perp-cli 0.4.12 → 0.5.2

package/dist/commands/arb/index.js

@@ -5,7 +5,7 @@ import { toHourlyRate, computeAnnualSpread } from "../../funding.js";
 import { fetchPacificaPrices, fetchHyperliquidMeta, fetchLighterOrderBookDetails, fetchLighterFundingRates, } from "../../shared-api.js";
 import { computeBasisRisk } from "../../arb-utils.js";
 import { smartOrder } from "../../smart-order.js";
-import { removePosition as persistRemovePosition, getPositions as getArbStatePositions } from "../../arb-state.js";
+import { removePosition as persistRemovePosition, getPositions as getArbStatePositions, loadArbState } from "../../arb-state.js";
 import { SPOT_PERP_TOKEN_MAP } from "../../exchanges/spot-interface.js";
 import { fetchAllBalances, computeRebalancePlan } from "../../rebalance.js";
 import { EXCHANGE_TO_CHAIN, getBestQuote } from "../../bridge-engine.js";
@@ -90,8 +90,10 @@ export function registerArbManageCommands(program, getAdapterForExchange, isJson
     // ── arb status ──
     arb
         .command("status")
-        .description("Show open arb positions (perp-perp + spot-perp) with PnL breakdown")
-        .action(async () => {
+        .description("Show open arb positions with PnL breakdown + actual funding earned")
+        .option("--period <days>", "Funding lookback period in days", "7")
+        .option("--symbol <symbol>", "Filter funding data by symbol")
+        .action(async (opts) => {
         if (!isJson())
             console.log(chalk.cyan("\n  Checking arb positions across exchanges...\n"));
         // Fetch positions from all exchanges
@@ -482,6 +484,8 @@ export function registerArbManageCommands(program, getAdapterForExchange, isJson
             console.log(`    Portfolio APR:   ${chalk.cyan(`${portfolioApr.toFixed(1)}%`)}`);
         }
         console.log(chalk.gray(`    (Fees assume ${(TAKER_FEE * 100).toFixed(3)}% taker for entry + exit.)\n`));
+        // Always show actual funding payments earned
+        await printFundingEarned(getAdapterForExchange, isJson, { period: opts.period, symbol: opts.symbol });
     });
     // ── arb close ──
     arb
@@ -490,9 +494,174 @@ export function registerArbManageCommands(program, getAdapterForExchange, isJson
         .option("--dry-run", "Show what would happen without executing")
         .option("--pair <pair>", "Specify arb pair as longExchange:shortExchange (e.g. pacifica:hyperliquid)")
         .option("--smart", "Smart execution: IOC limit at best bid/ask + 1 tick (reduces slippage)")
+        .option("--spot-exch <exchange>", "Override spot exchange for spot-perp close (hl or lt)")
+        .option("--perp-exch <exchange>", "Override perp exchange for spot-perp close")
         .action(async (symbol, opts) => {
         const sym = symbol.toUpperCase();
         const dryRun = !!opts.dryRun || process.argv.includes("--dry-run");
+        // Check if this is a spot-perp position (auto-detect from arb state)
+        const arbState = loadArbState();
+        const statePos = arbState?.positions?.find(p => p.symbol.toUpperCase() === sym && p.mode === "spot-perp");
+        if (statePos) {
+            // ── Inline spot-perp close logic ──
+            const aliasMap = { hl: "hyperliquid", pac: "pacifica", lt: "lighter" };
+            const spotExch = aliasMap[opts.spotExch?.toLowerCase() ?? ""] || opts.spotExch?.toLowerCase() || statePos.spotExchange || statePos.longExchange;
+            const perpExch = aliasMap[opts.perpExch?.toLowerCase() ?? ""] || opts.perpExch?.toLowerCase() || statePos.shortExchange;
+            if (!spotExch || !perpExch) {
+                const msg = "Cannot determine exchanges. Specify --spot-exch and --perp-exch, or ensure the position is tracked in state.";
+                if (isJson())
+                    return printJson(jsonOk({ error: msg }));
+                console.log(chalk.red(`  ${msg}`));
+                return;
+            }
+            // Load spot adapter
+            const { HyperliquidSpotAdapter } = await import("../../exchanges/hyperliquid-spot.js");
+            const { LighterSpotAdapter } = await import("../../exchanges/lighter-spot.js");
+            let spotAdapter;
+            if (spotExch === "hyperliquid") {
+                const hlAdapter = await getAdapterForExchange("hyperliquid");
+                const hlSpot = new HyperliquidSpotAdapter(hlAdapter);
+                await hlSpot.init();
+                spotAdapter = hlSpot;
+            }
+            else {
+                const ltAdapter = await getAdapterForExchange("lighter");
+                const ltSpot = new LighterSpotAdapter(ltAdapter);
+                await ltSpot.init();
+                spotAdapter = ltSpot;
+            }
+            const perpAdapter = await getAdapterForExchange(perpExch);
+            const spotSymbol = `${sym}/USDC`;
+            // Find how much to close
