dexbot 1.4.24 → 1.4.25

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

@@ -76,6 +76,7 @@ import * as Format from '../format.js';
 import Logger from '../../order/logger.js';
 import * as fundRegistry from '../../fund_registry.js';
 import { getErrorMessage } from '../../utils/errors.js';
+import { parseSlotIndex } from './slot.js';
 const { isValidNumber, toFiniteNumber } = Format;
 const mathLogger = new Logger('Math');
 const MAX_INT64 = 9223372036854775807;
@@ -814,6 +815,72 @@ function findPriceCollision(items, excludeId, targetPrice, targetSize, targetTyp
     }
     return null;
 }
+/**
+ * Find an opposite-side order that a candidate placement would CROSS.
+ *
+ * A BUY at `price` crosses every SELL priced at or below it (within price
+ * tolerance); a SELL at `price` crosses every BUY priced at or above it.
+ * A crossing placement that broadcasts while the crossed order is still
+ * live self-trades against our own book: BitShares has no self-trade
+ * prevention, and the COW rebalance broadcasts in 4-op chunks over ~30s,
+ * so a re-priced buy lands several chunks before the crossed sell's
+ * cancel confirms (production incident: multiple self-fills where the
+ * sell ladder was re-priced into marketable buys, triggering a fatal
+ * fund assertion).
+ *
+ * Unlike findPriceCollision (same-price check), this catches crossings at
+ * ANY price overlap and is intended for the re-pricing UPDATE / CREATE
+ * paths. The caller decides the exemption policy (e.g. crossed orders
+ * cancelled earlier in the same plan).
+ *
+ * @param {Iterable<any>} items - Candidate orders (e.g. manager.orders.values())
+ * @param {number} price - Candidate placement price
+ * @param {string} type - Candidate placement type (ORDER_TYPES.BUY / SELL)
+ * @param {any} assets - Asset metadata (precisions) for tolerance
+ * @param {((item: any) => boolean)|null} [isValid] - Optional filter
+ * @returns {any|null} The first crossed order, or null when the placement crosses nothing
+ */
+function findCrossedOrder(items, price, type, assets, isValid) {
+    if (price == null || !Number.isFinite(Number(price)) || type == null)
+        return null;
+    for (const item of items) {
+        if (!item || (isValid && !isValid(item)))
+            continue;
+        const itemType = item.type ?? item.order?.type;
+        if (itemType == null || itemType === type)
+            continue;
+        const itemPrice = item.price ?? item.order?.price;
+        if (itemPrice == null || !Number.isFinite(Number(itemPrice)))
+            continue;
+        // Tolerance-widened crossing test. The forbidden band extends from
+        // the candidate price INTO the crossing direction by the price
+        // tolerance, so an opposite-side order within tolerance of the
+        // candidate price is flagged (re-pricing onto it would self-trade
+        // at precision dust). The comparison alone decides the outcome —
+        // do not pre-gate on the raw inequality, or near-equality cases
+        // (sell priced a dust-width above the candidate buy) escape.
+        const combinedSize = Math.max(item.size ?? item.order?.size ?? 0, 0);
+        const toleranceTarget = calculatePriceTolerance(Math.min(itemPrice, price), combinedSize, type, assets);
+        let tolerance = toleranceTarget;
+        if (toleranceTarget != null && itemType != null) {
+            const toleranceItem = calculatePriceTolerance(Math.min(itemPrice, price), combinedSize, itemType, assets);
+            if (toleranceItem != null) {
+                tolerance = Math.min(toleranceTarget, toleranceItem);
+            }
+        }
+        if (tolerance == null)
+            continue;
+        if (type === ORDER_TYPES.BUY) {
+            if (Number(itemPrice) <= Number(price) + tolerance)
+                return item;
+        }
+        else {
+            if (Number(itemPrice) >= Number(price) - tolerance)
+                return item;
+        }
+    }
+    return null;
+}
 /**
  * Validate order amounts are within blockchain limits (0 < INT64_MAX).
