@senpi/runtime 3.0.106 → 3.0.107
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/dist/actions/close-position/close-position.action.d.ts.map +1 -1
- package/dist/actions/close-position/close-position.action.js +5 -3
- package/dist/actions/close-position/close-position.action.js.map +1 -1
- package/dist/actions/open-position/open-position.action.d.ts +33 -0
- package/dist/actions/open-position/open-position.action.d.ts.map +1 -1
- package/dist/actions/open-position/open-position.action.js +208 -57
- package/dist/actions/open-position/open-position.action.js.map +1 -1
- package/dist/runtime/__tests__/helpers/runtime-gateway-harness.d.ts +6 -0
- package/dist/runtime/__tests__/helpers/runtime-gateway-harness.d.ts.map +1 -1
- package/dist/runtime/__tests__/helpers/runtime-gateway-harness.js +25 -0
- package/dist/runtime/__tests__/helpers/runtime-gateway-harness.js.map +1 -1
- package/dist/runtime/create-runtime-context.d.ts.map +1 -1
- package/dist/runtime/create-runtime-context.js +5 -0
- package/dist/runtime/create-runtime-context.js.map +1 -1
- package/dist/runtime/pending-opens-ledger.d.ts +93 -0
- package/dist/runtime/pending-opens-ledger.d.ts.map +1 -0
- package/dist/runtime/pending-opens-ledger.js +118 -0
- package/dist/runtime/pending-opens-ledger.js.map +1 -0
- package/dist/runtime/runtime.d.ts.map +1 -1
- package/dist/runtime/runtime.js.map +1 -1
- package/dist/strategy/strategy-state.d.ts +26 -0
- package/dist/strategy/strategy-state.d.ts.map +1 -1
- package/dist/strategy/strategy-state.js +48 -20
- package/dist/strategy/strategy-state.js.map +1 -1
- package/dist/types/runtime.d.ts +9 -0
- package/dist/types/runtime.d.ts.map +1 -1
- package/dist/types/strategy.d.ts +6 -0
- package/dist/types/strategy.d.ts.map +1 -1
- package/openclaw.plugin.json +1 -1
- package/package.json +1 -1
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1
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+
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Ac,EAAE,CAAC,UAAU,CAAC,kBAAkB,CAAC;IAC/C,aAAa,EAAE,CAAC,UAAU,CAAC,uBAAuB,CAAC;CACpD,CAAC"}
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@@ -48,6 +48,12 @@ export interface SeedRetainedContextOptions<Value = unknown> {
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48
48
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* The runtime expects `list_open_positions` to resolve cleanly even when no
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49
49
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* positions exist, so the helper returns an empty list there and a generic
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50
50
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* success envelope elsewhere.
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51
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+
*
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52
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+
* `strategy_get_clearinghouse_state` gets a real (empty) clearing-house shape rather than the
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53
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+
* generic envelope: the open action reads the book BEFORE it asks for a decision, and an
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54
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+
* unreadable response is a fail-closed skip — so a generic envelope here stops a runtime
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55
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+
* integration test at the gate with no LLM call and no order, for reasons that have nothing
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56
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+
* to do with what it is testing.
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51
57
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*/
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52
58
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export declare function noopTransport(method: string, _params?: unknown): Promise<unknown>;
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53
59
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/**
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@@ -1 +1 @@
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1
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-
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1
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+
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|
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@@ -12,11 +12,36 @@ import { Runtime } from "../../runtime.js";
|
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|
12
12
|
* The runtime expects `list_open_positions` to resolve cleanly even when no
|
|
13
13
|
* positions exist, so the helper returns an empty list there and a generic
|
|
14
14
|
* success envelope elsewhere.