+            const perpPositions = await perpAdapter.getPositions();
+            const perpPos = perpPositions.find(p => p.symbol.replace("-PERP", "").toUpperCase() === sym && p.side === "short");
+            if (!perpPos) {
+                const msg = `No short perp position found for ${sym} on ${perpExch}`;
+                if (isJson())
+                    return printJson(jsonOk({ error: msg }));
+                console.log(chalk.red(`  ${msg}`));
+                return;
+            }
+            const closeSize = perpPos.size;
+            if (!isJson()) {
+                console.log(chalk.cyan(`\n  Closing Spot+Perp Arb: ${sym}`));
+                console.log(chalk.gray(`    SPOT  ${spotExch}: sell ${closeSize}`));
+                console.log(chalk.gray(`    PERP  ${perpExch}: buy  ${closeSize} (close short)`));
+                console.log(chalk.gray(`    Executing...\n`));
+            }
+            // Same exchange -> sequential (nonce collision), different -> parallel
+            let spotResult;
+            let perpResult;
+            if (spotExch === perpExch) {
+                spotResult = await spotAdapter.spotMarketOrder(spotSymbol, "sell", closeSize)
+                    .then(r => ({ status: "fulfilled", value: r }))
+                    .catch(e => ({ status: "rejected", reason: e }));
+                perpResult = await perpAdapter.marketOrder(sym, "buy", closeSize)
+                    .then(r => ({ status: "fulfilled", value: r }))
+                    .catch(e => ({ status: "rejected", reason: e }));
+            }
+            else {
+                [spotResult, perpResult] = await Promise.allSettled([
+                    spotAdapter.spotMarketOrder(spotSymbol, "sell", closeSize),
+                    perpAdapter.marketOrder(sym, "buy", closeSize),
+                ]);
+            }
+            const spotOk = spotResult.status === "fulfilled";
+            const perpOk = perpResult.status === "fulfilled";
+            if (spotOk && perpOk) {
+                // Post-close fill verification
+                let closeVerified = true;
+                const closeWarnings = [];
+                try {
+                    await new Promise(r => setTimeout(r, 800));
+                    const spotBals = await spotAdapter.getSpotBalances();
+                    const spotTokenBal = spotBals.find(b => b.token.toUpperCase().startsWith(sym));
+                    const remainingSpotAmt = Number(spotTokenBal?.total ?? 0);
+                    const closedSize = parseFloat(closeSize);
+                    if (remainingSpotAmt > closedSize * 0.5) {
+                        closeVerified = false;
+                        closeWarnings.push(`Spot sell may not have filled: still have ${remainingSpotAmt.toFixed(6)} ${sym} (expected ~0)`);
+                    }
+                    const perpPositionsAfter = await perpAdapter.getPositions();
+                    const remainingPerpPos = perpPositionsAfter.find(p => p.symbol.replace("-PERP", "").toUpperCase() === sym && p.side === "short");
+                    if (remainingPerpPos && Number(remainingPerpPos.size) > closedSize * 0.5) {
+                        closeVerified = false;
+                        closeWarnings.push(`Perp short still open: ${remainingPerpPos.size} ${sym} on ${perpExch} (expected closed)`);
+                    }
+                }
+                catch (verifyErr) {
+                    closeWarnings.push(`Close verification failed: ${verifyErr instanceof Error ? verifyErr.message : String(verifyErr)}`);
+                }
+                if (closeWarnings.length > 0 && !isJson()) {
+                    for (const w of closeWarnings)
+                        console.log(chalk.yellow(`  Warning: ${w}`));
+                }
+                persistRemovePosition(sym);
+                logExecution({
+                    type: "arb_close", exchange: `spot:${spotExch}+${perpExch}`,
+                    symbol: sym, side: "exit", size: closeSize,
+                    status: closeVerified ? "success" : "unverified", dryRun: false,
+                    meta: { mode: "spot-perp", ...(closeWarnings.length > 0 && { warnings: closeWarnings }) },
+                });
+                // Return spot USDC proceeds back to perp account
+                if (spotExch === "lighter") {
+                    try {
+                        const ltSpot = spotAdapter;
+                        const bals = await ltSpot.getSpotBalances();
+                        const usdcBal = bals.find(b => b.token === "USDC");
+                        const leftover = Number(usdcBal?.available ?? 0);
+                        if (leftover > 0.01) {
+                            await ltSpot.transferUsdcToPerp(leftover);
+                            if (!isJson())
+                                console.log(chalk.gray(`  Returned ~$${leftover.toFixed(2)} USDC spot->perp on Lighter`));
