dexbot 1.5.3 → 1.6.1
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.
- package/CHANGELOG.md +75 -0
- package/README.md +9 -7
- package/analysis/README.md +1 -2
- package/analysis/ama_fitting/fetch_lp_candles.ts +1 -9
- package/analysis/ama_fitting/package.json +1 -1
- package/analysis/analyze_derivatives.ts +1 -1
- package/analysis/bot_usage/discover_bot_accounts.ts +12 -6
- package/analysis/resolve_source.ts +9 -2
- package/analysis/tradingview/README.md +29 -11
- package/analysis/tradingview/analyze_tradingview.ts +92 -3
- package/analysis/tradingview/tradingview_uplot_chart_generator.ts +1120 -182
- package/analysis/trend_detection/package.json +1 -1
- package/claw/docs/DEXBOT2_TUNING_CHEAT_SHEET.md +1 -1
- package/claw/modules/dexbot_profiles.ts +22 -2
- package/claw/package.json +1 -1
- package/claw/runtimes/openclaw-plugin/openclaw.plugin.json +1 -1
- package/claw/runtimes/openclaw-plugin/package.json +1 -1
- package/claw/skills/launcher-ops/references/launcher-workflow.md +1 -1
- package/claw/tests/test_claw_mcp_transport.ts +2 -2
- package/claw/tests/test_dexbot_profiles.ts +65 -0
- package/dist/analysis/ama_fitting/fetch_lp_candles.js +1 -9
- package/dist/analysis/ama_fitting/fetch_lp_candles.js.map +1 -1
- package/dist/analysis/analyze_derivatives.js +1 -1
- package/dist/analysis/bot_usage/discover_bot_accounts.js +11 -6
- package/dist/analysis/bot_usage/discover_bot_accounts.js.map +1 -1
- package/dist/analysis/bot_usage/kibana_bot_queries.d.ts +2 -0
- package/dist/analysis/bot_usage/kibana_bot_queries.d.ts.map +1 -1
- package/dist/analysis/resolve_source.d.ts +1 -0
- package/dist/analysis/resolve_source.d.ts.map +1 -1
- package/dist/analysis/resolve_source.js +6 -2
- package/dist/analysis/resolve_source.js.map +1 -1
- package/dist/analysis/tradingview/analyze_tradingview.d.ts +5 -0
- package/dist/analysis/tradingview/analyze_tradingview.d.ts.map +1 -1
- package/dist/analysis/tradingview/analyze_tradingview.js +112 -3
- package/dist/analysis/tradingview/analyze_tradingview.js.map +1 -1
- package/dist/analysis/tradingview/tradingview_uplot_chart_generator.d.ts +5 -1
- package/dist/analysis/tradingview/tradingview_uplot_chart_generator.d.ts.map +1 -1
- package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js +1118 -182
- package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js.map +1 -1
- package/dist/bot.js +1 -1
- package/dist/bot.js.map +1 -1
- package/dist/dexbot.js +4 -4
- package/dist/dexbot.js.map +1 -1
- package/dist/market_adapter/ama_signal_runner.js +2 -2
- package/dist/market_adapter/candle_utils.d.ts +6 -0
- package/dist/market_adapter/candle_utils.d.ts.map +1 -1
- package/dist/market_adapter/candle_utils.js +6 -0
- package/dist/market_adapter/candle_utils.js.map +1 -1
- package/dist/market_adapter/core/kibana_candles.d.ts +17 -1
- package/dist/market_adapter/core/kibana_candles.d.ts.map +1 -1
- package/dist/market_adapter/core/kibana_candles.js +101 -19
- package/dist/market_adapter/core/kibana_candles.js.map +1 -1
- package/dist/market_adapter/core/kibana_client.d.ts +2 -0
- package/dist/market_adapter/core/kibana_client.d.ts.map +1 -1
- package/dist/market_adapter/core/kibana_client.js +31 -4
- package/dist/market_adapter/core/kibana_client.js.map +1 -1
- package/dist/market_adapter/core/market_adapter_service.d.ts.map +1 -1
- package/dist/market_adapter/core/market_adapter_service.js +0 -6
- package/dist/market_adapter/core/market_adapter_service.js.map +1 -1
- package/dist/market_adapter/inputs/fetch_book_data.d.ts +14 -0
- package/dist/market_adapter/inputs/fetch_book_data.d.ts.map +1 -0
- package/dist/market_adapter/inputs/fetch_book_data.js +138 -0
- package/dist/market_adapter/inputs/fetch_book_data.js.map +1 -0
- package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js +1 -1
- package/dist/market_adapter/inputs/fetch_lp_data.d.ts +16 -2
- package/dist/market_adapter/inputs/fetch_lp_data.d.ts.map +1 -1
- package/dist/market_adapter/inputs/fetch_lp_data.js +109 -281
- package/dist/market_adapter/inputs/fetch_lp_data.js.map +1 -1
- package/dist/market_adapter/inputs/kibana_feed_source.d.ts +87 -0
- package/dist/market_adapter/inputs/kibana_feed_source.d.ts.map +1 -0
- package/dist/market_adapter/inputs/kibana_feed_source.js +570 -0
- package/dist/market_adapter/inputs/kibana_feed_source.js.map +1 -0
- package/dist/market_adapter/inputs/kibana_source.d.ts.map +1 -1
- package/dist/market_adapter/inputs/kibana_source.js +10 -5
- package/dist/market_adapter/inputs/kibana_source.js.map +1 -1
- package/dist/market_adapter/inputs/window_cache.d.ts +166 -0
- package/dist/market_adapter/inputs/window_cache.d.ts.map +1 -0
- package/dist/market_adapter/inputs/window_cache.js +500 -0
- package/dist/market_adapter/inputs/window_cache.js.map +1 -0
- package/dist/market_adapter/interval_utils.d.ts +8 -1
- package/dist/market_adapter/interval_utils.d.ts.map +1 -1
- package/dist/market_adapter/interval_utils.js +14 -1
- package/dist/market_adapter/interval_utils.js.map +1 -1
- package/dist/modules/account_bots.d.ts +1 -0
- package/dist/modules/account_bots.d.ts.map +1 -1
- package/dist/modules/account_bots.js +21 -5
- package/dist/modules/account_bots.js.map +1 -1
- package/dist/modules/account_orders.d.ts +25 -4
- package/dist/modules/account_orders.d.ts.map +1 -1
- package/dist/modules/account_orders.js +67 -4
- package/dist/modules/account_orders.js.map +1 -1
- package/dist/modules/bitshares-native/chain_client.d.ts +2 -0
- package/dist/modules/bitshares-native/chain_client.d.ts.map +1 -1
- package/dist/modules/bitshares-native/chain_client.js +3 -1
- package/dist/modules/bitshares-native/chain_client.js.map +1 -1
- package/dist/modules/bitshares-native/subscriptions.d.ts.map +1 -1
- package/dist/modules/bitshares-native/subscriptions.js +13 -3
- package/dist/modules/bitshares-native/subscriptions.js.map +1 -1
- package/dist/modules/bitshares-native/transport.d.ts +2 -0
