dexbot 1.5.3 → 1.6.0

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, chainOrderMatchesSlotWithTolerance, buildCrossingCheckCandidates, isCrossingCheckCandidate, 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, resolveReserveCount, resolveLiveReserveEdgeAnchorPrice, reserveEdgeIdSet, compareReserveEdge, parseSlotIndex } from './utils/order.js';
 import { resolveAccountRef } from './utils/system.js';
 import * as Format from './format.js';
 import { getErrorMessage } from '../utils/errors.js';
@@ -220,6 +220,76 @@ function _pickVirtualSlotsToActivate(manager, type, count) {
     }
     return valid;
 }
+/**
+ * Pick edge-pinned reserve slots (floor for BUY, ceiling for SELL).
+ * Same rail membership gate as _pickVirtualSlotsToActivate, opposite end:
+ * the reserve ladder rests at the grid edge instead of the market window.
+ * Size gate is STRICTER than that picker's — reserves activate only with
+ * their own stored size (>= min order size), never a locally derived one,
+ * so an unsized edge slot waits for the target-grid sizing pipeline.
+ * @param {Object} manager - OrderManager instance.
+ * @param {string} orderType - ORDER_TYPES value.
+ * @param {number} count - Number of edge slots to pick.
+ * @param {Set<string>} [excludeIds] - Slot ids to skip (already desired).
+ * @returns {Array<Object>} Array of picked edge slots (edge first).
+ * @private
+ */
+function _pickEdgeReserveSlots(manager, orderType, count, excludeIds = null) {
+    if (count <= 0)
+        return [];
+    const type = orderType;
+    const edgeDesc = type === ORDER_TYPES.SELL;
+    const resolved = resolveGapBand(manager);
+    const boundaryKnown = resolved.boundaryIdx !== null && resolved.sellStartIdx !== null;
+    const inRail = (slot) => isSlotInRail(resolved.boundaryIdx, resolved.gapSlots, type, slot);
+    const typeFilter = boundaryKnown
+        ? (slot) => slot && (slot.type === type || slot.type === ORDER_TYPES.SPREAD)
+        : (slot) => slot && slot.type === type;
+    // Reserve classification (reserveEdgeIdSet / countLiveReserveOrders) is
+    // slot-N gated; keep placement in agreement so a kept virtual non-grid
+    // shelf is never activated as a reserve it would then never be counted
+    // as (issue #27 follow-up). No-op upstream (grids only mint slot-N).
+    const gridSlot = (slot) => parseSlotIndex(slot?.id) !== null;
+    // Both edges anchor at the live grid's own edge (ladder/rail extreme):
+    // floor — nearest at/above the live floor first; ceiling — nearest
+    // at/below the live ceiling first. Stale out-of-grid slots sort last.
+    const edgeAnchor = resolveLiveReserveEdgeAnchorPrice(manager, edgeDesc ? 'sell' : 'buy');
+    const edgeFirst = Array.from(manager.orders.values())
+        .filter(typeFilter)
+        .filter(gridSlot)
+        .filter(inRail)
+        .sort((a, b) => compareReserveEdge(a, b, edgeDesc ? 'ceiling' : 'floor', edgeAnchor));
+    let effectiveMin = 0;
+    try {
+        effectiveMin = getMinOrderSize(type, manager.assets);
+    }
+    catch (e) {
+        effectiveMin = 0;
+    }
+    const picked = [];
+    for (const slot of edgeFirst) {
+        if (picked.length >= count)
+            break;
+        if (excludeIds && excludeIds.has(slot.id))
+            continue;
+        if (!slot.orderId && slot.state === ORDER_STATES.VIRTUAL) {
+            // Exact sizes only: a reserve is activated solely with the size the
+            // grid already carries (written by the target-grid sizing pipeline
+            // and persisted with the slot). No local re-derivation — a second
+            // sizing rule here could place the reserve with a size the target
+            // grid then has to correct on the next cycle. An unsized slot
+            // simply waits for the sizing pipeline instead of being guessed.
+            const storedSize = Number(slot.size) || 0;
+            if (slot.id && storedSize >= effectiveMin) {
+                // Re-type the picked slot to the activation side (empty slots are
+                // stored SPREAD / side-neutral; a placed order must carry the
+                // concrete BUY/SELL rail type).
