dexbot 1.4.24 → 1.5.0

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

@@ -35,8 +35,9 @@
 // ===============================================================================
 import * as Format from '../format.js';
 import { ORDER_STATES, ORDER_TYPES, COW_ACTIONS, GRID_LIMITS } from '../../constants.js';
-import { floatToBlockchainInt, blockchainToFloat, getPrecisionSlack, getDoubleDustThreshold, findPriceCollision, calculatePriceTolerance, clamp } from './math.js';
-import { isOrderOnChain, isPhantomOrder, convertToSpreadPlaceholder, isOrderPlaced } from './order.js';
+import { floatToBlockchainInt, blockchainToFloat, getPrecisionSlack, getDoubleDustThreshold, clamp } from './math.js';
+import { parseSlotIndex } from './slot.js';
+import { isOrderOnChain, isPhantomOrder, convertToSpreadPlaceholder } from './order.js';
 const { isValidNumber, toFiniteNumber } = Format;
 // Pre-computed valid sets
 const VALID_ORDER_STATES = new Set(Object.values(ORDER_STATES));
@@ -285,6 +286,45 @@ function checkFundDrift(orders, accountTotals, assets = null, gridLimits = null)
 // ===============================================================================
 // SECTION 3: GRID RECONCILIATION (COW Pipeline)
 // ===============================================================================
+/**
+ * Clamp a rotation UPDATE's target size to a partially-filled surplus order's
+ * booked remaining size.
+ *
+ * A rotation must never GROW a PARTIAL order in place: the fill is already
+ * booked into slot.size, and growing it restores the pre-fill size on chain
+ * while the books keep the post-fill remainder (fill accounting divergence —
+ * the COW executor skips such UPDATEs, which strands the hole and leaves a
+ * gap in the grid). Clamping keeps the plan's price intent and fills the hole
+ * at the remainder size, so the grid stays contiguous. A deliberate full-size
+ * top-up must go through a cancel+create cycle, not a silent in-place grow.
+ *
+ * Mirrors the clampPostFillUpdateSize policy used for plain size UPDATEs in
+ * the COW executor (modules/dexbot_cow_runtime.ts).
+ *
+ * @param {Object} surplusMaster - Live master-grid order for the rotation source
+ * @param {number} holeSize - Planned target (hole) size
+ * @param {Function|null} [logger=null] - Optional (msg, level) logger
+ * @param {string} [holeId=''] - Hole slot id for the log line
+ * @returns {number} The (possibly clamped) rotation size
+ */
+function clampRotationSizeForPartial(surplusMaster, holeSize, logger = null, holeId = '') {
+    const target = toFiniteNumber(holeSize);
+    if (!surplusMaster || surplusMaster.state !== ORDER_STATES.PARTIAL)
+        return target;
+    const booked = toFiniteNumber(surplusMaster.size);
+    if (!Number.isFinite(target) || !Number.isFinite(booked) || booked <= 0)
+        return target;
+    if (target > booked) {
+        if (logger) {
+            logger(`[RECONCILE] Clamping rotation ${surplusMaster.id} -> ${holeId || '?'}: ` +
+                `surplus is PARTIAL with booked remaining ${Format.formatAmount8(booked)} ` +
+                `but hole targets ${Format.formatAmount8(target)} — rotating at remainder size ` +
+                `so the hole fills without growing the partial in place.`, 'warn');
+        }
+        return booked;
+    }
+    return target;
+}
 /**
  * Reconcile target grid against master state
  * @param {Map} masterGrid - Current master grid
@@ -392,8 +432,21 @@ function reconcileGrid(masterGrid, targetGrid, targetBoundary, options = {}) {
             return;
         }
         const isBuy = surpluses[0]?.master?.type === ORDER_TYPES.BUY;
-        healthyHoles.sort((a, b) => isBuy ? b.order.price - a.order.price : a.order.price - b.order.price);
-        surpluses.sort((a, b) => isBuy ? a.master.price - b.master.price : b.master.price - a.master.price);
+        const slotIdx = (id) => { const p = parseSlotIndex(id); return p == null ? Number.MAX_SAFE_INTEGER : p; };
