perp-cli 0.15.0 → 0.16.0
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.
- package/README.ja.md +243 -0
- package/README.ko.md +243 -0
- package/README.md +129 -535
- package/README.zh.md +243 -0
- package/dist/api/public/lighter.d.ts +5 -0
- package/dist/api/public/lighter.js +5 -0
- package/dist/api/public/pacifica.js +2 -2
- package/dist/arb/sizing.js +4 -2
- package/dist/arb/state.d.ts +6 -0
- package/dist/balance-by-address.d.ts +39 -0
- package/dist/balance-by-address.js +44 -0
- package/dist/bot/quote-rules.js +1 -1
- package/dist/bot/strategies/funding-arb-strategy.js +10 -3
- package/dist/bot/strategies/funding-arb-utils.d.ts +14 -2
- package/dist/bot/strategies/funding-arb-utils.js +48 -15
- package/dist/bot/strategies/spot-perp-arb-strategy.d.ts +1 -1
- package/dist/bot/strategies/spot-perp-arb-strategy.js +4 -2
- package/dist/bot/strategies/spot-perp-executor.js +2 -2
- package/dist/cli-program.js +1 -1
- package/dist/commands/account.js +168 -24
- package/dist/commands/arb/index.js +19 -77
- package/dist/commands/arb-auto.d.ts +24 -0
- package/dist/commands/arb-auto.js +155 -81
- package/dist/commands/arb.d.ts +8 -0
- package/dist/commands/arb.js +49 -23
- package/dist/commands/backtest.js +23 -21
- package/dist/commands/market.d.ts +48 -0
- package/dist/commands/market.js +241 -78
- package/dist/commands/options.d.ts +5 -0
- package/dist/commands/options.js +20 -3
- package/dist/commands/pacifica-earn.js +8 -21
- package/dist/commands/portfolio.d.ts +16 -0
- package/dist/commands/portfolio.js +51 -8
- package/dist/commands/trade.js +4 -4
- package/dist/cross-chain-margin.d.ts +3 -1
- package/dist/cross-chain-margin.js +4 -2
- package/dist/dashboard/server.js +2 -2
- package/dist/dashboard/ui.js +9 -6
- package/dist/errors.d.ts +5 -0
- package/dist/errors.js +10 -0
- package/dist/exchanges/address.d.ts +8 -0
- package/dist/exchanges/address.js +47 -0
- package/dist/exchanges/arcus/adapter.d.ts +10 -6
- package/dist/exchanges/arcus/adapter.js +33 -6
- package/dist/exchanges/arcus/public.js +3 -2
- package/dist/exchanges/aster.d.ts +27 -7
- package/dist/exchanges/aster.js +124 -42
- package/dist/exchanges/canonical-symbols.d.ts +7 -0
- package/dist/exchanges/canonical-symbols.js +20 -0
- package/dist/exchanges/capabilities.d.ts +2 -0
- package/dist/exchanges/capabilities.js +2 -1
- package/dist/exchanges/derive/options.d.ts +5 -0
- package/dist/exchanges/derive/options.js +20 -1
- package/dist/exchanges/extended/adapter.d.ts +16 -2
- package/dist/exchanges/extended/adapter.js +96 -34
- package/dist/exchanges/extended/public.d.ts +3 -0
- package/dist/exchanges/extended/public.js +9 -2
- package/dist/exchanges/grvt/adapter.d.ts +16 -2
- package/dist/exchanges/grvt/adapter.js +98 -21
- package/dist/exchanges/hyperliquid-outcome.d.ts +2 -0
- package/dist/exchanges/hyperliquid-outcome.js +29 -1
- package/dist/exchanges/hyperliquid-spot.d.ts +8 -0
- package/dist/exchanges/hyperliquid-spot.js +20 -12
- package/dist/exchanges/hyperliquid.d.ts +180 -13
- package/dist/exchanges/hyperliquid.js +487 -185
- package/dist/exchanges/interface.d.ts +64 -8
- package/dist/exchanges/interface.js +31 -0
- package/dist/exchanges/lighter-public.d.ts +66 -11
- package/dist/exchanges/lighter-public.js +249 -81
- package/dist/exchanges/lighter-spot.d.ts +7 -1
- package/dist/exchanges/lighter-spot.js +99 -90
- package/dist/exchanges/lighter.d.ts +70 -11
- package/dist/exchanges/lighter.js +285 -92
- package/dist/exchanges/ondo/adapter.d.ts +34 -8
- package/dist/exchanges/ondo/adapter.js +73 -16
- package/dist/exchanges/ondo/public.d.ts +27 -2
- package/dist/exchanges/ondo/public.js +63 -31
- package/dist/exchanges/outcome-interface.d.ts +4 -0
- package/dist/exchanges/pacifica-spot.d.ts +6 -0
- package/dist/exchanges/pacifica-spot.js +23 -15
- package/dist/exchanges/pacifica-vaults.d.ts +9 -0
- package/dist/exchanges/pacifica-vaults.js +14 -1
- package/dist/exchanges/pacifica.d.ts +77 -6
- package/dist/exchanges/pacifica.js +321 -130
- package/dist/exchanges/public-balances.d.ts +25 -0
- package/dist/exchanges/public-balances.js +158 -0
- package/dist/exchanges/public-positions.d.ts +43 -0
- package/dist/exchanges/public-positions.js +154 -0
- package/dist/exchanges/qfex/adapter.d.ts +52 -9
- package/dist/exchanges/qfex/adapter.js +74 -9
- package/dist/exchanges/qfex/public.d.ts +62 -9
- package/dist/exchanges/qfex/public.js +128 -22
- package/dist/exchanges/qfex/ws-transport.d.ts +1 -1
- package/dist/exchanges/risex/adapter.d.ts +19 -7
- package/dist/exchanges/risex/adapter.js +58 -12
- package/dist/exchanges/spot-factory.js +1 -1
- package/dist/exchanges/txflow/adapter.d.ts +14 -7
- package/dist/exchanges/txflow/adapter.js +51 -19
- package/dist/exchanges/txflow/client.js +3 -1
- package/dist/exchanges/txflow/public.d.ts +12 -1
- package/dist/exchanges/txflow/public.js +82 -11
- package/dist/exchanges/unknown-symbol.d.ts +6 -1
- package/dist/exchanges/unknown-symbol.js +7 -2
- package/dist/exchanges/variational/adapter.d.ts +2 -6
- package/dist/exchanges/venue-types.d.ts +46 -3
- package/dist/exchanges/venue-types.js +80 -9
- package/dist/exchanges/venue.d.ts +99 -3
- package/dist/exchanges/venue.js +72 -0
- package/dist/exchanges/venues/hyperliquid.js +9 -0
- package/dist/exchanges/venues/lighter-rh.js +13 -3
- package/dist/exchanges/venues/lighter.js +13 -3
- package/dist/exchanges/venues/pacifica.js +9 -0
- package/dist/exchanges/venues/risex.js +15 -0
- package/dist/funding/legacy-public.d.ts +5 -3
- package/dist/funding/legacy-public.js +33 -37
- package/dist/funding/rates.d.ts +54 -5
- package/dist/funding/rates.js +49 -13
- package/dist/liquidity.d.ts +3 -1
- package/dist/liquidity.js +8 -4
- package/dist/mcp-pacifica-earn.js +11 -5
- package/dist/mcp-server.js +104 -15