+                picked.push({ ...slot, type });
+            }
+        }
+    }
+    return picked;
+}
 function _getStartupSideComparators(orderType, assets) {
     const isSell = orderType === ORDER_TYPES.SELL;
     const sortUpdateComparator = isSell
@@ -1262,7 +1332,36 @@ async function _reconcileStartupSide({ orderType, targetCount, chainSideOrders,
     const { sortUpdateComparator, sortExcessCancelComparator, sortMatchedCancelComparator, } = _getStartupSideComparators(orderType, manager.assets);
     const matchedOnGrid = _countActiveOnGrid(manager, orderType);
     const neededSlots = Math.max(0, targetCount - matchedOnGrid);
-    const desiredSlots = _pickVirtualSlotsToActivate(manager, orderType, neededSlots);
+    let desiredSlots = _pickVirtualSlotsToActivate(manager, orderType, neededSlots);
+    // Reserve ladder: the closest-first picker above backfills the middle. Swap
+    // its farthest tail for edge-pinned slots (floor for BUY, ceiling for SELL)
+    // so startup converges to window + edge instead of one contiguous block.
+    let reserveEdgeIds = null;
+    const reserveSide = orderType === ORDER_TYPES.SELL ? 'sell' : 'buy';
+    const reserveCount = resolveReserveCount(manager.config, reserveSide);
+    if (reserveCount > 0) {
+        const pickedIds = new Set(desiredSlots.map((s) => s?.id).filter(Boolean));
+        const freshEdge = _pickEdgeReserveSlots(manager, orderType, reserveCount, pickedIds);
+        const reserveAnchor = resolveLiveReserveEdgeAnchorPrice(manager, reserveSide);
+        reserveEdgeIds = reserveEdgeIdSet(Array.from(manager.orders.values()), manager.config, orderType, reserveAnchor);
+        // Window first, then the ready edge reserves. Only the reserve share
+        // still MISSING on-chain is held back for the edge (a live reserve is
+        // already part of matchedOnGrid and must not shrink the window plan), so
+        // an edge pick that is not activatable yet (exact-size rule) leaves its
+        // slot unplanned: the target-grid pipeline then creates it at the edge
+        // with its own sizes, instead of the plan filling it with a middle
+        // window slot that the next cycle would have to rotate out.
+        // Note: if the window picker itself took an edge/reserve slot (only
+        // when the rail is too short to fill the window closer to market),
+        // that slot is not a placed reserve, so the plan comes out one short
+        // here and the target grid settles it on the next cycle.
+        const liveReserves = reserveEdgeIds
+            ? [...reserveEdgeIds].filter((id) => isOrderPlaced(manager.orders.get(id))).length
+            : 0;
+        const missingReserves = Math.max(0, reserveCount - liveReserves);
+        const keepCount = Math.max(0, neededSlots - missingReserves);
+        desiredSlots = [...desiredSlots.slice(0, keepCount), ...freshEdge];
+    }
     const sortedUnmatched = unmatchedSideOrders.slice(0).sort(sortUpdateComparator);
     const updateCount = Math.min(sortedUnmatched.length, desiredSlots.length);
     let cancelledIndex = null;
@@ -1439,6 +1538,63 @@ async function _reconcileStartupSide({ orderType, targetCount, chainSideOrders,
             .map((co) => ({ chain: co, parsed: parseChainOrder(co, manager.assets) }))
             .filter((x) => x.parsed)
             .sort(sortExcessCancelComparator);
+        // Reserve ladder: edge-priced orphans cancel last (they are adoption
+        // candidates at reserve prices, not first-to-cut).
+        if (reserveEdgeIds && reserveEdgeIds.size > 0) {
+            const sidePrecision = orderType === ORDER_TYPES.SELL
+                ? manager.assets?.assetA?.precision
+                : manager.assets?.assetB?.precision;
+            const edgePrices = [];
+            for (const eid of reserveEdgeIds) {
+                const slot = manager.orders.get(eid);
+                if (slot && Number.isFinite(Number(slot.price)))
+                    edgePrices.push(Number(slot.price));
+            }
+            const isEdgePriced = (price) => {
+                const p = Number(price);
+                if (!Number.isFinite(p))
+                    return false;
+                return edgePrices.some((ep) => {
+                    try {
+                        return priceSlotEqual(ep, p, sidePrecision);
+                    }
+                    catch {
+                        return ep === p;
+                    }
+                });
+            };
+            const parked = parsedUnmatched.filter((x) => isEdgePriced(x.parsed?.price));
+            if (parked.length > 0 && parked.length < parsedUnmatched.length) {
+                const parkedIds = new Set(parked.map((x) => x.chain?.id));
+                parsedUnmatched.sort((a, b) => {
+                    const pa = parkedIds.has(a.chain?.id) ? 1 : 0;
+                    const pb = parkedIds.has(b.chain?.id) ? 1 : 0;
+                    return pa - pb;
+                });
+            }
+        }
+        // Matched-excess candidates: surplus beyond targetCount living on
+        // matched (grid-known) slots. Computed once and shared by both the
+        // planOnly and execute branches so planning can never drift from
+        // execution: unmatched orphans cancel first, matched surplus after,
+        // reserve edge slots last (static insurance). Slot-N gated: fork-kept
+        // shelf/manual orders (non-slot-N ids, e.g. deep-*) are never excess
+        // candidates — reserveEdgeIdSet already excludes them, so without this
+        // gate a live shelf heads the cheapest-first sort and is wiped on the
+        // next boot (issue #27 follow-up). No-op upstream (grids only mint
+        // slot-N).
