dexbot 1.5.1 → 1.5.2

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

@@ -1 +1 @@
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package/dist/modules/order/grid_reconcile_internal.js

@@ -7,7 +7,7 @@
 import { ORDER_TYPES, ORDER_STATES, TIMING, BTS_PRECISION } from '../constants.js';
 import { readOpenOrdersGuarded } from '../chain_orders.js';
 import { getMinOrderSize, getAssetFees, getAssetFeesSafe, blockchainToFloat, findCrossedOrder, resolveGapBand, isSlotInRail, priceSlotEqual } from './utils/math.js';
-import { isOrderPlaced, parseChainOrder, buildCreateOrderArgs, buildOutsideInPairGroups, extractBatchOperationResults, chainOrderMatchesSlot, getSideBudget, calculateBudgetedSizes, getActiveOrdersTotal, convertToSpreadPlaceholder, isOrderGoneErrorMessage, clearDuplicateOrphanDetection } from './utils/order.js';
+import { isOrderPlaced, parseChainOrder, buildCreateOrderArgs, buildOutsideInPairGroups, extractBatchOperationResults, chainOrderMatchesSlotWithTolerance, buildCrossingCheckCandidates, isCrossingCheckCandidate, getSideBudget, calculateBudgetedSizes, getActiveOrdersTotal, convertToSpreadPlaceholder, isOrderGoneErrorMessage, clearDuplicateOrphanDetection } from './utils/order.js';
 import { resolveAccountRef } from './utils/system.js';
 import * as Format from './format.js';
 import { getErrorMessage } from '../utils/errors.js';
@@ -24,12 +24,15 @@ function computePlacementPriceCollision(manager, gridOrder) {
 /**
  * Crossing-placement guard for startup reconcile placements (relocations
  * and creates): a placement at gridOrder.price must not cross an
- * opposite-side live order — either a master order or a still-unmatched
- * chain order (orphan). Phase-2's cancels-first ordering removes most
- * straddlers, but a FAILED cancel stays live on the chain AND in
- * manager.orders, so this check refuses to re-price or create across it
- * (incident class: a re-priced order self-traded against a live
- * opposite-side order during the broadcast window).
+ * opposite-side live order — a master order, a still-unmatched chain order
+ * (orphan), or a pending broadcast from an earlier uncertain batch.
+ * Phase-2's cancels-first ordering removes most straddlers, but a FAILED
+ * cancel stays live on the chain AND in manager.orders, so this check
+ * refuses to re-price or create across it (incident class: a re-priced
+ * order self-traded against a live opposite-side order during the
+ * broadcast window). Pending entries are visible via the shared candidate
+ * builder (slotId + order wrappers); their slot-id-only identity is
+ * accepted by the shared predicate.
  *
  * @param {Object} manager - OrderManager instance (orders Map, assets).
  * @param {Object} gridOrder - Target grid slot (price, type).
@@ -43,18 +46,8 @@ function computePlacementCrossing(manager, gridOrder, excludeChainOrderId = null
     const type = gridOrder?.type;
     if (price == null || type == null)
         return null;
-    const candidates = manager.orders instanceof Map ? [...manager.orders.values()] : [];
-    if (Array.isArray(manager._lastUnmatchedChainOrders)) {
-        for (const o of manager._lastUnmatchedChainOrders) {
-            if (o && o.type != null && o.price != null)
-                candidates.push(o);
-        }
-    }
-    return findCrossedOrder(candidates, price, type, manager.assets, (o) => {
-        const oid = o?.orderId || o?.chainOrderId;
-        return o && oid && o.price != null
-            && (!excludeChainOrderId || oid !== excludeChainOrderId);
-    });
+    const candidates = buildCrossingCheckCandidates(manager);
+    return findCrossedOrder(candidates, price, type, manager.assets, (o) => isCrossingCheckCandidate(o, excludeChainOrderId));
 }
 /**
  * Count active orders on the grid for a given type.
@@ -389,15 +382,15 @@ async function _createOrderFromGrid({ chainOrders, account, privateKey, manager,
     }
     const createPrice = gridOrder.price;
     // CROSSING-PLACEMENT GUARD: a create must not cross an opposite-side
-    // live order (master or unmatched orphan) — see computePlacementCrossing.
+    // live order (master, unmatched orphan, or pending broadcast) — see computePlacementCrossing.
     // Checked BEFORE the same-price collision guard so a near-equal
     // opposite-side order is reported as a crossing, not a collision.
     const crossed = computePlacementCrossing(manager, gridOrder, null);
     if (crossed) {
         manager.logger?.log?.(`[_createOrderFromGrid] SKIP (STARTUP-CROSS-GUARD): Create for ${gridOrder.id} at ` +
-            `${Format.formatPrice6(createPrice)} crosses live ${crossed.type} ` +