- package/dist/modules/bitshares-native/transport.d.ts.map +1 -1
- package/dist/modules/bitshares-native/transport.js +122 -28
- package/dist/modules/bitshares-native/transport.js.map +1 -1
- package/dist/modules/bitshares_client.d.ts.map +1 -1
- package/dist/modules/bitshares_client.js +59 -8
- package/dist/modules/bitshares_client.js.map +1 -1
- package/dist/modules/bot_settings.d.ts.map +1 -1
- package/dist/modules/bot_settings.js +11 -0
- package/dist/modules/bot_settings.js.map +1 -1
- package/dist/modules/constants.d.ts +18 -0
- package/dist/modules/constants.d.ts.map +1 -1
- package/dist/modules/constants.js +90 -4
- package/dist/modules/constants.js.map +1 -1
- package/dist/modules/dexbot_class.d.ts +11 -0
- package/dist/modules/dexbot_class.d.ts.map +1 -1
- package/dist/modules/dexbot_class.js +92 -4
- package/dist/modules/dexbot_class.js.map +1 -1
- package/dist/modules/dexbot_cow_runtime.d.ts +26 -1
- package/dist/modules/dexbot_cow_runtime.d.ts.map +1 -1
- package/dist/modules/dexbot_cow_runtime.js +157 -28
- package/dist/modules/dexbot_cow_runtime.js.map +1 -1
- package/dist/modules/dexbot_fill_runtime.d.ts +66 -1
- package/dist/modules/dexbot_fill_runtime.d.ts.map +1 -1
- package/dist/modules/dexbot_fill_runtime.js +295 -10
- package/dist/modules/dexbot_fill_runtime.js.map +1 -1
- package/dist/modules/dexbot_maintenance_runtime.d.ts +102 -12
- package/dist/modules/dexbot_maintenance_runtime.d.ts.map +1 -1
- package/dist/modules/dexbot_maintenance_runtime.js +644 -48
- package/dist/modules/dexbot_maintenance_runtime.js.map +1 -1
- package/dist/modules/dexbot_startup_runtime.d.ts.map +1 -1
- package/dist/modules/dexbot_startup_runtime.js +13 -0
- package/dist/modules/dexbot_startup_runtime.js.map +1 -1
- package/dist/modules/dexbot_state_recovery.d.ts +15 -1
- package/dist/modules/dexbot_state_recovery.d.ts.map +1 -1
- package/dist/modules/dexbot_state_recovery.js +52 -8
- package/dist/modules/dexbot_state_recovery.js.map +1 -1
- package/dist/modules/fund_registry.d.ts +1 -1
- package/dist/modules/fund_registry.js +1 -1
- package/dist/modules/market_adapter_whitelist.js +1 -1
- package/dist/modules/market_adapter_whitelist.js.map +1 -1
- package/dist/modules/node_connect_policy.d.ts +52 -0
- package/dist/modules/node_connect_policy.d.ts.map +1 -0
- package/dist/modules/node_connect_policy.js +35 -0
- package/dist/modules/node_connect_policy.js.map +1 -0
- package/dist/modules/node_manager.d.ts +32 -0
- package/dist/modules/node_manager.d.ts.map +1 -1
- package/dist/modules/node_manager.js +76 -9
- package/dist/modules/node_manager.js.map +1 -1
- package/dist/modules/order/accounting.d.ts +30 -0
- package/dist/modules/order/accounting.d.ts.map +1 -1
- package/dist/modules/order/accounting.js +176 -3
- package/dist/modules/order/accounting.js.map +1 -1
- package/dist/modules/order/export.d.ts.map +1 -1
- package/dist/modules/order/export.js +1 -0
- package/dist/modules/order/export.js.map +1 -1
- package/dist/modules/order/grid.d.ts.map +1 -1
- package/dist/modules/order/grid.js +189 -25
- package/dist/modules/order/grid.js.map +1 -1
- package/dist/modules/order/grid_reconcile.d.ts.map +1 -1
- package/dist/modules/order/grid_reconcile.js +5 -3
- package/dist/modules/order/grid_reconcile.js.map +1 -1
- package/dist/modules/order/grid_reconcile_internal.d.ts.map +1 -1
- package/dist/modules/order/grid_reconcile_internal.js +216 -9
- package/dist/modules/order/grid_reconcile_internal.js.map +1 -1
- package/dist/modules/order/logger.js +1 -1
- package/dist/modules/order/logger.js.map +1 -1
- package/dist/modules/order/manager.d.ts +77 -2
- package/dist/modules/order/manager.d.ts.map +1 -1
- package/dist/modules/order/manager.js +283 -14
- package/dist/modules/order/manager.js.map +1 -1
- package/dist/modules/order/strategy.d.ts +3 -0
- package/dist/modules/order/strategy.d.ts.map +1 -1
- package/dist/modules/order/strategy.js +79 -7
- package/dist/modules/order/strategy.js.map +1 -1
- package/dist/modules/order/sync_engine.d.ts.map +1 -1
- package/dist/modules/order/sync_engine.js +16 -1
- package/dist/modules/order/sync_engine.js.map +1 -1
- package/dist/modules/order/utils/math.d.ts +16 -2
- package/dist/modules/order/utils/math.d.ts.map +1 -1
- package/dist/modules/order/utils/math.js +30 -3
- package/dist/modules/order/utils/math.js.map +1 -1
- package/dist/modules/order/utils/order.d.ts +258 -13
- package/dist/modules/order/utils/order.d.ts.map +1 -1
- package/dist/modules/order/utils/order.js +666 -13
- package/dist/modules/order/utils/order.js.map +1 -1
- package/dist/modules/order/utils/system.d.ts +36 -0
- package/dist/modules/order/utils/system.d.ts.map +1 -1
- package/dist/modules/order/utils/system.js +102 -6
- package/dist/modules/order/utils/system.js.map +1 -1
- package/dist/modules/order/utils/validate.d.ts.map +1 -1
- package/dist/modules/order/utils/validate.js +6 -2
- package/dist/modules/order/utils/validate.js.map +1 -1
- package/dist/modules/paths.d.ts +2 -0
- package/dist/modules/paths.d.ts.map +1 -1
- package/dist/modules/paths.js +1 -0
- package/dist/modules/paths.js.map +1 -1
- package/dist/modules/runtime_settings.d.ts +13 -0
- package/dist/modules/runtime_settings.d.ts.map +1 -1
- package/dist/modules/runtime_settings.js +20 -0
- package/dist/modules/runtime_settings.js.map +1 -1
- package/dist/modules/utils/errors.d.ts +16 -0
- package/dist/modules/utils/errors.d.ts.map +1 -1
- package/dist/modules/utils/errors.js +31 -0
- package/dist/modules/utils/errors.js.map +1 -1
- package/dist/pm2.js +7 -7
- package/dist/scripts/analyze-credit.d.ts.map +1 -1
- package/dist/scripts/analyze-credit.js +13 -3
- package/dist/scripts/analyze-credit.js.map +1 -1
- package/dist/scripts/analyze-orders.js +2 -2
- package/dist/scripts/analyze-orders.js.map +1 -1
- package/dist/scripts/diagnose-kibana-candles.d.ts.map +1 -1
- package/dist/scripts/diagnose-kibana-candles.js +0 -1
- package/dist/scripts/diagnose-kibana-candles.js.map +1 -1
