dexbot 1.5.0 → 1.5.2

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 (87) hide show
  1. package/CHANGELOG.md +44 -0
  2. package/analysis/ama_fitting/package.json +1 -1
  3. package/analysis/trend_detection/package.json +1 -1
  4. package/claw/package.json +1 -1
  5. package/claw/runtimes/openclaw-plugin/openclaw.plugin.json +1 -1
  6. package/claw/runtimes/openclaw-plugin/package.json +1 -1
  7. package/claw/tests/test_claw_mcp_transport.ts +2 -2
  8. package/dist/dexbot.js +5 -5
  9. package/dist/dexbot.js.map +1 -1
  10. package/dist/modules/account_orders.d.ts +7 -1
  11. package/dist/modules/account_orders.d.ts.map +1 -1
  12. package/dist/modules/account_orders.js +34 -1
  13. package/dist/modules/account_orders.js.map +1 -1
  14. package/dist/modules/constants.d.ts +2 -0
  15. package/dist/modules/constants.d.ts.map +1 -1
  16. package/dist/modules/constants.js +12 -0
  17. package/dist/modules/constants.js.map +1 -1
  18. package/dist/modules/dexbot_class.d.ts +1 -0
  19. package/dist/modules/dexbot_class.d.ts.map +1 -1
  20. package/dist/modules/dexbot_cow_runtime.d.ts +19 -1
  21. package/dist/modules/dexbot_cow_runtime.d.ts.map +1 -1
  22. package/dist/modules/dexbot_cow_runtime.js +335 -78
  23. package/dist/modules/dexbot_cow_runtime.js.map +1 -1
  24. package/dist/modules/dexbot_fill_runtime.d.ts.map +1 -1
  25. package/dist/modules/dexbot_fill_runtime.js +7 -1
  26. package/dist/modules/dexbot_fill_runtime.js.map +1 -1
  27. package/dist/modules/dexbot_startup_runtime.d.ts +1 -0
  28. package/dist/modules/dexbot_startup_runtime.d.ts.map +1 -1
  29. package/dist/modules/dexbot_startup_runtime.js +54 -4
  30. package/dist/modules/dexbot_startup_runtime.js.map +1 -1
  31. package/dist/modules/dexbot_state_recovery.d.ts.map +1 -1
  32. package/dist/modules/dexbot_state_recovery.js +7 -0
  33. package/dist/modules/dexbot_state_recovery.js.map +1 -1
  34. package/dist/modules/order/accounting.d.ts +34 -0
  35. package/dist/modules/order/accounting.d.ts.map +1 -1
  36. package/dist/modules/order/accounting.js +199 -5
  37. package/dist/modules/order/accounting.js.map +1 -1
  38. package/dist/modules/order/export.d.ts +122 -15
  39. package/dist/modules/order/export.d.ts.map +1 -1
  40. package/dist/modules/order/export.js +310 -46
  41. package/dist/modules/order/export.js.map +1 -1
  42. package/dist/modules/order/grid.d.ts.map +1 -1
  43. package/dist/modules/order/grid.js +22 -17
  44. package/dist/modules/order/grid.js.map +1 -1
  45. package/dist/modules/order/grid_reconcile.d.ts.map +1 -1
  46. package/dist/modules/order/grid_reconcile.js +7 -3
  47. package/dist/modules/order/grid_reconcile.js.map +1 -1
  48. package/dist/modules/order/grid_reconcile_internal.d.ts.map +1 -1
  49. package/dist/modules/order/grid_reconcile_internal.js +98 -28
  50. package/dist/modules/order/grid_reconcile_internal.js.map +1 -1
  51. package/dist/modules/order/manager.d.ts +52 -6
  52. package/dist/modules/order/manager.d.ts.map +1 -1
  53. package/dist/modules/order/manager.js +156 -21
  54. package/dist/modules/order/manager.js.map +1 -1
  55. package/dist/modules/order/strategy.d.ts.map +1 -1
  56. package/dist/modules/order/strategy.js +17 -2
  57. package/dist/modules/order/strategy.js.map +1 -1
  58. package/dist/modules/order/sync_engine.d.ts.map +1 -1
  59. package/dist/modules/order/sync_engine.js +213 -17
  60. package/dist/modules/order/sync_engine.js.map +1 -1
  61. package/dist/modules/order/utils/math.d.ts +70 -4
  62. package/dist/modules/order/utils/math.d.ts.map +1 -1
  63. package/dist/modules/order/utils/math.js +136 -5
  64. package/dist/modules/order/utils/math.js.map +1 -1
  65. package/dist/modules/order/utils/order.d.ts +117 -5
  66. package/dist/modules/order/utils/order.d.ts.map +1 -1
  67. package/dist/modules/order/utils/order.js +274 -13
  68. package/dist/modules/order/utils/order.js.map +1 -1
  69. package/dist/modules/order/utils/system.d.ts +14 -0
  70. package/dist/modules/order/utils/system.d.ts.map +1 -1
  71. package/dist/modules/order/utils/system.js +51 -3
  72. package/dist/modules/order/utils/system.js.map +1 -1
  73. package/dist/modules/order/utils/validate.d.ts +29 -2
  74. package/dist/modules/order/utils/validate.d.ts.map +1 -1
  75. package/dist/modules/order/utils/validate.js +207 -35
  76. package/dist/modules/order/utils/validate.js.map +1 -1
  77. package/dist/scripts/analyze-credit.d.ts.map +1 -1
  78. package/dist/scripts/analyze-credit.js +53 -33
  79. package/dist/scripts/analyze-credit.js.map +1 -1
  80. package/docs/DEXBOT_COMPARISON.md +3 -3
  81. package/docs/EVOLUTION.md +7 -5
  82. package/docs/FUND_MOVEMENT_AND_ACCOUNTING.md +3 -1
  83. package/docs/GRID_RECONCILE.md +1 -0
  84. package/docs/LOGGING.md +3 -0
  85. package/docs/README.md +2 -2
  86. package/docs/WORKFLOW.md +1 -1
  87. package/package.json +1 -1
@@ -14,11 +14,41 @@ import { BroadcastUncertainError as BroadcastUncertainErrorBinding } from './dex
14
14
