -0
- package/bridge/utils/reconnect.js +6 -0
- package/bridge/utils/skill-signing.d.ts +51 -0
- package/bridge/utils/skill-signing.js +138 -0
- package/bridge/utils/skill-version.d.ts +17 -0
- package/bridge/utils/skill-version.js +74 -0
- package/ccxt/binance-ban-gate.d.ts +47 -0
- package/ccxt/binance-ban-gate.js +409 -0
- package/ccxt/binance-private.d.ts +325 -0
- package/ccxt/binance-private.js +1415 -0
- package/ccxt/binance-public.d.ts +18 -0
- package/ccxt/binance-public.js +147 -0
- package/config/agent-config-client.d.ts +55 -0
- package/config/agent-config-client.js +145 -0
- package/config/agent-config-poller.d.ts +25 -0
- package/config/agent-config-poller.js +100 -0
- package/config/brackets-config.d.ts +22 -0
- package/config/brackets-config.js +58 -0
- package/config/gate-store.d.ts +18 -0
- package/config/gate-store.js +61 -0
- package/config/plugin-config-io.d.ts +181 -0
- package/config/plugin-config-io.js +84 -0
- package/config/position-review-config.d.ts +35 -0
- package/config/position-review-config.js +105 -0
- package/config/tool-gate.d.ts +53 -0
- package/config/tool-gate.js +125 -0
- package/config/user-data-stream-config.d.ts +85 -0
- package/config/user-data-stream-config.js +224 -0
- package/connector-supervisor.d.ts +36 -0
- package/connector-supervisor.js +149 -0
- package/exchange-adapter.d.ts +49 -0
- package/exchange-adapter.js +4 -0
- package/index.d.ts +30 -0
- package/index.js +2030 -0
- package/ingest/pending-entry-metadata.d.ts +52 -0
- package/ingest/pending-entry-metadata.js +182 -0
- package/ingest/position-auto-capture.d.ts +98 -0
- package/ingest/position-auto-capture.js +394 -0
- package/ingest/position-decisions-client.d.ts +318 -0
- package/ingest/position-decisions-client.js +296 -0
- package/ingest/reconcile-db-vs-exchange.d.ts +13 -0
- package/ingest/reconcile-db-vs-exchange.js +114 -0
- package/ingest/reconciler-cleanup.d.ts +37 -0
- package/ingest/reconciler-cleanup.js +147 -0
- package/ingest/rest-gap-filler.d.ts +191 -0
- package/ingest/rest-gap-filler.js +565 -0
- package/ingest/touched-symbols-store.d.ts +25 -0
- package/ingest/touched-symbols-store.js +96 -0
- package/ingest/trade-store-client.d.ts +40 -0
- package/ingest/trade-store-client.js +125 -0
- package/ingest/ws-ingest.d.ts +43 -0
- package/ingest/ws-ingest.js +126 -0
- package/learning/setup-family.d.ts +21 -0
- package/learning/setup-family.js +103 -0
- package/lifecycle/install-signal-handlers.d.ts +33 -0
- package/lifecycle/install-signal-handlers.js +112 -0
- package/lifecycle/shutdown-coordinator.d.ts +43 -0
- package/lifecycle/shutdown-coordinator.js +131 -0
- package/live/bracket-id.d.ts +18 -0
- package/live/bracket-id.js +81 -0
- package/live/bracket-ledger.d.ts +54 -0
- package/live/bracket-ledger.js +267 -0
- package/live/bracket-manager.d.ts +82 -0
- package/live/bracket-manager.js +478 -0
- package/live/bracket-params.d.ts +22 -0
- package/live/bracket-params.js +124 -0
- package/live/bracket-reconciler.d.ts +95 -0
- package/live/bracket-reconciler.js +573 -0
- package/live/bracket-types.d.ts +102 -0
- package/live/bracket-types.js +8 -0
- package/live/deposit-tracker.d.ts +62 -0
- package/live/deposit-tracker.js +97 -0
- package/live/emergency-controls.d.ts +32 -0
- package/live/emergency-controls.js +226 -0
- package/live/exchange-errors.d.ts +12 -0
- package/live/exchange-errors.js +130 -0
- package/live/exchange-info-cache.d.ts +35 -0
- package/live/exchange-info-cache.js +119 -0
- package/live/fact-subscriber.d.ts +78 -0
- package/live/fact-subscriber.js +182 -0
- package/live/intent-journal.d.ts +42 -0
- package/live/intent-journal.js +122 -0
- package/live/listen-key-manager.d.ts +70 -0
- package/live/listen-key-manager.js +169 -0
- package/live/live-adapter.d.ts +264 -0
- package/live/live-adapter.js +1665 -0
- package/live/live-balance-enricher.d.ts +32 -0
- package/live/live-balance-enricher.js +104 -0
- package/live/live-bracket-api.d.ts +13 -0
- package/live/live-bracket-api.js +20 -0
- package/live/live-state-store.d.ts +194 -0
- package/live/live-state-store.js +450 -0
