clodds 1.1.0

package/dist/execution/bracket-orders.js

@@ -0,0 +1,387 @@
+"use strict";
+/**
+ * OCO Bracket Orders - One-Cancels-Other stop-loss + take-profit pairs
+ *
+ * Features:
+ * - Pairs a take-profit limit with a stop-loss limit
+ * - When one fills, automatically cancels the other
+ * - Supports Polymarket and Kalshi
+ * - Polling-based fill detection
+ * - Database persistence (survives restarts)
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createBracketOrder = createBracketOrder;
+exports.resumeBracketOrder = resumeBracketOrder;
+exports.getActivePersistedBracketOrders = getActivePersistedBracketOrders;
+exports.getPersistedBracketOrder = getPersistedBracketOrder;
+exports.deletePersistedBracketOrder = deletePersistedBracketOrder;
+const eventemitter3_1 = require("eventemitter3");
+const crypto_1 = require("crypto");
+const logger_1 = require("../utils/logger");
+const order_persistence_1 = require("./order-persistence");
+// =============================================================================
+// IMPLEMENTATION
+// =============================================================================
+function createBracketOrder(executionService, config, options) {
+    const emitter = new eventemitter3_1.EventEmitter();
+    const orderId = options?.orderId ?? (0, crypto_1.randomUUID)();
+    const userId = options?.userId ?? 'anonymous';
+    const pollIntervalMs = config.pollIntervalMs ?? 2000;
+    const takeProfitSizePct = config.takeProfitSizePct ?? 1;
+    let takeProfitOrderId = options?.restoredOrderIds?.takeProfitOrderId;
+    let stopLossOrderId = options?.restoredOrderIds?.stopLossOrderId;
+    let status = options?.restoredOrderIds ? 'active' : 'pending';
+    let filledSide;
+    let fillPrice;
+    let pollTimer = null;
+    // Save to database on creation (unless resuming)
+    if (!options?.orderId) {
+        try {
+            const now = Date.now();
+            (0, order_persistence_1.saveBracketOrder)({
+                id: orderId,
+                userId,
+                platform: config.platform,
+                marketId: config.marketId,
+                tokenId: config.tokenId,
+                outcome: config.outcome,
+                size: config.size,
+                side: config.side,
+                takeProfitPrice: config.takeProfitPrice,
+                stopLossPrice: config.stopLossPrice,
+                takeProfitSizePct,
+                negRisk: config.negRisk,
+                pollIntervalMs,
+                status: 'pending',
+                createdAt: now,
+                updatedAt: now,
+            });
+        }
+        catch (err) {
+            logger_1.logger.warn({ error: String(err) }, 'Failed to persist bracket order');
+        }
+    }
+    /**
+     * Build order base params
+     */
+    function buildBaseOrder() {
+        return {
+            platform: config.platform,
+            marketId: config.marketId,
+            tokenId: config.tokenId,
+            outcome: config.outcome,
+            negRisk: config.negRisk,
+        };
+    }
+    /**
+     * Place the take-profit order
+     */
+    async function placeTakeProfit() {
+        const tpSize = Math.round(config.size * takeProfitSizePct * 100) / 100;
+        return executionService.sellLimit({
+            ...buildBaseOrder(),
+            price: config.takeProfitPrice,
+            size: tpSize,
+        });
+    }
+    /**
+     * Place the stop-loss order
+     */
+    async function placeStopLoss() {
+        return executionService.sellLimit({
+            ...buildBaseOrder(),
+            price: config.stopLossPrice,
+            size: config.size,
+        });
+    }
+    /**
+     * Check if an order has filled
+     */
+    async function checkOrderFilled(orderId) {
+        try {
+            const order = await executionService.getOrder(config.platform, orderId);
+            if (!order)
+                return { filled: false };
+            if (order.status === 'filled') {
+                return { filled: true, price: order.price };
+            }
+            return { filled: false };
+        }
+        catch {
+            return { filled: false };
+        }
+    }
+    /**
+     * Cancel the other side when one fills
+     */
+    async function cancelOtherSide(sideToCancel) {