|
|
15
|
+
*
|
|
16
|
+
* `strategy_get_clearinghouse_state` gets a real (empty) clearing-house shape rather than the
|
|
17
|
+
* generic envelope: the open action reads the book BEFORE it asks for a decision, and an
|
|
18
|
+
* unreadable response is a fail-closed skip — so a generic envelope here stops a runtime
|
|
19
|
+
* integration test at the gate with no LLM call and no order, for reasons that have nothing
|
|
20
|
+
* to do with what it is testing.
|
|
15
21
|
*/
|
|
16
22
|
export async function noopTransport(method, _params) {
|
|
17
23
|
if (method === "list_open_positions") {
|
|
18
24
|
return [];
|
|
19
25
|
}
|
|
26
|
+
if (method === "strategy_get_clearinghouse_state") {
|
|
27
|
+
return {
|
|
28
|
+
success: true,
|
|
29
|
+
data: {
|
|
30
|
+
main: {
|
|
31
|
+
crossMarginSummary: {
|
|
32
|
+
accountValue: "10000",
|
|
33
|
+
totalMarginUsed: "0",
|
|
34
|
+
totalUnrealizedPnl: "0",
|
|
35
|
+
totalNtlPos: "0",
|
|
36
|
+
},
|
|
37
|
+
withdrawable: "10000",
|
|
38
|
+
// Monotonic per call: the client discards a response older than one it already saw.
|
|
39
|
+
time: Date.now(),
|
|
40
|
+
assetPositions: [],
|
|
41
|
+
},
|
|
42
|
+
},
|
|
43
|
+
};
|
|
44
|
+
}
|
|
20
45
|
return { success: true, results: [] };
|
|
21
46
|
}
|
|
22
47
|
/**
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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|
|
1
|
+
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@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"create-runtime-context.d.ts","sourceRoot":"","sources":["../../src/runtime/create-runtime-context.ts"],"names":[],"mappings":"AAAA;;GAEG;AAEH,OAAO,KAAK,EAAE,cAAc,EAAE,aAAa,EAAE,MAAM,sBAAsB,CAAC;AAC1E,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,qBAAqB,CAAC;AAC1D,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,oBAAoB,CAAC;AACtD,OAAO,KAAK,EAAE,UAAU,EAAE,WAAW,EAAE,SAAS,EAAE,MAAM,qBAAqB,CAAC;AAC9E,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,qBAAqB,CAAC;AAC1D,OAAO,KAAK,EAAE,mBAAmB,EAAE,MAAM,0BAA0B,CAAC;AACpE,OAAO,KAAK,EAAE,oBAAoB,EAAE,MAAM,+BAA+B,CAAC;AAC1E,OAAO,KAAK,EAAE,gBAAgB,EAAE,MAAM,mCAAmC,CAAC;AAC1E,OAAO,KAAK,EAAE,kBAAkB,EAAE,MAAM,oCAAoC,CAAC;
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1
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+
{"version":3,"file":"create-runtime-context.d.ts","sourceRoot":"","sources":["../../src/runtime/create-runtime-context.ts"],"names":[],"mappings":"AAAA;;GAEG;AAEH,OAAO,KAAK,EAAE,cAAc,EAAE,aAAa,EAAE,MAAM,sBAAsB,CAAC;AAC1E,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,qBAAqB,CAAC;AAC1D,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,oBAAoB,CAAC;AACtD,OAAO,KAAK,EAAE,UAAU,EAAE,WAAW,EAAE,SAAS,EAAE,MAAM,qBAAqB,CAAC;AAC9E,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,qBAAqB,CAAC;AAC1D,OAAO,KAAK,EAAE,mBAAmB,EAAE,MAAM,0BAA0B,CAAC;AACpE,OAAO,KAAK,EAAE,oBAAoB,EAAE,MAAM,+BAA+B,CAAC;AAC1E,OAAO,KAAK,EAAE,gBAAgB,EAAE,MAAM,mCAAmC,CAAC;AAC1E,OAAO,KAAK,EAAE,kBAAkB,EAAE,MAAM,oCAAoC,CAAC;AAK7E,MAAM,WAAW,wBAAwB;IACvC,KAAK,EAAE,WAAW,CAAC;IACnB,UAAU,EAAE,UAAU,CAAC;IACvB,WAAW,EAAE,WAAW,CAAC;IACzB,cAAc,EAAE,cAAc,CAAC;IAC/B,SAAS,EAAE,SAAS,CAAC;IACrB,aAAa,EAAE,mBAAmB,CAAC;IACnC,aAAa,CAAC,EAAE,oBAAoB,CAAC;IACrC,gBAAgB,EAAE,gBAAgB,CAAC;IACnC,kBAAkB,CAAC,EAAE,kBAAkB,CAAC;IACxC,iBAAiB,CAAC,EAAE,MAAM,CAAC;CAC5B;AAED;;GAEG;AACH,wBAAgB,mBAAmB,CACjC,cAAc,EAAE,cAAc,EAC9B,KAAK,EAAE,WAAW,GACjB,aAAa,CAEf;AAED;;;GAGG;AACH,wBAAgB,uBAAuB,CACrC,cAAc,EAAE,cAAc,EAC9B,KAAK,EAAE,WAAW,GACjB,GAAG,CAAC,MAAM,EAAE,aAAa,CAAC,CAE5B;AAED;;GAEG;AACH,wBAAgB,oBAAoB,CAClC,cAAc,EAAE,cAAc,EAC9B,IAAI,EAAE,wBAAwB,GAC7B,cAAc,CAoBhB"}
