clodds 1.1.0

package/dist/trading/orchestrator.js

@@ -0,0 +1,199 @@
+"use strict";
+/**
+ * Trading Orchestrator — Central gatekeeper for all order submissions.
+ *
+ * Wraps the ExecutionService with pre-trade safety checks:
+ *   1. SafetyManager.canTrade() — global kill switch / drawdown checks
+ *   2. SafetyManager.validateTrade() — concentration / daily loss checks
+ *   3. CircuitBreaker.canTrade() — execution-level error rate / loss checks
+ *   4. Position lifecycle tracking — records trades for PnL monitoring
+ *
+ * All order paths (SignalRouter, BotManager, manual) should route through
+ * the orchestrator so that safety checks are never bypassed.
+ *
+ * Usage in gateway:
+ *   const orchestrator = createTradingOrchestrator({ execution, safety, db });
+ *   // Pass orchestrator.execution to SignalRouter / TradingSystem
+ *   signalRouter = createSignalRouter(orchestrator.execution, cfg);
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createTradingOrchestrator = createTradingOrchestrator;
+const eventemitter3_1 = require("eventemitter3");
+const logger_js_1 = require("../utils/logger.js");
+function createTradingOrchestrator(deps) {
+    const { execution, safety, tradeLogger } = deps;
+    const cfg = {
+        paused: false,
+        logRejections: true,
+        recordTradesInSafety: true,
+        ...deps.config,
+    };
+    const emitter = new eventemitter3_1.EventEmitter();
+    let isPaused = cfg.paused ?? false;
+    let pauseReason;
+    const stats = {
+        ordersSubmitted: 0,
+        ordersExecuted: 0,
+        ordersRejected: 0,
+        ordersFailed: 0,
+        rejectionReasons: {},
+    };
+    // ── Pre-trade gate ──────────────────────────────────────────────────────
+    function reject(reason) {
+        stats.ordersRejected++;
+        stats.rejectionReasons[reason] = (stats.rejectionReasons[reason] || 0) + 1;
+        if (cfg.logRejections) {
+            logger_js_1.logger.warn({ reason }, '[orchestrator] Order rejected');
+        }
+        emitter.emit('rejected', { reason });
+        return { success: false, error: `Rejected: ${reason}`, status: 'rejected' };
+    }
+    function preTradeCheck(request, side) {
+        // 1. Orchestrator paused
+        if (isPaused) {
+            return `orchestrator_paused${pauseReason ? `: ${pauseReason}` : ''}`;
+        }
+        // 2. SafetyManager global check
+        if (safety && !safety.canTrade()) {
+            const state = safety.getState();
+            return `safety_blocked: ${state.disabledReason || 'trading disabled'}`;
+        }
+        // 3. SafetyManager trade-level validation
+        if (safety) {
+            const validation = safety.validateTrade({
+                platform: request.platform,
+                marketId: request.marketId,
+                outcome: request.outcome || request.tokenId || 'unknown',
+                side,
+                size: request.size,
+                price: request.price,
+            });
+            if (!validation.allowed) {
+                return `safety_validation: ${validation.reason || 'rejected'}`;
+            }
+        }
+        // 4. Execution-level circuit breaker (checked inside execution service)
+        // The execution service checks its own circuit breaker, but we also check
+        // the state here to provide a better error message.
+        const cbState = execution.getCircuitBreakerState?.();
+        if (cbState?.isTripped) {
+            return `circuit_breaker: ${cbState.tripReason || 'tripped'}`;
+        }
+        return null; // All checks passed
+    }
+    // ── Post-trade recording ────────────────────────────────────────────────
+    function recordResult(request, side, result) {
+        if (!result.success && !result.orderId) {
+            stats.ordersFailed++;
+            return;
+        }
+        stats.ordersExecuted++;
+        emitter.emit('executed', { request, side, result });
+        // Record in SafetyManager for daily PnL tracking
+        if (cfg.recordTradesInSafety && safety && tradeLogger) {
+            const trades = tradeLogger.getTrades({ limit: 1 });
+            const lastTrade = trades[0];
+            if (lastTrade) {
+                try {
+                    safety.recordTrade(lastTrade);
+                }
+                catch (err) {
+                    logger_js_1.logger.warn({ err }, '[orchestrator] Failed to record trade in safety manager');
+                }
+            }
+        }
+    }
+    // ── Guarded execution methods ───────────────────────────────────────────
+    function guardMethod(method, side) {
+        return (async (request, ...args) => {
+            stats.ordersSubmitted++;