- package/live/local-signal-service.d.ts +57 -0
- package/live/local-signal-service.js +146 -0
- package/live/local-strategy-evaluator.d.ts +62 -0
- package/live/local-strategy-evaluator.js +127 -0
- package/live/microstructure-assembler.d.ts +54 -0
- package/live/microstructure-assembler.js +148 -0
- package/live/order-poller.d.ts +29 -0
- package/live/order-poller.js +125 -0
- package/live/position-state-store.d.ts +83 -0
- package/live/position-state-store.js +237 -0
- package/live/proposal-decision-listener.d.ts +64 -0
- package/live/proposal-decision-listener.js +288 -0
- package/live/proposal-manager.d.ts +76 -0
- package/live/proposal-manager.js +140 -0
- package/live/rate-limiter.d.ts +47 -0
- package/live/rate-limiter.js +159 -0
- package/live/reconciler.d.ts +39 -0
- package/live/reconciler.js +175 -0
- package/live/setup-buckets.d.ts +7 -0
- package/live/setup-buckets.js +33 -0
- package/live/slippage-tracker.d.ts +45 -0
- package/live/slippage-tracker.js +78 -0
- package/live/stop-watcher.d.ts +34 -0
- package/live/stop-watcher.js +158 -0
- package/live/user-data-active-probe.d.ts +54 -0
- package/live/user-data-active-probe.js +180 -0
- package/live/user-data-stream-controller.d.ts +200 -0
- package/live/user-data-stream-controller.js +579 -0
- package/live/user-data-stream-ws.d.ts +22 -0
- package/live/user-data-stream-ws.js +63 -0
- package/live/user-data-stream.d.ts +243 -0
- package/live/user-data-stream.js +704 -0
- package/logger.d.ts +2 -0
- package/logger.js +2 -0
- package/mfe.d.ts +21 -0
- package/mfe.js +68 -0
- package/onboarding/mode-ladder.d.ts +1 -0
- package/onboarding/mode-ladder.js +3 -0
- package/onboarding/runtime.d.ts +71 -0
- package/onboarding/runtime.js +153 -0
- package/openclaw.plugin.json +94 -0
- package/package.json +27 -0
- package/paper-adapter.d.ts +24 -0
- package/paper-adapter.js +91 -0
- package/persistence/state-manager.d.ts +42 -0
- package/persistence/state-manager.js +164 -0
- package/pinned-plan.d.ts +9 -0
- package/pinned-plan.js +23 -0
- package/risk/pre-trade-check.d.ts +38 -0
- package/risk/pre-trade-check.js +345 -0
- package/risk/pre-trade-types.d.ts +60 -0
- package/risk/pre-trade-types.js +3 -0
- package/scripts/assemble.mjs +114 -0
- package/shadow/shadow-tracker.d.ts +36 -0
- package/shadow/shadow-tracker.js +151 -0
- package/shadow/types.d.ts +42 -0
- package/shadow/types.js +20 -0
- package/shared/indicators-extended.d.ts +52 -0
- package/shared/indicators-extended.js +291 -0
- package/shared/indicators.d.ts +15 -0
- package/shared/indicators.js +114 -0
- package/signals/conditions/registry.d.ts +16 -0
- package/signals/conditions/registry.js +1274 -0
- package/signals/conditions/types.d.ts +1 -0
- package/signals/conditions/types.js +4 -0
- package/signals/direction-rules.d.ts +3 -0
- package/signals/direction-rules.js +24 -0
- package/signals/entry-rules.d.ts +6 -0
- package/signals/entry-rules.js +33 -0
- package/signals/serialize-context.d.ts +4 -0
- package/signals/serialize-context.js +39 -0
- package/signals/stop-rules.d.ts +3 -0
- package/signals/stop-rules.js +48 -0
- package/signals/strategy-adapter.d.ts +14 -0
- package/signals/strategy-adapter.js +122 -0
- package/signals/types.d.ts +1 -0
- package/signals/types.js +8 -0
- package/simulator/exchange-simulator.d.ts +93 -0
- package/simulator/exchange-simulator.js +684 -0
- package/simulator/fill-engine.d.ts +53 -0
- package/simulator/fill-engine.js +276 -0
- package/simulator/paper-market-feed.d.ts +26 -0
- package/simulator/paper-market-feed.js +104 -0
- package/simulator/realistic-fills.d.ts +59 -0
- package/simulator/realistic-fills.js +175 -0
- package/simulator/types.d.ts +219 -0
- package/simulator/types.js +43 -0
- package/skills/reefclaw/SKILL.md +97 -0
- package/strategy/builtin-strategies.d.ts +2 -0
- package/strategy/builtin-strategies.js +109 -0
- package/strategy/condition-registry.d.ts +3 -0
- package/strategy/condition-registry.js +153 -0
- package/strategy/evaluator.d.ts +67 -0
- package/strategy/evaluator.js +93 -0
- package/tools/assessment-validation.d.ts +118 -0
