dexbot 1.5.3 → 1.6.0

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 (231) hide show
  1. package/CHANGELOG.md +62 -0
  2. package/README.md +4 -3
  3. package/analysis/README.md +1 -2
  4. package/analysis/ama_fitting/fetch_lp_candles.ts +1 -9
  5. package/analysis/ama_fitting/package.json +1 -1
  6. package/analysis/analyze_derivatives.ts +1 -1
  7. package/analysis/bot_usage/discover_bot_accounts.ts +12 -6
  8. package/analysis/resolve_source.ts +9 -2
  9. package/analysis/tradingview/README.md +29 -11
  10. package/analysis/tradingview/analyze_tradingview.ts +92 -3
  11. package/analysis/tradingview/tradingview_uplot_chart_generator.ts +1120 -182
  12. package/analysis/trend_detection/package.json +1 -1
  13. package/claw/docs/DEXBOT2_TUNING_CHEAT_SHEET.md +1 -1
  14. package/claw/modules/dexbot_profiles.ts +22 -2
  15. package/claw/package.json +1 -1
  16. package/claw/runtimes/openclaw-plugin/openclaw.plugin.json +1 -1
  17. package/claw/runtimes/openclaw-plugin/package.json +1 -1
  18. package/claw/skills/launcher-ops/references/launcher-workflow.md +1 -1
  19. package/claw/tests/test_claw_mcp_transport.ts +2 -2
  20. package/claw/tests/test_dexbot_profiles.ts +65 -0
  21. package/dist/analysis/ama_fitting/fetch_lp_candles.js +1 -9
  22. package/dist/analysis/ama_fitting/fetch_lp_candles.js.map +1 -1
  23. package/dist/analysis/analyze_derivatives.js +1 -1
  24. package/dist/analysis/bot_usage/discover_bot_accounts.js +11 -6
  25. package/dist/analysis/bot_usage/discover_bot_accounts.js.map +1 -1
  26. package/dist/analysis/bot_usage/kibana_bot_queries.d.ts +2 -0
  27. package/dist/analysis/bot_usage/kibana_bot_queries.d.ts.map +1 -1
  28. package/dist/analysis/resolve_source.d.ts +1 -0
  29. package/dist/analysis/resolve_source.d.ts.map +1 -1
  30. package/dist/analysis/resolve_source.js +6 -2
  31. package/dist/analysis/resolve_source.js.map +1 -1
  32. package/dist/analysis/tradingview/analyze_tradingview.d.ts +5 -0
  33. package/dist/analysis/tradingview/analyze_tradingview.d.ts.map +1 -1
  34. package/dist/analysis/tradingview/analyze_tradingview.js +112 -3
  35. package/dist/analysis/tradingview/analyze_tradingview.js.map +1 -1
  36. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.d.ts +5 -1
  37. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.d.ts.map +1 -1
  38. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js +1118 -182
  39. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js.map +1 -1
  40. package/dist/bot.js +1 -1
  41. package/dist/bot.js.map +1 -1
  42. package/dist/dexbot.js +3 -3
  43. package/dist/dexbot.js.map +1 -1
  44. package/dist/market_adapter/ama_signal_runner.js +2 -2
  45. package/dist/market_adapter/candle_utils.d.ts +6 -0
  46. package/dist/market_adapter/candle_utils.d.ts.map +1 -1
  47. package/dist/market_adapter/candle_utils.js +6 -0
  48. package/dist/market_adapter/candle_utils.js.map +1 -1
  49. package/dist/market_adapter/core/kibana_candles.d.ts +17 -1
  50. package/dist/market_adapter/core/kibana_candles.d.ts.map +1 -1
  51. package/dist/market_adapter/core/kibana_candles.js +101 -19
  52. package/dist/market_adapter/core/kibana_candles.js.map +1 -1
  53. package/dist/market_adapter/core/kibana_client.d.ts +2 -0
  54. package/dist/market_adapter/core/kibana_client.d.ts.map +1 -1
