dexbot 1.4.25 → 1.5.1

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 (217) hide show
  1. package/CHANGELOG.md +54 -0
  2. package/README.md +6 -2
  3. package/analysis/README.md +14 -7
  4. package/analysis/ama_fitting/package.json +1 -1
  5. package/analysis/analyze_derivatives.ts +1 -1
  6. package/analysis/bot_key_utils.ts +272 -3
  7. package/analysis/bot_usage/discover_bot_accounts.ts +64 -9
  8. package/analysis/bot_usage/kibana_bot_queries.ts +40 -1
  9. package/analysis/chart_utils.ts +6 -3
  10. package/analysis/grid_correction_check.ts +56 -20
  11. package/analysis/resolve_bot_accounts.ts +199 -0
  12. package/analysis/trade_profitability.ts +36 -8
  13. package/analysis/tradingview/README.md +25 -0
  14. package/analysis/tradingview/analyze_tradingview.ts +2 -2
  15. package/analysis/trend_detection/package.json +1 -1
  16. package/claw/modules/claw_launcher.ts +5 -4
  17. package/claw/modules/credit_runtime_adapter.ts +2 -1
  18. package/claw/modules/dexbot_profiles.ts +4 -3
  19. package/claw/package.json +1 -1
  20. package/claw/runtimes/openclaw-plugin/openclaw.plugin.json +1 -1
  21. package/claw/runtimes/openclaw-plugin/package.json +1 -1
  22. package/claw/tests/test_claw_mcp_transport.ts +2 -2
  23. package/dist/analysis/analyze_derivatives.js +1 -1
  24. package/dist/analysis/bot_key_utils.d.ts +28 -1
  25. package/dist/analysis/bot_key_utils.d.ts.map +1 -1
  26. package/dist/analysis/bot_key_utils.js +385 -3
  27. package/dist/analysis/bot_key_utils.js.map +1 -1
  28. package/dist/analysis/bot_usage/discover_bot_accounts.js +60 -10
  29. package/dist/analysis/bot_usage/discover_bot_accounts.js.map +1 -1
  30. package/dist/analysis/bot_usage/kibana_bot_queries.d.ts +45 -1
  31. package/dist/analysis/bot_usage/kibana_bot_queries.d.ts.map +1 -1
  32. package/dist/analysis/bot_usage/kibana_bot_queries.js +39 -1
  33. package/dist/analysis/bot_usage/kibana_bot_queries.js.map +1 -1
  34. package/dist/analysis/chart_utils.d.ts +2 -1
  35. package/dist/analysis/chart_utils.d.ts.map +1 -1
  36. package/dist/analysis/chart_utils.js +4 -1
  37. package/dist/analysis/chart_utils.js.map +1 -1
  38. package/dist/analysis/grid_correction_check.d.ts.map +1 -1
  39. package/dist/analysis/grid_correction_check.js +60 -20
  40. package/dist/analysis/grid_correction_check.js.map +1 -1
  41. package/dist/analysis/resolve_bot_accounts.d.ts +3 -0
  42. package/dist/analysis/resolve_bot_accounts.d.ts.map +1 -0
  43. package/dist/analysis/resolve_bot_accounts.js +216 -0
  44. package/dist/analysis/resolve_bot_accounts.js.map +1 -0
  45. package/dist/analysis/trade_profitability.d.ts.map +1 -1
  46. package/dist/analysis/trade_profitability.js +40 -8
  47. package/dist/analysis/trade_profitability.js.map +1 -1
  48. package/dist/analysis/tradingview/analyze_tradingview.js +2 -2
  49. package/dist/analysis/tradingview/analyze_tradingview.js.map +1 -1
  50. package/dist/bot.d.ts.map +1 -1
  51. package/dist/bot.js +2 -1
  52. package/dist/bot.js.map +1 -1
  53. package/dist/dexbot.d.ts.map +1 -1
  54. package/dist/dexbot.js +73 -17
  55. package/dist/dexbot.js.map +1 -1
  56. package/dist/market_adapter/ama_signal_runner.js +2 -2
  57. package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js +2 -1
  58. package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js.map +1 -1
  59. package/dist/market_adapter/inputs/fetch_lp_data.d.ts +4 -1
  60. package/dist/market_adapter/inputs/fetch_lp_data.d.ts.map +1 -1
  61. package/dist/market_adapter/inputs/fetch_lp_data.js +3 -2
  62. package/dist/market_adapter/inputs/fetch_lp_data.js.map +1 -1
  63. package/dist/modules/account_bots.d.ts +42 -1
  64. package/dist/modules/account_bots.d.ts.map +1 -1
  65. package/dist/modules/account_bots.js +168 -17
  66. package/dist/modules/account_bots.js.map +1 -1
  67. package/dist/modules/account_orders.d.ts +7 -1
  68. package/dist/modules/account_orders.d.ts.map +1 -1
  69. package/dist/modules/account_orders.js +34 -1
  70. package/dist/modules/account_orders.js.map +1 -1
