bfxsentry-agent 0.1.0 → 0.2.0

package/config/default.yaml

@@ -120,6 +120,10 @@ risk:
   max_slippage_pct: 0.1
   order_type: limit
   limit_offset_pct: 0.02
+  retry:
+    max_attempts: 3
+    backoff_ms: [1000, 3000, 5000]
+    on_max_retry: alert_and_skip
   portfolio:
     max_portfolio_var_pct: 3
     var_confidence: 0.95

package/dist/bin/sentry.js

@@ -1,8 +1,10 @@
 #!/usr/bin/env node
 import { Command } from 'commander';
+import { writeFileSync, readFileSync, unlinkSync } from 'node:fs';
 import { initLogger } from '../src/core/logger.js';
 import { loadConfig } from '../src/core/config.js';
 import { startEngine, stopEngine } from '../src/core/engine.js';
+import { getPidPath } from '../src/core/paths.js';
 import { scanCommand } from '../src/skill/scan.js';
 import { signalCommand } from '../src/skill/signal.js';
 import { strategyCommand } from '../src/skill/strategy.js';
@@ -11,11 +13,42 @@ import { tradeCommand } from '../src/skill/trade.js';
 import { backtestCommand } from '../src/skill/backtest.js';
 import { configCommand } from '../src/skill/config.js';
 import { logsCommand } from '../src/skill/logs.js';
+const PID_FILE = getPidPath();
+function writePidFile() {
+    try {
+        writeFileSync(PID_FILE, String(process.pid));
+    }
+    catch { /* ignore */ }
+}
+function removePidFile() {
+    try {
+        unlinkSync(PID_FILE);
+    }
+    catch { /* ignore */ }
+}
+function readPidFile() {
+    try {
+        const pid = parseInt(readFileSync(PID_FILE, 'utf-8').trim());
+        return isNaN(pid) ? null : pid;
+    }
+    catch {
+        return null;
+    }
+}
+function isProcessRunning(pid) {
+    try {
+        process.kill(pid, 0);
+        return true;
+    }
+    catch {
+        return false;
+    }
+}
 const program = new Command();
 program
     .name('sentry')
     .description('BfxSentry Agent CLI — Bitfinex 信号驱动交易代理')
-    .version('0.1.0');
+    .version('0.2.0');
 // ── sentry scan ──
 program
     .command('scan')
@@ -104,21 +137,47 @@ program
     cfg.engine.mode = options.mode;
     initLogger(cfg.engine.log_level);
     console.log(`\n  BfxSentry Agent 启动中... (${cfg.engine.mode} 模式)\n`);
-    const shutdown = () => {
-        console.log('\n  正在停止...');
-        stopEngine();
-        setTimeout(() => process.exit(0), 1000);
+    writePidFile();
+    let shuttingDown = false;
+    const shutdown = async () => {
+        if (shuttingDown)
+            return; // prevent double shutdown
+        shuttingDown = true;
+        console.log('\n  正在优雅停止 (等待 in-flight tick + 平仓)...');
+        await stopEngine();
+        removePidFile();
+        process.exit(0);
     };
-    process.on('SIGINT', shutdown);
-    process.on('SIGTERM', shutdown);
+    process.on('SIGINT', () => { shutdown(); });
+    process.on('SIGTERM', () => { shutdown(); });
+    process.on('exit', removePidFile);
     await startEngine(cfg, parseInt(options.interval));
 });
 // ── sentry stop ──
 program
     .command('stop')
     .description('停止 Agent')
-    .action(() => {
-    stopEngine();
+    .option('--force', '强制终止 (SIGKILL)')
+    .action((options) => {
+    const pid = readPidFile();
+    if (!pid) {
+        console.log('  未找到运行中的 Agent (PID 文件不存在)');
+        return;
+    }
+    if (!isProcessRunning(pid)) {
+        console.log(`  Agent 进程 (PID ${pid}) 已不存在, 清理 PID 文件`);
+        removePidFile();
+        return;
+    }
+    const signal = options.force ? 'SIGKILL' : 'SIGTERM';
+    console.log(`  向 Agent (PID ${pid}) 发送 ${signal}...`);
+    try {
+        process.kill(pid, signal);
+        console.log('  已发送停止信号');
+    }
+    catch (err) {
+        console.error(`  停止失败: ${err.message}`);
+    }
 });
 program.parse();
 //# sourceMappingURL=sentry.js.map

package/dist/bin/sentry.js.map

@@ -1 +1 @@
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package/dist/src/backtest/runner.js

