dexbot 1.4.18 → 1.4.20

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (131) hide show
  1. package/CHANGELOG.md +24 -0
  2. package/README.md +1 -0
  3. package/analysis/ama_fitting/analyze_lambda_vs_slow.ts +2 -2
  4. package/analysis/ama_fitting/optimizer_high_resolution.ts +2 -1
  5. package/analysis/ama_fitting/package.json +1 -1
  6. package/analysis/analyze_derivatives.ts +4 -2
  7. package/analysis/analyze_dynamic_weight.ts +3 -1
  8. package/analysis/analyze_kalman.ts +3 -1
  9. package/analysis/analyze_regime.ts +3 -1
  10. package/analysis/analyze_regime_windows.ts +3 -1
  11. package/analysis/analyze_volatility.ts +2 -2
  12. package/analysis/bot_fitting/backtest_ama_sweep.ts +2 -1
  13. package/analysis/bot_fitting/backtest_bot_fitting.ts +17 -12
  14. package/analysis/chart_utils.ts +24 -0
  15. package/analysis/derivative_chart_generator.ts +3 -2
  16. package/analysis/trend_detection/DYNAMIC_WEIGHT_RESEARCH.md +1 -1
  17. package/analysis/trend_detection/dynamic_weight_chart_generator.ts +91 -55
  18. package/analysis/trend_detection/package.json +1 -1
  19. package/claw/examples/claw_profiles_example.ts +4 -1
  20. package/claw/modules/claw_catalog.ts +1 -1
  21. package/claw/modules/claw_skill_md.ts +6 -5
  22. package/claw/modules/dexbot_profiles.ts +3 -1
  23. package/claw/modules/launcher_paths.ts +4 -2
  24. package/claw/package.json +1 -1
  25. package/claw/runtimes/openclaw-plugin/openclaw.plugin.json +1 -1
  26. package/claw/runtimes/openclaw-plugin/package.json +1 -1
  27. package/claw/tests/test_claw_mcp_transport.ts +2 -2
  28. package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.js +2 -2
  29. package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.js.map +1 -1
  30. package/dist/analysis/ama_fitting/optimizer_high_resolution.d.ts.map +1 -1
  31. package/dist/analysis/ama_fitting/optimizer_high_resolution.js +2 -1
  32. package/dist/analysis/ama_fitting/optimizer_high_resolution.js.map +1 -1
  33. package/dist/analysis/analyze_derivatives.d.ts.map +1 -1
  34. package/dist/analysis/analyze_derivatives.js +4 -2
  35. package/dist/analysis/analyze_derivatives.js.map +1 -1
  36. package/dist/analysis/analyze_dynamic_weight.js +3 -1
  37. package/dist/analysis/analyze_dynamic_weight.js.map +1 -1
  38. package/dist/analysis/analyze_kalman.js +3 -1
  39. package/dist/analysis/analyze_kalman.js.map +1 -1
  40. package/dist/analysis/analyze_regime.js +3 -1
  41. package/dist/analysis/analyze_regime.js.map +1 -1
  42. package/dist/analysis/analyze_regime_windows.js +3 -1
  43. package/dist/analysis/analyze_regime_windows.js.map +1 -1
  44. package/dist/analysis/analyze_volatility.js +2 -2
  45. package/dist/analysis/analyze_volatility.js.map +1 -1
  46. package/dist/analysis/bot_fitting/backtest_ama_sweep.d.ts.map +1 -1
  47. package/dist/analysis/bot_fitting/backtest_ama_sweep.js +2 -1
  48. package/dist/analysis/bot_fitting/backtest_ama_sweep.js.map +1 -1
  49. package/dist/analysis/bot_fitting/backtest_bot_fitting.js +18 -13
  50. package/dist/analysis/bot_fitting/backtest_bot_fitting.js.map +1 -1
  51. package/dist/analysis/chart_utils.d.ts +0 -3
  52. package/dist/analysis/chart_utils.d.ts.map +1 -1
  53. package/dist/analysis/chart_utils.js +25 -0
  54. package/dist/analysis/chart_utils.js.map +1 -1
  55. package/dist/analysis/derivative_chart_generator.d.ts.map +1 -1
  56. package/dist/analysis/derivative_chart_generator.js +3 -2
  57. package/dist/analysis/derivative_chart_generator.js.map +1 -1
  58. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.d.ts.map +1 -1
  59. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.js +82 -50
  60. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.js.map +1 -1
  61. package/dist/dexbot.d.ts.map +1 -1
  62. package/dist/dexbot.js +2 -3
  63. package/dist/dexbot.js.map +1 -1
