@reefclaw/openclaw-plugin 0.1.5 → 0.1.6

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.
Files changed (122) hide show
  1. package/ccxt/binance-private.d.ts +21 -0
  2. package/ccxt/binance-private.js +132 -22
  3. package/config/plugin-config-io.d.ts +6 -0
  4. package/config/tool-gate.js +3 -0
  5. package/exchange-adapter.d.ts +16 -0
  6. package/index.js +551 -54
  7. package/lifecycle/trading-operation-lock.d.ts +17 -0
  8. package/lifecycle/trading-operation-lock.js +14 -0
  9. package/live/bracket-id.d.ts +2 -3
  10. package/live/bracket-id.js +22 -9
  11. package/live/live-adapter.d.ts +24 -1
  12. package/live/live-adapter.js +114 -2
  13. package/live/local-signal-service.js +11 -6
  14. package/live/local-strategy-evaluator.js +4 -0
  15. package/live/proposal-decision-listener.d.ts +6 -0
  16. package/live/proposal-decision-listener.js +4 -0
  17. package/live/stop-watcher.d.ts +27 -1
  18. package/live/stop-watcher.js +59 -2
  19. package/onboarding/runtime.d.ts +13 -0
  20. package/onboarding/runtime.js +22 -2
  21. package/openclaw.plugin.json +1 -0
  22. package/package.json +1 -1
  23. package/portfolio/wave9-admission.d.ts +67 -0
  24. package/portfolio/wave9-admission.js +262 -0
  25. package/portfolio/wave9-policy.d.ts +36 -0
  26. package/portfolio/wave9-policy.js +183 -0
  27. package/signals/conditions/registry.js +50 -0
  28. package/simulator/exchange-simulator.js +5 -0
  29. package/simulator/fill-engine.js +5 -1
  30. package/simulator/types.d.ts +6 -1
  31. package/strategy/evaluator.d.ts +3 -0
  32. package/strategy/evaluator.js +5 -0
  33. package/tools/assessment-validation.d.ts +2 -0
  34. package/tools/attach-brackets.d.ts +7 -2
  35. package/tools/attach-brackets.js +36 -0
  36. package/tools/cancel-all-orders.d.ts +2 -0
  37. package/tools/cancel-all-orders.js +4 -1
  38. package/tools/cancel-order.d.ts +4 -0
  39. package/tools/cancel-order.js +49 -3
  40. package/tools/close-position.d.ts +23 -0
  41. package/tools/close-position.js +286 -13
  42. package/tools/create-order.d.ts +28 -0
  43. package/tools/create-order.js +1364 -192
  44. package/tools/get-analytics.js +2 -2
  45. package/tools/get-basis.js +2 -2
  46. package/tools/get-cascade-risk.js +2 -2
  47. package/tools/get-crypto-metrics.js +14 -4
  48. package/tools/get-cvd.js +2 -2
  49. package/tools/get-divergences.js +2 -2
  50. package/tools/get-funding-context.js +2 -2
  51. package/tools/get-liquidation-levels.js +2 -2
  52. package/tools/get-liquidation-pulse.js +2 -2
  53. package/tools/get-pattern-scan.js +2 -2
  54. package/tools/get-regime.js +2 -2
  55. package/tools/get-resting-liquidity.js +2 -2
  56. package/tools/get-risk-scenario.js +2 -2
  57. package/tools/get-session-review.js +2 -2
  58. package/tools/get-setup-detail.js +9 -1
  59. package/tools/get-signals.js +2 -2
  60. package/tools/get-sizing.js +2 -2
  61. package/tools/get-trade-feedback.js +2 -2
  62. package/tools/get-trade-flow.js +2 -2
  63. package/tools/get-volume-profile.js +2 -2
  64. package/tools/get-wave9-status.d.ts +127 -0
  65. package/tools/get-wave9-status.js +796 -0
  66. package/tools/intel-api.d.ts +20 -0
  67. package/tools/intel-api.js +67 -0
  68. package/tools/intel-cache.d.ts +1 -1
  69. package/tools/intel-cache.js +20 -5
  70. package/tools/list-strategies.d.ts +11 -1
  71. package/tools/list-strategies.js +17 -0
  72. package/tools/modify-stop.d.ts +4 -0
  73. package/tools/modify-stop.js +63 -24
  74. package/tools/modify-target.d.ts +4 -0
  75. package/tools/modify-target.js +62 -23
  76. package/tools/scan-pairs.js +19 -8
  77. package/tools/toggle-strategy.js +7 -0
  78. package/types.d.ts +5 -0
  79. package/venues/hyperliquid/hl-balance.d.ts +116 -0