@@ -1,12 +1,12 @@
 import Database from 'better-sqlite3';
-import { resolve } from 'node:path';
 import { generateAllSignals } from '../signal/index.js';
 import { evaluateAllStrategies } from '../strategy/index.js';
 import { strategyFilter } from '../risk/strategy-filter.js';
 import { portfolioFilter } from '../risk/portfolio-filter.js';
 import { simulateFill } from './fill-simulator.js';
 import { openPosition, closePosition, checkStopLossAndTakeProfit, updatePositionPrices, getPositions } from '../risk/position-manager.js';
-const DB_PATH = resolve(import.meta.dirname, '..', '..', 'data', 'sentry.db');
+import { getDbPath } from '../core/paths.js';
+const DB_PATH = getDbPath();
 export async function runBacktest(config, strategyFilter_, days) {
     const db = new Database(DB_PATH, { readonly: true });
     const cutoff = Date.now() - days * 86400_000;

package/dist/src/backtest/runner.js.map

@@ -1 +1 @@
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package/dist/src/core/config.d.ts

@@ -43,6 +43,11 @@ export interface RiskConfig {
     max_slippage_pct: number;
     order_type: 'limit' | 'market';
     limit_offset_pct: number;
+    retry: {
+        max_attempts: number;
+        backoff_ms: number[];
+        on_max_retry: string;
+    };
     portfolio: {
         max_portfolio_var_pct: number;
         var_confidence: number;

package/dist/src/core/config.d.ts.map

@@ -1 +1 @@
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package/dist/src/core/config.js

@@ -1,7 +1,25 @@
 import { readFileSync } from 'node:fs';
 import { resolve } from 'node:path';
 import { parse as parseYaml } from 'yaml';
-const DEFAULT_CONFIG_PATH = resolve(import.meta.dirname, '..', '..', 'config', 'default.yaml');
+// Works for both src (dev via tsx) and dist (built via tsc):
+// dev:  src/core/config.ts  → ../../config/
+// dist: dist/src/core/config.js → ../../../config/
+function findConfigDir() {
+    const candidates = [
+        resolve(import.meta.dirname, '..', '..', 'config'), // from src/core/
+        resolve(import.meta.dirname, '..', '..', '..', 'config'), // from dist/src/core/
+    ];
+    for (const dir of candidates) {
+        try {
+            readFileSync(resolve(dir, 'default.yaml'));
+            return dir;
+        }
+        catch { /* try next */ }
+    }
+    return candidates[0]; // fallback, will error with clear message
+}
+const CONFIG_DIR = findConfigDir();
+const DEFAULT_CONFIG_PATH = resolve(CONFIG_DIR, 'default.yaml');
 export function loadConfig(customPath) {
     const defaultRaw = readFileSync(DEFAULT_CONFIG_PATH, 'utf-8');
     const defaultCfg = parseYaml(defaultRaw);

