dexbot 1.4.24 → 1.4.25

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 +39 -0
  2. package/README.md +1 -0
  3. package/analysis/README.md +49 -0
  4. package/analysis/ama_fitting/package.json +1 -1
  5. package/analysis/grid_correction_check.ts +896 -0
  6. package/analysis/trend_detection/package.json +1 -1
  7. package/claw/package.json +1 -1
  8. package/claw/runtimes/openclaw-plugin/openclaw.plugin.json +1 -1
  9. package/claw/runtimes/openclaw-plugin/package.json +1 -1
  10. package/claw/tests/test_claw_mcp_transport.ts +2 -2
  11. package/dist/analysis/grid_correction_check.d.ts +90 -0
  12. package/dist/analysis/grid_correction_check.d.ts.map +1 -0
  13. package/dist/analysis/grid_correction_check.js +861 -0
  14. package/dist/analysis/grid_correction_check.js.map +1 -0
  15. package/dist/dexbot.d.ts.map +1 -1
  16. package/dist/dexbot.js +62 -6
  17. package/dist/dexbot.js.map +1 -1
  18. package/dist/modules/account_bots.d.ts.map +1 -1
  19. package/dist/modules/account_bots.js +53 -5
  20. package/dist/modules/account_bots.js.map +1 -1
  21. package/dist/modules/account_orders.d.ts +7 -10
  22. package/dist/modules/account_orders.d.ts.map +1 -1
  23. package/dist/modules/account_orders.js +26 -2
  24. package/dist/modules/account_orders.js.map +1 -1
  25. package/dist/modules/chain_orders.d.ts.map +1 -1
  26. package/dist/modules/chain_orders.js +21 -2
  27. package/dist/modules/chain_orders.js.map +1 -1
  28. package/dist/modules/config.d.ts.map +1 -1
  29. package/dist/modules/config.js +27 -0
  30. package/dist/modules/config.js.map +1 -1
  31. package/dist/modules/constants.d.ts +14 -1
  32. package/dist/modules/constants.d.ts.map +1 -1
  33. package/dist/modules/constants.js +57 -6
  34. package/dist/modules/constants.js.map +1 -1
  35. package/dist/modules/dexbot_class.d.ts +24 -0
  36. package/dist/modules/dexbot_class.d.ts.map +1 -1
  37. package/dist/modules/dexbot_class.js +66 -12
  38. package/dist/modules/dexbot_class.js.map +1 -1
  39. package/dist/modules/dexbot_cow_runtime.d.ts +22 -17
  40. package/dist/modules/dexbot_cow_runtime.d.ts.map +1 -1
  41. package/dist/modules/dexbot_cow_runtime.js +646 -128
  42. package/dist/modules/dexbot_cow_runtime.js.map +1 -1
  43. package/dist/modules/dexbot_fill_runtime.d.ts +11 -1
  44. package/dist/modules/dexbot_fill_runtime.d.ts.map +1 -1
  45. package/dist/modules/dexbot_fill_runtime.js +108 -1
  46. package/dist/modules/dexbot_fill_runtime.js.map +1 -1
  47. package/dist/modules/dexbot_maintenance_runtime.d.ts +17 -1
  48. package/dist/modules/dexbot_maintenance_runtime.d.ts.map +1 -1
  49. package/dist/modules/dexbot_maintenance_runtime.js +215 -26
  50. package/dist/modules/dexbot_maintenance_runtime.js.map +1 -1
  51. package/dist/modules/dexbot_startup_runtime.d.ts +1 -0
  52. package/dist/modules/dexbot_startup_runtime.d.ts.map +1 -1
  53. package/dist/modules/dexbot_startup_runtime.js +58 -7
