dexbot 1.5.0 → 1.5.2

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

@@ -19,7 +19,18 @@ declare class COWRebalanceEngine {
     assets: any;
     config: any;
     constructor(deps: any);
-    execute({ masterGrid, gridVersion, boundaryIdx, funds, fills, excludeIds }: any): Promise<{
+    execute({ masterGrid, gridVersion, boundaryIdx, funds, fills, excludeIds, gapSlots, evacStreaks }: any): Promise<{
+        actions: never[];
+        stateUpdates: never[];
+        hadRotation: boolean;
+        workingGrid: null;
+        workingIndexes: null;
+        workingBoundary: null;
+        planningDuration: number;
+        aborted: boolean;
+        reason: any;
+    } | {
+        evacReady: any;
         actions: any;
         stateUpdates: any;
         hadRotation: any;
@@ -138,6 +149,8 @@ declare class OrderManager {
     _lastFilledSellPrice: number | null;
     _lastFilledPrice: number | null;
     _lastFilledType: string | null;
+    _gapEvacStreaks: Map<string, number>;
+    _gapEvacCancelQueued: Set<string>;
     _metrics: any;
     private _currentWorkingGridStack;
     _cowEngine: any;
@@ -565,17 +578,23 @@ declare class OrderManager {
      */
     _logBoundaryDebug(source: string, newIdx: number | null): void;
     /**
-     * Record last filled price for side-gated guard: only the side of the most recent fill is gated
-     * (BUY after BUY must be lower, SELL after SELL must be higher). Spread-correction bypasses.
-     * Cold start (null) => disabled. Per-type fields kept for observability/back-compat.
+     * Record last filled price for the single-pivot guard: when armed, BOTH
+     * sides are gated against the most recent fill price (BUY blocked above
+     * pivot*(1-halfInc), SELL blocked below pivot*(1+halfInc); see
+     * isLastFillGuardBlocked). Spread-correction bypasses. _lastFilledType is
+     * purely the cold/armed discriminator (null => disabled). The per-side
+     * fields are not read by the guard itself; they feed the book-seed
+     * cold-check and per-side seeding in seedLastFilledPricesFromBook.
      * @param {Array} fills
      */
     recordLastFilledPrices(fills: any): void;
     /**
      * Seed last-filled guard from the live book at startup. Book-derived
      * (survives restart), analogous to the deleted MarketAnchor book-seed.
-     * Closes the in-memory-only window where LAST-FILL-GUARD would be
-     * disabled until the first fill arrives.
+     * A single-sided book arms the guard immediately; a two-sided book
+     * deliberately stays cold (type null) until the first real fill, because
+     * book quotes are not fills and the latest-fill side is unknowable from
+     * the book alone.
      * @param {Array} chainOpenOrders - raw chain open orders (from readOpenOrdersGuarded)
      */
     seedLastFilledPricesFromBook(chainOpenOrders: any): void;
@@ -644,6 +663,7 @@ declare class OrderManager {
         actions: any[];
         aborted: boolean;
         boundaryIdx: any;
+        evacReady: any[];
         summary: {
             total: any;
             creates: any;
@@ -651,6 +671,32 @@ declare class OrderManager {
             updates: any;
         };
     };
+    /**
+     * Phase 3 safety net — turn stuck gap-evacuation candidates (evacReady
+     * from the COW reconcile streak tick) into cancel-only corrections.
+     *
+     * Gate chain per candidate, in order:
+     *  1. Slot idx is STILL genuinely in-band under the CURRENT committed
+     *     boundary/gap geometry (the plan's frozen geometry may be stale).
+     *  2. Streak >= GRID_LIMITS.GAP_EVACUATION_CANCEL_THRESHOLD (warn fires
+     *     one cycle earlier at GAP_EVACUATION_STREAK_THRESHOLD).
+     *  3. Queued-once marker (_gapEvacCancelQueued) not set — a queued entry
+     *     never re-queues until the slot resolves (leaves the band and its
+     *     streak entry is dropped).