+        healthyHoles.sort((a, b) => {
+            const da = slotIdx(a.id);
+            const db = slotIdx(b.id);
+            if (da !== db)
+                return da - db;
+            return isBuy ? b.order.price - a.order.price : a.order.price - b.order.price;
+        });
+        surpluses.sort((a, b) => {
+            const da = slotIdx(a.id);
+            const db = slotIdx(b.id);
+            if (da !== db)
+                return da - db;
+            return isBuy ? a.master.price - b.master.price : b.master.price - a.master.price;
+        });
         const rotationCount = Math.min(surpluses.length, healthyHoles.length);
         for (let i = 0; i < rotationCount; i++) {
             const surplus = surpluses[i];
@@ -403,7 +456,7 @@ function reconcileGrid(masterGrid, targetGrid, targetBoundary, options = {}) {
                 id: surplus.id,
                 orderId: surplus.master.orderId,
                 newGridId: hole.id,
-                newSize: hole.order.size,
+                newSize: clampRotationSizeForPartial(surplus.master, hole.order.size, logger, hole.id),
                 newPrice: hole.order.price,
                 order: hole.order,
                 isRotation: true
@@ -438,9 +491,10 @@ function reconcileGrid(masterGrid, targetGrid, targetBoundary, options = {}) {
  * @param {Map} masterGrid - Current master grid
  * @returns {Array<Object>} Optimized action list
  */
-function optimizeRebalanceActions(actions, masterGrid) {
+function optimizeRebalanceActions(actions, masterGrid, options = {}) {
     if (!Array.isArray(actions) || actions.length === 0)
         return [];
+    const { logger = null } = options;
     const creates = [];
     const cancels = [];
     const passthrough = [];
@@ -474,9 +528,11 @@ function optimizeRebalanceActions(actions, masterGrid) {
             const createType = createAction?.order?.type;
             if (createType !== cancelType)
                 continue;
+            const fromIdx = parseSlotIndex(cancelAction.id);
+            const toIdx = parseSlotIndex(createAction.id);
             const fromPrice = toFiniteNumber(masterOrder.price);
             const toPrice = toFiniteNumber(createAction?.order?.price);
-            const distance = Math.abs(toPrice - fromPrice);
+            const distance = (fromIdx != null && toIdx != null) ? Math.abs(toIdx - fromIdx) : Math.abs(toPrice - fromPrice);
             if (distance < bestDistance) {
                 bestDistance = distance;
                 bestIdx = i;
@@ -492,7 +548,7 @@ function optimizeRebalanceActions(actions, masterGrid) {
             id: cancelAction.id,
             orderId: cancelAction.orderId,
             newGridId: createAction.id,
-            newSize: toFiniteNumber(createAction?.order?.size),
+            newSize: clampRotationSizeForPartial(masterOrder, toFiniteNumber(createAction?.order?.size), logger, createAction.id),
             newPrice: toFiniteNumber(createAction?.order?.price),
             order: createAction.order,
             isRotation: true
@@ -531,17 +587,14 @@ function hasExecutableActions(rebalanceResult) {
  * and that no CREATE price collides with an existing placed order or unmatched
  * on-chain order.  Checks four layers:
  *   1. Slot occupancy — target grid slot already has a placed order
- *   2. Master grid price collision — a placed order in the grid has the same price
- *   3. Chain orphan collision — an unmatched on-chain order has the same price
- *   4. Same-batch duplicate — two CREATEs in the same batch have identical prices
+ *   2. Master grid slot collision — same slotId already placed (priceSlotEqual)
+ *   3. Chain orphan slot collision — chain order's nearest slotId equals target slotId
+ *   4. Same-batch duplicate slotId — two CREATEs target same slotId
  *
  * Cancel and rotation-released slots are considered free.
  *
  * Returns violating target IDs alongside violations so the caller can skip