  55. package/dist/market_adapter/core/kibana_client.js +31 -4
  56. package/dist/market_adapter/core/kibana_client.js.map +1 -1
  57. package/dist/market_adapter/core/market_adapter_service.d.ts.map +1 -1
  58. package/dist/market_adapter/core/market_adapter_service.js +0 -6
  59. package/dist/market_adapter/core/market_adapter_service.js.map +1 -1
  60. package/dist/market_adapter/inputs/fetch_book_data.d.ts +14 -0
  61. package/dist/market_adapter/inputs/fetch_book_data.d.ts.map +1 -0
  62. package/dist/market_adapter/inputs/fetch_book_data.js +138 -0
  63. package/dist/market_adapter/inputs/fetch_book_data.js.map +1 -0
  64. package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js +1 -1
  65. package/dist/market_adapter/inputs/fetch_lp_data.d.ts +16 -2
  66. package/dist/market_adapter/inputs/fetch_lp_data.d.ts.map +1 -1
  67. package/dist/market_adapter/inputs/fetch_lp_data.js +109 -281
  68. package/dist/market_adapter/inputs/fetch_lp_data.js.map +1 -1
  69. package/dist/market_adapter/inputs/kibana_feed_source.d.ts +87 -0
  70. package/dist/market_adapter/inputs/kibana_feed_source.d.ts.map +1 -0
  71. package/dist/market_adapter/inputs/kibana_feed_source.js +570 -0
  72. package/dist/market_adapter/inputs/kibana_feed_source.js.map +1 -0
  73. package/dist/market_adapter/inputs/kibana_source.d.ts.map +1 -1
  74. package/dist/market_adapter/inputs/kibana_source.js +10 -5
  75. package/dist/market_adapter/inputs/kibana_source.js.map +1 -1
  76. package/dist/market_adapter/inputs/window_cache.d.ts +166 -0
  77. package/dist/market_adapter/inputs/window_cache.d.ts.map +1 -0
  78. package/dist/market_adapter/inputs/window_cache.js +500 -0
  79. package/dist/market_adapter/inputs/window_cache.js.map +1 -0
  80. package/dist/market_adapter/interval_utils.d.ts +8 -1
  81. package/dist/market_adapter/interval_utils.d.ts.map +1 -1
  82. package/dist/market_adapter/interval_utils.js +14 -1
  83. package/dist/market_adapter/interval_utils.js.map +1 -1
  84. package/dist/modules/account_bots.d.ts +1 -0
  85. package/dist/modules/account_bots.d.ts.map +1 -1
  86. package/dist/modules/account_bots.js +21 -5
  87. package/dist/modules/account_bots.js.map +1 -1
  88. package/dist/modules/account_orders.d.ts +25 -4
  89. package/dist/modules/account_orders.d.ts.map +1 -1
  90. package/dist/modules/account_orders.js +67 -4
  91. package/dist/modules/account_orders.js.map +1 -1
  92. package/dist/modules/bitshares-native/chain_client.d.ts +2 -0
  93. package/dist/modules/bitshares-native/chain_client.d.ts.map +1 -1
  94. package/dist/modules/bitshares-native/chain_client.js +3 -1
  95. package/dist/modules/bitshares-native/chain_client.js.map +1 -1
  96. package/dist/modules/bitshares-native/subscriptions.d.ts.map +1 -1
  97. package/dist/modules/bitshares-native/subscriptions.js +13 -3
  98. package/dist/modules/bitshares-native/subscriptions.js.map +1 -1
  99. package/dist/modules/bitshares-native/transport.d.ts +2 -0
  100. package/dist/modules/bitshares-native/transport.d.ts.map +1 -1
  101. package/dist/modules/bitshares-native/transport.js +122 -28
  102. package/dist/modules/bitshares-native/transport.js.map +1 -1
  103. package/dist/modules/bitshares_client.d.ts.map +1 -1
  104. package/dist/modules/bitshares_client.js +59 -8