+     *  4. No correction entry already exists for the same chain order.
+     *  5. The live slot still exists, is on-chain, and still owns that
+     *     chain order id.
+     *
+     * The entry uses isSurplus semantics (not bare cancelOnly): the runner
+     * cancels the chain order AND settles the slot back to a spread
+     * placeholder via convertToSpreadPlaceholder, keeping fund tracking
+     * honest and matching Phase 2 band semantics (genuinely in-band slots
+     * are SPREAD VIRTUAL). No re-placement, fee-light.
+     *
+     * @param {Array} candidates - evacReady candidates [{id, idx, type, price, size, orderId}]
+     * @returns {number} Number of corrections queued
+     */
+    _processGapEvacuationTeeth(candidates: any): number;
     /**
      * Wait (bounded) until any non-COW broadcast/placement activity — the
      * refcounted _broadcastingFlag — has released. Startup/structural

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

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package/dist/modules/order/manager.js

@@ -26,10 +26,10 @@ import StrategyEngine from './strategy.js';
 import SyncEngine from './sync_engine.js';
 import { calculateCurrentSpread, checkSpreadCondition, checkGridHealth } from './grid.js';
 import * as Format from './format.js';
-import { ORDER_TYPES, ORDER_STATES, REBALANCE_STATES, DEFAULT_CONFIG, TIMING, LOG_LEVEL, PIPELINE_TIMING, COW_PERFORMANCE, COW_ACTIONS } from '../constants.js';
+import { ORDER_TYPES, ORDER_STATES, REBALANCE_STATES, DEFAULT_CONFIG, TIMING, LOG_LEVEL, PIPELINE_TIMING, COW_PERFORMANCE, COW_ACTIONS, GRID_LIMITS } from '../constants.js';
 import { getMinOrderSize, computeChainFundTotals, hasValidAccountTotals, resolveConfigValueWithRegistry, isExplicitZeroAllocation, floatToBlockchainInt, validateBoundaryCommit, resolveGapSlots } from './utils/math.js';
 import { validateOrder, validateGridForPersistence, validateWorkingGridFunds, checkFundDrift, reconcileGrid, optimizeRebalanceActions, projectTargetToWorkingGrid, buildStateUpdates, buildAbortedResult, buildSuccessResult, evaluateCommit } from './utils/validate.js';
-import { resolveSpreadOrderSide, parseSlotIndex, parseChainOrder } from './utils/order.js';
+import { resolveSpreadOrderSide, parseSlotIndex, parseChainOrder, geometryTypeForSlotIndex, isOrderOnChain } from './utils/order.js';
 import { getErrorMessage } from '../utils/errors.js';
 const { toFiniteNumber } = Format;
 // ===============================================================================
@@ -133,7 +133,7 @@ class COWRebalanceEngine {
         this.assets = deps.assets;
         this.config = deps.config;
     }
-    async execute({ masterGrid, gridVersion, boundaryIdx, funds, fills = [], excludeIds = new Set() }) {
+    async execute({ masterGrid, gridVersion, boundaryIdx, funds, fills = [], excludeIds = new Set(), gapSlots = null, evacStreaks = null }) {
         const startTime = Date.now();
         const workingGrid = new WorkingGrid(masterGrid, { baseVersion: gridVersion });
         const strategyParams = {
@@ -149,13 +149,28 @@ class COWRebalanceEngine {
         let dustThresholdPercent = this.config?.gridLimits?.PARTIAL_DUST_THRESHOLD_PERCENTAGE;
         const reconcileResult = reconcileGrid(masterGrid, targetGrid, targetBoundary, {
             logger: (msg, level) => this.logger?.log(msg, level),
-            dustThresholdPercent
+            dustThresholdPercent,
+            gapSlots,
+            evacStreaks,
+            assets: this.assets
         });
+        // Gap-evacuation telemetry: evacReady is the streak-tick output of
+        // reconcileGrid (stuck in-band candidates). It must survive both
+        // abort and success so the manager can act on it even when the
+        // rebalance plan itself aborts for an unrelated reason.