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@@ -3,6 +3,7 @@
|
|
|
3
3
|
*/
|
|
4
4
|
import { StrategyStateImpl } from "../strategy/strategy-state.js";
|
|
5
5
|
import { createBackendPauseRegistry } from "./backend-pause-registry.js";
|
|
6
|
+
import { createPendingOpensLedger } from "./pending-opens-ledger.js";
|
|
6
7
|
/**
|
|
7
8
|
* Build a live StrategyState from a StrategyConfig and SenpiClient.
|
|
8
9
|
*/
|
|
@@ -33,6 +34,10 @@ export function createRuntimeContext(strategyConfig, deps) {
|
|
|
33
34
|
maxLeverageCache: deps.maxLeverageCache,
|
|
34
35
|
positionIdRegistry: deps.positionIdRegistry,
|
|
35
36
|
backendPauseRegistry: createBackendPauseRegistry(),
|
|
37
|
+
// One ledger per context, i.e. per recipe: every action built from this recipe shares
|
|
38
|
+
// the record of what has already been submitted, which is what makes two signals
|
|
39
|
+
// milliseconds apart count each other's opens.
|
|
40
|
+
pendingOpensLedger: createPendingOpensLedger(),
|
|
36
41
|
notificationLabel: deps.notificationLabel,
|
|
37
42
|
};
|
|
38
43
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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|
|
1
|
+
{"version":3,"file":"create-runtime-context.js","sourceRoot":"","sources":["../../src/runtime/create-runtime-context.ts"],"names":[],"mappings":"AAAA;;GAEG;AAWH,OAAO,EAAE,iBAAiB,EAAE,MAAM,+BAA+B,CAAC;AAClE,OAAO,EAAE,0BAA0B,EAAE,MAAM,6BAA6B,CAAC;AACzE,OAAO,EAAE,wBAAwB,EAAE,MAAM,2BAA2B,CAAC;AAerE;;GAEG;AACH,MAAM,UAAU,mBAAmB,CACjC,cAA8B,EAC9B,KAAkB;IAElB,OAAO,IAAI,iBAAiB,CAAC,cAAc,EAAE,KAAK,CAAC,CAAC;AACtD,CAAC;AAED;;;GAGG;AACH,MAAM,UAAU,uBAAuB,CACrC,cAA8B,EAC9B,KAAkB;IAElB,OAAO,IAAI,GAAG,CAAC,CAAC,CAAC,cAAc,CAAC,OAAO,EAAE,mBAAmB,CAAC,cAAc,EAAE,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC;AACzF,CAAC;AAED;;GAEG;AACH,MAAM,UAAU,oBAAoB,CAClC,cAA8B,EAC9B,IAA8B;IAE9B,MAAM,aAAa,GAAG,mBAAmB,CAAC,cAAc,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC;IACtE,OAAO;QACL,KAAK,EAAE,IAAI,CAAC,KAAK;QACjB,UAAU,EAAE,IAAI,CAAC,UAAU;QAC3B,WAAW,EAAE,IAAI,CAAC,WAAW;QAC7B,cAAc,EAAE,IAAI,CAAC,cAAc;QACnC,SAAS,EAAE,IAAI,CAAC,SAAS;QACzB,aAAa,EAAE,IAAI,CAAC,aAAa;QACjC,aAAa;QACb,aAAa,EAAE,IAAI,CAAC,aAAa;QACjC,gBAAgB,EAAE,IAAI,CAAC,gBAAgB;QACvC,kBAAkB,EAAE,IAAI,CAAC,kBAAkB;QAC3C,oBAAoB,EAAE,0BAA0B,EAAE;QAClD,sFAAsF;QACtF,iFAAiF;QACjF,+CAA+C;QAC/C,kBAAkB,EAAE,wBAAwB,EAAE;QAC9C,iBAAiB,EAAE,IAAI,CAAC,iBAAiB;KAC1C,CAAC;AACJ,CAAC"}
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1
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/**
|
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2
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+
* Tracks opens this runtime has already submitted but cannot yet see in a clearing-house
