clodds 1.6.10 → 1.6.11

package/dist/execution/circuit-breaker.js

@@ -210,11 +210,10 @@ function createCircuitBreaker(config = {}, initialBalance = 10000) {
         checkInterval = setInterval(() => {
             checkConditions();
         }, cfg.checkIntervalMs);
-        // Daily reset at midnight
+        // Daily reset at midnight UTC
         const now = new Date();
-        const midnight = new Date(now);
-        midnight.setHours(24, 0, 0, 0);
-        const msToMidnight = midnight.getTime() - now.getTime();
+        const tomorrow = new Date(Date.UTC(now.getUTCFullYear(), now.getUTCMonth(), now.getUTCDate() + 1, 0, 0, 0, 0));
+        const msToMidnight = tomorrow.getTime() - now.getTime();
         dailyResetTimeout = setTimeout(() => {
             dailyTrades = 0;
             sessionPnL = 0;

package/dist/execution/circuit-breaker.js.map

@@ -1 +1 @@
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package/dist/execution/dca.js

@@ -42,6 +42,8 @@ function createDCAOrder(executionService, orderRequest, dcaConfig, options, extr
     let startedAt;
     let nextCycleAtMs;
     let timer = null;
+    let consecutiveFailures = 0;
+    const MAX_CONSECUTIVE_FAILURES = 5;
     const maxCycles = dcaConfig.maxCycles ?? Math.ceil(dcaConfig.totalAmount / dcaConfig.amountPerCycle);
     const totalAmount = dcaConfig.totalAmount;
     // Persist on creation
@@ -122,6 +124,12 @@ function createDCAOrder(executionService, orderRequest, dcaConfig, options, extr
         const remainingBudget = totalAmount - investedAmount;
         const cycleBudget = Math.min(dcaConfig.amountPerCycle, remainingBudget);
         const price = Number(orderRequest.price) || 0;
+        // Enforce maxPrice — skip cycle if current price exceeds limit
+        if (dcaConfig.maxPrice && price > dcaConfig.maxPrice) {
+            logger_js_1.logger.info({ orderId, price, maxPrice: dcaConfig.maxPrice }, 'DCA: skipping cycle, price above maxPrice');
+            scheduleNext();
+            return;
+        }
         const cycleShares = price > 0 ? Math.floor(cycleBudget / price) : 0;
         // If remaining budget is too small for even 1 share (dust), mark complete
         if (cycleShares <= 0) {
@@ -136,7 +144,13 @@ function createDCAOrder(executionService, orderRequest, dcaConfig, options, extr
             const result = orderRequest.side === 'sell'
                 ? await executionService.sellLimit({ ...orderRequest, size: cycleShares, orderType: 'GTC' })
                 : await executionService.buyLimit({ ...orderRequest, size: cycleShares, orderType: 'GTC' });
+            // Re-check status after await — could have been paused/cancelled during execution
+            if (status !== 'active') {
+                logger_js_1.logger.info({ orderId }, '[dca] Status changed during cycle execution, stopping');
+                return;
+            }
             if (result.success) {
+                consecutiveFailures = 0;
                 // NaN guard: Number(undefined) => NaN, || 0 catches NaN and 0
                 const rawFillPrice = Number(result.avgFillPrice) || 0;
                 const rawFilledSize = Number(result.filledSize) || 0;
@@ -158,11 +172,27 @@ function createDCAOrder(executionService, orderRequest, dcaConfig, options, extr
                 emitter.emit('cycle', { cycle: cyclesCompleted, shares: filledShares, price: fillPrice, progress: getProgress() });
             }
             else {
+                consecutiveFailures++;
                 emitter.emit('cycle_failed', { cycle: cyclesCompleted + 1, error: result.error });
+                if (consecutiveFailures >= MAX_CONSECUTIVE_FAILURES) {
+                    logger_js_1.logger.error({ orderId, consecutiveFailures }, '[DCA] Too many consecutive failures, pausing');
+                    status = 'paused';
+                    emitter.emit('paused', { orderId, reason: 'consecutive_failures', progress: getProgress() });
+                    persist();
+                    return; // Don't schedule next
+                }
             }
         }
         catch (err) {
+            consecutiveFailures++;
             emitter.emit('error', err);
+            if (consecutiveFailures >= MAX_CONSECUTIVE_FAILURES) {
+                logger_js_1.logger.error({ orderId, consecutiveFailures }, '[DCA] Too many consecutive failures, pausing');
+                status = 'paused';
+                emitter.emit('paused', { orderId, reason: 'consecutive_failures', progress: getProgress() });
+                persist();
+                return; // Don't schedule next
+            }
         }
         persist();
         scheduleNext();
@@ -178,7 +208,12 @@ function createDCAOrder(executionService, orderRequest, dcaConfig, options, extr
             return;
         }
         nextCycleAtMs = Date.now() + dcaConfig.cycleIntervalMs;
-        timer = setTimeout(executeCycle, dcaConfig.cycleIntervalMs);
+        timer = setTimeout(() => {
+            executeCycle().catch((err) => {
+                logger_js_1.logger.error({ err, orderId }, '[DCA] Scheduled cycle failed');
+                emitter.emit('error', { orderId, error: err });
+            });
+        }, dcaConfig.cycleIntervalMs);
     }
     function start() {
         if (status !== 'pending' && status !== 'paused')
@@ -189,10 +224,18 @@ function createDCAOrder(executionService, orderRequest, dcaConfig, options, extr
         const delay = dcaConfig.startAtMs ? Math.max(0, dcaConfig.startAtMs - Date.now()) : 0;
         if (delay > 0) {
             nextCycleAtMs = Date.now() + delay;
-            timer = setTimeout(executeCycle, delay);
+            timer = setTimeout(() => {
+                executeCycle().catch((err) => {
+                    logger_js_1.logger.error({ err, orderId }, '[DCA] Delayed first cycle failed');
+                    emitter.emit('error', { orderId, error: err });
+                });
+            }, delay);
         }
         else {
-            executeCycle();
+            executeCycle().catch((err) => {
+                logger_js_1.logger.error({ err, orderId }, '[DCA] First cycle failed');
+                emitter.emit('error', { orderId, error: err });
+            });
         }
         persist();
         emitter.emit('started', getProgress());