- package/tools/assessment-validation.js +415 -0
- package/tools/attach-brackets.d.ts +34 -0
- package/tools/attach-brackets.js +363 -0
- package/tools/audit-bracket-protection.d.ts +49 -0
- package/tools/audit-bracket-protection.js +527 -0
- package/tools/cancel-all-orders.d.ts +7 -0
- package/tools/cancel-all-orders.js +5 -0
- package/tools/cancel-order.d.ts +10 -0
- package/tools/cancel-order.js +14 -0
- package/tools/check-position-health.d.ts +46 -0
- package/tools/check-position-health.js +194 -0
- package/tools/clear-exchange-credentials.d.ts +24 -0
- package/tools/clear-exchange-credentials.js +70 -0
- package/tools/close-position.d.ts +22 -0
- package/tools/close-position.js +449 -0
- package/tools/create-order.d.ts +54 -0
- package/tools/create-order.js +338 -0
- package/tools/exit-gate.d.ts +58 -0
- package/tools/exit-gate.js +162 -0
- package/tools/fetch-balance.d.ts +5 -0
- package/tools/fetch-balance.js +4 -0
- package/tools/fetch-ohlcv.d.ts +11 -0
- package/tools/fetch-ohlcv.js +8 -0
- package/tools/fetch-open-orders.d.ts +7 -0
- package/tools/fetch-open-orders.js +4 -0
- package/tools/fetch-positions.d.ts +7 -0
- package/tools/fetch-positions.js +4 -0
- package/tools/fetch-ticker.d.ts +11 -0
- package/tools/fetch-ticker.js +5 -0
- package/tools/get-agent-profile.d.ts +4 -0
- package/tools/get-agent-profile.js +6 -0
- package/tools/get-analytics.d.ts +6 -0
- package/tools/get-analytics.js +7 -0
- package/tools/get-backtest.d.ts +12 -0
- package/tools/get-backtest.js +91 -0
- package/tools/get-basis.d.ts +7 -0
- package/tools/get-basis.js +7 -0
- package/tools/get-bracket-config.d.ts +11 -0
- package/tools/get-bracket-config.js +24 -0
- package/tools/get-cascade-risk.d.ts +7 -0
- package/tools/get-cascade-risk.js +8 -0
- package/tools/get-crypto-metrics.d.ts +18 -0
- package/tools/get-crypto-metrics.js +45 -0
- package/tools/get-cvd.d.ts +6 -0
- package/tools/get-cvd.js +6 -0
- package/tools/get-divergences.d.ts +6 -0
- package/tools/get-divergences.js +6 -0
- package/tools/get-funding-context.d.ts +6 -0
- package/tools/get-funding-context.js +16 -0
- package/tools/get-liquidation-levels.d.ts +7 -0
- package/tools/get-liquidation-levels.js +7 -0
- package/tools/get-liquidation-pulse.d.ts +9 -0
- package/tools/get-liquidation-pulse.js +22 -0
- package/tools/get-market-breadth.d.ts +6 -0
- package/tools/get-market-breadth.js +8 -0
- package/tools/get-market-intel.d.ts +19 -0
- package/tools/get-market-intel.js +116 -0
- package/tools/get-market-structure.d.ts +47 -0
- package/tools/get-market-structure.js +198 -0
- package/tools/get-my-mined-patterns.d.ts +20 -0
- package/tools/get-my-mined-patterns.js +61 -0
- package/tools/get-my-proposed-learnings.d.ts +20 -0
- package/tools/get-my-proposed-learnings.js +55 -0
- package/tools/get-my-recent-reviews.d.ts +22 -0
- package/tools/get-my-recent-reviews.js +66 -0
- package/tools/get-orderbook.d.ts +21 -0
- package/tools/get-orderbook.js +32 -0
- package/tools/get-pattern-scan.d.ts +7 -0
- package/tools/get-pattern-scan.js +8 -0
- package/tools/get-regime.d.ts +6 -0
- package/tools/get-regime.js +7 -0
- package/tools/get-relevant-learnings.d.ts +21 -0
- package/tools/get-relevant-learnings.js +65 -0
- package/tools/get-resting-liquidity.d.ts +6 -0
- package/tools/get-resting-liquidity.js +11 -0
- package/tools/get-risk-scenario.d.ts +29 -0
- package/tools/get-risk-scenario.js +47 -0
- package/tools/get-risk-summary.d.ts +51 -0
- package/tools/get-risk-summary.js +118 -0
- package/tools/get-sentiment.d.ts +4 -0
- package/tools/get-sentiment.js +6 -0
- package/tools/get-session-review.d.ts +7 -0
- package/tools/get-session-review.js +8 -0
- package/tools/get-setup-detail.d.ts +7 -0
- package/tools/get-setup-detail.js +303 -0
- package/tools/get-signals.d.ts +15 -0
- package/tools/get-signals.js +54 -0
- package/tools/get-sizing.d.ts +6 -0
- package/tools/get-sizing.js +6 -0
- package/tools/get-trade-feedback.d.ts +7 -0
- package/tools/get-trade-feedback.js +8 -0
- package/tools/get-trade-flow.d.ts +7 -0
- package/tools/get-trade-flow.js +7 -0
