@usherlabs/cex-broker 0.2.31 → 0.2.33

package/dist/commands/cli.js

@@ -315125,6 +315125,7 @@ function buildOrderExecutionTelemetry(context2, order, error) {
     side: firstString(record?.side, info?.side, context2.side) ?? "unknown",
     orderType: firstString(record?.type, info?.type, context2.orderType) ?? "unknown",
     orderId: firstString(record?.id, info?.orderId, info?.orderID),
+    orderAuthor: context2.orderAuthor,
     clientOrderId: firstString(context2.clientOrderId, record?.clientOrderId, record?.clientOrderID, record?.clientOid, info?.clientOrderId, info?.clientOrderID, info?.clientOid),
     idempotencyId: context2.idempotencyId,
     makerActionId: context2.makerActionId,
@@ -315544,6 +315545,7 @@ function buildOrderEventArchiveRow(input) {
       action,
       subscription_type: input.subscriptionType,
       order_id: telemetry.orderId,
+      order_author: telemetry.orderAuthor ?? "",
       client_order_id: telemetry.clientOrderId,
       idempotency_id: telemetry.idempotencyId,
       maker_action_id: telemetry.makerActionId,
@@ -315603,6 +315605,7 @@ function buildTransferEventArchiveRow(input) {
       address: transfer.address,
       network: transfer.network,
       external_id: transfer.externalId ?? "",
+      client_withdrawal_id: transfer.clientWithdrawalId ?? "",
       txid: transfer.txid,
       result_index: transfer.resultIndex ?? 0,
       fee_amount: transfer.feeAmount,
@@ -330684,6 +330687,7 @@ var DepositPayloadSchema = exports_external.object({
 var CallPayloadSchema = exports_external.object({
   functionName: exports_external.string().regex(/^[A-Za-z][A-Za-z0-9]*$/),
   args: exports_external.preprocess(parseJsonString, exports_external.array(exports_external.unknown())).default([]),
+  orderAuthor: exports_external.string().min(1).optional(),
   params: exports_external.preprocess(parseJsonString, exports_external.record(exports_external.string(), exports_external.unknown())).default({})
 });
 var FetchDepositAddressesPayloadSchema = exports_external.object({
@@ -330705,12 +330709,14 @@ var marketTypeSchema = exports_external.enum(["spot", "swap", "perp", "future",
 var unknownParamsSchema = exports_external.preprocess(parseJsonString, exports_external.record(exports_external.string(), exports_external.unknown()));
 var CreateOrderPayloadSchema = exports_external.object({
   orderType: exports_external.enum(["market", "limit"]).default("limit"),
+  orderIntent: exports_external.enum(["passive_only"]).optional(),
   amount: exports_external.coerce.number().positive(),
   fromToken: exports_external.string().min(1),
   toToken: exports_external.string().min(1),
   price: exports_external.coerce.number().positive(),
   marketType: marketTypeSchema,
   clientOrderId: exports_external.string().min(1).optional(),
+  orderAuthor: exports_external.string().min(1).optional(),
   params: exports_external.preprocess(parseJsonString, stringNumberRecordSchema).default({})
 });
 var GetPerpConfigStatePayloadSchema = exports_external.object({
@@ -330792,6 +330798,12 @@ function stableGrpcErrorCode(message) {
   if (message.startsWith("deposit_amount_mismatch:")) {
     return grpc2.status.FAILED_PRECONDITION;
   }
+  if (message.startsWith("passive_order_unsupported:")) {
+    return grpc2.status.UNIMPLEMENTED;
+  }
+  if (message.startsWith("passive_order_rejected:") || message.startsWith("passive_order_would_cross:")) {
+    return grpc2.status.FAILED_PRECONDITION;
+  }
   if (message.startsWith("policy_withdrawal_denied:") || message.startsWith("policy_deposit_denied:")) {
     return grpc2.status.PERMISSION_DENIED;
   }
@@ -331458,6 +331470,33 @@ async function handleInternalTransfer(ctx) {
 