+            const rejection = preTradeCheck(request, side);
+            if (rejection)
+                return reject(rejection);
+            try {
+                const result = await method.call(execution, request, ...args);
+                recordResult(request, side, result);
+                return result;
+            }
+            catch (error) {
+                stats.ordersFailed++;
+                logger_js_1.logger.error({ error, market: request.marketId, side }, '[orchestrator] Order execution error');
+                return {
+                    success: false,
+                    error: error.message,
+                    status: 'rejected',
+                };
+            }
+        });
+    }
+    // Build guarded execution service (drop-in replacement)
+    const guardedExecution = {
+        // Guarded order methods
+        buyLimit: guardMethod(execution.buyLimit.bind(execution), 'buy'),
+        sellLimit: guardMethod(execution.sellLimit.bind(execution), 'sell'),
+        marketBuy: guardMethod(execution.marketBuy.bind(execution), 'buy'),
+        marketSell: guardMethod(execution.marketSell.bind(execution), 'sell'),
+        makerBuy: guardMethod(execution.makerBuy.bind(execution), 'buy'),
+        makerSell: guardMethod(execution.makerSell.bind(execution), 'sell'),
+        protectedBuy: guardMethod(execution.protectedBuy.bind(execution), 'buy'),
+        protectedSell: guardMethod(execution.protectedSell.bind(execution), 'sell'),
+        // Pass-through (non-order methods don't need safety checks)
+        cancelOrder: execution.cancelOrder.bind(execution),
+        cancelAllOrders: execution.cancelAllOrders.bind(execution),
+        getOpenOrders: execution.getOpenOrders.bind(execution),
+        getOrder: execution.getOrder.bind(execution),
+        estimateFill: execution.estimateFill.bind(execution),
+        estimateSlippage: execution.estimateSlippage.bind(execution),
+        placeOrdersBatch: execution.placeOrdersBatch.bind(execution),
+        cancelOrdersBatch: execution.cancelOrdersBatch.bind(execution),
+        connectFillsWebSocket: execution.connectFillsWebSocket.bind(execution),
+        disconnectFillsWebSocket: execution.disconnectFillsWebSocket.bind(execution),
+        isFillsWebSocketConnected: execution.isFillsWebSocketConnected.bind(execution),
+        onFill: execution.onFill.bind(execution),
+        onOrder: execution.onOrder.bind(execution),
+        getTrackedFills: execution.getTrackedFills.bind(execution),
+        getTrackedFill: execution.getTrackedFill.bind(execution),
+        clearOldFills: execution.clearOldFills.bind(execution),
+        waitForFill: execution.waitForFill.bind(execution),
+        startHeartbeat: execution.startHeartbeat.bind(execution),
+        sendHeartbeat: execution.sendHeartbeat.bind(execution),
+        stopHeartbeat: execution.stopHeartbeat.bind(execution),
+        isHeartbeatActive: execution.isHeartbeatActive.bind(execution),
+        getPendingSettlements: execution.getPendingSettlements.bind(execution),
+        approveUSDC: execution.approveUSDC.bind(execution),
+        getUSDCAllowance: execution.getUSDCAllowance.bind(execution),
+        getOrderbooksBatch: execution.getOrderbooksBatch.bind(execution),
+        setCircuitBreaker: execution.setCircuitBreaker.bind(execution),
+        getCircuitBreakerState: execution.getCircuitBreakerState.bind(execution),
+    };
+    // ── Public API ──────────────────────────────────────────────────────────
+    Object.defineProperty(emitter, 'execution', { get: () => guardedExecution });
+    Object.defineProperty(emitter, 'paused', { get: () => isPaused });
+    Object.assign(emitter, {
+        pause(reason) {
+            isPaused = true;
+            pauseReason = reason;
+            logger_js_1.logger.info({ reason }, '[orchestrator] Trading paused');
+            emitter.emit('paused', { reason });
+        },
+        resume() {
+            isPaused = false;
+            pauseReason = undefined;
+            logger_js_1.logger.info('[orchestrator] Trading resumed');
+            emitter.emit('resumed');
+        },
+        getStats() {
+            return { ...stats, rejectionReasons: { ...stats.rejectionReasons } };
+        },
+        resetStats() {
+            stats.ordersSubmitted = 0;
+            stats.ordersExecuted = 0;
+            stats.ordersRejected = 0;
+            stats.ordersFailed = 0;
+            stats.rejectionReasons = {};
+        },
+    });
+    logger_js_1.logger.info({ hasSafety: !!safety, hasTradeLogger: !!tradeLogger }, '[orchestrator] Initialized');
+    return emitter;
+}
+//# sourceMappingURL=orchestrator.js.map

