openbroker 1.9.4 → 1.9.6

package/dist/operations/bracket.js

@@ -3,6 +3,7 @@
 import { fileURLToPath } from 'url';
 import { getClient } from '../core/client.js';
 import { formatUsd, parseArgs, sleep } from '../core/utils.js';
+import { UserFillWatcher } from './execution.js';
 function printUsage() {
     console.log(`
 Open Broker - Bracket Order
@@ -23,6 +24,8 @@ Options:
   --tp          Take profit distance in % from entry
   --sl          Stop loss distance in % from entry
   --slippage    Slippage for market entry in bps (default: 50)
+  --entry-timeout Seconds to wait for limit entry fill before returning (default: 300)
+  --sl-slippage Stop-loss trigger limit slippage in bps (default: 100)
   --leverage    Set leverage (e.g., 10 for 10x). Cross for main perps, isolated for HIP-3
   --dry         Dry run - show bracket plan without executing
 
@@ -52,7 +55,7 @@ export async function runBracket(opts) {
     if (entryType === 'limit' && opts.entryPrice === undefined) {
         throw new Error('entryPrice is required for limit entry');
     }
-    const client = getClient();
+    const client = opts.client ?? getClient();
     if (opts.verbose)
         client.verbose = true;
     out('Open Broker - Bracket Order');
@@ -97,52 +100,91 @@ export async function runBracket(opts) {
     out('Step 1: Entry order');
     let actualEntry = entry;
     let entryOid = null;
-    if (entryType === 'market') {
-        const entryResponse = await client.marketOrder(opts.coin, isLong, opts.size, opts.slippage, opts.leverage);
-        if (entryResponse.status === 'ok' && entryResponse.response && typeof entryResponse.response === 'object') {
-            const status = entryResponse.response.data.statuses[0];
-            if (status?.filled) {
-                actualEntry = parseFloat(status.filled.avgPx);
-                out(`  ✅ Filled @ ${formatUsd(actualEntry)}`);
+    let filledSize = 0;
+    const ownsFillWatcher = !opts.fillWatcher;
+    const fillWatcher = opts.fillWatcher ?? new UserFillWatcher(client, { sinceMs: Date.now() });
+    await fillWatcher.start();
+    try {
+        if (entryType === 'market') {
+            const entryResponse = await client.marketOrder(opts.coin, isLong, opts.size, opts.slippage, opts.leverage);
+            if (entryResponse.status === 'ok' && entryResponse.response && typeof entryResponse.response === 'object') {
+                const status = entryResponse.response.data.statuses[0];
+                if (status?.filled) {
+                    actualEntry = parseFloat(status.filled.avgPx);
+                    filledSize = parseFloat(status.filled.totalSz);
+                    out(`  ✅ Filled ${filledSize} @ ${formatUsd(actualEntry)}`);
+                }
+                else if (status?.error) {
+                    out(`  ❌ Entry failed: ${status.error}`);
+                    out('\n⚠️ Bracket aborted - no position opened');
+                    return { status: 'entry_failed', reason: status.error };
+                }
+                else {
+                    out(`  ❌ Entry failed: unexpected response`);
+                    out('\n⚠️ Bracket aborted - no confirmed position opened');
+                    return { status: 'entry_failed', reason: 'Unexpected entry response' };
+                }
             }
-            else if (status?.error) {
-                out(`  ❌ Entry failed: ${status.error}`);
+            else {
+                const reason = typeof entryResponse.response === 'string' ? entryResponse.response : 'Unknown error';
+                out(`  ❌ Entry failed: ${reason}`);
                 out('\n⚠️ Bracket aborted - no position opened');
-                return { status: 'entry_failed', reason: status.error };
+                return { status: 'entry_failed', reason };
