perp-cli 0.4.0 → 0.4.8
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.md +2 -0
- package/dist/arb/sizing.d.ts +12 -1
- package/dist/arb/sizing.js +38 -5
- package/dist/arb/state.d.ts +6 -0
- package/dist/arb/utils.d.ts +2 -0
- package/dist/arb/utils.js +1 -1
- package/dist/cli-spec.d.ts +0 -4
- package/dist/cli-spec.js +8 -1
- package/dist/commands/agent.js +12 -9
- package/dist/commands/arb/index.js +18 -3
- package/dist/commands/arb-auto.js +885 -67
- package/dist/commands/dex.js +7 -1
- package/dist/commands/funding.d.ts +2 -1
- package/dist/commands/funding.js +211 -4
- package/dist/commands/manage.js +1 -1
- package/dist/commands/market.js +1 -1
- package/dist/commands/multileg.d.ts +16 -0
- package/dist/commands/multileg.js +174 -0
- package/dist/commands/pnl.d.ts +12 -0
- package/dist/commands/pnl.js +243 -0
- package/dist/commands/settings.d.ts +2 -1
- package/dist/commands/settings.js +133 -2
- package/dist/commands/stream.js +132 -55
- package/dist/commands/trade.js +118 -43
- package/dist/commands/wallet.js +1 -1
- package/dist/config.d.ts +5 -0
- package/dist/config.js +12 -0
- package/dist/constants.d.ts +14 -0
- package/dist/constants.js +40 -0
- package/dist/dashboard/ws-feeds.js +1 -1
- package/dist/equity-tracker.d.ts +57 -0
- package/dist/equity-tracker.js +209 -0
- package/dist/exchanges/hyperliquid-spot.d.ts +68 -0
- package/dist/exchanges/hyperliquid-spot.js +317 -0
- package/dist/exchanges/hyperliquid.d.ts +26 -5
- package/dist/exchanges/hyperliquid.js +181 -92
- package/dist/exchanges/interface.d.ts +1 -1
- package/dist/exchanges/lighter-spot.d.ts +55 -0
- package/dist/exchanges/lighter-spot.js +417 -0
- package/dist/exchanges/lighter.d.ts +10 -2
- package/dist/exchanges/lighter.js +132 -37
- package/dist/exchanges/pacifica.d.ts +11 -4
- package/dist/exchanges/pacifica.js +52 -37
- package/dist/exchanges/spot-interface.d.ts +45 -0
- package/dist/exchanges/spot-interface.js +22 -0
- package/dist/execution-log.d.ts +2 -2
- package/dist/funding/rates.d.ts +36 -0
- package/dist/funding/rates.js +146 -0
- package/dist/index.js +148 -99
- package/dist/liquidity.d.ts +12 -0
- package/dist/liquidity.js +43 -0
- package/dist/settings.d.ts +6 -0
- package/dist/settings.js +18 -2
- package/dist/signer/evm-local.d.ts +12 -0
- package/dist/signer/evm-local.js +19 -0
- package/dist/signer/index.d.ts +3 -0
- package/dist/signer/index.js +2 -0
- package/dist/signer/interface.d.ts +31 -0
- package/dist/signer/interface.js +7 -0
- package/dist/signer/solana-local.d.ts +13 -0
- package/dist/signer/solana-local.js +19 -0
- package/dist/smart-order.d.ts +44 -0
- package/dist/smart-order.js +145 -0
- package/dist/trade-validator.js +2 -1
- package/dist/utils.js +7 -1
- package/dist/ws/market-feed.d.ts +74 -0
- package/dist/ws/market-feed.js +227 -0
- package/package.json +1 -1
- package/skills/perp-cli/SKILL.md +102 -4
- package/skills/perp-cli/references/commands.md +16 -1
- package/skills/perp-cli/references/strategies.md +1 -1
- package/skills/perp-cli/scripts/arb-monitor.sh +74 -0
- package/skills/perp-cli/scripts/funding-analysis.sh +85 -0
- package/skills/perp-cli/scripts/preflight.sh +98 -0
- package/skills/perp-cli/scripts/spot-perp-scan.sh +83 -0
- package/skills/perp-cli/scripts/validate-arb.sh +112 -0
- package/skills/perp-cli/templates/arb-scan.sh +0 -15
- package/skills/perp-cli/templates/open-position.sh +0 -38
- package/skills/perp-cli/templates/wallet-setup.sh +0 -17
|
@@ -0,0 +1,243 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* PnL Tracker CLI commands.