  * Converts floats to blockchain integers and checks they fit in signed 64-bit integers.
@@ -1278,7 +1345,7 @@ function resolveGapBand(manager) {
  *   band (stranding).  Honest writers never produce this — the promotion walk
  *   caps depth upstream and syncBoundaryToFunds clamps between typed rails —
  *   so it is OFF at commit time (a refusal could not repair the placement
- *   anyway; _assertGapBandIntactPostCommit detects it post-commit) but ON for
+ *   anyway) but ON for
  *   persisted-state validation, where stranding is exactly the poison
  *   signature and the safe fallback is a rebuild.
  *
@@ -1422,19 +1489,17 @@ function countGapBandSpread(manager, orders, resolveIndex) {
  *   the SELL start cannot be derived, so the slot is not excluded.
  * @param {string} orderType - ORDER_TYPES.BUY or ORDER_TYPES.SELL.
  * @param {any} slot - Grid slot (or any object exposing an id like `slot-3`);
- *   slots with an unparseable id are not excluded.
- * @returns {boolean} true when the slot sits inside the requested rail (or its
- *   geometry cannot be determined), false when it sits outside the rail.
+ *   slots with an unparseable id are excluded (returns false).
+ * @returns {boolean} true when the slot sits inside the requested rail, false
+ *   when it sits outside the rail or its geometry cannot be determined (fail-closed).
  */
 function isSlotInRail(boundaryIdx, gapSlots, orderType, slot) {
     if (boundaryIdx == null || !Number.isFinite(Number(boundaryIdx)))
         return true;
-    const match = /^slot-(\d+)$/.exec(String(slot?.id ?? ''));
-    if (!match)
-        return true;
-    const idx = parseInt(match[1], 10);
-    if (!Number.isFinite(idx))
-        return true;
+    const parsed = parseSlotIndex(slot?.id);
+    if (parsed === null)
+        return false;
+    const idx = parsed;
     if (orderType === ORDER_TYPES.BUY)
         return idx <= Number(boundaryIdx);
     if (orderType !== ORDER_TYPES.SELL)
@@ -1444,7 +1509,106 @@ function isSlotInRail(boundaryIdx, gapSlots, orderType, slot) {
         return true;
     return idx >= sellStartIdx;
 }
-export { getBtsSide, getSellStartIdx, resolveGapBand, countGapBandSpread, calculateGapSlots, isSlotInRail, validateBoundaryCommit, validatePersistedBoundary, resolveGapSlots, isPercentageString, isPositiveNumber, isPositiveNumberOrPercent, isPositiveInt, parsePercentageString, toDecimal, resolveRelativePrice, parseRelativeMultiplier, validateGridPriceBounds, isExplicitZeroAllocation, getPrecision, computeChainFundTotals, calculateAvailableFundsValue, computeBtsFeeImpact, adjustBudgetForBtsFees, getGridBestPrices, calculateSpreadFromOrders, resolveConfigValue, resolveConfigValueWithRegistry, hasValidAccountTotals, blockchainToFloat, floatToBlockchainInt, quantizeFloat, normalizeInt, getPrecisionByOrderType, getPrecisionsForManager, getPrecisionSlack, quantumForPrecision, calculatePriceTolerance, findPriceCollision, validateOrderAmountsWithinLimits, getMinOrderSize, getDustThresholdFactor, getSingleDustThreshold, getDoubleDustThreshold, validateOrderSize, getAssetFees, getAssetFeesSafe, allocateFundsByWeights, calculateOrderSizes, calculateRotationOrderSizes, calculateGridSideDivergenceMetric, calculateOrderCreationFees, calculateSwapInAmount, _setFeeCache, cloneWeightDistribution, clamp, roundTo, fixedTo, roundToDecimals };
+function hashPriceLevels(priceLevels) {
+    // Simple deterministic hash: join with high precision and hash via tiny FNV.