- package/dist/pacifica/client.d.ts +2 -1
- package/dist/pacifica/client.js +11 -0
- package/dist/positions-by-address.d.ts +34 -0
- package/dist/positions-by-address.js +46 -0
- package/dist/strategies/funding-arb.js +35 -62
- package/dist/utils.d.ts +11 -1
- package/dist/venue-health.js +1 -1
- package/dist/ws/arcus-market.d.ts +9 -0
- package/dist/ws/arcus-market.js +9 -0
- package/dist/ws/aster-market.d.ts +33 -0
- package/dist/ws/aster-market.js +30 -0
- package/dist/ws/index.d.ts +30 -9
- package/dist/ws/index.js +180 -15
- package/dist/ws/lighter-market.d.ts +14 -0
- package/dist/ws/lighter-market.js +13 -0
- package/dist/ws/node.d.ts +30 -9
- package/dist/ws/node.js +204 -16
- package/dist/ws/unclassified.d.ts +16 -0
- package/dist/ws/unclassified.js +43 -0
- package/package.json +15 -2
- package/skills/perp-cli/SKILL.md +97 -33
- package/skills/perp-cli/package.json +15 -2
- package/skills/perp-cli/references/agent-operations.md +15 -12
- package/skills/perp-cli/references/commands.md +67 -12
- package/skills/perp-cli/references/strategies.md +38 -3
- package/skills/perp-cli/references/ws-library.md +55 -24
- package/skills/perp-cli/scripts/arb-monitor.sh +13 -10
- package/skills/perp-cli/scripts/funding-analysis.sh +57 -29
- package/skills/perp-cli/scripts/preflight.sh +27 -19
- package/skills/perp-cli/scripts/spot-perp-scan.sh +58 -38
- package/skills/perp-cli/scripts/validate-arb.sh +56 -39
- package/dist/cli-spec.d.ts +0 -46
- package/dist/cli-spec.js +0 -81
package/dist/ws/node.js
CHANGED
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@@ -29,6 +29,14 @@ var WsError = class extends Error {
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...opts?.details !== void 0 ? { details: opts.details } : {}
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};
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}
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/** `structured.code` — the same place as `code` on error events (`e.code`). */
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get code() {
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return this.structured.code;
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}
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/** `structured.remediation` — the same place as `remediation` on error events; null when none. */
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get remediation() {
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return this.structured.remediation === void 0 ? null : this.structured.remediation;
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}
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};
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function isPerpError(e) {
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if (e === null || typeof e !== "object") return false;
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@@ -37,11 +45,89 @@ function isPerpError(e) {
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return typeof s.code === "string" && typeof s.message === "string";
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}
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// src/ws/unclassified.ts
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var UNCLASSIFIED_TICKERS = {
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hyperliquid: /* @__PURE__ */ new Set(["SPX"]),
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aster: /* @__PURE__ */ new Set(["SPX"]),
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pacifica: /* @__PURE__ */ new Set(["SPX", "BP", "CHIP"]),
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lighter: /* @__PURE__ */ new Set(["BB", "BOT", "WEN", "QNT", "SPX"])
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};
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var LIGHTER_RH_CLASS = {
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// crypto
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BTC: "crypto",
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ETH: "crypto",
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SOL: "crypto",
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HYPE: "crypto",
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ZEC: "crypto",
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LIT: "crypto",
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VVV: "crypto",
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SUI: "crypto",
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NEAR: "crypto",
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XRP: "crypto",
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CASHCAT: "crypto",
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PONS: "crypto",
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// commodity (canonical via EXPLICIT_CANONICAL: XAU → GOLD, XAG → SILVER)
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XAU: "commodity",
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XAG: "commodity",
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// etf
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SPY: "etf",
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QQQ: "etf",
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SOXL: "etf",
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SLV: "etf",
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USO: "etf",
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SGOV: "etf",
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// equity
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AAPL: "equity",
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AMZN: "equity",
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GOOGL: "equity",