|
|
3
|
+
*
|
|
4
|
+
* perp pnl snapshot — take one-time equity snapshots across exchanges
|
|
5
|
+
* perp pnl track — continuous equity tracking (foreground)
|
|
6
|
+
* perp pnl daily — daily PnL breakdown table
|
|
7
|
+
* perp pnl weekly — weekly PnL breakdown table
|
|
8
|
+
* perp pnl summary — performance summary (Sharpe, drawdown, win rate)
|
|
9
|
+
*/
|
|
10
|
+
import chalk from "chalk";
|
|
11
|
+
import { printJson, jsonOk, jsonError, makeTable, formatUsd, formatPnl, withJsonErrors } from "../utils.js";
|
|
12
|
+
import { saveEquitySnapshot, readEquityHistory, computePnlMetrics, computeDailyPnl, aggregateWeekly, } from "../equity-tracker.js";
|
|
13
|
+
const EXCHANGES = ["pacifica", "hyperliquid", "lighter"];
|
|
14
|
+
function parseSince(since) {
|
|
15
|
+
if (!since)
|
|
16
|
+
return undefined;
|
|
17
|
+
const match = since.match(/^(\d+)(h|d|w)$/);
|
|
18
|
+
if (match) {
|
|
19
|
+
const [, num, unit] = match;
|
|
20
|
+
const ms = { h: 3600000, d: 86400000, w: 604800000 }[unit] ?? 86400000;
|
|
21
|
+
return new Date(Date.now() - parseInt(num) * ms);
|
|
22
|
+
}
|
|
23
|
+
return new Date(since);
|
|
24
|
+
}
|
|
25
|
+
/** Take equity snapshot for given adapters. */
|
|
26
|
+
async function takeSnapshot(getAdapterForExchange, exchanges) {
|
|
27
|
+
const ts = new Date().toISOString();
|
|
28
|
+
const snaps = [];
|
|
29
|
+
const results = await Promise.allSettled(exchanges.map(async (ex) => {
|
|
30
|
+
const adapter = await getAdapterForExchange(ex);
|
|
31
|
+
const [balance, positions] = await Promise.all([
|
|
32
|
+
adapter.getBalance(),
|
|
33
|
+
adapter.getPositions(),
|
|
34
|
+
]);
|
|
35
|
+
const snap = {
|
|
36
|
+
ts,
|
|
37
|
+
exchange: ex,
|
|
38
|
+
equity: Number(balance.equity),
|
|
39
|
+
available: Number(balance.available),
|
|
40
|
+
marginUsed: Number(balance.marginUsed),
|
|
41
|
+
unrealizedPnl: Number(balance.unrealizedPnl),
|
|
42
|
+
positionCount: positions.filter(p => Number(p.size) > 0).length,
|
|
43
|
+
};
|
|
44
|
+
saveEquitySnapshot(snap);
|
|
45
|
+
return snap;
|
|
46
|
+
}));
|
|
47
|
+
for (const r of results) {
|
|
48
|
+
if (r.status === "fulfilled")
|
|
49
|
+
snaps.push(r.value);
|
|
50
|
+
}
|
|
51
|
+
return snaps;
|
|
52
|
+
}
|
|
53
|
+
export function registerPnlCommands(program, getAdapterForExchange, isJson) {
|
|
54
|
+
const pnl = program.command("pnl").description("PnL tracker — equity tracking & performance metrics");
|
|
55
|
+
// ── pnl snapshot ──
|
|
56
|
+
pnl
|
|
57
|
+
.command("snapshot")
|
|
58
|
+
.description("Take equity snapshot across all exchanges")
|
|
59
|
+
.option("--exchanges <list>", "Comma-separated exchange list", EXCHANGES.join(","))
|
|
60
|
+
.action(async (opts) => {
|
|
61
|
+
await withJsonErrors(isJson(), async () => {
|
|
62
|
+
const exchanges = opts.exchanges.split(",").map(e => e.trim());
|
|
63
|
+
const snaps = await takeSnapshot(getAdapterForExchange, exchanges);
|
|
64
|
+
if (isJson()) {
|
|
65
|
+
printJson(jsonOk({ snapshots: snaps }));
|
|
66
|
+
}
|
|
67
|
+
else {
|
|
68
|
+
const total = snaps.reduce((s, sn) => s + sn.equity, 0);
|
|
69
|
+
console.log(chalk.cyan.bold("Equity Snapshot\n"));
|
|
70
|
+
for (const s of snaps) {
|
|
71
|
+
console.log(` ${s.exchange.padEnd(14)} $${formatUsd(s.equity)} ` +
|
|
72
|
+
`avail $${formatUsd(s.available)} ` +
|
|
73
|
+
`uPnL ${formatPnl(s.unrealizedPnl)} ` +
|
|
74
|
+
`pos: ${s.positionCount}`);
|
|
75
|
+
}
|
|
76
|
+
console.log(`\n ${"Total".padEnd(14)} $${formatUsd(total)}`);
|
|
77
|
+
console.log(chalk.gray(`\n Saved at ${snaps[0]?.ts ?? "—"}`));
|
|
78
|
+
}
|
|
79
|
+
});
|
|
80
|
+
});
|
|
81
|
+
// ── pnl track ──
|
|
82
|
+
pnl
|
|
83
|
+
.command("track")
|
|
84
|
+
.description("Continuously track equity (foreground)")
|
|
85
|
+
.option("--interval <sec>", "Snapshot interval in seconds", "300")
|
|
86
|
+
.option("--exchanges <list>", "Comma-separated exchange list", EXCHANGES.join(","))
|
|
87
|
+
.action(async (opts) => {
|
|
88
|
+
const intervalMs = parseInt(opts.interval) * 1000;
|
|
89
|
+
const exchanges = opts.exchanges.split(",").map(e => e.trim());
|
|
90
|
+
console.log(chalk.cyan(`PnL tracker started — snapshot every ${opts.interval}s for [${exchanges.join(", ")}]`));