             }
         }
         else {
-            const reason = typeof entryResponse.response === 'string' ? entryResponse.response : 'Unknown error';
-            out(`  ❌ Entry failed: ${reason}`);
-            out('\n⚠️ Bracket aborted - no position opened');
-            return { status: 'entry_failed', reason };
-        }
-    }
-    else {
-        const entryResponse = await client.limitOrder(opts.coin, isLong, opts.size, entry, 'Gtc', false, opts.leverage);
-        if (entryResponse.status === 'ok' && entryResponse.response && typeof entryResponse.response === 'object') {
-            const status = entryResponse.response.data.statuses[0];
-            if (status?.resting) {
-                entryOid = status.resting.oid;
-                out(`  ✅ Limit order placed @ ${formatUsd(entry)} (OID: ${entryOid})`);
-                out(`  ⏳ Waiting for fill before placing TP/SL...`);
-                out('\n⚠️ Note: TP/SL will be placed after entry fills. Monitor manually or use a strategy script.');
-                return { status: 'limit_resting', entryOid, entryPrice: entry };
+            const entryResponse = await client.limitOrder(opts.coin, isLong, opts.size, entry, 'Gtc', false, opts.leverage);
+            if (entryResponse.status === 'ok' && entryResponse.response && typeof entryResponse.response === 'object') {
+                const status = entryResponse.response.data.statuses[0];
+                if (status?.resting) {
+                    entryOid = status.resting.oid;
+                    const entryTimeoutSec = opts.entryTimeoutSec ?? 300;
+                    out(`  ✅ Limit order placed @ ${formatUsd(entry)} (OID: ${entryOid})`);
+                    if (entryTimeoutSec <= 0) {
+                        out(`  ⏳ Entry resting; TP/SL not armed until a fill is confirmed.`);
+                        return { status: 'limit_resting', entryOid, entryPrice: entry };
+                    }
+                    out(`  ⏳ Waiting up to ${entryTimeoutSec}s for fill confirmation...`);
+                    const fill = await fillWatcher.waitForFill(entryOid, opts.size, entryTimeoutSec * 1000, { coin: opts.coin });
+                    if (fill.size <= 0) {
+                        out(`  ⚠️ Entry still resting after ${entryTimeoutSec}s; TP/SL not armed.`);
+                        return { status: 'limit_resting', entryOid, entryPrice: entry };
+                    }
+                    filledSize = Math.min(fill.size, opts.size);
+                    actualEntry = fill.avgPrice ?? entry;
+                    out(`  ✅ Fill confirmed: ${filledSize} @ ${formatUsd(actualEntry)}`);
+                    if (filledSize < opts.size * 0.999) {
+                        out(`  ⚠️ Partial entry fill; arming TP/SL for filled size only.`);
+                    }
+                }
+                else if (status?.filled) {
+                    actualEntry = parseFloat(status.filled.avgPx);
+                    filledSize = parseFloat(status.filled.totalSz);
+                    out(`  ✅ Filled immediately ${filledSize} @ ${formatUsd(actualEntry)}`);
+                }
+                else if (status?.error) {
+                    out(`  ❌ Entry failed: ${status.error}`);
+                    return { status: 'entry_failed', reason: status.error };
+                }
+                else {
+                    out(`  ❌ Entry failed: unexpected response`);
+                    return { status: 'entry_failed', reason: 'Unexpected entry response' };
+                }
             }
-            else if (status?.filled) {
-                actualEntry = parseFloat(status.filled.avgPx);
-                out(`  ✅ Filled immediately @ ${formatUsd(actualEntry)}`);
+            else {
+                out(`  ❌ Entry failed`);