- package/dist/scripts/generate_market_adapter_whitelist.d.ts.map +1 -1
- package/dist/scripts/generate_market_adapter_whitelist.js +3 -2
- package/dist/scripts/generate_market_adapter_whitelist.js.map +1 -1
- package/dist/scripts/test-credit-renewal.js +1 -1
- package/dist/scripts/test-credit-renewal.js.map +1 -1
- package/dist/scripts/tv.d.ts +24 -2
- package/dist/scripts/tv.d.ts.map +1 -1
- package/dist/scripts/tv.js +190 -65
- package/dist/scripts/tv.js.map +1 -1
- package/docs/BITSHARES_ONBOARDING.md +19 -4
- package/docs/COW_INVARIANTS.md +18 -1
- package/docs/DEXBOT_COMPARISON.md +3 -3
- package/docs/EVOLUTION.md +9 -7
- package/docs/FUND_MOVEMENT_AND_ACCOUNTING.md +21 -9
- package/docs/GRID_RECALCULATION.md +13 -13
- package/docs/GRID_RECONCILE.md +12 -2
- package/docs/MPA_CREDIT_USAGE.md +2 -2
- package/docs/README.md +5 -6
- package/docs/architecture.md +0 -58
- package/docs/developer_guide.md +2 -1
- package/docs/docker.md +1 -1
- package/market_adapter/README.md +17 -10
- package/modules/README.md +1 -1
- package/package.json +1 -1
- package/scripts/README.md +9 -7
- package/tests/README.md +2 -2
- package/analysis/results/ama_sweep_results_lp_pool_133_1h.json +0 -2455
- package/analysis/results/bot_fitting_results_lp_pool_133_1h.json +0 -218
- package/analysis/tradingview/h-bts_tradingview.html +0 -1570
- package/analysis/tradingview/t-bts_tradingview.html +0 -1570
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@@ -27,9 +27,9 @@ import SyncEngine from './sync_engine.js';
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import { calculateCurrentSpread, checkSpreadCondition, checkGridHealth } from './grid.js';
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import * as Format from './format.js';
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import { ORDER_TYPES, ORDER_STATES, REBALANCE_STATES, DEFAULT_CONFIG, TIMING, LOG_LEVEL, PIPELINE_TIMING, COW_PERFORMANCE, COW_ACTIONS, GRID_LIMITS } from '../constants.js';
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import { getMinOrderSize, computeChainFundTotals, hasValidAccountTotals, resolveConfigValueWithRegistry, isExplicitZeroAllocation, floatToBlockchainInt, validateBoundaryCommit, resolveGapSlots } from './utils/math.js';
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import { getMinOrderSize, computeChainFundTotals, hasValidAccountTotals, resolveConfigValueWithRegistry, isExplicitZeroAllocation, floatToBlockchainInt, validateBoundaryCommit, resolveGapSlots, resolveGapBand, isSlotInRail } from './utils/math.js';
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import { validateOrder, validateGridForPersistence, validateWorkingGridFunds, checkFundDrift, reconcileGrid, optimizeRebalanceActions, projectTargetToWorkingGrid, buildStateUpdates, buildAbortedResult, buildSuccessResult, evaluateCommit } from './utils/validate.js';
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import { resolveSpreadOrderSide, parseSlotIndex, parseChainOrder, geometryTypeForSlotIndex, isOrderOnChain } from './utils/order.js';
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import { resolveSpreadOrderSide, parseSlotIndex, parseChainOrder, geometryTypeForSlotIndex, isOrderOnChain, resolveReserveCount, resolveLiveReserveEdgeAnchorPrice, compareReserveEdge, collectRefillSlotIds } from './utils/order.js';
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import { getErrorMessage } from '../utils/errors.js';
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const { toFiniteNumber } = Format;
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// ===============================================================================
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this.assets = deps.assets;
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this.config = deps.config;
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}
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async execute({ masterGrid, gridVersion, boundaryIdx, funds, fills = [], excludeIds = new Set(), gapSlots = null, evacStreaks = null }) {
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async execute({ masterGrid, gridVersion, boundaryIdx, funds, fills = [], excludeIds = new Set(), gapSlots = null, evacStreaks = null, reserveEdgeAnchors = null }) {
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const startTime = Date.now();
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const workingGrid = new WorkingGrid(masterGrid, { baseVersion: gridVersion });
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const strategyParams = {
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currentBoundaryIdx: boundaryIdx
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};
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const { targetGrid, boundaryIdx: targetBoundary } = this.strategy.calculateTargetGrid(strategyParams);
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// P4 / unanchored plan: the strategy returns a null boundary paired
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// with an EMPTY target grid only when no numeric center exists to
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// recover from (e.g. GRID-LOAD rejected the persisted boundary AND
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// startPrice is an unresolved mode string). Planning rotations here
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// would fabricate rail-edge geometry — dust-cancel fills included,
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// even though they deliberately carry isDelayedRotationTrigger when
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// the boundary is known. Route to a structural resync instead of
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// broadcasting. (A null boundary with a non-empty target is a
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// hand-built/boundary-less plan — e.g. unit mocks — and proceeds.)
