clodds 1.1.0

package/dist/execution/twap.js

@@ -0,0 +1,405 @@
+"use strict";
+/**
+ * TWAP / Iceberg Execution - Split large orders across time
+ *
+ * Features:
+ * - TWAP: evenly spaced order slices over a time window
+ * - Iceberg: shows small visible portion, refills as slices fill
+ * - Price limit protection (auto-cancel if market moves beyond limit)
+ * - Random jitter to avoid detection of systematic execution
+ * - Cancellable mid-execution
+ * - Database persistence (survives restarts)
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createTwapOrder = createTwapOrder;
+exports.createIcebergOrder = createIcebergOrder;
+exports.resumeTwapOrder = resumeTwapOrder;
+exports.getActivePersistedTwapOrders = getActivePersistedTwapOrders;
+exports.getPersistedTwapOrder = getPersistedTwapOrder;
+exports.deletePersistedTwapOrder = deletePersistedTwapOrder;
+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 createTwapOrder(executionService, orderRequest, twapConfig, options) {
+    const emitter = new eventemitter3_1.EventEmitter();
+    const orderId = options?.orderId ?? (0, crypto_1.randomUUID)();
+    const userId = options?.userId ?? 'anonymous';
+    const slicesTotal = Math.ceil(twapConfig.totalSize / twapConfig.sliceSize);
+    const jitter = twapConfig.jitter ?? 0;
+    const orderType = twapConfig.orderType ?? 'GTC';
+    let status = 'pending';
+    let filledSize = options?.restoredProgress?.filledSize ?? 0;
+    let totalCost = options?.restoredProgress?.totalCost ?? 0;
+    let slicesCompleted = options?.restoredProgress?.slicesCompleted ?? 0;
+    let startedAt;
+    let sliceTimer = null;
+    let maxDurationTimer = null;
+    let currentSliceOrderId;
+    let cancelled = false;
+    // Save to database on creation (unless resuming)
+    if (!options?.orderId) {
+        try {
+            const now = Date.now();
+            (0, order_persistence_1.saveTwapOrder)({
+                id: orderId,
+                userId,
+                platform: orderRequest.platform,
+                marketId: orderRequest.marketId,
+                tokenId: orderRequest.tokenId,
+                outcome: orderRequest.outcome,
+                side: orderRequest.side,
+                price: orderRequest.price,
+                totalSize: twapConfig.totalSize,
+                sliceSize: twapConfig.sliceSize,
+                intervalMs: twapConfig.intervalMs,
+                maxDurationMs: twapConfig.maxDurationMs,
+                jitter: twapConfig.jitter,
+                priceLimit: twapConfig.priceLimit,
+                orderType,
+                negRisk: orderRequest.negRisk,
+                filledSize: 0,
+                totalCost: 0,
+                slicesCompleted: 0,
+                status: 'pending',
+                createdAt: now,
+                updatedAt: now,
+            });
+        }
+        catch (err) {
+            logger_1.logger.warn({ error: String(err) }, 'Failed to persist TWAP order');
+        }
+    }
+    /**
+     * Calculate jittered interval
+     */
+    function getJitteredInterval() {
+        if (jitter <= 0)
+            return twapConfig.intervalMs;
+        const factor = 1 + (Math.random() * 2 - 1) * jitter;
+        return Math.max(100, Math.round(twapConfig.intervalMs * factor));
+    }
+    /**
+     * Get the size for the next slice (last slice may be smaller)
+     */
+    function getNextSliceSize() {
+        const remaining = twapConfig.totalSize - filledSize;
+        return Math.min(twapConfig.sliceSize, remaining);
+    }
+    /**
+     * Build progress snapshot
+     */
+    function buildProgress() {
+        const remaining = twapConfig.totalSize - filledSize;
+        const avgFillPrice = filledSize > 0 ? totalCost / filledSize : 0;
+        let estimatedCompletion;
+        if (startedAt && status === 'executing' && slicesCompleted > 0) {
+            const elapsed = Date.now() - startedAt.getTime();
+            const ratePerSlice = elapsed / slicesCompleted;
+            const remainingSlices = slicesTotal - slicesCompleted;
+            estimatedCompletion = new Date(Date.now() + ratePerSlice * remainingSlices);
+        }
+        return {
+            totalSize: twapConfig.totalSize,
+            filledSize,
+            remainingSize: remaining,
+            slicesCompleted,
+            slicesTotal,
+            avgFillPrice,
+            status,
+            startedAt,
+            estimatedCompletion,
+        };
+    }
+    /**
+     * Execute a single slice
+     */
+    async function executeSlice() {
+        if (cancelled || status !== 'executing')
+            return;
+        const sliceSize = getNextSliceSize();
+        if (sliceSize <= 0) {
+            completeExecution();
+            return;
+        }
+        const sliceRequest = {
+            ...orderRequest,
+            size: sliceSize,
+            orderType,
+        };
+        try {
+            let result;
+            if (orderRequest.side === 'buy') {
+                result = await executionService.buyLimit(sliceRequest);