  80. package/venues/hyperliquid/hl-balance.js +145 -0
  81. package/venues/hyperliquid/hl-brackets.d.ts +102 -0
  82. package/venues/hyperliquid/hl-brackets.js +172 -0
  83. package/venues/hyperliquid/hl-cloid.d.ts +22 -0
  84. package/venues/hyperliquid/hl-cloid.js +82 -0
  85. package/venues/hyperliquid/hl-info-cache.d.ts +46 -0
  86. package/venues/hyperliquid/hl-info-cache.js +125 -0
  87. package/venues/hyperliquid/hl-live-adapter.d.ts +88 -0
  88. package/venues/hyperliquid/hl-live-adapter.js +353 -0
  89. package/venues/hyperliquid/hl-precision.d.ts +61 -0
  90. package/venues/hyperliquid/hl-precision.js +176 -0
  91. package/venues/hyperliquid/hl-private.d.ts +88 -0
  92. package/venues/hyperliquid/hl-private.js +357 -0
  93. package/venues/hyperliquid/hl-public.d.ts +31 -4
  94. package/venues/hyperliquid/hl-public.js +155 -11
  95. package/venues/hyperliquid/hl-rate-gate.d.ts +57 -0
  96. package/venues/hyperliquid/hl-rate-gate.js +220 -0
  97. package/venues/hyperliquid/hl-user-stream.d.ts +90 -0
  98. package/venues/hyperliquid/hl-user-stream.js +220 -0
  99. package/venues/registry.d.ts +23 -9
  100. package/venues/registry.js +12 -13
  101. package/venues/symbols.d.ts +43 -0
  102. package/venues/symbols.js +107 -0
  103. package/wave9/live-account-capture.d.ts +67 -0
  104. package/wave9/live-account-capture.js +435 -0
  105. package/wave9/live-autonomous-protection.d.ts +39 -0
  106. package/wave9/live-autonomous-protection.js +112 -0
  107. package/wave9/live-durable-reconciliation-scheduler.d.ts +33 -0
  108. package/wave9/live-durable-reconciliation-scheduler.js +115 -0
  109. package/wave9/live-execution-ledger.d.ts +107 -0
  110. package/wave9/live-execution-ledger.js +498 -0
  111. package/wave9/live-position-confirmation.d.ts +18 -0
  112. package/wave9/live-position-confirmation.js +111 -0
  113. package/wave9/live-residual-protection.d.ts +18 -0
  114. package/wave9/live-residual-protection.js +250 -0
  115. package/wave9/live-startup-reconciliation.d.ts +38 -0
  116. package/wave9/live-startup-reconciliation.js +454 -0
  117. package/wave9/live-symbol-ownership.d.ts +20 -0
  118. package/wave9/live-symbol-ownership.js +132 -0
  119. package/wave9/paper-admission-guard.d.ts +199 -0
  120. package/wave9/paper-admission-guard.js +650 -0
  121. package/wave9/usdm-evidence-provider.d.ts +42 -0
  122. package/wave9/usdm-evidence-provider.js +133 -0
@@ -0,0 +1,220 @@
1
+ // Hyperliquid user data stream (plan §5.4/§5.9) — the HL analog of
2
+ // `live/user-data-stream.ts`.
3
+ //
4
+ // ★ THE MEASURED FACT THAT SHAPES THIS FILE (T-5, testnet 2026-07-12):
5
+ // **HL's WS replays NOTHING on reconnect.** We killed the socket, placed an
6
+ // order inside the gap, re-subscribed — and received ZERO events for it, while
7
+ // REST showed it plainly. There is no `isSnapshot` backfill for the gap.
8
+ //
9
+ // ⇒ WS is a FAST PATH, never the ledger. Every reconnect MUST be followed by a
10
+ // REST truth-check (positions + open orders + fills since the disconnect), and
11
+ // the caller is REQUIRED to wire `onResyncNeeded`. This class refuses to
12
+ // pretend otherwise: it tracks `lastEventAt`/`disconnectedAt` and hands them
13
+ // to the resync callback so the gap window is explicit.
14
+ //
15
+ // Other HL-specific rules honoured here:
16
+ // - No listenKey. Auth is by SUBSCRIBING with the MASTER address (agent wallets
17
+ // sign; queries always name the master).
18
+ // - Server closes an idle socket after 60s of silence ⇒ app-level ping every 30s
19
+ // (same cadence the intel HL client uses).
20
+ // - Subscriptions are NOT auto-restored by the server: they must be re-sent on
21
+ // every (re)connect.
