dexbot 1.5.1 → 1.5.3

package/CHANGELOG.md

@@ -2,6 +2,41 @@
 
 All notable changes to this project will be documented in this file.
 
+## [1.5.3] - 2026-09-09 - Boundary Ownership Hardening, COW Dedup, TradingView Range Highlight, Sync Materialize Fix
+
+### 2026-09-07
+
+- **Docs(curve)**: dynamic rho, StableSwap context, and clarity fixes in the power-law curve comparison — new "variable price p" section (`p = (y/x)^(1-rho)` sliding along the invariant as reserves shift and what that means for liquidity placement); deviation/regime-driven dynamic-rho table plus keeper pseudocode reusing the AMA signal stack (ATR, Kalman velocity, Hurst/PE) with branches aligned to table rows; new "Relation to the StableSwap protocol" section (upstream design link, A/rho interpolation-axis comparison, CES-vs-StableSwap contrast table, flexibility split: StableSwap the more general/operationally complete protocol, CES the more flexible curve shape); stablecoin recommendation justified via tail behavior (StableSwap degrades toward constant product on depeg while high-rho CES thins exponentially below it); rho_buy/rho_sell renamed to tail-oriented rho_high/rho_low with naming note (`docs/DEXBOT2_VS_POWER_LAW_CURVE.md`; docs-only, no code paths affected).
+
+### 2026-09-08
+
+- **Refactor(cow)**: deduplicate COW runtime broadcast/reconcile paths — `modules/dexbot_cow_runtime.ts` (~4700 lines) shared sequences extracted into single spellings: `recoverRefusedCommit` (3 identical commit-refused recovery sequences, named options object, original log wordings preserved), `runPreBroadcastGuards` (create-slot validation, recovery-exhausted block, pending/unmatched guards, crossed-book gate), `matchPendingToChain`/`adoptMatchedEntries`/`restoreDiscardedCreates`/`resyncIfUnreconciled` (4-phase split of `reconcileAfterUncertainBroadcastImpl`, persist ownership stays with caller), `runLastFillGuardCheck` (all 3 guard sites), `createOpFingerprintForSlot`/`findChainOrderForPendingEntry`, `rawOnChainFromInts`/`applyOptimisticFeeBalance`, `isAuthoritativeChainRead`, `getPendingBroadcasts`/`countPendingBroadcasts`; pure helpers (`chainOrderUnchangedFromCache`, `detectCrossedBookPlan`, `collectKnownOnChainOrderIds`) moved to `modules/order/utils/order.ts`; getAssetFeesSafe require hack removed (direct ESM import); per-kind op builders and broadcast commit/catch blocks deliberately kept inline (threading ~15 shared locals through broadcast-critical code judged riskier than the duplication); full suite 266 passed, 0 failed.
+
+### 2026-09-09
+
+- **Feat(tradingview)**: bot-grid range highlight with AMA-slope scaling — Range / Scale controls, grid-span slider (1.25-2x, default from bot grid ratio), legend readout (+up% / -down%), range-band draw plugin behind candles/AMA with axis-fit to band when Scale is on; band math embeds canonical sources verbatim via `embedFunctionSources` (`computeAverageAmaSlopePct`, `resolveBaseBounds`, `computeAsymmetricBoundsMetrics`, `applyAsymmetricBounds`, `applyNarrowingSideGuard`, `parseRelativeMultiplier`, same runtime values: lookback 9, maxSlope 0.09, clamp 0.5, maxAsym 0.35, minSlots 10, plus per-bot overrides); CLI `--no-range`/`--range-scale`/`--range-span`, grid bounds resolved from bot meta (`analysis/tradingview/*`, `analysis/resolve_source.ts`, `analysis/tradingview/analyze_tradingview.ts`); canonical `applyNarrowingSideGuard` exported from `market_adapter/core/asymmetric_bounds.ts` with `modules/order/grid.ts` routing its narrowing-side slot logic through it (behavior-identical); restored `.time-btn` click listeners, removed y-axis maxSpan zoom-out cap (floor/ceiling anti-slip guards remain).
+- **Fix(boundary)**: remove fund-driven boundary sync, fills move the boundary — the periodic fund-ratio check moved rails without guaranteed same-batch refills, so guard-vetoed refill rotations left the commit keeping the boundary move with empty slots stranded past it (no repair path: sell-side spread pass could not touch buy-rail holes, promotion quota exhausted, budget spent on far orphans); `syncBoundaryToFunds` deleted (`modules/order/utils/system.ts` divergence pins the boundary to the committed value, `boundaryChanged` dropped from the return contract), `calculateFundDrivenBoundary` deleted (`modules/order/utils/order.ts`), failed-commit immediate retry and boundary-shift spread-skip removed (`modules/dexbot_maintenance_runtime.ts`); remaining writers are fills (`deriveTargetBoundary` with same-cycle rotations) and spread promotion (shifts only onto same-batch placements); fund changes still drive sizing via budget allocation, never rails; tests pinning the deleted writer removed (unanchored-spread, boundary-sync, fallback retry/crosser, skip-gate cases; abort-reason propagation and master-unpatched contracts kept).