  105. package/dist/modules/bitshares_client.js.map +1 -1
  106. package/dist/modules/bot_settings.d.ts.map +1 -1
  107. package/dist/modules/bot_settings.js +11 -0
  108. package/dist/modules/bot_settings.js.map +1 -1
  109. package/dist/modules/constants.d.ts +13 -0
  110. package/dist/modules/constants.d.ts.map +1 -1
  111. package/dist/modules/constants.js +68 -4
  112. package/dist/modules/constants.js.map +1 -1
  113. package/dist/modules/dexbot_class.d.ts +8 -0
  114. package/dist/modules/dexbot_class.d.ts.map +1 -1
  115. package/dist/modules/dexbot_class.js +57 -2
  116. package/dist/modules/dexbot_class.js.map +1 -1
  117. package/dist/modules/dexbot_cow_runtime.d.ts +26 -1
  118. package/dist/modules/dexbot_cow_runtime.d.ts.map +1 -1
  119. package/dist/modules/dexbot_cow_runtime.js +157 -28
  120. package/dist/modules/dexbot_cow_runtime.js.map +1 -1
  121. package/dist/modules/dexbot_fill_runtime.d.ts +41 -1
  122. package/dist/modules/dexbot_fill_runtime.d.ts.map +1 -1
  123. package/dist/modules/dexbot_fill_runtime.js +135 -5
  124. package/dist/modules/dexbot_fill_runtime.js.map +1 -1
  125. package/dist/modules/dexbot_maintenance_runtime.d.ts +79 -12
  126. package/dist/modules/dexbot_maintenance_runtime.d.ts.map +1 -1
  127. package/dist/modules/dexbot_maintenance_runtime.js +554 -46
  128. package/dist/modules/dexbot_maintenance_runtime.js.map +1 -1
  129. package/dist/modules/dexbot_startup_runtime.d.ts.map +1 -1
  130. package/dist/modules/dexbot_startup_runtime.js +13 -0
  131. package/dist/modules/dexbot_startup_runtime.js.map +1 -1
  132. package/dist/modules/dexbot_state_recovery.d.ts +15 -1
  133. package/dist/modules/dexbot_state_recovery.d.ts.map +1 -1
  134. package/dist/modules/dexbot_state_recovery.js +36 -7
  135. package/dist/modules/dexbot_state_recovery.js.map +1 -1
  136. package/dist/modules/fund_registry.d.ts +1 -1
  137. package/dist/modules/fund_registry.js +1 -1
  138. package/dist/modules/node_connect_policy.d.ts +52 -0
  139. package/dist/modules/node_connect_policy.d.ts.map +1 -0
  140. package/dist/modules/node_connect_policy.js +35 -0
  141. package/dist/modules/node_connect_policy.js.map +1 -0
  142. package/dist/modules/node_manager.d.ts +32 -0
  143. package/dist/modules/node_manager.d.ts.map +1 -1
  144. package/dist/modules/node_manager.js +76 -9
  145. package/dist/modules/node_manager.js.map +1 -1
  146. package/dist/modules/order/accounting.d.ts +30 -0
  147. package/dist/modules/order/accounting.d.ts.map +1 -1
  148. package/dist/modules/order/accounting.js +176 -3
  149. package/dist/modules/order/accounting.js.map +1 -1
  150. package/dist/modules/order/export.d.ts.map +1 -1
  151. package/dist/modules/order/export.js +1 -0
  152. package/dist/modules/order/export.js.map +1 -1
  153. package/dist/modules/order/grid.d.ts.map +1 -1
  154. package/dist/modules/order/grid.js +143 -15
  155. package/dist/modules/order/grid.js.map +1 -1
  156. package/dist/modules/order/grid_reconcile.d.ts.map +1 -1
  157. package/dist/modules/order/grid_reconcile.js +5 -3
  158. package/dist/modules/order/grid_reconcile.js.map +1 -1
  159. package/dist/modules/order/grid_reconcile_internal.d.ts.map +1 -1
  160. package/dist/modules/order/grid_reconcile_internal.js +182 -6
  161. package/dist/modules/order/grid_reconcile_internal.js.map +1 -1