22
+ // - `orderUpdates` carries trigger orders natively (statuses incl. `triggered`,
23
+ // `siblingFilledCanceled`, `liquidatedCanceled`, `delistedCanceled`,
24
+ // `marginCanceled`) — simpler than Binance, where brackets needed a separate
25
+ // ALGO_UPDATE channel.
26
+ import WebSocket from 'ws';
27
+ import { logger } from '../../logger.js';
28
+ const TAG = 'hl-user-stream';
29
+ const PING_INTERVAL_MS = 30_000; // server cuts idle sockets at 60s
30
+ const STALE_AFTER_MS = 90_000; // no frame at all for 90s ⇒ terminate + reconnect
31
+ const RECONNECT_BASE_MS = 1_000;
32
+ const RECONNECT_MAX_MS = 60_000;
33
+ export class HyperliquidUserStream {
34
+ opts;
35
+ ws = null;
36
+ pingTimer = null;
37
+ staleTimer = null;
38
+ reconnectTimer = null;
39
+ reconnectAttempts = 0;
40
+ stopped = false;
41
+ lastFrameAt = 0;
42
+ /** Last event we actually processed — the low-water mark for the REST gap-fill. */
43
+ lastEventAt = 0;
44
+ disconnectedAt = 0;
45
+ constructor(opts) {
46
+ this.opts = opts;
47
+ }
48
+ get isConnected() {
49
+ return this.ws?.readyState === WebSocket.OPEN;
50
+ }
51
+ /** Epoch-ms of the last processed event (0 = none yet). */
52
+ get lastEventTimestamp() {
53
+ return this.lastEventAt;
54
+ }
55
+ start() {
56
+ this.stopped = false;
57
+ this.connect();
58
+ }
59
+ stop() {
60
+ this.stopped = true;
61
+ this.clearTimers();
62
+ if (this.reconnectTimer)
63
+ clearTimeout(this.reconnectTimer);
64
+ this.reconnectTimer = null;
65
+ try {
66
+ this.ws?.close();
67
+ }
68
+ catch {
69
+ /* best-effort */
70
+ }
71
+ this.ws = null;
72
+ }
73
+ url() {
74
+ return this.opts.testnet
75
+ ? 'wss://api.hyperliquid-testnet.xyz/ws'
76
+ : 'wss://api.hyperliquid.xyz/ws';
77
+ }
78
+ connect() {
79
+ if (this.stopped)
80
+ return;
81
+ const url = this.url();
82
+ logger.info(TAG, `connecting ${url}`);
83
+ const ws = new WebSocket(url);
84
+ this.ws = ws;
85
+ ws.on('open', () => {
86
+ this.reconnectAttempts = 0;
87
+ this.lastFrameAt = Date.now();
88
+ this.subscribeAll();
89
+ this.armTimers();
90
+ // ★ T-5: the server sends NO backfill for the gap. Tell the caller exactly
91
+ // how blind we were so it can REST-reconcile that window. `lastEventAt || 0`
92
+ // makes the first connect a full-snapshot request too.
93
+ const wasDisconnectedMs = this.disconnectedAt ? Date.now() - this.disconnectedAt : 0;
94
+ const sinceMs = this.lastEventAt || Date.now() - 60_000;
95
+ logger.info(TAG, `connected — REST resync required (blind ${Math.round(wasDisconnectedMs / 1000)}s; ` +
96
+ 'HL WS does not replay missed events — verified testnet 2026-07-12)');
97
+ this.opts.callbacks.onResyncNeeded({ sinceMs, wasDisconnectedMs });
98
+ this.disconnectedAt = 0;
99
+ });
100
+ ws.on('message', (raw) => {
101
+ this.lastFrameAt = Date.now();
102
+ let msg;
103
+ try {
104
+ msg = JSON.parse(raw.toString());
105
+ }
106
+ catch {
107
+ return;
108
+ }
109
+ this.handle(msg);
110
+ });
111
+ ws.on('close', (code, reason) => {
112
+ logger.warn(TAG, `closed code=${code} reason=${reason?.toString().slice(0, 80)}`);
113
+ this.onDisconnected();
114
+ });
115
+ ws.on('error', (err) => {
116
+ logger.warn(TAG, `socket error: ${err.message}`);
117
+ // 'close' follows — reconnect is handled there.
118
+ });
119
+ }
120
+ subscribeAll() {
121
+ const user = this.opts.walletAddress;
122
+ // Subscriptions are NOT restored by the server after a reconnect — always re-send.