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* snapshot, so the slot gate, the dedupe check and the free-margin budget count them.
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*
|
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* Why it has to exist: a clearing-house read is a 1–5 s old picture of the book, signals
|
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6
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* arrive in pairs milliseconds apart (they are serialized behind the reconcile mutex), and
|
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7
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* nothing tells the runtime when a submit becomes a position. Without a record of what was
|
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* just sent, two consecutive signals on a one-slot strategy both read "0 open" from the same
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* lagging snapshot and both open — the venue is the only thing left enforcing the cap.
|
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*
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* Entries are keyed by the normalized `(coin, dex)` pair so a snapshot row, a DSL position
|
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* and a submit all collapse to the same key (`xyz:GOLD` on the main book and `GOLD` on `xyz`
|
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* are one market, not two).
|
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*
|
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* Every entry is a claim about an order whose fate is not settled, so each kind expires on
|
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* its own TTL: a reservation that outlives its window is released rather than blocking the
|
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17
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+
* strategy forever. This is a bounded-lifetime cache, NOT a source of truth — a fetched
|
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18
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+
* snapshot always wins, and `reconcile` drops anything the exchange has confirmed.
|
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*/
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import type { OpenPosition } from "../types/strategy.js";
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/**
|
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* What is known about a submitted open:
|
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* - `filled` — the venue accepted it and reported a fill; only the snapshot lags.
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* - `resting` — a maker order is live on the book, unfilled. It holds no position yet but
|
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* will consume a slot and margin the moment it fills.
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* - `ambiguous` — the outcome is unknown (timeout, transport throw) or not yet determined
|
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* (the provisional kind a reservation starts as, before `createPosition` returns).
