perp-cli 0.7.15 → 0.7.16

package/dist/bot/engine.js

@@ -477,7 +477,18 @@ async function fetchSpotPositions(adapter) {
                 const markPrice = priceMap.get(base) ?? "0";
                 if (base === "USDC" || markPrice === "0")
                     continue;
-                hlPositions.push({ symbol: base, side: "spot", size: b.total, entryPrice: "—", markPrice, unrealizedPnl: "—", exchange: adapter.name });
+                const total = Number(b.total);
+                const entryNtl = b.entryNtl ? Number(b.entryNtl) : 0;
+                const avgEntry = (entryNtl > 0 && total > 0) ? (entryNtl / total) : 0;
+                const mark = Number(markPrice);
+                const uPnL = avgEntry > 0 ? (mark - avgEntry) * total : 0;
+                hlPositions.push({
+                    symbol: base, side: "spot", size: b.total,
+                    entryPrice: avgEntry > 0 ? avgEntry.toPrecision(5) : "—",
+                    markPrice,
+                    unrealizedPnl: avgEntry > 0 ? uPnL.toFixed(2) : "—",
+                    exchange: adapter.name,
+                });
             }
             return hlPositions;
         }

package/dist/bot/strategies/funding-arb-strategy.js

@@ -31,6 +31,71 @@ export class FundingArbStrategy {
         ctx.state.set("fundingHistory", []);
         ctx.log(`  [ARB] Funding arb ready | spread >= ${params.min_spread}% | close < ${params.close_spread}% | size $${params.size_usd}`);
         ctx.log(`  [ARB] Exchanges: ${params.exchanges.join(", ")}`);
+        // ── Recover existing positions from exchanges ──
+        try {
+            const extraAdapters = ctx.state.get("extraAdapters");
+            const adapters = new Map();
+            adapters.set(ctx.adapter.name.toLowerCase(), ctx.adapter);
+            if (extraAdapters) {
+                for (const [name, a] of extraAdapters)
+                    adapters.set(name, a);
+            }
+            // Fetch all positions across exchanges
+            const positionsByExchange = new Map();
+            for (const [name, a] of adapters) {
+                try {
+                    const positions = await a.getPositions();
+                    positionsByExchange.set(name, positions.map(p => ({
+                        symbol: p.symbol.toUpperCase(),
+                        side: p.side,
+                        size: p.size,
+                    })));
+                }
+                catch { /* skip unavailable exchange */ }
+            }
+            // Match long/short pairs across exchanges → reconstruct arbOpenPositions
+            const recovered = [];
+            const used = new Set(); // "exchange:symbol" to avoid double-matching
+            for (const [exA, posA] of positionsByExchange) {
+                for (const pA of posA) {
+                    const keyA = `${exA}:${pA.symbol}`;
+                    if (used.has(keyA))
+                        continue;
+                    for (const [exB, posB] of positionsByExchange) {
+                        if (exA === exB)
+                            continue;
+                        for (const pB of posB) {
+                            const keyB = `${exB}:${pB.symbol}`;
+                            if (used.has(keyB))
+                                continue;
+                            if (pA.symbol !== pB.symbol)
+                                continue;
+                            if (pA.side === pB.side)
+                                continue;
+                            // Found a matching pair
+                            const longEx = pA.side === "long" ? exA : exB;
+                            const shortEx = pA.side === "short" ? exA : exB;
+                            const size = pA.side === "long" ? pA.size : pB.size;
+                            recovered.push({ symbol: pA.symbol, longExchange: longEx, shortExchange: shortEx, entrySpread: 0, size });
+                            used.add(keyA);
+                            used.add(keyB);
+                            break;
+                        }
+                        if (used.has(keyA))
+                            break;
+                    }
+                }
+            }
+            if (recovered.length > 0) {
+                ctx.state.set("arbOpenPositions", recovered);
+                ctx.state.set("arbPositions", recovered.length);
+                ctx.log(`  [ARB] Recovered ${recovered.length} existing position(s): ${recovered.map(p => `${p.symbol} ${p.longExchange}↔${p.shortExchange}`).join(", ")}`);
+            }
+        }
+        catch (err) {
+            const msg = err instanceof Error ? err.message : String(err);
+            ctx.log(`  [ARB] Position recovery failed: ${msg}`);
+        }
     }
     async onTick(ctx, _snapshot) {
         const params = this.params;
@@ -59,7 +124,7 @@ export class FundingArbStrategy {
         }
         // ── Fetch funding income periodically (every 5 minutes) ──
         const lastCheck = ctx.state.get("fundingLastCheck");
-        if (openPositions.length > 0 && Date.now() - lastCheck > 5 * 60 * 1000) {
+        if (Date.now() - lastCheck > 5 * 60 * 1000) {
             try {
                 let totalFunding = 0;
                 for (const [name, a] of adapters) {