123
+ const subs = [
124
+ { type: 'orderUpdates', user },
125
+ { type: 'userFills', user },
126
+ { type: 'userEvents', user },
127
+ { type: 'userFundings', user },
128
+ ];
129
+ for (const subscription of subs) {
130
+ this.send({ method: 'subscribe', subscription });
131
+ }
132
+ }
133
+ handle(msg) {
134
+ const { channel, data } = msg;
135
+ if (!channel || channel === 'subscriptionResponse' || channel === 'pong')
136
+ return;
137
+ switch (channel) {
138
+ case 'userFills': {
139
+ const payload = data;
140
+ for (const fill of payload?.fills ?? []) {
141
+ this.lastEventAt = Math.max(this.lastEventAt, fill.time ?? Date.now());
142
+ this.opts.callbacks.onFill(fill);
143
+ }
144
+ break;
145
+ }
146
+ case 'orderUpdates': {
147
+ const updates = (Array.isArray(data) ? data : []);
148
+ for (const u of updates) {
149
+ this.lastEventAt = Math.max(this.lastEventAt, u.statusTimestamp ?? Date.now());
150
+ this.opts.callbacks.onOrderUpdate(u);
151
+ }
152
+ break;
153
+ }
154
+ case 'userEvents': {
155
+ this.lastEventAt = Date.now();
156
+ this.opts.callbacks.onUserEvent((data ?? {}));
157
+ break;
158
+ }
159
+ case 'userFundings': {
160
+ this.lastEventAt = Date.now();
161
+ this.opts.callbacks.onUserEvent({ fundings: data });
162
+ break;
163
+ }
164
+ default:
165
+ break;
166
+ }
167
+ }
168
+ send(payload) {
169
+ if (this.ws?.readyState !== WebSocket.OPEN)
170
+ return;
171
+ try {
172
+ this.ws.send(JSON.stringify(payload));
173
+ }
174
+ catch (err) {
175
+ logger.warn(TAG, `send failed: ${err instanceof Error ? err.message : String(err)}`);
176
+ }
177
+ }
178
+ armTimers() {
179
+ this.clearTimers();
180
+ // App-level ping — the server cuts an idle socket at 60s.
181
+ this.pingTimer = setInterval(() => this.send({ method: 'ping' }), PING_INTERVAL_MS);
182
+ // Frame-staleness watchdog — a silent socket is worse than a closed one
183
+ // (we would believe stale positions). Terminate ⇒ reconnect ⇒ REST resync.
184
+ this.staleTimer = setInterval(() => {
185
+ if (!this.lastFrameAt)
186
+ return;
187
+ const silentMs = Date.now() - this.lastFrameAt;
188
+ if (silentMs > STALE_AFTER_MS) {
189
+ logger.warn(TAG, `no frames for ${Math.round(silentMs / 1000)}s — terminating socket`);
190
+ try {
191
+ this.ws?.terminate();
192
+ }
193
+ catch {
194
+ /* the close handler drives the reconnect */
195
+ }
196
+ }
197
+ }, 15_000);
198
+ }
199
+ clearTimers() {
200
+ if (this.pingTimer)
201
+ clearInterval(this.pingTimer);
202
+ if (this.staleTimer)
203
+ clearInterval(this.staleTimer);
204
+ this.pingTimer = null;
205
+ this.staleTimer = null;
206
+ }
207
+ onDisconnected() {
208
+ this.clearTimers();
209
+ this.ws = null;
210
+ if (this.stopped)
211
+ return;
212
+ if (!this.disconnectedAt)
213
+ this.disconnectedAt = Date.now();
214
+ const delay = Math.min(RECONNECT_BASE_MS * 2 ** this.reconnectAttempts, RECONNECT_MAX_MS);
215
+ const jittered = delay * (0.8 + Math.random() * 0.4);
216
+ this.reconnectAttempts += 1;
217
+ logger.info(TAG, `reconnecting in ${Math.round(jittered / 1000)}s (attempt ${this.reconnectAttempts})`);
218
+ this.reconnectTimer = setTimeout(() => this.connect(), jittered);
219
+ }
220
+ }
@@ -1,5 +1,6 @@
1
- import { fillExchangeId, parseVenue, type VenueId } from '@reefclaw/shared';
2
1
  import { LiveAdapter } from '../live/live-adapter.js';
2
+ import { HyperliquidLiveAdapter, type HlLiveAdapterOptions } from './hyperliquid/hl-live-adapter.js';
3
+ import { fillExchangeId, parseVenue, type VenueId } from './symbols.js';
3
4
  export type { VenueId };
4
5
  export { fillExchangeId, parseVenue };
5
6
  /** Venues this build can construct a LIVE adapter for. PAPER mode is
@@ -13,12 +14,25 @@ export declare function isLiveVenueSupported(venue: VenueId): boolean;
13
14
  * USDC venue reads as $0 equity and every order fails "Insufficient USDC". */
14
15
  export declare function venueQuoteCurrency(venue: VenueId): 'USDT' | 'USDC';
15
16
  type BinanceLiveAdapterArgs = ConstructorParameters<typeof LiveAdapter>;
16
- /** Construct the live adapter for a venue.