|
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+
*/
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export type PendingOpenKind = "filled" | "resting" | "ambiguous";
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/** One submitted-but-unconfirmed open. */
|
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+
export interface PendingOpenEntry {
|
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32
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/** Normalized `coin|dex` key — the same key a snapshot row reduces to. */
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readonly key: string;
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readonly coin: string;
|
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+
readonly dex: string;
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/** Margin the submit committed, subtracted from the free-margin budget while unseen. */
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readonly marginAmount: number;
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readonly kind: PendingOpenKind;
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/** When the entry last changed kind (the TTL clock). */
|
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+
readonly ts: number;
|
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41
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+
readonly orderId?: string;
|
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+
}
|
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+
/**
|
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44
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+
* A filled open only has to survive until the next snapshot carries it. Clearing-house
|
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45
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+
* snapshot age runs to roughly 4.6 s at p99, so a minute is two orders of magnitude of
|
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46
|
+
* headroom — long enough that no realistic lag drops the entry early, short enough that a
|
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47
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+
* fill the venue silently rolled back does not wedge the strategy.
|
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48
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+
*/
|
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+
export declare const PENDING_FILLED_TTL_MS = 60000;
|
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50
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+
/**
|
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51
|
+
* An ambiguous open (timeout, transport throw) may still land server-side long after the
|
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52
|
+
* client stopped waiting. The window has to outlast the slowest submit that can still
|
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53
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+
* execute: the MCP ALO ceiling is 330 s, plus the trading engine's own server-side ceiling
|
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54
|
+
* behind it. Ten minutes covers both with margin; past that, holding the slot costs more
|
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55
|
+
* than the duplicate it prevents.
|
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56
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+
*/
|
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+
export declare const PENDING_AMBIGUOUS_TTL_MS: number;
|
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58
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+
/**
|
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59
|
+
* A resting maker order can sit on the book indefinitely — nothing in this runtime cancels
|
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60
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* one. Mirroring {@link PENDING_OPEN_STALE_MS} keeps this TTL in step with the other place
|
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61
|
+
* the runtime gives up on an unobserved open (the position-id registry). It is a stopgap:
|
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62
|
+
* the real fix is reading open orders, not aging a guess out.
|
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63
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+
*/
|
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64
|
+
export declare const PENDING_RESTING_TTL_MS: number;
|
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65
|
+
export interface PendingOpensLedger {
|
|
66
|
+
/**
|
|
67
|
+
* Record an open about to be submitted. Call this SYNCHRONOUSLY before awaiting
|
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68
|
+
* `createPosition`: the gap between submit and outcome is exactly the window a second
|
|
69
|
+
* signal can slip through. Returns the entry key, for `settle`/`release`.
|
|
70
|
+
*/
|
|
71
|
+
reserve(coin: string, dex: string | undefined, marginAmount: number): string;
|
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|
+
/** Record the submit's outcome (and its order id, when the venue gave one). No-op if the key is gone. */
|
|
73
|
+
settle(key: string, kind: PendingOpenKind, orderId?: string): void;
|
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74
|
+
/** Drop a reservation the venue rejected outright — it holds neither slot nor margin. */
|
|
75
|
+
release(key: string): void;
|
|
76
|
+
/** Drop every entry the snapshot now confirms, plus anything past its TTL. */
|
|
77
|
+
reconcile(positions: readonly OpenPosition[] | undefined): void;
|
|
78
|
+
/** Live entries this snapshot does NOT show — what the caller must add to the snapshot's own count. */
|
|
79
|
+
unseen(positions: readonly OpenPosition[] | undefined): PendingOpenEntry[];
|
|
80
|
+
}
|
|
81
|
+
export interface PendingOpensLedgerOptions {
|
|
82
|
+
/** Injectable clock (tests). */
|
|
83
|
+
now?: () => number;
|
|
84
|
+
/** Per-kind TTL overrides (tests); anything unset uses the documented default. */
|
|
85
|
+
ttlMsByKind?: Partial<Record<PendingOpenKind, number>>;
|
|
86
|
+
}
|
|
87
|
+
/**
|
|
88
|
+
* The ledger key for a market: base coin + dex bucket, with `main` and the `xyz:` coin
|
|
89
|
+
* prefix normalized away so one market never occupies two keys.
