dexbot 1.4.13 → 1.4.15

package/dist/modules/order/format.js

@@ -15,7 +15,7 @@
  * Time/Performance (ms, %):     1-2 decimals - readable metrics
  *
  * ===============================================================================
- * TABLE OF CONTENTS (17 exported functions)
+ * TABLE OF CONTENTS (14 exported functions)
  * ===============================================================================
  *
  * SECTION 1: ASSET FORMATTING (4 functions)
@@ -34,15 +34,12 @@
  *   10. formatPercent(value, decimals) - Format with custom decimal places
  *
  * SECTION 4: RATIO/METRIC FORMATTING (3 functions)
- *   11. formatRatio(value, decimals) - Format ratios with custom decimals (default 5)
- *   13. formatMetric2(value) - Format to 2 decimals (timing, performance)
- *   14. formatMetric5(value) - Format to 5 decimals (detailed metrics)
+ *   11. formatMetric2(value) - Format to 2 decimals (timing, performance)
  *
  * SECTION 5: HELPER UTILITIES (4 functions)
- *   15. isValidNumber(value) - Check if value is defined and finite
- *   16. isNumeric(val) - Check if value is a number or parseable numeric string
- *   17. toFiniteNumber(value, defaultValue) - Convert to finite number with fallback
- *   18. safeFormat(value, decimals, fallback) - Safely format with fallback
+ *   12. isValidNumber(value) - Check if value is defined and finite
+ *   13. toFiniteNumber(value, defaultValue) - Convert to finite number with fallback
+ *   14. safeFormat(value, decimals, fallback) - Safely format with fallback
  *
  * ===============================================================================
  */
@@ -119,7 +116,7 @@ function formatSizeByOrderType(value, orderType, assets) {
  * @returns {string} Formatted price to 8 decimals
  */
 function formatPrice(value) {
-    return safeFormat(value, 8);
+    return formatAmount8(value);
 }
 function formatPrice6(value) {
     return safeFormat(value, 6);
@@ -127,6 +124,68 @@ function formatPrice6(value) {
 function formatPrice4(value) {
     return safeFormat(value, 4);
 }
+/**
+ * Format a number to N significant digits (not fixed decimals).
+ * Examples with digits=4: 1234.5678 -> "1235", 12.3456 -> "12.35", 0.12345 -> "0.1235"
+ *
+ * @param {number} value - The value to format
+ * @param {number} digits - Number of significant digits (default 4)
+ * @returns {string} Formatted value
+ */
+function formatSignificant(value, digits = 4) {
+    if (!isValidNumber(value))
+        return 'N/A';
+    const num = Number(value);
+    if (num === 0)
+        return '0';
+    const abs = Math.abs(num);
+    const intDigits = Math.floor(Math.log10(abs)) + 1;
+    const formatted = intDigits >= digits
+        ? String(Math.round(num))
+        : num.toFixed(digits - intDigits);
+    return formatted;
+}
+/**
+ * Format a number with SI micro-value suffixes for very small values,
+ * otherwise formats with significant digits and comma grouping.
+ * Examples: 1234.56 -> "1,235", 0.00567 -> "5.67m", 0.00000123 -> "1.23µ"
+ *
+ * @param {number} value - The value to format
+ * @param {number} digits - Number of significant digits (default 4)
+ * @returns {string} Formatted value with suffix if small
+ */
+function formatCurrency(value, digits = 4) {
+    if (!isValidNumber(value))
+        return 'N/A';
+    const num = Number(value);
+    if (num === 0)
+        return '0';
+    const abs = Math.abs(num);
+    if (abs < 0.1) {
+        if (abs >= 0.001)
+            return formatCurrency(num * 1000, digits) + 'm';
+        if (abs >= 0.000001)
+            return formatCurrency(num * 1000000, digits) + 'µ';
+        if (abs >= 1e-9)
+            return formatCurrency(num * 1e9, digits) + 'n';
+        if (abs >= 1e-12)
+            return formatCurrency(num * 1e12, digits) + 'p';
+        if (abs >= 1e-15)
+            return formatCurrency(num * 1e15, digits) + 'f';
+        if (abs >= 1e-18)
+            return formatCurrency(num * 1e18, digits) + 'a';
+        return safeFormat(num, 6);
+    }
+    let intDigits = Math.floor(Math.log10(abs)) + 1;
+    if (abs < 1)
+        intDigits = 1;
+    const formatted = intDigits >= digits
+        ? String(Math.round(num))
+        : num.toFixed(digits - intDigits);
+    return intDigits >= 4
+        ? formatted.replace(/\B(?=(\d{3})+(?!\d))/g, ',')
+        : formatted;
+}
 // ===============================================================================
 // SECTION 3: PERCENTAGE FORMATTING
 // ===============================================================================
@@ -147,14 +206,13 @@ function formatPercent(value, decimals = 2) {
 // SECTION 4: RATIO/METRIC FORMATTING
 // ===============================================================================
 /**
- * Format ratios with custom decimal places
+ * Format metric to 2 decimal places
  *
- * @param {number} value - The ratio value
- * @param {number} [decimals=5] - Number of decimal places (default 5)
- * @returns {string} Formatted ratio
+ * @param {number} value - The metric value
+ * @returns {string} Formatted metric
  */
 function formatMetric2(value) {
-    return safeFormat(value, 2);
+    return formatPercent2(value);
 }
 // ===============================================================================
 // SECTION 5: HELPER UTILITIES
@@ -167,9 +225,6 @@ function formatMetric2(value) {
 function isValidNumber(value) {
     return value !== null && value !== undefined && Number.isFinite(Number(value));
 }
-function isNumeric(val) {
-    return typeof val === 'number' || (typeof val === 'string' && val.trim() !== '' && !Number.isNaN(Number(val)));
-}
 /**
  * Safely convert a value to a finite number.