  71. package/dist/modules/bitshares_client.d.ts +4 -1
  72. package/dist/modules/bitshares_client.d.ts.map +1 -1
  73. package/dist/modules/bitshares_client.js +12 -4
  74. package/dist/modules/bitshares_client.js.map +1 -1
  75. package/dist/modules/bot_settings.d.ts.map +1 -1
  76. package/dist/modules/bot_settings.js +2 -1
  77. package/dist/modules/bot_settings.js.map +1 -1
  78. package/dist/modules/cli_colors.d.ts +39 -0
  79. package/dist/modules/cli_colors.d.ts.map +1 -0
  80. package/dist/modules/cli_colors.js +42 -0
  81. package/dist/modules/cli_colors.js.map +1 -0
  82. package/dist/modules/constants.d.ts +2 -0
  83. package/dist/modules/constants.d.ts.map +1 -1
  84. package/dist/modules/constants.js +27 -11
  85. package/dist/modules/constants.js.map +1 -1
  86. package/dist/modules/credit_pricing.d.ts +61 -0
  87. package/dist/modules/credit_pricing.d.ts.map +1 -0
  88. package/dist/modules/credit_pricing.js +237 -0
  89. package/dist/modules/credit_pricing.js.map +1 -0
  90. package/dist/modules/credit_runtime.d.ts +1 -0
  91. package/dist/modules/credit_runtime.d.ts.map +1 -1
  92. package/dist/modules/credit_runtime.js +49 -107
  93. package/dist/modules/credit_runtime.js.map +1 -1
  94. package/dist/modules/dexbot_class.d.ts +3 -1
  95. package/dist/modules/dexbot_class.d.ts.map +1 -1
  96. package/dist/modules/dexbot_class.js +22 -6
  97. package/dist/modules/dexbot_class.js.map +1 -1
  98. package/dist/modules/dexbot_cow_runtime.d.ts +36 -2
  99. package/dist/modules/dexbot_cow_runtime.d.ts.map +1 -1
  100. package/dist/modules/dexbot_cow_runtime.js +434 -20
  101. package/dist/modules/dexbot_cow_runtime.js.map +1 -1
  102. package/dist/modules/dexbot_maintenance_runtime.d.ts +15 -16
  103. package/dist/modules/dexbot_maintenance_runtime.d.ts.map +1 -1
  104. package/dist/modules/dexbot_maintenance_runtime.js +69 -42
  105. package/dist/modules/dexbot_maintenance_runtime.js.map +1 -1
  106. package/dist/modules/dexbot_startup_runtime.d.ts +1 -0
  107. package/dist/modules/dexbot_startup_runtime.d.ts.map +1 -1
  108. package/dist/modules/dexbot_startup_runtime.js +12 -1
  109. package/dist/modules/dexbot_startup_runtime.js.map +1 -1
  110. package/dist/modules/dexbot_state_recovery.d.ts.map +1 -1
  111. package/dist/modules/dexbot_state_recovery.js +7 -0
  112. package/dist/modules/dexbot_state_recovery.js.map +1 -1
  113. package/dist/modules/fund_registry.d.ts +1 -1
  114. package/dist/modules/fund_registry.js +1 -1
  115. package/dist/modules/launcher/adapter_requirement.d.ts +38 -0
  116. package/dist/modules/launcher/adapter_requirement.d.ts.map +1 -0
  117. package/dist/modules/launcher/adapter_requirement.js +141 -0
  118. package/dist/modules/launcher/adapter_requirement.js.map +1 -0
  119. package/dist/modules/launcher/bot_supervisor.d.ts +2 -2
  120. package/dist/modules/launcher/bot_supervisor.d.ts.map +1 -1
  121. package/dist/modules/launcher/bot_supervisor.js +32 -3
  122. package/dist/modules/launcher/bot_supervisor.js.map +1 -1
  123. package/dist/modules/launcher/launch_modes.d.ts.map +1 -1
  124. package/dist/modules/launcher/launch_modes.js +5 -4
  125. package/dist/modules/launcher/launch_modes.js.map +1 -1
  126. package/dist/modules/launcher/monolithic_runtime.d.ts +1 -1
  127. package/dist/modules/launcher/monolithic_runtime.d.ts.map +1 -1
  128. package/dist/modules/launcher/monolithic_runtime.js +12 -8
  129. package/dist/modules/launcher/monolithic_runtime.js.map +1 -1
  130. package/dist/modules/launcher/status_reporting.d.ts +6 -6
  131. package/dist/modules/launcher/status_reporting.d.ts.map +1 -1
  132. package/dist/modules/launcher/status_reporting.js +9 -6
  133. package/dist/modules/launcher/status_reporting.js.map +1 -1
  134. package/dist/modules/order/accounting.d.ts +34 -0
  135. package/dist/modules/order/accounting.d.ts.map +1 -1
  136. package/dist/modules/order/accounting.js +182 -5
  137. package/dist/modules/order/accounting.js.map +1 -1
  138. package/dist/modules/order/export.d.ts +1 -1