  64. package/dist/market_adapter/core/market_adapter_service.d.ts.map +1 -1
  65. package/dist/market_adapter/core/market_adapter_service.js +8 -3
  66. package/dist/market_adapter/core/market_adapter_service.js.map +1 -1
  67. package/dist/modules/account_bots.d.ts +1 -0
  68. package/dist/modules/account_bots.d.ts.map +1 -1
  69. package/dist/modules/account_bots.js +27 -5
  70. package/dist/modules/account_bots.js.map +1 -1
  71. package/dist/modules/config.d.ts +2 -0
  72. package/dist/modules/config.d.ts.map +1 -1
  73. package/dist/modules/config.js +2 -0
  74. package/dist/modules/config.js.map +1 -1
  75. package/dist/modules/constants.d.ts +1 -0
  76. package/dist/modules/constants.d.ts.map +1 -1
  77. package/dist/modules/constants.js +13 -4
  78. package/dist/modules/constants.js.map +1 -1
  79. package/dist/modules/dexbot_class.d.ts +22 -0
  80. package/dist/modules/dexbot_class.d.ts.map +1 -1
  81. package/dist/modules/dexbot_class.js +27 -1
  82. package/dist/modules/dexbot_class.js.map +1 -1
  83. package/dist/modules/dexbot_cow_runtime.d.ts +48 -8
  84. package/dist/modules/dexbot_cow_runtime.d.ts.map +1 -1
  85. package/dist/modules/dexbot_cow_runtime.js +263 -4
  86. package/dist/modules/dexbot_cow_runtime.js.map +1 -1
  87. package/dist/modules/dexbot_state_recovery.d.ts.map +1 -1
  88. package/dist/modules/dexbot_state_recovery.js +20 -1
  89. package/dist/modules/dexbot_state_recovery.js.map +1 -1
  90. package/dist/modules/order/grid.d.ts.map +1 -1
  91. package/dist/modules/order/grid.js +146 -32
  92. package/dist/modules/order/grid.js.map +1 -1
  93. package/dist/modules/order/grid_reconcile_internal.d.ts.map +1 -1
  94. package/dist/modules/order/grid_reconcile_internal.js +6 -27
  95. package/dist/modules/order/grid_reconcile_internal.js.map +1 -1
  96. package/dist/modules/order/manager.d.ts +13 -0
  97. package/dist/modules/order/manager.d.ts.map +1 -1
  98. package/dist/modules/order/manager.js +75 -2
  99. package/dist/modules/order/manager.js.map +1 -1
  100. package/dist/modules/order/strategy.d.ts.map +1 -1
  101. package/dist/modules/order/strategy.js +6 -15
  102. package/dist/modules/order/strategy.js.map +1 -1
  103. package/dist/modules/order/utils/math.d.ts +102 -1
  104. package/dist/modules/order/utils/math.d.ts.map +1 -1
  105. package/dist/modules/order/utils/math.js +165 -2
  106. package/dist/modules/order/utils/math.js.map +1 -1
  107. package/dist/modules/order/utils/system.d.ts +2 -0
  108. package/dist/modules/order/utils/system.d.ts.map +1 -1
  109. package/dist/modules/order/utils/system.js +30 -2
  110. package/dist/modules/order/utils/system.js.map +1 -1
  111. package/dist/modules/paths.d.ts +26 -1
  112. package/dist/modules/paths.d.ts.map +1 -1
  113. package/dist/modules/paths.js +39 -6
  114. package/dist/modules/paths.js.map +1 -1
  115. package/dist/modules/runtime_settings.d.ts +1 -0
  116. package/dist/modules/runtime_settings.d.ts.map +1 -1
  117. package/dist/modules/runtime_settings.js +13 -2
  118. package/dist/modules/runtime_settings.js.map +1 -1
  119. package/dist/scripts/analyze-git.js +2 -1
  120. package/dist/scripts/analyze-git.js.map +1 -1
  121. package/dist/scripts/analyze-orders.js +2 -2
  122. package/dist/scripts/analyze-orders.js.map +1 -1
  123. package/docs/DEXBOT_COMPARISON.md +3 -3
  124. package/docs/EVOLUTION.md +27 -96
  125. package/docs/FUND_MOVEMENT_AND_ACCOUNTING.md +1 -1
  126. package/docs/LIFECYCLE.md +207 -0
  127. package/docs/README.md +9 -1
  128. package/docs/developer_guide.md +4 -3
  129. package/package.json +3 -3
  130. package/scripts/lib/dexbot-paths.sh +20 -11
  131. package/scripts/repo-stats.html +0 -480
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package/dist/modules/order/manager.d.ts CHANGED
@@ -536,6 +536,19 @@ declare class OrderManager {
536
536
  * not committed alongside order mutations.
