@senpi/runtime 3.0.173 → 3.0.181

package/dist/dsl/events/handlers.js.map

@@ -1 +1 @@
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package/dist/dsl/events/initial-state.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"initial-state.d.ts","sourceRoot":"","sources":["../../../src/dsl/events/initial-state.ts"],"names":[],"mappings":"AAAA;;GAEG;AAGH,OAAO,KAAK,EACV,uBAAuB,EACvB,eAAe,EACf,QAAQ,EACR,mBAAmB,EACpB,MAAM,0BAA0B,CAAC;AAQlC;;;;;;;;;;;GAWG;AACH,MAAM,WAAW,iBAAiB;IAChC,2EAA2E;IAC3E,qBAAqB,CAAC,EAAE,MAAM,CAAC;IAC/B,uEAAuE;IACvE,oBAAoB,CAAC,EAAE,MAAM,CAAC;IAC9B,6EAA6E;IAC7E,sBAAsB,CAAC,EAAE,OAAO,CAAC;CAClC;AAED,wBAAgB,qBAAqB,CACnC,UAAU,EAAE,MAAM,EAClB,SAAS,EAAE,MAAM,GAAG,OAAO,EAC3B,UAAU,EAAE,MAAM,EAClB,QAAQ,EAAE,MAAM,GACf,MAAM,CAIR;AAED,wBAAgB,iBAAiB,CAC/B,KAAK,EAAE,mBAAmB,EAC1B,MAAM,EAAE,eAAe,CAAC,SAAS,CAAC,CAAC,MAAM,CAAC,EAC1C,WAAW,EAAE,MAAM,EACnB,aAAa,EAAE,uBAAuB,EACtC,KAAK,CAAC,EAAE,iBAAiB,GACxB,QAAQ,CA8FV"}
+{"version":3,"file":"initial-state.d.ts","sourceRoot":"","sources":["../../../src/dsl/events/initial-state.ts"],"names":[],"mappings":"AAAA;;GAEG;AAGH,OAAO,KAAK,EACV,uBAAuB,EACvB,eAAe,EACf,QAAQ,EACR,mBAAmB,EACpB,MAAM,0BAA0B,CAAC;AAQlC;;;;;;;;;;;GAWG;AACH,MAAM,WAAW,iBAAiB;IAChC,2EAA2E;IAC3E,qBAAqB,CAAC,EAAE,MAAM,CAAC;IAC/B,uEAAuE;IACvE,oBAAoB,CAAC,EAAE,MAAM,CAAC;IAC9B,6EAA6E;IAC7E,sBAAsB,CAAC,EAAE,OAAO,CAAC;CAClC;AAED,wBAAgB,qBAAqB,CACnC,UAAU,EAAE,MAAM,EAClB,SAAS,EAAE,MAAM,GAAG,OAAO,EAC3B,UAAU,EAAE,MAAM,EAClB,QAAQ,EAAE,MAAM,GACf,MAAM,CAIR;AAED,wBAAgB,iBAAiB,CAC/B,KAAK,EAAE,mBAAmB,EAC1B,MAAM,EAAE,eAAe,CAAC,SAAS,CAAC,CAAC,MAAM,CAAC,EAC1C,WAAW,EAAE,MAAM,EACnB,aAAa,EAAE,uBAAuB,EACtC,KAAK,CAAC,EAAE,iBAAiB,GACxB,QAAQ,CAgGV"}

package/dist/dsl/events/initial-state.js

@@ -77,6 +77,8 @@ export function buildInitialState(event, preset, phase1Floor, triggerReason, car
         priceFetchStaleEmitted: false,
         consecutiveCloseFailures: 0,
         slSyncFailureCount: 0,
+        slTriggeredTicks: 0,
+        exchangeStopFailed: false,
         handoffStatus: null,
         backendDslPositionId: null,
         lastBackendDslTick: null,

package/dist/dsl/events/initial-state.js.map

@@ -1 +1 @@
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package/dist/dsl/monitor/exchange-sync.d.ts