  139. package/dist/modules/order/export.js +1 -1
  140. package/dist/modules/order/grid.d.ts.map +1 -1
  141. package/dist/modules/order/grid.js +68 -28
  142. package/dist/modules/order/grid.js.map +1 -1
  143. package/dist/modules/order/grid_reconcile_internal.d.ts.map +1 -1
  144. package/dist/modules/order/grid_reconcile_internal.js +72 -0
  145. package/dist/modules/order/grid_reconcile_internal.js.map +1 -1
  146. package/dist/modules/order/logger.d.ts +23 -1
  147. package/dist/modules/order/logger.d.ts.map +1 -1
  148. package/dist/modules/order/logger.js +60 -17
  149. package/dist/modules/order/logger.js.map +1 -1
  150. package/dist/modules/order/manager.d.ts +41 -1
  151. package/dist/modules/order/manager.d.ts.map +1 -1
  152. package/dist/modules/order/manager.js +186 -17
  153. package/dist/modules/order/manager.js.map +1 -1
  154. package/dist/modules/order/strategy.d.ts.map +1 -1
  155. package/dist/modules/order/strategy.js +17 -2
  156. package/dist/modules/order/strategy.js.map +1 -1
  157. package/dist/modules/order/sync_engine.d.ts.map +1 -1
  158. package/dist/modules/order/sync_engine.js +59 -9
  159. package/dist/modules/order/sync_engine.js.map +1 -1
  160. package/dist/modules/order/utils/math.d.ts +42 -1
  161. package/dist/modules/order/utils/math.d.ts.map +1 -1
  162. package/dist/modules/order/utils/math.js +91 -1
  163. package/dist/modules/order/utils/math.js.map +1 -1
  164. package/dist/modules/order/utils/order.d.ts +52 -1
  165. package/dist/modules/order/utils/order.d.ts.map +1 -1
  166. package/dist/modules/order/utils/order.js +137 -7
  167. package/dist/modules/order/utils/order.js.map +1 -1
  168. package/dist/modules/order/utils/system.d.ts +66 -4
  169. package/dist/modules/order/utils/system.d.ts.map +1 -1
  170. package/dist/modules/order/utils/system.js +156 -16
  171. package/dist/modules/order/utils/system.js.map +1 -1
  172. package/dist/modules/order/utils/validate.d.ts +30 -3
  173. package/dist/modules/order/utils/validate.d.ts.map +1 -1
  174. package/dist/modules/order/utils/validate.js +206 -11
  175. package/dist/modules/order/utils/validate.js.map +1 -1
  176. package/dist/modules/utils/chain_logs.d.ts +11 -0
  177. package/dist/modules/utils/chain_logs.d.ts.map +1 -0
  178. package/dist/modules/utils/chain_logs.js +23 -0
  179. package/dist/modules/utils/chain_logs.js.map +1 -0
  180. package/dist/modules/utils/sanitize_key.d.ts +7 -0
  181. package/dist/modules/utils/sanitize_key.d.ts.map +1 -1
  182. package/dist/modules/utils/sanitize_key.js +15 -0
  183. package/dist/modules/utils/sanitize_key.js.map +1 -1
  184. package/dist/pm2.d.ts +11 -1
  185. package/dist/pm2.d.ts.map +1 -1
  186. package/dist/pm2.js +66 -15
  187. package/dist/pm2.js.map +1 -1
  188. package/dist/scripts/analyze-credit.d.ts +4 -0
  189. package/dist/scripts/analyze-credit.d.ts.map +1 -0
  190. package/dist/scripts/analyze-credit.js +760 -0
  191. package/dist/scripts/analyze-credit.js.map +1 -0
  192. package/dist/scripts/analyze-orders.d.ts +1 -10
  193. package/dist/scripts/analyze-orders.d.ts.map +1 -1
  194. package/dist/scripts/analyze-orders.js +11 -34
  195. package/dist/scripts/analyze-orders.js.map +1 -1
  196. package/dist/scripts/test-credit-renewal.d.ts.map +1 -1
  197. package/dist/scripts/test-credit-renewal.js +37 -5
  198. package/dist/scripts/test-credit-renewal.js.map +1 -1
  199. package/dist/scripts/tv.d.ts +11 -0
  200. package/dist/scripts/tv.d.ts.map +1 -0
  201. package/dist/scripts/tv.js +357 -0
  202. package/dist/scripts/tv.js.map +1 -0
  203. package/dist/scripts/update.js +77 -10
  204. package/dist/scripts/update.js.map +1 -1
  205. package/dist/unlock.d.ts.map +1 -1
  206. package/dist/unlock.js +20 -8
  207. package/dist/unlock.js.map +1 -1
  208. package/docs/DEXBOT_COMPARISON.md +3 -3
  209. package/docs/EVOLUTION.md +8 -6
  210. package/docs/FUND_MOVEMENT_AND_ACCOUNTING.md +3 -1
  211. package/docs/GRID_RECONCILE.md +1 -0
  212. package/docs/LOGGING.md +3 -0