+                return { status: 'entry_failed', reason: 'Unknown error' };
             }
-            else if (status?.error) {
-                out(`  ❌ Entry failed: ${status.error}`);
-                return { status: 'entry_failed', reason: status.error };
-            }
-        }
-        else {
-            out(`  ❌ Entry failed`);
-            return { status: 'entry_failed', reason: 'Unknown error' };
         }
     }
+    finally {
+        if (ownsFillWatcher)
+            await fillWatcher.stop();
+    }
+    if (!Number.isFinite(filledSize) || filledSize <= 0) {
+        out('\n⚠️ Bracket aborted - no confirmed fill size');
+        return { status: 'entry_failed', reason: 'No confirmed fill size' };
+    }
     // Recalculate TP/SL based on actual entry
     if (isLong) {
         tpPrice = actualEntry * (1 + opts.tpPct / 100);
@@ -153,60 +195,46 @@ export async function runBracket(opts) {
         slPrice = actualEntry * (1 + opts.slPct / 100);
     }
     await sleep(500);
-    // Step 2: Take Profit (trigger order)
-    out('\nStep 2: Take Profit order (trigger)');
-    const tpSide = !isLong;
-    const tpResponse = await client.takeProfit(opts.coin, tpSide, opts.size, tpPrice);
+    // Step 2: Paired TP/SL trigger orders
+    out('\nStep 2: Paired TP/SL trigger orders');
+    const exitSide = !isLong;
+    const pairResponse = await client.tpslPair(opts.coin, exitSide, filledSize, tpPrice, slPrice, opts.slSlippageBps, opts.leverage);
     let tpOid = null;
-    if (tpResponse.status === 'ok' && tpResponse.response && typeof tpResponse.response === 'object') {
-        const status = tpResponse.response.data.statuses[0];
-        if (status?.resting) {
-            tpOid = status.resting.oid;
+    let slOid = null;
+    if (pairResponse.status === 'ok' && pairResponse.response && typeof pairResponse.response === 'object') {
+        const [tpStatus, slStatus] = pairResponse.response.data.statuses;
+        if (tpStatus?.resting) {
+            tpOid = tpStatus.resting.oid;
             out(`  ✅ TP trigger placed @ ${formatUsd(tpPrice)} (OID: ${tpOid})`);
         }
-        else if (status?.error) {
-            out(`  ❌ TP failed: ${status.error}`);
+        else if (tpStatus?.error) {
+            out(`  ❌ TP failed: ${tpStatus.error}`);
         }
         else {
-            out(`  ⚠️ TP status: ${JSON.stringify(status)}`);
+            out(`  ⚠️ TP status: ${JSON.stringify(tpStatus)}`);
         }
-    }
-    else {
-        const reason = typeof tpResponse.response === 'string' ? tpResponse.response : 'Unknown error';
-        out(`  ❌ TP failed: ${reason}`);
-    }
-    await sleep(500);
-    // Step 3: Stop Loss (trigger order)
-    out('\nStep 3: Stop Loss order (trigger)');
-    const slSide = !isLong;
-    const slResponse = await client.stopLoss(opts.coin, slSide, opts.size, slPrice);
-    let slOid = null;
-    if (slResponse.status === 'ok' && slResponse.response && typeof slResponse.response === 'object') {
-        const status = slResponse.response.data.statuses[0];
-        if (status?.resting) {
-            slOid = status.resting.oid;
+        if (slStatus?.resting) {
+            slOid = slStatus.resting.oid;
             out(`  ✅ SL trigger placed @ ${formatUsd(slPrice)} (OID: ${slOid})`);
         }
-        else if (status?.error) {
-            out(`  ❌ SL failed: ${status.error}`);
+        else if (slStatus?.error) {
+            out(`  ❌ SL failed: ${slStatus.error}`);
         }
         else {
-            out(`  ⚠️ SL status: ${JSON.stringify(status)}`);
+            out(`  ⚠️ SL status: ${JSON.stringify(slStatus)}`);
         }
     }
     else {
-        const reason = typeof slResponse.response === 'string' ? slResponse.response : 'Unknown error';