@@ -16,6 +16,7 @@ export declare const SL_SYNC_MIN_DELTA_RELATIVE = 0.0001;
  * Phase 1: skip tier-only syncs (trigger stays absolute). Phase 2: sync on tier/phase and
  * when the effective floor moves (exchange carries the full stop).
  * Always sync when there is no SL order id yet or a prior SL sync failed (retry).
+ * Never sync when the state's exchange stop class is not `stop`.
  */
 export declare function shouldSyncExchangeSl(result: DslTickResult, next: DslState): boolean;
 //# sourceMappingURL=exchange-sync.d.ts.map

package/dist/dsl/monitor/exchange-sync.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"exchange-sync.d.ts","sourceRoot":"","sources":["../../../src/dsl/monitor/exchange-sync.ts"],"names":[],"mappings":"AAAA;;GAEG;AAEH,OAAO,KAAK,EAAE,QAAQ,EAAE,aAAa,EAAE,MAAM,0BAA0B,CAAC;AAGxE;;;;;;;GAOG;AACH,eAAO,MAAM,0BAA0B,SAAS,CAAC;AAEjD;;;;;;GAMG;AACH,wBAAgB,oBAAoB,CAAC,MAAM,EAAE,aAAa,EAAE,IAAI,EAAE,QAAQ,GAAG,OAAO,CAenF"}

package/dist/dsl/monitor/exchange-sync.js

@@ -1,7 +1,7 @@
 /**
  * When to call editPosition to align exchange SL with dsl.engine exchangeStopLossTriggerPx.
  */
-import { exchangeStopLossTriggerPx } from "../engine/exchange-stop.js";
+import { exchangeStopClass, exchangeStopLossTriggerPx } from "../engine/exchange-stop.js";
 /**
  * Minimum relative delta vs trigger price (0.0001 = 0.01%) so high-priced assets do not spam
  * edits. Purely relative on purpose: this used to be `max(0.0001 USD, 0.01%)`, and the absolute
@@ -11,25 +11,20 @@ import { exchangeStopLossTriggerPx } from "../engine/exchange-stop.js";
  * move.
  */
 export const SL_SYNC_MIN_DELTA_RELATIVE = 0.0001;
-function slSyncMinDeltaForPrice(triggerPx) {
-    // A non-positive trigger has no relative scale to measure against. Unreachable on any live
-    // path — `exchangeStopLossTriggerPx` returns a floor derived from a positive entry price —
-    // and the choice between the two behaviours is academic: 0 re-sends `triggerPx: 0` to the
-    // venue every tick, and Infinity freezes the stop. 0 is kept because a venue rejection is
-    // visible in `slSyncFailureCount` and the logs, where a frozen stop is silent.
-    if (!(triggerPx > 0))
-        return 0;
-    return triggerPx * SL_SYNC_MIN_DELTA_RELATIVE;
-}
 /**
  * Whether to call `editPosition` to align the exchange SL with `exchangeStopLossTriggerPx`.
  * Phase 1: skip tier-only syncs (trigger stays absolute). Phase 2: sync on tier/phase and
  * when the effective floor moves (exchange carries the full stop).
  * Always sync when there is no SL order id yet or a prior SL sync failed (retry).
+ * Never sync when the state's exchange stop class is not `stop`.
  */
 export function shouldSyncExchangeSl(result, next) {
     if (next.handoffStatus === "ok")
         return false;
+    // Only a positive finite trigger is a stop the venue accepts; "none" and "invalid" never sync.
+    if (exchangeStopClass(next) !== "stop")
+        return false;
+    const triggerPx = exchangeStopLossTriggerPx(next);
     if (next.slOrderId == null)
         return true;
     if ((next.slSyncFailureCount ?? 0) > 0)
@@ -44,8 +39,6 @@ export function shouldSyncExchangeSl(result, next) {
     }
     if (!result.floorChanged)
         return false;
-    const triggerPx = exchangeStopLossTriggerPx(next);
-    const minDelta = slSyncMinDeltaForPrice(triggerPx);
-    return Math.abs(triggerPx - (next.lastSyncedFloorPrice ?? 0)) > minDelta;
+    return Math.abs(triggerPx - (next.lastSyncedFloorPrice ?? 0)) > triggerPx * SL_SYNC_MIN_DELTA_RELATIVE;
 }
 //# sourceMappingURL=exchange-sync.js.map

package/dist/dsl/monitor/exchange-sync.js.map

@@ -1 +1 @@
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package/dist/dsl/monitor/process-one-position.d.ts.map

@@ -1 +1 @@
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package/dist/dsl/monitor/process-one-position.js