  213. package/docs/MPA_CREDIT_USAGE.md +3 -1
  214. package/docs/README.md +2 -2
  215. package/docs/WORKFLOW.md +3 -1
  216. package/package.json +2 -1
  217. package/scripts/README.md +12 -0
package/dist/modules/order/utils/system.js.map CHANGED
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package/dist/modules/order/utils/validate.d.ts CHANGED
@@ -101,6 +101,30 @@ declare function checkFundDrift(orders: Map<string, any>, accountTotals: any, as
101
101
  allowedDriftSell: number;
102
102
  reason: string | null;
103
103
  };
104
+ /**
105
+ * Stamp a rotation UPDATE as a gap-evacuation when plan-build geometry says
106
+ * it moves a live order OUT of the gap band onto its rail. The stamp freezes
107
+ * the boundary + gap width AT PLAN-BUILD TIME (B-stamp) so the COW executor's
108
+ * LAST-FILL guard validates against the geometry the plan was built for —
109
+ * plans can otherwise validate against a later-committed boundary and the
110
+ * evacuation gets misjudged. Stamping requires BOTH:
111
+ * - geometry: source slot index strictly inside the gap band, destination on
112
+ * the same side's rail (pure parseSlotIndex vs frozen boundary/gapSlots —
113
+ * never the stored slot type),
114
+ * - allowance: isEvacuationRotationAllowed(oldPrice, oldSize, newPrice,
115
+ * newSize, type) — outward repricing with bit-exact non-growing size.
116
+ * Anything else stays unstamped and obeys the guard normally (safe default).
117
+ *
118
+ * @param {Object} action - Rotation UPDATE action being built
119
+ * @param {Object} sourceMaster - Live master-grid order for the source slot
120
+ * @param {number|string} destPrice - Destination (hole) price
121
+ * @param {number} destSize - Destination (clamped) size
122
+ * @param {string} type - ORDER_TYPES.BUY or SELL
123
+ * @param {number} frozenBoundary - Plan-build boundary index
124
+ * @param {number} frozenGapSlots - Plan-build gap slot count
125
+ * @returns {Object} The action, stamped when it qualifies
126
+ */
127
+ declare function stampGapEvacuationRotation(action: any, sourceMaster: any, destPrice: any, destSize: any, type: any, frozenBoundary: any, frozenGapSlots: any, assets?: any): any;
104
128
  /**
105
129
  * Reconcile target grid against master state
106
130
  * @param {Map} masterGrid - Current master grid
@@ -113,6 +137,7 @@ declare function reconcileGrid(masterGrid: any, targetGrid: any, targetBoundary:
113
137
  actions: any[];
114
138
  aborted: boolean;
115
139
  boundaryIdx: any;
140
+ evacReady: any[];
116
141
  summary: {
117
142
  total: any;
118
143
  creates: any;
@@ -129,7 +154,7 @@ declare function reconcileGrid(masterGrid: any, targetGrid: any, targetBoundary:
129
154
  * @param {Map} masterGrid - Current master grid
130
155
  * @returns {Array<Object>} Optimized action list
131
156
  */
132
- declare function optimizeRebalanceActions(actions: any, masterGrid: any): any[];
157
+ declare function optimizeRebalanceActions(actions: any, masterGrid: any, options?: Record<string, any>): any[];
133
158
  /**
134
159
  * Check if a rebalance result has executable actions.
135
160
  *
@@ -140,11 +165,13 @@ declare function hasExecutableActions(rebalanceResult: any): boolean;
140
165
  /**
141
166
  * Validate that CREATE actions target slots that are not already occupied on-chain
142
167
  * and that no CREATE price collides with an existing placed order or unmatched
143
- * on-chain order. Checks four layers:
168
+ * on-chain order. Checks five layers:
144
169
  * 1. Slot occupancy — target grid slot already has a placed order
145
170
  * 2. Master grid slot collision — same slotId already placed (priceSlotEqual)
146
171
  * 3. Chain orphan slot collision — chain order's nearest slotId equals target slotId
147
172
  * 4. Same-batch duplicate slotId — two CREATEs target same slotId
173
+ * 5. Same-batch bit-identical duplicate price — two CREATEs on different
174
+ * target slots at the exact same price (same side)
148
175
  *
149
176
  * Cancel and rotation-released slots are considered free.
