perp-cli 0.15.0 → 0.16.0

package/dist/commands/backtest.js

@@ -1,5 +1,6 @@
 import { printJson, jsonOk, jsonError, makeTable, formatUsd } from "../utils.js";
 import { getHistoricalRates } from "../funding-history.js";
+import { HyperliquidAdapter, hlEarliestCandleStart } from "../exchanges/hyperliquid.js";
 import chalk from "chalk";
 export function registerBacktestCommands(program, isJson) {
     const backtest = program.command("backtest").description("Backtest trading strategies on historical data");
@@ -32,10 +33,13 @@ export function registerBacktestCommands(program, isJson) {
         const ratesA = getHistoricalRates(sym, exchA, startTime, endTime);
         const ratesB = getHistoricalRates(sym, exchB, startTime, endTime);
         if (ratesA.length === 0 && ratesB.length === 0) {
+            // The funding history is written by `arb scan --rates` (saveFundingSnapshot; verified venues
+            // only). There is no `perp funding snapshot` command (0.15.0 named one).
+            const collect = `perp arb scan --rates --symbol ${sym}`;
             if (isJson())
-                return printJson(jsonError("NO_DATA", `No historical funding data for ${sym}. Run 'perp funding snapshot' first to collect data.`));
+                return printJson(jsonError("NO_DATA", `No historical funding data for ${sym}. Run '${collect}' periodically to collect data first.`));
             console.log(chalk.yellow(`\n  No historical funding data for ${sym} on ${exchA}/${exchB}.`));
-            console.log(chalk.yellow(`  Run 'perp funding snapshot' periodically to collect data first.\n`));
+            console.log(chalk.yellow(`  Run '${collect}' periodically to collect data first.\n`));
             return;
         }
         // Build time-aligned rate pairs
@@ -180,31 +184,25 @@ export function registerBacktestCommands(program, isJson) {
             console.error(chalk.red("Error: Need at least 2 grid lines"));
             process.exit(1);
         }
+        // Hyperliquid serves only the most recent 5000 candles per interval (docs "Candle snapshot");
+        // with 1h candles a --days above ~208 cannot be read. The start is clamped to the available
+        // window (one hour inside it) and the result says so — never presented as the full period.
+        const DAY_MS = 24 * 60 * 60 * 1000;
         const endTime = Date.now();
-        const startTime = endTime - days * 24 * 60 * 60 * 1000;
-        // Fetch historical klines from Hyperliquid
+        const requestedStart = endTime - days * DAY_MS;
+        const earliest = hlEarliestCandleStart("1h", endTime) + 60 * 60 * 1000;
+        const truncated = requestedStart < earliest;
+        const startTime = truncated ? earliest : requestedStart;
+        const dataFrom = startTime;
+        const coveredDays = (endTime - startTime) / DAY_MS;
+        // Fetch historical klines from Hyperliquid (adapter: symbol resolution, interval / window checks)
         if (!isJson()) {
             console.log(chalk.gray(`\n  Fetching ${days}d of 1h klines for ${sym}...`));
         }
         let klines;
         try {
-            const resp = await fetch("https://api.hyperliquid.xyz/info", {
-                method: "POST",
-                headers: { "Content-Type": "application/json" },
-                body: JSON.stringify({
-                    type: "candleSnapshot",
-                    req: {
-                        coin: sym,
-                        interval: "1h",
-                        startTime,
-                        endTime,
-                    },
-                }),
-            });
-            if (!resp.ok)
-                throw new Error(`HTTP ${resp.status}`);
-            const data = await resp.json();
-            klines = data.map(k => ({ t: k.t, o: k.o, h: k.h, l: k.l, c: k.c }));
+            const rows = await new HyperliquidAdapter(undefined, false).getKlines(sym, "1h", startTime, endTime);
+            klines = rows.map(k => ({ t: k.time, o: k.open, h: k.high, l: k.low, c: k.close }));
         }
         catch (err) {
             const msg = err instanceof Error ? err.message : String(err);
@@ -291,6 +289,8 @@ export function registerBacktestCommands(program, isJson) {
             symbol: sym,
             period: `${days} days`,
             klines: klines.length,
+            dataFrom: new Date(dataFrom).toISOString(),
+            truncated,
             priceRange,
             gridRange: `$${formatUsd(String(lowerPrice))} - $${formatUsd(String(upperPrice))}`,
             grids,
@@ -307,6 +307,8 @@ export function registerBacktestCommands(program, isJson) {
             return printJson(jsonOk(summary));
         console.log(chalk.cyan.bold(`\n  Grid Backtest — ${sym}\n`));
         console.log(`  Period:         ${days} days (${klines.length} candles)`);
+        if (truncated)
+            console.log(chalk.yellow(`  Truncated:      Hyperliquid serves only the most recent 5000 1h candles — start clamped to ${new Date(dataFrom).toISOString()} (${coveredDays.toFixed(1)} of ${days} days)`));
         console.log(`  Price range:    ${priceRange}`);
         console.log(`  Grid range:     $${formatUsd(String(lowerPrice))} - $${formatUsd(String(upperPrice))}`);
         console.log(`  Grid lines:     ${grids} (step: $${step.toFixed(2)})`);