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META: "equity",
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MSFT: "equity",
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NVDA: "equity",
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TSLA: "equity",
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AMD: "equity",
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INTC: "equity",
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MU: "equity",
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TSM: "equity",
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ORCL: "equity",
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PLTR: "equity",
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COIN: "equity",
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CRCL: "equity",
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CRWV: "equity",
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BABA: "equity",
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SNDK: "equity",
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SMCI: "equity",
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SOFI: "equity",
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AMC: "equity",
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RGTI: "equity",
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QBTS: "equity",
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CLSK: "equity",
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IREN: "equity",
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WULF: "equity",
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LUNR: "equity",
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ASTS: "equity",
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BE: "equity",
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USAR: "equity",
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SPCX: "equity",
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SKHY: "equity",
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// pre-IPO / private (explicit-only canonical → null unless mapped)
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OPENAI: "preIpo",
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ANTHROPIC: "preIpo",
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SHEIN: "preIpo",
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ANSEM: "preIpo",
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AI: "preIpo"
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};
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function isUnclassifiedTicker(venue, base) {
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const up = base.toUpperCase();
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if (venue === "lighter-rh") return LIGHTER_RH_CLASS[up] === void 0;
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return UNCLASSIFIED_TICKERS[venue]?.has(up) === true;
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}
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// src/ws/canonical.ts
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var USD_LIKE_QUOTES = /* @__PURE__ */ new Set(["USDT", "USD1", "USDC", "USD", "USDG"]);
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var defaultCanonicalize = (
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var defaultCanonicalize = (venue, m) => {
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const base = m.base.toUpperCase();
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if (m.dex !== null && m.dex !== "") return `${m.dex}:${base}`;
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if (isUnclassifiedTicker(venue, base)) return null;
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if (m.quote === null) return null;
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return USD_LIKE_QUOTES.has(m.quote.toUpperCase()) ? base : null;
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};
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this.sendQueue = [];
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this.sendTimer = null;
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this.reconnectTimer = null;
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this.closing = /* @__PURE__ */ new Set();
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this.staleTimer = null;
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this.pingTimer = null;
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this.awaitingPongSince = null;
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ws.close(code, reason);
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} catch {
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if (ws.whenClosed !== void 0) {
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const p = ws.whenClosed;
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void p.then(() => {
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});
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}
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}
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}
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/** Settles when every socket this connection closed is fully gone (transports that report it). */
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drained() {
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return Promise.all(Array.from(this.closing)).then(() => void 0);
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}
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};
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function stateDetails(s) {
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const { status: _status, ...rest } = s;
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function closedError(venue) {