+        const orderId = sideToCancel === 'take_profit' ? takeProfitOrderId : stopLossOrderId;
+        if (!orderId)
+            return;
+        try {
+            await executionService.cancelOrder(config.platform, orderId);
+            logger_1.logger.info({ side: sideToCancel, orderId }, 'Bracket: cancelled other side');
+        }
+        catch (error) {
+            logger_1.logger.warn({ side: sideToCancel, orderId, error: String(error) }, 'Bracket: failed to cancel other side');
+        }
+    }
+    /**
+     * Poll for fills
+     */
+    async function pollForFills() {
+        if (status !== 'active')
+            return;
+        // Check take-profit
+        if (takeProfitOrderId) {
+            const tp = await checkOrderFilled(takeProfitOrderId);
+            if (tp.filled) {
+                status = 'take_profit_hit';
+                filledSide = 'take_profit';
+                fillPrice = tp.price;
+                cleanup();
+                // Persist status
+                try {
+                    (0, order_persistence_1.updateBracketStatus)(orderId, {
+                        status: 'take_profit_hit',
+                        filledSide: 'take_profit',
+                        fillPrice: tp.price,
+                    });
+                }
+                catch (err) {
+                    logger_1.logger.warn({ error: String(err) }, 'Failed to persist bracket TP hit');
+                }
+                await cancelOtherSide('stop_loss');
+                logger_1.logger.info({ fillPrice: tp.price, side: 'take_profit', orderId }, 'Bracket: take-profit hit');
+                emitter.emit('take_profit_hit', {
+                    orderId: takeProfitOrderId,
+                    fillPrice: tp.price,
+                    status: getStatusSnapshot(),
+                });
+                return;
+            }
+        }
+        // Check stop-loss
+        if (stopLossOrderId) {
+            const sl = await checkOrderFilled(stopLossOrderId);
+            if (sl.filled) {
+                status = 'stop_loss_hit';
+                filledSide = 'stop_loss';
+                fillPrice = sl.price;
+                cleanup();
+                // Persist status
+                try {
+                    (0, order_persistence_1.updateBracketStatus)(orderId, {
+                        status: 'stop_loss_hit',
+                        filledSide: 'stop_loss',
+                        fillPrice: sl.price,
+                    });
+                }
+                catch (err) {
+                    logger_1.logger.warn({ error: String(err) }, 'Failed to persist bracket SL hit');
+                }
+                await cancelOtherSide('take_profit');
+                logger_1.logger.info({ fillPrice: sl.price, side: 'stop_loss', orderId }, 'Bracket: stop-loss hit');
+                emitter.emit('stop_loss_hit', {
+                    orderId: stopLossOrderId,
+                    fillPrice: sl.price,
+                    status: getStatusSnapshot(),
+                });
+                return;
+            }
+        }
+    }
+    /**
+     * Build status snapshot
+     */
+    function getStatusSnapshot() {
+        return {
+            takeProfitOrderId,
+            stopLossOrderId,
+            status,
+            filledSide,
+            fillPrice,
+        };
+    }
+    /**
+     * Clean up poll timer
+     */
+    function cleanup() {
+        if (pollTimer) {
+            clearInterval(pollTimer);
+            pollTimer = null;
+        }
+    }
+    // -------------------------------------------------------------------------
+    // Public API
+    // -------------------------------------------------------------------------
+    async function start() {
+        // Handle resumed orders - already active, just start polling
+        if (status === 'active' && (takeProfitOrderId || stopLossOrderId)) {
+            logger_1.logger.info({ orderId, takeProfitOrderId, stopLossOrderId }, 'Bracket order: resuming polling for existing orders');
+            pollTimer = setInterval(() => {
+                pollForFills().catch((err) => {
+                    logger_1.logger.error({ error: String(err) }, 'Bracket poll error');
+                });
+            }, pollIntervalMs);