  const BroadcastUncertainError = BroadcastUncertainErrorBinding;
15
15
  import * as orderUtils from './order/utils/order.js';
16
16
  import { sleep } from './order/utils/system.js';
17
- const { buildCreateOrderArgs, buildCreateOpFingerprint, extractBatchOperationResults, formatUnmatchedChainOrder, convertToSpreadPlaceholder, buildOutsideInPairGroups, isOrderPlaced, } = orderUtils;
17
+ const { buildCreateOrderArgs, buildCreateOpFingerprint, extractBatchOperationResults, formatUnmatchedChainOrder, convertToSpreadPlaceholder, toRailHolePlaceholder, buildOutsideInPairGroups, isOrderPlaced, } = orderUtils;
18
18
  import * as validate from './order/utils/validate.js';
19
- const { validateCreateTargetSlots, evaluateCommit, hasExecutableActions } = validate;
19
+ const { validateCreateTargetSlots, evaluateCommit, hasExecutableActions, stampGapEvacuationRotation } = validate;
20
20
  import * as math from './order/utils/math.js';
21
- const { validateOrderSize, findCrossedOrder, priceSlotEqual } = math;
21
+ const { validateOrderSize, findCrossedOrder, priceSlotEqual, isEvacuationRotationAllowed, isEvacuationSizeStillValid, getSellStartIdx, getPrecisionByOrderType, isSlotIndexInGapBand } = math;
22
+ /**
23
+ * Re-verify a B-stamped gap-evacuation rotation against the LIVE committed
24
+ * geometry (boundaryIdx/_gapSlots at execution time). The stamp freezes
25
+ * plan-build geometry, but a boundary commit can land between plan-build and
26
+ * execution; when the live geometry is finite and the source is no longer
27
+ * in-band (or the dest no longer rail), the stamp is stale and the rotation
28
+ * must be re-proven by the unstamped live probe instead of bypassing the
29
+ * last-fill guard. Non-finite live geometry cannot disprove the stamp and
30
+ * keeps the plan-build authority (fail-open to the stamp, never to the guard).
31
+ */
32
+ export function isEvacuationStampStillValid(liveBoundary, liveGapSlots, sourceId, destId, orderType) {
33
+ const b = Number(liveBoundary);
34
+ const g = Number(liveGapSlots);
35
+ if (orderType !== ORDER_TYPES.BUY && orderType !== ORDER_TYPES.SELL)
36
+ return false;
37
+ if (!Number.isFinite(b) || !Number.isFinite(g) || g < 0)
38
+ return true;
39
+ const srcIdx = parseSlotIndex(sourceId);
40
+ const dstIdx = parseSlotIndex(destId);
41
+ if (srcIdx === null || srcIdx === undefined || dstIdx === null || dstIdx === undefined)
42
+ return false;
43
+ if (!isSlotIndexInGapBand(srcIdx, b, g))
44
+ return false;
45
+ if (isSlotIndexInGapBand(dstIdx, b, g))
46
+ return false;
47
+ const sellStartIdx = getSellStartIdx(b, g);
48
+ const dstInRail = orderType === ORDER_TYPES.SELL ? Number(dstIdx) >= sellStartIdx : Number(dstIdx) <= b;
49
+ return dstInRail;
50
+ }
51
+ import { parseSlotIndex } from './order/utils/slot.js';
22
52
  function hasSlotPriceCollision(items, targetPrice, precision, excludeId, predicate) {
23
53
  for (const it of items) {
24
54
  if (predicate && !predicate(it))
@@ -250,28 +280,18 @@ function crossedOrderLabel(crossed) {
250
280
  * an UPDATE-only rotation batch can re-price across an un-adopted chain
251
281
  * order that master-grid-only checks cannot see (the pending/unmatched
252
282
  * batch guards fire only for CREATE batches).
283
+ *
284
+ * Delegates to the shared order-utils builder so every crossing guard (COW
285
+ * create/rotation/fallback, startup reconcile placement, price-correction)
286
+ * sees the same set. Pending entries are pushed as wrappers (slotId +
287
+ * order): their inner order has no chain id yet, so orderId-only
288
+ * predicates would blind the guard to them — the shared
289
+ * isCrossingCheckCandidate predicate accepts slot-id-only wrappers.
253
290
  * @param {Object} bot
254
291
  * @returns {any[]}
255
292
  */
256
293
  function buildCrossingCandidates(bot) {
257
- const mgr = bot?.manager;
258
- if (!mgr)
259
- return [];
260
- const candidates = mgr.orders instanceof Map ? [...mgr.orders.values()] : [];
261
- if (mgr._pendingBroadcasts instanceof Map) {
262
- for (const entry of mgr._pendingBroadcasts.values()) {
263
- const o = entry?.order;
264
- if (o && o.type != null && o.price != null)
265
- candidates.push(o);
266
- }
267
- }
268
- if (Array.isArray(mgr._lastUnmatchedChainOrders)) {
269
- for (const o of mgr._lastUnmatchedChainOrders) {
270
- if (o && o.type != null && o.price != null)
271
- candidates.push(o);
272
- }
273
- }
274
- return candidates;
294
+ return orderUtils.buildCrossingCheckCandidates(bot?.manager);
275
295
  }
276
296
  /**
277
297
  * Drop only the pending-broadcast entries for the given CREATE slots.
@@ -1446,7 +1466,13 @@ function validateOrderSizeForExecution(bot, size, type, orderLike = null, fallba
1446
1466
  * last fill @x with increment i: BUY < x*(1 - i/2/100), SELL > x*(1 + i/2/100)
1447
1467
  * e.g. x=1000, i=0.5% => BUY < 997.5, SELL > 1002.5
1448
1468
  * Cold (pivot null or lastType null) => disabled. Spread-correction CREATES
1449
- * bypass per-action (see broadcast sites); rotations never bypass.