@@ -1,8 +1,8 @@
 /**
  * Per-position work for one monitor tick: SL fill check, pending close, dslTick, exchange sync.
  */
-import { dslTick, exchangeStopLossTriggerPx } from "../engine/index.js";
-import { CLOSE_REASON, MAX_CONSECUTIVE_CLOSE_FAILURES, DSL_EXTERNAL_RETRIES, DSL_EXTERNAL_RETRY_DELAY_MS, DSL_HANDOFF_SL_STATUS_TIMEOUT_MS, DSL_EVENTS, EVENTS, DSL_PRICE_FETCH_FAILURE_WARN_THRESHOLD, DSL_HEARTBEAT_FIRST_HOUR_MS, DSL_HEARTBEAT_INTERVAL_MS, DSL_HEARTBEAT_TIER_SUPPRESS_MS, } from "../../constants/dsl/index.js";
+import { dslTick, exchangeStopClass, exchangeStopLossTriggerPx, INVALID_EXCHANGE_STOP_ERROR, } from "../engine/index.js";
+import { CLOSE_REASON, MAX_CONSECUTIVE_CLOSE_FAILURES, DSL_EXTERNAL_RETRIES, DSL_EXTERNAL_RETRY_DELAY_MS, SL_TRIGGERED_TICKS_BEFORE_UNPROTECTED, DSL_HANDOFF_SL_STATUS_TIMEOUT_MS, DSL_EVENTS, EVENTS, DSL_PRICE_FETCH_FAILURE_WARN_THRESHOLD, DSL_HEARTBEAT_FIRST_HOUR_MS, DSL_HEARTBEAT_INTERVAL_MS, DSL_HEARTBEAT_TIER_SUPPRESS_MS, } from "../../constants/dsl/index.js";
 import { logger } from "../../utils/logger/dsl.js";
 import { withRetry } from "../../utils/retry.js";
 import { isRetriableMcpError } from "../../senpi/client.js";
@@ -108,9 +108,11 @@ function failureContext(state) {
  * (dsl-engine `pkg/service/sl_order_status.go`). Deliberately NOT the inverse of
  * `LIVE_VENUE_SL_STATUSES`: "not known-live" is a far bigger set than "known-dead" — it holds
  * every status we have not seen yet, plus the empty one — and treating an unfamiliar status as
- * dead would have the runtime place a second stop on top of a live one. Anything unlisted is
- * UNKNOWN and changes nothing. Partially-filled and lifecycle-ended statuses are also not
- * "gone": the fill check above and the reconcile path own those.
+ * dead would have the runtime place a second stop on top of a live one. A status outside this
+ * set does not clear the stop. The top-of-tick check counts consecutive `triggered` sightings,
+ * resets the count on `open`, and in phase 2 clears the stop once the count reaches
+ * `SL_TRIGGERED_TICKS_BEFORE_UNPROTECTED`. Partially-filled and lifecycle-ended statuses are also
+ * not "gone": the fill check above and the reconcile path own those.
  */
 const GONE_VENUE_SL_STATUSES = new Set([
     "canceled",
@@ -195,7 +197,8 @@ export async function processOnePosition(ctx, key, state, price, span) {
                 }));
                 return;
             }
-            if (isGoneVenueSlStatus(status?.status)) {
+            const venueStatus = status?.status?.trim().toLowerCase();
+            if (isGoneVenueSlStatus(venueStatus)) {
                 // The stop is off the book but the position is still open, and nothing else clears the
                 // id: `shouldSyncExchangeSl` short-circuits while `slOrderId != null`, and
                 // `hasRestingStopAtFloor` reads it as protection. Left alone, the position runs to
@@ -212,8 +215,42 @@ export async function processOnePosition(ctx, key, state, price, span) {
                     phase: state.phase,
                 });
                 recordDslDegradation({ failure: "sl_gone" });
-                await setIfStillActive(stateManager, key, state.address, state.asset, (current) => ({ ...current, slOrderId: null, lastSyncedFloorPrice: null }), { tickId, skipMessage: "[dsl] skip gone-SL clear: state already cleared (concurrent close)" });
-                state = { ...state, slOrderId: null, lastSyncedFloorPrice: null };
+                await setIfStillActive(stateManager, key, state.address, state.asset, (current) => ({ ...current, slOrderId: null, lastSyncedFloorPrice: null, exchangeStopFailed: true }), { tickId, skipMessage: "[dsl] skip gone-SL clear: state already cleared (concurrent close)" });
+                state = { ...state, slOrderId: null, lastSyncedFloorPrice: null, exchangeStopFailed: true };
+            }
+            else if (venueStatus === "triggered") {
+                const slTriggeredTicks = (state.slTriggeredTicks ?? 0) + 1;
+                const unprotected = slTriggeredTicks >= SL_TRIGGERED_TICKS_BEFORE_UNPROTECTED && state.phase === 2;
+                if (unprotected && (state.slTriggeredTicks ?? 0) < SL_TRIGGERED_TICKS_BEFORE_UNPROTECTED) {
+                    logger.warn("[dsl] exchange SL still triggered on consecutive ticks, no longer counted as protection", {
+                        tickId,
+                        key,
+                        asset: state.asset,
+                        slOrderId: state.slOrderId,
+                        lastSyncedFloorPrice: state.lastSyncedFloorPrice,