package/dist/commands/market.d.ts

@@ -1,6 +1,54 @@
 import { Command } from "commander";
 import type { ExchangeAdapter } from "../exchanges/index.js";
 import "../exchanges/venues/index.js";
+/**
+ * Venues of the multi-venue `market list|prices` (no -e): every venue with the marketData role
+ * and a (public) adapter — market-data-only venues (TxFlow, Variational, GRVT, Extended) included.
+ * They were left out in 0.15.0 because the list was the account-role venues.
+ */
+export declare const MARKET_DATA_VENUES: import("../exchanges/venue-types.js").VenueId[];
+/**
+ * `--limit` / `-l` / `--depth`: a positive integer, the same rule on every venue (parseInt took
+ * "abc" as NaN and "-5" as a negative slice). Anything else → INVALID_PARAMS before any request.
+ */
+export declare function parsePositiveIntArg(raw: string, flag: string): number;
+/**
+ * Most order-book levels per side each venue serves (measured live 2026-10-19; the request size
+ * where the venue takes one): one rule for every venue — `--depth` above it is INVALID_PARAMS
+ * naming the max, never clamped or silently short. Absent = the full book (Extended).
+ */
+export declare const BOOK_DEPTH_MAX: Readonly<Record<string, number>>;
+export declare function assertBookDepth(venue: string, depth: number): void;
+/**
+ * `--start` / `--end`: unix ms (digits) or an ISO-8601 date / time (`Date.parse`; "2026-10-18" is
+ * UTC midnight). parseInt("2026-10-18") read 2026 ms. Non-finite → INVALID_PARAMS.
+ */
+export declare function parseTimeArg(raw: string, flag: string): number;
+/**
+ * Bare market symbol of a CLI argument as `market info` matches it against getMarkets() rows:
+ * "btc-perp" → "BTC", Extended "BTC-USD" / "TSLA_24_5-USD" → "BTC" / "TSLA", TxFlow "BTC-USDC" → "BTC"
+ * (book / funding resolve these through the venue; info read the raw argument and missed them).
+ * HIP-3 "xyz:XYZ100" keeps its prefix.
+ */
+export declare function bareSymbolOf(arg: string): string;
+/**
+ * History order, one rule for every venue: trades and funding history newest first, candles
+ * oldest first (Aster / QFEX answered funding oldest first, GRVT trades oldest first). A stable
+ * copy — the adapter's array (and its non-enumerable tape metadata) is left as is.
+ */
+export declare function newestFirst<T extends {
+    time: number;
+}>(rows: readonly T[]): T[];
+export declare function notTradableReason(m: {
+    tradable?: boolean;
+    status?: string | null;
+}): string | null;
 export declare function registerMarketCommands(program: Command, getAdapter: () => Promise<ExchangeAdapter>, isJson: () => boolean, getAdapterForExchange?: (exchange: string) => Promise<ExchangeAdapter>, 
 /** Credentialed adapter of the selected venue — for market data the venue serves only to an authenticated account. */
 getAccountAdapter?: () => Promise<ExchangeAdapter>): void;
+/**
+ * Why a listed market is not tradable, from the row's `status` when the venue states it (QFEX
+ * "nonUsdQuote", Ondo "closed" / "reduceOnly"); the generic off-hours text only when it does not.
+ * null = tradable or no tradability flag.
+ */
+export declare function notTradableNote(m: object): string | null;