dexbot 1.4.2 → 1.4.4

package/dist/modules/order/utils/math.js

@@ -107,6 +107,8 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
+exports.getBtsSide = getBtsSide;
+exports.getSellStartIdx = getSellStartIdx;
 exports.calculateGapSlots = calculateGapSlots;
 exports.isPercentageString = isPercentageString;
 exports.isPositiveNumber = isPositiveNumber;
@@ -119,6 +121,8 @@ exports.isExplicitZeroAllocation = isExplicitZeroAllocation;
 exports.getPrecision = getPrecision;
 exports.computeChainFundTotals = computeChainFundTotals;
 exports.calculateAvailableFundsValue = calculateAvailableFundsValue;
+exports.computeBtsFeeImpact = computeBtsFeeImpact;
+exports.adjustBudgetForBtsFees = adjustBudgetForBtsFees;
 exports.getGridBestPrices = getGridBestPrices;
 exports.calculateSpreadFromOrders = calculateSpreadFromOrders;
 exports.resolveConfigValue = resolveConfigValue;
@@ -455,7 +459,7 @@ function calculateAvailableFundsValue(side, accountTotals, funds, assetA, assetB
     const chainFree = toFiniteNumber(side === 'buy' ? accountTotals?.buyFree : accountTotals?.sellFree);
     const virtualReservation = toFiniteNumber(side === 'buy' ? funds.virtual?.buy : funds.virtual?.sell);
     const btsFeesOwed = toFiniteNumber(funds.btsFeesOwed);
-    const btsSide = (assetA === 'BTS') ? 'sell' : (assetB === 'BTS') ? 'buy' : null;
+    const btsSide = getBtsSide(assetA, assetB);
     const btsReservationMultiplier = feeParams?.BTS_RESERVATION_MULTIPLIER ?? constants_1.FEE_PARAMETERS.BTS_RESERVATION_MULTIPLIER;
     let btsFeesReservation = 0;
     if (btsSide === side && activeOrders) {
@@ -471,26 +475,65 @@ function calculateAvailableFundsValue(side, accountTotals, funds, assetA, assetB
         const targetSell = Math.max(0, toFiniteNumber(activeOrders?.sell, 1));
         const totalTargetOrders = targetBuy + targetSell;
         const formulaBudget = calculateOrderCreationFees(assetA, assetB, totalTargetOrders, btsReservationMultiplier);
-        const effectiveMin = (configMinBtsValue != null && configMinBtsValue > 0) ? configMinBtsValue : formulaBudget;
         const btsFree = toFiniteNumber(funds?.btsBalance?.free, 0);
-        const btsDeficit = Math.max(0, effectiveMin - btsFree);
-        if (btsDeficit > 0) {
-            const allocatedBuy = toFiniteNumber(funds?.allocated?.buy, 0);
-            const allocatedSell = toFiniteNumber(funds?.allocated?.sell, 0);
-            const totalFree = allocatedBuy + allocatedSell > 0
-                ? allocatedBuy + allocatedSell
-                : toFiniteNumber(accountTotals?.buyFree, 0) + toFiniteNumber(accountTotals?.sellFree, 0);
-            if (totalFree > 0) {
-                const sideFree = allocatedBuy + allocatedSell > 0
-                    ? (side === 'buy' ? allocatedBuy : allocatedSell)
-                    : toFiniteNumber(side === 'buy' ? accountTotals?.buyFree : accountTotals?.sellFree, 0);
-                const share = sideFree / totalFree;
-                return Math.max(0, chainFree - virtualReservation - btsDeficit * share);
-            }
-        }
+        const allocatedBuy = toFiniteNumber(funds?.allocated?.buy, 0);
+        const allocatedSell = toFiniteNumber(funds?.allocated?.sell, 0);
+        const totalFree = allocatedBuy + allocatedSell > 0
+            ? allocatedBuy + allocatedSell
+            : toFiniteNumber(accountTotals?.buyFree, 0) + toFiniteNumber(accountTotals?.sellFree, 0);
+        const sideFree = allocatedBuy + allocatedSell > 0
+            ? (side === 'buy' ? allocatedBuy : allocatedSell)
+            : toFiniteNumber(side === 'buy' ? accountTotals?.buyFree : accountTotals?.sellFree, 0);
+        const impact = computeBtsFeeImpact(false, formulaBudget, configMinBtsValue ?? 0, btsFree, sideFree, totalFree);
+        return Math.max(0, chainFree - virtualReservation - impact);
     }
     return Math.max(0, chainFree - virtualReservation - currentFeesOwed - btsFeesReservation);
 }
+/**
+ * Pure BTS fee impact calculation. Returns the amount to deduct from a side's
+ * budget due to BTS fee reservation — for BTS-holding sides the full formula
+ * budget, for non-BTS sides a proportional share of any BTS deficit.