17
+ /** Every live adapter this build can construct. Both are EventEmitters exposing
18
+ * the same lifecycle events (`drift_detected`) and both implement
19
+ * IExchangeAdapter — the boot path treats them identically. */
20
+ export type AnyLiveAdapter = LiveAdapter | HyperliquidLiveAdapter;
21
+ /** Venue-typed construction spec. A discriminated union so the compiler — not a
22
+ * runtime branch in the boot path — guarantees each venue gets ITS OWN args
23
+ * (Binance takes API key/secret; Hyperliquid takes a master address + agent key,
24
+ * a completely different credential shape). */
25
+ export type LiveAdapterSpec = {
26
+ venue: 'binance';
27
+ args: BinanceLiveAdapterArgs;
28
+ } | {
29
+ venue: 'hyperliquid';
30
+ args: HlLiveAdapterOptions;
31
+ };
32
+ /** Construct the live adapter for a venue — the ONLY place either class is newed.
17
33
  *
18
- * Binance: a pure pass-through to `new LiveAdapter(...)` — byte-identical to
19
- * the inline construction this factory replaced (Phase 0 no-behavior-change
20
- * rule; the args tuple is derived from the constructor so the two can never
21
- * drift). Hyperliquid: throws reaching this arm means the boot-time
22
- * isLiveVenueSupported() fallback-to-PAPER gate was bypassed, which is a bug,
23
- * not a user state. */
24
- export declare function createLiveAdapter(venue: VenueId, ...args: BinanceLiveAdapterArgs): LiveAdapter;
34
+ * Binance: a pure pass-through to `new LiveAdapter(...)` — byte-identical to the
35
+ * inline construction this factory replaced (the args tuple is derived from the
36
+ * constructor so the two can never drift).
37
+ * Hyperliquid: `new HyperliquidLiveAdapter(...)` (Phase 3). */
38
+ export declare function createLiveAdapter(spec: LiveAdapterSpec): AnyLiveAdapter;
@@ -12,13 +12,14 @@
12
12
  // rule: it holds keys + is part of the safety floor) — it is read from
13
13
  // ~/.reefclaw/plugin-config.json `exchange.venue` and MUST never be settable
14
14
  // from the central config channel.
15
- import { fillExchangeId, parseVenue } from '@reefclaw/shared';
16
15
  import { LiveAdapter } from '../live/live-adapter.js';
16
+ import { HyperliquidLiveAdapter } from './hyperliquid/hl-live-adapter.js';
17
+ import { fillExchangeId, parseVenue } from './symbols.js';
17
18
  export { fillExchangeId, parseVenue };
18
19
  /** Venues this build can construct a LIVE adapter for. PAPER mode is
19
20
  * venue-flavored only by its market-data source (PaperMarketFeed / chart) and
20
21
  * is not gated here. */
21
- export const SUPPORTED_LIVE_VENUES = new Set(['binance']);
22
+ export const SUPPORTED_LIVE_VENUES = new Set(['binance', 'hyperliquid']);
22
23
  export function isLiveVenueSupported(venue) {
23
24
  return SUPPORTED_LIVE_VENUES.has(venue);
24
25
  }
@@ -29,19 +30,17 @@ export function isLiveVenueSupported(venue) {
29
30
  export function venueQuoteCurrency(venue) {
30
31
  return venue === 'hyperliquid' ? 'USDC' : 'USDT';
31
32
  }
32
- /** Construct the live adapter for a venue.
33
+ /** Construct the live adapter for a venue — the ONLY place either class is newed.
33
34
  *
34
- * Binance: a pure pass-through to `new LiveAdapter(...)` — byte-identical to
35
- * the inline construction this factory replaced (Phase 0 no-behavior-change
36
- * rule; the args tuple is derived from the constructor so the two can never
37
- * drift). Hyperliquid: throws reaching this arm means the boot-time
38
- * isLiveVenueSupported() fallback-to-PAPER gate was bypassed, which is a bug,
39
- * not a user state. */
40
- export function createLiveAdapter(venue, ...args) {
41
- switch (venue) {
35
+ * Binance: a pure pass-through to `new LiveAdapter(...)` — byte-identical to the
36
+ * inline construction this factory replaced (the args tuple is derived from the
37
+ * constructor so the two can never drift).