  54. package/dist/modules/dexbot_startup_runtime.js.map +1 -1
  55. package/dist/modules/dexbot_state_recovery.d.ts.map +1 -1
  56. package/dist/modules/dexbot_state_recovery.js +55 -3
  57. package/dist/modules/dexbot_state_recovery.js.map +1 -1
  58. package/dist/modules/graceful_shutdown.d.ts +12 -1
  59. package/dist/modules/graceful_shutdown.d.ts.map +1 -1
  60. package/dist/modules/graceful_shutdown.js +39 -1
  61. package/dist/modules/graceful_shutdown.js.map +1 -1
  62. package/dist/modules/key_store.d.ts.map +1 -1
  63. package/dist/modules/key_store.js +38 -1
  64. package/dist/modules/key_store.js.map +1 -1
  65. package/dist/modules/order/accounting.d.ts.map +1 -1
  66. package/dist/modules/order/accounting.js +20 -3
  67. package/dist/modules/order/accounting.js.map +1 -1
  68. package/dist/modules/order/grid.d.ts +1 -1
  69. package/dist/modules/order/grid.d.ts.map +1 -1
  70. package/dist/modules/order/grid.js +288 -31
  71. package/dist/modules/order/grid.js.map +1 -1
  72. package/dist/modules/order/grid_reconcile.d.ts +4 -2
  73. package/dist/modules/order/grid_reconcile.d.ts.map +1 -1
  74. package/dist/modules/order/grid_reconcile.js +242 -222
  75. package/dist/modules/order/grid_reconcile.js.map +1 -1
  76. package/dist/modules/order/grid_reconcile_internal.d.ts +11 -1
  77. package/dist/modules/order/grid_reconcile_internal.d.ts.map +1 -1
  78. package/dist/modules/order/grid_reconcile_internal.js +132 -6
  79. package/dist/modules/order/grid_reconcile_internal.js.map +1 -1
  80. package/dist/modules/order/manager.d.ts +68 -14
  81. package/dist/modules/order/manager.d.ts.map +1 -1
  82. package/dist/modules/order/manager.js +241 -52
  83. package/dist/modules/order/manager.js.map +1 -1
  84. package/dist/modules/order/strategy.d.ts.map +1 -1
  85. package/dist/modules/order/strategy.js +25 -8
  86. package/dist/modules/order/strategy.js.map +1 -1
  87. package/dist/modules/order/sync_engine.d.ts.map +1 -1
  88. package/dist/modules/order/sync_engine.js +261 -166
  89. package/dist/modules/order/sync_engine.js.map +1 -1
  90. package/dist/modules/order/utils/math.d.ts +47 -5
  91. package/dist/modules/order/utils/math.d.ts.map +1 -1
  92. package/dist/modules/order/utils/math.js +175 -11
  93. package/dist/modules/order/utils/math.js.map +1 -1
  94. package/dist/modules/order/utils/order.d.ts +16 -15
  95. package/dist/modules/order/utils/order.d.ts.map +1 -1
  96. package/dist/modules/order/utils/order.js +199 -32
  97. package/dist/modules/order/utils/order.js.map +1 -1
  98. package/dist/modules/order/utils/slot.d.ts +8 -0
  99. package/dist/modules/order/utils/slot.d.ts.map +1 -0
  100. package/dist/modules/order/utils/slot.js +16 -0
  101. package/dist/modules/order/utils/slot.js.map +1 -0
  102. package/dist/modules/order/utils/system.d.ts.map +1 -1
  103. package/dist/modules/order/utils/system.js +3 -2
  104. package/dist/modules/order/utils/system.js.map +1 -1