1469
+ * bypass per-action (see broadcast sites); gap-evacuation rotation UPDATEs
1470
+ * bypass only via the violation-reducing allowance (origin='gap-evacuation',
1471
+ * UPDATE-only, frozen B-stamp or live-proven isEvacuationRotationAllowed) —
1472
+ * see the UPDATE rotation guard block.
1473
+ * The pivot is the latest fill of either side and is never expired: it stays
1474
+ * the durable mark (last sold level floors new sells; buy fills pull it down
1475
+ * and re-open the sell side, buy-below-sell is never gated).
1450
1476
  * @param {number} price - Target order price
1451
1477
  * @param {number} size - Order size (unused, kept for compat)
1452
1478
  * @param {string} type - ORDER_TYPES.BUY/SELL
@@ -1612,7 +1638,49 @@ function buildActionsFromPlan(_bot, plan) {
1612
1638
  // inherit the spread-correction bypass. Actions built outside this helper
1613
1639
  // carry no origin and default to guarded (safe default).
1614
1640
  const planOrigin = normalizedPlan?.origin;
1615
- const withOrigin = (action) => (planOrigin ? { ...action, origin: planOrigin } : action);
1641
+ // B-stamp inputs: the plan-level boundary + gap width frozen AT
1642
+ // PLAN-BUILD TIME. The stamp carries this geometry so the execution
1643
+ // guard can bypass on it — and re-verifies it against the LIVE
1644
+ // committed geometry at execution time (isEvacuationStampStillValid),
1645
+ // downgrading stale stamps to the live probe.
1646
+ const frozenBoundaryRaw = Number(normalizedPlan?.boundaryIdx ?? _bot?.manager?.boundaryIdx);
1647
+ const frozenGapRaw = Number(normalizedPlan?.gapSlots ?? _bot?.manager?._gapSlots);
1648
+ const hasFrozenGeometry = Number.isFinite(frozenBoundaryRaw) && Number.isFinite(frozenGapRaw) && frozenGapRaw >= 0;
1649
+ const withOrigin = (action, sourceMaster = null) => {
1650
+ if (!planOrigin)
1651
+ return action;
1652
+ // Origin only rides UPDATEs (where the guard reads it). Gap-plan
1653
+ // CREATEs carry a provably dead origin — the spread-correction
1654
+ // CREATE check falls back to the batch origin, so dropping the
1655
+ // per-action origin there is safe. Other plan origins keep riding
1656
+ // non-UPDATE actions unchanged.
1657
+ if (action?.type !== COW_ACTIONS.UPDATE) {
1658
+ return planOrigin === 'gap-evacuation' ? { ...action } : { ...action, origin: planOrigin };
1659
+ }
1660
+ if (planOrigin !== 'gap-evacuation')
1661
+ return { ...action, origin: planOrigin };
1662
+ if (!hasFrozenGeometry)
1663
+ return { ...action, origin: planOrigin };
1664
+ // Route through the real stampler: geometry (source in-band, dest
1665
+ // rail), bit-exact non-growing size (side precision) and outward
1666
+ // repricing must all PROVE — a plan-level origin alone never grants
1667
+ // the bypass. Without a source master the proof is impossible, so
1668
+ // the action stays unstamped (the live probe at execution can still
1669
+ // re-prove it from the master grid).
1670
+ const base = { ...action, origin: planOrigin };
1671
+ if (!sourceMaster)
1672
+ return { ...base, origin: undefined };
1673
+ // The stampler wants the ORDER type (SELL/BUY), which rides on
1674
+ // action.order.type — action.type is the COW action kind ('update').
1675
+ const rotOrderType = action?.order?.type ?? action?.type;
1676
+ const proved = stampGapEvacuationRotation(base, sourceMaster, action.newPrice, action.newSize, rotOrderType, frozenBoundaryRaw, frozenGapRaw, _bot?.manager?.assets);
1677
+ // Proof refused: strip the origin so the action is exactly an
1678
+ // unstamped rotation (never an origin claim without a stamp).
1679
+ if (!proved?.evacBoundary && !proved?.evacGapSlots) {
1680
+ proved.origin = undefined;
1681
+ }
1682
+ return proved;
1683
+ };
1616
1684
  const actions = [];
1617
1685
  for (const o of ordersToCancel) {
1618
1686
  if (o?.orderId) {
@@ -1646,7 +1714,7 @@ function buildActionsFromPlan(_bot, plan) {
1646
1714
  price: newPrice,
1647
1715
  size: newSize
1648
1716
  }
1649
- }));
1717
+ }, oldOrder));
1650
1718
  }
1651
1719
  for (const o of ordersToUpdate) {
1652
1720
  const partialOrder = o?.partialOrder || o;
@@ -1697,12 +1765,31 @@ function buildCowResultFromPlan(bot, plan) {
1697
1765
  ? requestedBoundary
1698
1766
  : bot.manager.boundaryIdx;
1699
1767
  const actions = buildActionsFromPlan(bot, plan);
1768
+ // Rail-aware hole projection (Phase 2): a cleared in-rail slot stays a
1769
+ // rail-typed VIRTUAL hole with its booked size preserved (rotation
1770
+ // sources keep the remainder the guard/plan must see); only true
1771
+ // gap-band slots become side-neutral SPREAD holes.