+                        slTriggeredTicks,
+                        price,
+                        floorPrice: state.floorPrice,
+                        phase: state.phase,
+                        handoffStatus: state.handoffStatus,
+                    });
+                    recordDslDegradation({ failure: "sl_stuck_triggered" });
+                }
+                // In phase 2, from `SL_TRIGGERED_TICKS_BEFORE_UNPROTECTED` sightings on, clears the id and the
+                // synced floor so the breach check can close the position and the SL sync can re-arm. The
+                // count is kept, so a backend-owned stop mirrored back each poll with the same id is cleared
+                // again on the next tick.
+                const patch = unprotected
+                    ? { slOrderId: null, lastSyncedFloorPrice: null, slTriggeredTicks, exchangeStopFailed: true }
+                    : { slTriggeredTicks };
+                await setIfStillActive(stateManager, key, state.address, state.asset, (current) => ({ ...current, ...patch }), { tickId, skipMessage: "[dsl] skip triggered-SL write: state already cleared (concurrent close)" });
+                state = { ...state, ...patch };
+            }
+            else if (venueStatus === "open" && ((state.slTriggeredTicks ?? 0) > 0 || state.exchangeStopFailed)) {
+                // A stop resting on the book is live protection again: the streak and the venue-failure
+                // flag both end here.
+                await setIfStillActive(stateManager, key, state.address, state.asset, (current) => ({ ...current, slTriggeredTicks: 0, exchangeStopFailed: false }), { tickId, skipMessage: "[dsl] skip triggered-SL reset: state already cleared (concurrent close)" });
+                state = { ...state, slTriggeredTicks: 0, exchangeStopFailed: false };
             }
         }
         catch (e) {
@@ -236,8 +273,7 @@ export async function processOnePosition(ctx, key, state, price, span) {
         const closeCtx = closeReasonContext(closeReasonToUse, next);
         try {
             const closeResult = await withSpan("dsl.close_attempt", { "senpi.dsl.attempt": next.consecutiveCloseFailures }, () => withRetry(() => strategy.closePosition(state.asset, closeReasonToUse, state.dex || undefined, {
-                orderType: ctx.closeOrderType,
-                feeOptimizedLimitOptions: ctx.feeOptimizedLimitOptions,
+                ...closeOrderOptions(ctx, state),
                 ...closeCtx,
             }), {
                 retries: DSL_EXTERNAL_RETRIES,
@@ -376,12 +412,42 @@ export async function processOnePosition(ctx, key, state, price, span) {
     if (next.handoffStatus === "pending" && !strategy) {
         next.handoffStatus = null;
     }
+    // A state with no exchange stop to place has no sync failures to count. "none" carries no
+    // sync error; "invalid" is reported once and latched on `lastSlSyncError`. Skipped while
+    // the backend owns the stop.
+    let reportInvalidStop = false;
+    if (next.handoffStatus !== "ok") {
+        const stopClass = exchangeStopClass(next);
+        if (stopClass === "none") {
+            next.lastSlSyncError = null;
+            next.slSyncFailureCount = 0;
+        }
+        else if (stopClass === "invalid") {
+            next.slSyncFailureCount = 0;
+            if (next.lastSlSyncError !== INVALID_EXCHANGE_STOP_ERROR) {
+                next.lastSlSyncError = INVALID_EXCHANGE_STOP_ERROR;
+                reportInvalidStop = true;
+            }
+        }
+    }
     if (!(await setIfStillActive(stateManager, key, state.address, state.asset, () => next, {
         tickId,
         skipMessage: "[dsl] skip dslTick result write: state already cleared (concurrent close)",
     }))) {
         return;
     }
+    if (reportInvalidStop) {
+        logger.error("[dsl] exchange stop not set: inputs cannot produce a stop", {
+            tickId,
+            asset: next.asset,
+            dex: next.dex || undefined,
+            direction: next.direction,
+            entryPrice: next.entryPrice,
+            leverage: next.leverage,
+            triggerPx: exchangeStopLossTriggerPx(next),
+        });
+        recordDslDegradation({ failure: "exchange_stop_invalid" });
+    }
     logger.info("[dsl] monitor dslTick result", {
         tickId,
         key,
@@ -468,8 +534,7 @@ export async function processOnePosition(ctx, key, state, price, span) {
         const closeCtx = closeReasonContext(closeReasonToUse, next);
         try {