  *
@@ -202,5 +257,5 @@ function safeFormat(value, decimals, fallback = 'N/A') {
 // ===============================================================================
 // EXPORTS
 // ===============================================================================
-export { formatAmount8, formatAmount, formatAmountByPrecision, formatSizeByOrderType, formatPrice, formatPrice6, formatPrice4, formatPercent2, formatPercent, formatMetric2, isValidNumber, isNumeric, toFiniteNumber, safeFormat };
+export { formatAmount8, formatAmount, formatAmountByPrecision, formatSizeByOrderType, formatPrice, formatPrice6, formatPrice4, formatSignificant, formatCurrency, formatPercent2, formatPercent, formatMetric2, isValidNumber, toFiniteNumber, safeFormat };
 //# sourceMappingURL=format.js.map

package/dist/modules/order/format.js.map

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package/dist/modules/order/grid.d.ts

@@ -93,7 +93,9 @@
  *
  * ===============================================================================
  */
-export declare function calculateGapSlots(incrementPercent: any, targetSpreadPercent: any, gridLimitsOverride?: Record<string, any>): any;
+import { calculateGapSlots as _mathGapSlots } from './utils/math.js';
+declare const calculateGapSlots: typeof _mathGapSlots;
+export { calculateGapSlots };
 export declare function isGridBloated(manager: any, orders: any): any;
 /**
  * Check whether the grid-bloat grace period is still active, i.e. a
@@ -401,10 +403,14 @@ export declare function checkGridHealth(manager: any, _updateOrdersOnChainBatch?
  * The top-of-window partial (closest to market) is always eligible for dust
  * detection since cancelling it is just the grid edge moving inward.
  *
- * Interior partials (further from market) are only eligible if they have a
- * duplicate price level — another active order at essentially the same price.
- * Cancelling such an interior partial won't leave a gap in the grid because
- * the sibling active order already covers that price level.
+ * Interior partials (further from market) are eligible when they have a
+ * duplicate price level — another active order at essentially the same price —
+ * or when their size is already below the per-slot dust threshold. In the
+ * duplicate-price case cancelling won't leave a gap because the sibling
+ * active order already covers that price level; in the below-threshold case
+ * the residual is economically negligible and otherwise strands forever (the
+ * residual path only cancels zero-value residuals, and interior dust rarely
+ * has a duplicate price level) — cancelling lets rotation re-derive the slot.
  *
  * Returns boolean flags plus the actual dust order objects so callers can act
  * on individual orders (dust is cancelled immediately on detection).