150
177
  *
@@ -243,5 +270,5 @@ declare function evaluateCommit(workingGrid: any, options?: any): {
243
270
  reason?: undefined;
244
271
  level?: undefined;
245
272
  };
246
- export { validateOrder, validateGridForPersistence, validateWorkingGridFunds, checkFundDrift, reconcileGrid, optimizeRebalanceActions, hasExecutableActions, validateCreateTargetSlots, hasActionForOrder, removeActionsForOrder, projectTargetToWorkingGrid, buildStateUpdates, buildAbortedResult, buildSuccessResult, evaluateCommit };
273
+ export { validateOrder, validateGridForPersistence, validateWorkingGridFunds, checkFundDrift, reconcileGrid, optimizeRebalanceActions, hasExecutableActions, validateCreateTargetSlots, hasActionForOrder, removeActionsForOrder, projectTargetToWorkingGrid, buildStateUpdates, buildAbortedResult, buildSuccessResult, evaluateCommit, stampGapEvacuationRotation };
247
274
  //# sourceMappingURL=validate.d.ts.map
package/dist/modules/order/utils/validate.d.ts.map CHANGED
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package/dist/modules/order/utils/validate.js CHANGED
@@ -35,9 +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, clamp } from './math.js';
38
+ import { floatToBlockchainInt, blockchainToFloat, getPrecisionSlack, getPrecisionByOrderType, getDoubleDustThreshold, getSellStartIdx, isSlotIndexInGapBand, isEvacuationRotationAllowed, clamp } from './math.js';
39
39
  import { parseSlotIndex } from './slot.js';
40
- import { isOrderOnChain, isPhantomOrder, convertToSpreadPlaceholder } from './order.js';
40
+ import { isOrderOnChain, isPhantomOrder, convertToSpreadPlaceholder, detectGapEvacuationCandidates, updateGapEvacuationStreaks } from './order.js';
41
41
  const { isValidNumber, toFiniteNumber } = Format;
42
42
  // Pre-computed valid sets
43
43
  const VALID_ORDER_STATES = new Set(Object.values(ORDER_STATES));
@@ -85,6 +85,12 @@ function validateOrder(order, oldOrder = null, context = 'validate') {
85
85
  });
86
86
  normalizedOrder.size = 0;
87
87
  }
88
+ // RAIL-HOLE PRESERVATION (Phase 2): a sized BUY/SELL VIRTUAL slot with no
89
+ // orderId is a rail-typed hole (rotation source, fill-consumed rail slot),
90
+ // NOT a spread placeholder — it must pass through untouched. Only SPREAD
91
+ // is size-normalized above; the phantom and ILLEGAL_SPREAD_STATE checks
92
+ // below fire solely for on-chain states, so rail holes are never
93
+ // zeroed, retyped, or rejected here. Locked by test_gap_evacuation.
88
94
  const isOnChainState = (normalizedOrder.state === ORDER_STATES.ACTIVE ||
89
95
  normalizedOrder.state === ORDER_STATES.PARTIAL);
90
96
  if (normalizedOrder.type === ORDER_TYPES.SPREAD && isOnChainState) {
@@ -286,6 +292,100 @@ function checkFundDrift(orders, accountTotals, assets = null, gridLimits = null)
286
292
  // ===============================================================================
287
293
  // SECTION 3: GRID RECONCILIATION (COW Pipeline)
288
294
  // ===============================================================================
295
+ /**
296
+ * Clamp a rotation UPDATE's target size to a partially-filled surplus order's
297
+ * booked remaining size.
298
+ *
299
+ * A rotation must never GROW a PARTIAL order in place: the fill is already
300
+ * booked into slot.size, and growing it restores the pre-fill size on chain
301
+ * while the books keep the post-fill remainder (fill accounting divergence —
302
+ * the COW executor skips such UPDATEs, which strands the hole and leaves a
303
+ * gap in the grid). Clamping keeps the plan's price intent and fills the hole
304
+ * at the remainder size, so the grid stays contiguous. A deliberate full-size
305
+ * top-up must go through a cancel+create cycle, not a silent in-place grow.
306
+ *
307
+ * Mirrors the clampPostFillUpdateSize policy used for plain size UPDATEs in
308
+ * the COW executor (modules/dexbot_cow_runtime.ts).
309
+ *
310
+ * @param {Object} surplusMaster - Live master-grid order for the rotation source
311
+ * @param {number} holeSize - Planned target (hole) size
312
+ * @param {Function|null} [logger=null] - Optional (msg, level) logger
313
+ * @param {string} [holeId=''] - Hole slot id for the log line
314
+ * @returns {number} The (possibly clamped) rotation size
315
+ */
316
+ function clampRotationSizeForPartial(surplusMaster, holeSize, logger = null, holeId = '') {
317
+ const target = toFiniteNumber(holeSize);
318
+ if (!surplusMaster || surplusMaster.state !== ORDER_STATES.PARTIAL)
319
+ return target;
320
+ const booked = toFiniteNumber(surplusMaster.size);
321
+ if (!Number.isFinite(target) || !Number.isFinite(booked) || booked <= 0)
322
+ return target;
323
+ if (target > booked) {
324
+ if (logger) {
325
+ logger(`[RECONCILE] Clamping rotation ${surplusMaster.id} -> ${holeId || '?'}: ` +
326
+ `surplus is PARTIAL with booked remaining ${Format.formatAmount8(booked)} ` +
327
+ `but hole targets ${Format.formatAmount8(target)} — rotating at remainder size ` +
328
+ `so the hole fills without growing the partial in place.`, 'warn');
329
+ }
330
+ return booked;
331
+ }
332
+ return target;
333
+ }
334
+ /**
335
+ * Stamp a rotation UPDATE as a gap-evacuation when plan-build geometry says
336
+ * it moves a live order OUT of the gap band onto its rail. The stamp freezes
337
+ * the boundary + gap width AT PLAN-BUILD TIME (B-stamp) so the COW executor's
338
+ * LAST-FILL guard validates against the geometry the plan was built for —
339
+ * plans can otherwise validate against a later-committed boundary and the
340
+ * evacuation gets misjudged. Stamping requires BOTH:
341
+ * - geometry: source slot index strictly inside the gap band, destination on
342
+ * the same side's rail (pure parseSlotIndex vs frozen boundary/gapSlots —
343
+ * never the stored slot type),
344
+ * - allowance: isEvacuationRotationAllowed(oldPrice, oldSize, newPrice,
345
+ * newSize, type) — outward repricing with bit-exact non-growing size.