package/dist/src/core/config.js.map

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+{"version":3,"file":"config.js","sourceRoot":"","sources":["../../../src/core/config.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,YAAY,EAAE,MAAM,SAAS,CAAA;AACtC,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAA;AACnC,OAAO,EAAE,KAAK,IAAI,SAAS,EAAE,MAAM,MAAM,CAAA;AAqEzC,6DAA6D;AAC7D,4CAA4C;AAC5C,mDAAmD;AACnD,SAAS,aAAa;IACpB,MAAM,UAAU,GAAG;QACjB,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,QAAQ,CAAC,EAAU,iBAAiB;QAC7E,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,IAAI,EAAE,QAAQ,CAAC,EAAI,sBAAsB;KACnF,CAAA;IACD,KAAK,MAAM,GAAG,IAAI,UAAU,EAAE,CAAC;QAC7B,IAAI,CAAC;YACH,YAAY,CAAC,OAAO,CAAC,GAAG,EAAE,cAAc,CAAC,CAAC,CAAA;YAC1C,OAAO,GAAG,CAAA;QACZ,CAAC;QAAC,MAAM,CAAC,CAAC,cAAc,CAAC,CAAC;IAC5B,CAAC;IACD,OAAO,UAAU,CAAC,CAAC,CAAC,CAAA,CAAC,0CAA0C;AACjE,CAAC;AAED,MAAM,UAAU,GAAG,aAAa,EAAE,CAAA;AAClC,MAAM,mBAAmB,GAAG,OAAO,CAAC,UAAU,EAAE,cAAc,CAAC,CAAA;AAE/D,MAAM,UAAU,UAAU,CAAC,UAAmB;IAC5C,MAAM,UAAU,GAAG,YAAY,CAAC,mBAAmB,EAAE,OAAO,CAAC,CAAA;IAC7D,MAAM,UAAU,GAAG,SAAS,CAAC,UAAU,CAAgB,CAAA;IAEvD,IAAI,CAAC,UAAU;QAAE,OAAO,UAAU,CAAA;IAElC,MAAM,SAAS,GAAG,YAAY,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,OAAO,CAAC,CAAA;IAC5D,MAAM,SAAS,GAAG,SAAS,CAAC,SAAS,CAAyB,CAAA;IAE9D,OAAO,SAAS,CAAC,UAAgD,EAAE,SAA+C,CAA2B,CAAA;AAC/I,CAAC;AAED,SAAS,SAAS,CAAC,MAA+B,EAAE,MAA+B;IACjF,MAAM,MAAM,GAAG,EAAE,GAAG,MAAM,EAAE,CAAA;IAC5B,KAAK,MAAM,GAAG,IAAI,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC;QACtC,IACE,MAAM,CAAC,GAAG,CAAC,IAAI,OAAO,MAAM,CAAC,GAAG,CAAC,KAAK,QAAQ,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;YAC7E,MAAM,CAAC,GAAG,CAAC,IAAI,OAAO,MAAM,CAAC,GAAG,CAAC,KAAK,QAAQ,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC,EAC7E,CAAC;YACD,MAAM,CAAC,GAAG,CAAC,GAAG,SAAS,CAAC,MAAM,CAAC,GAAG,CAA4B,EAAE,MAAM,CAAC,GAAG,CAA4B,CAAC,CAAA;QACzG,CAAC;aAAM,CAAC;YACN,MAAM,CAAC,GAAG,CAAC,GAAG,MAAM,CAAC,GAAG,CAAC,CAAA;QAC3B,CAAC;IACH,CAAC;IACD,OAAO,MAAM,CAAA;AACf,CAAC"}

package/dist/src/core/decision-log.js

@@ -1,9 +1,9 @@
 import Database from 'better-sqlite3';
-import { resolve } from 'node:path';
 import { getLogger } from './logger.js';
+import { getDbPath } from './paths.js';
 const log = () => getLogger();
 let db = null;
-const DB_PATH = resolve(import.meta.dirname, '..', '..', 'data', 'sentry.db');
+const DB_PATH = getDbPath();
 export function initDecisionLog() {
     db = new Database(DB_PATH);
     db.pragma('journal_mode = WAL');

package/dist/src/core/decision-log.js.map

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package/dist/src/core/engine.d.ts

@@ -15,5 +15,5 @@ export declare function runOnce(cfg: AgentConfig): Promise<{
     signals: Signal[];
 }>;
 export declare function startEngine(cfg: AgentConfig, intervalSec?: number): Promise<void>;
-export declare function stopEngine(): void;
+export declare function stopEngine(): Promise<void>;
 //# sourceMappingURL=engine.d.ts.map

package/dist/src/core/engine.d.ts.map

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package/dist/src/core/engine.js