- package/tools/get-volume-analysis.d.ts +21 -0
- package/tools/get-volume-analysis.js +74 -0
- package/tools/get-volume-profile.d.ts +7 -0
- package/tools/get-volume-profile.js +7 -0
- package/tools/helpers.d.ts +25 -0
- package/tools/helpers.js +38 -0
- package/tools/intel-api.d.ts +14 -0
- package/tools/intel-api.js +52 -0
- package/tools/intel-cache.d.ts +25 -0
- package/tools/intel-cache.js +133 -0
- package/tools/list-strategies.d.ts +7 -0
- package/tools/list-strategies.js +6 -0
- package/tools/modify-stop.d.ts +17 -0
- package/tools/modify-stop.js +81 -0
- package/tools/modify-target.d.ts +17 -0
- package/tools/modify-target.js +71 -0
- package/tools/propose-learning.d.ts +22 -0
- package/tools/propose-learning.js +65 -0
- package/tools/query-review-outcomes.d.ts +30 -0
- package/tools/query-review-outcomes.js +64 -0
- package/tools/query-trades.d.ts +21 -0
- package/tools/query-trades.js +37 -0
- package/tools/record-position-reviews.d.ts +38 -0
- package/tools/record-position-reviews.js +147 -0
- package/tools/save-strategy.d.ts +16 -0
- package/tools/save-strategy.js +46 -0
- package/tools/scan-pairs.d.ts +18 -0
- package/tools/scan-pairs.js +220 -0
- package/tools/score-setup.d.ts +31 -0
- package/tools/score-setup.js +268 -0
- package/tools/set-bracket-requirement.d.ts +18 -0
- package/tools/set-bracket-requirement.js +81 -0
- package/tools/set-exchange-credentials.d.ts +25 -0
- package/tools/set-exchange-credentials.js +80 -0
- package/tools/set-trading-mode.d.ts +26 -0
- package/tools/set-trading-mode.js +135 -0
- package/tools/test-exchange-credentials.d.ts +16 -0
- package/tools/test-exchange-credentials.js +100 -0
- package/tools/toggle-strategy.d.ts +8 -0
- package/tools/toggle-strategy.js +8 -0
- package/trading-params-cache.d.ts +26 -0
- package/trading-params-cache.js +52 -0
- package/types.d.ts +110 -0
- package/types.js +7 -0
- package/util/plugin-paths.d.ts +3 -0
- package/util/plugin-paths.js +15 -0
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// Bracket ledger — persistent record of all brackets attached to open
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// can pass either `BTC/USDT` (skill/agent form) or `BTC/USDT:USDT`
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// - Pre-2026-04-21 rows written with a mix of both forms; `loadOrInit`
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import { existsSync, mkdirSync, readFileSync, renameSync, writeFileSync } from 'node:fs';
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import { join } from 'node:path';
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import { resolvePluginsBaseDir } from '../util/plugin-paths.js';
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import { logger, formatError } from '../logger.js';
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const TAG = 'bracket-ledger';
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const DEFAULT_PLUGIN_ID = 'reefclaw-paper-trading';
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const LEDGER_FILENAME = 'bracket-ledger.json';
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const SCHEMA_VERSION = 1;
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/** Canonical form for a bracket-ledger symbol key.
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*
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* CCXT returns Binance Futures symbols as `BTC/USDT:USDT` (the `:USDT`
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* suffix is the settlement asset); the skill + agent's tool args use the
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* un-suffixed `BTC/USDT`. Historically we keyed the ledger by whatever the
|
|
40
|
+
* caller passed in — which produced doubled rows per symbol and caused the
|
|
41
|
+
* 2026-04-21 ADA audit-vs-attach deadlock (9 of 11 symbols had both keys;
|
|
42
|
+
* see `memory/feedback_symbol_normalize_boundary.md`). This helper picks a
|
|
43
|
+
* single canonical form (un-suffixed) and is applied at every public
|
|
44
|
+
* BracketLedger entry point.