|
|
91
|
+
console.log(chalk.gray("Press Ctrl+C to stop\n"));
|
|
92
|
+
const controller = new AbortController();
|
|
93
|
+
process.on("SIGINT", () => controller.abort());
|
|
94
|
+
// Initial snapshot
|
|
95
|
+
const snaps = await takeSnapshot(getAdapterForExchange, exchanges);
|
|
96
|
+
const total = snaps.reduce((s, sn) => s + sn.equity, 0);
|
|
97
|
+
console.log(`${chalk.gray(new Date().toLocaleTimeString())} Total equity: $${formatUsd(total)}`);
|
|
98
|
+
while (!controller.signal.aborted) {
|
|
99
|
+
await new Promise((resolve) => {
|
|
100
|
+
const timer = setTimeout(resolve, intervalMs);
|
|
101
|
+
controller.signal.addEventListener("abort", () => { clearTimeout(timer); resolve(); }, { once: true });
|
|
102
|
+
});
|
|
103
|
+
if (controller.signal.aborted)
|
|
104
|
+
break;
|
|
105
|
+
try {
|
|
106
|
+
const s = await takeSnapshot(getAdapterForExchange, exchanges);
|
|
107
|
+
const t = s.reduce((sum, sn) => sum + sn.equity, 0);
|
|
108
|
+
const delta = t - total;
|
|
109
|
+
console.log(`${chalk.gray(new Date().toLocaleTimeString())} ` +
|
|
110
|
+
`Total: $${formatUsd(t)} ${formatPnl(delta)}`);
|
|
111
|
+
}
|
|
112
|
+
catch (err) {
|
|
113
|
+
console.error(chalk.red(`Snapshot error: ${err instanceof Error ? err.message : err}`));
|
|
114
|
+
}
|
|
115
|
+
}
|
|
116
|
+
});
|
|
117
|
+
// ── pnl daily ──
|
|
118
|
+
pnl
|
|
119
|
+
.command("daily")
|
|
120
|
+
.description("Daily PnL breakdown")
|
|
121
|
+
.option("--exchange <name>", "Single exchange filter")
|
|
122
|
+
.option("--days <n>", "Number of days to show", "14")
|
|
123
|
+
.option("--since <period>", "Time range (e.g. 7d, 2w, 30d)")
|
|
124
|
+
.action(async (opts) => {
|
|
125
|
+
await withJsonErrors(isJson(), async () => {
|
|
126
|
+
const since = parseSince(opts.since) ?? new Date(Date.now() - parseInt(opts.days) * 86400000);
|
|
127
|
+
const snapshots = readEquityHistory({ exchange: opts.exchange, since });
|
|
128
|
+
if (snapshots.length === 0) {
|
|
129
|
+
if (isJson()) {
|
|
130
|
+
printJson(jsonError("NO_DATA", "No equity snapshots found. Run 'perp pnl snapshot' or 'perp pnl track' first."));
|
|
131
|
+
}
|
|
132
|
+
else {
|
|
133
|
+
console.log(chalk.yellow("No equity snapshots found. Run 'perp pnl snapshot' or 'perp pnl track' first."));
|
|
134
|
+
}
|
|
135
|
+
return;
|
|
136
|
+
}
|
|
137
|
+
const daily = computeDailyPnl(snapshots, opts.exchange);
|
|
138
|
+
if (isJson()) {
|
|
139
|
+
printJson(jsonOk({ daily }));
|
|
140
|
+
}
|
|
141
|
+
else {
|
|
142
|
+
console.log(chalk.cyan.bold(`Daily PnL${opts.exchange ? ` (${opts.exchange})` : ""}\n`));
|
|
143
|
+
const head = ["Date", "Start", "End", "PnL", "PnL %"];
|
|
144
|
+
const rows = daily.map(d => [
|
|
145
|
+
d.date,
|
|
146
|
+
`$${formatUsd(d.startEquity)}`,
|
|
147
|
+
`$${formatUsd(d.endEquity)}`,
|
|
148
|
+
formatPnl(d.pnl),
|
|
149
|
+
`${d.pnlPct >= 0 ? "+" : ""}${d.pnlPct.toFixed(2)}%`,
|
|
150
|
+
]);
|
|
151
|
+
console.log(makeTable(head, rows));
|
|
152
|
+
}
|
|
153
|
+
});
|
|
154
|
+
});
|
|
155
|
+
// ── pnl weekly ──
|
|
156
|
+
pnl
|
|
157
|
+
.command("weekly")
|
|
158
|
+
.description("Weekly PnL breakdown")
|
|
159
|
+
.option("--exchange <name>", "Single exchange filter")
|
|
160
|
+
.option("--weeks <n>", "Number of weeks to show", "8")
|
|
161
|
+
.option("--since <period>", "Time range (e.g. 4w, 8w)")
|
|
162
|
+
.action(async (opts) => {
|
|
163
|
+
await withJsonErrors(isJson(), async () => {
|
|
164
|
+
const since = parseSince(opts.since) ?? new Date(Date.now() - parseInt(opts.weeks) * 7 * 86400000);
|
|
165
|
+
const snapshots = readEquityHistory({ exchange: opts.exchange, since });
|
|
166
|
+
if (snapshots.length === 0) {
|
|
167
|
+
if (isJson()) {
|
|
168
|
+
printJson(jsonError("NO_DATA", "No equity snapshots found."));
|
|
169
|
+
}
|
|
170
|
+
else {
|
|
171
|
+
console.log(chalk.yellow("No equity snapshots found. Run 'perp pnl snapshot' or 'perp pnl track' first."));
|
|
172
|
+
}
|
|
173
|
+
return;
|
|
174
|
+
}
|
|
175
|
+
const daily = computeDailyPnl(snapshots, opts.exchange);
|
|
176
|
+
const weekly = aggregateWeekly(daily);
|
|
177
|
+
if (isJson()) {
|
|
178
|
+