+        const evacReady = Array.isArray(reconcileResult?.evacReady)
+            ? reconcileResult.evacReady
+            : [];
         if (reconcileResult.aborted) {
-            return buildAbortedResult(reconcileResult.reason);
+            const aborted = buildAbortedResult(reconcileResult.reason);
+            aborted.evacReady = evacReady;
+            return aborted;
         }
         const optimizedActions = optimizeRebalanceActions(reconcileResult.actions, masterGrid, {
-            logger: (msg, level) => this.logger?.log(msg, level)
+            logger: (msg, level) => this.logger?.log(msg, level),
+            boundaryIdx: targetBoundary,
+            gapSlots,
+            assets: this.assets
         });
         // Stale-placement guard: drop placements crossing the plan's own
         // boundary (see stalePlacementDropReason) — defer them to the next
@@ -219,13 +234,16 @@ class COWRebalanceEngine {
                 `price=${Number.isFinite(price) ? Format.formatPrice6(price) : 'n/a'})`;
             this.logger?.log(line, a.type === COW_ACTIONS.UPDATE ? 'info' : 'debug');
         }
-        return buildSuccessResult({
-            actions: optimizedActions,
-            stateUpdates,
-            workingGrid,
-            workingBoundary: targetBoundary,
-            planningDuration: duration
-        });
+        return {
+            ...buildSuccessResult({
+                actions: optimizedActions,
+                stateUpdates,
+                workingGrid,
+                workingBoundary: targetBoundary,
+                planningDuration: duration
+            }),
+            evacReady
+        };
     }
 }
 // ===============================================================================
@@ -359,6 +377,8 @@ class OrderManager {
     _lastFilledSellPrice;
     _lastFilledPrice;
     _lastFilledType;
+    _gapEvacStreaks;
+    _gapEvacCancelQueued;
     // anchor fields removed
     // Note: dedupe lives inside the anchor object (`_seenKeys`), not here.
     // Kept for backwards compat if external code checks existence; not used.
@@ -471,6 +491,8 @@ class OrderManager {
         this._lastFilledSellPrice = null;
         this._lastFilledPrice = null;
         this._lastFilledType = null;
+        this._gapEvacStreaks = new Map();
+        this._gapEvacCancelQueued = new Set();
         this._metrics = {
             fundRecalcCount: 0,
             lockAcquisitions: 0,
@@ -1479,9 +1501,13 @@ class OrderManager {
         }
     }
     /**
-     * Record last filled price for side-gated guard: only the side of the most recent fill is gated
-     * (BUY after BUY must be lower, SELL after SELL must be higher). Spread-correction bypasses.
-     * Cold start (null) => disabled. Per-type fields kept for observability/back-compat.
+     * Record last filled price for the single-pivot guard: when armed, BOTH
+     * sides are gated against the most recent fill price (BUY blocked above
+     * pivot*(1-halfInc), SELL blocked below pivot*(1+halfInc); see
+     * isLastFillGuardBlocked). Spread-correction bypasses. _lastFilledType is
+     * purely the cold/armed discriminator (null => disabled). The per-side
+     * fields are not read by the guard itself; they feed the book-seed
+     * cold-check and per-side seeding in seedLastFilledPricesFromBook.
      * @param {Array} fills
      */
     recordLastFilledPrices(fills) {
@@ -1535,8 +1561,10 @@ class OrderManager {
     /**
      * Seed last-filled guard from the live book at startup. Book-derived
      * (survives restart), analogous to the deleted MarketAnchor book-seed.
-     * Closes the in-memory-only window where LAST-FILL-GUARD would be
-     * disabled until the first fill arrives.
+     * A single-sided book arms the guard immediately; a two-sided book
+     * deliberately stays cold (type null) until the first real fill, because
+     * book quotes are not fills and the latest-fill side is unknowable from
+     * the book alone.