  162. package/dist/modules/order/manager.d.ts +64 -2
  163. package/dist/modules/order/manager.d.ts.map +1 -1
  164. package/dist/modules/order/manager.js +231 -14
  165. package/dist/modules/order/manager.js.map +1 -1
  166. package/dist/modules/order/strategy.d.ts +3 -0
  167. package/dist/modules/order/strategy.d.ts.map +1 -1
  168. package/dist/modules/order/strategy.js +79 -7
  169. package/dist/modules/order/strategy.js.map +1 -1
  170. package/dist/modules/order/sync_engine.d.ts.map +1 -1
  171. package/dist/modules/order/sync_engine.js +16 -1
  172. package/dist/modules/order/sync_engine.js.map +1 -1
  173. package/dist/modules/order/utils/math.d.ts +11 -1
  174. package/dist/modules/order/utils/math.d.ts.map +1 -1
  175. package/dist/modules/order/utils/math.js +24 -1
  176. package/dist/modules/order/utils/math.js.map +1 -1
  177. package/dist/modules/order/utils/order.d.ts +258 -13
  178. package/dist/modules/order/utils/order.d.ts.map +1 -1
  179. package/dist/modules/order/utils/order.js +662 -12
  180. package/dist/modules/order/utils/order.js.map +1 -1
  181. package/dist/modules/order/utils/system.d.ts +36 -0
  182. package/dist/modules/order/utils/system.d.ts.map +1 -1
  183. package/dist/modules/order/utils/system.js +102 -6
  184. package/dist/modules/order/utils/system.js.map +1 -1
  185. package/dist/modules/order/utils/validate.d.ts.map +1 -1
  186. package/dist/modules/order/utils/validate.js +6 -2
  187. package/dist/modules/order/utils/validate.js.map +1 -1
  188. package/dist/modules/paths.d.ts +2 -0
  189. package/dist/modules/paths.d.ts.map +1 -1
  190. package/dist/modules/paths.js +1 -0
  191. package/dist/modules/paths.js.map +1 -1
  192. package/dist/modules/runtime_settings.d.ts +13 -0
  193. package/dist/modules/runtime_settings.d.ts.map +1 -1
  194. package/dist/modules/runtime_settings.js +20 -0
  195. package/dist/modules/runtime_settings.js.map +1 -1
  196. package/dist/modules/utils/errors.d.ts +16 -0
  197. package/dist/modules/utils/errors.d.ts.map +1 -1
  198. package/dist/modules/utils/errors.js +31 -0
  199. package/dist/modules/utils/errors.js.map +1 -1
  200. package/dist/pm2.js +7 -7
  201. package/dist/scripts/analyze-credit.d.ts.map +1 -1
  202. package/dist/scripts/analyze-credit.js +13 -3
  203. package/dist/scripts/analyze-credit.js.map +1 -1
  204. package/dist/scripts/analyze-orders.js +2 -2
  205. package/dist/scripts/analyze-orders.js.map +1 -1
  206. package/dist/scripts/diagnose-kibana-candles.d.ts.map +1 -1
  207. package/dist/scripts/diagnose-kibana-candles.js +0 -1
  208. package/dist/scripts/diagnose-kibana-candles.js.map +1 -1
  209. package/dist/scripts/test-credit-renewal.js +1 -1
  210. package/dist/scripts/test-credit-renewal.js.map +1 -1
  211. package/dist/scripts/tv.d.ts +24 -2
  212. package/dist/scripts/tv.d.ts.map +1 -1
  213. package/dist/scripts/tv.js +190 -65
  214. package/dist/scripts/tv.js.map +1 -1
  215. package/docs/BITSHARES_ONBOARDING.md +9 -2
  216. package/docs/COW_INVARIANTS.md +18 -1
  217. package/docs/DEXBOT_COMPARISON.md +3 -3
  218. package/docs/EVOLUTION.md +8 -7
  219. package/docs/FUND_MOVEMENT_AND_ACCOUNTING.md +21 -9
  220. package/docs/GRID_RECALCULATION.md +5 -6
  221. package/docs/GRID_RECONCILE.md +12 -2
  222. package/docs/MPA_CREDIT_USAGE.md +2 -2