|
|
90
|
+
*/
|
|
91
|
+
export declare function pendingOpenKey(coin: string, dex?: string): string;
|
|
92
|
+
export declare function createPendingOpensLedger(options?: PendingOpensLedgerOptions): PendingOpensLedger;
|
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//# sourceMappingURL=pending-opens-ledger.d.ts.map
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@@ -0,0 +1 @@
|
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1
|
+
{"version":3,"file":"pending-opens-ledger.d.ts","sourceRoot":"","sources":["../../src/runtime/pending-opens-ledger.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;GAkBG;AAEH,OAAO,KAAK,EAAE,YAAY,EAAE,MAAM,sBAAsB,CAAC;AAIzD;;;;;;;GAOG;AACH,MAAM,MAAM,eAAe,GAAG,QAAQ,GAAG,SAAS,GAAG,WAAW,CAAC;AAEjE,0CAA0C;AAC1C,MAAM,WAAW,gBAAgB;IAC/B,0EAA0E;IAC1E,QAAQ,CAAC,GAAG,EAAE,MAAM,CAAC;IACrB,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IACtB,QAAQ,CAAC,GAAG,EAAE,MAAM,CAAC;IACrB,wFAAwF;IACxF,QAAQ,CAAC,YAAY,EAAE,MAAM,CAAC;IAC9B,QAAQ,CAAC,IAAI,EAAE,eAAe,CAAC;IAC/B,wDAAwD;IACxD,QAAQ,CAAC,EAAE,EAAE,MAAM,CAAC;IACpB,QAAQ,CAAC,OAAO,CAAC,EAAE,MAAM,CAAC;CAC3B;AAED;;;;;GAKG;AACH,eAAO,MAAM,qBAAqB,QAAS,CAAC;AAE5C;;;;;;GAMG;AACH,eAAO,MAAM,wBAAwB,QAAc,CAAC;AAEpD;;;;;GAKG;AACH,eAAO,MAAM,sBAAsB,QAAwB,CAAC;AAQ5D,MAAM,WAAW,kBAAkB;IACjC;;;;OAIG;IACH,OAAO,CAAC,IAAI,EAAE,MAAM,EAAE,GAAG,EAAE,MAAM,GAAG,SAAS,EAAE,YAAY,EAAE,MAAM,GAAG,MAAM,CAAC;IAC7E,yGAAyG;IACzG,MAAM,CAAC,GAAG,EAAE,MAAM,EAAE,IAAI,EAAE,eAAe,EAAE,OAAO,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IACnE,yFAAyF;IACzF,OAAO,CAAC,GAAG,EAAE,MAAM,GAAG,IAAI,CAAC;IAC3B,8EAA8E;IAC9E,SAAS,CAAC,SAAS,EAAE,SAAS,YAAY,EAAE,GAAG,SAAS,GAAG,IAAI,CAAC;IAChE,uGAAuG;IACvG,MAAM,CAAC,SAAS,EAAE,SAAS,YAAY,EAAE,GAAG,SAAS,GAAG,gBAAgB,EAAE,CAAC;CAC5E;AAED,MAAM,WAAW,yBAAyB;IACxC,gCAAgC;IAChC,GAAG,CAAC,EAAE,MAAM,MAAM,CAAC;IACnB,kFAAkF;IAClF,WAAW,CAAC,EAAE,OAAO,CAAC,MAAM,CAAC,eAAe,EAAE,MAAM,CAAC,CAAC,CAAC;CACxD;AAED;;;GAGG;AACH,wBAAgB,cAAc,CAAC,IAAI,EAAE,MAAM,EAAE,GAAG,CAAC,EAAE,MAAM,GAAG,MAAM,CAGjE;AAOD,wBAAgB,wBAAwB,CACtC,OAAO,GAAE,yBAA8B,GACtC,kBAAkB,CA2DpB"}
|
|
@@ -0,0 +1,118 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Tracks opens this runtime has already submitted but cannot yet see in a clearing-house
|
|
3
|
+
* snapshot, so the slot gate, the dedupe check and the free-margin budget count them.