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return new WsError("INVALID_PARAMS", `${venue} stream is closed`, { exchange: venue, remediation: "Create a new stream" });
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return new WsError("INVALID_PARAMS", `${venue} stream is closed`, { exchange: venue, remediation: "Create a new stream", details: { closeReason: "CLIENT_CLOSE" } });
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// src/ws/ids.ts
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throw new WsError("INVALID_PARAMS", `createVenueStream: first argument must be a venue codec (${problem})`, { remediation: CODEC_REMEDIATION });
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var CLOSE_DRAIN_MS = 2e3;
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function suggestCanonicals(missing, entries) {
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const out = entries.filter((e) => e.canonical !== null && (e.canonical.toUpperCase() === m || e.base.toUpperCase() === m || e.canonical.toUpperCase().endsWith(`:${m}`))).map((e) => e.canonical);
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const out = entries.filter((e) => e.symbol.toUpperCase() === m || e.canonical !== null && (e.canonical.toUpperCase() === m || e.base.toUpperCase() === m)).map((e) => e.symbol);
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var EVENT_CHANNEL = { account: "account", positions: "positions", orders: "orders", fill: "fills", fills: "fills" };
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const valid = `Use channels ${MARKET_CHANNELS.map((c) => `"${c}"`).join(" / ")} (book and trades
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const valid = `Use channels ${MARKET_CHANNELS.map((c) => `"${c}"`).join(" / ")} (book and trades: planned, not yet available)`;
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'Use channels "market" / "bbo" (book and trades
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2069
2168
|
stateListeners.clear();
|
|
2169
|
+
let bound = null;
|
|
2170
|
+
await Promise.race([
|
|
2171
|
+
Promise.all(shards.map((sh) => sh.conn.drained())),
|
|
2172
|
+
new Promise((resolve) => {
|
|
2173
|
+
bound = setTimeout(resolve, CLOSE_DRAIN_MS);
|
|
2174
|
+
})
|
|
2175
|
+
]);
|
|
2176
|
+
if (bound !== null) clearTimeout(bound);
|
|
2070
2177
|
}
|
|
2071
2178
|
};
|
|
2072
2179
|
return stream;
|
|
@@ -2428,6 +2535,23 @@ function mulDecimalInt(s, n, shift) {
|
|
|
2428
2535
|
const abs2 = (neg ? -product : product).toString();
|
|
2429
2536
|
return shiftDecimal(`${neg ? "-" : ""}${abs2}`, shift - frac.length);
|
|
2430
2537
|
}
|
|
2538
|
+
function sumDecimals(values) {
|
|
2539
|
+
let scale = 0;
|
|
2540
|
+
const parts = [];
|
|
2541
|
+
for (const v of values) {
|
|
2542
|
+
const m = DECIMAL_RE.exec(v);
|
|
2543
|
+
if (m === null || m[4] !== void 0 || m[2] === "" && (m[3] === void 0 || m[3] === "")) return void 0;
|
|
2544
|
+
const frac = m[3] === void 0 ? "" : m[3];
|
|
2545
|
+
const digits = `${m[2]}${frac}`.replace(/^0+(?=\d)/, "");
|
|
2546
|
+
parts.push({ int: BigInt(digits === "" ? "0" : digits) * (m[1] === "-" ? -1n : 1n), scale: frac.length });
|
|
2547
|
+
if (frac.length > scale) scale = frac.length;
|
|
2548
|
+
}
|
|
2549
|
+
let total = 0n;
|
|
2550
|
+
for (const p of parts) total += p.int * 10n ** BigInt(scale - p.scale);
|
|
2551
|
+
const neg = total < 0n;
|
|
2552
|
+
const abs2 = (neg ? -total : total).toString();
|
|
2553
|
+
return shiftDecimal(`${neg ? "-" : ""}${abs2}`, -scale);
|
|
2554
|
+
}
|
|
2431
2555
|
|
|
2432
2556
|
// src/ws/codecs/common.ts
|
|
2433
2557
|
function isObj(v) {
|
|
@@ -2508,9 +2632,9 @@ function capabilities(p) {
|
|
|
2508
2632
|
channels: { allMarkets: true, market: true, bbo: true, book: false, trades: false, user: p.user },
|
|
2509
2633
|
fields: p.fields,
|
|
2510
2634
|
notes: {
|
|
2511
|
-
book: "
|
|
2512
|
-
trades: "
|
|
2513
|
-
...p.user ? {} : { user: "
|
|
2635
|
+
book: "Planned, not yet available",
|
|
2636
|
+
trades: "Planned, not yet available",
|
|
2637
|
+
...p.user ? {} : { user: "Planned, not yet available" },
|
|
2514
2638
|
...p.notes
|
|
2515
2639
|
}
|
|
2516
2640
|
};
|
|
@@ -2750,6 +2874,16 @@ var SIDE = { B: "buy", A: "sell" };
|
|
|
2750
2874
|
function abs(d) {
|
|
2751
2875
|
return d === null ? null : d.replace(/^-/, "");
|
|
2752
2876
|
}
|
|
2877
|
+
function accountUnrealized(rows, bad) {
|
|
2878
|
+
if (bad.includes("assetPositions") || bad.includes("assetPositions[]")) return null;
|
|
2879
|
+
const values = [];
|
|
2880
|
+
for (const r of rows) {
|
|
2881
|
+
if (r.unrealizedPnl === null) return null;
|
|
2882
|
+
values.push(r.unrealizedPnl);
|
|
2883
|
+
}
|
|
2884
|
+
const sum = sumDecimals(values);
|
|
2885
|
+
return sum === void 0 ? null : sum;
|
|
2886
|
+
}
|
|
2753
2887
|
function decodeClearinghouse(d) {
|
|
2754
2888
|
if (!isObj(d) || typeof d.dex !== "string" || !isObj(d.clearinghouseState)) return [protocolError("hyperliquid clearinghouseState frame without dex/clearinghouseState")];
|
|
2755
2889
|
const wire = `clearinghouseState:${d.dex}`;
|
|
@@ -2792,8 +2926,10 @@ function decodeClearinghouse(d) {
|
|
|
2792
2926
|
equity: ms === null ? null : dec(ms, "accountValue", bad),
|
|
2793
2927
|
available: dec(cs, "withdrawable", bad),
|
|
2794
2928
|
marginUsed: ms === null ? null : dec(ms, "totalMarginUsed", bad),
|
|
2795
|
-
unrealizedPnl
|
|
2796
|
-
//
|
|
2929
|
+
// clearinghouseState has no account-level unrealizedPnl, but the frame carries every
|
|
2930
|
+
// position of this dex with its own `unrealizedPnl`: the account value is their exact sum
|
|
2931
|
+
// ("0" with no position). null when any position's value is missing (unknown, never guessed).