  223. package/docs/README.md +5 -6
  224. package/docs/architecture.md +0 -58
  225. package/docs/developer_guide.md +2 -1
  226. package/docs/docker.md +1 -1
  227. package/market_adapter/README.md +4 -0
  228. package/modules/README.md +1 -1
  229. package/package.json +1 -1
  230. package/scripts/README.md +5 -3
  231. package/tests/README.md +2 -2
package/dist/modules/order/manager.js.map CHANGED
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package/dist/modules/order/strategy.d.ts CHANGED
@@ -145,6 +145,9 @@ declare class StrategyEngine {
145
145
  }): {
146
146
  targetGrid: Map<any, any>;
147
147
  boundaryIdx: number;
148
+ } | {
149
+ targetGrid: Map<any, any>;
150
+ boundaryIdx: null;
148
151
  };
149
152
  }
150
153
  export default StrategyEngine;
package/dist/modules/order/strategy.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"strategy.d.ts","sourceRoot":"","sources":["../../../modules/order/strategy.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA+CG;AAiBH,cAAM,cAAc;IAChB,OAAO,EAAE,GAAG,CAAC;IAEb;;OAEG;gBACS,OAAO,EAAE,GAAG;IAMxB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;OA+BG;IACG,gBAAgB,CAAC,YAAY,EAAE,GAAG,EAAE,eAAe,GAAE,GAAe;IA4D1E;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;OAiDG;IACH,mBAAmB,CAAC,MAAM,EAAE;QACxB,gBAAgB,EAAE,GAAG,CAAC,MAAM,EAAE,GAAG,CAAC,CAAC;QACnC,MAAM,EAAE,GAAG,CAAC;QACZ,aAAa,EAAE,GAAG,CAAC;QACnB,KAAK,EAAE,GAAG,CAAC;QACX,KAAK,EAAE,GAAG,EAAE,CAAC;QACb,kBAAkB,EAAE,MAAM,CAAC;KAC9B;;;;CA6KJ;AAED,eAAe,cAAc,CAAA"}
1
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package/dist/modules/order/strategy.js CHANGED
@@ -49,7 +49,7 @@
49
49
  import { ORDER_TYPES, ORDER_STATES } from '../constants.js';
50
50
  import { calculateGapSlots } from './grid.js';
51
51
  import { isSlotInRail } from './utils/math.js';
52
- import { deriveTargetBoundary, getSideBudget, calculateBudgetedSizes, getActiveOrdersTotal } from './utils/order.js';
52
+ import { deriveTargetBoundary, getSideBudget, calculateBudgetedSizes, getActiveOrdersTotal, resolveReserveCount, resolveLiveReserveEdgeAnchorPrice, selectReserveEdgeSlots, isShiftEligibleFill } from './utils/order.js';
53
53
  import { assignGridRoles } from './utils/order.js';
54
54
  import { convertToSpreadPlaceholder, toRailHolePlaceholder, geometryTypeForSlotIndex, parseSlotIndex, hasOnChainId, isOrderPlaced } from "./utils/order.js";
55
55
  class StrategyEngine {
@@ -104,6 +104,42 @@ class StrategyEngine {
104
104
  }
105
105
  const isPartial = filledOrder.isPartial === true;
106
106
  mgr.logger.log(`[STRATEGY] Processing fill: id=${filledOrder.id}, type=${filledOrder.type}, price=${filledOrder.price}, size=${filledOrder.size}, partial=${isPartial}`, 'debug');
107
+ // Pending-crawl record: this fill's crawl is owed to the boundary
108
+ // only once a derivation commits it. If the batch aborts, the
109
+ // broadcast is refused, or the process restarts first, the entry
110
+ // survives (persisted with the snapshot) so the crawl is applied
111
+ // by a later derivation or at startup — instead of being lost and
112
+ // letting reconcile refill the hole same-side (Sep-10: 4 consumed
113
+ // buys re-bought after restart). Cleared on any accepted
114
+ // non-null boundary commit. Same eligibility as the crawl itself.
