perp-cli 0.5.2 → 0.6.0

package/dist/commands/arb-auto.js

@@ -1,6 +1,7 @@
 import chalk from "chalk";
 import { formatUsd, printJson, jsonOk, makeTable } from "../utils.js";
 import { computeExecutableSize } from "../liquidity.js";
+import { computeMatchedSize, computeSpotPerpMatchedSize } from "../arb/sizing.js";
 import { computeAnnualSpread, toHourlyRate } from "../funding.js";
 import { fetchPacificaPricesRaw, parsePacificaRaw, fetchHyperliquidMetaRaw, parseHyperliquidMetaRaw, fetchLighterOrderBookDetailsRaw, fetchLighterFundingRatesRaw, parseLighterRaw, } from "../shared-api.js";
 import { scanDexArb } from "../dex-asset-map.js";
@@ -1390,7 +1391,7 @@ export function registerArbAutoCommands(program, getAdapterForExchange, isJson,
             return;
         }
         // 4. Compute matched size in base asset (use the smaller side)
-        // Round down to each exchange's lot size (inferred from orderbook)
+        // Uses computeMatchedSize which enforces exchange min order values
         const inferDecimals = (levels) => {
             for (const [, s] of levels) {
                 const dot = s.indexOf(".");
@@ -1401,11 +1402,19 @@ export function registerArbAutoCommands(program, getAdapterForExchange, isJson,
         };
         const longDecimals = inferDecimals(longBook.asks);
         const shortDecimals = inferDecimals(shortBook.bids);
-        const decimals = Math.min(longDecimals, shortDecimals);
         const matchedBase = Math.min(longCheck.recommendedSize, shortCheck.recommendedSize);
-        const matchedSize = (Math.floor(matchedBase * 10 ** decimals) / 10 ** decimals).toFixed(decimals);
         const avgPrice = (longCheck.avgFillPrice + shortCheck.avgFillPrice) / 2;
-        const matchedUsd = matchedBase * avgPrice;
+        const matchedUsdRaw = matchedBase * avgPrice;
+        const sizing = computeMatchedSize(matchedUsdRaw, avgPrice, longExch, shortExch, { longSizeDecimals: longDecimals, shortSizeDecimals: shortDecimals });
+        if (!sizing) {
+            const msg = `Order too small: $${matchedUsdRaw.toFixed(2)} below exchange minimum. Request a larger size.`;
+            if (isJson())
+                return printJson(jsonOk({ error: msg, computedUsd: matchedUsdRaw }));
+            console.log(chalk.red(`\n  ${msg}`));
+            return;
+        }
+        const matchedSize = sizing.size;
+        const matchedUsd = sizing.notional;
         if (!isJson()) {
             console.log(chalk.cyan(`\n  Arb Exec: ${sym}${opts.smart ? " (smart order)" : ""}${dryRun ? " [DRY RUN]" : ""}`));
             console.log(chalk.gray(`    LONG  ${longExch}: buy  ${matchedSize} (~$${(matchedBase * longCheck.avgFillPrice).toFixed(2)}, slippage ${longCheck.slippagePct.toFixed(3)}%)`));
@@ -1689,22 +1698,35 @@ export function registerArbAutoCommands(program, getAdapterForExchange, isJson,
                 // Continue — spot order may still work if spot balance already exists
             }
         }
-        // 2b. Verify spot USDC balance is sufficient after transfer
+        // 2b. Verify balance is sufficient after transfer
         try {
-            const spotBalances = await spotAdapter.getSpotBalances();
-            const spotUsdc = spotBalances.find(b => b.token === "USDC_SPOT" || b.token === "USDC");
-            const spotUsdcAvail = Number(spotUsdc?.available ?? 0);
-            // Also check perp balance for the perp leg
+            // HL unified account: perp equity IS spot balance (shared)
+            const isUnified = spotExch === "hyperliquid";
+            let spotUsdcAvail;
+            if (isUnified) {
+                // Unified account: perp adapter's available balance = spot purchasing power
+                const hlBalance = await perpAdapter.getBalance();
+                spotUsdcAvail = Number(hlBalance?.available ?? 0);
+            }
+            else {
+                const spotBalances = await spotAdapter.getSpotBalances();
+                const spotUsdc = spotBalances.find(b => b.token === "USDC_SPOT" || b.token === "USDC");