printJson(jsonOk({ weekly }));
|
|
179
|
+
}
|
|
180
|
+
else {
|
|
181
|
+
console.log(chalk.cyan.bold(`Weekly PnL${opts.exchange ? ` (${opts.exchange})` : ""}\n`));
|
|
182
|
+
const head = ["Week", "Start", "End", "PnL", "PnL %"];
|
|
183
|
+
const rows = weekly.map(w => [
|
|
184
|
+
w.date,
|
|
185
|
+
`$${formatUsd(w.startEquity)}`,
|
|
186
|
+
`$${formatUsd(w.endEquity)}`,
|
|
187
|
+
formatPnl(w.pnl),
|
|
188
|
+
`${w.pnlPct >= 0 ? "+" : ""}${w.pnlPct.toFixed(2)}%`,
|
|
189
|
+
]);
|
|
190
|
+
console.log(makeTable(head, rows));
|
|
191
|
+
}
|
|
192
|
+
});
|
|
193
|
+
});
|
|
194
|
+
// ── pnl summary ──
|
|
195
|
+
pnl
|
|
196
|
+
.command("summary")
|
|
197
|
+
.description("Performance summary — Sharpe, drawdown, win rate")
|
|
198
|
+
.option("--exchange <name>", "Single exchange filter")
|
|
199
|
+
.option("--since <period>", "Time range (e.g. 7d, 30d, 12w)")
|
|
200
|
+
.action(async (opts) => {
|
|
201
|
+
await withJsonErrors(isJson(), async () => {
|
|
202
|
+
const since = parseSince(opts.since);
|
|
203
|
+
const snapshots = readEquityHistory({ exchange: opts.exchange, since });
|
|
204
|
+
if (snapshots.length === 0) {
|
|
205
|
+
if (isJson()) {
|
|
206
|
+
printJson(jsonError("NO_DATA", "No equity snapshots found."));
|
|
207
|
+
}
|
|
208
|
+
else {
|
|
209
|
+
console.log(chalk.yellow("No equity snapshots found. Run 'perp pnl snapshot' or 'perp pnl track' first."));
|
|
210
|
+
}
|
|
211
|
+
return;
|
|
212
|
+
}
|
|
213
|
+
const metrics = computePnlMetrics(snapshots, opts.exchange);
|
|
214
|
+
if (isJson()) {
|
|
215
|
+
printJson(jsonOk({
|
|
216
|
+
...metrics,
|
|
217
|
+
dailyReturns: undefined, // omit large array from JSON
|
|
218
|
+
dailyCount: metrics.dailyReturns.length,
|
|
219
|
+
}));
|
|
220
|
+
}
|
|
221
|
+
else {
|
|
222
|
+
console.log(chalk.cyan.bold(`Performance Summary${opts.exchange ? ` (${opts.exchange})` : ""}\n`));
|
|
223
|
+
console.log(` Period: ${metrics.period.from} → ${metrics.period.to} (${metrics.period.days} days)`);
|
|
224
|
+
console.log(` Total Return: ${formatPnl(metrics.totalReturn)} (${metrics.totalReturnPct >= 0 ? "+" : ""}${metrics.totalReturnPct.toFixed(2)}%)`);
|
|
225
|
+
console.log(` Peak Equity: $${formatUsd(metrics.peakEquity)}`);
|
|
226
|
+
console.log(` Avg Daily PnL: ${formatPnl(metrics.avgDailyPnl)}`);
|
|
227
|
+
console.log();
|
|
228
|
+
console.log(` Sharpe Ratio: ${metrics.sharpeRatio >= 0 ? chalk.green(metrics.sharpeRatio.toFixed(2)) : chalk.red(metrics.sharpeRatio.toFixed(2))}`);
|
|
229
|
+
console.log(` Max Drawdown: ${chalk.red(`$${formatUsd(metrics.maxDrawdown)}`)} (${chalk.red(`-${metrics.maxDrawdownPct.toFixed(2)}%`)})`);
|
|
230
|
+
console.log(` Current DD: $${formatUsd(metrics.currentDrawdown)} (-${metrics.currentDrawdownPct.toFixed(2)}%)`);
|
|
231
|
+
console.log();
|
|
232
|
+
console.log(` Win Days: ${chalk.green(String(metrics.winDays))} / ${metrics.winDays + metrics.lossDays}`);
|
|
233
|
+
console.log(` Win Rate: ${metrics.winRate.toFixed(1)}%`);
|
|
234
|
+
if (metrics.bestDay) {
|
|
235
|
+
console.log(` Best Day: ${metrics.bestDay.date} ${formatPnl(metrics.bestDay.pnl)}`);
|
|
236
|
+
}
|
|
237
|
+
if (metrics.worstDay) {
|
|
238
|
+
console.log(` Worst Day: ${metrics.worstDay.date} ${formatPnl(metrics.worstDay.pnl)}`);
|
|
239
|
+
}
|
|
240
|
+
}
|
|
241
|
+
});
|
|
242
|
+
});
|
|
243
|
+
}
|
|
@@ -1,2 +1,3 @@
|
|
|
1
1
|
import { Command } from "commander";
|
|
2
|
-
|
|
2
|
+
import type { ExchangeAdapter } from "../exchanges/interface.js";
|
|
3
|
+
export declare function registerSettingsCommands(program: Command, isJson: () => boolean, getAdapterForExchange?: (exchange: string) => Promise<ExchangeAdapter>): void;
|
|
@@ -1,8 +1,8 @@
|
|
|
1
1
|
import chalk from "chalk";
|
|
2
2
|
import { printJson, jsonOk, withJsonErrors } from "../utils.js";
|
|
3
3
|
import { loadSettings, saveSettings } from "../settings.js";
|
|
4
|
-
export function registerSettingsCommands(program, isJson) {
|
|
5
|
-
const settings = program.command("settings").description("CLI settings (referrals, defaults)");
|
|
4
|
+
export function registerSettingsCommands(program, isJson, getAdapterForExchange) {
|
|
5
|
+