+        const matchedExcess = manager.getOrdersByTypeAndState(orderType, ORDER_STATES.ACTIVE)
+            .filter((o) => o && o.orderId)
+            .filter((o) => parseSlotIndex(o?.id) !== null)
+            .sort(sortMatchedCancelComparator);
+        // Reserve ladder: matched edge slots cancel last (static insurance).
+        if (reserveEdgeIds && reserveEdgeIds.size > 0) {
+            matchedExcess.sort((a, b) => {
+                const fa = reserveEdgeIds.has(a.id) ? 1 : 0;
+                const fb = reserveEdgeIds.has(b.id) ? 1 : 0;
+                return fa - fb;
+            });
+        }
         if (planOnly) {
             // In planOnly mode, record the cancellations for Phase 2 execution.
             // This prevents blockchain I/O inside _gridLock (Level 3).
@@ -1455,6 +1611,29 @@ async function _reconcileStartupSide({ orderType, targetCount, chainSideOrders,
                     cancelCount--;
                 }
             }
+            // Matched excess must be PLANNED too, not only executed (issue #27
+            // follow-up): startup reconcile always runs planOnly, and on a
+            // fully-placed grid every chain order is matched — parsedUnmatched
+            // is empty, so the surplus lived entirely on matched slots and was
+            // silently dropped here while the execute branch kept cancelling
+            // it. Nothing ever created the vacancy, and a fully-placed grid
+            // could never converge to its additive window+edge target (live
+            // 12 vs target 8 sat static across every restart). Same priority
+            // as the execute branch: unmatched first (above), matched after,
+            // reserve edge last (matchedExcess ordering).
+            for (const o of matchedExcess) {
+                if (cancelCount <= 0)
+                    break;
+                logger?.log?.(`Startup: ${sideUpper} excess matched ${o.orderId} (grid ${o.id}) queued for cancellation (Phase 2)`, 'warn');
+                plannedCancels.push({
+                    chainOrderId: o.orderId,
+                    chainOrderObj: o,
+                    // Matched-slot funds are tracked on the grid slot; only
+                    // unmatched orphans release untracked funds (mirrors the
+                    // execute branch, which passes no release flag here).
+                });
+                cancelCount--;
+            }
         }
         else {
             for (const x of parsedUnmatched) {
@@ -1480,10 +1659,7 @@ async function _reconcileStartupSide({ orderType, targetCount, chainSideOrders,
                 }
             }
             if (cancelCount > 0) {
-                const activeOrders = manager.getOrdersByTypeAndState(orderType, ORDER_STATES.ACTIVE)
-                    .filter((o) => o && o.orderId)
-                    .sort(sortMatchedCancelComparator);
-                for (const o of activeOrders) {
+                for (const o of matchedExcess) {
                     if (cancelCount <= 0)
                         break;
                     logger?.log?.(`Startup: Cancelling excess matched ${sideUpper} ${o.orderId} (grid ${o.id})`, 'warn');

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

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

@@ -19,7 +19,20 @@ declare class COWRebalanceEngine {
     assets: any;
     config: any;
     constructor(deps: any);
-    execute({ masterGrid, gridVersion, boundaryIdx, funds, fills, excludeIds, gapSlots, evacStreaks }: any): Promise<{
+    execute({ masterGrid, gridVersion, boundaryIdx, funds, fills, excludeIds, gapSlots, evacStreaks, reserveEdgeAnchors }: any): Promise<{
+        actions: never[];
+        stateUpdates: never[];
+        hadRotation: boolean;
+        workingGrid: null;
+        workingIndexes: null;
+        workingBoundary: null;
+        planningDuration: number;
+        aborted: boolean;
+        reason: any;
+    } | {
+        needsResync?: boolean | undefined;
+        resyncReason?: string | undefined;
+        evacReady: never[];
         actions: never[];