537
537
  */
538
538
  _restoreBoundary(newIdx: number): void;
539
+ /**
540
+ * DEFENSE-IN-DEPTH (runs after every COW commit): verify the committed
541
+ * state still has an intact gap band — implied geometry inside the slot
542
+ * array, and no placed order strictly inside the implied spread.
543
+ *
544
+ * This is a DETECTOR, not a guard: the grid is already committed when it
545
+ * runs. Violations are logged loudly and flagged via _recoveryState
546
+ * (structuralResyncRequested) so the maintenance loop reconciles against
547
+ * the chain. Purpose is any-writer detection — if a path other than the
548
+ * promotion clamp commits a boundary that invades the opposite rail or
549
+ * strands placed orders inside the spread, this fires.
550
+ */
551
+ _assertGapBandIntactPostCommit(): void;
539
552
  /**
540
553
  * @returns {Object|null} The consumed signal or null
541
554
  */
package/dist/modules/order/manager.d.ts.map CHANGED
@@ -1 +1 @@
1
- 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package/dist/modules/order/manager.js CHANGED
@@ -27,7 +27,7 @@ import SyncEngine from './sync_engine.js';
27
27
  import { calculateCurrentSpread, checkSpreadCondition, checkGridHealth } from './grid.js';
28
28
  import * as Format from './format.js';
29
29
  import { ORDER_TYPES, ORDER_STATES, REBALANCE_STATES, DEFAULT_CONFIG, TIMING, LOG_LEVEL, PIPELINE_TIMING, COW_PERFORMANCE, COW_ACTIONS } from '../constants.js';
30
- import { getMinOrderSize, computeChainFundTotals, hasValidAccountTotals, resolveConfigValueWithRegistry, isExplicitZeroAllocation, floatToBlockchainInt } from './utils/math.js';
30
+ import { getMinOrderSize, computeChainFundTotals, hasValidAccountTotals, resolveConfigValueWithRegistry, isExplicitZeroAllocation, floatToBlockchainInt, validateBoundaryCommit, resolveGapSlots, resolveGapBand } from './utils/math.js';
31
31
  import { validateOrder, validateGridForPersistence, validateWorkingGridFunds, checkFundDrift, reconcileGrid, optimizeRebalanceActions, projectTargetToWorkingGrid, buildStateUpdates, buildAbortedResult, buildSuccessResult, evaluateCommit } from './utils/validate.js';
32
32
  import { resolveSpreadOrderSide, parseSlotIndex } from './utils/order.js';
33
33
  import { getErrorMessage } from '../utils/errors.js';
@@ -1365,6 +1365,61 @@ class OrderManager {
1365
1365
  _restoreBoundary(newIdx) {
1366
1366
  this.boundaryIdx = newIdx;
1367
1367
  }
1368
+ /**
1369
+ * DEFENSE-IN-DEPTH (runs after every COW commit): verify the committed
1370
+ * state still has an intact gap band — implied geometry inside the slot
1371
+ * array, and no placed order strictly inside the implied spread.
1372
+ *
1373
+ * This is a DETECTOR, not a guard: the grid is already committed when it
1374
+ * runs. Violations are logged loudly and flagged via _recoveryState
1375
+ * (structuralResyncRequested) so the maintenance loop reconciles against
1376
+ * the chain. Purpose is any-writer detection — if a path other than the
1377
+ * promotion clamp commits a boundary that invades the opposite rail or
1378
+ * strands placed orders inside the spread, this fires.