package/dist/modules/order/grid.d.ts.map

@@ -1 +1 @@
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package/dist/modules/order/grid.js

@@ -111,15 +111,14 @@ function _snapshotFundState(manager) {
         sellLocked: Number(manager.accountTotals?.sellLocked || 0),
     };
 }
-import { floatToBlockchainInt, getPrecisionByOrderType, getPrecisionsForManager, calculateOrderCreationFees, calculateOrderSizes, calculateRotationOrderSizes, calculateAvailableFundsValue, calculateGridSideDivergenceMetric, getPrecisionSlack, getMinAbsoluteOrderSize, getSingleDustThreshold, getGridBestPrices, calculateSpreadFromOrders, allocateFundsByWeights, calculateGapSlots as _mathGapSlots, findPriceCollision, getBtsSide, getSellStartIdx, resolveGapBand, countGapBandSpread, adjustBudgetForBtsFees, } from './utils/math.js';
+import { floatToBlockchainInt, getPrecisionByOrderType, getPrecisionsForManager, calculateOrderCreationFees, calculateOrderSizes, calculateRotationOrderSizes, calculateAvailableFundsValue, calculateGridSideDivergenceMetric, getPrecisionSlack, getMinOrderSize, getSingleDustThreshold, getGridBestPrices, calculateSpreadFromOrders, allocateFundsByWeights, calculateGapSlots as _mathGapSlots, findPriceCollision, getBtsSide, getSellStartIdx, resolveGapBand, countGapBandSpread, adjustBudgetForBtsFees, } from './utils/math.js';
 import { filterOrdersByType, checkSizesBeforeMinimum, checkSizeThreshold, resolveConfiguredPriceBound, shouldFlagOutOfSpread, isOrderHealthy, isPhantomOrder, isSlotAvailable, isOrderOnChain, isOrderPlaced, hasOnChainId, isEmptyGridSlot, parseSlotIndex, calculateIdealBoundary, assignGridRoles, resolveOnChainRetypeType } from './utils/order.js';
 import { loadAmaCenterPrice, loadAmaCenterSnapshot, withBlockchainRetry } from './utils/system.js';
 import { derivePriceWithPoolRef } from './utils/withPoolRef.js';
 import { getWhitelistFlags } from '../market_adapter_whitelist.js';
 import { getErrorMessage } from '../utils/errors.js';
-export function calculateGapSlots(incrementPercent, targetSpreadPercent, gridLimitsOverride) {
-    return _mathGapSlots(incrementPercent, targetSpreadPercent, gridLimitsOverride ?? GRID_LIMITS);
-}
+const calculateGapSlots = _mathGapSlots;
+export { calculateGapSlots };
 export function isGridBloated(manager, orders) {
     const gridSize = Array.isArray(orders) ? orders.length : orders.size;
     if (!gridSize || !manager?.config)
@@ -863,8 +862,8 @@ export async function initializeGrid(manager) {
             }
         }
     }
-    const minSellSize = getMinAbsoluteOrderSize(ORDER_TYPES.SELL, manager.assets);
-    const minBuySize = getMinAbsoluteOrderSize(ORDER_TYPES.BUY, manager.assets);
+    const minSellSize = getMinOrderSize(ORDER_TYPES.SELL, manager.assets);
+    const minBuySize = getMinOrderSize(ORDER_TYPES.BUY, manager.assets);
     const { A: precA, B: precB } = getPrecisionsForManager(manager.assets);
     // Use centralized sizing context for both sides.
     // Resolve funds once upfront so both contexts share the same snapshot,
@@ -882,8 +881,8 @@ export async function initializeGrid(manager) {
         throw new Error('Calculated orders fall below minimum allowable size.');
     }
     // Check for warning if orders are near minimal size (regression fix)
-    const warningSellSize = minSellSize > 0 ? getMinAbsoluteOrderSize(ORDER_TYPES.SELL, manager.assets, 100) : 0;
-    const warningBuySize = minBuySize > 0 ? getMinAbsoluteOrderSize(ORDER_TYPES.BUY, manager.assets, 100) : 0;
+    const warningSellSize = minSellSize > 0 ? getMinOrderSize(ORDER_TYPES.SELL, manager.assets, 100) : 0;
+    const warningBuySize = minBuySize > 0 ? getMinOrderSize(ORDER_TYPES.BUY, manager.assets, 100) : 0;
     if (checkSizeThreshold(sells, warningSellSize, precA, false) || checkSizeThreshold(buys, warningBuySize, precB, false)) {
         manager.logger?.log?.("WARNING: Order grid contains orders near minimum size. To ensure the bot runs properly, consider increasing the funds of your bot.", "warn");
     }
@@ -1749,10 +1748,14 @@ export async function checkGridHealth(manager, _updateOrdersOnChainBatch = null)
  * The top-of-window partial (closest to market) is always eligible for dust
  * detection since cancelling it is just the grid edge moving inward.
  *
- * Interior partials (further from market) are only eligible if they have a
- * duplicate price level — another active order at essentially the same price.
- * Cancelling such an interior partial won't leave a gap in the grid because
- * the sibling active order already covers that price level.
+ * Interior partials (further from market) are eligible when they have a
+ * duplicate price level — another active order at essentially the same price —
+ * or when their size is already below the per-slot dust threshold. In the
+ * duplicate-price case cancelling won't leave a gap because the sibling
+ * active order already covers that price level; in the below-threshold case
+ * the residual is economically negligible and otherwise strands forever (the
+ * residual path only cancels zero-value residuals, and interior dust rarely
+ * has a duplicate price level) — cancelling lets rotation re-derive the slot.