package/dist/trading/orchestrator.js.map

@@ -0,0 +1 @@
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package/dist/trading/position-bridge.d.ts

@@ -0,0 +1,41 @@
+/**
+ * Position Bridge — Wires the PositionManager into the live trading pipeline.
+ *
+ * Connects three data flows:
+ *   1. Signal bus ticks → PositionManager.updatePrice() (live price feed)
+ *   2. Signal router fills → PositionManager.updatePosition() (new positions)
+ *   3. PositionManager triggers → ExecutionService.sellLimit() (auto-exits)
+ *
+ * Also connects to the orchestrator's guarded execution so that all
+ * exit orders go through safety checks.
+ */
+import type { SignalBus } from '../gateway/signal-bus.js';
+import type { ExecutionService } from '../execution/index.js';
+import type { PositionManager, Position } from '../execution/position-manager.js';
+import type { SignalRouter } from '../signal-router/index.js';
+export interface PositionBridgeConfig {
+    /** Auto-set stop-loss % on new positions from signal router (default: 15) */
+    defaultStopLossPct: number;
+    /** Auto-set take-profit % on new positions from signal router (default: 25) */
+    defaultTakeProfitPct: number;
+    /** Enable trailing stop (default: true) */
+    enableTrailingStop: boolean;
+    /** Trailing stop % from high water mark (default: 8) */
+    trailingStopPct: number;
+}
+export interface PositionBridge {
+    /** Start the bridge (subscribe to events). */
+    start(): void;
+    /** Stop the bridge (unsubscribe). */
+    stop(): void;
+    /** Whether bridge is active. */
+    readonly active: boolean;
+}
+export declare function createPositionCloseCallback(execution: ExecutionService | null): (position: Position, reason: string) => Promise<boolean>;
+export interface PositionBridgeDeps {
+    positionManager: PositionManager;
+    signalBus: SignalBus;
+    signalRouter: SignalRouter | null;
+    config?: Partial<PositionBridgeConfig>;
+}
+export declare function createPositionBridge(deps: PositionBridgeDeps): PositionBridge;