+    const str = priceLevels.map(p => p.toFixed(12)).join('|');
+    let h = 2166136261;
+    for (let i = 0; i < str.length; i++) {
+        h ^= str.charCodeAt(i);
+        h = Math.imul(h, 16777619);
+    }
+    return (h >>> 0).toString(16).padStart(8, '0');
+}
+function priceLevelsForGenesis(genesis) {
+    return [...genesis.priceLevels];
+}
+function priceForSlot(idx, genesis) {
+    if (!genesis || !Array.isArray(genesis.priceLevels))
+        throw new Error('Invalid genesis for priceForSlot');
+    if (idx < 0 || idx >= genesis.priceLevels.length)
+        throw new Error(`Slot index ${idx} out of bounds (0..${genesis.priceLevels.length - 1})`);
+    return genesis.priceLevels[idx];
+}
+function slotIndexForPrice(price, genesis) {
+    const levels = genesis?.priceLevels;
+    if (!Array.isArray(levels) || levels.length === 0)
+        throw new Error('Invalid genesis priceLevels for slotIndexForPrice');
+    if (!Number.isFinite(price))
+        throw new Error(`slotIndexForPrice: non-finite price ${price}`);
+    if (price <= levels[0])
+        return 0;
+    if (price >= levels[levels.length - 1])
+        return levels.length - 1;
+    // Binary search for nearest index (levels are sorted ascending).
+    let lo = 0;
+    let hi = levels.length - 1;
+    while (lo <= hi) {
+        const mid = (lo + hi) >> 1;
+        const midPrice = levels[mid];
+        if (midPrice === price)
+            return mid;
+        if (midPrice < price)
+            lo = mid + 1;
+        else
+            hi = mid - 1;
+    }
+    // lo is insertion point, hi = lo - 1
+    const lower = hi;
+    const upper = lo;
+    if (lower < 0)
+        return upper;
+    if (upper >= levels.length)
+        return lower;
+    const diffLower = Math.abs(price - levels[lower]);
+    const diffUpper = Math.abs(levels[upper] - price);
+    // Tie → lower wins (deterministic)
+    return diffLower <= diffUpper ? lower : upper;
+}
+function slotIdForPrice(price, genesis) {
+    return `slot-${slotIndexForPrice(price, genesis)}`;
+}
+function assertSlotPriceInvariant(slot, genesis) {
+    const idx = parseSlotIndex(slot?.id);
+    if (idx === null)
+        throw new Error(`assertSlotPriceInvariant: unparseable slot id ${slot?.id}`);
+    const expected = priceForSlot(idx, genesis);
+    // Use blockchain integer equality for single-epsilon check.
+    // Need asset precision: fall back to generic epsilon if unknown.
+    // For invariant we use absolute relative tolerance 1e-9 or integer check when precision known.
+    const price = Number(slot.price);
+    if (!Number.isFinite(price))
+        throw new Error(`assertSlotPriceInvariant: slot ${slot.id} has non-finite price`);
+    // If slot has no asset context, use tight epsilon.