  105. package/dist/modules/order/utils/validate.d.ts +5 -8
  106. package/dist/modules/order/utils/validate.d.ts.map +1 -1
  107. package/dist/modules/order/utils/validate.js +64 -82
  108. package/dist/modules/order/utils/validate.js.map +1 -1
  109. package/dist/modules/order/working_grid.d.ts +5 -0
  110. package/dist/modules/order/working_grid.d.ts.map +1 -1
  111. package/dist/modules/order/working_grid.js +21 -0
  112. package/dist/modules/order/working_grid.js.map +1 -1
  113. package/dist/modules/paths.d.ts +4 -2
  114. package/dist/modules/paths.d.ts.map +1 -1
  115. package/dist/modules/paths.js +79 -24
  116. package/dist/modules/paths.js.map +1 -1
  117. package/dist/scripts/analyze-orders.d.ts.map +1 -1
  118. package/dist/scripts/analyze-orders.js +23 -2
  119. package/dist/scripts/analyze-orders.js.map +1 -1
  120. package/dist/scripts/generate_market_adapter_whitelist.d.ts +2 -5
  121. package/dist/scripts/generate_market_adapter_whitelist.d.ts.map +1 -1
  122. package/dist/scripts/generate_market_adapter_whitelist.js +83 -1
  123. package/dist/scripts/generate_market_adapter_whitelist.js.map +1 -1
  124. package/docs/DEXBOT_COMPARISON.md +11 -11
  125. package/docs/EVOLUTION.md +9 -8
  126. package/docs/FUND_MOVEMENT_AND_ACCOUNTING.md +1 -1
  127. package/docs/GRID_RECALCULATION.md +6 -0
  128. package/docs/README.md +2 -2
  129. package/market_adapter/README.md +10 -0
  130. package/package.json +2 -1
  131. package/scripts/README.md +4 -0
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package/dist/modules/order/utils/validate.d.ts CHANGED
@@ -142,17 +142,14 @@ declare function hasExecutableActions(rebalanceResult: any): boolean;
142
142
  * and that no CREATE price collides with an existing placed order or unmatched
143
143
  * on-chain order. Checks four layers:
144
144
  * 1. Slot occupancy — target grid slot already has a placed order
145
- * 2. Master grid price collision — a placed order in the grid has the same price
146
- * 3. Chain orphan collision — an unmatched on-chain order has the same price
147
- * 4. Same-batch duplicate — two CREATEs in the same batch have identical prices
145
+ * 2. Master grid slot collision — same slotId already placed (priceSlotEqual)
146
+ * 3. Chain orphan slot collision — chain order's nearest slotId equals target slotId
147
+ * 4. Same-batch duplicate slotId — two CREATEs target same slotId
148
148
  *
149
149
  * Cancel and rotation-released slots are considered free.
150
150
  *
151
151
  * Returns violating target IDs alongside violations so the caller can skip
152
- * individual violating CREATEs instead of aborting the entire batch. This
153
- * prevents false-positive tolerance collisions (e.g. precision-0 assets
154
- * where calculatePriceTolerance exceeds the grid increment) from killing
155
- * all other CREATE/UPDATE/CANCEL actions in the same batch.
152
+ * individual violating CREATEs instead of aborting the entire batch.