|
|
4
|
+
*
|
|
5
|
+
* Why it has to exist: a clearing-house read is a 1–5 s old picture of the book, signals
|
|
6
|
+
* arrive in pairs milliseconds apart (they are serialized behind the reconcile mutex), and
|
|
7
|
+
* nothing tells the runtime when a submit becomes a position. Without a record of what was
|
|
8
|
+
* just sent, two consecutive signals on a one-slot strategy both read "0 open" from the same
|
|
9
|
+
* lagging snapshot and both open — the venue is the only thing left enforcing the cap.
|
|
10
|
+
*
|
|
11
|
+
* Entries are keyed by the normalized `(coin, dex)` pair so a snapshot row, a DSL position
|
|
12
|
+
* and a submit all collapse to the same key (`xyz:GOLD` on the main book and `GOLD` on `xyz`
|
|
13
|
+
* are one market, not two).
|
|
14
|
+
*
|
|
15
|
+
* Every entry is a claim about an order whose fate is not settled, so each kind expires on
|
|
16
|
+
* its own TTL: a reservation that outlives its window is released rather than blocking the
|
|
17
|
+
* strategy forever. This is a bounded-lifetime cache, NOT a source of truth — a fetched
|
|
18
|
+
* snapshot always wins, and `reconcile` drops anything the exchange has confirmed.
|
|
19
|
+
*/
|
|
20
|
+
import { normalizeDslCoinDex } from "../utils/perp-coin.js";
|
|
21
|
+
import { PENDING_OPEN_STALE_MS } from "./position-id-registry.js";
|
|
22
|
+
/**
|
|
23
|
+
* A filled open only has to survive until the next snapshot carries it. Clearing-house
|
|
24
|
+
* snapshot age runs to roughly 4.6 s at p99, so a minute is two orders of magnitude of
|
|
25
|
+
* headroom — long enough that no realistic lag drops the entry early, short enough that a
|
|
26
|
+
* fill the venue silently rolled back does not wedge the strategy.
|
|
27
|
+
*/
|
|
28
|
+
export const PENDING_FILLED_TTL_MS = 60_000;
|
|
29
|
+
/**
|
|
30
|
+
* An ambiguous open (timeout, transport throw) may still land server-side long after the
|
|
31
|
+
* client stopped waiting. The window has to outlast the slowest submit that can still
|
|
32
|
+
* execute: the MCP ALO ceiling is 330 s, plus the trading engine's own server-side ceiling
|
|
33
|
+
* behind it. Ten minutes covers both with margin; past that, holding the slot costs more
|
|
34
|
+
* than the duplicate it prevents.
|
|
35
|
+
*/
|
|
36
|
+
export const PENDING_AMBIGUOUS_TTL_MS = 10 * 60_000;
|
|
37
|
+
/**
|
|
38
|
+
* A resting maker order can sit on the book indefinitely — nothing in this runtime cancels
|
|
39
|
+
* one. Mirroring {@link PENDING_OPEN_STALE_MS} keeps this TTL in step with the other place
|
|
40
|
+
* the runtime gives up on an unobserved open (the position-id registry). It is a stopgap:
|
|
41
|
+
* the real fix is reading open orders, not aging a guess out.
|
|
42
|
+
*/
|
|
43
|
+
export const PENDING_RESTING_TTL_MS = PENDING_OPEN_STALE_MS;
|
|
44
|
+
const DEFAULT_TTL_BY_KIND = {
|
|
45
|
+
filled: PENDING_FILLED_TTL_MS,
|
|
46
|
+
resting: PENDING_RESTING_TTL_MS,
|
|
47
|
+
ambiguous: PENDING_AMBIGUOUS_TTL_MS,
|
|
48
|
+
};
|
|
49
|
+
/**
|
|
50
|
+
* The ledger key for a market: base coin + dex bucket, with `main` and the `xyz:` coin
|
|
51
|
+
* prefix normalized away so one market never occupies two keys.