@@ -6,14 +6,15 @@ import { generateAllSignals, signalSummary } from '../signal/index.js';
 import { evaluateAllStrategies } from '../strategy/index.js';
 import { strategyFilter } from '../risk/strategy-filter.js';
 import { portfolioFilter } from '../risk/portfolio-filter.js';
-import { updatePositionPrices, checkStopLossAndTakeProfit } from '../risk/position-manager.js';
+import { updatePositionPrices, checkStopLossAndTakeProfit, restorePositions, closePositionDb, closeAllPositions, getPositions } from '../risk/position-manager.js';
 import { dryRunExecute } from '../executor/dry-run.js';
-import { liveExecute } from '../executor/bitfinex-trader.js';
+import { liveExecute, liveClosePosition } from '../executor/bitfinex-trader.js';
 import { openPosition } from '../risk/position-manager.js';
 import { logDecision } from './decision-log.js';
 import { initRecorder, recordSnapshot, cleanOldSnapshots, closeRecorder } from './recorder.js';
 import { initDecisionLog, closeDecisionLog } from './decision-log.js';
-import { reconcile } from '../executor/reconciler.js';
+import { reconcile, trackOrder } from '../executor/reconciler.js';
+import { generateCid } from '../executor/order-id.js';
 const log = () => getLogger();
 const state = {
     running: false,
@@ -25,6 +26,33 @@ const state = {
 export function getEngineState() {
     return state;
 }
+// ── Per-strategy tick interval tracking ──
+const lastStrategyTick = new Map();
+const STRATEGY_CONFIG_KEYS = {
+    'smart-follow': 'smart_follow',
+    'funding-arb': 'funding_arb',
+    'liq-hunter': 'liq_hunter',
+    'ob-sniper': 'ob_sniper',
+    'pm-hedge': 'pm_hedge',
+};
+function shouldRunStrategy(strategyId, cfg) {
+    const cfgKey = STRATEGY_CONFIG_KEYS[strategyId];
+    if (!cfgKey)
+        return true;
+    const sCfg = cfg[cfgKey];
+    if (!sCfg?.enabled)
+        return false;
+    const interval = sCfg.tick_interval || 0;
+    if (interval <= 0)
+        return true;
+    const lastTick = lastStrategyTick.get(strategyId) || 0;
+    const now = Date.now();
+    if (now - lastTick < interval * 1000)
+        return false;
+    lastStrategyTick.set(strategyId, now);
+    return true;
+}
+// ── Scan-only (no trading) ──
 export async function runOnce(cfg) {
     log().debug('Collecting snapshot...');
     const snapshot = await collectSnapshot(cfg);
@@ -50,9 +78,16 @@ export async function runOnce(cfg) {
     }, 'Tick complete');
     return { snapshot, signals };
 }
+// ── Full tick: collect → signal → strategy → risk → execute ──
 async function runFullTick(cfg) {
+    // Guard: refuse to run if engine is stopped
+    if (!state.running)
+        return;
     const { snapshot, signals } = await runOnce(cfg);
     const price = snapshot.ticker.lastPrice;
+    // Bail early if stopped during collection
+    if (!state.running)
+        return;
     // Update open positions
     updatePositionPrices(price);
     // Check stop loss / take profit
@@ -60,22 +95,46 @@ async function runFullTick(cfg) {
     for (const c of closed) {
         log().info({ posId: c.posId, pnl: c.pnl, reason: c.reason }, 'Position closed');
     }
-    // Evaluate strategies
-    const intents = evaluateAllStrategies(signals, snapshot, cfg);
+    // Evaluate strategies (respecting per-strategy tick_interval)
+    const allIntents = evaluateAllStrategies(signals, snapshot, cfg);
+    const intents = allIntents.filter(i => shouldRunStrategy(i.strategy, cfg));
     state.lastIntents = intents;
     // Risk filter + execute
     for (const intent of intents) {
+        if (!state.running)
+            break; // stop mid-loop if engine shutting down
+        // Assign a CID to the intent for idempotent tracking
+        const cid = generateCid(intent.strategy);
+        intent.meta = { ...intent.meta, cid };
         const sf = strategyFilter(intent, cfg);
         const pf = sf.passed ? portfolioFilter(intent, cfg) : { passed: false, reason: sf.reason };
         const riskResult = { passed: sf.passed && pf.passed, reason: sf.reason || pf.reason };
         if (riskResult.passed) {
             let result;
             if (cfg.engine.mode === 'live') {
-                result = await liveExecute(intent);