1772
+ const toWorkingHole = (slot) => {
1773
+ try {
1774
+ const idx = parseSlotIndex(slot?.id);
1775
+ const b = Number(workingBoundary);
1776
+ const gapSlots = Number(bot?.manager?._gapSlots);
1777
+ if (idx !== null && idx !== undefined && Number.isFinite(b) && Number.isFinite(gapSlots) && gapSlots >= 0) {
1778
+ if (Number(idx) <= b)
1779
+ return toRailHolePlaceholder(slot, ORDER_TYPES.BUY);
1780
+ if (Number(idx) >= getSellStartIdx(b, gapSlots))
1781
+ return toRailHolePlaceholder(slot, ORDER_TYPES.SELL);
1782
+ }
1783
+ }
1784
+ catch { /* fall through to SPREAD */ }
1785
+ return convertToSpreadPlaceholder(slot);
1786
+ };
1700
1787
  for (const action of actions) {
1701
1788
  if (action.type === COW_ACTIONS.CANCEL) {
1702
1789
  const current = workingGrid.get(action.id);
1703
1790
  if (!current)
1704
1791
  continue;
1705
- workingGrid.set(action.id, convertToSpreadPlaceholder(current));
1792
+ workingGrid.set(action.id, toWorkingHole(current));
1706
1793
  }
1707
1794
  else if (action.type === COW_ACTIONS.CREATE) {
1708
1795
  if (!action.id || !action.order)
@@ -1720,7 +1807,7 @@ function buildCowResultFromPlan(bot, plan) {
1720
1807
  if (action.newGridId && action.newGridId !== action.id) {
1721
1808
  const current = workingGrid.get(action.id);
1722
1809
  if (current) {
1723
- workingGrid.set(action.id, convertToSpreadPlaceholder(current));
1810
+ workingGrid.set(action.id, toWorkingHole(current));
1724
1811
  }
1725
1812
  const targetId = action.newGridId;
1726
1813
  const targetCurrent = workingGrid.get(targetId) || { id: targetId };
@@ -1781,7 +1868,11 @@ function applyRotationTransitionsToWorkingGrid(bot, workingGrid, executedContext
1781
1868
  continue;
1782
1869
  const { rotation } = ctx;
1783
1870
  const { oldOrder, newGridId, newPrice, newSize, type } = rotation;
1784
- // Source slot → VIRTUAL (if it's a different slot)
1871
+ // Source slot → VIRTUAL (if it's a different slot). Phase 2: the
1872
+ // source stays a RAIL-TYPED hole with its booked size preserved —
1873
+ // only state/orderId/rawOnChain are cleared, never type or size
1874
+ // (no SPREAD retype, no zeroing). In-rail sources must remain
1875
+ // visible to candidate-selection and evacuation geometry.
1785
1876
  if (oldOrder?.id && oldOrder.id !== newGridId) {
1786
1877
  const sourceSlot = workingGrid.get(oldOrder.id);
1787
1878
  if (sourceSlot && sourceSlot.orderId) {
@@ -1834,10 +1925,14 @@ async function pollChainForConfirmation(bot, opContexts, options = {}) {
1834
1925
  // Only CREATE operations can be confirmed by polling (they appear as new orders on chain)
1835
1926
  const createContexts = opContexts.filter((ctx) => ctx && ctx.kind === 'create' && ctx.finalInts && ctx.order);
1836
1927
  if (createContexts.length === 0) {
1837
- return { allConfirmed: false, confirmed: [], unconfirmed: [...opContexts] };
1928
+ return { allConfirmed: false, confirmed: [], unconfirmed: [...opContexts], confirmedChainIds: [] };
1838
1929
  }
1839
1930
  const accountRef = bot.accountId || bot.account?.id || bot.account;
1840
1931
  let remaining = [...createContexts];
1932
+ // Chain ids of the poll-matched fresh creates. Retained (not just
1933
+ // logged) so the poll-confirmed adoption path can re-read them BY ID —
1934
+ // the window fallback cannot prove a lagging node has them yet.
1935
+ const matchedChainIds = [];
1841
1936
  for (let attempt = 1; attempt <= maxPollRetries; attempt++) {
1842
1937
  try {
1843
1938
  const chainRead = await readOpenOrdersWithMetaSafe(chainOrders, accountRef);
@@ -1877,6 +1972,8 @@ async function pollChainForConfirmation(bot, opContexts, options = {}) {
1877
1972
  });
1878
1973
  if (match) {
1879
1974
  bot.manager.logger.log(`[COW][POLL] Confirmed CREATE for slot ${ctx.order.id} on chain as ${match.id}`, 'debug');
1975
+ if (match.id && /^1\.7\.\d+$/.test(String(match.id)))
1976
+ matchedChainIds.push(String(match.id));
1880
1977
  }
1881
1978
  else {
1882
1979
  stillUnconfirmed.push(ctx);
@@ -1885,7 +1982,7 @@ async function pollChainForConfirmation(bot, opContexts, options = {}) {
1885
1982
  if (stillUnconfirmed.length === 0) {
1886
1983
  const confirmed = createContexts;
1887
1984
  bot.manager.logger.log(`[COW][POLL] All ${confirmed.length} CREATE(s) confirmed on chain after ${attempt} poll(s)`, 'info');
1888
- return { allConfirmed: true, confirmed, unconfirmed: [] };
1985
+ return { allConfirmed: true, confirmed, unconfirmed: [], confirmedChainIds: [...matchedChainIds] };
1889
1986
  }
1890
1987
  remaining = stillUnconfirmed;
1891
1988
  if (attempt < maxPollRetries) {
@@ -1902,7 +1999,7 @@ async function pollChainForConfirmation(bot, opContexts, options = {}) {
1902
1999
  const confirmed = createContexts.filter((ctx) => !remaining.includes(ctx));
1903
2000
  bot.manager.logger.log(`[COW][POLL] ${confirmed.length}/${createContexts.length} CREATE(s) confirmed after ${maxPollRetries} polls; ` +
1904
2001
  `${remaining.length} unconfirmed. Falling back to reconciliation.`, 'warn');
1905
- return { allConfirmed: false, confirmed, unconfirmed: remaining };
2002
+ return { allConfirmed: false, confirmed, unconfirmed: remaining, confirmedChainIds: [...matchedChainIds] };
1906
2003
  }
1907
2004
  /**
1908
2005
  * Restore skipped update slots in the working grid to master state.
@@ -2277,6 +2374,12 @@ async function updateOrdersOnChainBatchCOW(bot, cowResult, options = {}) {
2277
2374
  case 'chain_orphan_collision':
2278
2375
  reason = `unmatched on-chain order ${violation.currentOrderId} at same price`;
2279
2376
  break;
2377
+ case 'same_batch_price_duplicate':
2378
+ reason = `another CREATE in the same batch at same broadcast price (duplicate of ${violation.duplicateOf})`;
2379
+ break;
2380
+ case 'create_price_invalid':
2381
+ reason = `broadcast price is not a finite number`;
2382
+ break;
2280
2383
  default:
2281
2384
  reason = `existing orderId=${violation.currentOrderId}`;
2282
2385
  }
@@ -2577,10 +2680,7 @@ async function updateOrdersOnChainBatchCOW(bot, cowResult, options = {}) {
2577
2680
  // an opposite-side order cancelled in a later chunk would
2578
2681
  // otherwise coexist with this create mid-broadcast and
2579
2682
  // self-trade (production incident class).