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// A genuinely empty grid (no master orders, no fills) has nothing
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// to heal — plain abort. Anything else is stranded without an
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const needsHeal = (masterGrid?.size ?? 0) > 0 || (fills?.length ?? 0) > 0;
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this.logger?.log('[COW] Plan skipped: boundary unrecoverable (no numeric center)' + (needsHeal ? '; requesting structural resync' : ''), 'warn');
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return {
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...buildAbortedResult('boundary-unrecoverable'),
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evacReady: [],
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...(needsHeal ? { needsResync: true, resyncReason: 'boundary-unrecoverable' } : {}),
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};
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}
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let dustThresholdPercent = this.config?.gridLimits?.PARTIAL_DUST_THRESHOLD_PERCENTAGE;
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const reconcileResult = reconcileGrid(masterGrid, targetGrid, targetBoundary, {
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logger: (msg, level) => this.logger?.log(msg, level),
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optimizedActions.length = 0;
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optimizedActions.push(...guarded);
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}
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// Rail-edge truncation telemetry: when the planned window runs off
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// the rail (sellStart past the last slot), one side can never place
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// — the Sep-10 signature (boundary 209 on a 216-slot rail left 2
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// sell slots, and the ordinal pairing then teleported the buy rail
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// 113 slots). Warn only: the cross-guard, fund validation and
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// boundary-hold still judge the plan; no geometry is refused here.
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{
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const railSize = targetGrid?.size ?? 0;
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const sellStart = Number(targetBoundary) + gap + 1;
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this.logger?.log(`[COW] Rail-edge plan: boundary=${targetBoundary} gap=${gap} rail=${railSize} (sellStart=${sellStart}); window truncated, guards still apply`, 'warn');
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}
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}
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// deferred placement justifies nothing). The executor holds the
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// Reserve-ladder CREATEs are excluded (collectRefillSlotIds): reserves
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// are static edge insurance and their fills never crawl, so a skipped
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// reserve must not pin geometry either.
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const refillSlotIds = collectRefillSlotIds(optimizedActions, {
|
|
241
|
+
config: this.config,
|
|
242
|
+
slots: masterGrid,
|
|
243
|
+
edgeAnchors: reserveEdgeAnchors
|
|
244
|
+
});
|
|
205
245
|
projectTargetToWorkingGrid(workingGrid, targetGrid, { actions: optimizedActions });
|
|
206
246
|
const precisions = {
|
|
207
247
|
buyPrecision: this.assets?.assetB?.precision,
|
|
@@ -380,12 +420,20 @@ class OrderManager {
|
|
|
380
420
|
_gridDirtyAt;
|
|
381
421
|
_lastStaleTotalsWarnAt;
|
|
382
422
|
_orphanFillsCreditedAt;
|
|
423
|
+
_fundDriftLedger;
|
|
383
424
|
_pendingRecovery;
|
|
425
|
+
_pendingFillCrawls;
|
|
384
426
|
_recentFillKeysSnapshot;
|
|
385
427
|
_lastFilledBuyPrice;
|
|
386
428
|
_lastFilledSellPrice;
|
|
387
429
|
_lastFilledPrice;
|
|
388
430
|
_lastFilledType;
|
|
431
|
+
_lastFilledAt;
|
|
432
|
+
_deferredRebalanceAt;
|
|
433
|
+
_lastHeldPlanSignature;
|
|
434
|
+
_heldPlanSuppressionCount;
|
|
435
|
+
_onBroadcastRegionEndListeners;
|
|
436
|
+
_lastBoundaryHoldResyncAt;
|
|
389
437
|
_gapEvacStreaks;
|
|
390
438
|
_gapEvacCancelQueued;
|
|
391
439
|
// anchor fields removed
|
|
@@ -493,13 +541,21 @@ class OrderManager {
|
|
|
493
541
|
this._gapSlots = 0;
|
|
494
542
|
this._gridDirtyAt = null;
|
|
495
543
|
this._orphanFillsCreditedAt = null;
|
|
544
|
+
this._fundDriftLedger = null;
|
|
496
545
|
this._pendingRecovery = null;
|
|
546
|
+
this._pendingFillCrawls = [];
|
|
497
547
|
this._recentFillKeysSnapshot = null;
|
|
498
548
|
this._lastStaleTotalsWarnAt = {};
|
|
499
549
|
this._lastFilledBuyPrice = null;
|
|
500
550
|
this._lastFilledSellPrice = null;
|
|
501
551
|
this._lastFilledPrice = null;
|
|
502
552
|
this._lastFilledType = null;
|
|
553
|
+
this._lastFilledAt = 0;
|
|
554
|
+
this._deferredRebalanceAt = 0;
|
|
555
|
+
this._lastHeldPlanSignature = null;
|
|
556
|
+
this._heldPlanSuppressionCount = 0;
|
|
557
|
+
this._onBroadcastRegionEndListeners = [];
|
|
558
|
+
this._lastBoundaryHoldResyncAt = 0;
|
|
503
559
|
this._gapEvacStreaks = new Map();
|
|
504
560
|
this._gapEvacCancelQueued = new Set();
|
|
505
561
|
this._metrics = {
|
|
@@ -645,6 +701,11 @@ class OrderManager {
|
|
|
645
701
|
// The caller is released from the refcount contract.
|
|
646
702
|
this._broadcastingFlag = 0;
|
|
647
703
|
this._broadcastingStartedAt = 0;
|
|
704
|
+
// A leaked flag never reaches stopBroadcasting, so wake the same
|
|
705
|
+
// region-end listeners it would have: without this, fills
|
|
706
|
+
// enqueued during the hung region are stranded until the next
|
|
707
|
+
// fill event even though the flag is now clear.