+                result = await liveExecute(intent, cfg);
             }
             else {
                 result = dryRunExecute(intent, snapshot);
             }
+            // Track order — use CID as the key, store exchange ID separately
+            trackOrder({
+                cid,
+                exchangeOrderId: result.exchangeOrderId,
+                strategyId: intent.strategy,
+                direction: intent.direction,
+                instrument: intent.instrument,
+                size: result.fillSize || 0,
+                price: result.fillPrice || intent.entryPrice,
+                orderType: cfg.risk.order_type,
+                status: result.success ? 'FILLED' : 'REJECTED',
+                fillPrice: result.fillPrice,
+                fillSize: result.fillSize,
+                fee: result.fee,
+                createdAt: Date.now(),
+                updatedAt: Date.now(),
+                retryCount: 0,
+            });
             if (result.success) {
                 openPosition(intent, result);
                 eventBus.emit('order:filled', { intent, result });
@@ -108,6 +167,17 @@ async function runFullTick(cfg) {
         await reconcile();
     }
 }
+const eventHandlers = [];
+function bindEvent(event, handler) {
+    eventBus.on(event, handler);
+    eventHandlers.push({ event, handler });
+}
+function unbindAllEvents() {
+    for (const { event, handler } of eventHandlers) {
+        eventBus.off(event, handler);
+    }
+    eventHandlers.length = 0;
+}
 export async function startEngine(cfg, intervalSec = 10) {
     if (state.running) {
         log().warn('Engine already running');
@@ -119,30 +189,130 @@ export async function startEngine(cfg, intervalSec = 10) {
         cleanOldSnapshots(cfg.recorder.retention_days);
     }
     initDecisionLog();
+    restorePositions();
     log().info({ mode: cfg.engine.mode, interval: intervalSec }, 'Engine started');
-    const tick = async () => {
+    let tickInFlight = false;
+    let tickInflightPromise = null;
+    const guardedTick = async (source) => {
         if (!state.running)
             return;
-        try {
-            await runFullTick(cfg);
-        }
-        catch (err) {
-            log().error({ err }, 'Tick error');
+        if (tickInFlight) {
+            log().warn({ source }, 'Tick still in-flight, skipping');
+            return;
         }
+        tickInFlight = true;
+        const p = (async () => {
+            try {
+                await runFullTick(cfg);
+            }
+            catch (err) {
+                log().error({ err, source }, 'Tick error');
+            }
+            finally {
+                tickInFlight = false;
+                tickInflightPromise = null;
+            }
+        })();
+        tickInflightPromise = p;
+        await p;
     };
+    // Wire event-detector urgent events through the same guarded tick
+    bindEvent('event:liq_cascade', () => {
+        log().warn('Urgent event: liq_cascade — triggering immediate tick');
+        guardedTick('liq_cascade');
+    });
+    bindEvent('event:wall_break', () => {
+        log().info('Urgent event: wall_break — triggering immediate tick');
+        guardedTick('wall_break');
+    });
+    // Spread extreme: pause market orders for 60s
+    let spreadPauseUntil = 0;
+    const savedOrderType = cfg.risk.order_type;
+    bindEvent('event:spread_extreme', (...args) => {
+        const data = args[0];
+        const pct = data?.spreadPct ?? 0;
+        log().warn({ spreadPct: pct.toFixed(4) }, 'Spread extreme — forcing limit-only for 60s');
+        spreadPauseUntil = Date.now() + 60_000;
+        cfg.risk.order_type = 'limit';
+        setTimeout(() => {
+            if (Date.now() >= spreadPauseUntil && state.running) {
+                cfg.risk.order_type = savedOrderType;
+                log().info('Spread extreme pause expired, restoring order type');
+            }
+        }, 60_000);
+    });
     // Initial tick
-    await tick();
+    await guardedTick('initial');
     // Scheduled ticks
-    const timer = setInterval(tick, intervalSec * 1000);
-    eventBus.on('engine:stop', () => {