|
|
2932
|
+
unrealizedPnl: accountUnrealized(rows, bad)
|
|
2797
2933
|
},
|
|
2798
2934
|
{ kind: "positions", snapshot: true, scope: d.dex, rows, remove: [] }
|
|
2799
2935
|
];
|
|
@@ -3288,6 +3424,11 @@ function decodeBbo2(d) {
|
|
|
3288
3424
|
return out;
|
|
3289
3425
|
}
|
|
3290
3426
|
|
|
3427
|
+
// src/ws/lighter-market.ts
|
|
3428
|
+
function isLighterMarketLive(row) {
|
|
3429
|
+
return row.status === "active" && row.is_frozen !== true;
|
|
3430
|
+
}
|
|
3431
|
+
|
|
3291
3432
|
// src/ws/codecs/lighter.ts
|
|
3292
3433
|
var ALL2 = "market_stats/all";
|
|
3293
3434
|
var ORDERS_TOKEN_TTL_SEC = 3600;
|
|
@@ -3296,6 +3437,10 @@ var ZERO = /^-?0*(\.0*)?$/;
|
|
|
3296
3437
|
function bookSide(o, key, bad) {
|
|
3297
3438
|
return o[key] === "" ? null : readDec(o, key, bad);
|
|
3298
3439
|
}
|
|
3440
|
+
function lastTrade(o, bad) {
|
|
3441
|
+
const v = readDec(o, "last_trade_price", bad);
|
|
3442
|
+
return v !== void 0 && v !== null && ZERO.test(v) ? null : v;
|
|
3443
|
+
}
|
|
3299
3444
|
function percentToFraction(o, key, bad) {
|
|
3300
3445
|
const v = readDec(o, key, bad);
|
|
3301
3446
|
if (v === void 0 || v === null) return v;
|
|
@@ -3328,7 +3473,7 @@ function makeLighter(venue, quote) {
|
|
|
3328
3473
|
notes: {
|
|
3329
3474
|
rate: "WS funding is PERCENT per 1 h on the wire; emitted as a fraction per 1 h",
|
|
3330
3475
|
nextFundingTime: "Hourly settlement rule (venue-definition)",
|
|
3331
|
-
openInterest: "USD notional
|
|
3476
|
+
openInterest: "USD notional, one side \u2014 inferred, not documented by the venue (= REST orderBookDetails open_interest, base, \xD7 mark; the venue's exchangeMetrics kind=open_interest, a daily snapshot, read \u2248 2\xD7 when compared with the current value)",
|
|
3332
3477
|
user: "By accountIndex. user_stats / account_all_positions / account_all_trades need no auth; account_all_orders needs CredentialProvider.authToken (re-called at 80 % TTL). account_all_trades does not replay \u2192 gap refetch-required for fills after a reconnect",
|
|
3333
3478
|
clientId: "orders: client_order_id; fills: ask_/bid_client_id_str of our side; 0 = no client id \u2192 null",
|
|
3334
3479
|
liquidationPrice: 'liquidation_price; "0" (no liquidation price, e.g. well-covered cross margin) \u2192 null, as in the CLI REST path',
|
|
@@ -3345,7 +3490,7 @@ function makeLighter(venue, quote) {
|
|
|
3345
3490
|
limits: S5.limits,
|
|
3346
3491
|
closesOnBadSubscribe: false,
|
|
3347
3492
|
staleAfterMs: S5.staleAfterMs,
|
|
3348
|
-
openInterest: { unit: "usd", sides:
|
|
3493
|
+
openInterest: { unit: "usd", sides: "one" },
|
|
3349
3494
|
refresh: null,
|
|
3350
3495
|
async loadDirectory(ctx) {
|
|
3351
3496
|
const raw = await fetchJson(ctx.fetch, venue, `${ctx.restUrl}/api/v1/orderBooks`);
|
|
@@ -3363,6 +3508,10 @@ function makeLighter(venue, quote) {
|
|
|
3363
3508
|
continue;
|
|
3364
3509
|
}
|
|
3365
3510
|
idToSymbol.set(id, m.symbol);
|
|
3511
|
+
if (!isLighterMarketLive(m)) {
|
|
3512
|
+
nonPerp.add(id);
|
|
3513
|
+
continue;
|
|
3514
|
+
}
|
|
3366
3515
|
entries.push({
|
|
3367
3516
|
venue,
|
|
3368
3517
|
dex: null,
|
|
@@ -3498,7 +3647,7 @@ function decodeStats(venue, f, d, recvTs) {
|
|
|
3498
3647
|
index: readDec(r, "index_price", bad),
|
|
3499
3648
|
bestBid: bookSide(r, "best_bid_price", bad),
|
|
3500
3649
|
bestAsk: bookSide(r, "best_ask_price", bad),
|
|
3501
|
-
last:
|
|
3650
|
+
last: lastTrade(r, bad),
|
|
3502
3651
|
rate: percentToFraction(r, "funding_rate", bad),
|
|
3503
3652
|
predictedRate: percentToFraction(r, "current_funding_rate", bad),
|
|
3504
3653
|
openInterest: readDec(r, "open_interest", bad),
|
|
@@ -3714,6 +3863,14 @@ function decodeTicker(venue, wire, f, d) {
|
|
|
3714
3863
|
return out;
|
|
3715
3864
|
}
|
|
3716
3865
|
|
|
3866
|
+
// src/ws/aster-market.ts
|
|
3867
|
+
function isAsterListedPerpetual(row) {
|
|
3868
|
+
return row.contractType === "PERPETUAL" && row.status === "TRADING";
|
|
3869
|
+
}
|
|
3870
|
+
function asterMatchable(row) {
|
|
3871
|
+
return row.quoteAsset === "USDT";
|
|
3872
|
+
}
|
|
3873
|
+
|
|
3717
3874
|
// src/ws/codecs/aster.ts
|
|
3718
3875
|
var S3 = VENUE_STATIC.aster;
|
|