-        out(`  ❌ SL failed: ${reason}`);
+        const reason = typeof pairResponse.response === 'string' ? pairResponse.response : 'Unknown error';
+        out(`  ❌ TP/SL pair failed: ${reason}`);
     }
     out('\n========== Bracket Summary ==========');
-    out(`Position:    ${isLong ? 'LONG' : 'SHORT'} ${opts.size} ${opts.coin}`);
+    out(`Position:    ${isLong ? 'LONG' : 'SHORT'} ${filledSize} ${opts.coin}`);
     out(`Entry:       ${formatUsd(actualEntry)}`);
     out(`Take Profit: ${formatUsd(tpPrice)} (+${opts.tpPct}%) - Trigger order`);
     out(`Stop Loss:   ${formatUsd(slPrice)} (-${opts.slPct}%) - Trigger order`);
     if (tpOid && slOid) {
-        out(`\n✅ Bracket complete! TP and SL are trigger orders.`);
-        out(`   They will only execute when price reaches trigger level.`);
-        out(`   When one fills, cancel the other manually.`);
+        out(`\n✅ Bracket complete! TP and SL are linked trigger orders.`);
     }
     return {
         status: tpOid && slOid ? 'complete' : 'partial',
@@ -215,6 +243,7 @@ export async function runBracket(opts) {
         slPrice,
         tpOid,
         slOid,
+        protectedSize: filledSize,
     };
 }
 async function main() {
@@ -227,6 +256,8 @@ async function main() {
     const tpPct = parseFloat(args.tp);
     const slPct = parseFloat(args.sl);
     const slippage = args.slippage ? parseInt(args.slippage) : undefined;
+    const entryTimeoutSec = args['entry-timeout'] ? parseInt(args['entry-timeout']) : undefined;
+    const slSlippageBps = args['sl-slippage'] ? parseInt(args['sl-slippage']) : undefined;
     const leverage = args.leverage ? parseInt(args.leverage) : undefined;
     const dryRun = args.dry;
     if (!coin || !side || isNaN(size) || isNaN(tpPct) || isNaN(slPct)) {
@@ -247,6 +278,8 @@ async function main() {
             entryType,
             entryPrice,
             slippage,
+            entryTimeoutSec,
+            slSlippageBps,
             leverage,
             dryRun,
             verbose: args.verbose,

package/dist/operations/chase.d.ts

@@ -1,4 +1,6 @@
 #!/usr/bin/env npx tsx
+import type { OrderResponse, CancelResponse, OpenOrder } from '../core/types.js';
+import { type FillWatcher } from './execution.js';
 export interface ChaseOptions {
     coin: string;
     side: 'buy' | 'sell';
@@ -11,9 +13,26 @@ export interface ChaseOptions {
     reduceOnly?: boolean;
     dryRun?: boolean;
     verbose?: boolean;
+    client?: ChaseClient;
+    fillWatcher?: FillWatcher;
     /** Receives each output line. Defaults to console.log. */
     output?: (line: string) => void;
 }
+export interface ChaseClient {
+    verbose: boolean;
+    address: string;
+    getAllMids(): Promise<Record<string, string>>;
+    getOpenOrders(): Promise<OpenOrder[]>;
+    getUserFills(user?: string): Promise<Array<{
+        coin: string;
+        px: string;
+        sz: string;
+        time: number;
+        oid: number;
+    }>>;
+    limitOrder(coin: string, isBuy: boolean, size: number, price: number, tif?: 'Gtc' | 'Ioc' | 'Alo', reduceOnly?: boolean, leverage?: number): Promise<OrderResponse>;
+    cancel(coin: string, oid: number): Promise<CancelResponse>;
+}
 export interface ChaseResult {
     status: 'dry' | 'filled' | 'timeout' | 'max_chase_exceeded';
     iterations: number;

package/dist/operations/chase.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"chase.d.ts","sourceRoot":"","sources":["../../scripts/operations/chase.ts"],"names":[],"mappings":";AAuCA,MAAM,WAAW,YAAY;IAC3B,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE,KAAK,GAAG,MAAM,CAAC;IACrB,IAAI,EAAE,MAAM,CAAC;IACb,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,WAAW,CAAC,EAAE,MAAM,CAAC;IACrB,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,UAAU,CAAC,EAAE,OAAO,CAAC;IACrB,MAAM,CAAC,EAAE,OAAO,CAAC;IACjB,OAAO,CAAC,EAAE,OAAO,CAAC;IAClB,0DAA0D;IAC1D,MAAM,CAAC,EAAE,CAAC,IAAI,EAAE,MAAM,KAAK,IAAI,CAAC;CACjC;AAED,MAAM,WAAW,WAAW;IAC1B,MAAM,EAAE,KAAK,GAAG,QAAQ,GAAG,SAAS,GAAG,oBAAoB,CAAC;IAC5D,UAAU,EAAE,MAAM,CAAC;IACnB,WAAW,EAAE,MAAM,CAAC;IACpB,QAAQ,EAAE,MAAM,CAAC;IACjB,MAAM,EAAE,MAAM,CAAC;CAChB;AAED,wBAAsB,QAAQ,CAAC,IAAI,EAAE,YAAY,GAAG,OAAO,CAAC,WAAW,CAAC,CA2JvE"}