2580
- const createCrossed = findCrossedOrder(crossingCandidates, createPrice, order.type, bot.manager.assets, (o) => {
2581
- const oid = o?.orderId || o?.chainOrderId;
2582
- return o && oid && !cancelOpIndexByOrderId.has(oid);
2583
- });
2683
+ const createCrossed = findCrossedOrder(crossingCandidates, createPrice, order.type, bot.manager.assets, (o) => orderUtils.isCrossingCheckCandidate(o, null, cancelOpIndexByOrderId));
2584
2684
  const intraBatchCrossed = createCrossed ? null : findCrossedOrder(intraBatchCandidates, createPrice, order.type, bot.manager.assets);
2585
2685
  const effectiveCrossed = createCrossed || intraBatchCrossed;
2586
2686
  if (effectiveCrossed) {
@@ -2694,13 +2794,7 @@ async function updateOrdersOnChainBatchCOW(bot, cowResult, options = {}) {
2694
2794
  // fatal fund assert). Skipping is safe: the slot keeps its
2695
2795
  // old commitment and the next plan re-evaluates once
2696
2796
  // the crossed order's cancel confirms.
2697
- const crossedOrder = findCrossedOrder([...crossingCandidates, ...intraBatchCandidates], newPrice, orderType, bot.manager.assets, (o) => {
2698
- const oid = o?.orderId || o?.chainOrderId;
2699
- return o
2700
- && oid
2701
- && oid !== action.orderId
2702
- && !cancelOpIndexByOrderId.has(oid);
2703
- });
2797
+ const crossedOrder = findCrossedOrder([...crossingCandidates, ...intraBatchCandidates], newPrice, orderType, bot.manager.assets, (o) => orderUtils.isCrossingCheckCandidate(o, action.orderId, cancelOpIndexByOrderId));
2704
2798
  if (crossedOrder) {
2705
2799
  skippedUpdateCount++;
2706
2800
  if (action.id)
@@ -2712,35 +2806,151 @@ async function updateOrdersOnChainBatchCOW(bot, cowResult, options = {}) {
2712
2806
  `${crossedOrderLabel(crossedOrder)}; re-planned after its cancel confirms.`, 'warn');
2713
2807
  continue;
2714
2808
  }
2715
- // LAST-FILL PRICE GUARD (UPDATE rotation): pivot ± halfIncrement — same as CREATE.
2716
- // No origin bypass here, ever: a rotation reprices, so it always obeys the guard —
2717
- // even if a future correction plan carries rotation entries (per-action scoping).
2809
+ // LAST-FILL PRICE GUARD (UPDATE rotation): pivot ± halfIncrement — same as CREATE,
2810
+ // plus the GAP-EVACUATION ALLOWANCE (violation-reducing): a rotation stamped
2811
+ // origin='gap-evacuation' at plan-build moves a live order OUT of the gap band
2812
+ // onto its rail with bit-exact non-growing size — it shrinks the violation
2813
+ // surface instead of adding exposure, so it bypasses the guard. The bypass
2814
+ // is UPDATE-only (CREATEs carry no source slot and can never qualify) and
2815
+ // honors the frozen B-stamp (evacBoundary/evacGapSlots captured when the
2816
+ // plan was built — never re-derived here, since plans can validate against
2817
+ // a later-committed boundary):
2818
+ // - B-stamped: plan-build geometry already proved the evacuation; bypass
2819
+ // outright (logged + counted as bypassed).
2820
+ // - Unstamped gap-evacuation: prove it live from oldPrice/oldSize read
2821
+ // off the MASTER grid above (bot.manager.orders.get, before rotation
2822
+ // pre-application virtualizes sources — after that the lookup lies);
2823
+ // fail closed (block) when unresolvable; otherwise run the pure
2824
+ // isEvacuationRotationAllowed decision and bypass only on allow.
2825
+ // Everything else obeys the guard (per-action scoping: a rotation entry
2826
+ // merged into another plan inherits no bypass).
2718
2827
  // The pivot is refreshed from still-queued fills first: fills detected mid-broadcast
2719
2828
  // sit in _incomingFillQueue until the fill cycle ends, and without this the later
2720
2829
  // chunks of a long broadcast would be checked against a stale pivot.
2721
2830
  try {
2722
- try {
2723
- if (refreshLastFillPivotFromQueue(bot))
2724
- lastFillGuardPivotRefreshed = true;
2831
+ let bypassedEvacuation = false;
2832
+ const rotationOrigin = action?.origin;
2833
+ if (rotationOrigin === 'gap-evacuation') {
2834
+ const frozenB = Number(action?.evacBoundary);
2835
+ const frozenG = Number(action?.evacGapSlots);
2836
+ let stampUsable = Number.isFinite(frozenB) && Number.isFinite(frozenG);
2837
+ if (stampUsable) {
2838
+ // Stale-stamp check: the stamp froze PLAN-BUILD
2839
+ // geometry; if a boundary commit landed between
2840
+ // plan-build and execution and the source is no
2841
+ // longer in-band (or dest no longer rail) under
2842
+ // the LIVE geometry, re-prove via the unstamped
2843
+ // live probe below instead of bypassing outright.
