perp-cli 0.3.3

package/dist/liquidity.js

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+/**
+ * Walk through orderbook levels and compute how much can be filled
+ * within the given slippage tolerance.
+ *
+ * @param levels - [[price, size], ...] from getOrderbook (asks for buy, bids for sell)
+ * @param maxSlippagePct - max acceptable slippage from best price (default 0.5%)
+ * @param requestedSizeUsd - desired position size in USD
+ */
+export function computeExecutableSize(levels, requestedSizeUsd, maxSlippagePct = 0.5) {
+    if (levels.length === 0) {
+        return { maxSize: 0, avgFillPrice: 0, slippagePct: 0, depthUsd: 0, canFillFull: false, recommendedSize: 0 };
+    }
+    const bestPrice = Number(levels[0][0]);
+    const slippageLimit = bestPrice * (1 + maxSlippagePct / 100);
+    let filledSize = 0;
+    let filledNotional = 0;
+    let totalDepthUsd = 0;
+    for (const [priceStr, sizeStr] of levels) {
+        const price = Number(priceStr);
+        const size = Number(sizeStr);
+        const levelUsd = price * size;
+        totalDepthUsd += levelUsd;
+        // Stop walking if we exceed slippage tolerance
+        if (price > slippageLimit && filledSize > 0)
+            break;
+        const remainingUsd = requestedSizeUsd - filledNotional;
+        if (remainingUsd <= 0)
+            break;
+        if (levelUsd <= remainingUsd) {
+            // Take whole level
+            filledSize += size;
+            filledNotional += levelUsd;
+        }
+        else {
+            // Partial fill on this level
+            const partialSize = remainingUsd / price;
+            filledSize += partialSize;
+            filledNotional += remainingUsd;
+        }
+    }
+    const avgFillPrice = filledSize > 0 ? filledNotional / filledSize : bestPrice;
+    const slippagePct = bestPrice > 0 ? ((avgFillPrice - bestPrice) / bestPrice) * 100 : 0;
+    const canFillFull = filledNotional >= requestedSizeUsd * 0.95; // 95% fill = close enough
+    return {
+        maxSize: filledSize,
+        avgFillPrice,
+        slippagePct: Math.abs(slippagePct),
+        depthUsd: totalDepthUsd,
+        canFillFull,
+        recommendedSize: filledSize,
+    };
+}
+/**
+ * Check liquidity on both sides for an arb entry.
+ * Returns adjusted size or 0 if not viable.
+ */
+export async function checkArbLiquidity(longAdapter, shortAdapter, symbol, sizeUsd, maxSlippagePct = 0.5, log) {
+    try {
+        const [longOB, shortOB] = await Promise.all([
+            longAdapter.getOrderbook(symbol),
+            shortAdapter.getOrderbook(symbol),
+        ]);
+        // For long entry we consume asks, for short entry we consume bids
+        const longCheck = computeExecutableSize(longOB.asks, sizeUsd, maxSlippagePct);
+        const shortCheck = computeExecutableSize(shortOB.bids, sizeUsd, maxSlippagePct);
+        // Cross-exchange price gap check
+        if (longOB.asks.length > 0 && shortOB.bids.length > 0) {
+            const bestAsk = Number(longOB.asks[0][0]);
+            const bestBid = Number(shortOB.bids[0][0]);
+            const gapPct = Math.abs(bestAsk - bestBid) / Math.min(bestAsk, bestBid) * 100;
+            if (gapPct > 2) {
+                log?.(`[LIQ] ${symbol}: cross-exchange price gap ${gapPct.toFixed(2)}% too wide`);
+                return { viable: false, adjustedSizeUsd: 0, longSlippage: longCheck.slippagePct, shortSlippage: shortCheck.slippagePct };
+            }
+        }
+        // Use whichever side has less available liquidity
+        const executableUsd = Math.min(longCheck.maxSize * longCheck.avgFillPrice, shortCheck.maxSize * shortCheck.avgFillPrice);
+        // Minimum viable: at least 20% of requested size
+        const minViable = sizeUsd * 0.2;
+        if (executableUsd < minViable) {
+            log?.(`[LIQ] ${symbol}: only $${executableUsd.toFixed(0)} executable (need min $${minViable.toFixed(0)}) — asks $${longCheck.depthUsd.toFixed(0)} on ${longAdapter.name}, bids $${shortCheck.depthUsd.toFixed(0)} on ${shortAdapter.name}`);
+            return { viable: false, adjustedSizeUsd: 0, longSlippage: longCheck.slippagePct, shortSlippage: shortCheck.slippagePct };
+        }
+        // Cap to what's available
+        const adjustedSizeUsd = Math.min(sizeUsd, executableUsd);
+        if (adjustedSizeUsd < sizeUsd) {
+            log?.(`[LIQ] ${symbol}: size reduced $${sizeUsd} → $${adjustedSizeUsd.toFixed(0)} (limited by orderbook depth)`);
+        }
+        return {
+            viable: true,
+            adjustedSizeUsd,
+            longSlippage: longCheck.slippagePct,
+            shortSlippage: shortCheck.slippagePct,
+        };
+    }
+    catch {
+        log?.(`[LIQ] ${symbol}: orderbook fetch failed, skipping`);
+        return { viable: false, adjustedSizeUsd: 0, longSlippage: 0, shortSlippage: 0 };
+    }
+}

package/dist/mcp-server.d.ts

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+#!/usr/bin/env node
+/**
+ * MCP (Model Context Protocol) server for perp-cli.
+ *
+ * Read-only advisor mode: provides market data, account info, and CLI command suggestions.
+ * Does NOT execute trades directly — instead suggests CLI commands for the user to run.
+ * Adapters are created lazily from environment variables.
+ */
+import "dotenv/config";