|
|
45
|
+
*
|
|
46
|
+
* Matches `user-data-stream-controller.ts` and `webapp/src/lib/symbols.ts`
|
|
47
|
+
* `normalizeSymbol`, so the bracket path lines up with the WS store + UI. */
|
|
48
|
+
export function normalizeBracketSymbol(s) {
|
|
49
|
+
return s.replace(/:[A-Z]+$/, '');
|
|
50
|
+
}
|
|
51
|
+
const VALID_STATES = new Set([
|
|
52
|
+
'pending_entry',
|
|
53
|
+
'attaching',
|
|
54
|
+
'active',
|
|
55
|
+
'partial',
|
|
56
|
+
'triggered_sl',
|
|
57
|
+
'triggered_tp',
|
|
58
|
+
'cancelled',
|
|
59
|
+
'failed',
|
|
60
|
+
]);
|
|
61
|
+
const TERMINAL_STATES = new Set([
|
|
62
|
+
'triggered_sl',
|
|
63
|
+
'triggered_tp',
|
|
64
|
+
'cancelled',
|
|
65
|
+
'failed',
|
|
66
|
+
]);
|
|
67
|
+
const defaultNow = () => new Date().toISOString();
|
|
68
|
+
export class BracketLedger {
|
|
69
|
+
filePath;
|
|
70
|
+
dir;
|
|
71
|
+
now;
|
|
72
|
+
entries = new Map();
|
|
73
|
+
constructor(pluginId, opts) {
|
|
74
|
+
const base = resolvePluginsBaseDir(opts?.basePath);
|
|
75
|
+
this.dir = join(base, pluginId ?? DEFAULT_PLUGIN_ID);
|
|
76
|
+
this.filePath = join(this.dir, LEDGER_FILENAME);
|
|
77
|
+
this.now = opts?.now ?? defaultNow;
|
|
78
|
+
if (!existsSync(this.dir)) {
|
|
79
|
+
mkdirSync(this.dir, { recursive: true });
|
|
80
|
+
}
|
|
81
|
+
this.loadOrInit();
|
|
82
|
+
}
|
|
83
|
+
/** Insert or replace the entry for a symbol. Persists synchronously.
|
|
84
|
+
* Symbol is normalized; the stored entry carries the canonical form so
|
|
85
|
+
* later readers see it regardless of whether the caller passed suffixed
|
|
86
|
+
* or un-suffixed input. */
|
|
87
|
+
upsert(entry) {
|
|
88
|
+
const ts = this.now();
|
|
89
|
+
const symbol = normalizeBracketSymbol(entry.symbol);
|
|
90
|
+
const existing = this.entries.get(symbol);
|
|
91
|
+
const full = {
|
|
92
|
+
...entry,
|
|
93
|
+
symbol, // always store the canonical form
|
|
94
|
+
createdAt: existing?.createdAt ?? entry.createdAt ?? ts,
|
|
95
|
+
updatedAt: ts,
|
|
96
|
+
};
|
|
97
|
+
this.entries.set(full.symbol, full);
|
|
98
|
+
this.persist();
|
|
99
|
+
return full;
|
|
100
|
+
}
|
|
101
|
+
/** Mutate the state of an existing entry. Throws if entry not found. */
|
|
102
|
+
markState(symbol, nextState, extras) {
|
|
103
|
+
const key = normalizeBracketSymbol(symbol);
|
|
104
|
+
const current = this.entries.get(key);
|
|
105
|
+
if (!current)
|
|
106
|
+
throw new Error(`No ledger entry for ${symbol}`);
|
|
107
|
+
const ts = this.now();
|
|
108
|
+
const nextEntry = {
|
|
109
|
+
...current,
|
|
110
|
+
...extras,
|
|
111
|
+
state: nextState,
|
|
112
|
+
updatedAt: ts,
|
|
113
|
+
closedAt: TERMINAL_STATES.has(nextState) ? (current.closedAt ?? ts) : current.closedAt,
|
|
114
|
+
};
|
|
115
|
+
this.entries.set(key, nextEntry);
|
|
116
|
+
this.persist();
|
|
117
|
+
return nextEntry;
|
|
118
|
+
}
|
|
119
|
+
getBySymbol(symbol) {
|
|
120
|
+
return this.entries.get(normalizeBracketSymbol(symbol));
|
|
121
|
+
}
|
|
122
|
+
getByBracketId(bracketId) {
|
|
123
|
+
for (const e of this.entries.values()) {
|
|
124
|
+
if (e.bracketId === bracketId)
|
|
125
|
+
return e;
|
|
126
|
+
}
|
|
127
|
+
return undefined;
|
|
128
|
+
}
|
|
129
|
+
/** All active (non-terminal) entries. Used by reconciler + telemetry. */
|
|
130
|
+
getActive() {
|
|
131
|
+
return Array.from(this.entries.values()).filter(e => !TERMINAL_STATES.has(e.state));
|
|
132
|
+
}
|
|
133
|
+
/** Every entry in the ledger, including terminal ones (kept for audit). */
|
|
134
|
+
getAll() {
|
|
135
|
+
return Array.from(this.entries.values());
|
|
136
|
+
}
|
|
137
|
+