2844
+ const stampValid = isEvacuationStampStillValid(bot.manager?.boundaryIdx, bot.manager?._gapSlots, action.id, action.newGridId, orderType);
2845
+ if (!stampValid) {
2846
+ stampUsable = false;
2847
+ bot.manager.logger.log(`[LAST-FILL-GUARD] Stamped evacuation for ${action.id} -> ${action.newGridId} is stale under live ` +
2848
+ `boundary ${bot.manager?.boundaryIdx}/gap ${bot.manager?._gapSlots} — re-proving live`, 'warn');
2849
+ }
2850
+ }
2851
+ if (stampUsable) {
2852
+ // Stamped-size re-proof: the stamp proved the
2853
+ // plan-time size, but an unprocessed fill can
2854
+ // land between plan-build and execution and
2855
+ // shrink the booked remaining below the
2856
+ // planned size (the PARTIAL-only growth guard
2857
+ // above misses it when the slot is not yet
2858
+ // PARTIAL). Re-prove against the LIVE master
2859
+ // size; invalidating the stamp routes into
2860
+ // the unstamped probe below, whose
2861
+ // isEvacuationRotationAllowed also rejects
2862
+ // growth and then falls through to the
2863
+ // normal last-fill guard.
2864
+ let stampPrecision = null;
2865
+ try {
2866
+ stampPrecision = getPrecisionByOrderType(bot.manager.assets, orderType);
2867
+ }
2868
+ catch {
2869
+ stampPrecision = null;
2870
+ }
2871
+ if (!isEvacuationSizeStillValid(newSize, Number(masterOrder?.size), stampPrecision)) {
2872
+ stampUsable = false;
2873
+ bot.manager.logger.log(`[LAST-FILL-GUARD] Stamped evacuation for ${action.id} -> ${action.newGridId} lost its size cover: ` +
2874
+ `planned ${Format.formatAmount(newSize)} exceeds booked remaining ${Format.formatAmount(Number(masterOrder?.size))} — re-proving live`, 'warn');
2875
+ }
2876
+ }
2877
+ if (stampUsable) {
2878
+ bypassedEvacuation = true;
2879
+ bot.manager.logger.log(`[LAST-FILL-GUARD] Allowing ${orderType} evacuation UPDATE for ${action.id} -> ${action.newGridId} at ${Format.formatPrice6(newPrice)}: ` +
2880
+ `gap-evacuation stamped at plan-build (boundary ${frozenB}, gap ${frozenG})`, 'warn');
2881
+ }
2882
+ else {
2883
+ // Unstamped: prove violation-reducing live. masterOrder was
2884
+ // captured from the master grid before any rotation
2885
+ // pre-application — it must NOT be re-read afterwards.
2886
+ const oldPrice = Number(masterOrder?.price);
2887
+ const oldSize = Number(masterOrder?.size);
2888
+ if (!Number.isFinite(oldPrice) || !(oldPrice > 0) || !Number.isFinite(oldSize) || !(oldSize > 0)) {
2889
+ lastFillGuardStats.checked++;
2890
+ lastFillGuardStats.skipped++;
2891
+ skippedUpdateCount++;
2892
+ if (action.id)
2893
+ skippedUpdateSlotIds.add(action.id);
2894
+ if (action.newGridId)
2895
+ skippedUpdateSlotIds.add(action.newGridId);
2896
+ bot.manager.logger.log(`[LAST-FILL-GUARD] Skipping ${orderType} UPDATE for ${action.id} -> ${action.newGridId}: ` +
2897
+ `gap-evacuation source unresolvable from master grid (fail-closed)`, 'warn');
2898
+ continue;
2899
+ }
2900
+ let sidePrecision = null;
2901
+ try {
2902
+ sidePrecision = getPrecisionByOrderType(bot.manager.assets, orderType);
2903
+ }
2904
+ catch {
2905
+ sidePrecision = null;
2906
+ }
2907
+ // Geometry re-proof under the LIVE boundary: if the
2908
+ // source is no longer in-band (or dest no longer rail),
2909
+ // this is not an evacuation anymore — fall through to
2910
+ // the normal guard instead of bypassing via the probe.
2911
+ // Non-finite live geometry cannot disprove; probe proceeds.
2912
+ if (isEvacuationStampStillValid(bot.manager?.boundaryIdx, bot.manager?._gapSlots, action.id, action.newGridId, orderType)) {
2913
+ const evacCheck = isEvacuationRotationAllowed(oldPrice, oldSize, newPrice, newSize, orderType, sidePrecision);
2914
+ if (evacCheck.allowed) {
2915
+ bypassedEvacuation = true;
2916
+ bot.manager.logger.log(`[LAST-FILL-GUARD] Allowing ${orderType} evacuation UPDATE for ${action.id} -> ${action.newGridId} at ${Format.formatPrice6(newPrice)}: ` +
2917
+ `${evacCheck.reason} (probed live: ${Format.formatPrice6(oldPrice)} -> ${Format.formatPrice6(newPrice)})`, 'warn');
2918
+ }
2919
+ }
2920
+ else {
2921
+ bot.manager.logger.log(`[LAST-FILL-GUARD] Unstamped evacuation probe for ${action.id} -> ${action.newGridId} rejected: ` +
2922
+ `source/dest no longer evacuation geometry under live boundary ${bot.manager?.boundaryIdx}/gap ${bot.manager?._gapSlots} — normal guard applies`, 'warn');
2923
+ }
2924
+ // Not allowed: fall through to the normal guard below.