      * @param {Array} chainOpenOrders - raw chain open orders (from readOpenOrdersGuarded)
      */
     seedLastFilledPricesFromBook(chainOpenOrders) {
@@ -1608,7 +1636,7 @@ class OrderManager {
             // inferable by the absence of any log line.
             if (this._lastFilledPrice == null || this._lastFilledType == null) {
                 try {
-                    this.logger?.log?.(`[LAST-FILL-GUARD] Book seed left guard DISABLED (cold): lastBuy=${maxBuy} lastSell=${minSell} lastPrice=${this._lastFilledPrice} lastType=${this._lastFilledType}; guard arms on the first fill`, 'warn');
+                    this.logger?.log?.(`[LAST-FILL-GUARD] Book seed left guard DISABLED (cold): lastBuy=${maxBuy} lastSell=${minSell} lastPrice=${this._lastFilledPrice} lastType=${this._lastFilledType}; guard arms on the first fill`, 'info');
                 }
                 catch { }
             }
@@ -1727,11 +1755,101 @@ class OrderManager {
      * @returns {Object}
      */
     reconcileGrid(targetGrid, targetBoundary) {
+        if (!(this._gapEvacStreaks instanceof Map))
+            this._gapEvacStreaks = new Map();
         return reconcileGrid(this.orders, targetGrid, targetBoundary, {
             logger: (msg, level) => this.logger.log(msg, level),
-            dustThresholdPercent: this.config?.gridLimits?.PARTIAL_DUST_THRESHOLD_PERCENTAGE
+            dustThresholdPercent: this.config?.gridLimits?.PARTIAL_DUST_THRESHOLD_PERCENTAGE,
+            gapSlots: this._gapSlots,
+            evacStreaks: this._gapEvacStreaks,
+            assets: this.assets
         });
     }
+    /**
+     * Phase 3 safety net — turn stuck gap-evacuation candidates (evacReady
+     * from the COW reconcile streak tick) into cancel-only corrections.
+     *
+     * Gate chain per candidate, in order:
+     *  1. Slot idx is STILL genuinely in-band under the CURRENT committed
+     *     boundary/gap geometry (the plan's frozen geometry may be stale).
+     *  2. Streak >= GRID_LIMITS.GAP_EVACUATION_CANCEL_THRESHOLD (warn fires
+     *     one cycle earlier at GAP_EVACUATION_STREAK_THRESHOLD).
+     *  3. Queued-once marker (_gapEvacCancelQueued) not set — a queued entry
+     *     never re-queues until the slot resolves (leaves the band and its
+     *     streak entry is dropped).
+     *  4. No correction entry already exists for the same chain order.
+     *  5. The live slot still exists, is on-chain, and still owns that
+     *     chain order id.
+     *
+     * The entry uses isSurplus semantics (not bare cancelOnly): the runner
+     * cancels the chain order AND settles the slot back to a spread
+     * placeholder via convertToSpreadPlaceholder, keeping fund tracking
+     * honest and matching Phase 2 band semantics (genuinely in-band slots
+     * are SPREAD VIRTUAL). No re-placement, fee-light.
+     *
+     * @param {Array} candidates - evacReady candidates [{id, idx, type, price, size, orderId}]
+     * @returns {number} Number of corrections queued
+     */
+    _processGapEvacuationTeeth(candidates) {
+        if (!Array.isArray(candidates) || candidates.length === 0)
+            return 0;
+        if (!Array.isArray(this.ordersNeedingPriceCorrection))
+            return 0;
+        if (!(this._gapEvacStreaks instanceof Map))
+            this._gapEvacStreaks = new Map();
+        if (!(this._gapEvacCancelQueued instanceof Set))
+            this._gapEvacCancelQueued = new Set();
+        // Release queued-once markers for slots that resolved (dropped from
+        // the streak map) so a future return to the band can be acted on again.