+            emitter.emit('active', getStatusSnapshot());
+            return;
+        }
+        if (status !== 'pending')
+            return;
+        logger_1.logger.info({
+            orderId,
+            platform: config.platform,
+            marketId: config.marketId,
+            tp: config.takeProfitPrice,
+            sl: config.stopLossPrice,
+            size: config.size,
+        }, 'Bracket order: placing TP + SL');
+        // Place both orders
+        const [tpResult, slResult] = await Promise.allSettled([
+            placeTakeProfit(),
+            placeStopLoss(),
+        ]);
+        // Process take-profit result
+        if (tpResult.status === 'fulfilled' && tpResult.value.success) {
+            takeProfitOrderId = tpResult.value.orderId;
+        }
+        else {
+            const err = tpResult.status === 'rejected'
+                ? String(tpResult.reason)
+                : tpResult.value.error;
+            logger_1.logger.error({ error: err }, 'Bracket: failed to place take-profit');
+        }
+        // Process stop-loss result
+        if (slResult.status === 'fulfilled' && slResult.value.success) {
+            stopLossOrderId = slResult.value.orderId;
+        }
+        else {
+            const err = slResult.status === 'rejected'
+                ? String(slResult.reason)
+                : slResult.value.error;
+            logger_1.logger.error({ error: err }, 'Bracket: failed to place stop-loss');
+        }
+        // Need at least one order to be active
+        if (!takeProfitOrderId && !stopLossOrderId) {
+            status = 'failed';
+            // Persist failed status
+            try {
+                (0, order_persistence_1.updateBracketStatus)(orderId, { status: 'failed' });
+            }
+            catch (err) {
+                logger_1.logger.warn({ error: String(err) }, 'Failed to persist bracket failure');
+            }
+            emitter.emit('failed', { error: 'Both bracket orders failed to place' });
+            return;
+        }
+        status = 'active';
+        // Persist active status with order IDs
+        try {
+            (0, order_persistence_1.updateBracketStatus)(orderId, {
+                takeProfitOrderId,
+                stopLossOrderId,
+                status: 'active',
+            });
+        }
+        catch (err) {
+            logger_1.logger.warn({ error: String(err) }, 'Failed to persist bracket active status');
+        }
+        // Start polling
+        pollTimer = setInterval(() => {
+            pollForFills().catch((err) => {
+                logger_1.logger.error({ error: String(err) }, 'Bracket poll error');
+            });
+        }, pollIntervalMs);
+        logger_1.logger.info({ orderId, takeProfitOrderId, stopLossOrderId }, 'Bracket order active');
+        emitter.emit('active', getStatusSnapshot());
+    }
+    async function cancel() {
+        if (status !== 'active')
+            return;
+        status = 'cancelled';
+        cleanup();
+        // Persist cancelled status
+        try {
+            (0, order_persistence_1.updateBracketStatus)(orderId, { status: 'cancelled' });
+        }
+        catch (err) {
+            logger_1.logger.warn({ error: String(err) }, 'Failed to persist bracket cancellation');
+        }
+        const cancellations = [];
+        if (takeProfitOrderId) {
+            cancellations.push(executionService.cancelOrder(config.platform, takeProfitOrderId));
+        }
+        if (stopLossOrderId) {
+            cancellations.push(executionService.cancelOrder(config.platform, stopLossOrderId));
+        }
+        await Promise.allSettled(cancellations);
+        logger_1.logger.info({ orderId }, 'Bracket order cancelled');
+        emitter.emit('cancelled', getStatusSnapshot());
+    }
+    function getStatus() {
+        return getStatusSnapshot();
+    }
+    Object.assign(emitter, { id: orderId, start, cancel, getStatus });
+    return emitter;
+}
+// =============================================================================
+// PERSISTENCE HELPERS
+// =============================================================================
+/**
+ * Resume a bracket order from persisted state.
+ * Only resumes if order IDs are available and status is 'active'.