3719
3876
|
var MARK = "!markPrice@arr@1s";
|
|
@@ -3761,7 +3918,7 @@ var aster = {
|
|
|
3761
3918
|
openInterest: "Not on WS (REST only)",
|
|
3762
3919
|
fundingInterval: `Labelled REST source ${FUNDING_INFO}, refreshed hourly; missing \u2192 null`,
|
|
3763
3920
|
volume24hNotional: "!ticker@arr q (quote-asset volume)",
|
|
3764
|
-
user: 'KNOWN GAP
|
|
3921
|
+
user: 'KNOWN GAP: no Aster user channels (signed USER_STREAM listenKey) \u2014 kind:"user" rejects CAPABILITY_UNSUPPORTED; planned, not yet available',
|
|
3765
3922
|
bbo: "<symbol>@bookTicker; `u` orders frames (non-contiguous)"
|
|
3766
3923
|
}
|
|
3767
3924
|
}),
|
|
@@ -3801,6 +3958,7 @@ var aster = {
|
|
|
3801
3958
|
if (!isObj(s) || typeof s.symbol !== "string" || typeof s.baseAsset !== "string") {
|
|
3802
3959
|
throw badShape("aster", "exchangeInfo symbol without symbol/baseAsset");
|
|
3803
3960
|
}
|
|
3961
|
+
if (!isAsterListedPerpetual(s)) continue;
|
|
3804
3962
|
const quote = typeof s.quoteAsset === "string" && s.quoteAsset !== "" ? s.quoteAsset : null;
|
|
3805
3963
|
listed.add(s.symbol);
|
|
3806
3964
|
const hours = intervals.get(s.symbol);
|
|
@@ -3811,7 +3969,8 @@ var aster = {
|
|
|
3811
3969
|
venueSymbol: s.symbol,
|
|
3812
3970
|
base: s.baseAsset,
|
|
3813
3971
|
quote,
|
|
3814
|
-
|
|
3972
|
+
// Only the USDT listing is matchable (asterMatchable — the CLI rule): BTCUSD1 is never a second BTC leg.
|
|
3973
|
+
canonical: asterMatchable(s) ? ctx.canonicalize("aster", { venueSymbol: s.symbol, dex: null, base: s.baseAsset, quote }) : null,
|
|
3815
3974
|
rateIntervalHours: hours === void 0 ? null : hours,
|
|
3816
3975
|
settlementIntervalHours: hours === void 0 ? null : hours,
|
|
3817
3976
|
source: "rest:/fapi/v3/exchangeInfo"
|
|
@@ -3934,6 +4093,11 @@ function decodeArr(wire, data2, d, fn) {
|
|
|
3934
4093
|
return out;
|
|
3935
4094
|
}
|
|
3936
4095
|
|
|
4096
|
+
// src/ws/arcus-market.ts
|
|
4097
|
+
function isArcusOnlineMarket(row) {
|
|
4098
|
+
return row.status === "ONLINE";
|
|
4099
|
+
}
|
|
4100
|
+
|
|
3937
4101
|
// src/ws/codecs/arcus.ts
|
|
3938
4102
|
var S4 = VENUE_STATIC.arcus;
|
|
3939
4103
|
var MARKETS = "markets";
|
|
@@ -3984,6 +4148,7 @@ var arcus = {
|
|
|
3984
4148
|
if (!isObj(m) || typeof m.marketDisplayName !== "string" || typeof m.marketId !== "number" || typeof m.baseAsset !== "string") {
|
|
3985
4149
|
throw badShape("arcus", "market without marketDisplayName/marketId/baseAsset");
|
|
3986
4150
|
}
|
|
4151
|
+
if (!isArcusOnlineMarket(m)) continue;
|
|
3987
4152
|
const quote = typeof m.quoteAsset === "string" ? m.quoteAsset : null;
|
|
3988
4153
|
idToSymbol.set(String(m.marketId), m.marketDisplayName);
|
|
3989
4154
|
entries.push({
|
|
@@ -4322,6 +4487,7 @@ function loadWs() {
|
|
|
4322
4487
|
return wsModule;
|
|
4323
4488
|
}
|
|
4324
4489
|
var DEFAULT_MAX_PAYLOAD = 16 * 1024 * 1024;
|
|
4490
|
+
var CLOSE_FLUSH_MS = 250;
|
|
4325
4491
|
function createNodeTransport(opts = {}) {
|
|
4326
4492
|
const maxPayload = opts.maxPayload ?? DEFAULT_MAX_PAYLOAD;
|
|
4327
4493
|
if (!Number.isSafeInteger(maxPayload) || maxPayload <= 0) {
|
|
@@ -4331,12 +4497,34 @@ function createNodeTransport(opts = {}) {
|
|
|
4331
4497
|
return (url) => {
|
|
4332
4498
|
const ws = new WebSocket(url, { maxPayload });
|
|
4333
4499
|
ws.on("error", () => void 0);
|
|
4500
|
+
let terminateTimer = null;
|
|
4501
|
+
const whenClosed = new Promise((resolve) => {
|
|
4502
|
+
ws.once("close", () => {
|
|
4503
|
+
if (terminateTimer !== null) {
|
|
4504
|
+
clearTimeout(terminateTimer);
|
|
4505
|
+
terminateTimer = null;
|
|
4506
|
+
}
|
|
4507
|
+
resolve();
|
|
4508
|
+
});
|
|
4509
|
+
});
|
|
4334
4510
|
const like = {
|
|
4511
|
+
whenClosed,
|
|
4335
4512
|
get readyState() {
|
|
4336
4513
|
return ws.readyState;
|
|
4337
4514
|
},
|
|
4338
4515
|
send: (data2) => ws.send(data2),
|
|
4339
|
-
close
|
|
4516
|
+
// The close frame is sent, then the socket is destroyed at once: `ws` would otherwise keep a
|
|
4517
|
+
// 30 s close-handshake timer (and the TCP socket) alive until the server answers, so the
|
|
4518
|
+
// process was not idle after stream.close() (conformance ws:all:close-timers).