- * individual violating CREATEs instead of aborting the entire batch.  This
- * prevents false-positive tolerance collisions (e.g. precision-0 assets
- * where calculatePriceTolerance exceeds the grid increment) from killing
- * all other CREATE/UPDATE/CANCEL actions in the same batch.
+ * individual violating CREATEs instead of aborting the entire batch.
  *
  * @param {Array<any>} actions - List of COW actions
  * @param {Map} orders - Current order grid
@@ -550,7 +603,7 @@ function hasExecutableActions(rebalanceResult) {
  *   with {chainOrderId, price, size, type} to check beyond the grid
  * @returns {{isValid: boolean, violations: Array<Object>, violatingTargetIds: Set<string>}} Validation result
  */
-function validateCreateTargetSlots(actions, orders, assets = null, chainOrderCandidates = []) {
+function validateCreateTargetSlots(actions, orders, _assets = null, chainOrderCandidates = []) {
     const safeActions = Array.isArray(actions) ? actions : [];
     const orderMap = orders instanceof Map ? orders : new Map();
     const releasedSlotIds = new Set();
@@ -600,81 +653,50 @@ function validateCreateTargetSlots(actions, orders, assets = null, chainOrderCan
             });
         }
     }
-    if (assets && createEntries.length > 0) {
-        for (const entry of createEntries) {
-            const collision = findPriceCollision(orderMap.values(), entry.targetId, entry.price, entry.size, entry.type, assets, (o) => isOrderPlaced(o) && o.id !== entry.targetId);
-            if (collision) {
-                violations.push({
-                    targetId: entry.targetId,
-                    currentOrderId: collision.orderId,
-                    currentType: entry.type,
-                    currentState: collision.state,
-                    reason: 'price_collision',
-                });
-            }
-        }
-        // Filter out malformed chain entries (missing chainOrderId); all production
-        // set sites guard this, but a defensive skip prevents crashes on
-        // unexpected data shapes during development or deserialization.
-        const validChainCandidates = chainOrderCandidates.length > 0
-            ? chainOrderCandidates.filter((u) => u.chainOrderId && typeof u.price === 'number')
-            : [];
+    if (createEntries.length > 0) {
+        // Chain orphan: if chain order's nearest slot equals target slot
+        const validChainCandidates = chainOrderCandidates.length > 0 ? chainOrderCandidates.filter((u) => u.chainOrderId) : [];
         if (validChainCandidates.length > 0) {
-            const mapped = validChainCandidates.map((u) => ({
-                id: u.chainOrderId,
-                price: u.price,
-                size: u.size || 0,
-                orderId: u.chainOrderId,
-            }));
+            const chainSlotIds = new Set(validChainCandidates.map((u) => u.chainSlotId || u.candidateSlotId).filter(Boolean));
             for (const entry of createEntries) {
-                const chainCollision = findPriceCollision(mapped, entry.targetId, entry.price, entry.size, entry.type, assets, (item) => item.price != null);
-                if (chainCollision) {
-                    violations.push({
-                        targetId: entry.targetId,
-                        currentOrderId: chainCollision.orderId,
-                        currentType: entry.type,
-                        currentState: 'CHAIN_ORPHAN',
-                        reason: 'chain_orphan_collision',
-                    });
+                if (chainSlotIds.has(entry.targetId)) {
+                    violations.push({ targetId: entry.targetId, currentOrderId: entry.targetId, currentType: entry.type, currentState: 'CHAIN_ORPHAN', reason: 'chain_orphan_collision' });
                 }
             }
-        }
-        // Same-batch price collision guard: compute tolerance from both
-        // entries' types and take the minimum (most conservative).  This
