dexbot 1.6.0 → 1.6.1

package/dist/modules/market_adapter_whitelist.js.map

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

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package/dist/modules/order/grid.js

@@ -1896,14 +1896,21 @@ export async function monitorDivergence(manager, calculatedGrid, persistedGrid)
  * @returns {{onChainBuys: Array<import('./types').Order>, onChainSells: Array<import('./types').Order>}}
  */
 function _getOnChainOrders(manager) {
+    // Slot-N gated: fork-kept shelf/manual orders (non-slot-N ids, e.g.
+    // deep-*) sit outside window accounting — same gate as reserve
+    // classification and startup cancel candidates (issue #27 follow-up).
+    // Without this, a live shelf masks an empty window side (oneSideEmpty
+    // stays false) and skews the spread inputs. No-op on grids that only
+    // mint slot-N ids.
+    const isGridSlot = (o) => o?.orderId && Number(o?.size || 0) > 0 && parseSlotIndex(o?.id) !== null;
     const onChainBuys = [
         ...manager.getOrdersByTypeAndState(ORDER_TYPES.BUY, ORDER_STATES.ACTIVE),
         ...manager.getOrdersByTypeAndState(ORDER_TYPES.BUY, ORDER_STATES.PARTIAL)
-    ].filter((o) => o?.orderId && Number(o?.size || 0) > 0);
+    ].filter(isGridSlot);
     const onChainSells = [
         ...manager.getOrdersByTypeAndState(ORDER_TYPES.SELL, ORDER_STATES.ACTIVE),
         ...manager.getOrdersByTypeAndState(ORDER_TYPES.SELL, ORDER_STATES.PARTIAL)
-    ].filter((o) => o?.orderId && Number(o?.size || 0) > 0);
+    ].filter(isGridSlot);
     return { onChainBuys, onChainSells };
 }
 /**
@@ -1975,11 +1982,11 @@ export async function checkSpreadCondition(manager, _BitShares, updateOrdersOnCh
         const toleranceSteps = 0.5;
         const buyCount = manager.getOrdersByTypeAndState(ORDER_TYPES.BUY, ORDER_STATES.ACTIVE)
             .concat(manager.getOrdersByTypeAndState(ORDER_TYPES.BUY, ORDER_STATES.PARTIAL))
-            .filter((o) => o?.orderId && Number(o?.size || 0) > 0)
+            .filter((o) => o?.orderId && Number(o?.size || 0) > 0 && parseSlotIndex(o?.id) !== null)
             .length;
         const sellCount = manager.getOrdersByTypeAndState(ORDER_TYPES.SELL, ORDER_STATES.ACTIVE)
             .concat(manager.getOrdersByTypeAndState(ORDER_TYPES.SELL, ORDER_STATES.PARTIAL))
-            .filter((o) => o?.orderId && Number(o?.size || 0) > 0)
+            .filter((o) => o?.orderId && Number(o?.size || 0) > 0 && parseSlotIndex(o?.id) !== null)
             .length;
         manager.outOfSpread = shouldFlagOutOfSpread(currentSpread, nominalSpread, toleranceSteps, buyCount, sellCount, manager.config.incrementPercent);
         if (manager.outOfSpread === 0)
@@ -2018,7 +2025,12 @@ export async function checkSpreadCondition(manager, _BitShares, updateOrdersOnCh
         }
         // Limit spread = nominal + half increment tolerance (0.5 steps).
         const limitSpread = nominalSpread + (manager.config.incrementPercent * toleranceSteps);
-        manager.logger?.log?.(`Spread too wide (${Format.formatPercent(currentSpread)} > ${Format.formatPercent(limitSpread)}), correcting with ${manager.outOfSpread} extra slot(s)...`, 'warn');
+        // One-sided book: currentSpread is Infinity (no opposing quote), so
+        // log the empty side instead of a bogus "0% > limit" comparison.
+        const spreadDesc = oneSideEmpty
+            ? `one-sided (${onChainBuys.length === 0 ? 'no buys' : 'no sells'})`
+            : `${Format.formatPercent(currentSpread)} > ${Format.formatPercent(limitSpread)}`;
+        manager.logger?.log?.(`Spread too wide (${spreadDesc}), correcting with ${manager.outOfSpread} extra slot(s)...`, 'warn');
         // Refresh funds before the side decision below: the top-of-tick recalc may
         // predate fills processed since, and determineOrderSideByFunds reads