+{"version":3,"file":"chase.d.ts","sourceRoot":"","sources":["../../scripts/operations/chase.ts"],"names":[],"mappings":";AAKA,OAAO,KAAK,EAAE,aAAa,EAAE,cAAc,EAAE,SAAS,EAAE,MAAM,kBAAkB,CAAC;AAEjF,OAAO,EAAmB,KAAK,WAAW,EAAE,MAAM,gBAAgB,CAAC;AAkCnE,MAAM,WAAW,YAAY;IAC3B,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE,KAAK,GAAG,MAAM,CAAC;IACrB,IAAI,EAAE,MAAM,CAAC;IACb,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,WAAW,CAAC,EAAE,MAAM,CAAC;IACrB,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,UAAU,CAAC,EAAE,OAAO,CAAC;IACrB,MAAM,CAAC,EAAE,OAAO,CAAC;IACjB,OAAO,CAAC,EAAE,OAAO,CAAC;IAClB,MAAM,CAAC,EAAE,WAAW,CAAC;IACrB,WAAW,CAAC,EAAE,WAAW,CAAC;IAC1B,0DAA0D;IAC1D,MAAM,CAAC,EAAE,CAAC,IAAI,EAAE,MAAM,KAAK,IAAI,CAAC;CACjC;AAED,MAAM,WAAW,WAAW;IAC1B,OAAO,EAAE,OAAO,CAAC;IACjB,OAAO,EAAE,MAAM,CAAC;IAChB,UAAU,IAAI,OAAO,CAAC,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC,CAAC;IAC9C,aAAa,IAAI,OAAO,CAAC,SAAS,EAAE,CAAC,CAAC;IACtC,YAAY,CAAC,IAAI,CAAC,EAAE,MAAM,GAAG,OAAO,CAAC,KAAK,CAAC;QAAE,IAAI,EAAE,MAAM,CAAC;QAAC,EAAE,EAAE,MAAM,CAAC;QAAC,EAAE,EAAE,MAAM,CAAC;QAAC,IAAI,EAAE,MAAM,CAAC;QAAC,GAAG,EAAE,MAAM,CAAA;KAAE,CAAC,CAAC,CAAC;IACjH,UAAU,CAAC,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,OAAO,EAAE,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,EAAE,GAAG,CAAC,EAAE,KAAK,GAAG,KAAK,GAAG,KAAK,EAAE,UAAU,CAAC,EAAE,OAAO,EAAE,QAAQ,CAAC,EAAE,MAAM,GAAG,OAAO,CAAC,aAAa,CAAC,CAAC;IACpK,MAAM,CAAC,IAAI,EAAE,MAAM,EAAE,GAAG,EAAE,MAAM,GAAG,OAAO,CAAC,cAAc,CAAC,CAAC;CAC5D;AAED,MAAM,WAAW,WAAW;IAC1B,MAAM,EAAE,KAAK,GAAG,QAAQ,GAAG,SAAS,GAAG,oBAAoB,CAAC;IAC5D,UAAU,EAAE,MAAM,CAAC;IACnB,WAAW,EAAE,MAAM,CAAC;IACpB,QAAQ,EAAE,MAAM,CAAC;IACjB,MAAM,EAAE,MAAM,CAAC;CAChB;AAED,wBAAsB,QAAQ,CAAC,IAAI,EAAE,YAAY,GAAG,OAAO,CAAC,WAAW,CAAC,CA0NvE"}

package/dist/operations/chase.js

@@ -3,6 +3,7 @@
 import { fileURLToPath } from 'url';
 import { getClient } from '../core/client.js';
 import { formatUsd, parseArgs, sleep } from '../core/utils.js';
+import { UserFillWatcher } from './execution.js';
 function printUsage() {
     console.log(`
 Open Broker - Chase Order
@@ -43,7 +44,15 @@ export async function runChase(opts) {
     const isBuy = opts.side === 'buy';
     if (opts.size <= 0 || isNaN(opts.size))
         throw new Error('size must be positive');
-    const client = getClient();
+    if (offsetBps < 0 || !Number.isFinite(offsetBps))
+        throw new Error('offsetBps must be non-negative');
+    if (timeoutSec <= 0 || !Number.isFinite(timeoutSec))
+        throw new Error('timeoutSec must be positive');
+    if (intervalMs <= 0 || !Number.isFinite(intervalMs))
+        throw new Error('intervalMs must be positive');
+    if (maxChaseBps <= 0 || !Number.isFinite(maxChaseBps))
+        throw new Error('maxChaseBps must be positive');
+    const client = opts.client ?? getClient();
     if (opts.verbose)
         client.verbose = true;
     out('Open Broker - Chase Order');
@@ -74,87 +83,139 @@ export async function runChase(opts) {
     const startTime = Date.now();
     let currentOid = null;
     let lastPrice = null;
+    let remainingSize = opts.size;
     let iteration = 0;
     let filled = false;
     let exitReason = 'timeout';
-    while (Date.now() - startTime < timeoutSec * 1000) {
-        iteration++;
-        const currentMids = await client.getAllMids();
-        const currentMid = parseFloat(currentMids[opts.coin]);