346
+ * Anything else stays unstamped and obeys the guard normally (safe default).
347
+ *
348
+ * @param {Object} action - Rotation UPDATE action being built
349
+ * @param {Object} sourceMaster - Live master-grid order for the source slot
350
+ * @param {number|string} destPrice - Destination (hole) price
351
+ * @param {number} destSize - Destination (clamped) size
352
+ * @param {string} type - ORDER_TYPES.BUY or SELL
353
+ * @param {number} frozenBoundary - Plan-build boundary index
354
+ * @param {number} frozenGapSlots - Plan-build gap slot count
355
+ * @returns {Object} The action, stamped when it qualifies
356
+ */
357
+ function stampGapEvacuationRotation(action, sourceMaster, destPrice, destSize, type, frozenBoundary, frozenGapSlots, assets = null) {
358
+ const b = Number(frozenBoundary);
359
+ const g = Number(frozenGapSlots);
360
+ if (!Number.isFinite(b) || !Number.isFinite(g) || g < 0)
361
+ return action;
362
+ const srcIdx = parseSlotIndex(sourceMaster?.id ?? action?.id);
363
+ const dstIdx = parseSlotIndex(action?.newGridId);
364
+ if (srcIdx === null || srcIdx === undefined || dstIdx === null || dstIdx === undefined)
365
+ return action;
366
+ if (!isSlotIndexInGapBand(srcIdx, b, g))
367
+ return action;
368
+ if (isSlotIndexInGapBand(dstIdx, b, g))
369
+ return action;
370
+ const sellStartIdx = getSellStartIdx(b, g);
371
+ const dstInRail = type === ORDER_TYPES.SELL ? Number(dstIdx) >= sellStartIdx : Number(dstIdx) <= b;
372
+ if (!dstInRail)
373
+ return action;
374
+ // Bit-exact size check with the side's on-chain precision (mirrors the
375
+ // live unstamped probe in dexbot_cow_runtime) — a 1-satoshi size growth
376
+ // must be refused at stamp time, not just at execution.
377
+ let stampPrecision = null;
378
+ try {
379
+ stampPrecision = assets ? getPrecisionByOrderType(assets, type) : null;
380
+ }
381
+ catch {
382
+ stampPrecision = null;
383
+ }
384
+ const check = isEvacuationRotationAllowed(sourceMaster?.price, sourceMaster?.size, destPrice, destSize, type, stampPrecision);
385
+ if (!check.allowed)
386
+ return action;
387
+ return { ...action, origin: 'gap-evacuation', evacBoundary: b, evacGapSlots: Math.floor(g) };
388
+ }
289
389
  /**
290
390
  * Reconcile target grid against master state
291
391
  * @param {Map} masterGrid - Current master grid
@@ -296,6 +396,12 @@ function checkFundDrift(orders, accountTotals, assets = null, gridLimits = null)
296
396
  */
297
397
  function reconcileGrid(masterGrid, targetGrid, targetBoundary, options = {}) {
298
398
  const { logger = null, dustThresholdPercent = GRID_LIMITS.PARTIAL_DUST_THRESHOLD_PERCENTAGE } = options;
399
+ // B-stamp inputs for gap-evacuation rotation stamping (frozen at
400
+ // plan-build): callers pass the geometry this plan was built for. Absent
401
+ // or non-finite => no stamping (guarded default, never fail-open).
402
+ const planGapSlots = Number(options?.gapSlots);
403
+ const hasPlanGeometry = Number.isFinite(planGapSlots) && planGapSlots >= 0;
404
+ const evacAssets = options?.assets ?? null;
299
405
  const actions = [];
300
406
  const surplusesBuy = [];
301
407
  const surplusesSell = [];
@@ -412,16 +518,25 @@ function reconcileGrid(masterGrid, targetGrid, targetBoundary, options = {}) {
412
518
  for (let i = 0; i < rotationCount; i++) {
413
519
  const surplus = surpluses[i];
414
520
  const hole = healthyHoles[i];
415
- actions.push({
521
+ const clampedSize = clampRotationSizeForPartial(surplus.master, hole.order.size, logger, hole.id);
522
+ let rotation = {
416
523
  type: COW_ACTIONS.UPDATE,
417
524
  id: surplus.id,
418
525
  orderId: surplus.master.orderId,
419
526
  newGridId: hole.id,
420
- newSize: hole.order.size,
527
+ newSize: clampedSize,
421
528
  newPrice: hole.order.price,
422
529
  order: hole.order,
423
530
  isRotation: true
424
- });
531
+ };
532
+ // Gap-evacuation B-stamp (plan-build frozen boundary): a surplus
533
+ // stranded in the gap band rotating onto its rail bypasses the
534
+ // LAST-FILL guard at execution — the rotation reduces the
535
+ // violation surface instead of adding exposure.