+                        }
+                    }
+                    catch { /* non-critical */ }
+                }
+                else if (spotExch === "hyperliquid") {
+                    try {
+                        const hlSpot = spotAdapter;
+                        const bals = await hlSpot.getSpotBalances();
+                        const usdcBal = bals.find(b => b.token.startsWith("USDC"));
+                        const leftover = Number(usdcBal?.available ?? 0);
+                        if (leftover > 1)
+                            await hlSpot.transferUsdcToPerp(Math.floor(leftover));
+                    }
+                    catch { /* non-critical */ }
+                }
+                const closeResult = {
+                    status: closeVerified ? "closed" : "closed_unverified",
+                    mode: "spot-perp", symbol: sym, size: closeSize,
+                    ...(closeWarnings.length > 0 && { warnings: closeWarnings }),
+                };
+                if (isJson())
+                    return printJson(jsonOk(closeResult));
+                if (closeVerified) {
+                    console.log(chalk.green(`  CLOSED (verified): ${sym} ${closeSize} units`));
+                }
+                else {
+                    console.log(chalk.yellow(`  CLOSED (unverified): ${sym} ${closeSize} units -- check positions manually`));
+                }
+                console.log(chalk.green(`    SPOT  ${spotExch}: sold`));
+                console.log(chalk.green(`    PERP  ${perpExch}: bought (closed short)\n`));
+            }
+            else {
+                const errors = [];
+                if (!spotOk)
+                    errors.push(`Spot sell failed: ${spotResult.reason}`);
+                if (!perpOk)
+                    errors.push(`Perp buy failed: ${perpResult.reason}`);
+                const result = { status: "partial_close", symbol: sym, spotOk, perpOk, errors };
+                if (isJson())
+                    return printJson(jsonOk(result));
+                console.log(chalk.red(`  Close partially failed:`));
+                for (const e of errors)
+                    console.log(chalk.red(`    ${e}`));
+                console.log(chalk.yellow(`  Manual intervention may be needed.\n`));
+            }
+            return;
+        }
+        // ── Perp-perp close logic (original) ──
         if (!isJson()) {
             console.log(chalk.cyan(`\n  Closing arb position for ${sym}...\n`));
             if (dryRun)
@@ -745,6 +914,7 @@ export function registerArbManageCommands(program, getAdapterForExchange, isJson
     // ── arb history ──
     arb
         .command("history")
+        .alias("log")
         .description("Past arb trade performance and statistics")
         .option("--period <days>", "Number of days to look back", "30")
         .action(async (opts) => {
@@ -1008,6 +1178,31 @@ export function registerArbManageCommands(program, getAdapterForExchange, isJson
         console.log();
     });
     // ── arb rebalance ──
+    arb
+        .command("config")
+        .description("Show arb configuration defaults (use 'arb auto --help' for all options)")
+        .action(async () => {
+        if (isJson()) {
+            return printJson(jsonOk({
+                minSpread: 30, closeSpread: 5, size: 100, holdDays: 7,
+                bridgeCost: 0, interval: 60, cooldown: 30, minMargin: 30,
+                settleStrategy: "block", maxLegs: 5,
+            }));
+        }
+        console.log(chalk.cyan.bold("\n  Arb Auto Defaults\n"));
+        console.log(`  Min Spread:       30% annual`);
+        console.log(`  Close Spread:     5% annual`);
+        console.log(`  Size:             $100 per leg`);
+        console.log(`  Hold Days:        7d (for cost amortization)`);
+        console.log(`  Bridge Cost:      $0`);
+        console.log(`  Check Interval:   60s`);
+        console.log(`  Cooldown:         30min (after closing a symbol)`);
+        console.log(`  Min Margin:       30%`);
+        console.log(`  Settle Strategy:  block`);
+        console.log(`  Max Legs:         5`);
+        console.log(chalk.gray(`\n  Override with 'perp arb auto --min-spread 20 --size 50 ...'\n`));
+        console.log(chalk.gray(`  Run 'perp arb auto --help' for all options.\n`));
+    });
     arb
         .command("rebalance")
         .description("Cross-exchange balance rebalancing for arb")
@@ -1189,26 +1384,21 @@ export function registerArbManageCommands(program, getAdapterForExchange, isJson
             console.log(chalk.yellow("\n  To execute, use: perp rebalance execute --auto-bridge\n"));
         }
     });
-    // ── arb funding-earned ──
-    arb
-        .command("funding-earned")
-        .description("Actual funding payments received/paid for arb positions")
-        .option("--period <days>", "Number of days to look back", "7")