+            }
+            else {
+                result = await executionService.sellLimit(sliceRequest);
+            }
+            if (result.success) {
+                const sliceFilled = result.filledSize ?? sliceSize;
+                const slicePrice = result.avgFillPrice ?? orderRequest.price;
+                filledSize += sliceFilled;
+                totalCost += sliceFilled * slicePrice;
+                slicesCompleted++;
+                currentSliceOrderId = result.orderId;
+                // Check price limit
+                if (twapConfig.priceLimit !== undefined) {
+                    if ((orderRequest.side === 'buy' && slicePrice > twapConfig.priceLimit) ||
+                        (orderRequest.side === 'sell' && slicePrice < twapConfig.priceLimit)) {
+                        logger_1.logger.warn({ slicePrice, priceLimit: twapConfig.priceLimit }, 'TWAP price limit exceeded, cancelling remaining slices');
+                        await cancelInternal('Price limit exceeded');
+                        return;
+                    }
+                }
+                // Persist progress
+                try {
+                    (0, order_persistence_1.updateTwapProgress)(orderId, {
+                        filledSize,
+                        totalCost,
+                        slicesCompleted,
+                        status,
+                    });
+                }
+                catch (err) {
+                    logger_1.logger.warn({ error: String(err) }, 'Failed to persist TWAP progress');
+                }
+                emitter.emit('slice_filled', {
+                    sliceNumber: slicesCompleted,
+                    sliceFilled,
+                    slicePrice,
+                    progress: buildProgress(),
+                });
+                logger_1.logger.info({
+                    slice: slicesCompleted,
+                    total: slicesTotal,
+                    filled: filledSize,
+                    target: twapConfig.totalSize,
+                    orderId,
+                }, 'TWAP slice filled');
+            }
+            else {
+                logger_1.logger.warn({ error: result.error }, 'TWAP slice failed');
+                emitter.emit('slice_failed', { sliceNumber: slicesCompleted + 1, error: result.error });
+            }
+            // Check if we're done
+            if (filledSize >= twapConfig.totalSize) {
+                completeExecution();
+                return;
+            }
+            // Schedule next slice
+            if (!cancelled && status === 'executing') {
+                const interval = getJitteredInterval();
+                sliceTimer = setTimeout(executeSlice, interval);
+            }
+        }
+        catch (error) {
+            const msg = error instanceof Error ? error.message : String(error);
+            logger_1.logger.error({ error: msg }, 'TWAP slice execution error');
+            emitter.emit('slice_failed', { sliceNumber: slicesCompleted + 1, error: msg });
+            // Continue trying unless cancelled
+            if (!cancelled && status === 'executing') {
+                const interval = getJitteredInterval();
+                sliceTimer = setTimeout(executeSlice, interval);
+            }
+        }
+        emitter.emit('progress', buildProgress());
+    }
+    /**
+     * Mark execution as completed
+     */
+    function completeExecution() {
+        status = 'completed';
+        cleanup();
+        // Persist final status
+        try {
+            (0, order_persistence_1.updateTwapProgress)(orderId, {
+                filledSize,
+                totalCost,
+                slicesCompleted,
+                status: 'completed',
+            });
+        }
+        catch (err) {
+            logger_1.logger.warn({ error: String(err) }, 'Failed to persist TWAP completion');
+        }
+        const progress = buildProgress();
+        logger_1.logger.info({ filledSize, avgFillPrice: progress.avgFillPrice, slicesCompleted, orderId }, 'TWAP execution completed');
+        emitter.emit('completed', progress);
+    }
+    /**
+     * Internal cancel with reason
+     */
+    async function cancelInternal(reason) {
+        cancelled = true;
+        status = 'cancelled';
+        cleanup();
+        // Persist cancelled status
+        try {
+            (0, order_persistence_1.updateTwapProgress)(orderId, {
+                filledSize,
+                totalCost,
+                slicesCompleted,
+                status: 'cancelled',
+            });
+        }
+        catch (err) {
+            logger_1.logger.warn({ error: String(err) }, 'Failed to persist TWAP cancellation');
+        }
+        // Cancel any open slice order
+        if (currentSliceOrderId) {
+            try {
+                await executionService.cancelOrder(orderRequest.platform, currentSliceOrderId);
+            }
+            catch {
+                // Best-effort cancellation
+            }
+        }