+    const diff = Math.abs(price - expected);
+    const rel = diff / Math.max(1e-12, Math.abs(expected));
+    if (rel > 1e-9 && diff > 1e-12) {
+        throw new Error(`Slot price invariant violated for ${slot.id}: price ${price} != expected ${expected} (idx ${idx})`);
+    }
+}
+function priceSlotEqual(a, b, precision) {
+    if (!Number.isFinite(a) || !Number.isFinite(b))
+        return false;
+    if (!Number.isFinite(precision))
+        return a === b;
+    try {
+        return floatToBlockchainInt(a, precision) === floatToBlockchainInt(b, precision);
+    }
+    catch {
+        return a === b;
+    }
+}
+function buildGenesisFromPriceLevels(startPrice, incrementPercent, gapSlots, priceLevels) {
+    const hash = hashPriceLevels(priceLevels);
+    return {
+        startPrice,
+        incrementPercent,
+        gapSlots,
+        priceLevels: [...priceLevels],
+        priceLevelsHash: hash,
+        createdAt: Date.now()
+    };
+}
+export { getBtsSide, getSellStartIdx, resolveGapBand, countGapBandSpread, calculateGapSlots, isSlotInRail, validateBoundaryCommit, validatePersistedBoundary, resolveGapSlots, isPercentageString, isPositiveNumber, isPositiveNumberOrPercent, isPositiveInt, parsePercentageString, toDecimal, resolveRelativePrice, parseRelativeMultiplier, validateGridPriceBounds, isExplicitZeroAllocation, getPrecision, computeChainFundTotals, calculateAvailableFundsValue, computeBtsFeeImpact, adjustBudgetForBtsFees, getGridBestPrices, calculateSpreadFromOrders, resolveConfigValue, resolveConfigValueWithRegistry, hasValidAccountTotals, blockchainToFloat, floatToBlockchainInt, quantizeFloat, normalizeInt, getPrecisionByOrderType, getPrecisionsForManager, getPrecisionSlack, quantumForPrecision, calculatePriceTolerance, findPriceCollision, findCrossedOrder, validateOrderAmountsWithinLimits, getMinOrderSize, getDustThresholdFactor, getSingleDustThreshold, getDoubleDustThreshold, validateOrderSize, getAssetFees, getAssetFeesSafe, allocateFundsByWeights, calculateOrderSizes, calculateRotationOrderSizes, calculateGridSideDivergenceMetric, calculateOrderCreationFees, calculateSwapInAmount, _setFeeCache, cloneWeightDistribution, clamp, roundTo, fixedTo, roundToDecimals, priceLevelsForGenesis, priceForSlot, slotIndexForPrice, slotIdForPrice, assertSlotPriceInvariant, priceSlotEqual, buildGenesisFromPriceLevels, hashPriceLevels };
 /**
  * Round a value to a given factor.
  * @param {number} value - Value to round

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

@@ -199,6 +199,12 @@ declare function correctOrderPriceOnChain(manager: any, correctionInfo: any, acc
     orderGone: boolean;
     skipped?: undefined;
     cancelled?: undefined;
+} | {
+    success: boolean;
+    skipped: boolean;
+    error: string;
+    cancelled?: undefined;
+    orderGone?: undefined;
 } | {
     success: boolean;
     error: string;
@@ -214,7 +220,8 @@ declare function correctOrderPriceOnChain(manager: any, correctionInfo: any, acc
 }>;
 /**
  * Correct all pending price mismatches atomically.
- * Processes corrections sequentially with sync delays between operations.
+ * Cancel-type corrections (duplicate orphans, surplus) are batched into
+ * chunked multi-op transactions; price updates run sequentially.
  *
  * @param {Object} manager - OrderManager instance
  * @param {string} accountName - Account name for blockchain transactions
@@ -321,12 +328,8 @@ declare function convertToSpreadPlaceholder(order: any): any;
  */
 declare function resolveSpreadOrderSide(price: any, startPrice: any): string;
 /**
- * Parse a grid slot id ("slot-123") to its rail index. Slot ids are assigned
- * in ascending price order at grid generation (grid.ts), so the index is
- * strictly price-monotonic and can be compared exactly where float prices
- * would risk rounding ambiguity (adjacent levels can round to the same
- * price). Returns null when the id is not a grid slot id (e.g. orphan fills
- * with chain-derived ids) so callers can fall back to price comparison.
+ * Parse a grid slot id ("slot-123") to its rail index. Delegates to
+ * shared slot.ts single source (GRID_PRICE_SLOT_DETERMINISM_PLAN §2.1).
  * @param {any} id - grid slot id string
  * @returns {number|null}
  */
@@ -615,15 +618,13 @@ declare function ordersEqual(a: any, b: any, options?: {
  */
 declare function buildDelta(masterGrid: any, workingGrid: any, options?: any): any[];
 /**
- * Determine new boundary based on fills and current state.