  *
  * Returns boolean flags plus the actual dust order objects so callers can act
  * on individual orders (dust is cancelled immediately on detection).
@@ -1786,12 +1789,37 @@ export async function checkWindowDust(manager) {
     const allPartials = allOrders.filter((o) => isLiveOrder(o) && o.state === ORDER_STATES.PARTIAL);
     const isTopBuy = (o) => topBuyOrder && o.id === topBuyOrder.id;
     const isTopSell = (o) => topSellOrder && o.id === topSellOrder.id;
+    // Compute per-slot dust thresholds once per side so the eligibility
+    // filter below and _getDustOrders share the same sizing context
+    // (avoids a duplicate recalculateFunds round per side). Each side's map
+    // is only computed when that side actually has a partial candidate —
+    // _computeDustThresholdMap runs a fund recalculation, so an empty side
+    // must not pay for it.
+    if (allPartials.length === 0) {
+        return { buyDust: false, sellDust: false, buyDustOrders: [], sellDustOrders: [] };
+    }
+    const buyPartials = allPartials.filter((o) => o.type === ORDER_TYPES.BUY);
+    const sellPartials = allPartials.filter((o) => o.type === ORDER_TYPES.SELL);
+    const [buyThresholds, sellThresholds] = await Promise.all([
+        buyPartials.length > 0 ? _computeDustThresholdMap(manager, ORDER_TYPES.BUY) : Promise.resolve(new Map()),
+        sellPartials.length > 0 ? _computeDustThresholdMap(manager, ORDER_TYPES.SELL) : Promise.resolve(new Map()),
+    ]);
+    // A partial is below its per-slot dust threshold (economically negligible).
+    const isDustSized = (o, thresholds) => {
+        const threshold = thresholds.get(o.id);
+        return !!threshold && threshold > 0 && o.size < threshold;
+    };
     // Safety filter: top-of-window partials always qualify; interior partials
-    // only qualify if they have a duplicate price level (no gap risk).
-    const eligibleBuyPartials = allPartials.filter((o) => o.type === ORDER_TYPES.BUY && (isTopBuy(o) || hasDuplicatePriceLevel(o, assets)));
-    const eligibleSellPartials = allPartials.filter((o) => o.type === ORDER_TYPES.SELL && (isTopSell(o) || hasDuplicatePriceLevel(o, assets)));
-    const buyDustOrders = await _getDustOrders(manager, eligibleBuyPartials, ORDER_TYPES.BUY);
-    const sellDustOrders = await _getDustOrders(manager, eligibleSellPartials, ORDER_TYPES.SELL);
+    // qualify if they have a duplicate price level (no gap risk) OR their
+    // size is already below the dust threshold. A sub-threshold interior
+    // partial would otherwise strand on the book forever: the residual path
+    // only cancels zero-value residuals, and an interior dust rarely has a
+    // duplicate price level. Cancelling it frees the slot for rotation to
+    // re-derive, so the tiny gap is closed by normal grid rebalancing.
+    const eligibleBuyPartials = allPartials.filter((o) => o.type === ORDER_TYPES.BUY && (isTopBuy(o) || hasDuplicatePriceLevel(o, assets) || isDustSized(o, buyThresholds)));
+    const eligibleSellPartials = allPartials.filter((o) => o.type === ORDER_TYPES.SELL && (isTopSell(o) || hasDuplicatePriceLevel(o, assets) || isDustSized(o, sellThresholds)));
+    const buyDustOrders = await _getDustOrders(manager, eligibleBuyPartials, ORDER_TYPES.BUY, buyThresholds);
+    const sellDustOrders = await _getDustOrders(manager, eligibleSellPartials, ORDER_TYPES.SELL, sellThresholds);
     return {
         buyDust: buyDustOrders.length > 0,
         sellDust: sellDustOrders.length > 0,
@@ -1800,40 +1828,54 @@ export async function checkWindowDust(manager) {
     };
 }
 /**
- * Return the subset of partial orders that qualify as dust on a given side.
- * Shares the same sizing context as _hasAnyDust but returns the actual order
- * objects so callers can act on them (e.g. auto-cancel).
+ * Compute the per-slot dust threshold for every order of a given type.
+ * Returns a Map<orderId, threshold> using the same sizing context as
+ * _getDustOrders so eligibility and dust classification stay consistent.
  * @private
  * @param {import('./types').OrderManager} manager
- * @param {Array<import('./types').GridOrderSlot>} partials - Candidate partial orders to test.