-        // prevents asymmetry-based false positives where a buy CREATE and
-        // a sell CREATE at nearby-but-different prices use different
-        // orderSize terms and get unequal tolerances — the min ensures
-        // both comparisons agree.
-        //
-        // Without this, a low-precision asset (precision 0) can produce
-        // tolerance > grid increment (e.g. 0.02 * price for 50-unit
-        // MIN_ORDER_SIZE_FACTOR floor), causing adjacent grid levels to
-        // falsely collide and creating permanent grid-edge gaps.
-        for (let i = 0; i < createEntries.length; i++) {
-            for (let j = i + 1; j < createEntries.length; j++) {
-                const a = createEntries[i];
-                const b = createEntries[j];
-                const tolA = calculatePriceTolerance(Math.min(a.price, b.price), Math.max(a.size, b.size), a.type, assets);
-                const tolB = calculatePriceTolerance(Math.min(a.price, b.price), Math.max(a.size, b.size), b.type, assets);
-                const tolerance = (tolA != null && tolB != null)
-                    ? Math.min(tolA, tolB)
-                    : (tolA != null ? tolA : tolB);
-                if (tolerance != null && Math.abs(a.price - b.price) <= tolerance) {
-                    // Only b.targetId is flagged, not a.  This is intentional:
-                    // in any cluster of N duplicate-priced CREATEs, the
-                    // earliest-indexed entry (a) escapes flagging and all N-1
-                    // others land in violatingTargetIds.  The filter then
-                    // removes all flagged CREATEs, leaving exactly one (the
-                    // earliest) to proceed — no gap, no duplicate.
-                    violations.push({
-                        targetId: b.targetId,
-                        currentOrderId: null,
-                        currentType: b.type,
-                        currentState: 'CREATE',
-                        reason: 'same_batch_price_collision',
-                    });
+            // Price-based fallback when candidates have no slotId (legacy sync without genesis slot mapping)
+            if (chainSlotIds.size === 0 && _assets) {
+                try {
+                    const { priceSlotEqual } = require('./math.js');
+                    for (const entry of createEntries) {
+                        if (violations.some(v => v.targetId === entry.targetId))
+                            continue;
+                        for (const u of validChainCandidates) {
+                            if (u.price == null || entry.price == null)
+                                continue;
+                            if (u.type && entry.type && u.type !== entry.type)
+                                continue;
+                            const precision = entry.type === 'sell' ? _assets.assetA?.precision : _assets.assetB?.precision;
+                            try {
+                                if (priceSlotEqual(u.price, entry.price, precision)) {
+                                    violations.push({ targetId: entry.targetId, currentOrderId: u.chainOrderId, currentType: entry.type, currentState: 'CHAIN_ORPHAN', reason: 'chain_orphan_collision' });
+                                    break;
+                                }
+                            }
+                            catch { }
+                        }
+                    }
                 }
+                catch { }
+            }
+        }
+        // Same-batch duplicate slot
+        const seen = new Set();
+        for (const entry of createEntries) {
+            if (seen.has(entry.targetId)) {
+                violations.push({ targetId: entry.targetId, currentOrderId: null, currentType: entry.type, currentState: 'CREATE', reason: 'same_batch_price_collision' });
             }
+            else
+                seen.add(entry.targetId);
         }
     }
     const violatingTargetIds = new Set(violations.map(v => v.targetId));