536
+ if (hasPlanGeometry) {
537
+ rotation = stampGapEvacuationRotation(rotation, surplus.master, hole.order.price, clampedSize, surplus.master?.type, validatedBoundary, planGapSlots, evacAssets);
538
+ }
539
+ actions.push(rotation);
425
540
  }
426
541
  for (let i = rotationCount; i < healthyHoles.length; i++) {
427
542
  actions.push({ type: COW_ACTIONS.CREATE, id: healthyHoles[i].id, order: healthyHoles[i].order });
@@ -436,10 +551,28 @@ function reconcileGrid(masterGrid, targetGrid, targetBoundary, options = {}) {
436
551
  actions.push({ type: COW_ACTIONS.CANCEL, id, orderId: masterOrder.orderId, reason: 'orphan-slot' });
437
552
  }
438
553
  }
554
+ // Phase 3: tick the per-slot gap-evacuation streak counter when the
555
+ // caller supplies a Map (in-memory on the manager; resets on restart).
556
+ // Detection is geometry-only (parse slot idx vs frozen boundary/gapSlots).
557
+ let evacReady = [];
558
+ try {
559
+ if (options?.evacStreaks instanceof Map && hasPlanGeometry) {
560
+ const candidates = detectGapEvacuationCandidates(masterGrid, validatedBoundary, planGapSlots);
561
+ const tick = updateGapEvacuationStreaks(options.evacStreaks, candidates);
562
+ evacReady = tick.ready;
563
+ if (evacReady.length > 0 && logger) {
564
+ logger(`[GAP-EVAC] ${evacReady.length} stuck in-band order(s) ` +
565
+ `(boundary ${validatedBoundary}, gap ${planGapSlots}): ` +
566
+ evacReady.map((c) => `${c.id}(x${tick.streaks[c.id] ?? '?'})`).join(', '), 'warn');
567
+ }
568
+ }
569
+ }
570
+ catch { /* streak tracking is best-effort */ }
439
571
  return {
440
572
  actions,
441
573
  aborted: false,
442
574
  boundaryIdx: validatedBoundary,
575
+ evacReady,
443
576
  summary: summarizeActions(actions)
444
577
  };
445
578
  }
@@ -452,9 +585,17 @@ function reconcileGrid(masterGrid, targetGrid, targetBoundary, options = {}) {
452
585
  * @param {Map} masterGrid - Current master grid
453
586
  * @returns {Array<Object>} Optimized action list
454
587
  */
455
- function optimizeRebalanceActions(actions, masterGrid) {
588
+ function optimizeRebalanceActions(actions, masterGrid, options = {}) {
456
589
  if (!Array.isArray(actions) || actions.length === 0)
457
590
  return [];
591
+ const { logger = null } = options;
592
+ // B-stamp inputs (same contract as reconcileGrid): frozen plan-build
593
+ // boundary + gap width for gap-evacuation rotation stamping. Absent =>
594
+ // no stamping, guarded default.
595
+ const optBoundary = Number(options?.boundaryIdx);
596
+ const optGapSlots = Number(options?.gapSlots);
597
+ const hasOptGeometry = Number.isFinite(optBoundary) && Number.isFinite(optGapSlots) && optGapSlots >= 0;
598
+ const optAssets = options?.assets ?? null;
458
599
  const creates = [];
459
600
  const cancels = [];
460
601
  const passthrough = [];
@@ -503,16 +644,21 @@ function optimizeRebalanceActions(actions, masterGrid) {
503
644
  continue;
504
645
  }
505
646
  const createAction = remainingCreates.splice(bestIdx, 1)[0];
506
- optimized.push({
647
+ const clampedSize = clampRotationSizeForPartial(masterOrder, toFiniteNumber(createAction?.order?.size), logger, createAction.id);
648
+ let rotation = {
507
649
  type: COW_ACTIONS.UPDATE,
508
650
  id: cancelAction.id,
509
651
  orderId: cancelAction.orderId,
510
652
  newGridId: createAction.id,
511
- newSize: toFiniteNumber(createAction?.order?.size),
653
+ newSize: clampedSize,
512
654
  newPrice: toFiniteNumber(createAction?.order?.price),
513
655
  order: createAction.order,
514
656
  isRotation: true
515
- });
657
+ };
658
+ if (hasOptGeometry) {
659
+ rotation = stampGapEvacuationRotation(rotation, masterOrder, toFiniteNumber(createAction?.order?.price), clampedSize, cancelType, optBoundary, optGapSlots, optAssets);
660
+ }
661
+ optimized.push(rotation);
516
662
  }
517
663
  for (const createAction of remainingCreates) {
518
664
  optimized.push(createAction);
@@ -545,11 +691,13 @@ function hasExecutableActions(rebalanceResult) {
545
691
  /**
546
692
  * Validate that CREATE actions target slots that are not already occupied on-chain
547
693
  * and that no CREATE price collides with an existing placed order or unmatched
548
- * on-chain order. Checks four layers:
694
+ * on-chain order. Checks five layers:
549
695
  * 1. Slot occupancy — target grid slot already has a placed order
550
696
  * 2. Master grid slot collision — same slotId already placed (priceSlotEqual)
551
697
  * 3. Chain orphan slot collision — chain order's nearest slotId equals target slotId
552
698
  * 4. Same-batch duplicate slotId — two CREATEs target same slotId
699
+ * 5. Same-batch bit-identical duplicate price — two CREATEs on different
700
+ * target slots at the exact same price (same side)
553
701
  *
554
702
  * Cancel and rotation-released slots are considered free.