package/dist/trading/position-bridge.js

@@ -0,0 +1,178 @@
+"use strict";
+/**
+ * Position Bridge — Wires the PositionManager into the live trading pipeline.
+ *
+ * Connects three data flows:
+ *   1. Signal bus ticks → PositionManager.updatePrice() (live price feed)
+ *   2. Signal router fills → PositionManager.updatePosition() (new positions)
+ *   3. PositionManager triggers → ExecutionService.sellLimit() (auto-exits)
+ *
+ * Also connects to the orchestrator's guarded execution so that all
+ * exit orders go through safety checks.
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createPositionCloseCallback = createPositionCloseCallback;
+exports.createPositionBridge = createPositionBridge;
+const logger_js_1 = require("../utils/logger.js");
+const DEFAULTS = {
+    defaultStopLossPct: 15,
+    defaultTakeProfitPct: 25,
+    enableTrailingStop: true,
+    trailingStopPct: 8,
+};
+// ── Execute-close callback factory ──────────────────────────────────────────
+// Extracted so the gateway can create it independently and pass it to
+// createPositionManager({ executeClose }) before the bridge exists.
+function createPositionCloseCallback(execution) {
+    return async (position, reason) => {
+        if (!execution) {
+            logger_js_1.logger.warn({ positionId: position.id, reason }, '[position-bridge] No execution service — cannot close');
+            return false;
+        }
+        try {
+            const orderRequest = {
+                platform: position.platform,
+                marketId: position.marketId,
+                tokenId: position.tokenId || undefined,
+                outcome: position.outcomeName || undefined,
+                side: position.side === 'long' ? 'sell' : 'buy',
+                price: position.currentPrice,
+                size: position.size,
+                orderType: 'FOK',
+            };
+            const result = position.side === 'long'
+                ? await execution.sellLimit(orderRequest)
+                : await execution.buyLimit(orderRequest);
+            if (result.success) {
+                logger_js_1.logger.info({
+                    positionId: position.id,
+                    reason,
+                    closePrice: position.currentPrice,
+                    orderId: result.orderId,
+                }, '[position-bridge] Position closed via execution');
+                return true;
+            }
+            logger_js_1.logger.warn({ positionId: position.id, reason, error: result.error }, '[position-bridge] Close order failed');
+            return false;
+        }
+        catch (error) {
+            logger_js_1.logger.error({ error, positionId: position.id, reason }, '[position-bridge] Close execution error');
+            return false;
+        }
+    };
+}
+function createPositionBridge(deps) {
+    const { positionManager, signalBus, signalRouter } = deps;
+    const cfg = { ...DEFAULTS, ...deps.config };
+    let isActive = false;
+    // Track which markets have tracked positions (for efficient tick filtering)
+    const trackedMarkets = new Set();
+    // ── 1. Signal bus ticks → price updates ─────────────────────────────────
+    function onTick(update) {
+        const key = `${update.marketId}:${update.outcomeId}`;
+        if (!trackedMarkets.has(key))
+            return;
+        const posId = `${update.platform}:${update.marketId}:${update.outcomeId}`;
+        positionManager.updatePrice(posId, update.price);
+    }
+    // ── 2. Signal router fills → new positions ──────────────────────────────
+    function onSignalExecuted(exec) {
+        if (exec.status !== 'executed')
+            return;
+        if (!exec.orderPrice || !exec.orderSize)
+            return;
+        const signal = exec.signal;
+        const platform = signal.platform;
+        const tokenId = signal.outcomeId || '';
+        const marketKey = `${signal.marketId}:${tokenId}`;
+        // Register position in manager
+        const position = positionManager.updatePosition({
+            platform,
+            marketId: signal.marketId,
+            tokenId,
+            outcomeName: tokenId,
+            side: signal.direction === 'buy' ? 'long' : 'short',
+            size: exec.orderSize,
+            entryPrice: exec.orderPrice,
+            currentPrice: exec.orderPrice,
+            openedAt: new Date(exec.timestamp),
+            tags: [signal.type],
+        });
+        // Track this market for tick updates
+        trackedMarkets.add(marketKey);
+        // Auto-set stop-loss
+        positionManager.setStopLoss(position.id, {
+            percentFromEntry: cfg.defaultStopLossPct,
+            trailingPercent: cfg.enableTrailingStop ? cfg.trailingStopPct : undefined,
+        });
+        // Auto-set take-profit
+        positionManager.setTakeProfit(position.id, {
+            percentFromEntry: cfg.defaultTakeProfitPct,
+        });
+        logger_js_1.logger.info({
+            positionId: position.id,
+            market: signal.marketId,
+            direction: signal.direction,
+            size: exec.orderSize,
+            price: exec.orderPrice,
+            sl: position.stopLoss,
+            tp: position.takeProfit,
+        }, '[position-bridge] Position tracked with TP/SL');
+    }
+    // ── 3. Position closed → cleanup tracking ───────────────────────────────
+    function onPositionClosed(event) {
+        const pos = event.position;
+        const marketKey = `${pos.marketId}:${pos.tokenId}`;
+        // Check if any other positions still track this market
+        const remaining = positionManager.getPositions().some((p) => p.marketId === pos.marketId && p.tokenId === pos.tokenId && p.status === 'open');
+        if (!remaining) {
+            trackedMarkets.delete(marketKey);
+        }
+        logger_js_1.logger.info({
+            positionId: pos.id,
+            reason: event.reason,
+            realizedPnL: event.realizedPnL,
+            closePrice: event.closePrice,
+        }, '[position-bridge] Position closed');
+    }
+    // ── Lifecycle ───────────────────────────────────────────────────────────
+    return {
+        get active() {
+            return isActive;
+        },
+        start() {
+            if (isActive)
+                return;
+            // Subscribe to signal bus ticks for price updates
+            signalBus.onTick(onTick);
+            // Subscribe to signal router executed events for position tracking
+            if (signalRouter) {
+                signalRouter.on('executed', onSignalExecuted);
+            }
+            // Subscribe to position manager close events for cleanup
+            positionManager.on('position_closed', onPositionClosed);
+            // Start position manager's periodic trigger check
+            positionManager.start();
+            isActive = true;
+            logger_js_1.logger.info({
+                stopLossPct: cfg.defaultStopLossPct,
+                takeProfitPct: cfg.defaultTakeProfitPct,
+                trailingStopPct: cfg.enableTrailingStop ? cfg.trailingStopPct : 'disabled',
+            }, '[position-bridge] Started');
+        },
+        stop() {
+            if (!isActive)
+                return;
+            signalBus.removeListener('tick', onTick);
+            if (signalRouter) {
+                signalRouter.removeListener('executed', onSignalExecuted);
+            }
+            positionManager.removeListener('position_closed', onPositionClosed);
+            positionManager.stop();
+            trackedMarkets.clear();
+            isActive = false;
+            logger_js_1.logger.info('[position-bridge] Stopped');
+        },
+    };
+}
+//# sourceMappingURL=position-bridge.js.map