115
+ if (isShiftEligibleFill(filledOrder)
116
+ && typeof filledOrder.id === 'string' && filledOrder.id.length > 0
117
+ && (filledOrder.type === ORDER_TYPES.BUY || filledOrder.type === ORDER_TYPES.SELL)
118
+ // dryRun never commits a boundary, so a recorded crawl could
119
+ // never be consumed — it would only accumulate and persist
120
+ // forever. Fills are not processed under dryRun today, but
121
+ // guard the ledger at its single writer so a future dryRun
122
+ // simulation cannot grow it unbounded.
123
+ && mgr.config?.dryRun !== true) {
124
+ const pending = mgr._pendingFillCrawls;
125
+ if (Array.isArray(pending)) {
126
+ // Slot-level dedupe: a slot with no live order cannot
127
+ // refill (and therefore re-fill) while its hole persists,
128
+ // so a second entry for the same slotId can only be a
129
+ // reprocessed duplicate, never a second owed crawl.
130
+ // Replace (keep newest) instead of stacking.
131
+ const at = pending.findIndex((e) => e && e.slotId === filledOrder.id);
132
+ if (at >= 0)
133
+ pending.splice(at, 1);
134
+ pending.push({ slotId: filledOrder.id, side: filledOrder.type, ts: Date.now() });
135
+ // Hard cap AFTER push so the in-memory length matches the
136
+ // persisted cap (account_orders stores slice(-500)).
137
+ while (pending.length > 500)
138
+ pending.shift();
139
+ if (typeof mgr._markGridDirty === 'function')
140
+ mgr._markGridDirty();
141
+ }
142
+ }
107
143
  if (!isPartial || filledOrder.isDelayedRotationTrigger) {
108
144
  const currentSlot = mgr.orders.get(filledOrder.id);
109
145
  const slotReused = currentSlot && hasOnChainId(currentSlot) && filledOrder.orderId && currentSlot.orderId !== filledOrder.orderId;
@@ -205,10 +241,35 @@ class StrategyEngine {
205
241
  // have drifted if targetSpreadPercent or gridLimits changed.
206
242
  const gapSlots = this.manager._genesis?.gapSlots ?? this.manager._gapSlots ?? calculateGapSlots(config.incrementPercent, config.targetSpreadPercent, config.gridLimits);
207
243
  const crossChunkBudget = this.manager._boundaryShiftBudget;
208
- const { boundaryIdx: newBoundaryIdx, remainingBudget } = deriveTargetBoundary(fills, currentBoundaryIdx, allSlots, config, gapSlots, crossChunkBudget);
244
+ // Anchor recovery on the frozen genesis center when config.startPrice
245
+ // is an unresolved "pool"/"book" mode string: a fill carries direction
246
+ // but not position, and an unanchored recovery fabricates a rail-edge
247
+ // boundary (the slot-77→slot-192 teleport). The numeric config center
248
+ // still wins when present.
249
+ const genesisStart = Number(this.manager?._genesis?.startPrice);
250
+ const boundaryConfig = (!Number.isFinite(Number(config?.startPrice)) && Number.isFinite(genesisStart))
251
+ ? { ...config, genesisStartPrice: genesisStart }
252
+ : config;
253
+ // Live reserve edge anchors (single source): the ladder extremes of the
254
+ // grid actually being traded. Resolved once and shared by the reserve
255
+ // selection below and the no-crawl classification inside
256
+ // deriveTargetBoundary, so placement and fill classification can never
257
+ // disagree about which slots are reserves.