|
|
708
|
+
this._fireBroadcastRegionEnd();
|
|
648
709
|
}
|
|
649
710
|
}
|
|
650
711
|
}
|
|
@@ -717,8 +778,57 @@ class OrderManager {
|
|
|
717
778
|
// this flag is held and its defer branch returns without
|
|
718
779
|
// rescheduling, so fills enqueued during a long region would
|
|
719
780
|
// starve indefinitely. Fire once when the last region ends.
|
|
781
|
+
this._fireBroadcastRegionEnd();
|
|
782
|
+
}
|
|
783
|
+
}
|
|
784
|
+
/**
|
|
785
|
+
* Notify runtime listeners that the last broadcast/placement region ended.
|
|
786
|
+
* Called from stopBroadcasting (refcount -> 0) and the stale-flag watchdog
|
|
787
|
+
* (a leaked flag hard-reset to 0). The fill consumer's defer branch returns
|
|
788
|
+
* without rescheduling, so this is the only wake-up for fills enqueued
|
|
789
|
+
* during a region; the watchdog path must fire it too or a hung broadcast's
|
|
790
|
+
* queued fills wait for the next fill event.
|
|
791
|
+
* Fans out to the legacy single listener plus every registered listener
|
|
792
|
+
* (see addBroadcastRegionEndListener): a second wirer must never silently
|
|
793
|
+
* displace the fill-queue drain. Guarded so a listener error never escapes
|
|
794
|
+
* into a finally/watchdog frame.
|
|
795
|
+
* @returns {void}
|
|
796
|
+
*/
|
|
797
|
+
_fireBroadcastRegionEnd() {
|
|
798
|
+
try {
|
|
720
799
|
this._onBroadcastRegionEnd?.();
|
|
721
800
|
}
|
|
801
|
+
catch (err) {
|
|
802
|
+
this.logger?.log?.(`[BROADCAST] Region-end hook failed: ${err?.message || err}`, 'warn');
|
|
803
|
+
}
|
|
804
|
+
const listeners = this._onBroadcastRegionEndListeners;
|
|
805
|
+
if (Array.isArray(listeners)) {
|
|
806
|
+
for (const listener of listeners) {
|
|
807
|
+
try {
|
|
808
|
+
listener?.();
|
|
809
|
+
}
|
|
810
|
+
catch (err) {
|
|
811
|
+
this.logger?.log?.(`[BROADCAST] Region-end listener failed: ${err?.message || err}`, 'warn');
|
|
812
|
+
}
|
|
813
|
+
}
|
|
814
|
+
}
|
|
815
|
+
}
|
|
816
|
+
/**
|
|
817
|
+
* Register an additional broadcast-region-end listener without displacing
|
|
818
|
+
* the legacy single listener or previously registered ones. Duplicate
|
|
819
|
+
* registrations of the same function reference are ignored.
|
|
820
|
+
* @param {() => void} listener
|
|
821
|
+
* @returns {void}
|
|
822
|
+
*/
|
|
823
|
+
addBroadcastRegionEndListener(listener) {
|
|
824
|
+
if (typeof listener !== 'function')
|
|
825
|
+
return;
|
|
826
|
+
if (!Array.isArray(this._onBroadcastRegionEndListeners)) {
|
|
827
|
+
this._onBroadcastRegionEndListeners = [];
|
|
828
|
+
}
|
|
829
|
+
const listeners = this._onBroadcastRegionEndListeners;
|
|
830
|
+
if (!listeners.includes(listener))
|
|
831
|
+
listeners.push(listener);
|
|
722
832
|
}
|
|
723
833
|
/**
|
|
724
834
|
* Reset funds structure to zeroed values. Acquires _fundLock so the
|
|
@@ -1147,7 +1257,14 @@ class OrderManager {
|
|
|
1147
1257
|
if (options === null || typeof options !== 'object' || Array.isArray(options)) {
|
|
1148
1258
|
throw new TypeError('Commit options must be an object');
|
|
1149
1259
|
}
|
|
1150
|
-
return {
|
|
1260
|
+
return {
|
|
1261
|
+
skipRecalc: options.skipRecalc === true,
|
|
1262
|
+
// Set by the COW refill hold: the boundary passed to this commit is
|
|
1263
|
+
// the COMMITTED value, not the plan's target, so nothing was
|
|
1264
|
+
// derived into it and owed fill crawls must survive (see the
|
|
1265
|
+
// pending-crawl bookkeeping in _commitWorkingGrid).
|
|
1266
|
+
boundaryHeld: options.boundaryHeld === true
|
|
1267
|
+
};
|
|
1151
1268
|
}
|
|
1152
1269
|
async _updateOrder(order, context = 'updateOrder', options = {}) {
|
|
1153
1270
|
const updateOptions = this._normalizeOrderUpdateOptions(options);
|
|
@@ -1354,14 +1471,23 @@ class OrderManager {
|
|
|
1354
1471
|
* @param {Object} [options]
|
|
1355
1472
|
* @returns {Promise<any>}
|
|
1356
1473
|
*/
|
|
1357
|
-
async processFilledOrders(orders, excl,
|
|
1474
|
+
async processFilledOrders(orders, excl, options = {}) {
|
|
1358
1475
|
// Step 1: Handle Fills (Accounting & State Updates)
|
|
1359
1476
|
await this.strategy.processFillsOnly(orders, excl);
|
|
1360
1477
|
// Step 2: Trigger Safe Rebalance only for actual fills.
|
|
1361
1478
|
const triggerFills = orders.filter((f) => !f.isPartial || f.isDelayedRotationTrigger);
|
|
1362
1479
|
const shouldRebalance = triggerFills.length > 0;
|
|
1363
1480
|
if (shouldRebalance) {
|
|
1364
|
-
|
|
1481
|
+
// deferIfBroadcasting: fill processing runs under
|
|
1482
|
+
// _fillProcessingLock, and _awaitBroadcastIdle can sleep 30s —
|
|
1483
|
+
// beyond the lock's 20s acquisition timeout. Defer the rebalance
|
|
1484
|
+
// instead of waiting in-lock; processFillsOnly already recorded
|
|
1485
|
+
// the boundary crawls, so a later derivation applies them. The
|
|
1486
|
+
// region-end hook schedules the deferred rebalance.