38
+ * Hyperliquid: `new HyperliquidLiveAdapter(...)` (Phase 3). */
39
+ export function createLiveAdapter(spec) {
40
+ switch (spec.venue) {
42
41
  case 'binance':
43
- return new LiveAdapter(...args);
42
+ return new LiveAdapter(...spec.args);
44
43
  case 'hyperliquid':
45
- throw new Error("venue 'hyperliquid' has no live adapter in this build — arrives in Phase 3 of docs/HYPERLIQUID_INTEGRATION_PLAN.md");
44
+ return new HyperliquidLiveAdapter(spec.args);
46
45
  }
47
46
  }
@@ -0,0 +1,43 @@
1
+ export type VenueId = 'binance' | 'hyperliquid';
2
+ export declare const VENUE_IDS: readonly VenueId[];
3
+ export declare function isVenueId(value: unknown): value is VenueId;
4
+ /** Parse a raw config value into a venue.
5
+ * Absent/empty → 'binance' (every pre-venue config file keeps today's
6
+ * behavior byte-identically). An unrecognized string is surfaced to the
7
+ * caller instead of being silently coerced — mis-spelling a venue must be
8
+ * loud, never quietly become "trade on Binance". */
9
+ export declare function parseVenue(raw: unknown): {
10
+ venue: VenueId;
11
+ unrecognized?: string;
12
+ };
13
+ /** `FillEvent.exchange` / webapp `trades.exchange` value — half of the
14
+ * audit-trail idempotency key `(exchange, exchange_trade_id)` (migration
15
+ * 0042). 'binance_futures' is the historical literal on every existing row;
16
+ * NEVER change these strings once a venue has written rows. */
17
+ export declare const FILL_EXCHANGE_ID: Record<VenueId, string>;
18
+ export declare function fillExchangeId(venue: VenueId): string;
19
+ /** Quote/settle asset of the venue's linear perps. */
20
+ export declare const VENUE_QUOTE_ASSET: Record<VenueId, string>;
21
+ /** Prefix that namespaces Hyperliquid rows inside the intel symbol column. */
22
+ export declare const HL_INTEL_PREFIX = "HL_";
23
+ /** Canonical symbol → the venue's CCXT unified symbol.
24
+ * 'BTC/USDT' (binance) → 'BTC/USDT:USDT'; 'BTC/USDC' (hyperliquid) →
25
+ * 'BTC/USDC:USDC'. Accepts an already-suffixed input (idempotent). */
26
+ export declare function toCcxtSymbol(venue: VenueId, canonical: string): string;
27
+ /** Canonical symbol → intel DB symbol.
28
+ * binance: 'BTC/USDT' → 'BTCUSDT' (the historical concatenated form intel has
29
+ * always stored); hyperliquid: 'BTC/USDC' → 'HL_BTC' (namespaced coin, case
30
+ * preserved). */
31
+ export declare function toIntelSymbol(venue: VenueId, canonical: string): string;
32
+ /** Inverse of toIntelSymbol. 'HL_'-prefixed → hyperliquid; everything else is
33
+ * the historical Binance namespace. Binance symbols that are not
34
+ * USDT-concatenated (none exist in INTEL_SYMBOLS today) come back verbatim as
35
+ * canonical — honest passthrough, not a guess. */
36
+ export declare function fromIntelSymbol(intelSymbol: string): {
37
+ venue: VenueId;
38
+ canonical: string;
39
+ };
40
+ /** The Hyperliquid venue-native coin name for a canonical symbol
41
+ * ('BTC/USDC' → 'BTC'). Orders address assets by integer index resolved from
42
+ * `meta.universe` at runtime — the coin name is the stable half. */
43
+ export declare function toHyperliquidCoin(canonical: string): string;
@@ -0,0 +1,107 @@
1
+ // ⚠️ GENERATED FILE — DO NOT EDIT.
2
+ // Canonical source of truth: shared/src/venues/symbols.ts
3
+ // Regenerate: node scripts/sync-shared-code.mjs (enforced by shared-code-sync.test.ts)
4
+ //
5
+ // This copy exists because this package builds with tsc and deploys as a
6
+ // self-contained tree that strips workspace deps, so it cannot import
7
+ // @reefclaw/shared runtime code across the deploy boundary.
8
+ export const VENUE_IDS = ['binance', 'hyperliquid'];
9
+ export function isVenueId(value) {
10
+ return value === 'binance' || value === 'hyperliquid';
11
+ }
12
+ /** Parse a raw config value into a venue.