555
703
  *
@@ -658,6 +806,53 @@ function validateCreateTargetSlots(actions, orders, _assets = null, chainOrderCa
658
806
  else
659
807
  seen.add(entry.targetId);
660
808
  }
809
+ // Same-batch bit-identical duplicate price across DIFFERENT target slots.
810
+ // The genesis-frozen slot mapping gives every slot a distinct price
811
+ // level, so two CREATEs at the exact same price on different slots
812
+ // indicate a degenerate plan (production incident 2026-08-29: several
813
+ // slots planned at one price; every batch was filtered down to a
814
+ // single op and the grid rebuild crawled at one placement per cycle).
815
+ // The tolerance-based price-collision check that caught this class was
816
+ // removed with the slot-based rewrite; this exact-equality check
817
+ // restores the protection without tolerance false-positives. First
818
+ // target per (type, price) wins; later duplicates are skipped by the
819
+ // caller via violatingTargetIds.
820
+ const priceOwner = new Map();
821
+ for (const entry of createEntries) {
822
+ const priceNum = Number(entry.price);
823
+ if (!Number.isFinite(priceNum))
824
+ continue;
825
+ // Key on the on-chain integer repr when the side precision is
826
+ // known (bit-exact: prices that quantize to the same chain int
827
+ // ARE the same price on the DEX); float fallback preserves the
828
+ // old behavior for callers without assets context.
829
+ let key;
830
+ let sidePrecision = null;
831
+ try {
832
+ sidePrecision = _assets ? getPrecisionByOrderType(_assets, entry.type) : null;
833
+ }
834
+ catch {
835
+ sidePrecision = null;
836
+ }
837
+ if (Number.isFinite(Number(sidePrecision)) && Number(sidePrecision) > 0) {
838
+ try {
839
+ key = `${String(entry.type)}:i${floatToBlockchainInt(priceNum, Number(sidePrecision))}`;
840
+ }
841
+ catch {
842
+ key = `${String(entry.type)}:${priceNum}`;
843
+ }
844
+ }
845
+ else {
846
+ key = `${String(entry.type)}:${priceNum}`;
847
+ }
848
+ const owner = priceOwner.get(key);
849
+ if (owner === undefined) {
850
+ priceOwner.set(key, entry.targetId);
851
+ }
852
+ else if (owner !== entry.targetId) {
853
+ violations.push({ targetId: entry.targetId, currentOrderId: null, currentType: entry.type, currentState: 'CREATE', reason: 'same_batch_price_duplicate', duplicateOf: owner });
854
+ }
855
+ }
661
856
  }
662
857
  const violatingTargetIds = new Set(violations.map(v => v.targetId));
663
858
  return {
@@ -983,5 +1178,5 @@ function evaluateCommit(workingGrid, options = {}) {
983
1178
  // ===============================================================================
984
1179
  // EXPORTS
985
1180
  // ===============================================================================
986
- export { validateOrder, validateGridForPersistence, validateWorkingGridFunds, checkFundDrift, reconcileGrid, optimizeRebalanceActions, hasExecutableActions, validateCreateTargetSlots, hasActionForOrder, removeActionsForOrder, projectTargetToWorkingGrid, buildStateUpdates, buildAbortedResult, buildSuccessResult, evaluateCommit };
1181
+ export { validateOrder, validateGridForPersistence, validateWorkingGridFunds, checkFundDrift, reconcileGrid, optimizeRebalanceActions, hasExecutableActions, validateCreateTargetSlots, hasActionForOrder, removeActionsForOrder, projectTargetToWorkingGrid, buildStateUpdates, buildAbortedResult, buildSuccessResult, evaluateCommit, stampGapEvacuationRotation };
987
1182
  //# sourceMappingURL=validate.js.map