+        for (const id of Array.from(this._gapEvacCancelQueued)) {
+            if (!this._gapEvacStreaks.has(id))
+                this._gapEvacCancelQueued.delete(id);
+        }
+        const rawThreshold = Number(GRID_LIMITS?.GAP_EVACUATION_CANCEL_THRESHOLD);
+        const cancelThreshold = Number.isFinite(rawThreshold) && rawThreshold > 0 ? Math.floor(rawThreshold) : 3;
+        const boundary = this.boundaryIdx;
+        const gapSlots = this._gapSlots;
+        let queued = 0;
+        for (const candidate of candidates) {
+            const slotId = candidate?.id;
+            const chainOrderId = candidate?.orderId;
+            if (!slotId || !chainOrderId)
+                continue;
+            // 1. Re-verify geometry against the CURRENT committed boundary.
+            const idx = parseSlotIndex(slotId);
+            if (idx === null || geometryTypeForSlotIndex(idx, boundary, gapSlots) !== ORDER_TYPES.SPREAD)
+                continue;
+            // 2. Act threshold (stricter than the warn threshold).
+            if (Number(this._gapEvacStreaks.get(slotId) || 0) < cancelThreshold)
+                continue;
+            // 3./4. Queued-once + no duplicate chain-order entry.
+            if (this._gapEvacCancelQueued.has(slotId))
+                continue;
+            if (this.ordersNeedingPriceCorrection.some((entry) => entry?.chainOrderId === chainOrderId))
+                continue;
+            // 5. Live slot check.
+            const slot = this.orders.get(slotId);
+            if (!slot || !isOrderOnChain(slot) || slot.orderId !== chainOrderId)
+                continue;
+            this.ordersNeedingPriceCorrection.push({
+                gridOrder: { ...slot },
+                chainOrderId,
+                expectedPrice: slot.price,
+                actualPrice: slot.price,
+                size: slot.size,
+                type: slot.type,
+                isSurplus: true,
+                gapEvacuation: true,
+                boundaryIdx: boundary
+            });
+            this._gapEvacCancelQueued.add(slotId);
+            queued++;
+            this.logger?.log?.(`[GAP-EVAC] Queued cancel-only evacuation for ${slotId} ` +
+                `(${slot.type} @${Format.formatPrice6(slot.price)}, ` +
+                `x${this._gapEvacStreaks.get(slotId)} in band, boundary ${boundary}, gap ${gapSlots})`, 'warn');
+        }
+        return queued;
+    }
     /**
      * Wait (bounded) until any non-COW broadcast/placement activity — the
      * refcounted _broadcastingFlag — has released. Startup/structural
@@ -1802,14 +1920,31 @@ class OrderManager {
             return buildAbortedResult('COW Engine not initialized (assets not available)');
         }
         this._setRebalanceState(REBALANCE_STATES.REBALANCING);
+        if (!(this._gapEvacStreaks instanceof Map))
+            this._gapEvacStreaks = new Map();
+        if (!(this._gapEvacCancelQueued instanceof Set))
+            this._gapEvacCancelQueued = new Set();
         const result = await cowEngine.execute({
             masterGrid: this.orders,
             gridVersion: this._gridVersion,
             boundaryIdx: this.boundaryIdx,
             funds: this.getChainFundsSnapshot(),
             fills,
-            excludeIds
+            excludeIds,
+            gapSlots: this._gapSlots,
+            evacStreaks: this._gapEvacStreaks
         });
+        // Phase 3 safety net: act on stuck in-band orders regardless of the
+        // plan outcome — a plan that aborted for unrelated reasons must not
+        // delay the cancel-only evacuation queue. Queued-once per slot; the
+        // corrections runner (correctAllPriceMismatches) executes the cancel
+        // and settles the slot back to a spread placeholder.
+        try {
+            this._processGapEvacuationTeeth(result?.evacReady);
+        }
+        catch (gapEvacError) {
+            this.logger?.log?.(`[GAP-EVAC] Teeth processing failed (non-fatal): ${getErrorMessage(gapEvacError)}`, 'warn');
+        }
         if (result.aborted) {
             // Nothing was pushed for an aborted result — the push below is
             // skipped — so there is no working-grid ref to clear here. Popping