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

@@ -148,6 +148,11 @@ declare class WorkingGrid {
      * @returns {Object} - Grid indexes
      */
     getIndexes(): any;
+    /**
+     * Return slots sorted by slot-N (parseSlotIndex), price as tie-break.
+     * Mandated for strategy/validate deterministic ordering per determinism plan.
+     */
+    getOrderedSlots(): any[];
     /**
      * Build delta actions from master grid
      * @param {Map} masterGrid - Original master grid

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

@@ -1 +1 @@
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+{"version":3,"file":"working_grid.d.ts","sourceRoot":"","sources":["../../../modules/order/working_grid.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAuEG;AAOH,cAAM,WAAW;IACb,IAAI,EAAE,GAAG,CAAC,MAAM,EAAE,GAAG,CAAC,CAAC;IACvB,QAAQ,EAAE,GAAG,CAAC,MAAM,CAAC,CAAC;IACtB,QAAQ,EAAE,GAAG,CAAC;IACd,WAAW,EAAE,MAAM,CAAC;IACpB,MAAM,EAAE,OAAO,CAAC;IAChB,YAAY,EAAE,MAAM,GAAG,IAAI,CAAC;IAE5B;;;;;OAKG;gBACS,UAAU,EAAE,GAAG,CAAC,MAAM,EAAE,GAAG,CAAC,EAAE,OAAO,GAAE;QAAE,WAAW,CAAC,EAAE,MAAM,CAAA;KAAO;IAShF;;;;OAIG;IACH,UAAU,CAAC,MAAM,EAAE,GAAG,CAAC,MAAM,EAAE,GAAG,CAAC,GAAG,GAAG,CAAC,MAAM,EAAE,GAAG,CAAC;IAQtD;;;;OAIG;IACH,WAAW,CAAC,KAAK,EAAE,GAAG,GAAG,GAAG;IAO5B;;;;OAIG;IACH,GAAG,CAAC,EAAE,EAAE,MAAM,GAAG,GAAG;IAEpB;;;;;OAKG;IACH,GAAG,CAAC,EAAE,EAAE,MAAM,EAAE,KAAK,EAAE,GAAG,GAAG,IAAI;IAMjC;;;;OAIG;IACH,MAAM,CAAC,EAAE,EAAE,MAAM,GAAG,IAAI;IAMxB;;;;OAIG;IACH,GAAG,CAAC,EAAE,EAAE,MAAM,GAAG,OAAO;IAExB;;;OAGG;IACH,MAAM,IAAI,gBAAgB,CAAC,GAAG,CAAC;IAE/B;;;OAGG;IACH,OAAO,IAAI,gBAAgB,CAAC,CAAC,MAAM,EAAE,GAAG,CAAC,CAAC;IAE1C;;;OAGG;IACH,IAAI,IAAI,gBAAgB,CAAC,MAAM,CAAC;IAEhC;;;OAGG;IACH,IAAI,IAAI,IAAI,MAAM,CAA2B;IAE7C;;;OAGG;IACH,UAAU,IAAI,GAAG;IAOjB;;;OAGG;IACH,eAAe,IAAI,GAAG,EAAE;IAcxB;;;;;OAKG;IACH,UAAU,CAAC,UAAU,EAAE,GAAG,CAAC,MAAM,EAAE,GAAG,CAAC,EAAE,OAAO,GAAE,GAAQ,GAAG,GAAG,EAAE;IAIlE;;;OAGG;IACH,UAAU,IAAI,OAAO;IAIrB;;;;OAIG;IACH,SAAS,CAAC,MAAM,GAAE,MAA6B,GAAG,IAAI;IAKtD;;;OAGG;IACH,OAAO,IAAI,OAAO;IAIlB;;;OAGG;IACH,cAAc,IAAI,MAAM,GAAG,IAAI;IAI/B;;;OAGG;IACH,KAAK,IAAI,GAAG,CAAC,MAAM,EAAE,GAAG,CAAC;IAIzB;;;OAGG;IACH,cAAc,IAAI;QAAE,IAAI,EAAE,MAAM,CAAC;QAAC,QAAQ,EAAE,MAAM,CAAC;QAAC,cAAc,EAAE,MAAM,CAAA;KAAE;IAQ5E;;;;;;OAMG;IACH,cAAc,CAAC,UAAU,EAAE,GAAG,CAAC,MAAM,EAAE,GAAG,CAAC,EAAE,OAAO,EAAE,MAAM,EAAE,aAAa,CAAC,EAAE,MAAM,GAAG,IAAI;CAsB9F;AAED,OAAO,EAAE,WAAW,EAAE,CAAA"}

package/dist/modules/order/working_grid.js

@@ -71,6 +71,7 @@
  * ===============================================================================
  */
 import { buildDelta, buildIndexes } from './utils/order.js';
+import { parseSlotIndex } from './utils/slot.js';
 import { COW_PERFORMANCE } from '../constants.js';
 class WorkingGrid {
     grid;
@@ -179,6 +180,26 @@ class WorkingGrid {
         }
         return this._indexes;
     }
+    /**
+     * Return slots sorted by slot-N (parseSlotIndex), price as tie-break.
+     * Mandated for strategy/validate deterministic ordering per determinism plan.
+     */
+    getOrderedSlots() {
+        const slots = Array.from(this.grid.values());
+        return slots.sort((a, b) => {
+            const pa = parseSlotIndex(a?.id);
+            const pb = parseSlotIndex(b?.id);
+            const aOk = pa !== null && Number.isFinite(pa);
+            const bOk = pb !== null && Number.isFinite(pb);
+            if (aOk && bOk)
+                return pa - pb;
+            if (aOk)
+                return -1;
+            if (bOk)
+                return 1;
+            return Number(a?.price) - Number(b?.price);
+        });
+    }
     /**
      * Build delta actions from master grid
      * @param {Map} masterGrid - Original master grid