+ *
+ * Used by both calculateAvailableFundsValue (accounting path) and
+ * adjustBudgetForBtsFees (sizing path) to eliminate logic drift.
+ */
+function computeBtsFeeImpact(isBtsSide, formulaBudget, minBtsValue, btsFree, sideFree, totalFree) {
+    if (formulaBudget <= 0)
+        return 0;
+    if (isBtsSide)
+        return formulaBudget;
+    // totalFree <= 0: no funds to proportionally deduct from — return 0 so
+    // callers fall through to their own non-BTS-fee fallback (legacy path 2
+    // behavior).  The 0.5 equal-split fallback lives in adjustBudgetForBtsFees
+    // for path 1 compatibility only.
+    if (totalFree <= 0)
+        return 0;
+    const effectiveMin = (minBtsValue > 0) ? minBtsValue : formulaBudget;
+    const btsDeficit = Math.max(0, effectiveMin - btsFree);
+    if (btsDeficit <= 0)
+        return 0;
+    return btsDeficit * (sideFree / totalFree);
+}
+/**
+ * Adjust an allocated budget for BTS fee reservation.
+ * Uses computeBtsFeeImpact for proportional deduction; falls back to 0.5
+ * split when totalFree is exhausted (legacy sizing-path behavior).
+ */
+function adjustBudgetForBtsFees(allocated, isBtsSide, formulaBudget, minBtsValue, btsFree, sideFree, totalFree) {
+    if (allocated <= 0)
+        return 0;
+    const impact = computeBtsFeeImpact(isBtsSide, formulaBudget, minBtsValue, btsFree, sideFree, totalFree);
+    if (impact > 0)
+        return Math.max(0, allocated - impact);
+    if (isBtsSide)
+        return Math.max(0, allocated - formulaBudget);
+    // Legacy fallback: 0.5 equal split when totalFree is exhausted
+    const effectiveMin = (minBtsValue > 0) ? minBtsValue : formulaBudget;
+    const btsDeficit = Math.max(0, effectiveMin - btsFree);
+    if (btsDeficit > 0)
+        return Math.max(0, Math.min(allocated, allocated - btsDeficit * 0.5));
+    return allocated;
+}
 /**
  * Find the best (highest) buy price and best (lowest) sell price from active orders.
  *
@@ -629,14 +672,7 @@ function floatToBlockchainInt(floatValue, precision) {
  * @throws {Error} If precision missing for the required asset
  */
 function getPrecisionByOrderType(assets, orderType) {
-    const asset = orderType === constants_1.ORDER_TYPES.SELL ? assets?.assetA : assets?.assetB;
-    const side = orderType === constants_1.ORDER_TYPES.SELL ? 'SELL' : 'BUY';
-    if (typeof asset?.precision !== 'number') {
-        const errorMsg = `CRITICAL: Asset precision missing for ${side} orders. Asset: ${asset?.symbol || '(unknown)'}. Cannot determine blockchain precision.`;
-        mathLogger.error(`${errorMsg}`);
-        throw new Error(errorMsg);
-    }
-    return asset.precision;
+    return getPrecision(assets, { type: orderType });
 }
 /**
  * Get asset precision for a specific trading side.
@@ -647,14 +683,7 @@ function getPrecisionByOrderType(assets, orderType) {
  * @throws {Error} If precision missing
  */
 function getPrecisionForSide(assets, side) {
-    const asset = side === 'buy' ? assets?.assetB : assets?.assetA;
-    const sideUpper = side === 'buy' ? 'BUY' : 'SELL';
-    if (typeof asset?.precision !== 'number') {
-        const errorMsg = `CRITICAL: Asset precision missing for ${sideUpper} side. Asset: ${asset?.symbol || '(unknown)'}. Cannot determine blockchain precision.`;
-        mathLogger.error(`${errorMsg}`);
-        throw new Error(errorMsg);
-    }
-    return asset.precision;
+    return getPrecision(assets, { side });
 }
 /**
  * Get asset precisions for both assetA and assetB.