|
|
1487
|
+
const rebalanceResult = await this.performSafeRebalance(orders, excl, {
|
|
1488
|
+
...(options || {}),
|
|
1489
|
+
deferIfBroadcasting: true
|
|
1490
|
+
});
|
|
1365
1491
|
// Carry the fill set + exclusions on the result so the COW batch
|
|
1366
1492
|
// executor can re-plan once from fresh master if the plan goes
|
|
1367
1493
|
// stale between planning and broadcast.
|
|
@@ -1396,11 +1522,21 @@ class OrderManager {
|
|
|
1396
1522
|
const buyPrecision = this.assets?.assetB?.precision;
|
|
1397
1523
|
const minSellSizeInt = floatToBlockchainInt(minSellSize, sellPrecision);
|
|
1398
1524
|
const minBuySizeInt = floatToBlockchainInt(minBuySize, buyPrecision);
|
|
1525
|
+
// Rail membership by geometry (shared isSlotInRail), mirroring the
|
|
1526
|
+
// reconcile pickers (_pickVirtualSlotsToActivate / _pickEdgeReserveSlots).
|
|
1527
|
+
// A freshly generated grid's roles never need this, but the gate keeps
|
|
1528
|
+
// the startup placement path and the runtime activation path from
|
|
1529
|
+
// diverging: a slot whose stored type is stale relative to the current
|
|
1530
|
+
// boundary must not be placed on the wrong rail.
|
|
1531
|
+
const resolved = resolveGapBand(this);
|
|
1532
|
+
const inRailFor = (type, o) => isSlotInRail(resolved.boundaryIdx, resolved.gapSlots, type, o);
|
|
1399
1533
|
// Get closest virtual sells (lowest prices first = closest to market),
|
|
1400
1534
|
// selecting up to sellCount orders that pass the minimum-size filter.
|
|
1401
1535
|
// Scan the full sorted rail instead of slicing first so sub-min slots
|
|
1402
1536
|
// don't consume activation budget (mirrors _pickVirtualSlotsToActivate).
|
|
1403
1537
|
const sellsClosestFirst = this.getOrdersByTypeAndState(ORDER_TYPES.SELL, ORDER_STATES.VIRTUAL)
|
|
1538
|
+
.filter((o) => inRailFor(ORDER_TYPES.SELL, o))
|
|
1539
|
+
.filter((o) => parseSlotIndex(o?.id) !== null)
|
|
1404
1540
|
.sort((a, b) => a.price - b.price);
|
|
1405
1541
|
const validSells = [];
|
|
1406
1542
|
for (const o of sellsClosestFirst) {
|
|
@@ -1415,6 +1551,8 @@ class OrderManager {
|
|
|
1415
1551
|
// Get closest virtual buys (highest prices first = closest to market),
|
|
1416
1552
|
// selecting up to buyCount orders that pass the minimum-size filter.
|
|
1417
1553
|
const buysClosestFirst = this.getOrdersByTypeAndState(ORDER_TYPES.BUY, ORDER_STATES.VIRTUAL)
|
|
1554
|
+
.filter((o) => inRailFor(ORDER_TYPES.BUY, o))
|
|
1555
|
+
.filter((o) => parseSlotIndex(o?.id) !== null)
|
|
1418
1556
|
.sort((a, b) => b.price - a.price);
|
|
1419
1557
|
const validBuys = [];
|
|
1420
1558
|
for (const o of buysClosestFirst) {
|
|
@@ -1426,7 +1564,37 @@ class OrderManager {
|
|
|
1426
1564
|
}
|
|
1427
1565
|
// Reverse for placement order (lowest first)
|
|
1428
1566
|
validBuys.sort((a, b) => a.price - b.price);
|
|
1429
|
-
|
|
1567
|
+
// Reserve ladder: edge-pinned orders activate alongside the window
|
|
1568
|
+
// without consuming its budget. Buys pin at the floor (lowest first),
|
|
1569
|
+
// sells at the ceiling (highest first). Same min-size gate as the window.
|
|
1570
|
+
const pickEdgeReserves = (orderType, count, windowed, precision, minSizeInt, ascending) => {
|
|
1571
|
+
const picked = [];
|
|
1572
|
+
if (count <= 0)
|
|
1573
|
+
return picked;
|
|
1574
|
+
const windowedIds = new Set(windowed.map((o) => o.id));
|
|
1575
|
+
// Both edges anchor at the live grid's own edge (ladder/rail extreme).
|
|
1576
|
+
const edgeAnchor = resolveLiveReserveEdgeAnchorPrice(this, ascending ? 'buy' : 'sell');
|
|
1577
|
+
const edge = ascending ? 'floor' : 'ceiling';
|
|
1578
|
+
const edgeFirst = this.getOrdersByTypeAndState(orderType, ORDER_STATES.VIRTUAL)
|
|
1579
|
+
.filter((o) => inRailFor(orderType, o))
|
|
1580
|
+
.filter((o) => parseSlotIndex(o.id) !== null)
|
|
1581
|
+
.sort((a, b) => compareReserveEdge(a, b, edge, edgeAnchor));
|
|
1582
|
+
for (const o of edgeFirst) {
|
|
1583
|
+
if (picked.length >= count)
|
|
1584
|
+
break;
|
|
1585
|
+
if (windowedIds.has(o.id))
|
|
1586
|
+
continue;
|
|
1587
|
+
if (floatToBlockchainInt(o.size, precision) >= minSizeInt) {
|
|
1588
|
+
picked.push(o);
|
|
1589
|
+
windowedIds.add(o.id);
|
|
1590
|
+
}
|
|
1591
|
+
}
|
|
1592
|
+
picked.sort((a, b) => ascending ? a.price - b.price : b.price - a.price);
|
|
1593
|
+
return picked;
|
|
1594
|
+
};
|
|
1595
|
+
const reserveBuys = pickEdgeReserves(ORDER_TYPES.BUY, resolveReserveCount(this.config, 'buy'), validBuys, buyPrecision, minBuySizeInt, true);
|
|
1596
|
+
const reserveSells = pickEdgeReserves(ORDER_TYPES.SELL, resolveReserveCount(this.config, 'sell'), validSells, sellPrecision, minSellSizeInt, false);
|
|
1597
|
+
return [...validSells, ...reserveSells, ...validBuys, ...reserveBuys];
|
|
1430
1598
|
}
|
|
1431
1599
|
/**
|
|
1432
1600
|
* Get orders matching the specified type and state.