package/dist/execution/dca.js.map

@@ -1 +1 @@
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package/dist/execution/futures.js

@@ -479,17 +479,20 @@ async function placeMexcFuturesOrder(config, request) {
         };
         const openType = mexcMarginPreference.get(request.symbol) === 'cross' ? 2 : 1;
         let result;
-        if (request.reduceOnly || request.closePosition) {
+        if (request.reduceOnly && request.orderType === 'LIMIT' && request.price) {
+            // Reduce-only limit order: use close sides (4=close long, 2=close short)
+            const side = request.side === 'long' ? 4 : 2;
+            result = await mexc.placeLimitOrder(mexcConfig, request.symbol, side, request.size, request.price, { leverage: request.leverage, openType });
+        }
+        else if (request.reduceOnly || request.closePosition) {
             result = await mexc.closePosition(mexcConfig, request.symbol);
             if (!result) {
                 return { success: true }; // No position to close
             }
         }
         else if (request.orderType === 'LIMIT' && request.price) {
-            // Limit order
-            const side = request.side === 'long'
-                ? (request.reduceOnly ? 4 : 1) // 1=open long, 4=close short
-                : (request.reduceOnly ? 2 : 3); // 3=open short, 2=close long
+            // Open position limit order: use open sides (1=open long, 3=open short)
+            const side = request.side === 'long' ? 1 : 3;
             result = await mexc.placeLimitOrder(mexcConfig, request.symbol, side, request.size, request.price, { leverage: request.leverage, openType });
         }
         else if ((request.orderType === 'STOP_LOSS' || request.orderType === 'TAKE_PROFIT') && request.stopPrice) {

package/dist/execution/futures.js.map

@@ -1 +1 @@
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