+    const timer = setInterval(() => guardedTick('scheduled'), intervalSec * 1000);
+    // Store shutdown resolver so stopEngine() can return a promise
+    stopResolve = null;
+    stopPromise = new Promise(resolve => { stopResolve = resolve; });
+    bindEvent('engine:stop', () => {
+        // 1. Prevent new ticks
         state.running = false;
         clearInterval(timer);
-        closeRecorder();
-        closeDecisionLog();
-        log().info('Engine stopped');
+        // 2. Unbind event listeners immediately to prevent new urgent ticks
+        unbindAllEvents();
+        // 3. Wait for in-flight tick, then close positions and clean up
+        const finish = async () => {
+            // Wait for any in-flight tick to complete
+            if (tickInflightPromise) {
+                log().info('Waiting for in-flight tick to complete...');
+                await tickInflightPromise;
+            }
+            // Close all open positions
+            const positions = getPositions();
+            if (positions.length > 0) {
+                const lastPrice = state.lastSnapshot?.ticker.lastPrice ?? 0;
+                // In live mode, send real close orders to the exchange first
+                if (cfg.engine.mode === 'live') {
+                    log().info({ count: positions.length }, 'Sending exchange close orders for all positions');
+                    const closeResults = await Promise.allSettled(positions.map(pos => liveClosePosition(pos.instrument, pos.direction, pos.size)));
+                    for (let i = 0; i < closeResults.length; i++) {
+                        const r = closeResults[i];
+                        const pos = positions[i];
+                        if (r.status === 'fulfilled' && r.value.success) {
+                            log().info({ posId: pos.id, instrument: pos.instrument }, 'Exchange close order sent');
+                        }
+                        else {
+                            const err = r.status === 'rejected' ? r.reason : r.value.error;
+                            log().error({ posId: pos.id, err }, 'Exchange close order FAILED — manual intervention needed');
+                        }
+                    }
+                }
+                // Update local state
+                if (lastPrice > 0) {
+                    log().info({ count: positions.length, price: lastPrice }, 'Closing positions in local ledger');
+                    const totalPnl = closeAllPositions(lastPrice);
+                    log().info({ totalPnl: totalPnl.toFixed(2) }, 'All positions closed locally');
+                }
+                else {
+                    log().warn('No last price available — local positions NOT closed');
+                }
+            }
+            // Restore order type if modified by spread pause
+            cfg.risk.order_type = savedOrderType;
+            closeRecorder();
+            closeDecisionLog();
+            closePositionDb();
+            log().info('Engine stopped — graceful shutdown complete');
+            if (stopResolve)
+                stopResolve();
+        };
+        finish().catch(err => {
+            log().error({ err }, 'Error during graceful shutdown');
+            if (stopResolve)
+                stopResolve();
+        });
     });
 }
-export function stopEngine() {
+// Module-level stop promise so stopEngine() can be awaited
+let stopPromise = null;
+let stopResolve = null;
+export async function stopEngine() {
     eventBus.emit('engine:stop');
+    if (stopPromise)
+        await stopPromise;
 }
 //# sourceMappingURL=engine.js.map

package/dist/src/core/engine.js.map

@@ -1 +1 @@
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package/dist/src/core/paths.d.ts

@@ -0,0 +1,4 @@
+export declare function getDataDir(): string;
+export declare function getDbPath(): string;
+export declare function getPidPath(): string;
+//# sourceMappingURL=paths.d.ts.map

package/dist/src/core/paths.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"paths.d.ts","sourceRoot":"","sources":["../../../src/core/paths.ts"],"names":[],"mappings":"AAqBA,wBAAgB,UAAU,IAAI,MAAM,CAInC;AAED,wBAAgB,SAAS,IAAI,MAAM,CAElC;AAED,wBAAgB,UAAU,IAAI,MAAM,CAEnC"}