/** Remove an entry — typically only called for very old terminal entries
|
|
138
|
+
* during periodic cleanup. Does NOT persist unless mutated. */
|
|
139
|
+
remove(symbol) {
|
|
140
|
+
const existed = this.entries.delete(normalizeBracketSymbol(symbol));
|
|
141
|
+
if (existed)
|
|
142
|
+
this.persist();
|
|
143
|
+
return existed;
|
|
144
|
+
}
|
|
145
|
+
/** Number of entries currently in the ledger. */
|
|
146
|
+
size() {
|
|
147
|
+
return this.entries.size;
|
|
148
|
+
}
|
|
149
|
+
/** Test seam — full ledger file path. */
|
|
150
|
+
getFilePath() {
|
|
151
|
+
return this.filePath;
|
|
152
|
+
}
|
|
153
|
+
// ---- Internals ----
|
|
154
|
+
loadOrInit() {
|
|
155
|
+
if (!existsSync(this.filePath)) {
|
|
156
|
+
logger.info(TAG, `No ledger file at ${this.filePath}; starting empty`);
|
|
157
|
+
return;
|
|
158
|
+
}
|
|
159
|
+
let raw;
|
|
160
|
+
try {
|
|
161
|
+
raw = readFileSync(this.filePath, 'utf8');
|
|
162
|
+
}
|
|
163
|
+
catch (err) {
|
|
164
|
+
throw new Error(`bracket-ledger: failed to read ${this.filePath}: ${formatError(err)}`);
|
|
165
|
+
}
|
|
166
|
+
let parsed;
|
|
167
|
+
try {
|
|
168
|
+
parsed = JSON.parse(raw);
|
|
169
|
+
}
|
|
170
|
+
catch (err) {
|
|
171
|
+
throw new Error(`bracket-ledger: ${this.filePath} is not valid JSON: ${formatError(err)}`);
|
|
172
|
+
}
|
|
173
|
+
const file = this.validateFile(parsed);
|
|
174
|
+
// Symbol-normalization migration (2026-04-21): pre-fix ledgers have
|
|
175
|
+
// duplicate rows per base symbol (one with `:USDT` suffix, one without)
|
|
176
|
+
// because registerEntry keyed on whatever the caller passed in. Collapse
|
|
177
|
+
// them on load: group by normalized symbol, keep the most recent by
|
|
178
|
+
// updatedAt, discard the older. Also rewrites `entry.symbol` to the
|
|
179
|
+
// canonical form so subsequent reads see a consistent key. The migration
|
|
180
|
+
// is idempotent — a second load on an already-normalized file is a no-op.
|
|
181
|
+
let migrated = 0;
|
|
182
|
+
const byNormKey = new Map();
|
|
183
|
+
for (const rawEntry of file.entries) {
|
|
184
|
+
const normSym = normalizeBracketSymbol(rawEntry.symbol);
|
|
185
|
+
const entry = rawEntry.symbol === normSym
|
|
186
|
+
? rawEntry
|
|
187
|
+
: (migrated++, { ...rawEntry, symbol: normSym });
|
|
188
|
+
const prev = byNormKey.get(normSym);
|
|
189
|
+
if (!prev) {
|
|
190
|
+
byNormKey.set(normSym, entry);
|
|
191
|
+
continue;
|
|
192
|
+
}
|
|
193
|
+
// Duplicate — keep the newer row. Non-terminal beats terminal at a
|
|
194
|
+
// tie (if one row is live and one cancelled, live is load-bearing).
|
|
195
|
+
const prevIsTerminal = TERMINAL_STATES.has(prev.state);
|
|
196
|
+
const entryIsTerminal = TERMINAL_STATES.has(entry.state);
|
|
197
|
+
const keepEntry = (!entryIsTerminal && prevIsTerminal) ||
|
|
198
|
+
(entryIsTerminal === prevIsTerminal && entry.updatedAt > prev.updatedAt);
|
|
199
|
+
if (keepEntry)
|
|
200
|
+
byNormKey.set(normSym, entry);
|
|
201
|
+
migrated++;
|
|
202
|
+
logger.warn(TAG, `dedup: collapsing duplicate rows for ${normSym} ` +
|
|
203
|
+
`(kept ${keepEntry ? entry.bracketId : prev.bracketId} state=${(keepEntry ? entry : prev).state}, ` +
|
|
204
|
+
`discarded ${keepEntry ? prev.bracketId : entry.bracketId} state=${(keepEntry ? prev : entry).state})`);
|
|
205
|
+
}
|
|
206
|
+
for (const entry of byNormKey.values()) {
|
|
207
|
+
this.entries.set(entry.symbol, entry);
|
|
208
|
+
}
|
|
209
|
+
if (migrated > 0) {
|
|
210
|
+
// Persist the migrated form immediately so a crash before the next
|
|
211
|
+
// mutation doesn't leave the on-disk file with the pre-migration rows.