+        logger_1.logger.info({ orderId, reason, filledSize }, 'TWAP execution cancelled');
+        emitter.emit('cancelled', { ...buildProgress(), reason });
+    }
+    /**
+     * Clean up timers
+     */
+    function cleanup() {
+        if (sliceTimer) {
+            clearTimeout(sliceTimer);
+            sliceTimer = null;
+        }
+        if (maxDurationTimer) {
+            clearTimeout(maxDurationTimer);
+            maxDurationTimer = null;
+        }
+    }
+    // -------------------------------------------------------------------------
+    // Public API
+    // -------------------------------------------------------------------------
+    function start() {
+        if (status !== 'pending')
+            return;
+        status = 'executing';
+        startedAt = new Date();
+        cancelled = false;
+        // Persist status change
+        try {
+            (0, order_persistence_1.updateTwapProgress)(orderId, {
+                filledSize,
+                totalCost,
+                slicesCompleted,
+                status: 'executing',
+                startedAt: startedAt.getTime(),
+            });
+        }
+        catch (err) {
+            logger_1.logger.warn({ error: String(err) }, 'Failed to persist TWAP start');
+        }
+        logger_1.logger.info({
+            orderId,
+            totalSize: twapConfig.totalSize,
+            sliceSize: twapConfig.sliceSize,
+            slices: slicesTotal,
+            intervalMs: twapConfig.intervalMs,
+        }, 'TWAP execution started');
+        // Set max duration timer
+        if (twapConfig.maxDurationMs) {
+            maxDurationTimer = setTimeout(() => {
+                if (status === 'executing') {
+                    cancelInternal('Max duration exceeded').catch(() => { });
+                }
+            }, twapConfig.maxDurationMs);
+        }
+        // Execute first slice immediately
+        executeSlice().catch((err) => {
+            logger_1.logger.error({ error: String(err) }, 'TWAP first slice failed');
+        });
+        emitter.emit('started', buildProgress());
+    }
+    async function cancel() {
+        if (status !== 'executing')
+            return;
+        await cancelInternal('Manual cancellation');
+    }
+    function getProgress() {
+        return buildProgress();
+    }
+    Object.assign(emitter, { id: orderId, start, cancel, getProgress });
+    return emitter;
+}
+// =============================================================================
+// ICEBERG ORDER
+// =============================================================================
+function createIcebergOrder(executionService, orderRequest, icebergConfig) {
+    // Iceberg is implemented as a TWAP where sliceSize = visibleSize
+    // and the interval is determined by fill detection rather than fixed time
+    const twapConfig = {
+        totalSize: icebergConfig.totalSize,
+        sliceSize: icebergConfig.visibleSize,
+        // For iceberg, use shorter interval — the slice represents visible portion
+        intervalMs: icebergConfig.intervalMs,
+        maxDurationMs: icebergConfig.maxDurationMs,
+        jitter: icebergConfig.jitter,
+        priceLimit: icebergConfig.priceLimit,
+        orderType: icebergConfig.orderType ?? 'GTC',
+    };
+    return createTwapOrder(executionService, orderRequest, twapConfig);
+}
+// =============================================================================
+// PERSISTENCE HELPERS
+// =============================================================================
+/**
+ * Resume a TWAP order from persisted state
+ */
+function resumeTwapOrder(executionService, persisted) {
+    // Don't resume already completed orders
+    if (persisted.status !== 'pending' && persisted.status !== 'executing') {
+        return null;
+    }
+    const orderRequest = {
+        platform: persisted.platform,
+        marketId: persisted.marketId,
+        tokenId: persisted.tokenId,
+        outcome: persisted.outcome,
+        side: persisted.side,
+        price: persisted.price,
+        negRisk: persisted.negRisk,
+    };
+    const twapConfig = {
+        totalSize: persisted.totalSize,
+        sliceSize: persisted.sliceSize,
+        intervalMs: persisted.intervalMs,
+        maxDurationMs: persisted.maxDurationMs,
+        jitter: persisted.jitter,
+        priceLimit: persisted.priceLimit,
+        orderType: persisted.orderType,
+    };
+    return createTwapOrder(executionService, orderRequest, twapConfig, {
+        userId: persisted.userId,
+        orderId: persisted.id,
+        restoredProgress: {
+            filledSize: persisted.filledSize,
+            totalCost: persisted.totalCost,
+            slicesCompleted: persisted.slicesCompleted,
+        },
+    });
+}
+/**
+ * Get all active TWAP orders that need to be resumed
+ */
+function getActivePersistedTwapOrders(userId) {
+    return (0, order_persistence_1.getActiveTwapOrders)(userId);
+}
+/**
+ * Get a specific persisted TWAP order
+ */
+function getPersistedTwapOrder(orderId) {