+ */
+function resumeBracketOrder(executionService, persisted) {
+    // Only resume active orders that have order IDs
+    if (persisted.status !== 'active') {
+        return null;
+    }
+    if (!persisted.takeProfitOrderId && !persisted.stopLossOrderId) {
+        logger_1.logger.warn({ orderId: persisted.id }, 'Cannot resume bracket order without order IDs');
+        return null;
+    }
+    const config = {
+        platform: persisted.platform,
+        marketId: persisted.marketId,
+        tokenId: persisted.tokenId,
+        outcome: persisted.outcome,
+        size: persisted.size,
+        side: persisted.side,
+        takeProfitPrice: persisted.takeProfitPrice,
+        stopLossPrice: persisted.stopLossPrice,
+        takeProfitSizePct: persisted.takeProfitSizePct,
+        negRisk: persisted.negRisk,
+        pollIntervalMs: persisted.pollIntervalMs,
+    };
+    const bracket = createBracketOrder(executionService, config, {
+        userId: persisted.userId,
+        orderId: persisted.id,
+        restoredOrderIds: {
+            takeProfitOrderId: persisted.takeProfitOrderId,
+            stopLossOrderId: persisted.stopLossOrderId,
+        },
+    });
+    // For resumed orders, we need to start polling immediately
+    // since they were already active
+    return bracket;
+}
+/**
+ * Get all active bracket orders that need to be resumed
+ */
+function getActivePersistedBracketOrders(userId) {
+    return (0, order_persistence_1.getActiveBracketOrders)(userId);
+}
+/**
+ * Get a specific persisted bracket order
+ */
+function getPersistedBracketOrder(orderId) {
+    return (0, order_persistence_1.getBracketOrder)(orderId);
+}
+/**
+ * Delete a persisted bracket order
+ */
+function deletePersistedBracketOrder(orderId) {
+    (0, order_persistence_1.deleteBracketOrder)(orderId);
+}
+//# sourceMappingURL=bracket-orders.js.map

package/dist/execution/bracket-orders.js.map

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package/dist/execution/circuit-breaker.d.ts

@@ -0,0 +1,87 @@
+/**
+ * Trading Circuit Breaker
+ *
+ * Safety mechanism that halts trading when conditions are triggered:
+ * - Maximum loss threshold exceeded
+ * - Too many consecutive losses
+ * - Error rate too high
+ * - Unusual market volatility
+ * - Manual kill switch
+ */
+import { EventEmitter } from 'eventemitter3';
+export interface CircuitBreakerConfig {
+    /** Maximum loss in USD before tripping (default: 1000) */
+    maxLossUsd: number;
+    /** Maximum loss as % of balance before tripping (default: 10) */
+    maxLossPct: number;
+    /** Maximum consecutive losses before tripping (default: 5) */
+    maxConsecutiveLosses: number;
+    /** Error rate threshold (0-1) before tripping (default: 0.5) */
+    maxErrorRate: number;
+    /** Minimum trades before error rate applies (default: 10) */
+    minTradesForErrorRate: number;
+    /** Reset timeout in ms (default: 3600000 = 1 hour) */
+    resetTimeoutMs: number;
+    /** Cool-down period after trip in ms (default: 300000 = 5 min) */
+    cooldownMs: number;
+    /** Maximum position size in USD (default: 10000) */
+    maxPositionSize: number;
+    /** Maximum daily trades (default: 100) */
+    maxDailyTrades: number;
+    /** Check interval in ms (default: 10000) */
+    checkIntervalMs: number;
+}
+export type TripReason = 'max_loss' | 'max_loss_pct' | 'consecutive_losses' | 'high_error_rate' | 'max_position' | 'max_daily_trades' | 'manual' | 'system_error';
+export interface CircuitBreakerState {
+    /** Whether circuit is tripped */
+    isTripped: boolean;
+    /** Reason for trip (if tripped) */
+    tripReason?: TripReason;
+    /** When circuit was tripped */
+    trippedAt?: Date;
+    /** When circuit will auto-reset */
+    resetAt?: Date;
+    /** Current consecutive losses */
+    consecutiveLosses: number;
+    /** Current session P&L */
+    sessionPnL: number;
+    /** Current error rate */
+    errorRate: number;
+    /** Total trades today */
+    dailyTrades: number;
+    /** Open position size */
+    openPositionSize: number;
+}
+export interface TradeResult {
+    /** P&L in USD */
+    pnlUsd: number;
+    /** Was trade successful */
+    success: boolean;
+    /** Trade size in USD */
+    sizeUsd: number;
+    /** Error message if failed */
+    error?: string;
+}
+export interface CircuitBreaker extends EventEmitter {
+    /** Check if trading is allowed */
+    canTrade(): boolean;
+    /** Record a trade result */
+    recordTrade(result: TradeResult): void;
+    /** Record a system error */
+    recordError(error: Error | string): void;
+    /** Manually trip the circuit */
+    trip(reason: TripReason): void;
+    /** Manually reset the circuit */
+    reset(): void;
+    /** Get current state */
+    getState(): CircuitBreakerState;
+    /** Update open position size */
+    updatePositionSize(sizeUsd: number): void;
+    /** Start monitoring */
+    start(): void;
+    /** Stop monitoring */
+    stop(): void;
+}
+export declare function createCircuitBreaker(config?: Partial<CircuitBreakerConfig>, initialBalance?: number): CircuitBreaker;
+export declare function getGlobalCircuitBreaker(): CircuitBreaker;
+export declare function initGlobalCircuitBreaker(config: Partial<CircuitBreakerConfig>, balance: number): CircuitBreaker;