const settings = program.command("settings").description("CLI settings (referrals, defaults, fees)");
|
|
6
6
|
// ── settings show ──
|
|
7
7
|
settings
|
|
8
8
|
.command("show")
|
|
@@ -19,6 +19,12 @@ export function registerSettingsCommands(program, isJson) {
|
|
|
19
19
|
console.log(` Pacifica: ${s.referralCodes.pacifica || chalk.gray("(none)")}`);
|
|
20
20
|
console.log(` Hyperliquid: ${s.referralCodes.hyperliquid || chalk.gray("(none)")}`);
|
|
21
21
|
console.log(` Lighter: ${s.referralCodes.lighter || chalk.gray("(none)")}`);
|
|
22
|
+
console.log(chalk.white.bold("\n Fee Tiers:"));
|
|
23
|
+
for (const [ex, fee] of Object.entries(s.fees)) {
|
|
24
|
+
const tPct = (fee.taker * 100).toFixed(4);
|
|
25
|
+
const mPct = (fee.maker * 100).toFixed(4);
|
|
26
|
+
console.log(` ${ex.padEnd(14)} taker: ${tPct}% maker: ${mPct}%`);
|
|
27
|
+
}
|
|
22
28
|
console.log(chalk.gray(`\n Config: ~/.perp/settings.json\n`));
|
|
23
29
|
});
|
|
24
30
|
});
|
|
@@ -58,6 +64,131 @@ export function registerSettingsCommands(program, isJson) {
|
|
|
58
64
|
}
|
|
59
65
|
});
|
|
60
66
|
});
|
|
67
|
+
// ── settings fees ──
|
|
68
|
+
const fees = settings
|
|
69
|
+
.command("fees")
|
|
70
|
+
.description("Show or sync exchange fee tiers");
|
|
71
|
+
fees
|
|
72
|
+
.command("show")
|
|
73
|
+
.description("Show current fee tiers")
|
|
74
|
+
.action(async () => {
|
|
75
|
+
await withJsonErrors(isJson(), async () => {
|
|
76
|
+
const s = loadSettings();
|
|
77
|
+
if (isJson())
|
|
78
|
+
return printJson(jsonOk(s.fees));
|
|
79
|
+
console.log(chalk.cyan.bold("\n Exchange Fee Tiers\n"));
|
|
80
|
+
for (const [ex, fee] of Object.entries(s.fees)) {
|
|
81
|
+
const tPct = (fee.taker * 100).toFixed(4);
|
|
82
|
+
const mPct = (fee.maker * 100).toFixed(4);
|
|
83
|
+
console.log(` ${ex.padEnd(14)} taker: ${chalk.yellow(tPct + "%")} maker: ${chalk.green(mPct + "%")}`);
|
|
84
|
+
}
|
|
85
|
+
console.log(chalk.gray(`\n Sync from exchanges: perp settings fees sync`));
|
|
86
|
+
console.log(chalk.gray(` Manual set: perp settings fees set <exchange> <taker> <maker>\n`));
|
|
87
|
+
});
|
|
88
|
+
});
|
|
89
|
+
fees
|
|
90
|
+
.command("sync")
|
|
91
|
+
.description("Fetch fee tiers from exchange APIs and save")
|
|
92
|
+
.option("--exchange <name>", "Sync only a specific exchange")
|
|
93
|
+
.action(async (opts) => {
|
|
94
|
+
await withJsonErrors(isJson(), async () => {
|
|
95
|
+
if (!getAdapterForExchange) {
|
|
96
|
+
console.error(chalk.red(" Fee sync requires exchange adapters. Set up keys first with `perp init`."));
|
|
97
|
+
return;
|
|
98
|
+
}
|
|
99
|
+
const s = loadSettings();
|
|
100
|
+
const exchanges = opts.exchange ? [opts.exchange.toLowerCase()] : ["hyperliquid", "pacifica", "lighter"];
|
|
101
|
+
const results = {};
|
|
102
|
+
for (const ex of exchanges) {
|
|
103
|
+
try {
|
|
104
|
+
if (ex === "lighter") {
|
|
105
|
+
// Lighter has 0% fees
|
|
106
|
+
s.fees.lighter = { taker: 0, maker: 0 };
|
|
107
|
+
results.lighter = { taker: 0, maker: 0, source: "known (0% fee exchange)" };
|
|
108
|
+
if (!isJson())
|
|
109
|
+
console.log(chalk.green(` ✓ lighter: taker 0% / maker 0% (no fees)`));
|
|
110
|
+
continue;
|
|
111
|
+
}
|
|
112
|
+
if (ex === "hyperliquid") {
|
|
113
|
+
const adapter = await getAdapterForExchange("hyperliquid");
|
|
114
|
+
// eslint-disable-next-line @typescript-eslint/no-explicit-any
|
|
115
|
+
const hlAdapter = adapter;
|
|
116
|
+
if (typeof hlAdapter.getUserFees === "function") {
|
|
117
|
+
const feeData = await hlAdapter.getUserFees();
|
|
118
|
+
// HL returns: { activeReferralDiscount, dailyUserVlm, feeSchedule: { ... }, userCrossRate, userAddRate }
|
|
119
|
+
// userCrossRate is the effective taker fee, userAddRate is the maker fee
|
|
120
|
+
const taker = parseFloat(feeData?.userCrossRate ?? feeData?.takerRate ?? "0.00035");
|
|
121
|
+
const maker = parseFloat(feeData?.userAddRate ?? feeData?.makerRate ?? "0.00002");
|
|
122
|
+
s.fees.hyperliquid = { taker: Math.abs(taker), maker };
|
|
123
|
+
results.hyperliquid = { taker: Math.abs(taker), maker, source: "API (getUserFees)" };
|
|
124
|
+
if (!isJson()) {
|
|
125
|
+
console.log(chalk.green(` ✓ hyperliquid: taker ${(Math.abs(taker) * 100).toFixed(4)}% / maker ${(maker * 100).toFixed(4)}%`));