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

@@ -1 +1 @@
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package/dist/modules/paths.d.ts

@@ -7,7 +7,9 @@
  * system prefixes may be read-only.
  */
 declare function isGlobalNpmPackageDir(root: string): boolean;
-/** Default profiles dir under the user config home (~/.config/dexbot2/profiles). */
+declare function getHomeConfigDir(): string;
+declare function getHomeProfilesDir(): string;
+declare const HOME_CONFIG_DIR: string;
 declare const HOME_PROFILES_DIR: string;
 /**
  * Resolve the profiles (user state) directory.
@@ -142,5 +144,5 @@ declare const PATHS: {
 declare function getNodeBlacklistFile(stateDir?: string): string;
 declare function getNodeHealthCacheFile(stateDir?: string): string;
 declare function getRecalculateTriggerFile(botKey: string): string;
-export { PATHS, HOME_PROFILES_DIR, resolveProfilesDir, resolveMarketAdapterDirs, resolveClawDirs, resolveAnalysisDirs, isGlobalNpmPackageDir, getNodeBlacklistFile, getNodeHealthCacheFile, getRecalculateTriggerFile, computeRelocationNotices };
+export { PATHS, HOME_PROFILES_DIR, HOME_CONFIG_DIR, getHomeConfigDir, getHomeProfilesDir, resolveProfilesDir, resolveMarketAdapterDirs, resolveClawDirs, resolveAnalysisDirs, isGlobalNpmPackageDir, getNodeBlacklistFile, getNodeHealthCacheFile, getRecalculateTriggerFile, computeRelocationNotices };
 //# sourceMappingURL=paths.d.ts.map

package/dist/modules/paths.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"paths.d.ts","sourceRoot":"","sources":["../../modules/paths.ts"],"names":[],"mappings":"AAiBA;;;;;;;GAOG;AACH,iBAAS,qBAAqB,CAAC,IAAI,EAAE,MAAM,GAAG,OAAO,CAEpD;AAoDD,iBAAS,gBAAgB,IAAI,MAAM,CAIlC;AACD,iBAAS,kBAAkB,IAAI,MAAM,CAEpC;AAKD,QAAA,MAAM,eAAe,QAAqB,CAAC;AAC3C,QAAA,MAAM,iBAAiB,QAAuB,CAAC;AAE/C;;;;;;;;;;;;;;;GAeG;AACH,iBAAS,kBAAkB,CAAC,WAAW,SAAe,GAAG,MAAM,CA4C9D;AAID;;;;;;;GAOG;AACH,iBAAS,wBAAwB,CAAC,WAAW,SAAe,EAAE,WAAW,SAAe;;;;;;;;EAwBvF;AAID;;;;;;;;GAQG;AACH,iBAAS,eAAe,CAAC,WAAW,SAAe,EAAE,WAAW,SAAe;;;;;;;;EAkB9E;AAID;;;;;;;GAOG;AACH,iBAAS,mBAAmB,CAAC,WAAW,SAAe,EAAE,WAAW,SAAe;;;;;EAiBlF;AAID;;;;;;;;;;GAUG;AACH,iBAAS,wBAAwB,CAAC,WAAW,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,GAAG,MAAM,EAAE,CAkCpF;AAMD,QAAA,MAAM,KAAK;;;;;;;;yBASQ,MAAM;;;;;6CAKc,MAAM;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAsB5C,CAAC;AAIF,iBAAS,oBAAoB,CAAC,QAAQ,CAAC,EAAE,MAAM,GAAG,MAAM,CAIvD;AAED,iBAAS,sBAAsB,CAAC,QAAQ,CAAC,EAAE,MAAM,GAAG,MAAM,CAIzD;AAED,iBAAS,yBAAyB,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,CAEzD;AAED,OAAO,EAAE,KAAK,EAAE,iBAAiB,EAAE,eAAe,EAAE,gBAAgB,EAAE,kBAAkB,EAAE,kBAAkB,EAAE,wBAAwB,EAAE,eAAe,EAAE,mBAAmB,EAAE,qBAAqB,EAAE,oBAAoB,EAAE,sBAAsB,EAAE,yBAAyB,EAAE,wBAAwB,EAAE,CAAA"}