|
|
212
|
+
this.persist();
|
|
213
|
+
logger.info(TAG, `Migrated ${migrated} ledger entries to normalized symbol form; rewrote ${this.filePath}`);
|
|
214
|
+
}
|
|
215
|
+
logger.info(TAG, `Loaded ${this.entries.size} entries from ${this.filePath}`);
|
|
216
|
+
}
|
|
217
|
+
persist() {
|
|
218
|
+
const file = {
|
|
219
|
+
schemaVersion: SCHEMA_VERSION,
|
|
220
|
+
entries: Array.from(this.entries.values()),
|
|
221
|
+
};
|
|
222
|
+
const tempPath = `${this.filePath}.tmp`;
|
|
223
|
+
// writeFileSync + renameSync gives us an atomic replace on POSIX and
|
|
224
|
+
// close-enough on Windows (MoveFileEx semantics differ slightly but
|
|
225
|
+
// there is no cross-platform better option from Node stdlib).
|
|
226
|
+
writeFileSync(tempPath, JSON.stringify(file, null, 2));
|
|
227
|
+
renameSync(tempPath, this.filePath);
|
|
228
|
+
}
|
|
229
|
+
validateFile(raw) {
|
|
230
|
+
if (!isRecord(raw))
|
|
231
|
+
throw new Error('bracket-ledger: file root is not an object');
|
|
232
|
+
const version = raw.schemaVersion;
|
|
233
|
+
if (version !== SCHEMA_VERSION) {
|
|
234
|
+
throw new Error(`bracket-ledger: unsupported schemaVersion ${version} (expected ${SCHEMA_VERSION})`);
|
|
235
|
+
}
|
|
236
|
+
if (!Array.isArray(raw.entries))
|
|
237
|
+
throw new Error('bracket-ledger: entries is not an array');
|
|
238
|
+
const entries = [];
|
|
239
|
+
for (const e of raw.entries) {
|
|
240
|
+
entries.push(this.validateEntry(e));
|
|
241
|
+
}
|
|
242
|
+
return { schemaVersion: SCHEMA_VERSION, entries };
|
|
243
|
+
}
|
|
244
|
+
validateEntry(raw) {
|
|
245
|
+
if (!isRecord(raw))
|
|
246
|
+
throw new Error('bracket-ledger: entry is not an object');
|
|
247
|
+
const requiredStrings = ['bracketId', 'symbol', 'entryCid', 'state', 'createdAt', 'updatedAt'];
|
|
248
|
+
for (const k of requiredStrings) {
|
|
249
|
+
if (typeof raw[k] !== 'string' || raw[k].length === 0) {
|
|
250
|
+
throw new Error(`bracket-ledger: entry missing/empty string field '${k}'`);
|
|
251
|
+
}
|
|
252
|
+
}
|
|
253
|
+
if (raw.entrySide !== 'buy' && raw.entrySide !== 'sell') {
|
|
254
|
+
throw new Error(`bracket-ledger: bad entrySide ${String(raw.entrySide)}`);
|
|
255
|
+
}
|
|
256
|
+
if (!VALID_STATES.has(raw.state)) {
|
|
257
|
+
throw new Error(`bracket-ledger: unknown state ${String(raw.state)}`);
|
|
258
|
+
}
|
|
259
|
+
// Optional fields are allowed to be undefined/missing; we don't
|
|
260
|
+
// type-check each one strictly — the runtime TS types give us confidence
|
|
261
|
+
// for anything written by this process.
|
|
262
|
+
return raw;
|
|
263
|
+
}
|
|
264
|
+
}
|
|
265
|
+
function isRecord(v) {
|
|
266
|
+
return typeof v === 'object' && v !== null && !Array.isArray(v);
|
|
267
|
+
}
|
|
@@ -0,0 +1,82 @@
|
|
|
1
|
+
import { EventEmitter } from 'node:events';
|
|
2
|
+
import type { CcxtOrder } from '../types.js';
|
|
3
|
+
import type { BracketId, BracketRequest } from './bracket-types.js';
|
|
4
|
+
import type { BracketLedger } from './bracket-ledger.js';
|
|
5
|
+
import type { BracketLegParams } from './bracket-params.js';
|
|
6
|
+
/** Minimal exchange surface the manager needs. Narrowed so tests can mock
|
|
7
|
+
* cleanly without constructing a full BinancePrivateApi. */
|
|
8
|
+
export interface BracketApi {
|
|
9
|
+
/** Submit a single bracket leg (STOP_MARKET or TAKE_PROFIT_MARKET). */
|
|
10
|
+
submitBracketLeg(leg: BracketLegParams): Promise<CcxtOrder>;
|
|
11
|
+
/** Cancel an order by its clientOrderId (idempotent — "already cancelled" is success). */
|
|
12
|
+
cancelOrderByClientId(clientOrderId: string, symbol: string): Promise<void>;
|
|
13
|
+
/** Disable Binance's per-symbol countdownCancelAll dead-man's-switch
|
|
14
|
+
* (countdownTime=0). ROOT-CAUSE FIX 2026-05-16: an externally-armed
|
|
15
|
+
* countdown was purging every bracket ~25s after placement. Called
|
|
16
|
+