13
+ * Absent/empty → 'binance' (every pre-venue config file keeps today's
14
+ * behavior byte-identically). An unrecognized string is surfaced to the
15
+ * caller instead of being silently coerced — mis-spelling a venue must be
16
+ * loud, never quietly become "trade on Binance". */
17
+ export function parseVenue(raw) {
18
+ if (raw === undefined || raw === null || raw === '')
19
+ return { venue: 'binance' };
20
+ if (isVenueId(raw))
21
+ return { venue: raw };
22
+ return { venue: 'binance', unrecognized: String(raw) };
23
+ }
24
+ /** `FillEvent.exchange` / webapp `trades.exchange` value — half of the
25
+ * audit-trail idempotency key `(exchange, exchange_trade_id)` (migration
26
+ * 0042). 'binance_futures' is the historical literal on every existing row;
27
+ * NEVER change these strings once a venue has written rows. */
28
+ export const FILL_EXCHANGE_ID = {
29
+ binance: 'binance_futures',
30
+ hyperliquid: 'hyperliquid',
31
+ };
32
+ export function fillExchangeId(venue) {
33
+ return FILL_EXCHANGE_ID[venue];
34
+ }
35
+ /** Quote/settle asset of the venue's linear perps. */
36
+ export const VENUE_QUOTE_ASSET = {
37
+ binance: 'USDT',
38
+ hyperliquid: 'USDC',
39
+ };
40
+ /** Prefix that namespaces Hyperliquid rows inside the intel symbol column. */
41
+ export const HL_INTEL_PREFIX = 'HL_';
42
+ /** Strip a CCXT settle suffix ('BTC/USDT:USDT' → 'BTC/USDT'). Same regex as
43
+ * webapp/src/lib/symbols.ts normalizeSymbol — kept inline so this module has
44
+ * zero imports and survives the sync-copy deploy boundary. */
45
+ function stripSettleSuffix(symbol) {
46
+ return symbol.replace(/:[A-Z]+$/, '');
47
+ }
48
+ function splitCanonical(canonical) {
49
+ const stripped = stripSettleSuffix(canonical.trim());
50
+ const parts = stripped.split('/');
51
+ if (parts.length !== 2 || parts[0].length === 0 || parts[1].length === 0) {
52
+ throw new Error(`Not a canonical BASE/QUOTE symbol: '${canonical}'`);
53
+ }
54
+ return { base: parts[0], quote: parts[1] };
55
+ }
56
+ /** Canonical symbol → the venue's CCXT unified symbol.
57
+ * 'BTC/USDT' (binance) → 'BTC/USDT:USDT'; 'BTC/USDC' (hyperliquid) →
58
+ * 'BTC/USDC:USDC'. Accepts an already-suffixed input (idempotent). */
59
+ export function toCcxtSymbol(venue, canonical) {
60
+ const { base, quote } = splitCanonical(canonical);
61
+ if (quote !== VENUE_QUOTE_ASSET[venue]) {
62
+ throw new Error(`Symbol '${canonical}' is not ${VENUE_QUOTE_ASSET[venue]}-quoted — not a ${venue} linear perp`);
63
+ }
64
+ return `${base}/${quote}:${quote}`;
65
+ }
66
+ /** Canonical symbol → intel DB symbol.
67
+ * binance: 'BTC/USDT' → 'BTCUSDT' (the historical concatenated form intel has
68
+ * always stored); hyperliquid: 'BTC/USDC' → 'HL_BTC' (namespaced coin, case
69
+ * preserved). */
70
+ export function toIntelSymbol(venue, canonical) {
71
+ const { base, quote } = splitCanonical(canonical);
72
+ if (venue === 'hyperliquid') {
73
+ if (quote !== VENUE_QUOTE_ASSET.hyperliquid) {
74
+ throw new Error(`Symbol '${canonical}' is not USDC-quoted — not a Hyperliquid perp`);
75
+ }
76
+ return `${HL_INTEL_PREFIX}${base}`;
77
+ }
78
+ return `${base}${quote}`;
79
+ }
80
+ /** Inverse of toIntelSymbol. 'HL_'-prefixed → hyperliquid; everything else is
81
+ * the historical Binance namespace. Binance symbols that are not
82
+ * USDT-concatenated (none exist in INTEL_SYMBOLS today) come back verbatim as
83
+ * canonical — honest passthrough, not a guess. */
84
+ export function fromIntelSymbol(intelSymbol) {
85
+ if (intelSymbol.startsWith(HL_INTEL_PREFIX)) {
86
+ const coin = intelSymbol.slice(HL_INTEL_PREFIX.length);
87
+ if (coin.length === 0) {
88
+ throw new Error(`Malformed intel symbol '${intelSymbol}' — empty coin after HL_ prefix`);
89
+ }
90