+    return (0, order_persistence_1.getTwapOrder)(orderId);
+}
+/**
+ * Delete a persisted TWAP order
+ */
+function deletePersistedTwapOrder(orderId) {
+    (0, order_persistence_1.deleteTwapOrder)(orderId);
+}
+//# sourceMappingURL=twap.js.map

package/dist/execution/twap.js.map

@@ -0,0 +1 @@
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package/dist/extensions/copilot-proxy/index.d.ts

@@ -0,0 +1,49 @@
+/**
+ * GitHub Copilot Proxy Auth Extension
+ * Provides authentication helpers for proxying Copilot requests
+ *
+ * Supports GitHub token exchange and Copilot API proxying
+ */
+export interface CopilotProxyConfig {
+    enabled: boolean;
+    /** GitHub personal access token */
+    githubToken?: string;
+    /** GitHub OAuth app client ID */
+    clientId?: string;
+    /** GitHub OAuth app client secret */
+    clientSecret?: string;
+    /** Proxy server port */
+    port?: number;
+    /** Cache tokens for this many seconds */
+    tokenCacheTtl?: number;
+}
+interface CopilotToken {
+    token: string;
+    expiresAt: number;
+    endpoints: {
+        api: string;
+        proxy: string;
+        telemetry: string;
+    };
+}
+export interface CopilotProxyExtension {
+    /** Get a valid Copilot token (refreshes if needed) */
+    getToken(): Promise<CopilotToken | null>;
+    /** Proxy a request to Copilot API */
+    proxyRequest(path: string, options?: RequestInit): Promise<Response>;
+    /** Get completions from Copilot */
+    getCompletions(prompt: string, options?: CompletionOptions): Promise<string[]>;
+    /** Start the proxy server */
+    startProxy(): Promise<void>;
+    /** Stop the proxy server */
+    stopProxy(): Promise<void>;
+}
+export interface CompletionOptions {
+    maxTokens?: number;
+    temperature?: number;
+    topP?: number;
+    stop?: string[];
+    n?: number;
+}
+export declare function createCopilotProxyExtension(config: CopilotProxyConfig): Promise<CopilotProxyExtension>;
+export {};

package/dist/extensions/copilot-proxy/index.js

@@ -0,0 +1,204 @@
+"use strict";
+/**
+ * GitHub Copilot Proxy Auth Extension
+ * Provides authentication helpers for proxying Copilot requests
+ *
+ * Supports GitHub token exchange and Copilot API proxying
+ */
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
+    Object.defineProperty(o, "default", { enumerable: true, value: v });
+}) : function(o, v) {
+    o["default"] = v;
+});
+var __importStar = (this && this.__importStar) || (function () {
+    var ownKeys = function(o) {
+        ownKeys = Object.getOwnPropertyNames || function (o) {
+            var ar = [];
+            for (var k in o) if (Object.prototype.hasOwnProperty.call(o, k)) ar[ar.length] = k;
+            return ar;
+        };
+        return ownKeys(o);
+    };
+    return function (mod) {
+        if (mod && mod.__esModule) return mod;
+        var result = {};
+        if (mod != null) for (var k = ownKeys(mod), i = 0; i < k.length; i++) if (k[i] !== "default") __createBinding(result, mod, k[i]);
+        __setModuleDefault(result, mod);
+        return result;
+    };
+})();
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createCopilotProxyExtension = createCopilotProxyExtension;
+const logger_1 = require("../../utils/logger");
+async function createCopilotProxyExtension(config) {
+    const cache = {};
+    let proxyServer = null;
+    async function exchangeGitHubToken() {
+        if (!config.githubToken) {
+            logger_1.logger.warn('No GitHub token configured for Copilot proxy');
+            return null;
+        }
+        try {
+            // Step 1: Get Copilot token from GitHub
+            const response = await fetch('https://api.github.com/copilot_internal/v2/token', {
+                headers: {
+                    Authorization: `token ${config.githubToken}`,
+                    Accept: 'application/json',
+                    'User-Agent': 'Clodds/1.0',
+                },
+            });
+            if (!response.ok) {
+                logger_1.logger.error({ status: response.status }, 'Failed to get Copilot token');
+                return null;
+            }
+            const data = (await response.json());
+            return {
+                token: data.token,
+                expiresAt: Date.now() + (data.expires_in || 1800) * 1000,
+                endpoints: {
+                    api: data.endpoints?.api || 'https://api.githubcopilot.com',
+                    proxy: data.endpoints?.proxy || 'https://copilot-proxy.githubusercontent.com',
+                    telemetry: data.endpoints?.telemetry || 'https://copilot-telemetry.githubusercontent.com',
+                },
+            };
+        }
+        catch (error) {
+            logger_1.logger.error({ error }, 'Failed to exchange GitHub token for Copilot token');
+            return null;
+        }
+    }
+    async function refreshToken() {
+        // If refresh already in progress, wait for it
+        if (cache.refreshInProgress) {
+            return cache.refreshInProgress;
+        }
+        cache.refreshInProgress = (async () => {