* before every attach so protection is never placed under an active
|
|
17
|
+
* kill-switch. Optional so paper/sim/test mocks need not implement it;
|
|
18
|
+
* best-effort (never throws into the attach path). */
|
|
19
|
+
disableCountdownCancelAll?(symbol: string): Promise<void>;
|
|
20
|
+
}
|
|
21
|
+
export interface BracketManagerOpts {
|
|
22
|
+
maxAttempts?: number;
|
|
23
|
+
retryBackoffMs?: (attempt: number) => number;
|
|
24
|
+
slaMs?: number;
|
|
25
|
+
now?: () => number;
|
|
26
|
+
sleep?: (ms: number) => Promise<void>;
|
|
27
|
+
}
|
|
28
|
+
export interface AttachResult {
|
|
29
|
+
ok: boolean;
|
|
30
|
+
latencyMs: number;
|
|
31
|
+
slCid?: string;
|
|
32
|
+
tpCid?: string;
|
|
33
|
+
error?: string;
|
|
34
|
+
attempts: number;
|
|
35
|
+
}
|
|
36
|
+
export declare class BracketManager extends EventEmitter {
|
|
37
|
+
private readonly api;
|
|
38
|
+
private readonly ledger;
|
|
39
|
+
private readonly maxAttempts;
|
|
40
|
+
private readonly backoff;
|
|
41
|
+
private readonly slaMs;
|
|
42
|
+
private readonly now;
|
|
43
|
+
private readonly sleep;
|
|
44
|
+
constructor(api: BracketApi, ledger: BracketLedger, opts?: BracketManagerOpts);
|
|
45
|
+
/** Called by LiveAdapter after submitting the entry but before fill.
|
|
46
|
+
* Creates the ledger row in 'pending_entry' state.
|
|
47
|
+
*
|
|
48
|
+
* Ledger hygiene: if a terminal-state row exists for this symbol (from a
|
|
49
|
+
* prior trade cycle that closed, got cancelled, or had its brackets
|
|
50
|
+
* stripped), remove it before inserting the new pending_entry. Otherwise
|
|
51
|
+
* the stale row's bracketId/slCid/tpCid would survive the upsert and
|
|
52
|
+
* mislead later callers — most visibly, `modify_stop` / `modify_target`
|
|
53
|
+
* would see `state: 'cancelled'` and refuse to operate even though a fresh
|
|
54
|
+
* bracket is now active. */
|
|
55
|
+
registerEntry(req: BracketRequest, bracketId: BracketId, entryCid: string): void;
|
|
56
|
+
/** Called by LiveAdapter when the entry fills. Attaches SL + TP to the
|
|
57
|
+
* exchange with retries. Idempotent — safe to call exactly once per fill.
|
|
58
|
+
*
|
|
59
|
+
* Intentionally NOT gated by `assertNotShuttingDown`: by the time this
|
|
60
|
+
* runs, the entry has already filled and the position is open on Binance.
|
|
61
|
+
* Refusing here would leave a naked position — the drain budget is sized
|
|
62
|
+
* to cover the 3-attempt retry loop instead. New ENTRIES are gated at
|
|
63
|
+
* `LiveAdapter.createOrder`, so once we get here the entry was authorised
|
|
64
|
+
* before the shutdown flag was set. */
|
|
65
|
+
attachBrackets(symbol: string, entryAmount: number): Promise<AttachResult>;
|
|
66
|
+
/** Move the stop. Cancel-then-resubmit; rolls back to the old stop if the
|
|
67
|
+
* new submission fails, so the position is never left unprotected. */
|
|
68
|
+
modifyStop(symbol: string, newStopPrice: number): Promise<void>;
|
|
69
|
+
/** Move the take-profit. Same semantics as modifyStop. */
|
|
70
|
+
modifyTarget(symbol: string, newTargetPrice: number): Promise<void>;
|
|
71
|
+
/** Cancel both bracket legs and mark the ledger cancelled. Called when
|
|
72
|
+
* LiveAdapter closes the position via `close_position` or flatten. Risk-
|
|
73
|
+
* reducing — allowed during shutdown, but tracked so the drain awaits it. */
|
|
74
|
+
cancelBrackets(symbol: string, reason: string): Promise<void>;
|
|
75
|
+
/** Called by the reconciler / fill poller when one of the bracket legs
|
|
76
|
+
* fires on the exchange. Transitions the ledger to the matching triggered
|
|
77
|
+
* state and emits. Binance's closePosition:true auto-cancels the sibling. */
|
|
78
|
+
handleBracketTriggered(symbol: string, triggeredRole: 'sl' | 'tp'): void;
|
|
79
|
+
private attemptAttach;
|
|
80
|
+
private cancelPartial;
|
|
81
|
+
private emitEvent;
|
|
82
|
+
}
|