156
153
  *
157
154
  * @param {Array<any>} actions - List of COW actions
158
155
  * @param {Map} orders - Current order grid
@@ -161,7 +158,7 @@ declare function hasExecutableActions(rebalanceResult: any): boolean;
161
158
  * with {chainOrderId, price, size, type} to check beyond the grid
162
159
  * @returns {{isValid: boolean, violations: Array<Object>, violatingTargetIds: Set<string>}} Validation result
163
160
  */
164
- declare function validateCreateTargetSlots(actions: any, orders: any, assets?: any, chainOrderCandidates?: any[]): {
161
+ declare function validateCreateTargetSlots(actions: any, orders: any, _assets?: any, chainOrderCandidates?: any[]): {
165
162
  isValid: boolean;
166
163
  violations: any[];
167
164
  violatingTargetIds: Set<any>;
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package/dist/modules/order/utils/validate.js CHANGED
@@ -35,8 +35,9 @@
35
35
  // ===============================================================================
36
36
  import * as Format from '../format.js';
37
37
  import { ORDER_STATES, ORDER_TYPES, COW_ACTIONS, GRID_LIMITS } from '../../constants.js';
38
- import { floatToBlockchainInt, blockchainToFloat, getPrecisionSlack, getDoubleDustThreshold, findPriceCollision, calculatePriceTolerance, clamp } from './math.js';
39
- import { isOrderOnChain, isPhantomOrder, convertToSpreadPlaceholder, isOrderPlaced } from './order.js';
38
+ import { floatToBlockchainInt, blockchainToFloat, getPrecisionSlack, getDoubleDustThreshold, clamp } from './math.js';
39
+ import { parseSlotIndex } from './slot.js';
40
+ import { isOrderOnChain, isPhantomOrder, convertToSpreadPlaceholder } from './order.js';
40
41
  const { isValidNumber, toFiniteNumber } = Format;
41
42
  // Pre-computed valid sets
42
43
  const VALID_ORDER_STATES = new Set(Object.values(ORDER_STATES));
@@ -392,8 +393,21 @@ function reconcileGrid(masterGrid, targetGrid, targetBoundary, options = {}) {
392
393
  return;
393
394
  }
394
395
  const isBuy = surpluses[0]?.master?.type === ORDER_TYPES.BUY;
395
- healthyHoles.sort((a, b) => isBuy ? b.order.price - a.order.price : a.order.price - b.order.price);
396
- surpluses.sort((a, b) => isBuy ? a.master.price - b.master.price : b.master.price - a.master.price);
396
+ const slotIdx = (id) => { const p = parseSlotIndex(id); return p == null ? Number.MAX_SAFE_INTEGER : p; };
397
+ healthyHoles.sort((a, b) => {
398
+ const da = slotIdx(a.id);
399
+ const db = slotIdx(b.id);
400
+ if (da !== db)
401
+ return da - db;
402
+ return isBuy ? b.order.price - a.order.price : a.order.price - b.order.price;
403
+ });
404
+ surpluses.sort((a, b) => {
405
+ const da = slotIdx(a.id);
406
+ const db = slotIdx(b.id);
407
+ if (da !== db)
408
+ return da - db;
409
+ return isBuy ? a.master.price - b.master.price : b.master.price - a.master.price;
410
+ });
397
411
  const rotationCount = Math.min(surpluses.length, healthyHoles.length);
398
412
  for (let i = 0; i < rotationCount; i++) {
399
413
  const surplus = surpluses[i];
@@ -474,9 +488,11 @@ function optimizeRebalanceActions(actions, masterGrid) {
474
488
  const createType = createAction?.order?.type;
475
489
  if (createType !== cancelType)
476
490
  continue;
491
+ const fromIdx = parseSlotIndex(cancelAction.id);
492
+ const toIdx = parseSlotIndex(createAction.id);
477
493
  const fromPrice = toFiniteNumber(masterOrder.price);
478
494
  const toPrice = toFiniteNumber(createAction?.order?.price);
479
- const distance = Math.abs(toPrice - fromPrice);
495
+ const distance = (fromIdx != null && toIdx != null) ? Math.abs(toIdx - fromIdx) : Math.abs(toPrice - fromPrice);
480
496
  if (distance < bestDistance) {
481
497
  bestDistance = distance;
482
498
  bestIdx = i;
@@ -531,17 +547,14 @@ function hasExecutableActions(rebalanceResult) {
531
547
  * and that no CREATE price collides with an existing placed order or unmatched
532
548
  * on-chain order. Checks four layers:
533
549
  * 1. Slot occupancy — target grid slot already has a placed order
534
- * 2. Master grid price collision — a placed order in the grid has the same price
535
- * 3. Chain orphan collision — an unmatched on-chain order has the same price
536
- * 4. Same-batch duplicate — two CREATEs in the same batch have identical prices
550
+ * 2. Master grid slot collision — same slotId already placed (priceSlotEqual)
551
+ * 3. Chain orphan slot collision — chain order's nearest slotId equals target slotId
552
+ * 4. Same-batch duplicate slotId — two CREATEs target same slotId
537
553
  *
538
554
  * Cancel and rotation-released slots are considered free.