|
|
126
|
+
}
|
|
127
|
+
}
|
|
128
|
+
else {
|
|
129
|
+
if (!isJson())
|
|
130
|
+
console.log(chalk.yellow(` ⚠ hyperliquid: getUserFees not available, keeping current`));
|
|
131
|
+
}
|
|
132
|
+
continue;
|
|
133
|
+
}
|
|
134
|
+
if (ex === "pacifica") {
|
|
135
|
+
const adapter = await getAdapterForExchange("pacifica");
|
|
136
|
+
// eslint-disable-next-line @typescript-eslint/no-explicit-any
|
|
137
|
+
const pacAdapter = adapter;
|
|
138
|
+
if (typeof pacAdapter.sdk?.getAccount === "function" && pacAdapter.publicKey) {
|
|
139
|
+
const info = await pacAdapter.sdk.getAccount(pacAdapter.publicKey);
|
|
140
|
+
const taker = parseFloat(info?.taker_fee ?? "0.00035");
|
|
141
|
+
const maker = parseFloat(info?.maker_fee ?? "0.0001");
|
|
142
|
+
s.fees.pacifica = { taker, maker };
|
|
143
|
+
results.pacifica = { taker, maker, source: "API (getAccount)" };
|
|
144
|
+
if (!isJson()) {
|
|
145
|
+
console.log(chalk.green(` ✓ pacifica: taker ${(taker * 100).toFixed(4)}% / maker ${(maker * 100).toFixed(4)}%`));
|
|
146
|
+
}
|
|
147
|
+
}
|
|
148
|
+
else {
|
|
149
|
+
if (!isJson())
|
|
150
|
+
console.log(chalk.yellow(` ⚠ pacifica: account API not available, keeping current`));
|
|
151
|
+
}
|
|
152
|
+
continue;
|
|
153
|
+
}
|
|
154
|
+
if (!isJson())
|
|
155
|
+
console.log(chalk.yellow(` ⚠ ${ex}: unknown exchange, skipped`));
|
|
156
|
+
}
|
|
157
|
+
catch (err) {
|
|
158
|
+
if (!isJson()) {
|
|
159
|
+
console.log(chalk.red(` ✗ ${ex}: ${err instanceof Error ? err.message : String(err)}`));
|
|
160
|
+
}
|
|
161
|
+
}
|
|
162
|
+
}
|
|
163
|
+
saveSettings(s);
|
|
164
|
+
if (isJson())
|
|
165
|
+
return printJson(jsonOk(results));
|
|
166
|
+
console.log(chalk.gray("\n Fees saved to ~/.perp/settings.json\n"));
|
|
167
|
+
});
|
|
168
|
+
});
|
|
169
|
+
fees
|
|
170
|
+
.command("set")
|
|
171
|
+
.description("Manually set fee tier for an exchange")
|
|
172
|
+
.argument("<exchange>", "Exchange name")
|
|
173
|
+
.argument("<taker>", "Taker fee as percentage (e.g. 0.035 for 0.035%)")
|
|
174
|
+
.argument("<maker>", "Maker fee as percentage (e.g. 0.01 for 0.01%)")
|
|
175
|
+
.action(async (exchange, takerStr, makerStr) => {
|
|
176
|
+
await withJsonErrors(isJson(), async () => {
|
|
177
|
+
const s = loadSettings();
|
|
178
|
+
const ex = exchange.toLowerCase();
|
|
179
|
+
const taker = parseFloat((parseFloat(takerStr) / 100).toPrecision(10));
|
|
180
|
+
const maker = parseFloat((parseFloat(makerStr) / 100).toPrecision(10));
|
|
181
|
+
if (isNaN(taker) || isNaN(maker)) {
|
|
182
|
+
console.error(chalk.red(" Invalid fee values. Use percentages, e.g.: perp settings fees set hyperliquid 0.035 0.002"));
|
|
183
|
+
return;
|
|
184
|
+
}
|
|
185
|
+
s.fees[ex] = { taker, maker };
|
|
186
|
+
saveSettings(s);
|
|
187
|
+
if (isJson())
|
|
188
|
+
return printJson(jsonOk({ exchange: ex, taker, maker }));
|
|
189
|
+
console.log(chalk.green(`\n ${ex}: taker ${takerStr}% / maker ${makerStr}%\n`));
|
|
190
|
+
});
|
|
191
|
+
});
|
|
61
192
|
// ── settings set ──
|
|
62
193
|
settings
|
|
63
194
|
.command("set")
|
package/dist/commands/stream.js
CHANGED
|
@@ -1,93 +1,170 @@
|
|
|
1
1
|
import { PacificaWSClient } from "../pacifica/index.js";
|
|
2
2
|
import chalk from "chalk";
|
|
3
3
|
import { formatUsd, formatPercent } from "../utils.js";
|
|
4
|
+
/** Create an HL or Lighter market feed, connected and ready. */
|
|
5
|
+
async function getMarketFeed(exchange) {
|
|
6
|
+
const { createMarketFeed } = await import("../ws/market-feed.js");
|
|
7
|
+
const feed = createMarketFeed(exchange);
|
|
8
|
+
await feed.connect();
|
|
9
|
+
process.on("SIGINT", () => { feed.close(); process.exit(0); });
|
|
10
|
+
return feed;
|
|
11
|
+
}
|
|
4
12
|
export function registerStreamCommands(program, getNetwork, getExchange, getAdapter) {
|
|
5
13
|
const stream = program.command("stream").description("Live WebSocket streams (Ctrl+C to stop)");
|
|
14
|
+
// ── stream prices ──
|
|
6
15
|
stream
|
|
7
16
|
.command("prices")
|
|
8
17
|
.description("Stream live prices")
|
|
9
18
|
.action(async () => {
|
|
10
|
-
const
|
|
11
|
-
|
|
12
|
-
|
|
13
|
-
|
|
14
|
-
|
|
15
|
-
|
|
16
|
-
|
|
17
|
-
d.