 // src/handlers/execute-action/orders.ts
 var grpc6 = __toESM(require_src3(), 1);
+
+// src/helpers/passive-order.ts
+var PASSIVE_ORDER_ERROR_CODES = {
+  unsupported: "passive_order_unsupported",
+  rejected: "passive_order_rejected",
+  wouldCross: "passive_order_would_cross"
+};
+function identifiesWouldCross(message) {
+  const normalized = message.toLowerCase();
+  return normalized.includes("would immediately match and take") || /post[\s-]?only\b.*\bwould\b.*\bimmediately\b.*\b(?:execute|fill|match)/.test(normalized) || /post[\s-]?only\b.*\bwould\b.*\b(?:execute|fill|match)\w*\b.*\bimmediately/.test(normalized);
+}
+function identifiesUnsupported(message) {
+  const normalized = message.toLowerCase();
+  return /post[\s-]?only\b.*\b(?:not supported|unsupported|does not support)\b/.test(normalized) || /\b(?:not supported|unsupported|does not support)\b.*\bpost[\s-]?only\b/.test(normalized);
+}
+function classifyPassiveOrderError(error48) {
+  const message = getErrorMessage(error48);
+  if (error48 instanceof ccxt_default.OrderImmediatelyFillable || identifiesWouldCross(message)) {
+    return PASSIVE_ORDER_ERROR_CODES.wouldCross;
+  }
+  if (error48 instanceof ccxt_default.NotSupported || identifiesUnsupported(message)) {
+    return PASSIVE_ORDER_ERROR_CODES.unsupported;
+  }
+  return PASSIVE_ORDER_ERROR_CODES.rejected;
+}
+
+// src/handlers/execute-action/orders.ts
 async function handleCreateOrder(ctx) {
   const {
     call,
@@ -331482,14 +331521,23 @@ async function handleCreateOrder(ctx) {
   const orderValue = parsePayloadForAction(ctx, CreateOrderPayloadSchema);
   if (orderValue === null)
     return;
+  const isPassiveOrder = orderValue.orderIntent === "passive_only";
+  if (isPassiveOrder && orderValue.orderType !== "limit") {
+    return ctx.wrappedCallback({
+      code: grpc6.status.INVALID_ARGUMENT,
+      message: "ValidationError: passive_only order intent requires a limit order"
+    }, null);
+  }
   const createOrderParams = {
     ...orderValue.params,
     ...orderValue.clientOrderId !== undefined && {
       clientOrderId: orderValue.clientOrderId
-    }
+    },
+    ...isPassiveOrder && { postOnly: true }
   };
   let resolvedOrderTelemetry = {};
   let marketMetadataHash;
+  let submission = "not_attempted";
   try {
     if (!broker) {
       return ctx.wrappedCallback({
@@ -331522,7 +331570,9 @@ async function handleCreateOrder(ctx) {
       brokerObservedTimestamp: submissionTimestamp,
       ...telemetryIds
     });
+    submission = "in_flight";
     const order = await broker.createOrder(resolution.symbol, orderValue.orderType, resolution.side, resolution.amountBase ?? orderValue.amount, orderValue.price, createOrderParams);
+    submission = "placed";
     const createOrderContext = {
       action: "CreateOrder",
       cex: cex3,
@@ -331532,12 +331582,20 @@ async function handleCreateOrder(ctx) {
       orderType: orderValue.orderType,
       requestedQuantity: resolvedOrderTelemetry.requestedQuantity,
       requestedNotional: orderValue.amount * orderValue.price,
+      orderAuthor: orderValue.orderAuthor,
       brokerObservedTimestamp: submissionTimestamp,
       ...telemetryIds