258
+ const reserveEdgeAnchors = {
259
+ buy: resolveLiveReserveEdgeAnchorPrice(this.manager, 'buy'),
260
+ sell: resolveLiveReserveEdgeAnchorPrice(this.manager, 'sell'),
261
+ };
262
+ const { boundaryIdx: newBoundaryIdx, remainingBudget } = deriveTargetBoundary(fills, currentBoundaryIdx, allSlots, boundaryConfig, gapSlots, crossChunkBudget, this.manager?._pendingFillCrawls, reserveEdgeAnchors);
209
263
  if (crossChunkBudget != null) {
210
264
  this.manager._boundaryShiftBudget = remainingBudget;
211
265
  }
266
+ // Unanchorable (null boundary, no numeric center anywhere): refuse to
267
+ // plan rotations on fabricated geometry. The COW engine routes this
268
+ // to a structural resync instead.
269
+ if (newBoundaryIdx === null || newBoundaryIdx === undefined) {
270
+ this.manager.logger.log('[COW] calculateTargetGrid: boundary unrecoverable (no numeric center); skipping rotation plan', 'warn');
271
+ return { targetGrid: new Map(), boundaryIdx: null };
272
+ }
212
273
  // 2. Assign Roles (Buy/Sell/Spread)
213
274
  const updatedSlots = assignGridRoles(allSlots, newBoundaryIdx, gapSlots, ORDER_TYPES, ORDER_STATES, { assignOnChain: true });
214
275
  this.manager.logger.log(`[DEBUG] calculateTargetGrid: boundary=${newBoundaryIdx}, gap=${gapSlots}, allSlots=${updatedSlots.length}`, 'debug');
@@ -269,8 +330,19 @@ class StrategyEngine {
269
330
  const fullSellSizes = calculateBudgetedSizes(allSellSortedForSizing, 'sell', budgetSell, config.weightDistribution?.sell, config.incrementPercent, accountAssets);
270
331
  const buySizeById = new Map(allBuySortedForSizing.map((slot, i) => [slot.id, fullBuySizes[i] || 0]));
271
332
  const sellSizeById = new Map(allSellSortedForSizing.map((slot, i) => [slot.id, fullSellSizes[i] || 0]));
272
- const buySizes = buySlots.map((slot) => buySizeById.get(slot.id) || 0);
273
- const sellSizes = sellSlots.map((slot) => sellSizeById.get(slot.id) || 0);
333
+ // Reserve ladder: edge-pinned insurance orders stay live alongside the
334
+ // window. Buys pin at the floor (lowest prices), sells at the ceiling
335
+ // (highest prices). Discontiguous by design — the middle stays VIRTUAL.
336
+ // Sizes come from the same full-rail curves; reserve fills never crawl
337
+ // (filtered in deriveTargetBoundary).
338
+ // Both edges anchor at the live grid's own edge (reserveEdgeAnchors),
339
+ // which is the same pair deriveTargetBoundary classified against.
340
+ const reserveBuySlots = selectReserveEdgeSlots(allBuySortedForSizing.filter((s) => inBuyRail(s)), resolveReserveCount(config, 'buy'), new Set(buySlots.map((s) => s.id)), 'floor', reserveEdgeAnchors.buy);
341
+ const reserveSellSlots = selectReserveEdgeSlots(allSellSortedForSizing.filter((s) => inSellRail(s)), resolveReserveCount(config, 'sell'), new Set(sellSlots.map((s) => s.id)), 'ceiling', reserveEdgeAnchors.sell);
342
+ const buySlotsAll = [...buySlots, ...reserveBuySlots];
343
+ const sellSlotsAll = [...sellSlots, ...reserveSellSlots];
344
+ const buySizes = buySlotsAll.map((slot) => buySizeById.get(slot.id) || 0);
345
+ const sellSizes = sellSlotsAll.map((slot) => sellSizeById.get(slot.id) || 0);
274
346
  // Apply sizes to target grid map
275
347
  const targetGrid = new Map();
276
348
  const applySizes = (slots, sizes) => {
@@ -290,13 +362,13 @@ class StrategyEngine {
290
362
  });
291
363
  });
292
364
  };
293
- applySizes(buySlots, buySizes);
294
- applySizes(sellSlots, sellSizes);
365
+ applySizes(buySlotsAll, buySizes);
366
+ applySizes(sellSlotsAll, sellSizes);
295
367
  // Handle slots outside the window: preserve their calculated sizes
296
368
  // Window Discipline only controls WHICH orders are placed on-chain,
297
369
  // not the grid's fund allocation. Virtual orders must retain their
298
370
  // sizes so that funds.virtual reflects the full grid commitment.