|
|
4519
|
+
close: (code, reason) => {
|
|
4520
|
+
ws.close(code, reason);
|
|
4521
|
+
if (terminateTimer === null && ws.readyState !== ws.CLOSED) {
|
|
4522
|
+
terminateTimer = setTimeout(() => {
|
|
4523
|
+
terminateTimer = null;
|
|
4524
|
+
ws.terminate();
|
|
4525
|
+
}, CLOSE_FLUSH_MS);
|
|
4526
|
+
}
|
|
4527
|
+
},
|
|
4340
4528
|
onopen: null,
|
|
4341
4529
|
onmessage: null,
|
|
4342
4530
|
onclose: null,
|
|
@@ -0,0 +1,16 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Tickers that name DIFFERENT instruments on different venues — listed everywhere, never matched
|
|
3
|
+
* across venues (canonical null): the one table for the CLI (assetClass "unclassified"), the
|
|
4
|
+
* public directory / MCP / arb and the WS directory (defaultCanonicalize). src/ws keeps it so the
|
|
5
|
+
* WS bundle needs no CLI module.
|
|
6
|
+
* - SPX: the SPX6900 token on Hyperliquid / Aster / Lighter / Pacifica; its ticker equals the
|
|
7
|
+
* canonical key of the S&P 500 index.
|
|
8
|
+
* - Pacifica BP / CHIP: tickers that collide with a listed equity / ETF.
|
|
9
|
+
* - Lighter BB / BOT / WEN / QNT: grouped with US equities there, each also a live crypto ticker.
|
|
10
|
+
* - Lighter RH: every listed perp is classified (LIGHTER_RH_CLASS); an unlisted one is not.
|
|
11
|
+
*/
|
|
12
|
+
export declare const UNCLASSIFIED_TICKERS: Readonly<Record<string, ReadonlySet<string>>>;
|
|
13
|
+
/** Lighter RH listing classification (live listings 2026-09-30). */
|
|
14
|
+
export declare const LIGHTER_RH_CLASS: Readonly<Record<string, "crypto" | "commodity" | "etf" | "equity" | "preIpo">>;
|
|
15
|
+
/** true = `base` on `venue` is never matched across venues (native markets only — not HIP-3 dexes). */
|
|
16
|
+
export declare function isUnclassifiedTicker(venue: string, base: string): boolean;
|
|
@@ -0,0 +1,43 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Tickers that name DIFFERENT instruments on different venues — listed everywhere, never matched
|
|
3
|
+
* across venues (canonical null): the one table for the CLI (assetClass "unclassified"), the
|
|
4
|
+
* public directory / MCP / arb and the WS directory (defaultCanonicalize). src/ws keeps it so the
|
|
5
|
+
* WS bundle needs no CLI module.
|
|
6
|
+
* - SPX: the SPX6900 token on Hyperliquid / Aster / Lighter / Pacifica; its ticker equals the
|
|
7
|
+
* canonical key of the S&P 500 index.
|
|
8
|
+
* - Pacifica BP / CHIP: tickers that collide with a listed equity / ETF.
|
|
9
|
+
* - Lighter BB / BOT / WEN / QNT: grouped with US equities there, each also a live crypto ticker.
|
|
10
|
+
* - Lighter RH: every listed perp is classified (LIGHTER_RH_CLASS); an unlisted one is not.