@@ -664,19 +693,9 @@ function getPrecisionForSide(assets, side) {
  * @throws {Error} If precision missing for either asset
  */
 function getPrecisionsForManager(assets) {
-    if (typeof assets?.assetA?.precision !== 'number') {
-        const errorMsg = `CRITICAL: Asset precision missing for assetA (${assets?.assetA?.symbol || '(unknown)'}). Cannot determine blockchain precision.`;
-        mathLogger.error(`${errorMsg}`);
-        throw new Error(errorMsg);
-    }
-    if (typeof assets?.assetB?.precision !== 'number') {
-        const errorMsg = `CRITICAL: Asset precision missing for assetB (${assets?.assetB?.symbol || '(unknown)'}). Cannot determine blockchain precision.`;
-        mathLogger.error(`${errorMsg}`);
-        throw new Error(errorMsg);
-    }
     return {
-        A: assets.assetA.precision,
-        B: assets.assetB.precision
+        A: getPrecision(assets, { type: constants_1.ORDER_TYPES.SELL }),
+        B: getPrecision(assets, { type: constants_1.ORDER_TYPES.BUY })
     };
 }
 /**
@@ -717,6 +736,17 @@ function getPrecision(assets, { type, side, proceeds = false } = {}) {
     }
     return asset.precision;
 }
+/**
+ * Determine which side holds BTS for a trading pair.
+ * Returns ORDER_TYPES.SELL if assetA is BTS, ORDER_TYPES.BUY if assetB is BTS, null otherwise.
+ */
+function getBtsSide(assetA, assetB) {
+    if (assetA === 'BTS')
+        return constants_1.ORDER_TYPES.SELL;
+    if (assetB === 'BTS')
+        return constants_1.ORDER_TYPES.BUY;
+    return null;
+}
 // ================================================================================
 // SECTION 4: PRICE OPERATIONS (PART 1 - Tolerance)
 // ================================================================================
@@ -792,7 +822,22 @@ function findPriceCollision(items, excludeId, targetPrice, targetSize, targetTyp
         const size = item.size ?? item.order?.size ?? 0;
         if (price == null || targetPrice == null)
             continue;
-        const tolerance = calculatePriceTolerance(Math.min(price, targetPrice), Math.max(size, targetSize), targetType, assets);
+        // Compute tolerance for both the target order's type and the
+        // candidate item's type, then take the minimum (most conservative).
+        // Without this, a buy-vs-sell comparison where one side uses a
+        // precision-0 asset can produce tolerance > grid increment from
+        // the MIN_ORDER_SIZE_FACTOR=50 floor alone, causing adjacent grid
+        // levels to falsely collide (see validateCreateTargetSlots layer 2
+        // comment for the full analysis).
+        const toleranceTarget = calculatePriceTolerance(Math.min(price, targetPrice), Math.max(size, targetSize), targetType, assets);
+        let tolerance = toleranceTarget;
+        const itemType = item.type ?? item.order?.type;
+        if (toleranceTarget != null && itemType != null) {
+            const toleranceItem = calculatePriceTolerance(Math.min(price, targetPrice), Math.max(size, targetSize), itemType, assets);
+            if (toleranceItem != null) {
+                tolerance = Math.min(toleranceTarget, toleranceItem);
+            }
+        }
         if (tolerance != null && Math.abs(price - targetPrice) <= tolerance) {
             return item;
         }
@@ -833,7 +878,7 @@ function validateOrderAmountsWithinLimits(amountToSell, minToReceive, sellPrecis
  * @returns {number} Minimum order size in asset units
  * @throws {Error} If precision cannot be determined
  */
-function getMinOrderSize(orderType, assets, factor = 50) {
+function getMinOrderSize(orderType, assets, factor = constants_1.GRID_LIMITS.MIN_ORDER_SIZE_FACTOR) {
     const f = Number(factor);
     if (!f || !Number.isFinite(f) || f <= 0)
         return 0;
@@ -855,7 +900,7 @@ function getMinOrderSize(orderType, assets, factor = 50) {
  * @param {number} [dustThresholdPercent=5] - Dust threshold percentage (default 5%)
  * @returns {number} Dust factor (e.g., 0.05 for 5%)
  */