299
- const windowIds = new Set([...buySlots, ...sellSlots].map((s) => s.id));
371
+ const windowIds = new Set([...buySlotsAll, ...sellSlotsAll].map((s) => s.id));
300
372
  updatedSlots.forEach((slot) => {
301
373
  if (!windowIds.has(slot.id)) {
302
374
  // Use calculated size from full-rail sizing (preserves fund allocation)
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package/dist/modules/order/sync_engine.d.ts.map CHANGED
@@ -1 +1 @@
1
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1
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package/dist/modules/order/sync_engine.js CHANGED
@@ -101,7 +101,7 @@ import * as client from '../bitshares_client.js';
101
101
  const { BitShares } = client;
102
102
  import { NATIVE_CLIENT } from '../constants.js';
103
103
  const { toFiniteNumber } = Format;
104
- import { blockchainToFloat, floatToBlockchainInt, calculatePriceTolerance, getAssetFees, getBtsSide, getSellStartIdx, slotIndexForPrice, isSlotInRail, isSlotIndexInGapBand, priceSlotEqual } from './utils/math.js';
104
+ import { blockchainToFloat, floatToBlockchainInt, calculatePriceTolerance, getAssetFees, getBtsSide, getSellStartIdx, slotIndexForPrice, isChainPriceOutOfGrid, isSlotInRail, isSlotIndexInGapBand, priceSlotEqual } from './utils/math.js';
105
105
  import { parseChainOrder, findMatchingGridOrderByOpenOrder, applyChainSizeToGridOrder, convertToSpreadPlaceholder, virtualizeOrder, buildFillKey, isOrderPlaced, hasOnChainId, isOrderVirtual, resolveSpreadOrderSide, duplicateOrphanLogInfo } from './utils/order.js';
106
106
  import { parseSlotIndex } from './utils/slot.js';
107
107
  import { resolveProcessedFillPersistenceMode } from './processed_fill_store.js';
@@ -1105,6 +1105,21 @@ class SyncEngine {
1105
1105
  continue;
1106
1106
  }
1107
1107
  const slotId = `slot-${idx}`;
1108
+ // Out-of-grid hold: slotIndexForPrice clamps below/above-rail
1109
+ // prices onto the edge slots (0/N-1), so the clamp is not a
1110
+ // real match. A below-grid buy is not slot-0 and an
1111
+ // above-grid sell is not slot-(N-1): never adopt into the
1112
+ // rail slot and never cancel as its duplicate — hold/defer
1113
+ // (no adopt, no cancelOnly), e.g. dip-protection levels
1114
+ // sitting below a fresh grid after a reset.
1115
+ {
1116
+ const precision = (chainOrder.type === ORDER_TYPES.SELL) ? assetAPrecision : assetBPrecision;
1117
+ if (isChainPriceOutOfGrid(chainOrder.price, genesis, precision)) {
1118
+ unmatchedChainOrders.push({ chainOrderId, type: chainOrder.type, price: chainOrder.price, size: chainOrder.size, raw: rawChainOrders.get(chainOrderId), reason: 'out-of-grid-deferred', candidateSlotId: slotId });
1119
+ mgr.logger?.log?.(`[SYNC] Orphaned chain order ${chainOrderId} (${chainOrder.type}, price=${chainOrder.price}, size=${chainOrder.size}) — NOT adopted: price outside grid range, deferred (nearest slot ${slotId})`, 'warn');
1120
+ continue;
1121
+ }
1122
+ }
1108
1123
  const gapSlots = genesis.gapSlots ?? mgr._gapSlots ?? 0;
1109
1124
  const boundaryIdx = mgr.boundaryIdx;
1110
1125
  // Pre-boundary sync: gap geometry is unknown, so adoption is