-        if (isBuy && currentMid > maxChasePrice) {
-            out(`\n⚠️ Price ${formatUsd(currentMid)} exceeded max chase ${formatUsd(maxChasePrice)}`);
-            exitReason = 'max_chase_exceeded';
-            break;
+    const accountedFills = new Map();
+    const ownsFillWatcher = !opts.fillWatcher;
+    const fillWatcher = opts.fillWatcher ?? new UserFillWatcher(client, { sinceMs: startTime });
+    const applyFills = (oid) => {
+        const totalFilled = fillWatcher.getFilled(oid).size;
+        const alreadyAccounted = accountedFills.get(oid) ?? 0;
+        const delta = Math.max(0, totalFilled - alreadyAccounted);
+        if (delta > 0) {
+            remainingSize = Math.max(0, remainingSize - delta);
+            accountedFills.set(oid, totalFilled);
         }
-        if (!isBuy && currentMid < maxChasePrice) {
-            out(`\n⚠️ Price ${formatUsd(currentMid)} exceeded max chase ${formatUsd(maxChasePrice)}`);
-            exitReason = 'max_chase_exceeded';
-            break;
-        }
-        const orderPrice = isBuy
-            ? currentMid * (1 - offsetBps / 10000)
-            : currentMid * (1 + offsetBps / 10000);
-        const priceChanged = !lastPrice || Math.abs(orderPrice - lastPrice) / lastPrice > 0.0001;
-        if (priceChanged) {
+        return delta;
+    };
+    await fillWatcher.start();
+    try {
+        while (Date.now() - startTime < timeoutSec * 1000) {
+            iteration++;
             if (currentOid !== null) {
-                try {
-                    await client.cancel(opts.coin, currentOid);
-                }
-                catch {
-                    // Order might have filled
-                }
-                currentOid = null;
-            }
-            const orders = await client.getOpenOrders();
-            const ourOrder = orders.find(o => o.coin === opts.coin && o.oid === currentOid);
-            if (!ourOrder && currentOid !== null) {
-                const state = await client.getUserState();
-                const pos = state.assetPositions.find(p => p.position.coin === opts.coin);
-                if (pos && Math.abs(parseFloat(pos.position.szi)) >= opts.size * 0.99) {
+                applyFills(currentOid);
+                if (remainingSize <= opts.size * 0.001) {
                     filled = true;
                     exitReason = 'filled';
                     out(`\n✅ Order filled!`);
                     break;
                 }
             }
-            out(`[${iteration}] Mid: ${formatUsd(currentMid)} → Order: ${formatUsd(orderPrice)}...`);
-            const response = await client.limitOrder(opts.coin, isBuy, opts.size, orderPrice, 'Alo', opts.reduceOnly, opts.leverage);
-            if (response.status === 'ok' && response.response && typeof response.response === 'object') {
-                const status = response.response.data.statuses[0];
-                if (status?.resting) {
-                    currentOid = status.resting.oid;
-                    lastPrice = orderPrice;
-                    out(`OID: ${currentOid}`);
+            const currentMids = await client.getAllMids();
+            const currentMid = parseFloat(currentMids[opts.coin]);
+            if (!currentMid)
+                throw new Error(`No market data for ${opts.coin}`);
+            if (isBuy && currentMid > maxChasePrice) {
+                out(`\n⚠️ Price ${formatUsd(currentMid)} exceeded max chase ${formatUsd(maxChasePrice)}`);
+                exitReason = 'max_chase_exceeded';
+                break;
+            }
+            if (!isBuy && currentMid < maxChasePrice) {
+                out(`\n⚠️ Price ${formatUsd(currentMid)} exceeded max chase ${formatUsd(maxChasePrice)}`);
+                exitReason = 'max_chase_exceeded';
+                break;