+ * Check whether a fill is eligible to drive boundary shift / rotation.
+ * Partials only count when they are delayed-rotation triggers.
  *
- * @param {Array} fills - Recent fill events
- * @param {number|null} currentBoundaryIdx - Current boundary index
- * @param {Array} allSlots - All grid slots sorted by price
- * @param {Object} config - Bot configuration
- * @param {number} gapSlots - Number of spread gap slots
- * @returns {number} New boundary index
+ * @param {Object} fill - Fill event
+ * @returns {boolean} True when the fill may shift the boundary
  */
+declare function isShiftEligibleFill(fill: any): boolean;
 declare function deriveTargetBoundary(fills: any, currentBoundaryIdx: any, allSlots: any, config: any, gapSlots: any, crossChunkBudget?: number | null): {
     boundaryIdx: number;
     remainingBudget: number;
@@ -658,5 +659,5 @@ declare function getSideBudget(side: any, funds: any, config: any, totalTarget:
  * @returns {Array} Array of calculated sizes
  */
 declare function calculateBudgetedSizes(slots: any, side: any, budget: any, weightDist: any, incrementPercent: any, assets: any): any[];
-export { parseChainOrder, findMatchingGridOrderByOpenOrder, applyChainSizeToGridOrder, buildFillKey, correctOrderPriceOnChain, correctAllPriceMismatches, buildCreateOrderArgs, getOrderTypeFromUpdatedFlags, resolveConfiguredPriceBound, virtualizeOrder, convertToSpreadPlaceholder, resolveSpreadOrderSide, chainOrderMatchesSlot, parseSlotIndex, filterOrdersByType, buildOutsideInPairGroups, extractBatchOperationResults, formatUnmatchedChainOrder, isOrderOnChain, isOrderVirtual, hasOnChainId, isOrderPlaced, isPhantomOrder, isSlotAvailable, isEmptyGridSlot, isOrderHealthy, checkSizeThreshold, checkSizesBeforeMinimum, calculateIdealBoundary, calculateFundDrivenBoundary, assignGridRoles, resolveOnChainRetypeType, shouldFlagOutOfSpread, buildIndexes, validateIndexes, ordersEqual, buildDelta, getOrderSize, deriveTargetBoundary, getActiveOrdersTotal, getSideBudget, calculateBudgetedSizes, buildCreateOpFingerprint, isOrderGoneErrorMessage, recordDuplicateOrphanDetection, clearDuplicateOrphanDetection, duplicateOrphanLogInfo };
+export { parseChainOrder, findMatchingGridOrderByOpenOrder, applyChainSizeToGridOrder, buildFillKey, correctOrderPriceOnChain, correctAllPriceMismatches, buildCreateOrderArgs, getOrderTypeFromUpdatedFlags, resolveConfiguredPriceBound, virtualizeOrder, convertToSpreadPlaceholder, resolveSpreadOrderSide, chainOrderMatchesSlot, parseSlotIndex, filterOrdersByType, buildOutsideInPairGroups, extractBatchOperationResults, formatUnmatchedChainOrder, isOrderOnChain, isOrderVirtual, hasOnChainId, isOrderPlaced, isPhantomOrder, isSlotAvailable, isEmptyGridSlot, isOrderHealthy, checkSizeThreshold, checkSizesBeforeMinimum, calculateIdealBoundary, calculateFundDrivenBoundary, assignGridRoles, resolveOnChainRetypeType, shouldFlagOutOfSpread, buildIndexes, validateIndexes, ordersEqual, buildDelta, getOrderSize, deriveTargetBoundary, isShiftEligibleFill, getActiveOrdersTotal, getSideBudget, calculateBudgetedSizes, buildCreateOpFingerprint, isOrderGoneErrorMessage, recordDuplicateOrphanDetection, clearDuplicateOrphanDetection, duplicateOrphanLogInfo };
 //# sourceMappingURL=order.d.ts.map

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

@@ -1 +1 @@
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