2925
+ }
2725
2926
  }
2726
- catch { /* best-effort */ }
2727
- const lastPrice = bot.manager?._lastFilledPrice;
2728
- const lastType = bot.manager?._lastFilledType;
2729
- const inc = resolveLastFillGuardIncrement(bot);
2730
- const check = isLastFillGuardBlocked(newPrice, newSize, orderType, lastPrice, lastType, inc);
2731
- lastFillGuardStats.checked++;
2732
- if (check.blocked) {
2733
- lastFillGuardStats.skipped++;
2734
- skippedUpdateCount++;
2735
- if (action.id)
2736
- skippedUpdateSlotIds.add(action.id);
2737
- if (action.newGridId)
2738
- skippedUpdateSlotIds.add(action.newGridId);
2739
- const dir = orderType === ORDER_TYPES.BUY ? 'above' : 'below';
2740
- bot.manager.logger.log(`[LAST-FILL-GUARD] Skipping ${orderType} UPDATE for ${action.id} -> ${action.newGridId} at ${Format.formatPrice6(newPrice)}: ${dir} last filled ${Format.formatPrice6(check.pivot)} (halfInc ${check.halfInc}% thr ${Format.formatPrice6(check.threshold)})`, 'warn');
2741
- continue;
2927
+ if (bypassedEvacuation) {
2928
+ lastFillGuardStats.bypassed++;
2929
+ }
2930
+ else {
2931
+ try {
2932
+ if (refreshLastFillPivotFromQueue(bot))
2933
+ lastFillGuardPivotRefreshed = true;
2934
+ }
2935
+ catch { /* best-effort */ }
2936
+ const lastPrice = bot.manager?._lastFilledPrice;
2937
+ const lastType = bot.manager?._lastFilledType;
2938
+ const inc = resolveLastFillGuardIncrement(bot);
2939
+ const check = isLastFillGuardBlocked(newPrice, newSize, orderType, lastPrice, lastType, inc);
2940
+ lastFillGuardStats.checked++;
2941
+ if (check.blocked) {
2942
+ lastFillGuardStats.skipped++;
2943
+ skippedUpdateCount++;
2944
+ if (action.id)
2945
+ skippedUpdateSlotIds.add(action.id);
2946
+ if (action.newGridId)
2947
+ skippedUpdateSlotIds.add(action.newGridId);
2948
+ const dir = orderType === ORDER_TYPES.BUY ? 'above' : 'below';
2949
+ bot.manager.logger.log(`[LAST-FILL-GUARD] Skipping ${orderType} UPDATE for ${action.id} -> ${action.newGridId} at ${Format.formatPrice6(newPrice)}: ${dir} last filled ${Format.formatPrice6(check.pivot)} (halfInc ${check.halfInc}% thr ${Format.formatPrice6(check.threshold)})`, 'warn');
2950
+ continue;
2951
+ }
2952
+ lastFillGuardStats.passed++;
2742
2953
  }
2743
- lastFillGuardStats.passed++;
2744
2954
  }
2745
2955
  catch (_e) { /* best-effort */ }
2746
2956
  const { amountToSell, minToReceive } = buildCreateOrderArgs({ type: orderType, size: newSize, price: newPrice }, assetA, assetB);
@@ -2843,10 +3053,7 @@ async function updateOrdersOnChainBatchCOW(bot, cowResult, options = {}) {
2843
3053
  // replaces — no crossing of an opposite-side
2844
3054
  // live order whose cancel is not already
2845
3055
  // queued at an earlier op position.
2846
- const fbCrossed = findCrossedOrder(crossingCandidates, fbPrice, fbType, bot.manager.assets, (o) => {
2847
- const oid = o?.orderId || o?.chainOrderId;
2848
- return o && oid && !cancelOpIndexByOrderId.has(oid);
2849
- });
3056
+ const fbCrossed = findCrossedOrder(crossingCandidates, fbPrice, fbType, bot.manager.assets, (o) => orderUtils.isCrossingCheckCandidate(o, null, cancelOpIndexByOrderId));
2850
3057
  if (fbCrossed) {
2851
3058
  bot.manager.logger.log(`[COW-CROSS-GUARD] Skipping CREATE fallback for ${targetSlotId} at ` +
2852
3059
  `${Format.formatPrice6(fbPrice)}: new ${fbType} crosses live ` +
@@ -3209,7 +3416,7 @@ async function updateOrdersOnChainBatchCOW(bot, cowResult, options = {}) {
3209
3416
  // refused-commit path: adopt from chain, keep pending
3210
3417
  // protection if adoption is unavailable.
3211
3418
  bot.manager.logger.log(`[COW][UNCERTAIN] Poll-confirmed commit refused; adopting placed orders from chain`, 'warn');
3212
- const pollAdopted = await adoptPlacedBatchFromChain(bot, chainOrders, '[COW][UNCERTAIN]');
3419
+ const pollAdopted = await adoptPlacedBatchFromChain(bot, chainOrders, '[COW][UNCERTAIN]', { placedContexts: opContexts, polledCreateIds: confirmation.confirmedChainIds });
3213
3420
  if (!pollAdopted) {
3214
3421
  bot.manager.logger.log('[COW][UNCERTAIN] Poll-refused commit with unavailable chain adoption; keeping pending protection pending structural resync', 'error');
3215
3422
  await requestStructuralResync(bot, 'poll-confirmed commit refused (chain adoption unavailable)', { reason: 'chain-adoption-unavailable' });
@@ -3229,7 +3436,7 @@ async function updateOrdersOnChainBatchCOW(bot, cowResult, options = {}) {
3229
3436
  // on a failed adoption would let the next cycle re-create the
3230
3437
  // VIRTUAL slots as duplicate on-chain orders. Keep the
3231
3438
  // protection and defer to a structural resync instead.
3232
- const pollAdoptedOk = await adoptPlacedBatchFromChain(bot, chainOrders, '[COW][UNCERTAIN]');
3439
+ const pollAdoptedOk = await adoptPlacedBatchFromChain(bot, chainOrders, '[COW][UNCERTAIN]', { placedContexts: opContexts, polledCreateIds: confirmation.confirmedChainIds });
3233
3440
  if (!pollAdoptedOk) {
3234
3441
  bot.manager.logger.log('[COW][UNCERTAIN] Poll-confirmed commit with unavailable chain adoption; keeping pending protection pending structural resync', 'error');
3235
3442
  await requestStructuralResync(bot, 'poll-confirmed commit (chain adoption unavailable)', { reason: 'chain-adoption-unavailable' });
@@ -3329,9 +3536,13 @@ async function requestStructuralResync(bot, reason, details = {}) {
3329
3536
  * @param {any} mgr - bot.manager
3330
3537
  * @param {any} placedResults - broadcast result (has operation_results); null when unavailable
3331
3538
  * @param {any[]} placedContexts - opContexts (aligned with operation_results); null when unavailable
3539
+ * @param {string[]|null} [extraCreateIds=null] - fresh CREATE chain ids from another
3540
+ * authoritative source (e.g. the uncertain-broadcast poll confirmation) when
3541
+ * no broadcast result exists; merged into createIds so the lagging-create
3542
+ * retry guards them
3332
3543
  * @returns {string[]} Unique, well-formed 1.7.x order ids
3333
3544
  */
3334
- function collectKnownOnChainOrderIds(mgr, placedResults, placedContexts) {
3545
+ function collectKnownOnChainOrderIds(mgr, placedResults, placedContexts, extraCreateIds = null) {
3335
3546
  const masterIds = new Set();
3336
3547
  const grid = mgr && mgr.grid;
3337
3548
  if (Array.isArray(grid)) {
@@ -3341,6 +3552,17 @@ function collectKnownOnChainOrderIds(mgr, placedResults, placedContexts) {
3341
3552
  }
3342
3553
  }
3343
3554
  }
3555
+ // Master tracked ids live in the orders Map (mgr.grid is legacy and
3556
+ // unset on OrderManager — without this the by-id set omits every
3557
+ // pre-existing ACTIVE order and pass-1 phantom cleanup would virtualize
3558
+ // them as fills on a partial snapshot).