+            }
+            const orderPrice = isBuy
+                ? currentMid * (1 - offsetBps / 10000)
+                : currentMid * (1 + offsetBps / 10000);
+            const priceChanged = !lastPrice || Math.abs(orderPrice - lastPrice) / lastPrice > 0.0001;
+            if (priceChanged) {
+                if (currentOid !== null) {
+                    applyFills(currentOid);
+                    if (remainingSize <= opts.size * 0.001) {
+                        filled = true;
+                        exitReason = 'filled';
+                        out(`\n✅ Order filled!`);
+                        break;
+                    }
+                    try {
+                        await client.cancel(opts.coin, currentOid);
+                    }
+                    catch {
+                        // Order might have filled between the fill check and cancel.
+                    }
+                    applyFills(currentOid);
+                    currentOid = null;
                 }
-                else if (status?.filled) {
+                if (remainingSize <= opts.size * 0.001) {
                     filled = true;
                     exitReason = 'filled';
-                    out(`✅ Filled @ ${formatUsd(parseFloat(status.filled.avgPx))}`);
+                    out(`\n✅ Order filled!`);
                     break;
                 }
-                else if (status?.error) {
-                    out(`❌ ${status.error}`);
+                out(`[${iteration}] Mid: ${formatUsd(currentMid)} → Order: ${formatUsd(orderPrice)} x ${remainingSize.toFixed(6)}...`);
+                const response = await client.limitOrder(opts.coin, isBuy, remainingSize, orderPrice, 'Alo', opts.reduceOnly, opts.leverage);
+                if (response.status === 'ok' && response.response && typeof response.response === 'object') {
+                    const status = response.response.data.statuses[0];
+                    if (status?.resting) {
+                        currentOid = status.resting.oid;
+                        lastPrice = orderPrice;
+                        out(`OID: ${currentOid}`);
+                    }
+                    else if (status?.filled) {
+                        const totalSz = parseFloat(status.filled.totalSz);
+                        remainingSize = Math.max(0, remainingSize - totalSz);
+                        out(`✅ Filled ${totalSz} @ ${formatUsd(parseFloat(status.filled.avgPx))}`);
+                        if (remainingSize <= opts.size * 0.001) {
+                            filled = true;
+                            exitReason = 'filled';
+                            break;
+                        }
+                    }
+                    else if (status?.error) {
+                        out(`❌ ${status.error}`);
+                    }
+                }
+                else {
+                    out(`❌ Failed`);
                 }
             }
             else {
-                out(`❌ Failed`);
-            }
-        }
-        else {
-            if (currentOid !== null) {
-                const orders = await client.getOpenOrders();
-                const ourOrder = orders.find(o => o.oid === currentOid);
-                if (!ourOrder) {
-                    filled = true;
-                    exitReason = 'filled';
-                    out(`\n✅ Order filled!`);
-                    break;
+                if (currentOid !== null) {
+                    await fillWatcher.waitForFill(currentOid, remainingSize, intervalMs, { coin: opts.coin, pollMs: intervalMs });
+                    applyFills(currentOid);
+                    if (remainingSize <= opts.size * 0.001) {
+                        filled = true;
+                        exitReason = 'filled';