|
|
52
|
+
*/
|
|
53
|
+
export function pendingOpenKey(coin, dex) {
|
|
54
|
+
const { coin: base, dex: bucket } = normalizeDslCoinDex(coin, dex ?? "");
|
|
55
|
+
return `${base}|${bucket}`;
|
|
56
|
+
}
|
|
57
|
+
/** The key a clearing-house snapshot row reduces to. */
|
|
58
|
+
function positionKey(position) {
|
|
59
|
+
return pendingOpenKey(position.coin, position.dex ?? "");
|
|
60
|
+
}
|
|
61
|
+
export function createPendingOpensLedger(options = {}) {
|
|
62
|
+
const now = options.now ?? Date.now;
|
|
63
|
+
const ttlFor = (kind) => options.ttlMsByKind?.[kind] ?? DEFAULT_TTL_BY_KIND[kind];
|
|
64
|
+
const entries = new Map();
|
|
65
|
+
/** Drop everything past its kind's TTL. Runs before every read so no caller sees a stale claim. */
|
|
66
|
+
function pruneExpired() {
|
|
67
|
+
const t = now();
|
|
68
|
+
for (const [key, entry] of entries) {
|
|
69
|
+
if (t - entry.ts >= ttlFor(entry.kind))
|
|
70
|
+
entries.delete(key);
|
|
71
|
+
}
|
|
72
|
+
}
|
|
73
|
+
return {
|
|
74
|
+
reserve(coin, dex, marginAmount) {
|
|
75
|
+
const { coin: base, dex: bucket } = normalizeDslCoinDex(coin, dex ?? "");
|
|
76
|
+
const key = `${base}|${bucket}`;
|
|
77
|
+
entries.set(key, {
|
|
78
|
+
key,
|
|
79
|
+
coin: base,
|
|
80
|
+
dex: bucket,
|
|
81
|
+
marginAmount,
|
|
82
|
+
// Provisional until the submit resolves: an open whose outcome nobody knows yet is
|
|
83
|
+
// exactly what `ambiguous` means, and starting anywhere else would under-count a
|
|
84
|
+
// reservation whose caller never got to settle it (a crash mid-submit).
|
|
85
|
+
kind: "ambiguous",
|
|
86
|
+
ts: now(),
|
|
87
|
+
});
|
|
88
|
+
return key;
|
|
89
|
+
},
|
|
90
|
+
settle(key, kind, orderId) {
|
|
91
|
+
const entry = entries.get(key);
|
|
92
|
+
if (entry === undefined)
|
|
93
|
+
return;
|
|
94
|
+
entries.set(key, {
|
|
95
|
+
...entry,
|
|
96
|
+
kind,
|
|
97
|
+
ts: now(),
|
|
98
|
+
...(orderId !== undefined ? { orderId } : {}),
|
|
99
|
+
});
|
|
100
|
+
},
|
|
101
|
+
release(key) {
|
|
102
|
+
entries.delete(key);
|
|
103
|
+
},
|
|
104
|
+
reconcile(positions) {
|
|
105
|
+
pruneExpired();
|
|
106
|
+
if (!positions)
|
|
107
|
+
return;
|
|
108
|
+
for (const position of positions)
|
|
109
|
+
entries.delete(positionKey(position));
|
|
110
|
+
},
|
|
111
|
+
unseen(positions) {
|
|
112
|
+
pruneExpired();
|
|
113
|
+
const seen = new Set((positions ?? []).map(positionKey));
|
|
114
|
+
return [...entries.values()].filter((entry) => !seen.has(entry.key));
|
|
115
|
+
},
|
|
116
|
+
};
|
|
117
|
+
}
|
|
118
|
+
//# sourceMappingURL=pending-opens-ledger.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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