     };
     emitOrderExecutionTelemetryInBackground(otelMetrics, createOrderContext, order);
     archiveOrderExecutionInBackground(brokerArchiver, createOrderContext, order, undefined, { marketMetadataHash });
-    ctx.wrappedCallback(null, { result: JSON.stringify({ ...order }) });
+    ctx.wrappedCallback(null, {
+      result: JSON.stringify({
+        ...order,
+        ...isPassiveOrder && {
+          passivePlacementOutcome: "accepted_passive"
+        }
+      })
+    });
   } catch (error48) {
     rethrowArchiveDurabilityError(error48);
     safeLogRedactedError("Order Creation failed", error48);
@@ -331550,10 +331608,18 @@ async function handleCreateOrder(ctx) {
       orderType: orderValue.orderType,
       requestedQuantity: resolvedOrderTelemetry.requestedQuantity ?? orderValue.amount,
       requestedNotional: orderValue.amount * orderValue.price,
+      orderAuthor: orderValue.orderAuthor,
       ...extractOrderTelemetryIds(createOrderParams)
     };
     emitOrderExecutionTelemetryInBackground(otelMetrics, failedCreateContext, undefined, error48);
     archiveOrderExecutionInBackground(brokerArchiver, failedCreateContext, undefined, error48, { marketMetadataHash });
+    if (isPassiveOrder && submission === "in_flight") {
+      const passiveErrorCode = classifyPassiveOrderError(error48);
+      return rejectWithGrpcError(ctx, error48, {
+        message: `${passiveErrorCode}: ${sanitizeErrorDetail(error48)}`,
+        preferStableMessageOnly: true
+      });
+    }
     ctx.wrappedCallback({
       code: grpc6.status.INTERNAL,
       message: `Order Creation failed: ${sanitizeErrorDetail(error48)}`
@@ -332291,6 +332357,7 @@ async function handleTreasuryCall(ctx) {
         side: asNonEmptyString(side),
         requestedQuantity,
         requestedNotional,
+        orderAuthor: callValue.orderAuthor,
         brokerObservedTimestamp: submissionTimestamp,
         ...telemetryIds
       };
@@ -332403,6 +332470,8 @@ async function handleWithdraw(ctx) {
       message: `travel_rule_denied: ${travelRule.error}`
     }, null);
   }
+  const withdrawOrderId = transferValue.params.withdrawOrderId;
+  const clientWithdrawalId = typeof withdrawOrderId === "string" && withdrawOrderId.length > 0 ? withdrawOrderId : undefined;
   try {
     const transaction = travelRule.mode === "localentity" ? await withdrawViaLocalEntity(broker, {
       code: symbol2,
@@ -332429,6 +332498,7 @@ async function handleWithdraw(ctx) {
         address: normalized.address ?? transferValue.recipientAddress,
         network: normalized.network ?? withdrawNetwork.exchangeNetworkId,
         externalId: normalized.externalId,
+        clientWithdrawalId,
         txid: normalized.txid,
         feeAmount: normalized.feeAmount,
         feeCurrency: normalized.feeCurrency,
@@ -332458,6 +332528,7 @@ async function handleWithdraw(ctx) {
         amount: String(transferValue.amount),
         address: transferValue.recipientAddress,
         network: withdrawNetwork.exchangeNetworkId,
+        clientWithdrawalId,
         errorSummary: getErrorMessage(error48),
         payload: { recipientAddress: transferValue.recipientAddress }
       }

