dexbot 1.6.2 → 1.6.4

package/dist/analysis/fills_source.js

@@ -0,0 +1,186 @@
+'use strict';
+/**
+ * SHARED FILLS SOURCE (analysis)
+ *
+ * Single implementation of the Kibana `fill_order` pipeline and the asset
+ * precision table/cache used by the fill-based analysis tools. Both
+ * trade_profitability.ts and grid_correction_check.ts carried verbatim copies
+ * of this (43-entry ASSETS table, toReal/assetPrec helpers, on-chain precision
+ * resolution, query builder and paginated fetch); all of it lives here now.
+ */
+import * as KC from '../market_adapter/core/kibana_client.js';
+import { withReadOnlyClient } from './chain_pool.js';
+const { kibanaSearch, DEFAULT_CONFIG: BASE_CONFIG } = KC;
+/** operation_type of a fill_order operation in the chain history index. */
+const OP_FILL_ORDER = 4;
+const BTS_ID = '1.3.0';
+const ASSETS = {
+    '1.3.0': { symbol: 'BTS', precision: 5 },
+    '1.3.118': { symbol: 'GBP', precision: 4 },
+    '1.3.119': { symbol: 'JPY', precision: 2 },
+    '1.3.120': { symbol: 'EUR', precision: 4 },
+    '1.3.1325': { symbol: 'RUBLE', precision: 5 },
+    '1.3.2512': { symbol: 'EVRAZ', precision: 4 },
+    '1.3.3291': { symbol: 'TWENTIX', precision: 5 },
+    '1.3.4099': { symbol: 'XBTSX.STH', precision: 6 },
+    '1.3.4156': { symbol: 'XBTSX.DOGE', precision: 5 },
+    '1.3.4157': { symbol: 'XBTSX.BTC', precision: 8 },
+    '1.3.4159': { symbol: 'XBTSX.LTC', precision: 8 },
+    '1.3.4176': { symbol: 'XBTSX.DASH', precision: 8 },
+    '1.3.4274': { symbol: 'XBTSX.BCH', precision: 8 },
+    '1.3.4760': { symbol: 'XBTSX.ETH', precision: 7 },
+    '1.3.5537': { symbol: 'IOB.XRP', precision: 4 },
+    '1.3.5541': { symbol: 'XBTSX.BNB', precision: 7 },
+    '1.3.5589': { symbol: 'XBTSX.USDT', precision: 6 },
+    '1.3.5641': { symbol: 'HONEST.CNY', precision: 4 },
+    '1.3.5649': { symbol: 'HONEST.USD', precision: 4 },
+    '1.3.5650': { symbol: 'HONEST.BTC', precision: 8 },
+    '1.3.5659': { symbol: 'HONEST.ETH', precision: 6 },
+    '1.3.5870': { symbol: 'XBTSX.FIL', precision: 6 },
+    '1.3.5887': { symbol: 'XBTSX.RUB', precision: 4 },
+    '1.3.5902': { symbol: 'XBTSX.USDC', precision: 6 },
+    '1.3.6013': { symbol: 'XBTSX.HIVE', precision: 6 },
+    '1.3.6124': { symbol: 'XBTSX.AVAX', precision: 6 },
+    '1.3.6139': { symbol: 'XBTSX.XAUT', precision: 6 },
+    '1.3.6166': { symbol: 'XBTSX.MATIC', precision: 5 },
+    '1.3.6241': { symbol: 'XBTSX.ETC', precision: 7 },
+    '1.3.6268': { symbol: 'BTWTY.EOS', precision: 4 },
+    '1.3.6301': { symbol: 'HONEST.MONEY', precision: 8 },
+    '1.3.6304': { symbol: 'HONEST.ADA', precision: 8 },
+    '1.3.6305': { symbol: 'HONEST.DOT', precision: 8 },
+    '1.3.6309': { symbol: 'HONEST.ATOM', precision: 8 },
+    '1.3.6311': { symbol: 'HONEST.ALGO', precision: 8 },
+    '1.3.6312': { symbol: 'HONEST.FIL', precision: 8 },
+    '1.3.6313': { symbol: 'HONEST.EOS', precision: 8 },
+    '1.3.6315': { symbol: 'HONEST.EUR', precision: 4 },
+    '1.3.6316': { symbol: 'HONEST.GBP', precision: 4 },
+    '1.3.6317': { symbol: 'HONEST.JPY', precision: 4 },
+    '1.3.6444': { symbol: 'IOB.XLM', precision: 4 },
+    '1.3.6573': { symbol: 'XBTSX.DAI', precision: 6 },
+    '1.3.6620': { symbol: 'XBTSX.A', precision: 6 },
+    '1.3.6627': { symbol: 'XBTSX.LINK', precision: 6 },
+};
+/** Precisions learned on-chain this run (populated by resolveAssetPrecisions). */
+const resolvedPrecisions = {};
+function assetSymbol(id) {
+    return ASSETS[id]?.symbol ?? id;
+}
+function assetPrec(id) {
+    return ASSETS[id]?.precision ?? resolvedPrecisions[id];
+}
+function toReal(amount, assetId) {
+    const p = assetPrec(assetId);
+    if (p === undefined)
+        return NaN;
+    return amount / Math.pow(10, p);
+}
+/**
+ * Collect all unique non-BTS asset IDs from fills, resolve unknown precisions
+ * from the blockchain, and populate the runtime cache.
+ */
+async function resolveAssetPrecisions(fills) {
+    const unknownIds = new Set();
+    for (const f of fills) {
+        for (const id of [f.pays.asset_id, f.receives.asset_id, f.fee.asset_id]) {
+            if (id !== BTS_ID && !(id in ASSETS) && !(id in resolvedPrecisions)) {
+                unknownIds.add(id);
+            }
+        }
+    }
+    if (unknownIds.size === 0)
+        return;
+    const ids = [...unknownIds];
+    console.log(`  Resolving ${ids.length} unknown asset(s) from blockchain...`);
+    try {
+        await withReadOnlyClient(async (client) => {
+            const assets = await client.db('get_assets', [ids]);
+            if (Array.isArray(assets)) {
+                for (const asset of assets) {
+                    if (asset?.id && asset.precision != null) {
+                        resolvedPrecisions[asset.id] = asset.precision;
+                        console.log(`    ${asset.id} → ${asset.symbol || '?'} (precision ${asset.precision})`);
+                    }
+                }
+            }
+            const missing = ids.filter(id => !(id in resolvedPrecisions));
+            if (missing.length > 0) {
+                console.warn(`  [warn] ${missing.length} asset(s) not found on chain: ${missing.join(', ')}. Fills referencing them will be skipped.`);
+            }
+        });
+    }
+    catch (e) {
+        console.warn(`  [warn] Asset resolution failed: ${e.message}. Fills with unknown assets will be skipped.`);
+    }
+}
+function buildFillQuery(accountId, gte, lte, size) {
+    return {
+        size,
+        track_total_hits: false,
+        _source: [
+            'block_data.block_time',
+            'block_data.block_num',
+            'operation_id_num',
+            'operation_history.op_object.pays',
+            'operation_history.op_object.receives',
+            'operation_history.op_object.fee',
+            'operation_history.op_object.order_id',
+            'operation_history.op_object.account_id',
+            'operation_history.op_object.is_maker',
+        ],
+        query: {
+            bool: {
+                filter: [
+                    { term: { operation_type: OP_FILL_ORDER } },
+                    { term: { 'operation_history.op_object.account_id.keyword': accountId } },
+                    { range: { 'block_data.block_time': { gte, lte } } },
+                ],
+            },
+        },
+        sort: [
+            { 'block_data.block_time': { order: 'asc' } },
+            { operation_id_num: { order: 'asc' } },
+        ],
+    };
+}
+/** Fetch every fill_order for an account in [gte, lte], paginated via search_after. */
+async function fetchAllFills(config, accountId, gte, lte) {
+    const pageSize = 10000;
+    const fills = [];
+    let searchAfter = null;
+    const cfg = { ...BASE_CONFIG, timeout: 60000, ...config };
+    while (true) {
+        const query = buildFillQuery(accountId, gte, lte, pageSize);
+        if (searchAfter)
+            query.search_after = searchAfter;
+        const result = await kibanaSearch(cfg, query);
+        const hits = result?.hits?.hits ?? [];
+        if (!hits.length)
+            break;
+        for (const hit of hits) {
+            const src = hit?._source;
+            const op = src?.operation_history?.op_object;
+            if (!op || !op.pays || !op.receives)
+                continue;
+            fills.push({
+                time: src.block_data?.block_time ?? '',
+                blockNum: src.block_data?.block_num ?? 0,
+                opNum: Number(src.operation_id_num ?? 0),
+                orderId: op.order_id ?? '',
+                accountId: op.account_id ?? '',
+                pays: { amount: Number(op.pays.amount ?? 0), asset_id: op.pays.asset_id ?? '' },
+                receives: { amount: Number(op.receives.amount ?? 0), asset_id: op.receives.asset_id ?? '' },
+                fee: { amount: Number(op.fee?.amount ?? 0), asset_id: op.fee?.asset_id ?? '' },
+                isMaker: op.is_maker ?? false,
+                sort: hit.sort,
+            });
+        }
+        if (hits.length < pageSize)
+            break;
+        searchAfter = hits[hits.length - 1].sort;
+        if (!Array.isArray(searchAfter))
+            break;
+    }
+    return fills;
+}
+export { BTS_ID, OP_FILL_ORDER, ASSETS, resolvedPrecisions, assetSymbol, assetPrec, toReal, resolveAssetPrecisions, buildFillQuery, fetchAllFills, };
+//# sourceMappingURL=fills_source.js.map