539
555
  *
540
556
  * Returns violating target IDs alongside violations so the caller can skip
541
- * individual violating CREATEs instead of aborting the entire batch. This
542
- * prevents false-positive tolerance collisions (e.g. precision-0 assets
543
- * where calculatePriceTolerance exceeds the grid increment) from killing
544
- * all other CREATE/UPDATE/CANCEL actions in the same batch.
557
+ * individual violating CREATEs instead of aborting the entire batch.
545
558
  *
546
559
  * @param {Array<any>} actions - List of COW actions
547
560
  * @param {Map} orders - Current order grid
@@ -550,7 +563,7 @@ function hasExecutableActions(rebalanceResult) {
550
563
  * with {chainOrderId, price, size, type} to check beyond the grid
551
564
  * @returns {{isValid: boolean, violations: Array<Object>, violatingTargetIds: Set<string>}} Validation result
552
565
  */
553
- function validateCreateTargetSlots(actions, orders, assets = null, chainOrderCandidates = []) {
566
+ function validateCreateTargetSlots(actions, orders, _assets = null, chainOrderCandidates = []) {
554
567
  const safeActions = Array.isArray(actions) ? actions : [];
555
568
  const orderMap = orders instanceof Map ? orders : new Map();
556
569
  const releasedSlotIds = new Set();
@@ -600,81 +613,50 @@ function validateCreateTargetSlots(actions, orders, assets = null, chainOrderCan
600
613
  });
601
614
  }
602
615
  }
603
- if (assets && createEntries.length > 0) {
604
- for (const entry of createEntries) {
605
- const collision = findPriceCollision(orderMap.values(), entry.targetId, entry.price, entry.size, entry.type, assets, (o) => isOrderPlaced(o) && o.id !== entry.targetId);
606
- if (collision) {
607
- violations.push({
608
- targetId: entry.targetId,
609
- currentOrderId: collision.orderId,
610
- currentType: entry.type,
611
- currentState: collision.state,
612
- reason: 'price_collision',
613
- });
614
- }
615
- }
616
- // Filter out malformed chain entries (missing chainOrderId); all production
617
- // set sites guard this, but a defensive skip prevents crashes on
618
- // unexpected data shapes during development or deserialization.
619
- const validChainCandidates = chainOrderCandidates.length > 0
620
- ? chainOrderCandidates.filter((u) => u.chainOrderId && typeof u.price === 'number')
621
- : [];
616
+ if (createEntries.length > 0) {
617
+ // Chain orphan: if chain order's nearest slot equals target slot
618
+ const validChainCandidates = chainOrderCandidates.length > 0 ? chainOrderCandidates.filter((u) => u.chainOrderId) : [];
622
619
  if (validChainCandidates.length > 0) {
623
- const mapped = validChainCandidates.map((u) => ({
624
- id: u.chainOrderId,
625
- price: u.price,
626
- size: u.size || 0,
627
- orderId: u.chainOrderId,
628
- }));
620
+ const chainSlotIds = new Set(validChainCandidates.map((u) => u.chainSlotId || u.candidateSlotId).filter(Boolean));
629
621
  for (const entry of createEntries) {
630
- const chainCollision = findPriceCollision(mapped, entry.targetId, entry.price, entry.size, entry.type, assets, (item) => item.price != null);
631
- if (chainCollision) {
632
- violations.push({
633
- targetId: entry.targetId,
634
- currentOrderId: chainCollision.orderId,
635
- currentType: entry.type,
636
- currentState: 'CHAIN_ORPHAN',
637
- reason: 'chain_orphan_collision',
638
- });
622
+ if (chainSlotIds.has(entry.targetId)) {
623
+ violations.push({ targetId: entry.targetId, currentOrderId: entry.targetId, currentType: entry.type, currentState: 'CHAIN_ORPHAN', reason: 'chain_orphan_collision' });
639
624
  }
640
625
  }
641
- }
642
- // Same-batch price collision guard: compute tolerance from both
643
- // entries' types and take the minimum (most conservative). This
644
- // prevents asymmetry-based false positives where a buy CREATE and
645
- // a sell CREATE at nearby-but-different prices use different
646
- // orderSize terms and get unequal tolerances — the min ensures
647
- // both comparisons agree.