package/dist/helpers/broker-execution-archive/rows.d.ts

@@ -47,6 +47,7 @@ export type TransferArchiveFields = {
     address?: string;
     network?: string;
     externalId?: string;
+    clientWithdrawalId?: string;
     txid?: string;
     resultIndex?: number;
     feeAmount?: string;

package/dist/helpers/order-telemetry.d.ts

@@ -9,6 +9,7 @@ export type OrderTelemetryContext = {
     orderType?: string;
     requestedQuantity?: number;
     requestedNotional?: number;
+    orderAuthor?: string;
     clientOrderId?: string;
     idempotencyId?: string;
     makerActionId?: string;
@@ -23,6 +24,7 @@ export type OrderExecutionTelemetry = {
     side: string;
     orderType: string;
     orderId?: string;
+    orderAuthor?: string;
     clientOrderId?: string;
     idempotencyId?: string;
     makerActionId?: string;

package/dist/helpers/passive-order.d.ts

@@ -0,0 +1,7 @@
+export declare const PASSIVE_ORDER_ERROR_CODES: {
+    readonly unsupported: "passive_order_unsupported";
+    readonly rejected: "passive_order_rejected";
+    readonly wouldCross: "passive_order_would_cross";
+};
+export type PassiveOrderErrorCode = (typeof PASSIVE_ORDER_ERROR_CODES)[keyof typeof PASSIVE_ORDER_ERROR_CODES];
+export declare function classifyPassiveOrderError(error: unknown): PassiveOrderErrorCode;

package/dist/index.js

@@ -290639,6 +290639,7 @@ function buildOrderExecutionTelemetry(context2, order, error) {
     side: firstString(record?.side, info?.side, context2.side) ?? "unknown",
     orderType: firstString(record?.type, info?.type, context2.orderType) ?? "unknown",
     orderId: firstString(record?.id, info?.orderId, info?.orderID),
+    orderAuthor: context2.orderAuthor,
     clientOrderId: firstString(context2.clientOrderId, record?.clientOrderId, record?.clientOrderID, record?.clientOid, info?.clientOrderId, info?.clientOrderID, info?.clientOid),
     idempotencyId: context2.idempotencyId,
     makerActionId: context2.makerActionId,
@@ -291058,6 +291059,7 @@ function buildOrderEventArchiveRow(input) {
       action,
       subscription_type: input.subscriptionType,
       order_id: telemetry.orderId,
+      order_author: telemetry.orderAuthor ?? "",
       client_order_id: telemetry.clientOrderId,
       idempotency_id: telemetry.idempotencyId,
       maker_action_id: telemetry.makerActionId,
@@ -291117,6 +291119,7 @@ function buildTransferEventArchiveRow(input) {
       address: transfer.address,
       network: transfer.network,
       external_id: transfer.externalId ?? "",
+      client_withdrawal_id: transfer.clientWithdrawalId ?? "",
       txid: transfer.txid,
       result_index: transfer.resultIndex ?? 0,
       fee_amount: transfer.feeAmount,
@@ -306198,6 +306201,7 @@ var DepositPayloadSchema = exports_external.object({
 var CallPayloadSchema = exports_external.object({
   functionName: exports_external.string().regex(/^[A-Za-z][A-Za-z0-9]*$/),
   args: exports_external.preprocess(parseJsonString, exports_external.array(exports_external.unknown())).default([]),
+  orderAuthor: exports_external.string().min(1).optional(),
   params: exports_external.preprocess(parseJsonString, exports_external.record(exports_external.string(), exports_external.unknown())).default({})
 });
 var FetchDepositAddressesPayloadSchema = exports_external.object({
@@ -306219,12 +306223,14 @@ var marketTypeSchema = exports_external.enum(["spot", "swap", "perp", "future",
 var unknownParamsSchema = exports_external.preprocess(parseJsonString, exports_external.record(exports_external.string(), exports_external.unknown()));
 var CreateOrderPayloadSchema = exports_external.object({
   orderType: exports_external.enum(["market", "limit"]).default("limit"),
+  orderIntent: exports_external.enum(["passive_only"]).optional(),
   amount: exports_external.coerce.number().positive(),
   fromToken: exports_external.string().min(1),
   toToken: exports_external.string().min(1),
   price: exports_external.coerce.number().positive(),
   marketType: marketTypeSchema,
   clientOrderId: exports_external.string().min(1).optional(),
+  orderAuthor: exports_external.string().min(1).optional(),
   params: exports_external.preprocess(parseJsonString, stringNumberRecordSchema).default({})
 });
 var GetPerpConfigStatePayloadSchema = exports_external.object({
@@ -306306,6 +306312,12 @@ function stableGrpcErrorCode(message) {
   if (message.startsWith("deposit_amount_mismatch:")) {
     return grpc2.status.FAILED_PRECONDITION;
   }
+  if (message.startsWith("passive_order_unsupported:")) {
+    return grpc2.status.UNIMPLEMENTED;
+  }
+  if (message.startsWith("passive_order_rejected:") || message.startsWith("passive_order_would_cross:")) {
+    return grpc2.status.FAILED_PRECONDITION;
+  }
   if (message.startsWith("policy_withdrawal_denied:") || message.startsWith("policy_deposit_denied:")) {
     return grpc2.status.PERMISSION_DENIED;
   }
@@ -306972,6 +306984,33 @@ async function handleInternalTransfer(ctx) {
 