|
|
18
|
-
|
|
19
|
-
|
|
20
|
-
|
|
21
|
-
|
|
22
|
-
|
|
23
|
-
|
|
24
|
-
|
|
25
|
-
|
|
19
|
+
const exchange = getExchange();
|
|
20
|
+
if (exchange === "pacifica") {
|
|
21
|
+
const ws = new PacificaWSClient({ network: getNetwork() });
|
|
22
|
+
await ws.connect();
|
|
23
|
+
ws.subscribe("prices");
|
|
24
|
+
ws.on("prices", (msg) => {
|
|
25
|
+
const data = msg;
|
|
26
|
+
const d = data.data ?? data;
|
|
27
|
+
if (Array.isArray(d)) {
|
|
28
|
+
d.forEach((p) => {
|
|
29
|
+
const mark = Number(p.mark ?? p.m ?? 0);
|
|
30
|
+
const funding = Number(p.funding ?? p.f ?? 0);
|
|
31
|
+
const sym = String(p.symbol ?? p.s ?? "").padEnd(10);
|
|
32
|
+
console.log(`${chalk.white.bold(sym)} $${formatUsd(mark)} ${formatPercent(funding)}`);
|
|
33
|
+
});
|
|
34
|
+
}
|
|
35
|
+
});
|
|
36
|
+
console.log(chalk.cyan("Streaming pacifica prices... (Ctrl+C to stop)\n"));
|
|
37
|
+
}
|
|
38
|
+
else {
|
|
39
|
+
const feed = await getMarketFeed(exchange);
|
|
40
|
+
feed.subscribePrices();
|
|
41
|
+
feed.on("prices", (updates) => {
|
|
42
|
+
for (const p of updates) {
|
|
43
|
+
const sym = p.symbol.padEnd(10);
|
|
44
|
+
console.log(`${chalk.white.bold(sym)} $${formatUsd(p.mid)}`);
|
|
45
|
+
}
|
|
46
|
+
});
|
|
47
|
+
console.log(chalk.cyan(`Streaming ${exchange} prices... (Ctrl+C to stop)\n`));
|
|
48
|
+
}
|
|
26
49
|
await new Promise(() => { }); // keep alive
|
|
27
50
|
});
|
|
51
|
+
// ── stream book ──
|
|
28
52
|
stream
|
|
29
53
|
.command("book <symbol>")
|
|
30
54
|
.description("Stream orderbook updates")
|
|
31
55
|
.action(async (symbol) => {
|
|
32
|
-
const
|
|
33
|
-
|
|
34
|
-
|
|
35
|
-
|
|
36
|
-
|
|
37
|
-
|
|
38
|
-
|
|
39
|
-
|
|
56
|
+
const exchange = getExchange();
|
|
57
|
+
const sym = symbol.toUpperCase();
|
|
58
|
+
if (exchange === "pacifica") {
|
|
59
|
+
const ws = new PacificaWSClient({ network: getNetwork() });
|
|
60
|
+
await ws.connect();
|
|
61
|
+
ws.subscribe("book", { symbol: sym });
|
|
62
|
+
ws.on("book", (msg) => {
|
|
63
|
+
const data = msg;
|
|
64
|
+
console.log(`${chalk.cyan(new Date().toLocaleTimeString())} ${JSON.stringify(data.data ?? data)}`);
|
|
65
|
+
});
|
|
66
|
+
}
|
|
67
|
+
else {
|
|
68
|
+
const feed = await getMarketFeed(exchange);
|
|
69
|
+
feed.subscribeBook(sym);
|
|
70
|
+
feed.on("book", (data) => {
|
|
71
|
+
const topBids = data.bids.slice(0, 5).map(([p, s]) => `${p}x${s}`).join(" ");
|
|
72
|
+
const topAsks = data.asks.slice(0, 5).map(([p, s]) => `${p}x${s}`).join(" ");
|
|
73
|
+
console.log(`${chalk.cyan(new Date().toLocaleTimeString())} ${chalk.green("BID")} ${topBids} ${chalk.red("ASK")} ${topAsks}`);
|
|
74
|
+
});
|
|
75
|
+
}
|
|
76
|
+
console.log(chalk.cyan(`Streaming ${sym} orderbook on ${exchange}... (Ctrl+C to stop)\n`));
|
|
40
77
|
await new Promise(() => { });
|
|
41
78
|
});
|
|
79
|
+
// ── stream trades ──
|
|
42
80
|
stream
|
|
43
81
|
.command("trades <symbol>")
|
|
44
82
|
.description("Stream live trades")
|
|
45
83
|
.action(async (symbol) => {
|
|
46
|
-
const
|
|
47
|
-
|
|
48
|
-
|
|
49
|
-
|
|
50
|
-
|
|
51
|
-
|
|
52
|
-
|
|
53
|
-
|
|
54
|
-
|
|
55
|
-
|
|
56
|
-
|
|
57
|
-
|
|
58
|
-
|
|
84
|
+
const exchange = getExchange();
|
|
85
|
+
const sym = symbol.toUpperCase();
|
|
86
|
+
if (exchange === "pacifica") {
|
|
87
|
+
const ws = new PacificaWSClient({ network: getNetwork() });
|
|
88
|
+
await ws.connect();
|
|
89
|
+
ws.subscribe("trades", { symbol: sym });
|
|
90
|
+
ws.on("trades", (msg) => {
|
|
91
|
+
const data = msg;
|
|
92
|
+
const d = (data.data ?? data);
|
|
93
|
+
const side = String(d.side ?? d.d ?? "");
|
|
94
|
+
const price = String(d.price ?? d.p ?? "");
|
|
95
|
+
const amount = String(d.amount ?? d.a ?? "");
|
|
96
|
+
const color = side === "bid" || side === "buy" ? chalk.green : chalk.red;
|
|
97
|
+
console.log(`${chalk.gray(new Date().toLocaleTimeString())} ${color(side === "bid" ? "BUY " : "SELL")} $${formatUsd(price)} x ${amount}`);