1379
+ */
1380
+ _assertGapBandIntactPostCommit() {
1381
+ try {
1382
+ const resolved = resolveGapBand(this);
1383
+ if (resolved.boundaryIdx === null || resolved.sellStartIdx === null)
1384
+ return;
1385
+ const { boundaryIdx, sellStartIdx } = resolved;
1386
+ const sorted = Array.from(this.orders.values())
1387
+ .filter((o) => o && o.price != null && Number.isFinite(Number(o.price)))
1388
+ .sort((a, b) => Number(a.price) - Number(b.price));
1389
+ const maxIdx = sorted.length - 1;
1390
+ const problems = [];
1391
+ if (maxIdx < 0 || boundaryIdx < 0 || boundaryIdx > maxIdx) {
1392
+ problems.push(`boundary ${boundaryIdx} outside slot range [0, ${maxIdx}]`);
1393
+ }
1394
+ if (sellStartIdx > maxIdx + 1) {
1395
+ problems.push(`implied sellStart ${sellStartIdx} beyond slot range (${maxIdx})`);
1396
+ }
1397
+ for (let idx = 0; idx < sorted.length; idx++) {
1398
+ const o = sorted[idx];
1399
+ if (!o.orderId)
1400
+ continue;
1401
+ if (idx > boundaryIdx && idx < sellStartIdx) {
1402
+ problems.push(`placed ${o.type || 'order'} ${o.id} @ ${o.price} sits inside gap band ` +
1403
+ `(${boundaryIdx + 1}..${sellStartIdx - 1})`);
1404
+ }
1405
+ }
1406
+ if (problems.length > 0) {
1407
+ this.logger.log(`[COW] GAP-BAND INVARIANT VIOLATION after commit: ${problems.slice(0, 5).join('; ')}` +
1408
+ `${problems.length > 5 ? ` (+${problems.length - 5} more)` : ''}. Requesting structural resync.`, 'error');
1409
+ if (this._recoveryState) {
1410
+ this._recoveryState = {
1411
+ ...this._recoveryState,
1412
+ lastFailureAt: Date.now(),
1413
+ structuralResyncRequested: true
1414
+ };
1415
+ }
1416
+ }
1417
+ }
1418
+ catch (err) {
1419
+ // Detector must never break the commit path.
1420
+ this.logger.log(`[COW] Gap-band post-commit check failed: ${getErrorMessage(err)}`, 'warn');
1421
+ }
1422
+ }
1368
1423
  /**
1369
1424
  * @returns {Object|null} The consumed signal or null
1370
1425
  */
@@ -1601,6 +1656,23 @@ class OrderManager {
1601
1656
  }
1602
1657
  this.logger.log(`[COW] Committing working grid: ${stats.size} orders, ${stats.modified} modified`, 'debug');
1603
1658
  const finalMap = workingGrid.toMap();
1659
+ // BOUNDARY COMMIT GATE (fix: self-referential gap geometry).
1660
+ // resolveGapBand() re-derives sellStartIdx from whatever value
1661
+ // lands in boundaryIdx, so an overrun boundary legalizes itself
1662
+ // on the next cycle. Validate the proposed boundary against
1663
+ // the NEW grid state (price-sorted, placed-order aware) before
1664
+ // it becomes permanent. On rejection the grid still commits —
1665
+ // the orders may already be live on-chain and must stay
1666
+ // tracked — but the previous (last-known-valid) boundary is
1667
+ // kept so classification never inherits the overrun.
1668
+ const commitGapSlots = resolveGapSlots(this);
1669
+ const boundaryCheck = validateBoundaryCommit(workingBoundary, finalMap.values(), commitGapSlots);
1670
+ let commitBoundary = workingBoundary;
1671
+ if (!boundaryCheck.ok) {
1672
+ this.logger.log(`[COW] Boundary commit rejected (${boundaryCheck.reason}): ${boundaryCheck.detail}. ` +
1673
+ `Keeping previous boundary ${this.boundaryIdx}.`, 'error');
1674
+ commitBoundary = this.boundaryIdx;
1675
+ }
1604
1676
  // RC-4: Deep-freeze all modified orders before committing to master state
1605
1677
  // Ensures COW immutability invariants are maintained for all grid entries.
1606
1678
  for (const [, order] of finalMap.entries()) {
@@ -1609,7 +1681,7 @@ class OrderManager {
1609
1681
  }
1610
1682
  }
1611
1683
  this.orders = Object.freeze(finalMap);
1612
- this._setBoundary(workingBoundary);
1684
+ this._setBoundary(commitBoundary);
1613
1685
  this._gridVersion++;
1614
1686
  committed = true;
1615
1687
  // Track orderIds from successful COW commits for recovery sync protection.
@@ -1629,6 +1701,7 @@ class OrderManager {
1629
1701
  releaseStackEntry();
1630
1702
  return false;
1631
1703
  }
1704
+ this._assertGapBandIntactPostCommit();
1632
1705
  try {
1633
1706
  if (!skipRecalc) {
1634
1707
  // If the last accounting failure was due to stale accountTotals,