         // manager.funds/accountTotals directly (not via _getSizingContext). No-op
@@ -2512,11 +2524,16 @@ export async function prepareSpreadCorrectionOrders(manager, preferredSide, outO
     const missingSlots = configuredMissingSlots > 0
         ? Math.floor(configuredMissingSlots)
         : 1;
-    // STRATEGY: Edge-Based Correction (Safe Bridging)
+    // STRATEGY: Window-Contiguous Correction (Safe Bridging)
     // Instead of calculating a "mid-price" (which can be dangerous in wide gaps),
-    // we strictly target the orders closest to the spread gap.
+    // we extend the live window contiguously so a fund-constrained correction
+    // never leaves an interior hole.
     // 1. Priority: Update existing PARTIAL orders at the edge (Highest Buy / Lowest Sell).
-    // 2. Fallback: Activate SPREAD slots at the edge (Lowest Spread for Buy / Highest Spread for Sell).
+    // 2. Fallback: Activate empty slots window-contiguous-first (Lowest Buy-rail /
+    //    Highest Sell-rail, adjacent to the live window top).  A rail with no
+    //    live orders has no window to extend, so it falls back to
+    //    spread-edge-first (Highest Buy / Lowest Sell) to close the spread
+    //    near market first.
     const allOrders = Array.from(manager.orders.values());
     // Boundary-correct type computation — hoisted before edge-partial and
     // candidate filters so all call sites (including the edge-partial filter
@@ -2569,11 +2586,30 @@ export async function prepareSpreadCorrectionOrders(manager, preferredSide, outO
     // boundary-correct type so a SPREAD slot that, after a boundary shift, now sits
     // in the BUY or SELL zone is excluded — it would otherwise be placed on the
     // correction side at a price the grid already considers the opposite side.
+    // Candidate ordering: window-contiguous-first when the rail has live
+    // orders to extend (BUY lowest first, SELL highest first, both adjacent
+    // to the live window top).  A fully-empty rail has no window anchor —
+    // "lowest buy" would be the rail bottom, placing deep orders while the
+    // near-market gap stays open — so it falls back to spread-edge-first
+    // (BUY highest, SELL lowest) to close the spread near market first.
+    // The gap-band promotion path below stays edge-first by necessity
+    // (boundary derivation requires contiguity), so under fund shortage
+    // in-rail holes heal before band slots.
+    const railHasLiveOrders = allOrders.some((o) => getSlotCorrectType(o) === railType && isOrderPlaced(o));
+    const sortCandidates = (a, b) => {
+        const edgeFirst = railType === ORDER_TYPES.BUY
+            ? b.price - a.price
+            : a.price - b.price;
+        const windowFirst = railType === ORDER_TYPES.BUY
+            ? a.price - b.price
+            : b.price - a.price;
+        return railHasLiveOrders ? windowFirst : edgeFirst;
+    };
     const typedSpreadCandidates = allOrders
         .filter((o) => o.type === ORDER_TYPES.SPREAD
         && isSlotAvailable(o)
         && getSlotCorrectType(o) === railType)
-        .sort((a, b) => railType === ORDER_TYPES.BUY ? a.price - b.price : b.price - a.price)
+        .sort(sortCandidates)
         .slice(0, missingSlots);
     // Secondary candidates: orphaned virtual slots that have lost their
     // order (e.g. stale-cleaned after a race condition during a crash, or a
@@ -2605,7 +2641,7 @@ export async function prepareSpreadCorrectionOrders(manager, preferredSide, outO
         && o.state === ORDER_STATES.VIRTUAL
         && !o.orderId
         && getSlotCorrectType(o) === railType)
-        .sort((a, b) => railType === ORDER_TYPES.BUY ? b.price - a.price : a.price - b.price)
+        .sort(sortCandidates)
         .slice(0, missingSlots);
     // If the funded rail is full, the spread itself may be stale: the
     // nearest empty slots are still in the gap band. Promote contiguous