648
- //
649
- // Without this, a low-precision asset (precision 0) can produce
650
- // tolerance > grid increment (e.g. 0.02 * price for 50-unit
651
- // MIN_ORDER_SIZE_FACTOR floor), causing adjacent grid levels to
652
- // falsely collide and creating permanent grid-edge gaps.
653
- for (let i = 0; i < createEntries.length; i++) {
654
- for (let j = i + 1; j < createEntries.length; j++) {
655
- const a = createEntries[i];
656
- const b = createEntries[j];
657
- const tolA = calculatePriceTolerance(Math.min(a.price, b.price), Math.max(a.size, b.size), a.type, assets);
658
- const tolB = calculatePriceTolerance(Math.min(a.price, b.price), Math.max(a.size, b.size), b.type, assets);
659
- const tolerance = (tolA != null && tolB != null)
660
- ? Math.min(tolA, tolB)
661
- : (tolA != null ? tolA : tolB);
662
- if (tolerance != null && Math.abs(a.price - b.price) <= tolerance) {
663
- // Only b.targetId is flagged, not a. This is intentional:
664
- // in any cluster of N duplicate-priced CREATEs, the
665
- // earliest-indexed entry (a) escapes flagging and all N-1
666
- // others land in violatingTargetIds. The filter then
667
- // removes all flagged CREATEs, leaving exactly one (the
668
- // earliest) to proceed — no gap, no duplicate.
669
- violations.push({
670
- targetId: b.targetId,
671
- currentOrderId: null,
672
- currentType: b.type,
673
- currentState: 'CREATE',
674
- reason: 'same_batch_price_collision',
675
- });
626
+ // Price-based fallback when candidates have no slotId (legacy sync without genesis slot mapping)
627
+ if (chainSlotIds.size === 0 && _assets) {
628
+ try {
629
+ const { priceSlotEqual } = require('./math.js');
630
+ for (const entry of createEntries) {
631
+ if (violations.some(v => v.targetId === entry.targetId))
632
+ continue;
633
+ for (const u of validChainCandidates) {
634
+ if (u.price == null || entry.price == null)
635
+ continue;
636
+ if (u.type && entry.type && u.type !== entry.type)
637
+ continue;
638
+ const precision = entry.type === 'sell' ? _assets.assetA?.precision : _assets.assetB?.precision;
639
+ try {
640
+ if (priceSlotEqual(u.price, entry.price, precision)) {
641
+ violations.push({ targetId: entry.targetId, currentOrderId: u.chainOrderId, currentType: entry.type, currentState: 'CHAIN_ORPHAN', reason: 'chain_orphan_collision' });
642
+ break;
643
+ }
644
+ }
645
+ catch { }
646
+ }
647
+ }
676
648
  }
649
+ catch { }
650
+ }
651
+ }
652
+ // Same-batch duplicate slot
653
+ const seen = new Set();
654
+ for (const entry of createEntries) {
655
+ if (seen.has(entry.targetId)) {
656
+ violations.push({ targetId: entry.targetId, currentOrderId: null, currentType: entry.type, currentState: 'CREATE', reason: 'same_batch_price_collision' });
677
657
  }
658
+ else
659
+ seen.add(entry.targetId);
678
660
  }
679
661
  }
680
662
  const violatingTargetIds = new Set(violations.map(v => v.targetId));