-        .option("--symbol <symbol>", "Filter by symbol")
-        .action(async (opts) => {
+    // ── printFundingEarned helper (used by arb status --funding) ──
+    async function printFundingEarned(getAdapter, isJsonFn, opts) {
         const periodDays = parseInt(opts.period);
         const filterSym = opts.symbol?.toUpperCase();
-        if (!isJson())
+        if (!isJsonFn())
             console.log(chalk.cyan(`\n  Fetching funding payments (last ${periodDays} days)...\n`));
         // Fetch positions to identify arb pairs
-        const allPositions = [];
+        const fundingPositions = [];
         for (const exName of EXCHANGES) {
             try {
-                const adapter = await getAdapterForExchange(exName);
+                const adapter = await getAdapter(exName);
                 const positions = await adapter.getPositions();
                 for (const p of positions) {
                     const normalized = p.symbol.replace("-PERP", "").toUpperCase();
-                    allPositions.push({
+                    fundingPositions.push({
                         exchange: exName,
                         symbol: normalized,
                         side: p.side,
@@ -1224,10 +1414,10 @@ export function registerArbManageCommands(program, getAdapterForExchange, isJson
         // Identify arb pairs (long on one exchange, short on another)
         const arbPairKeys = new Set();
         const arbPairInfo = new Map();
-        const longs = allPositions.filter(p => p.side === "long");
-        const shorts = allPositions.filter(p => p.side === "short");
-        for (const l of longs) {
-            for (const s of shorts) {
+        const fLongs = fundingPositions.filter(p => p.side === "long");
+        const fShorts = fundingPositions.filter(p => p.side === "short");
+        for (const l of fLongs) {
+            for (const s of fShorts) {
                 if (l.exchange !== s.exchange && l.symbol === s.symbol) {
                     const key = l.symbol;
                     arbPairKeys.add(key);
@@ -1243,7 +1433,7 @@ export function registerArbManageCommands(program, getAdapterForExchange, isJson
         const cutoff = Date.now() - periodDays * 24 * 60 * 60 * 1000;
         for (const exName of EXCHANGES) {
             try {
-                const adapter = await getAdapterForExchange(exName);
+                const adapter = await getAdapter(exName);
                 const payments = await adapter.getFundingPayments(200);
                 for (const p of payments) {
                     if (p.time < cutoff)
@@ -1331,11 +1521,14 @@ export function registerArbManageCommands(program, getAdapterForExchange, isJson
         const portfolioApr = totalArbNotional > 0
             ? (totals.dailyAvg * 365 / totalArbNotional) * 100
             : 0;
-        if (isJson()) {
-            return printJson(jsonOk({
-                pairs,
-                totals: { ...totals, annualizedApr: portfolioApr },
+        if (isJsonFn()) {
+            printJson(jsonOk({
+                fundingEarned: {
+                    pairs,
+                    totals: { ...totals, annualizedApr: portfolioApr },
+                },
             }));
+            return;
         }
         if (pairs.length === 0) {
             console.log(chalk.gray("  No funding payments found.\n"));
@@ -1368,5 +1561,5 @@ export function registerArbManageCommands(program, getAdapterForExchange, isJson
             console.log(`    Portfolio APR: ${chalk.cyan(`${portfolioApr.toFixed(1)}%`)} (on $${formatUsd(totalArbNotional)} arb notional)`);
         }
         console.log();
-    });
+    }
 }

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

@@ -50,5 +50,14 @@ export declare function isNearSettlement(longExchange: string, shortExchange: st
  * meaning we're now paying on both sides instead of collecting.
  */
 export declare function isSpreadReversed(longExchange: string, shortExchange: string, snapshot: FundingSnapshot): boolean;
+export declare let handleSpotClose: ((sym: string, opts: {
+    spotExch?: string;
+    perpExch?: string;
+}, getAdapterForExchange: (exchange: string) => Promise<import("../exchanges/interface.js").ExchangeAdapter>, isJson: () => boolean) => Promise<void>) | undefined;
 export declare function registerArbAutoCommands(program: Command, getAdapterForExchange: (exchange: string) => Promise<ExchangeAdapter>, isJson: () => boolean, getHLAdapterForDex?: (dex: string) => Promise<import("../exchanges/hyperliquid.js").HyperliquidAdapter>): void;
+export declare let handleArbPnlRef: (() => Promise<void>) | undefined;
+/**
+ * Exported wrapper for handleArbPnl.
+ */
+export declare function handleArbPnl(getAdapterForExchange: (exchange: string) => Promise<import("../exchanges/interface.js").ExchangeAdapter>, isJson: () => boolean): Promise<void>;
 export {};