|
|
98
|
+
});
|
|
99
|
+
}
|
|
100
|
+
else {
|
|
101
|
+
const feed = await getMarketFeed(exchange);
|
|
102
|
+
feed.subscribeTrades(sym);
|
|
103
|
+
feed.on("trade", (t) => {
|
|
104
|
+
const color = t.side === "buy" ? chalk.green : chalk.red;
|
|
105
|
+
console.log(`${chalk.gray(new Date().toLocaleTimeString())} ${color(t.side === "buy" ? "BUY " : "SELL")} $${formatUsd(t.price)} x ${t.size}`);
|
|
106
|
+
});
|
|
107
|
+
}
|
|
108
|
+
console.log(chalk.cyan(`Streaming ${sym} trades on ${exchange}... (Ctrl+C to stop)\n`));
|
|
59
109
|
await new Promise(() => { });
|
|
60
110
|
});
|
|
111
|
+
// ── stream bbo ──
|
|
61
112
|
stream
|
|
62
113
|
.command("bbo <symbol>")
|
|
63
114
|
.description("Stream best bid/offer")
|
|
64
115
|
.action(async (symbol) => {
|
|
65
|
-
const
|
|
66
|
-
|
|
67
|
-
|
|
68
|
-
|
|
69
|
-
|
|
70
|
-
|
|
71
|
-
|
|
72
|
-
|
|
116
|
+
const exchange = getExchange();
|
|
117
|
+
const sym = symbol.toUpperCase();
|
|
118
|
+
if (exchange === "pacifica") {
|
|
119
|
+
const ws = new PacificaWSClient({ network: getNetwork() });
|
|
120
|
+
await ws.connect();
|
|
121
|
+
ws.subscribe("bbo", { symbol: sym });
|
|
122
|
+
ws.on("bbo", (msg) => {
|
|
123
|
+
const data = msg.data ?? msg;
|
|
124
|
+
console.log(`${chalk.gray(new Date().toLocaleTimeString())} ${JSON.stringify(data)}`);
|
|
125
|
+
});
|
|
126
|
+
}
|
|
127
|
+
else {
|
|
128
|
+
// BBO derived from orderbook (HL/Lighter don't have dedicated BBO channel)
|
|
129
|
+
const feed = await getMarketFeed(exchange);
|
|
130
|
+
feed.subscribeBook(sym);
|
|
131
|
+
feed.on("book", (data) => {
|
|
132
|
+
const bid = data.bids[0] ?? ["—", "—"];
|
|
133
|
+
const ask = data.asks[0] ?? ["—", "—"];
|
|
134
|
+
console.log(`${chalk.gray(new Date().toLocaleTimeString())} ${chalk.green("bid")} ${bid[0]} (${bid[1]}) ${chalk.red("ask")} ${ask[0]} (${ask[1]})`);
|
|
135
|
+
});
|
|
136
|
+
}
|
|
137
|
+
console.log(chalk.cyan(`Streaming ${sym} BBO on ${exchange}... (Ctrl+C to stop)\n`));
|
|
73
138
|
await new Promise(() => { });
|
|
74
139
|
});
|
|
140
|
+
// ── stream candle ──
|
|
75
141
|
stream
|
|
76
142
|
.command("candle <symbol> <interval>")
|
|
77
143
|
.description("Stream candlestick data")
|
|
78
144
|
.action(async (symbol, interval) => {
|
|
79
|
-
const
|
|
80
|
-
|
|
81
|
-
|
|
82
|
-
|
|
83
|
-
|
|
84
|
-
|
|
85
|
-
|
|
86
|
-
|
|
87
|
-
|
|
145
|
+
const exchange = getExchange();
|
|
146
|
+
const sym = symbol.toUpperCase();
|
|
147
|
+
if (exchange === "pacifica") {
|
|
148
|
+
const ws = new PacificaWSClient({ network: getNetwork() });
|
|
149
|
+
await ws.connect();
|
|
150
|
+
ws.subscribe("candle", { symbol: sym, interval });
|
|
151
|
+
ws.on("candle", (msg) => {
|
|
152
|
+
const data = msg.data ?? msg;
|
|
153
|
+
const d = data;
|
|
154
|
+
console.log(`${chalk.gray(new Date().toLocaleTimeString())} O:$${formatUsd(String(d.o ?? ""))} H:$${formatUsd(String(d.h ?? ""))} L:$${formatUsd(String(d.l ?? ""))} C:$${formatUsd(String(d.c ?? ""))} V:${d.v ?? ""}`);
|
|
155
|
+
});
|
|
156
|
+
}
|
|
157
|
+
else {
|
|
158
|
+
const feed = await getMarketFeed(exchange);
|
|
159
|
+
feed.subscribeCandle(sym, interval);
|
|
160
|
+
feed.on("candle", (d) => {
|
|
161
|
+
console.log(`${chalk.gray(new Date().toLocaleTimeString())} O:$${formatUsd(d.o)} H:$${formatUsd(d.h)} L:$${formatUsd(d.l)} C:$${formatUsd(d.c)} V:${d.v}`);
|
|
162
|
+
});
|
|
163
|
+
}
|
|
164
|
+
console.log(chalk.cyan(`Streaming ${sym} ${interval} candles on ${exchange}... (Ctrl+C to stop)\n`));
|
|
88
165
|
await new Promise(() => { });
|
|
89
166
|
});
|
|
90
|
-
// ── stream events ── (unified account events as NDJSON)
|
|
167
|
+
// ── stream events ── (unified account events as NDJSON, already exchange-agnostic)
|
|
91
168
|
if (getAdapter) {
|
|
92
169
|
stream
|
|
93
170
|
.command("events")
|