+- **Fix(boundary)**: hold committed boundary when guard-skipped refills strand rail holes — a fill-driven replan could shift the boundary on hole-CREATE refills, then have those refills guard-skipped at broadcast: working grid restores empties, the commit gate skips empties, and the overrun self-legalizes via gap-band re-derivation next cycle; `plan.refillSlotIds` threaded through `buildCowResultFromPlan` (string ids only) with skipped CREATE ids tracked at all five guard-skip sites, new `resolveRefillBoundaryHold`/`toRefillSlotIdSet` intersect skips (UPDATE + post-fill-clamped + CREATE) with the refill set, frozen `effectiveBoundary` routed to both `_commitWorkingGrid` calls and all three `recoverRefusedCommit` sites (`modules/dexbot_cow_runtime.ts`, `modules/order/manager.ts`, `modules/order/utils/validate.ts`, `modules/order/utils/system.ts`; `tests/test_cow_boundary_hold.ts` HOLD-001..008); hold keeps the committed boundary on refill intersect only, grid still commits, unrelated vetoes advance, absent wire never pins; interior skips can delay a justified shift by one cycle (fail-closed, self-healing).
+- **Fix(sync)**: materialize-or-error on unknown grid id in createOrder sync path — a broadcast landing after a grid reset replaced master left the live chain order untracked: `synchronizeWithChain(createOrder)` missed the master lookup and dropped the linkage silently, so the next cycle re-placed the level, duplicating live orders and locking funds; chain id already tracked elsewhere warns + skips (idempotent), caller-supplied placement descriptor materializes the slot (ACTIVE/PARTIAL, orderId set, deferredFee restored), no descriptor logs an error naming both ids with the next readOpenOrders sync adopting the order as an orphan; `restoreDiscardedCreates` materializes creation-uncertain slots from the broadcast-time descriptor (VIRTUAL, planned size, no orderId so orphan adoption can reconcile) with error logs for unusable descriptors, all three createOrder call sites now pass the descriptor, plus a warn for the cancelOrder post-lock re-fetch miss (`modules/order/sync_engine.ts`, `modules/dexbot_cow_runtime.ts`, `tests/test_sync_create_unknown_id.ts` 5 regression tests).
+
+## [1.5.2] - 2026-09-07 - Sync Rejection & Adoption Hardening, Crossing-Guard Coverage, Credit Display Fixes
+
+### 2026-09-06
+
+- **Fix(export)**: derive offline export trades from fill blocks — the parser only matched a legacy single-line fill format no runtime code emits anymore, so offline export found zero trades; `modules/order/export.ts` now parses multi-line FILL DETECTED blocks (with and without asset IDs) deriving side/price/amount from precision-scaled amounts via persisted grid metadata (bare blocks fall back to grid-median disambiguation, ambiguous cases skipped; legacy format kept), fee lines attribute the per-fill share to each fill in the window (closest match, fixing aggregated-total double-count), BUY proceeds report quote-asset cost; `modules/dexbot_fill_runtime.ts` logs pays/receives asset IDs alongside raw amounts (log-only, no behavior change); export help text points at local analysis tooling (`dexbot.ts`, `docs/WORKFLOW.md`, `modules/order/export.ts`, new `tests/test_order_export_fill_blocks.ts`).
+- **Feat(credit)**: show next credit expiry in debt summary lines — debt asset lines in `dexbot credit` include the earliest `latest_repay_time` per asset as a 2-digit-year date in bold yellow, bracket-ordered with the biggest single position before the deal count (`scripts/analyze-credit.ts`).
+- **Fix(credit)**: credit overview debt/coll display reflects whole account — the overview summed only deals/call orders matching the analyzed bot's debtPolicy, silently hiding real debt/collateral on shared accounts or from MPA-only configs; MPA debt/coll sums now use all call orders and credit sums all borrower deals on the account (section gates, spacing, and the empty-state note keyed to the same unfiltered lists); CR rows, per-pair/average CR, offer fetch, borrow-now preview, and summary totals stay debtPolicy-filtered (`scripts/analyze-credit.ts`).
+
+### 2026-09-07
+
+- **Fix(guard)**: close crossing-guard, empty-read, and rail adoption blind spots — crossing-placement guards saw only master-grid orders, so an UPDATE-only rotation batch could re-price across a pending-broadcast or un-adopted chain order and self-trade: new shared `buildCrossingCheckCandidates` (master orders + pending-broadcast wrappers + unmatched chain orders) with `isCrossingCheckCandidate`/`crossingCandidateChainId` predicates in `modules/order/utils/order.ts`, all guards delegate to it (`modules/dexbot_cow_runtime.ts`, `modules/order/grid_reconcile_internal.ts`, `correctOrderPriceOnChain`); suspect empty reads now require one delayed confirming re-read (`confirmSuspectEmptyRead` in `modules/order/sync_engine.ts`) plus a STARTUP-CONFIRM re-read when a persisted grid meets an empty snapshot (first launch exempt), and `adoptPlacedBatchFromChain` routes by-id whenever any id hints exist; uncertain-landed creates adopt with `chainOrderMatchesSlotWithTolerance` (~2 price quanta, strict matcher kept for genesis mapping); `validateCreateTargetSlots` orphan-price fallback is per-candidate for slotless candidates with a top-level `priceSlotEqual` import; `isSlotInRail` returns true for unparseable legacy ids (fail-open) and pre-boundary orphans defer with an explicit `boundary-unknown-deferred` reason visible to crossing guards; last-fill-guard docstrings corrected to single-pivot semantics (`modules/dexbot_cow_runtime.ts`, `modules/dexbot_startup_runtime.ts`, `modules/order/grid.ts`, `modules/order/grid_reconcile.ts`, `modules/order/grid_reconcile_internal.ts`, `modules/order/manager.ts`, `modules/order/sync_engine.ts`, `modules/order/utils/math.ts`, `modules/order/utils/order.ts`, `modules/order/utils/validate.ts`; new `tests/test_crossing_candidate_helpers.ts`, `tests/test_sync_empty_confirm.ts`, `tests/test_validate_mixed_orphan_tolerance.ts`).
+- **Fix(grid)**: correct vacated-rail refill guard comment and repurpose vacuous VRR-6 — the comment referenced a non-existent CANCELED slot state; refill targets are VIRTUAL slots without `orderId` (in-flight cancels stay ACTIVE/PARTIAL and never reach the scan); VRR-6 now tests that an ACTIVE slot with an `orderId` at the vacated price keeps the level matched (no re-map UPDATE, no refill CREATE) (`modules/order/grid_reconcile_internal.ts`, `tests/test_vacated_rail_refill.ts`).
+- **Fix(grid)**: key CREATE-batch price validation on broadcast price and fail closed on unpriceable CREATEs — layer-5 collision detection keyed on live slot price (falling back to broadcast) let two CREATEs broadcasting the same price onto divergent live slots pass; entries now record the broadcast price and non-finite prices push a `create_price_invalid` violation instead of being skipped (`modules/order/utils/validate.ts`, `modules/dexbot_cow_runtime.ts`, `tests/test_validate_create_target_slots.ts`).
+- **Fix(sync)**: release slot match on rejected pass-2 adoption so the next chain order can adopt — `adoptChainOrderIntoSlot` marked the slot matched before `_applyOrderUpdate` ran, and on rejection the poisoned mark misclassified the next chain order for the same slot as no-available-nearest-slot (forcing structural resync on genesis builds); both rejection paths now delete the slot from `matchedGridOrderIds` before returning false (`modules/order/sync_engine.ts`, new `tests/test_sync_adoption_poison.ts`).
+- **Fix(accounting)**: run fund recalibration on empty chain reads and never virtualize unparseable live orders — dropped the `openOrders.length === 0` early return in `_recalibrateTrackedFundsFromChain` (lag guards make empty reads safe) and track parse failures in `malformedOrderIds` so the absent branch skips them (unknown is not absent) instead of virtualizing a still-live slot (`modules/order/accounting.ts`, `tests/test_accounting_logic.ts`).
+- **Fix(sync)**: honor `_applyOrderUpdate` rejection across pass-1 sync paths — duplicate-swap mutated `chainOrderIdsOnGrid` before the apply while filled/phantom-cleanup paths pushed fills unconditionally, so rejected updates were treated as applied; set operations moved after successful apply (rejected swap keeps old binding, candidate stays unmatched for pass-2 cancel), rejected filled/partial/phantom paths book nothing and re-detect next sync (`modules/order/sync_engine.ts`, `tests/test_sync_duplicate_orphan_swap.ts`).
+- **Fix(grid)**: re-prove stamped gap-evacuation size against live booked remaining — a B-stamped gap-evacuation UPDATE bypassed the live probe on stamp geometry alone, so an unprocessed fill landing between plan-build and execution could grow a partially-filled live order back to planned size; new pure `isEvacuationSizeStillValid` in `modules/order/utils/math.ts` (planned size must not exceed live booked remaining, blockchain-int compare, fail closed) re-proves the stamped path against the live master slot, invalid stamps route into the existing unstamped probe (`modules/dexbot_cow_runtime.ts`, `tests/test_gap_evacuation.ts` EVAC-020).
+
 ## [1.5.1] - 2026-09-06 - Gap-Evacuation Guard Allowance & Rail-Typed Holes
 
 ### 2026-09-05

package/analysis/ama_fitting/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ama_fitting",
-  "version": "1.5.1",
+  "version": "1.5.3",
   "description": "Tools for fitting AMA parameters to market data",
   "main": "../../dist/analysis/ama_fitting/optimizer_high_resolution.js",
   "scripts": {

package/analysis/resolve_source.ts

@@ -79,6 +79,9 @@ function resolveSource(config: SourceConfig, options: { quiet?: boolean } = {}):
             }
         }
         const source = createSource('json', { filePath: filePath! });
+        if (config.botKey) {
+            return { source, botKey: config.botKey, amaConfig: resolveAmaConfig(config.botKey), amaKey: resolveAmaKey(config.botKey) };
+        }
         return { source, amaConfig: resolveAmaConfig(''), amaKey: 'AMA3' };
     }