package/dist/trading/position-bridge.js.map

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package/dist/trading/resilience.d.ts

@@ -0,0 +1,81 @@
+/**
+ * Trading Resilience - Retry logic, reconnection, and error recovery
+ *
+ * Features:
+ * - Exponential backoff retry
+ * - Connection health monitoring
+ * - Automatic reconnection
+ * - Rate limit awareness
+ * - Graceful degradation
+ */
+export interface RetryConfig {
+    /** Max retry attempts */
+    maxRetries: number;
+    /** Initial delay in ms */
+    initialDelayMs: number;
+    /** Max delay in ms */
+    maxDelayMs: number;
+    /** Backoff multiplier */
+    backoffMultiplier: number;
+    /** Jitter factor (0-1) */
+    jitterFactor: number;
+    /** Retryable error codes */
+    retryableErrors: string[];
+    /** Timeout per attempt */
+    timeoutMs: number;
+}
+export interface RateLimitState {
+    /** Requests made in current window */
+    requests: number;
+    /** Window start time */
+    windowStart: Date;
+    /** Remaining requests */
+    remaining: number;
+    /** When limit resets */
+    resetAt?: Date;
+    /** Is currently rate limited */
+    isLimited: boolean;
+}
+export interface HealthState {
+    /** Is connection healthy */
+    healthy: boolean;
+    /** Last successful request */
+    lastSuccess?: Date;
+    /** Last error */
+    lastError?: {
+        message: string;
+        at: Date;
+    };
+    /** Consecutive failures */
+    consecutiveFailures: number;
+    /** Latency (ms) */
+    latencyMs?: number;
+}
+export interface ResilientExecutor {
+    /** Execute with retry logic */
+    execute<T>(fn: () => Promise<T>, options?: Partial<RetryConfig>): Promise<T>;
+    /** Execute with timeout */
+    withTimeout<T>(fn: () => Promise<T>, timeoutMs: number): Promise<T>;
+    /** Check rate limit before request */
+    checkRateLimit(key: string): {
+        allowed: boolean;
+        waitMs?: number;
+    };
+    /** Record a request (for rate limiting) */
+    recordRequest(key: string, success: boolean): void;
+    /** Get health state */
+    getHealth(key?: string): HealthState;
+    /** Reset health state */
+    resetHealth(key: string): void;
+    /** Get rate limit state */
+    getRateLimitState(key: string): RateLimitState;
+}
+export declare function createResilientExecutor(defaultConfig?: Partial<RetryConfig>): ResilientExecutor;
+/**
+ * Wrap a function with retry logic
+ */
+export declare function withRetry<T extends (...args: any[]) => Promise<any>>(fn: T, config?: Partial<RetryConfig>): T;
+/**
+ * Wrap a function with rate limiting
+ */
+export declare function withRateLimit<T extends (...args: any[]) => Promise<any>>(fn: T, key: string, executor?: ResilientExecutor): T;