3559
+ if (mgr && mgr.orders instanceof Map) {
3560
+ for (const slot of mgr.orders.values()) {
3561
+ if (slot && slot.orderId && /^1\.7\.\d+$/.test(String(slot.orderId))) {
3562
+ masterIds.add(String(slot.orderId));
3563
+ }
3564
+ }
3565
+ }
3344
3566
  const createIds = new Set();
3345
3567
  if (placedResults && Array.isArray(placedContexts)) {
3346
3568
  const opResults = extractBatchOperationResults(placedResults);
@@ -3356,6 +3578,33 @@ function collectKnownOnChainOrderIds(mgr, placedResults, placedContexts) {
3356
3578
  }
3357
3579
  }
3358
3580
  }
3581
+ if (Array.isArray(extraCreateIds)) {
3582
+ for (const id of extraCreateIds) {
3583
+ if (id && /^1\.7\.\d+$/.test(String(id)))
3584
+ createIds.add(String(id));
3585
+ }
3586
+ }
3587
+ // Existing chain ids referenced by non-create op contexts (cancel /
3588
+ // rotation / size-update). Pre-existing orders whose absence is expected
3589
+ // (cancels/fills in this batch), so they join the by-id set but never
3590
+ // the lagging-create guard.
3591
+ if (Array.isArray(placedContexts)) {
3592
+ for (const ctx of placedContexts) {
3593
+ if (!ctx || ctx.kind === 'create')
3594
+ continue;
3595
+ const refs = [];
3596
+ if (ctx.kind === 'cancel' && ctx.order)
3597
+ refs.push(ctx.order.orderId);
3598
+ else if (ctx.kind === 'rotation' && ctx.rotation?.oldOrder)
3599
+ refs.push(ctx.rotation.oldOrder.orderId);
3600
+ else if (ctx.kind === 'size-update' && ctx.updateInfo?.partialOrder)
3601
+ refs.push(ctx.updateInfo.partialOrder.orderId);
3602
+ for (const id of refs) {
3603
+ if (id && /^1\.7\.\d+$/.test(String(id)))
3604
+ masterIds.add(String(id));
3605
+ }
3606
+ }
3607
+ }
3359
3608
  const all = new Set([...masterIds, ...createIds]);
3360
3609
  return { masterIds: [...masterIds], createIds: [...createIds], all: [...all] };
3361
3610
  }
@@ -3382,6 +3631,10 @@ function collectKnownOnChainOrderIds(mgr, placedResults, placedContexts) {
3382
3631
  * @param {Object} [opts]
3383
3632
  * @param {any} [opts.placedResults] - broadcast result carrying operation_results
3384
3633
  * @param {any[]} [opts.placedContexts] - opContexts aligned with operation_results
3634
+ * @param {string[]} [opts.polledCreateIds] - fresh CREATE chain ids confirmed by
3635
+ * the uncertain-broadcast poll (no broadcast result exists on that path);
3636
+ * routes the poll call sites through the by-id path with its lagging-create
3637
+ * retry instead of the unguarded window fallback
3385
3638
  * @returns {Promise<boolean>} true if master was adopted from the chain
3386
3639
  */
3387
3640
  /**
@@ -3414,16 +3667,20 @@ async function restoreBoundaryAfterAdoption(bot, workingBoundary) {
3414
3667
  }
3415
3668
  }
3416
3669
  async function adoptPlacedBatchFromChain(bot, chainOrders, logPrefix, opts = {}) {
3417
- const { placedResults = null, placedContexts = null } = opts || {};
3670
+ const { placedResults = null, placedContexts = null, polledCreateIds = null } = opts || {};
3418
3671
  try {
3419
3672
  const mgr = bot.manager;
3420
3673
  const accountRef = bot.accountId || bot.account?.id || bot.account;
3421
- // PREFERRED: re-read the exact placed/existing orders by id. Only when we
3422
- // have the broadcast result (so the set includes the freshest CREATE ids);
3423
- // without it the by-id set would be incomplete and would wrongly sync
3424
- // master against a partial picture.
3425
- const { all: knownIds, createIds } = placedResults
3426
- ? collectKnownOnChainOrderIds(mgr, placedResults, placedContexts)
3674
+ // PREFERRED: re-read the exact placed/existing orders by id. The by-id
3675
+ // set needs the broadcast result (freshest CREATE ids), the
3676
+ // poll-confirmed CREATE ids, or at minimum the contexts referencing
3677
+ // existing chain orders — without any id hints the set would be
3678
+ // incomplete and would wrongly sync master against a partial picture.
3679
+ const haveIdHints = Boolean(placedResults)
3680
+ || (Array.isArray(placedContexts) && placedContexts.length > 0)
3681
+ || (Array.isArray(polledCreateIds) && polledCreateIds.length > 0);
3682
+ const { all: knownIds, createIds } = haveIdHints
3683
+ ? collectKnownOnChainOrderIds(mgr, placedResults, placedContexts, polledCreateIds)
3427
3684
  : { all: [], createIds: [] };
3428
3685
  if (knownIds.length > 0 && typeof chainOrders.batchReadOrders === 'function') {
3429
3686
  // Retry/backoff (fix #6): a fresh CREATE absent from the first read