 // src/handlers/execute-action/orders.ts
 import * as grpc6 from "@grpc/grpc-js";
+
+// src/helpers/passive-order.ts
+var PASSIVE_ORDER_ERROR_CODES = {
+  unsupported: "passive_order_unsupported",
+  rejected: "passive_order_rejected",
+  wouldCross: "passive_order_would_cross"
+};
+function identifiesWouldCross(message) {
+  const normalized = message.toLowerCase();
+  return normalized.includes("would immediately match and take") || /post[\s-]?only\b.*\bwould\b.*\bimmediately\b.*\b(?:execute|fill|match)/.test(normalized) || /post[\s-]?only\b.*\bwould\b.*\b(?:execute|fill|match)\w*\b.*\bimmediately/.test(normalized);
+}
+function identifiesUnsupported(message) {
+  const normalized = message.toLowerCase();
+  return /post[\s-]?only\b.*\b(?:not supported|unsupported|does not support)\b/.test(normalized) || /\b(?:not supported|unsupported|does not support)\b.*\bpost[\s-]?only\b/.test(normalized);
+}
+function classifyPassiveOrderError(error48) {
+  const message = getErrorMessage(error48);
+  if (error48 instanceof ccxt_default.OrderImmediatelyFillable || identifiesWouldCross(message)) {
+    return PASSIVE_ORDER_ERROR_CODES.wouldCross;
+  }
+  if (error48 instanceof ccxt_default.NotSupported || identifiesUnsupported(message)) {
+    return PASSIVE_ORDER_ERROR_CODES.unsupported;
+  }
+  return PASSIVE_ORDER_ERROR_CODES.rejected;
+}
+
+// src/handlers/execute-action/orders.ts
 async function handleCreateOrder(ctx) {
   const {
     call,
@@ -306996,14 +307035,23 @@ async function handleCreateOrder(ctx) {
   const orderValue = parsePayloadForAction(ctx, CreateOrderPayloadSchema);
   if (orderValue === null)
     return;
+  const isPassiveOrder = orderValue.orderIntent === "passive_only";
+  if (isPassiveOrder && orderValue.orderType !== "limit") {
+    return ctx.wrappedCallback({
+      code: grpc6.status.INVALID_ARGUMENT,
+      message: "ValidationError: passive_only order intent requires a limit order"
+    }, null);
+  }
   const createOrderParams = {
     ...orderValue.params,
     ...orderValue.clientOrderId !== undefined && {
       clientOrderId: orderValue.clientOrderId
-    }
+    },
+    ...isPassiveOrder && { postOnly: true }
   };
   let resolvedOrderTelemetry = {};
   let marketMetadataHash;
+  let submission = "not_attempted";
   try {
     if (!broker) {
       return ctx.wrappedCallback({
@@ -307036,7 +307084,9 @@ async function handleCreateOrder(ctx) {
       brokerObservedTimestamp: submissionTimestamp,
       ...telemetryIds
     });
+    submission = "in_flight";
     const order = await broker.createOrder(resolution.symbol, orderValue.orderType, resolution.side, resolution.amountBase ?? orderValue.amount, orderValue.price, createOrderParams);
+    submission = "placed";
     const createOrderContext = {
       action: "CreateOrder",
       cex: cex3,
@@ -307046,12 +307096,20 @@ async function handleCreateOrder(ctx) {
       orderType: orderValue.orderType,
       requestedQuantity: resolvedOrderTelemetry.requestedQuantity,
       requestedNotional: orderValue.amount * orderValue.price,
+      orderAuthor: orderValue.orderAuthor,
       brokerObservedTimestamp: submissionTimestamp,
       ...telemetryIds
     };
     emitOrderExecutionTelemetryInBackground(otelMetrics, createOrderContext, order);