|
|
11
|
+
*/
|
|
12
|
+
export const UNCLASSIFIED_TICKERS = {
|
|
13
|
+
hyperliquid: new Set(["SPX"]),
|
|
14
|
+
aster: new Set(["SPX"]),
|
|
15
|
+
pacifica: new Set(["SPX", "BP", "CHIP"]),
|
|
16
|
+
lighter: new Set(["BB", "BOT", "WEN", "QNT", "SPX"]),
|
|
17
|
+
};
|
|
18
|
+
/** Lighter RH listing classification (live listings 2026-09-30). */
|
|
19
|
+
export const LIGHTER_RH_CLASS = {
|
|
20
|
+
// crypto
|
|
21
|
+
BTC: "crypto", ETH: "crypto", SOL: "crypto", HYPE: "crypto", ZEC: "crypto", LIT: "crypto",
|
|
22
|
+
VVV: "crypto", SUI: "crypto", NEAR: "crypto", XRP: "crypto", CASHCAT: "crypto", PONS: "crypto",
|
|
23
|
+
// commodity (canonical via EXPLICIT_CANONICAL: XAU → GOLD, XAG → SILVER)
|
|
24
|
+
XAU: "commodity", XAG: "commodity",
|
|
25
|
+
// etf
|
|
26
|
+
SPY: "etf", QQQ: "etf", SOXL: "etf", SLV: "etf", USO: "etf", SGOV: "etf",
|
|
27
|
+
// equity
|
|
28
|
+
AAPL: "equity", AMZN: "equity", GOOGL: "equity", META: "equity", MSFT: "equity", NVDA: "equity",
|
|
29
|
+
TSLA: "equity", AMD: "equity", INTC: "equity", MU: "equity", TSM: "equity", ORCL: "equity",
|
|
30
|
+
PLTR: "equity", COIN: "equity", CRCL: "equity", CRWV: "equity", BABA: "equity", SNDK: "equity",
|
|
31
|
+
SMCI: "equity", SOFI: "equity", AMC: "equity", RGTI: "equity", QBTS: "equity", CLSK: "equity",
|
|
32
|
+
IREN: "equity", WULF: "equity", LUNR: "equity", ASTS: "equity", BE: "equity", USAR: "equity",
|
|
33
|
+
SPCX: "equity", SKHY: "equity",
|
|
34
|
+
// pre-IPO / private (explicit-only canonical → null unless mapped)
|
|
35
|
+
OPENAI: "preIpo", ANTHROPIC: "preIpo", SHEIN: "preIpo", ANSEM: "preIpo", AI: "preIpo",
|
|
36
|
+
};
|
|
37
|
+
/** true = `base` on `venue` is never matched across venues (native markets only — not HIP-3 dexes). */
|
|
38
|
+
export function isUnclassifiedTicker(venue, base) {
|
|
39
|
+
const up = base.toUpperCase();
|
|
40
|
+
if (venue === "lighter-rh")
|
|
41
|
+
return LIGHTER_RH_CLASS[up] === undefined;
|
|
42
|
+
return UNCLASSIFIED_TICKERS[venue]?.has(up) === true;
|
|
43
|
+
}
|
package/package.json
CHANGED
|
@@ -1,7 +1,7 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "perp-cli",
|
|
3
|
-
"version": "0.
|
|
4
|
-
"description": "Multi-DEX
|
|
3
|
+
"version": "0.16.0",
|
|
4
|
+
"description": "Multi-DEX perpetual futures CLI + MCP server for traders and AI agents — trade on Hyperliquid (incl. HIP-3), Pacifica, Lighter, Aster, Ondo, Arcus, QFEX and more; funding-rate arb, portfolio, bots, bridge. 31 MCP tools, agent skill, JSON output.",
|
|
5
5
|
"bin": {
|
|
6
6
|
"perp": "dist/index.js",
|
|
7
7
|
"perp-mcp": "dist/mcp-server.js",
|
|
@@ -47,6 +47,10 @@
|
|
|
47
47
|
"test": "vitest run --exclude '**/integration/**'",
|
|
48
48
|
"test:integration": "vitest run -c vitest.integration.config.ts",
|
|
49
49
|
"test:all": "vitest run",
|
|
50
|
+
"test:conformance": "vitest run src/__tests__/conformance",
|
|
51
|
+
"test:conformance:live": "PERP_LIVE=1 vitest run -c vitest.conformance.live.config.ts",
|
|
52
|
+
"conformance:record": "tsx scripts/conformance/record.ts",
|
|
53
|
+
"release-qa": "node scripts/release-qa/run.mjs",
|
|
50
54
|
"e2e": "tsx scripts/e2e/run.ts",
|
|
51
55
|
"e2e:typecheck": "tsc -p scripts/e2e/tsconfig.json",
|
|
52
56
|
"typecheck:test": "tsc -p tsconfig.test.json",
|
|
@@ -85,6 +89,15 @@
|
|
|
85
89
|
"ethereum"
|
|
86
90
|
],
|
|
87
91
|
"license": "MIT",
|
|
92
|
+
"author": "HypurrQuant",
|
|
93
|
+
"repository": {
|
|
94
|
+
"type": "git",
|
|
95
|
+
"url": "git+https://github.com/hypurrquant/perp-cli.git"
|
|
96
|
+
},
|
|
97
|
+
"homepage": "https://github.com/hypurrquant/perp-cli#readme",
|
|
98
|
+
"bugs": {
|
|
99
|
+
"url": "https://github.com/hypurrquant/perp-cli/issues"
|
|
100
|
+
},
|
|
88
101
|
"engines": {
|
|
89
102
|
"node": "^20.0.0 || ^22.0.0 || ^24.0.0"
|
|
90
103
|
},
|