package/dist/analysis/fills_source.js.map

@@ -0,0 +1 @@
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package/dist/analysis/grid_correction_check.d.ts

@@ -1,24 +1,8 @@
 #!/usr/bin/env node
-interface FillRecord {
-    time: string;
-    blockNum: number;
-    opNum: number;
+import { FillRecord } from './fills_source.js';
+interface OrderUpdate {
     orderId: string;
-    accountId: string;
-    pays: {
-        amount: number;
-        asset_id: string;
-    };
-    receives: {
-        amount: number;
-        asset_id: string;
-    };
-    fee: {
-        amount: number;
-        asset_id: string;
-    };
-    isMaker: boolean;
-    sort: any[];
+    sequence: number;
 }
 interface TradeFill {
     time: string;
@@ -80,7 +64,7 @@ declare function classifyFills(fills: FillRecord[]): {
     trades: TradeFill[];
     skipped: number;
 };
-declare function aggregateByOrder(trades: TradeFill[]): AggregatedOrder[];
+declare function aggregateByOrder(trades: TradeFill[], updates?: OrderUpdate[]): AggregatedOrder[];
 declare function detectViolations(items: (TradeFill | AggregatedOrder)[], includeCrossPair: boolean, incrementPercent: number): {
     violations: Violation[];
     checkedPairs: number;

package/dist/analysis/grid_correction_check.d.ts.map

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