perp-cli 0.3.3

package/dist/commands/arb-auto.d.ts

@@ -0,0 +1,54 @@
+import { Command } from "commander";
+import type { ExchangeAdapter } from "../exchanges/interface.js";
+interface FundingSnapshot {
+    symbol: string;
+    pacRate: number;
+    hlRate: number;
+    ltRate: number;
+    spread: number;
+    longExch: string;
+    shortExch: string;
+    markPrice: number;
+    pacMarkPrice: number;
+    hlMarkPrice: number;
+    ltMarkPrice: number;
+}
+/**
+ * Compute the estimated round-trip cost as a percentage of notional.
+ * Round-trip = 4 × taker fee + 2 × slippage (entry + exit for both legs).
+ */
+export declare function computeRoundTripCostPct(longExchange: string, shortExchange: string, slippagePct?: number): number;
+/**
+ * Compute net annualized spread after deducting round-trip costs amortized over hold period.
+ *
+ * Net = grossAnnualPct - (roundTripCostPct / holdDays * 365) - (bridgeCostPct annualized)
+ *
+ * @param grossAnnualPct - Gross annual spread in %
+ * @param holdDays - Expected holding period in days for cost amortization
+ * @param roundTripCostPct - Total round-trip cost as % of notional
+ * @param bridgeCostUsd - One-way bridge cost in USD (doubled for round-trip)
+ * @param positionSizeUsd - Position size per leg in USD (for bridge cost %)
+ */
+export declare function computeNetSpread(grossAnnualPct: number, holdDays: number, roundTripCostPct: number, bridgeCostUsd?: number, positionSizeUsd?: number): number;
+/**
+ * Get the next settlement time for an exchange.
+ * @returns Date of next settlement
+ */
+export declare function getNextSettlement(exchange: string, now?: Date): Date;
+/**
+ * Check if we are within N minutes before a settlement event on either exchange.
+ * If so, we should avoid entering positions (rates may change).
+ */
+export declare function isNearSettlement(longExchange: string, shortExchange: string, bufferMinutes?: number, now?: Date): {
+    blocked: boolean;
+    exchange?: string;
+    minutesUntil?: number;
+};
+/**
+ * Detect if the funding spread has reversed direction for an open position.
+ * A reversal means the long exchange now has a HIGHER hourly rate than the short exchange,
+ * meaning we're now paying on both sides instead of collecting.
+ */
+export declare function isSpreadReversed(longExchange: string, shortExchange: string, snapshot: FundingSnapshot): boolean;
+export declare function registerArbAutoCommands(program: Command, getAdapterForExchange: (exchange: string) => Promise<ExchangeAdapter>, isJson: () => boolean, getHLAdapterForDex?: (dex: string) => Promise<import("../exchanges/hyperliquid.js").HyperliquidAdapter>): void;
+export {};