+            const token = await exchangeGitHubToken();
+            if (token) {
+                cache.copilotToken = token;
+            }
+            cache.refreshInProgress = undefined;
+            return token;
+        })();
+        return cache.refreshInProgress;
+    }
+    const extension = {
+        async getToken() {
+            // Check if we have a valid cached token
+            if (cache.copilotToken && cache.copilotToken.expiresAt > Date.now() + 60000) {
+                return cache.copilotToken;
+            }
+            // Refresh the token
+            return refreshToken();
+        },
+        async proxyRequest(path, options) {
+            const token = await extension.getToken();
+            if (!token) {
+                throw new Error('No Copilot token available');
+            }
+            const url = `${token.endpoints.api}${path}`;
+            const headers = new Headers(options?.headers);
+            headers.set('Authorization', `Bearer ${token.token}`);
+            headers.set('Content-Type', 'application/json');
+            headers.set('User-Agent', 'Clodds/1.0');
+            return fetch(url, {
+                ...options,
+                headers,
+            });
+        },
+        async getCompletions(prompt, options) {
+            const response = await extension.proxyRequest('/v1/engines/copilot-codex/completions', {
+                method: 'POST',
+                body: JSON.stringify({
+                    prompt,
+                    max_tokens: options?.maxTokens || 256,
+                    temperature: options?.temperature || 0.1,
+                    top_p: options?.topP || 1,
+                    stop: options?.stop || ['\n\n'],
+                    n: options?.n || 1,
+                }),
+            });
+            if (!response.ok) {
+                throw new Error(`Copilot API error: ${response.status}`);
+            }
+            const data = (await response.json());
+            return (data.choices || []).map((c) => c.text);
+        },
+        async startProxy() {
+            if (proxyServer) {
+                logger_1.logger.warn('Copilot proxy already running');
+                return;
+            }
+            const http = await Promise.resolve().then(() => __importStar(require('http')));
+            const port = config.port || 3003;
+            proxyServer = http.createServer(async (req, res) => {
+                if (req.method === 'OPTIONS') {
+                    res.writeHead(200, {
+                        'Access-Control-Allow-Origin': '*',
+                        'Access-Control-Allow-Methods': 'GET, POST, OPTIONS',
+                        'Access-Control-Allow-Headers': 'Content-Type, Authorization',
+                    });
+                    res.end();
+                    return;
+                }
+                try {
+                    const token = await extension.getToken();
+                    if (!token) {
+                        res.writeHead(401);
+                        res.end(JSON.stringify({ error: 'No Copilot token available' }));
+                        return;
+                    }
+                    let body = '';
+                    req.on('data', (chunk) => (body += chunk));
+                    req.on('end', async () => {
+                        try {
+                            const path = req.url || '/';
+                            const response = await extension.proxyRequest(path, {
+                                method: req.method || 'GET',
+                                body: body || undefined,
+                            });
+                            const responseBody = await response.text();
+                            res.writeHead(response.status, {
+                                'Content-Type': 'application/json',
+                                'Access-Control-Allow-Origin': '*',
+                            });
+                            res.end(responseBody);
+                        }
+                        catch (error) {
+                            logger_1.logger.error({ error }, 'Proxy request failed');
+                            res.writeHead(500);
+                            res.end(JSON.stringify({ error: 'Proxy request failed' }));
+                        }
+                    });
+                }
+                catch (error) {
+                    logger_1.logger.error({ error }, 'Proxy error');
+                    res.writeHead(500);
+                    res.end(JSON.stringify({ error: 'Internal error' }));
+                }
+            });
+            proxyServer.listen(port);
+            logger_1.logger.info({ port }, 'Copilot proxy started');
+        },
+        async stopProxy() {
+            if (proxyServer) {
+                proxyServer.close();
+                proxyServer = null;
+                logger_1.logger.info('Copilot proxy stopped');
+            }
+        },
+    };
+    return extension;
+}
+//# sourceMappingURL=index.js.map