-function getDustThresholdFactor(dustThresholdPercent = 5) {
+function getDustThresholdFactor(dustThresholdPercent = constants_1.GRID_LIMITS.PARTIAL_DUST_THRESHOLD_PERCENTAGE) {
     return dustThresholdPercent / 100;
 }
 /**
@@ -866,7 +911,7 @@ function getDustThresholdFactor(dustThresholdPercent = 5) {
  * @param {number} [dustThresholdPercent=5] - Threshold percentage (default 5%)
  * @returns {number} Single dust threshold (0 if idealSize invalid)
  */
-function getSingleDustThreshold(idealSize, dustThresholdPercent = 5) {
+function getSingleDustThreshold(idealSize, dustThresholdPercent = constants_1.GRID_LIMITS.PARTIAL_DUST_THRESHOLD_PERCENTAGE) {
     if (!idealSize || idealSize <= 0)
         return 0;
     return idealSize * getDustThresholdFactor(dustThresholdPercent);
@@ -880,7 +925,7 @@ function getSingleDustThreshold(idealSize, dustThresholdPercent = 5) {
  * @param {number} [dustThresholdPercent=5] - Threshold percentage (default 5%)
  * @returns {number} Double dust threshold (0 if idealSize invalid)
  */
-function getDoubleDustThreshold(idealSize, dustThresholdPercent = 5) {
+function getDoubleDustThreshold(idealSize, dustThresholdPercent = constants_1.GRID_LIMITS.PARTIAL_DUST_THRESHOLD_PERCENTAGE) {
     if (!idealSize || idealSize <= 0)
         return 0;
     return idealSize * getDustThresholdFactor(dustThresholdPercent) * 2;
@@ -893,7 +938,7 @@ function getDoubleDustThreshold(idealSize, dustThresholdPercent = 5) {
  * @param {number} [minFactor=50] - Minimum size factor (default 50)
  * @returns {number} Minimum order size in asset units
  */
-function getMinAbsoluteOrderSize(orderType, assets, minFactor = 50) {
+function getMinAbsoluteOrderSize(orderType, assets, minFactor = constants_1.GRID_LIMITS.MIN_ORDER_SIZE_FACTOR) {
     return getMinOrderSize(orderType, assets, minFactor);
 }
 /**
@@ -908,7 +953,7 @@ function getMinAbsoluteOrderSize(orderType, assets, minFactor = 50) {
  * @param {number} [dustThresholdPercent=5] - Dust threshold percentage (default 5%)
  * @returns {Object} Validation result {isValid, reason, minAbsoluteSize, minDustSize}
  */
-function validateOrderSize(orderSize, orderType, assets, minFactor = 50, idealSize = null, dustThresholdPercent = 5) {
+function validateOrderSize(orderSize, orderType, assets, minFactor = constants_1.GRID_LIMITS.MIN_ORDER_SIZE_FACTOR, idealSize = null, dustThresholdPercent = constants_1.GRID_LIMITS.PARTIAL_DUST_THRESHOLD_PERCENTAGE) {
     const orderSizeFloat = toFiniteNumber(orderSize);
     const minAbsoluteSize = getMinAbsoluteOrderSize(orderType, assets, minFactor);
     let precision = null;
@@ -1155,11 +1200,12 @@ function deductOrderFeesFromFunds(buyFunds, sellFunds, fees, config, logger = nu
     let finalBuy = buyFunds;
     let finalSell = sellFunds;
     if (fees > 0) {
-        if (config?.assetB === 'BTS') {
+        const btsOrderType = getBtsSide(config?.assetA, config?.assetB);
+        if (btsOrderType === constants_1.ORDER_TYPES.BUY) {
             finalBuy = Math.max(0, buyFunds - fees);
             logger?.log?.(`Reduced available BTS (buy) funds by ${Format.formatAmount8(fees)}`, 'info');
         }
-        else if (config?.assetA === 'BTS') {
+        else if (btsOrderType === constants_1.ORDER_TYPES.SELL) {
             finalSell = Math.max(0, sellFunds - fees);
             logger?.log?.(`Reduced available BTS (sell) funds by ${Format.formatAmount8(fees)}`, 'info');
         }
@@ -1216,6 +1262,13 @@ function calculateGapSlots(incrementPercent, targetSpreadPercent, gridLimits = {
     const requiredSteps = Math.ceil(Math.log(1 + (effectiveTargetSpread / 100)) / Math.log(step));
     return Math.max(MIN_SPREAD_ORDERS, requiredSteps - 1);
 }
+/**
+ * Calculate sell start index from boundary index and gap slots.
+ * sellStartIdx = boundaryIdx + gapSlots + 1
+ */
+function getSellStartIdx(boundaryIdx, gapSlots) {
+    return Number(boundaryIdx ?? 0) + Number(gapSlots) + 1;
+}
 /**
  * Round a value to a given factor.