+                spotUsdcAvail = Number(spotUsdc?.available ?? 0);
+            }
+            // Check perp balance (for perp leg margin)
             const perpBalance = await perpAdapter.getBalance();
             const perpAvail = Number(perpBalance?.available ?? 0);
-            if (spotUsdcAvail < sizeUsd * 0.9) {
-                const msg = `Insufficient spot USDC: have $${spotUsdcAvail.toFixed(2)}, need ~$${sizeUsd}. Transfer may have failed.`;
+            // For unified accounts (same exchange), total needed = spotSize + perpMargin from same pool
+            const totalNeeded = spotExch === perpExch ? sizeUsd * 1.5 : sizeUsd;
+            const checkBalance = spotExch === perpExch ? spotUsdcAvail : spotUsdcAvail;
+            if (checkBalance < totalNeeded * 0.9) {
+                const msg = `Insufficient balance: have $${spotUsdcAvail.toFixed(2)}, need ~$${totalNeeded.toFixed(0)} (spot + perp margin)`;
                 if (isJson())
-                    return printJson(jsonOk({ error: msg, spotUsdcAvail, required: sizeUsd }));
+                    return printJson(jsonOk({ error: msg, spotUsdcAvail, required: totalNeeded }));
                 console.log(chalk.red(`  ${msg}`));
                 return;
             }
-            if (perpAvail < sizeUsd * 0.5) {
+            if (spotExch !== perpExch && perpAvail < sizeUsd * 0.5) {
                 const msg = `Insufficient perp balance: have $${perpAvail.toFixed(2)} available on ${perpExch}, need margin for ~$${sizeUsd}`;
                 if (isJson())
                     return printJson(jsonOk({ error: msg, perpAvail, required: sizeUsd }));
@@ -1763,7 +1785,8 @@ export function registerArbAutoCommands(program, getAdapterForExchange, isJson,
             console.log(chalk.gray(`    ${perpExch} perp bids: $${perpCheck.depthUsd.toFixed(0)}`));
             return;
         }
-        // 4. Compute matched size
+        // 4. Compute matched size (with min order value enforcement)
+        const avgPrice = (spotCheck.avgFillPrice + perpCheck.avgFillPrice) / 2;
         const inferDecimals = (levels) => {
             for (const [, s] of levels) {
                 const dot = s.indexOf(".");
@@ -1773,12 +1796,20 @@ export function registerArbAutoCommands(program, getAdapterForExchange, isJson,
             return 0;
         };
         const spotDecimals = inferDecimals(spotBook.asks);
-        const perpDecimals = inferDecimals(perpBook.bids);
-        const decimals = Math.min(spotDecimals, perpDecimals);
         const matchedBase = Math.min(spotCheck.recommendedSize, perpCheck.recommendedSize);
-        const matchedSize = (Math.floor(matchedBase * 10 ** decimals) / 10 ** decimals).toFixed(decimals);
-        const avgPrice = (spotCheck.avgFillPrice + perpCheck.avgFillPrice) / 2;
-        const matchedUsd = matchedBase * avgPrice;
+        const matchedUsdRaw = matchedBase * avgPrice;
+        // Use computeSpotPerpMatchedSize which enforces exchange min order values
+        // (e.g. HL $10 min) — rounds UP if floor would drop below minimum
+        const sizing = computeSpotPerpMatchedSize(matchedUsdRaw, avgPrice, spotExch, perpExch, spotDecimals);
+        if (!sizing) {
+            const msg = `Order too small: $${matchedUsdRaw.toFixed(2)} below exchange minimum. Request a larger size.`;
+            if (isJson())
+                return printJson(jsonOk({ error: msg, computedUsd: matchedUsdRaw }));
+            console.log(chalk.red(`\n  ${msg}`));
+            return;
+        }
+        const matchedSize = sizing.size;
+        const matchedUsd = sizing.notional;
         if (!isJson()) {
             console.log(chalk.cyan(`\n  Spot+Perp Arb: ${sym}`));
             console.log(chalk.gray(`    SPOT  ${spotExch}: buy  ${matchedSize} (~$${(matchedBase * spotCheck.avgFillPrice).toFixed(2)})`));

package/dist/commands/arb.js

@@ -190,21 +190,50 @@ function printSnapshotTable(snapshot) {
         console.log(chalk.gray("  No funding rate data available.\n"));
         return;
     }
+    // Build 24h trend: arrow + change in annualized spread
+    const now = new Date();