             const closeResult = await withSpan("dsl.close_attempt", { "senpi.dsl.attempt": (next.consecutiveCloseFailures ?? 0) + 1 }, () => withRetry(() => strategy.closePosition(state.asset, closeReasonToUse, state.dex || undefined, {
-                orderType: ctx.closeOrderType,
-                feeOptimizedLimitOptions: ctx.feeOptimizedLimitOptions,
+                ...closeOrderOptions(ctx, state),
                 ...closeCtx,
             }), {
                 retries: DSL_EXTERNAL_RETRIES,
@@ -691,6 +756,8 @@ export async function processOnePosition(ctx, key, state, price, span) {
                     slOrderIdUpdatedAt: ts,
                     lastSlSyncError: null,
                     slSyncFailureCount: 0,
+                    slTriggeredTicks: res.slOrderId != null ? 0 : current.slTriggeredTicks,
+                    exchangeStopFailed: res.slOrderId != null ? false : current.exchangeStopFailed,
                     lastError: null,
                     lastErrorAt: null,
                 };
@@ -798,12 +865,34 @@ const BACKEND_TERMINAL_STATUSES = new Set([
 /**
  * Venue statuses that mean the backend's stop is still protecting the position.
  *
- * Must stay in step with the backend's `classifySLOrderStatus`
- * (dsl-engine `pkg/service/sl_order_status.go`), which treats both as live: a `triggered`
- * stop is mid-execution, so calling it dead here would have the runtime place its own stop
- * on top of one that is already firing.
+ * The backend's `classifySLOrderStatus` (dsl-engine `pkg/service/sl_order_status.go`) treats
+ * both as live. A `triggered` stop is mid-execution on its first sighting. The top-of-tick SL
+ * check stops counting it as protection after `SL_TRIGGERED_TICKS_BEFORE_UNPROTECTED`
+ * consecutive sightings.
  */
 const LIVE_VENUE_SL_STATUSES = new Set(["open", "triggered"]);
+/**
+ * `slTriggeredTicks` and `exchangeStopFailed` after the backend's stop id is mirrored into
+ * `slOrderId`. A different id is a different order, so its count starts at 0 and the flag is
+ * cleared. Both are kept when the id is the same, and when no id is stored: the top-of-tick check
+ * nulls the id when it clears a stuck stop, and the backend mirrors that same stop back on the poll.
+ */
+function stopTrackingAfterMirror(current, mirroredSlOrderId) {
+    const newStop = current.slOrderId != null && mirroredSlOrderId !== current.slOrderId;
+    return newStop
+        ? { slTriggeredTicks: 0, exchangeStopFailed: false }
+        : { slTriggeredTicks: current.slTriggeredTicks, exchangeStopFailed: current.exchangeStopFailed };
+}
+/**
+ * Order options for a runtime close: MARKET when `exchangeStopFailed` is set or the state's
+ * exchange stop class is not `stop` (no venue stop backs the position), otherwise the
+ * configured close order type and its fee-optimized options.
+ */
+function closeOrderOptions(ctx, state) {
+    return state.exchangeStopFailed || exchangeStopClass(state) !== "stop"
+        ? { orderType: "MARKET" }
+        : { orderType: ctx.closeOrderType, feeOptimizedLimitOptions: ctx.feeOptimizedLimitOptions };
+}
 /**
  * A Phase-2 handoff is only "ok" once the backend's exchange stop-loss is resting
  * on the venue. A numeric activeSLOrderId is not enough: the backend can accept a
@@ -881,6 +970,7 @@ async function attemptHandoffRegistration(ctx, key, next, _original, strategy) {
                 ...next,
                 slOrderId: adoptedSl.slOrderId,
                 lastSyncedFloorPrice: adoptedSl.lastSyncedFloorPrice,
+                ...stopTrackingAfterMirror(next, adoptedSl.slOrderId),
                 handoffStatus: "ok",
                 backendDslPositionId: adopted.id,
                 lastBackendDslTick: ts,
@@ -946,6 +1036,7 @@ async function attemptHandoffRegistration(ctx, key, next, _original, strategy) {
                 ...next,
                 slOrderId: registeredSl.slOrderId,
                 lastSyncedFloorPrice: registeredSl.lastSyncedFloorPrice,
+                ...stopTrackingAfterMirror(next, registeredSl.slOrderId),
                 handoffStatus: "ok",
                 backendDslPositionId: result.position.id,
                 lastBackendDslTick: ts,
@@ -1042,7 +1133,7 @@ async function handleHandoffOk(ctx, key, next, original, strategy, span) {
                 return;
             }
             const merged = mapEnginePositionToStateFields(backendPos);
-            updated = { ...updated, ...merged };
+            updated = { ...updated, ...merged, ...stopTrackingAfterMirror(updated, merged.slOrderId) };
         }
     }
     catch (e) {