  * @param {number} value - Value to round

package/dist/modules/order/utils/math.js.map

@@ -1 +1 @@
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package/dist/modules/order/utils/order.d.ts.map

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

@@ -783,7 +783,7 @@ function isOrderHealthy(size, type, assets, idealSize) {
         return false;
     if (!Number.isFinite(numericIdeal) || numericIdeal <= 0)
         return false;
-    return MathUtils.validateOrderSize(numericSize, type, assets, 50, numericIdeal, 5).isValid;
+    return MathUtils.validateOrderSize(numericSize, type, assets, constants_1.GRID_LIMITS.MIN_ORDER_SIZE_FACTOR, numericIdeal, constants_1.GRID_LIMITS.PARTIAL_DUST_THRESHOLD_PERCENTAGE).isValid;
 }
 /**
  * Check if any size in array falls below threshold.
@@ -879,7 +879,7 @@ function assignGridRoles(allSlots, boundaryIdx, gapSlots, ORDER_TYPES, _ORDER_ST
     const assignOnChain = options.assignOnChain === true;
     const getCurrentSlot = (typeof options.getCurrentSlot === 'function') ? options.getCurrentSlot : null;
     const buyEndIdx = boundaryIdx;
-    const sellStartIdx = boundaryIdx + gapSlots + 1;
+    const sellStartIdx = MathUtils.getSellStartIdx(boundaryIdx, gapSlots);
     return allSlots.map((slot, i) => {
         const liveSlot = getCurrentSlot ? (getCurrentSlot(slot.id) || slot) : slot;
         const canAssign = assignOnChain || !isOrderOnChain(liveSlot);
@@ -1192,18 +1192,7 @@ function deriveTargetBoundary(fills, currentBoundaryIdx, allSlots, config, gapSl
  * @returns {number} Budget adjusted for BTS fee reservation
  */
 function adjustBudgetForBtsFees(allocated, isBtsSide, formulaBudget, minBtsValue, btsFree, sideFree, totalFree) {
-    if (allocated <= 0)
-        return 0;
-    if (isBtsSide) {
-        return Math.max(0, allocated - formulaBudget);
-    }
-    const effectiveMin = (minBtsValue > 0) ? minBtsValue : formulaBudget;
-    const btsDeficit = Math.max(0, effectiveMin - btsFree);
-    if (btsDeficit > 0) {
-        const share = totalFree > 0 ? sideFree / totalFree : 0.5;
-        return Math.max(0, Math.min(allocated, allocated - btsDeficit * share));
-    }
-    return allocated;
+    return MathUtils.adjustBudgetForBtsFees(allocated, isBtsSide, formulaBudget, minBtsValue, btsFree, sideFree, totalFree);
 }
 /**
  * Calculate side budget after BTS fee deduction.
@@ -1219,15 +1208,16 @@ function getSideBudget(side, funds, config, totalTarget) {
     const allocated = isBuy ? (funds.allocatedBuy || 0) : (funds.allocatedSell || 0);
     if (allocated <= 0)
         return 0;
-    const isBtsSide = (isBuy && config.assetB === 'BTS') || (!isBuy && config.assetA === 'BTS');
-    if (isBtsSide) {
-        const btsFees = MathUtils.calculateOrderCreationFees(config.assetA, config.assetB, totalTarget, config?.feeParams?.BTS_RESERVATION_MULTIPLIER ?? constants_1.FEE_PARAMETERS.BTS_RESERVATION_MULTIPLIER);
-        return Math.max(0, allocated - btsFees);
-    }
-    if (!funds.btsBalance)
+    const btsOrderType = MathUtils.getBtsSide(config?.assetA, config?.assetB);
+    const isBtsSide = isBuy ? (btsOrderType === constants_1.ORDER_TYPES.BUY) : (btsOrderType === constants_1.ORDER_TYPES.SELL);
+    // Non-BTS side without btsBalance data: no fee adjustment to make.
+    if (!isBtsSide && !funds.btsBalance)
         return allocated;
     const btsReservationMultiplier = config?.feeParams?.BTS_RESERVATION_MULTIPLIER ?? constants_1.FEE_PARAMETERS.BTS_RESERVATION_MULTIPLIER;
     const formulaBudget = MathUtils.calculateOrderCreationFees(config.assetA, config.assetB, totalTarget, btsReservationMultiplier);
+    if (isBtsSide) {
+        return adjustBudgetForBtsFees(allocated, true, formulaBudget, 0, 0, 0, 0);
+    }
     return adjustBudgetForBtsFees(allocated, false, formulaBudget, config.min_BTS_value || 0, funds.btsBalance?.free || 0, isBuy ? (funds.allocatedBuy || funds.chainFreeBuy || 0) : (funds.allocatedSell || funds.chainFreeSell || 0), (funds.allocatedBuy || funds.chainFreeBuy || 0) + (funds.allocatedSell || funds.chainFreeSell || 0));
 }
 /**