  * @param {string} type - ORDER_TYPES.BUY or ORDER_TYPES.SELL
- * @returns {Promise<Array<import('./types').GridOrderSlot>>} Orders whose size is below the dust threshold.
+ * @returns {Promise<Map<string, number>>}
  */
-async function _getDustOrders(manager, partials, type) {
-    if (!partials || partials.length === 0)
-        return [];
+async function _computeDustThresholdMap(manager, type) {
     const side = type === ORDER_TYPES.BUY ? 'buy' : 'sell';
     const ctx = await _getSizingContext(manager, side);
     const dustThresholdPercent = manager.config?.gridLimits?.PARTIAL_DUST_THRESHOLD_PERCENTAGE;
     const sideSlots = Array.from(manager.orders.values())
         .filter((o) => o.type === type)
         .sort((a, b) => a.price - b.price);
-    if (sideSlots.length === 0)
-        return [];
     const idealSizes = ctx && ctx.budget > 0
         ? allocateFundsByWeights(ctx.budget, sideSlots.length, manager.config.weightDistribution[side], manager.config.incrementPercent / 100, type === ORDER_TYPES.BUY, 0, ctx.precision)
         : [];
-    // When no budget is available, idealSizes becomes [] so every
-    // partial's threshold collapses to 0 — no order qualifies as dust.
-    // We still run the filter for uniformity so the threshold logic
-    // stays consistent regardless of budget state.
-    return partials.filter((p) => {
-        const idx = sideSlots.findIndex((s) => s.id === p.id);
-        if (idx === -1)
-            return false;
+    const map = new Map();
+    sideSlots.forEach((s, idx) => {
         const threshold = idealSizes.length > idx && idealSizes[idx] > 0
             ? getSingleDustThreshold(idealSizes[idx], dustThresholdPercent)
             : 0;
+        map.set(s.id, threshold);
+    });
+    return map;
+}
+/**
+ * Return the subset of partial orders that qualify as dust on a given side.
+ * Shares the same sizing context as _hasAnyDust but returns the actual order
+ * objects so callers can act on them (e.g. auto-cancel).
+ * @private
+ * @param {import('./types').OrderManager} manager
+ * @param {Array<import('./types').GridOrderSlot>} partials - Candidate partial orders to test.
+ * @param {string} type - ORDER_TYPES.BUY or ORDER_TYPES.SELL
+ * @param {Map<string, number>} [thresholdMap=null] - Optional precomputed per-slot dust thresholds.
+ * @returns {Promise<Array<import('./types').GridOrderSlot>>} Orders whose size is below the dust threshold.
+ */
+async function _getDustOrders(manager, partials, type, thresholdMap = null) {
+    if (!partials || partials.length === 0)
+        return [];
+    const thresholds = thresholdMap || await _computeDustThresholdMap(manager, type);
+    if (thresholds.size === 0)
+        return [];
+    return partials.filter((p) => {
+        const threshold = thresholds.get(p.id);
+        if (!threshold || threshold <= 0)
+            return false;
         return p.size < threshold;
     });
 }
@@ -2129,7 +2171,7 @@ export async function prepareSpreadCorrectionOrders(manager, preferredSide, outO
                 return false;
             // Resolve candidate size: if zero/missing, use minimum so tolerance
             // doesn't collapse to zero (calculatePriceTolerance returns null for size <= 0).
-            const cs = (c.size && c.size > 0) ? c.size : getMinAbsoluteOrderSize(railType, manager.assets);
+            const cs = (c.size && c.size > 0) ? c.size : getMinOrderSize(railType, manager.assets);
             return !findPriceCollision(allOrders, c.id, c.price, cs, railType, manager.assets, (o) => isOrderPlaced(o) && o.price != null);
         });
         const filteredCount = preFilter - spreadCandidates.length;
@@ -2163,7 +2205,7 @@ export async function prepareSpreadCorrectionOrders(manager, preferredSide, outO
         idealById.set(slot.id, Number(idealSizes[idx] || 0));
     });
     const availableFund = Math.max(0, Math.min(Number(manager.funds?.available?.[sideName] || 0), Number(sideName === 'buy' ? manager.accountTotals?.buyFree : manager.accountTotals?.sellFree) || 0));
-    const minAbsoluteSize = getMinAbsoluteOrderSize(railType, manager.assets);
+    const minAbsoluteSize = getMinOrderSize(railType, manager.assets);
     const prioritizedTargets = [];
     if (edgePartial && edgePartial.id) {
         const ideal = Number(idealById.get(edgePartial.id) || 0);