|
|
@@ -1479,6 +1647,34 @@ class OrderManager {
|
|
|
1479
1647
|
this.boundaryIdx = newIdx;
|
|
1480
1648
|
this._logBoundaryDebug('restore', newIdx);
|
|
1481
1649
|
}
|
|
1650
|
+
/**
|
|
1651
|
+
* Drop owed fill-crawl records (boundary bookkeeping).
|
|
1652
|
+
*
|
|
1653
|
+
* Records are pushed per shift-eligible fill at intake and consumed when a
|
|
1654
|
+
* derivation commits them. They must be dropped only when the crawl they
|
|
1655
|
+
* encode has been applied — an accepted commit that used the PLAN's target
|
|
1656
|
+
* boundary (or an absolute fill anchor that subsumes every owed delta).
|
|
1657
|
+
* A held boundary (refill guard skip), a gate-rejected boundary, and a
|
|
1658
|
+
* null boundary all leave the records owed, so they are not dropped there.
|
|
1659
|
+
*
|
|
1660
|
+
* Also used when the boundary is (re)anchored outside the fill path (grid
|
|
1661
|
+
* reset / recenter / rejected-snapshot rebuild): those records belong to
|
|
1662
|
+
* the previous generation, and applying their relative deltas onto a fresh
|
|
1663
|
+
* anchor would double-count movement the anchor already contains.
|
|
1664
|
+
*
|
|
1665
|
+
* Marks the grid dirty so the cleared array reaches disk even on paths
|
|
1666
|
+
* that do not otherwise persist.
|
|
1667
|
+
*
|
|
1668
|
+
* @param {string} reason - Log/debug label for the drop
|
|
1669
|
+
*/
|
|
1670
|
+
_clearPendingFillCrawls(reason = 'unspecified') {
|
|
1671
|
+
if (!Array.isArray(this._pendingFillCrawls) || this._pendingFillCrawls.length === 0)
|
|
1672
|
+
return;
|
|
1673
|
+
const count = this._pendingFillCrawls.length;
|
|
1674
|
+
this._pendingFillCrawls = [];
|
|
1675
|
+
this._markGridDirty();
|
|
1676
|
+
this.logger?.log?.(`[BOUNDARY] Dropped ${count} owed fill crawl(s) (${reason})`, 'debug');
|
|
1677
|
+
}
|
|
1482
1678
|
/**
|
|
1483
1679
|
* Observability (fix #4, docs/CONSOLIDATED_ORPHAN_FIX_SUMMARY.md §2): emit the live
|
|
1484
1680
|
* boundary whenever roles are (re)assigned, so a silent boundary crawl that
|
|
@@ -1549,6 +1745,7 @@ class OrderManager {
|
|
|
1549
1745
|
this._lastFilledBuyPrice = price;
|
|
1550
1746
|
else if (f.type === ORDER_TYPES.SELL)
|
|
1551
1747
|
this._lastFilledSellPrice = price;
|
|
1748
|
+
this._lastFilledAt = Date.now();
|
|
1552
1749
|
recorded++;
|
|
1553
1750
|
lastKind = f?.isPartial === true ? 'partial' : (f?.isPartial === false ? 'full' : 'unknown');
|
|
1554
1751
|
lastPriceSrc = priceSrc;
|
|
@@ -1912,12 +2109,60 @@ class OrderManager {
|
|
|
1912
2109
|
*/
|
|
1913
2110
|
async performSafeRebalance(fills = [], excludeIds = new Set(), options = {}) {
|
|
1914
2111
|
this.logger.log("[SAFE-REBALANCE] Starting with COW...", "info");
|
|
2112
|
+
// A fresh fill set re-enables planning and ends any held-plan
|
|
2113
|
+
// suppression run counted below; the next fill-less streak counts
|
|
2114
|
+
// from zero. Reset on entry (even for broadcast-deferred calls):
|
|
2115
|
+
// the fills arrived, so the identical-plan assumption is void.
|
|
2116
|
+
if (fills.length > 0 && (this._heldPlanSuppressionCount || 0) > 0) {
|
|
2117
|
+
this._heldPlanSuppressionCount = 0;
|
|
2118
|
+
}
|
|
1915
2119
|
if (!options?.skipBroadcastWait) {
|
|
1916
|
-
|
|
1917
|
-
|
|
2120
|
+
// Shutdown guard applies to every path here (including the
|
|
2121
|
+
// deferIfBroadcasting defer path, which never reaches
|
|
2122
|
+
// _awaitBroadcastIdle): a rebalance must not plan/broadcast while
|
|
2123
|
+
// the bot is shutting down. _awaitBroadcastIdle returns
|
|
2124
|
+
// shutdown:true for this, so keep it explicit when skipping it.
|
|
2125
|
+
if (this._shuttingDown) {
|
|
1918
2126
|
this.logger.log('[SAFE-REBALANCE] Aborting rebalance: shutdown in progress', 'warn');
|
|
1919
2127
|
return buildAbortedResult('Shutdown in progress — safe rebalance aborted');
|
|
1920
2128
|
}
|
|
2129
|
+
// Never sleep on the broadcast flag while holding
|
|
2130
|
+
// _fillProcessingLock (the lock's acquisition timeout is 20s; the
|
|
2131
|
+
// wait is 30s). A fill-driven rebalance defers instead, leaving
|
|
2132
|
+
// the crawls recorded by processFillsOnly for a later derivation.
|
|
2133
|
+
if (options?.deferIfBroadcasting && this.isBroadcastingActive()) {
|
|
2134
|
+
this.logger.log('[SAFE-REBALANCE] Deferred: broadcast/placement activity active; rebalance retries after the region ends', 'info');
|
|
2135
|
+
this._deferredRebalanceAt = Date.now();
|
|
2136
|
+
return { ...buildAbortedResult('broadcast-active-deferred'), deferred: true };
|
|
2137
|
+
}
|
|
2138
|
+
// Identical-held-plan suppression: a fill-less replan whose
|
|
2139
|
+
// boundary, guard pivot and fill timestamp are unchanged since the
|
|
2140
|
+
// last hold can only reproduce the same vetoed plan (INV-COW-007).
|
|
2141
|
+
// Defer instead of spending another broadcast region re-deriving
|
|
2142
|
+
// it; a fresh fill changes _lastFilledAt and re-enables planning.