         stateUpdates: never[];
         hadRotation: boolean;
@@ -144,12 +157,28 @@ declare class OrderManager {
     _gridDirtyAt: number | null;
     _lastStaleTotalsWarnAt: Record<string, number>;
     _orphanFillsCreditedAt: number | null;
+    _fundDriftLedger: {
+        side: string;
+        direction: string;
+        count: number;
+        firstAt: number;
+        lastAt: number;
+    } | null;
     _pendingRecovery: Promise<void> | null;
+    _pendingFillCrawls: {
+        slotId: string;
+        side: string;
+        ts: number;
+    }[];
     _recentFillKeysSnapshot: Record<string, number> | null;
     _lastFilledBuyPrice: number | null;
     _lastFilledSellPrice: number | null;
     _lastFilledPrice: number | null;
     _lastFilledType: string | null;
+    _lastFilledAt: number;
+    _deferredRebalanceAt: number;
+    _lastHeldPlanSignature: any;
+    _lastBoundaryHoldResyncAt: number;
     _gapEvacStreaks: Map<string, number>;
     _gapEvacCancelQueued: Set<string>;
     _metrics: any;
@@ -259,6 +288,17 @@ declare class OrderManager {
      * @returns {void}
      */
     stopBroadcasting(): void;
+    /**
+     * Notify runtime listeners that the last broadcast/placement region ended.
+     * Called from stopBroadcasting (refcount -> 0) and the stale-flag watchdog
+     * (a leaked flag hard-reset to 0). The fill consumer's defer branch returns
+     * without rescheduling, so this is the only wake-up for fills enqueued
+     * during a region; the watchdog path must fire it too or a hung broadcast's
+     * queued fills wait for the next fill event.
+     * Guarded so a listener error never escapes into a finally/watchdog frame.
+     * @returns {void}
+     */
+    _fireBroadcastRegionEnd(): void;
     /**
      * Reset funds structure to zeroed values. Acquires _fundLock so the
      * wholesale funds replacement cannot race with concurrent fund mutations
@@ -460,6 +500,7 @@ declare class OrderManager {
     };
     _normalizeCommitOptions(options?: Record<string, any>): {
         skipRecalc: boolean;
+        boundaryHeld: boolean;
     };
     _updateOrder(order: any, context?: any, options?: any): Promise<any>;
     _applyOrderUpdate(order: any, context?: any, options?: any): Promise<boolean>;
@@ -539,7 +580,7 @@ declare class OrderManager {
      * @param {Object} [options]
      * @returns {Promise<any>}
      */
-    processFilledOrders(orders: any, excl: any, _options: any): Promise<any>;
+    processFilledOrders(orders: any, excl: any, options?: any): Promise<any>;
     /**
      * @returns {Array<import('./types').Order>}
      */
@@ -571,6 +612,27 @@ declare class OrderManager {
      * (P3) starts from a clean state.
      */
     _restoreBoundary(newIdx: number | null): void;
+    /**
+     * Drop owed fill-crawl records (boundary bookkeeping).
+     *
+     * Records are pushed per shift-eligible fill at intake and consumed when a
+     * derivation commits them. They must be dropped only when the crawl they
+     * encode has been applied — an accepted commit that used the PLAN's target
+     * boundary (or an absolute fill anchor that subsumes every owed delta).
+     * A held boundary (refill guard skip), a gate-rejected boundary, and a
+     * null boundary all leave the records owed, so they are not dropped there.
+     *
+     * Also used when the boundary is (re)anchored outside the fill path (grid
+     * reset / recenter / rejected-snapshot rebuild): those records belong to
+     * the previous generation, and applying their relative deltas onto a fresh
+     * anchor would double-count movement the anchor already contains.
+     *
+     * Marks the grid dirty so the cleared array reaches disk even on paths
+     * that do not otherwise persist.
+     *
+     * @param {string} reason - Log/debug label for the drop
+     */
+    _clearPendingFillCrawls(reason?: any): void;
     /**
      * Observability (fix #4, docs/CONSOLIDATED_ORPHAN_FIX_SUMMARY.md §2): emit the live
      * boundary whenever roles are (re)assigned, so a silent boundary crawl that