     archiveOrderExecutionInBackground(brokerArchiver, createOrderContext, order, undefined, { marketMetadataHash });
-    ctx.wrappedCallback(null, { result: JSON.stringify({ ...order }) });
+    ctx.wrappedCallback(null, {
+      result: JSON.stringify({
+        ...order,
+        ...isPassiveOrder && {
+          passivePlacementOutcome: "accepted_passive"
+        }
+      })
+    });
   } catch (error48) {
     rethrowArchiveDurabilityError(error48);
     safeLogRedactedError("Order Creation failed", error48);
@@ -307064,10 +307122,18 @@ async function handleCreateOrder(ctx) {
       orderType: orderValue.orderType,
       requestedQuantity: resolvedOrderTelemetry.requestedQuantity ?? orderValue.amount,
       requestedNotional: orderValue.amount * orderValue.price,
+      orderAuthor: orderValue.orderAuthor,
       ...extractOrderTelemetryIds(createOrderParams)
     };
     emitOrderExecutionTelemetryInBackground(otelMetrics, failedCreateContext, undefined, error48);
     archiveOrderExecutionInBackground(brokerArchiver, failedCreateContext, undefined, error48, { marketMetadataHash });
+    if (isPassiveOrder && submission === "in_flight") {
+      const passiveErrorCode = classifyPassiveOrderError(error48);
+      return rejectWithGrpcError(ctx, error48, {
+        message: `${passiveErrorCode}: ${sanitizeErrorDetail(error48)}`,
+        preferStableMessageOnly: true
+      });
+    }
     ctx.wrappedCallback({
       code: grpc6.status.INTERNAL,
       message: `Order Creation failed: ${sanitizeErrorDetail(error48)}`
@@ -307805,6 +307871,7 @@ async function handleTreasuryCall(ctx) {
         side: asNonEmptyString(side),
         requestedQuantity,
         requestedNotional,
+        orderAuthor: callValue.orderAuthor,
         brokerObservedTimestamp: submissionTimestamp,
         ...telemetryIds
       };
@@ -307917,6 +307984,8 @@ async function handleWithdraw(ctx) {
       message: `travel_rule_denied: ${travelRule.error}`
     }, null);
   }
+  const withdrawOrderId = transferValue.params.withdrawOrderId;
+  const clientWithdrawalId = typeof withdrawOrderId === "string" && withdrawOrderId.length > 0 ? withdrawOrderId : undefined;
   try {
     const transaction = travelRule.mode === "localentity" ? await withdrawViaLocalEntity(broker, {
       code: symbol2,
@@ -307943,6 +308012,7 @@ async function handleWithdraw(ctx) {
         address: normalized.address ?? transferValue.recipientAddress,
         network: normalized.network ?? withdrawNetwork.exchangeNetworkId,
         externalId: normalized.externalId,
+        clientWithdrawalId,
         txid: normalized.txid,
         feeAmount: normalized.feeAmount,
         feeCurrency: normalized.feeCurrency,
@@ -307972,6 +308042,7 @@ async function handleWithdraw(ctx) {
         amount: String(transferValue.amount),
         address: transferValue.recipientAddress,
         network: withdrawNetwork.exchangeNetworkId,
+        clientWithdrawalId,
         errorSummary: getErrorMessage(error48),
         payload: { recipientAddress: transferValue.recipientAddress }
       }
@@ -310180,4 +310251,4 @@ export {
   CEXBroker as default
 };
 
-//# debugId=1AF34CD02AB617AA64756E2164756E21
+//# debugId=DF7A1B19BD16DBE764756E2164756E21