+    const h24ago = new Date(now.getTime() - 24 * 3600_000);
+    const trendMap = new Map(); // symbol → "▲+12.3%" or "▼-5.1%"
+    for (const s of snapshot.symbols) {
+        const bestEx = s.rates.find(r => r.exchange === "hyperliquid")?.exchange
+            ?? s.rates.find(r => r.exchange === "pacifica")?.exchange
+            ?? s.rates[0]?.exchange ?? "hyperliquid";
+        const history = getHistoricalRates(s.symbol, bestEx, h24ago, now);
+        if (history.length >= 2) {
+            const oldRate = history[0].hourlyRate;
+            const newRate = history[history.length - 1].hourlyRate;
+            // Change in annualized rate (hourly × 8760)
+            const oldAnn = Math.abs(oldRate) * 8760 * 100;
+            const newAnn = Math.abs(newRate) * 8760 * 100;
+            const delta = newAnn - oldAnn;
+            const absDelta = Math.abs(delta);
+            if (absDelta < 1) {
+                trendMap.set(s.symbol, chalk.gray(`\u2500 ${absDelta.toFixed(1)}%`)); // ─ stable
+            }
+            else if (delta > 0) {
+                trendMap.set(s.symbol, chalk.red(`\u25B2+${absDelta.toFixed(1)}%`)); // ▲ rising
+            }
+            else {
+                trendMap.set(s.symbol, chalk.green(`\u25BC-${absDelta.toFixed(1)}%`)); // ▼ falling
+            }
+        }
+    }
     const rows = snapshot.symbols.map(s => {
         const pacRate = s.rates.find(r => r.exchange === "pacifica");
         const hlRate = s.rates.find(r => r.exchange === "hyperliquid");
         const ltRate = s.rates.find(r => r.exchange === "lighter");
         const spreadColor = s.maxSpreadAnnual >= 30 ? chalk.green : s.maxSpreadAnnual >= 10 ? chalk.yellow : chalk.white;
         const bestRate = hlRate ?? pacRate ?? ltRate;
+        const trend = trendMap.get(s.symbol) ?? chalk.gray("-");
         return [
             chalk.white.bold(s.symbol), pacRate ? formatPercent(pacRate.fundingRate) : chalk.gray("-"),
             hlRate ? formatPercent(hlRate.fundingRate) : chalk.gray("-"), ltRate ? formatPercent(ltRate.fundingRate) : chalk.gray("-"),
-            spreadColor(`${s.maxSpreadAnnual.toFixed(1)}%`),
+            spreadColor(`${s.maxSpreadAnnual.toFixed(1)}%`), trend,
             s.maxSpreadAnnual >= 5 ? `${exAbbr(s.shortExchange)}>${exAbbr(s.longExchange)}` : chalk.gray("-"),
             formatAvgRate(bestRate?.historicalAvg?.avg8h), formatAvgRate(bestRate?.historicalAvg?.avg24h), formatAvgRate(bestRate?.historicalAvg?.avg7d),
         ];
     });
-    console.log(makeTable(["Symbol", "Pacifica", "Hyperliquid", "Lighter", "Ann. Spread", "Direction", "Avg 8h", "Avg 24h", "Avg 7d"], rows));
+    console.log(makeTable(["Symbol", "Pacifica", "Hyperliquid", "Lighter", "Spread", "24h", "Direction", "Avg 8h", "Avg 24h", "Avg 7d"], rows));
     console.log(chalk.gray(`\n  ${snapshot.symbols.length} symbols compared across exchanges.\n`));
 }
 function printFundingExchangeStatus(snapshot) {
@@ -250,9 +279,19 @@ export async function handleRates(isJson, opts) {
     }
     catch { /* non-critical */ }
     if (isJson()) {
+        // Enrich with 24h rate history for each symbol
+        const now = new Date();
+        const h24ago = new Date(now.getTime() - 24 * 3600_000);
+        const enriched = snapshot.symbols.map(s => {
+            const bestEx = s.rates.find(r => r.exchange === "hyperliquid")?.exchange
+                ?? s.rates.find(r => r.exchange === "pacifica")?.exchange
+                ?? s.rates[0]?.exchange ?? "hyperliquid";
+            const history = getHistoricalRates(s.symbol, bestEx, h24ago, now);
+            return { ...s, rateHistory: history.map(h => ({ ts: h.ts, hourlyRate: h.hourlyRate })) };
+        });
         if (process.argv.includes("--ndjson") || process.argv.includes("--fields"))
-            return printJson(jsonOk(snapshot.symbols));
-        return printJson(jsonOk(snapshot));
+            return printJson(jsonOk(enriched));
+        return printJson(jsonOk({ ...snapshot, symbols: enriched }));
     }
     printSnapshotTable(snapshot);
     printFundingExchangeStatus(snapshot);