|
|
2143
|
+
const heldSig = this._lastHeldPlanSignature;
|
|
2144
|
+
if (fills.length === 0 && heldSig
|
|
2145
|
+
&& Number(this.boundaryIdx) === Number(heldSig.boundaryIdx)
|
|
2146
|
+
&& Number(this._lastFilledPrice) === Number(heldSig.pivot)
|
|
2147
|
+
&& Number(this._lastFilledAt) === Number(heldSig.fillsAt)) {
|
|
2148
|
+
// Counted visibility: a fill-less replan is suppressed until a
|
|
2149
|
+
// fresh fill arrives, so a stale grid that produces no fills
|
|
2150
|
+
// can sit in this branch forever. The spread-correction path
|
|
2151
|
+
// (independent of this suppression) and the out-of-spread
|
|
2152
|
+
// persistence watchdog are the heal paths — surface the run
|
|
2153
|
+
// instead of hiding it at debug.
|
|
2154
|
+
this._heldPlanSuppressionCount = (Number(this._heldPlanSuppressionCount) || 0) + 1;
|
|
2155
|
+
const n = this._heldPlanSuppressionCount;
|
|
2156
|
+
this.logger.log(`[SAFE-REBALANCE] Deferred: identical held plan (no new fills since last hold; suppression #${n}); a fill-driven plan will re-derive`, (n === 1 || n % 10 === 0) ? 'warn' : 'debug');
|
|
2157
|
+
return { ...buildAbortedResult('held-plan-unchanged-deferred'), deferred: true };
|
|
2158
|
+
}
|
|
2159
|
+
if (!options?.deferIfBroadcasting) {
|
|
2160
|
+
const idle = await this._awaitBroadcastIdle();
|
|
2161
|
+
if (idle.shutdown || this._shuttingDown) {
|
|
2162
|
+
this.logger.log('[SAFE-REBALANCE] Aborting rebalance: shutdown in progress', 'warn');
|
|
2163
|
+
return buildAbortedResult('Shutdown in progress — safe rebalance aborted');
|
|
2164
|
+
}
|
|
2165
|
+
}
|
|
1921
2166
|
}
|
|
1922
2167
|
return await this._gridLock.acquire(async () => {
|
|
1923
2168
|
return await this._applySafeRebalanceCOW(fills, excludeIds);
|
|
@@ -1933,6 +2178,13 @@ class OrderManager {
|
|
|
1933
2178
|
this._gapEvacStreaks = new Map();
|
|
1934
2179
|
if (!(this._gapEvacCancelQueued instanceof Set))
|
|
1935
2180
|
this._gapEvacCancelQueued = new Set();
|
|
2181
|
+
// Live reserve edge anchors, resolved once and shared with the engine's
|
|
2182
|
+
// refill wire so a reserve-ladder CREATE can never be classified as a
|
|
2183
|
+
// hole refill (which would let a skipped reserve pin the boundary).
|
|
2184
|
+
const reserveEdgeAnchors = {
|
|
2185
|
+
buy: resolveLiveReserveEdgeAnchorPrice(this, 'buy'),
|
|
2186
|
+
sell: resolveLiveReserveEdgeAnchorPrice(this, 'sell')
|
|
2187
|
+
};
|
|
1936
2188
|
const result = await cowEngine.execute({
|
|
1937
2189
|
masterGrid: this.orders,
|
|
1938
2190
|
gridVersion: this._gridVersion,
|
|
@@ -1941,7 +2193,8 @@ class OrderManager {
|
|
|
1941
2193
|
fills,
|
|
1942
2194
|
excludeIds,
|
|
1943
2195
|
gapSlots: this._gapSlots,
|
|
1944
|
-
evacStreaks: this._gapEvacStreaks
|
|
2196
|
+
evacStreaks: this._gapEvacStreaks,
|
|
2197
|
+
reserveEdgeAnchors
|
|
1945
2198
|
});
|
|
1946
2199
|
// Phase 3 safety net: act on stuck in-band orders regardless of the
|
|
1947
2200
|
// plan outcome — a plan that aborted for unrelated reasons must not
|
|
@@ -2011,7 +2264,7 @@ class OrderManager {
|
|
|
2011
2264
|
}
|
|
2012
2265
|
};
|
|
2013
2266
|
try {
|
|
2014
|
-
const { skipRecalc: skipRecalcOpt } = this._normalizeCommitOptions(options);
|
|
2267
|
+
const { skipRecalc: skipRecalcOpt, boundaryHeld } = this._normalizeCommitOptions(options);
|
|
2015
2268
|
skipRecalc = skipRecalcOpt;
|
|
2016
2269
|
const stats = workingGrid.getMemoryStats();
|
|
2017
2270
|
try {
|
|
@@ -2074,6 +2327,22 @@ class OrderManager {
|
|
|
2074
2327
|
}
|
|
2075
2328
|
this.orders = Object.freeze(finalMap);
|
|
2076
2329
|
this._setBoundary(commitBoundary);
|
|
2330
|
+
// Pending-crawl bookkeeping: an accepted non-null commit
|
|
2331
|
+
// incorporates (incremental derivation) or subsumes (absolute
|
|
2332
|
+
// recovery anchor) every fill recorded so far, so all pending
|
|
2333
|
+
// crawl entries are consumed here. A gate-rejected commit keeps
|
|
2334
|
+
// the previous boundary — nothing was derived into it — so
|
|
2335
|
+
// pending entries survive for the next derivation. A null
|
|
2336
|
+
// commit likewise consumes nothing, and neither does a HELD
|
|
2337
|
+
// boundary (boundaryHeld): the refill hold deliberately keeps
|
|
2338
|
+
// the committed boundary over the plan's target, so the shift
|
|
2339
|
+
// those records encode was never applied and must stay owed —
|
|
2340
|
+
// clearing here lost the crawl permanently (no fill evidence
|
|
2341
|
+
// left for the next derivation, holes refilled same-side).
|
|
2342
|
+
if (boundaryCheck.ok && commitBoundary !== null && commitBoundary !== undefined
|
|
2343
|
+
&& boundaryHeld !== true) {
|
|
2344
|
+
this._clearPendingFillCrawls('boundary commit');
|
|
2345
|
+
}
|
|
2077
2346
|
this._gridVersion++;
|
|
2078
2347
|
committed = true;
|
|
2079
2348
|
// Track orderIds from successful COW commits for recovery sync protection.
|