+ return { venue: 'hyperliquid', canonical: `${coin}/${VENUE_QUOTE_ASSET.hyperliquid}` };
91
+ }
92
+ if (intelSymbol.endsWith(VENUE_QUOTE_ASSET.binance) && intelSymbol.length > 4) {
93
+ const base = intelSymbol.slice(0, -VENUE_QUOTE_ASSET.binance.length);
94
+ return { venue: 'binance', canonical: `${base}/${VENUE_QUOTE_ASSET.binance}` };
95
+ }
96
+ return { venue: 'binance', canonical: intelSymbol };
97
+ }
98
+ /** The Hyperliquid venue-native coin name for a canonical symbol
99
+ * ('BTC/USDC' → 'BTC'). Orders address assets by integer index resolved from
100
+ * `meta.universe` at runtime — the coin name is the stable half. */
101
+ export function toHyperliquidCoin(canonical) {
102
+ const { base, quote } = splitCanonical(canonical);
103
+ if (quote !== VENUE_QUOTE_ASSET.hyperliquid) {
104
+ throw new Error(`Symbol '${canonical}' is not USDC-quoted — not a Hyperliquid perp`);
105
+ }
106
+ return base;
107
+ }
@@ -0,0 +1,67 @@
1
+ import type { IExchangeAdapter } from '../exchange-adapter.js';
2
+ import { type Wave9ExecutionMode } from './paper-admission-guard.js';
3
+ import { type Wave9LiveExecutionLedger } from './live-execution-ledger.js';
4
+ export interface Wave9NativeStopObservation {
5
+ verified: boolean;
6
+ reason: string;
7
+ bracketId: string | null;
8
+ bracketState: string | null;
9
+ entryClientOrderId: string | null;
10
+ stopClientOrderId: string | null;
11
+ exchangeOrderId: string | null;
12
+ entrySide: 'buy' | 'sell' | null;
13
+ stopSide: 'buy' | 'sell' | null;
14
+ stopPrice: number | null;
15
+ bracketQuantity: number | null;
16
+ closePosition: boolean | null;
17
+ liveness: 'live' | 'terminal' | 'unknown' | null;
18
+ }
19
+ export interface Wave9LiveStopConfirmationInput {
20
+ candidateId: string;
21
+ symbol: string;
22
+ entryClientOrderId: string;
23
+ entrySide: 'buy' | 'sell';
24
+ stopPrice: number;
25
+ filledQuantity: number;
26
+ }
27
+ export interface Wave9LiveObservedPosition {
28
+ symbol: string;
29
+ side: 'long' | 'short';
30
+ quantity: number;
31
+ entryPrice: number;
32
+ markPrice: number;
33
+ stopPrice?: number;
34
+ missionId?: string;
35
+ setupType?: string;
36
+ candidateId?: string;
37
+ strategy?: 'tsmom_28d_long_flat_reversal_1d' | 'tsmom_28d_short_flat_reversal_1d';
38
+ accruedFundingUsd?: number;
39
+ openedAt?: string;
40
+ initialStopPrice?: number;
41
+ nativeStop?: Wave9NativeStopObservation;
42
+ positionFingerprint?: string;
43
+ }
44
+ export interface Wave9LiveAccountCapture {
45
+ fingerprint: string;
46
+ cashEquityUsd: number;
47
+ positions: Wave9LiveObservedPosition[];
48
+ pendingExposureOrderCount: number;
49
+ executedCandidateIds: string[];
50
+ nativeStopProtectionComplete: boolean;
51
+ nativeStopIssues: string[];
52
+ authoritative: true;
53
+ runtimeParity: false;
54
+ provenance: 'live_exchange_structural_snapshot_and_durable_wave9_ledger';
55
+ }
56
+ /** One-shot post-fill confirmation used after the bracket row becomes active. */
57
+ export declare function confirmWave9LiveNativeStop(adapter: IExchangeAdapter, input: Wave9LiveStopConfirmationInput): Promise<boolean>;
58
+ /**
59
+ * Capture exchange-authoritative LIVE geometry without volatile mark prices in
60
+ * the authorization fingerprint. Wallet cash, positions, pending
61
+ * exposure-increasing orders, and durable Wave 9 identities are all bound.
62
+ */
63
+ export declare function captureWave9LiveAccount(adapter: IExchangeAdapter, ledger: Wave9LiveExecutionLedger, mode: Wave9ExecutionMode): Promise<Wave9LiveAccountCapture>;
64
+ export declare function captureWave9LivePosition(adapter: IExchangeAdapter, ledger: Wave9LiveExecutionLedger, mode: Wave9ExecutionMode, symbol: string): Promise<{
65
+ fingerprint: string;
66
+ position: Wave9LiveObservedPosition;
67
+ }>;