+                        out(`\n✅ Order filled!`);
+                        break;
+                    }
+                    const orders = await client.getOpenOrders();
+                    const ourOrder = orders.find(o => o.oid === currentOid);
+                    if (!ourOrder) {
+                        applyFills(currentOid);
+                        if (remainingSize <= opts.size * 0.001) {
+                            filled = true;
+                            exitReason = 'filled';
+                            out(`\n✅ Order filled!`);
+                            break;
+                        }
+                        currentOid = null;
+                        lastPrice = null;
+                    }
                 }
             }
+            await sleep(intervalMs);
         }
-        await sleep(intervalMs);
+    }
+    finally {
+        if (ownsFillWatcher)
+            await fillWatcher.stop();
     }
     if (currentOid !== null && !filled) {
+        applyFills(currentOid);
         out(`\nCancelling unfilled order...`);
         try {
             await client.cancel(opts.coin, currentOid);
@@ -163,6 +224,11 @@ export async function runChase(opts) {
         catch {
             out(`⚠️ Could not cancel (may have filled)`);
         }
+        applyFills(currentOid);
+        if (remainingSize <= opts.size * 0.001) {
+            filled = true;
+            exitReason = 'filled';
+        }
     }
     const elapsed = (Date.now() - startTime) / 1000;
     const endMid = parseFloat((await client.getAllMids())[opts.coin]);
@@ -172,6 +238,7 @@ export async function runChase(opts) {
     out(`Iterations:   ${iteration}`);
     out(`Start Mid:    ${formatUsd(startMid)}`);
     out(`End Mid:      ${formatUsd(endMid)} (${priceMove >= 0 ? '+' : ''}${priceMove.toFixed(1)} bps)`);
+    out(`Filled Size:  ${(opts.size - remainingSize).toFixed(6)} / ${opts.size}`);
     out(`Result:       ${filled ? '✅ Filled' : '❌ Not filled'}`);
     return { status: exitReason, iterations: iteration, durationSec: elapsed, startMid, endMid };
 }

package/dist/operations/execution.d.ts

@@ -0,0 +1,53 @@
+import type { HyperliquidClient } from '../core/client.js';
+import { WebSocketManager } from '../core/ws.js';
+export interface FillSummary {
+    size: number;
+    notional: number;
+    avgPrice?: number;
+}
+export interface FillWatcher {
+    start(): Promise<void>;
+    stop(): Promise<void>;
+    getFilled(oid: number): FillSummary;
+    waitForFill(oid: number, targetSize: number, timeoutMs: number, options?: {
+        coin?: string;
+        pollMs?: number;
+    }): Promise<FillSummary>;
+}
+type RestFill = {
+    coin: string;
+    px: string;
+    sz: string;
+    time: number;
+    oid: number;
+};
+type FillClient = Pick<HyperliquidClient, 'address' | 'verbose'> & {
+    getUserFills(user?: string): Promise<RestFill[]>;
+};
+export declare class UserFillWatcher implements FillWatcher {
+    private readonly client;
+    private fills;
+    private seenFills;
+    private ws;
+    private ownsWs;
+    private started;
+    private readonly sinceMs;
+    private readonly user;
+    private readonly onFill;
+    constructor(client: FillClient, options?: {
+        ws?: WebSocketManager | null;
+        sinceMs?: number;
+        user?: string;
+    });
+    start(): Promise<void>;
+    stop(): Promise<void>;
+    getFilled(oid: number): FillSummary;
+    waitForFill(oid: number, targetSize: number, timeoutMs: number, options?: {
+        coin?: string;
+        pollMs?: number;
+    }): Promise<FillSummary>;
+    private refreshRestFills;
+    private recordFill;
+}
+export {};
+//# sourceMappingURL=execution.d.ts.map

package/dist/operations/execution.d.ts.map

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