-            `${crossed.id || crossed.chainOrderId || 'chain'} (${crossed.orderId || crossed.chainOrderId}) ` +
-            `@${Format.formatPrice6(crossed.price)}`, 'warn');
+            `${Format.formatPrice6(createPrice)} crosses live ${crossed.type || crossed.order?.type} ` +
+            `${crossed.id || crossed.chainOrderId || crossed.slotId || 'chain'} (${crossed.orderId || crossed.chainOrderId || crossed.slotId}) ` +
+            `@${Format.formatPrice6(crossed.price ?? crossed.order?.price)}`, 'warn');
         return null;
     }
     // Price collision guard: reject if another placed order already exists at this price level.
@@ -860,7 +853,11 @@ async function _adoptPossiblyLandedCreate({ chainOrders, manager, account, gridO
                 continue;
             if (parsed.orderId && Array.from(manager.orders.values()).some((g) => g.orderId === parsed.orderId))
                 continue;
-            if (!chainOrderMatchesSlot(parsed, gridOrder, assets))
+            // Uncertain-adopt: the just-broadcast create may have landed with
+            // rounding-drifted price, so match within tolerance (clamped to
+            // ~2 quanta) — the strict matcher would miss it, leave the slot
+            // VIRTUAL, and cause a duplicate re-broadcast.
+            if (!chainOrderMatchesSlotWithTolerance(parsed, gridOrder, assets))
                 continue;
             matched = o;
             break;
@@ -1018,13 +1015,13 @@ async function _executeStartupCreateGroupBatch({ group, chainOrders, account, pr
             continue;
         }
         // CROSSING-PLACEMENT GUARD: a create must not cross an opposite-side
-        // live order (master or unmatched orphan) — see computePlacementCrossing.
+        // live order (master, unmatched orphan, or pending broadcast) — see computePlacementCrossing.
         const crossed = computePlacementCrossing(manager, gridOrder, null);
         if (crossed) {
             logger?.log?.(`Startup: Skip create ${plan.orderLabel} (STARTUP-CROSS-GUARD) - price ` +
-                `${Format.formatPrice6(createPrice)} crosses live ${crossed.type} ` +
-                `${crossed.id || crossed.chainOrderId || 'chain'} (${crossed.orderId || crossed.chainOrderId}) ` +
-                `@${Format.formatPrice6(crossed.price)}`, 'warn');
+                `${Format.formatPrice6(createPrice)} crosses live ${crossed.type || crossed.order?.type} ` +
+                `${crossed.id || crossed.chainOrderId || crossed.slotId || 'chain'} (${crossed.orderId || crossed.chainOrderId || crossed.slotId}) ` +
+                `@${Format.formatPrice6(crossed.price ?? crossed.order?.price)}`, 'warn');
             continue;
         }
         const { amountToSell, sellAssetId, minToReceive, receiveAssetId } = buildCreateOrderArgs(gridOrder, manager.assets.assetA, manager.assets.assetB);
@@ -1294,11 +1291,12 @@ async function _reconcileStartupSide({ orderType, targetCount, chainSideOrders,
         for (const slotOrder of manager.orders.values()) {
             if (!slotOrder || !slotOrder.id)
                 continue;
-            // Refill only TRUE holes: an empty VIRTUAL slot without any
-            // orderId. A VIRTUAL slot carrying a stale orderId is a phantom
-            // (sync error) — never a refill target. A CANCELED slot may
-            // still have a cancel broadcast in flight (double-place risk),
-            // and ACTIVE/PARTIAL slots are placed by definition.
+            // Refill only TRUE holes: VIRTUAL without orderId. A VIRTUAL
+            // slot carrying a stale orderId is a phantom (sync error) —
+            // never a refill target. A slot whose cancel is in flight is
+            // still ACTIVE/PARTIAL — excluded by the state check, and
+            // counted as matched on-grid (_countActiveOnGrid), so it never
+            // reaches this scan as a candidate.
             if (slotOrder.state !== ORDER_STATES.VIRTUAL)
                 continue;
             if (slotOrder.orderId)

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

@@ -1 +1 @@
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package/dist/modules/order/manager.d.ts

@@ -578,17 +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;

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

@@ -1 +1 @@
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package/dist/modules/order/manager.js

@@ -1501,9 +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) {
@@ -1557,8 +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) {
@@ -1630,7 +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 { }
             }