package/dist/bot/tui/BotDashboard.js

@@ -72,7 +72,7 @@ export function BotDashboard({ initialState, onQuit, onPause, subscribe }) {
     const isMultiSymbol = state.symbol.toUpperCase() === "ALL";
     return (_jsxs(Box, { flexDirection: "column", paddingX: 1, children: [_jsxs(Box, { flexDirection: "row", justifyContent: "space-between", marginBottom: 1, children: [_jsxs(Box, { flexDirection: "column", children: [_jsxs(Text, { bold: true, color: "cyan", children: [state.strategy, " | ", state.symbol, " | ", state.exchange] }), _jsxs(Text, { color: "gray", children: ["Runtime: ", formatDuration(state.runtime), " | Tick: ", state.tick] })] }), _jsx(Box, { children: _jsx(Text, { bold: true, color: phaseColor(state.phase), children: phaseIndicator(state.phase) }) })] }), isMultiSymbol ? (_jsxs(Box, { borderStyle: "single", borderColor: "gray", paddingX: 1, flexDirection: "row", justifyContent: "space-between", children: [_jsxs(Text, { children: ["Exchanges: ", _jsx(Text, { bold: true, color: "white", children: state.exchangeBalances?.length ?? 1 })] }), _jsxs(Text, { color: "gray", children: ["Positions: ", _jsx(Text, { bold: true, color: state.positions.length > 0 ? "yellow" : "white", children: state.positions.length })] }), _jsxs(Text, { color: "gray", children: ["Total Equity: ", _jsxs(Text, { bold: true, color: "white", children: ["$", (state.exchangeBalances?.reduce((s, e) => s + parseFloat(e.equity), 0) ?? state.equity).toFixed(2)] })] }), _jsxs(Text, { color: "gray", children: ["PnL: ", _jsxs(Text, { bold: true, color: state.totalPnl >= 0 ? "green" : "red", children: ["$", state.totalPnl.toFixed(2)] })] })] })) : (_jsxs(Box, { borderStyle: "single", borderColor: "gray", paddingX: 1, flexDirection: "row", justifyContent: "space-between", children: [_jsxs(Text, { children: ["Price: ", _jsxs(Text, { bold: true, color: "white", children: ["$", state.price.toFixed(2)] })] }), _jsxs(Text, { color: "gray", children: ["Vol24h: ", _jsxs(Text, { color: "white", children: [state.volatility24h.toFixed(1), "%"] })] }), _jsxs(Text, { color: "gray", children: ["FR: ", _jsxs(Text, { color: state.fundingRate >= 0 ? "green" : "red", children: [(state.fundingRate * 100).toFixed(4), "%"] })] }), _jsxs(Text, { color: "gray", children: ["OI: ", _jsx(Text, { color: "white", children: state.openInterest })] })] })), _jsxs(Box, { marginTop: 1, flexDirection: "row", justifyContent: "space-between", children: [_jsxs(Box, { flexDirection: "column", children: [_jsx(Text, { color: "cyan", bold: true, children: "Account" }), _jsxs(Text, { children: ["Equity: ", _jsxs(Text, { bold: true, color: "white", children: ["$", state.equity.toFixed(2)] }), _jsxs(Text, { color: "gray", children: [" (peak: $", state.peakEquity.toFixed(2), ")"] })] }), _jsxs(Text, { children: ["Daily P&L: ", _jsxs(Text, { bold: true, color: pnlColor(state.dailyPnl), children: ["$", state.dailyPnl.toFixed(2)] })] })] }), _jsxs(Box, { flexDirection: "column", children: [_jsx(Text, { children: " " }), _jsxs(Text, { children: ["Drawdown: ", _jsxs(Text, { bold: true, color: drawdown > 0 ? "red" : "green", children: ["$", drawdown.toFixed(2), " (", drawdownPct.toFixed(1), "%)"] })] }), _jsxs(Text, { children: ["Fills: ", _jsx(Text, { bold: true, color: "white", children: state.fills }), _jsx(Text, { color: "gray", children: " | Total P&L: " }), _jsxs(Text, { bold: true, color: pnlColor(state.totalPnl), children: ["$", state.totalPnl.toFixed(2)] })] })] })] }), state.exchangeBalances && state.exchangeBalances.length > 1 && (_jsxs(Box, { marginTop: 1, flexDirection: "column", children: [_jsx(Text, { color: "cyan", bold: true, children: "Exchange Balances" }), _jsxs(Box, { flexDirection: "row", children: [_jsx(Text, { color: "gray", children: pad("Exchange", 16) }), _jsx(Text, { color: "gray", children: pad("Equity", 14) }), _jsx(Text, { color: "gray", children: "Available" })] }), state.exchangeBalances.map((eb, i) => (_jsxs(Box, { flexDirection: "row", children: [_jsx(Text, { color: "white", children: pad(eb.exchange, 16) }), _jsx(Text, { color: "white", children: pad(`$${parseFloat(eb.equity).toFixed(2)}`, 14) }), _jsxs(Text, { color: "gray", children: ["$", parseFloat(eb.available).toFixed(2)] })] }, i)))] })), _jsxs(Box, { marginTop: 1, flexDirection: "column", children: [_jsx(Text, { color: "cyan", bold: true, children: "Positions" }), state.positions.length === 0 ? (_jsx(Text, { color: "gray", children: "  No open positions" })) : (_jsxs(Box, { flexDirection: "column", children: [_jsxs(Box, { flexDirection: "row", children: [hasMultiExchange && _jsx(Text, { color: "gray", children: pad("Exchange", 14) }), _jsx(Text, { color: "gray", children: pad("Symbol", 10) }), _jsx(Text, { color: "gray", children: pad("Side", 6) }), _jsx(Text, { color: "gray", children: pad("Size", 12) }), _jsx(Text, { color: "gray", children: pad("Entry", 12) }), _jsx(Text, { color: "gray", children: pad("Mark", 12) }), _jsx(Text, { color: "gray", children: "uPnL" })] }), state.positions.map((p, i) => {
                                 const upnl = parseFloat(p.unrealizedPnl);
-                                return (_jsxs(Box, { flexDirection: "row", children: [hasMultiExchange && _jsx(Text, { color: "cyan", children: pad(p.exchange ?? "—", 14) }), _jsx(Text, { color: "white", children: pad(p.symbol, 10) }), _jsx(Text, { color: p.side.toLowerCase() === "long" ? "green" : "red", children: pad(p.side, 6) }), _jsx(Text, { color: "white", children: pad(p.size, 12) }), _jsx(Text, { color: "white", children: pad(p.entryPrice, 12) }), _jsx(Text, { color: "white", children: pad(p.markPrice, 12) }), _jsxs(Text, { color: pnlColor(upnl), children: ["$", upnl.toFixed(2)] })] }, i));
+                                return (_jsxs(Box, { flexDirection: "row", children: [hasMultiExchange && _jsx(Text, { color: "cyan", children: pad(p.exchange ?? "—", 14) }), _jsx(Text, { color: "white", children: pad(p.symbol, 10) }), _jsx(Text, { color: p.side.toLowerCase() === "long" ? "green" : "red", children: pad(p.side, 6) }), _jsx(Text, { color: "white", children: pad(p.size, 12) }), _jsx(Text, { color: "white", children: pad(p.entryPrice, 12) }), _jsx(Text, { color: "white", children: pad(p.markPrice, 12) }), _jsx(Text, { color: isNaN(upnl) ? "gray" : pnlColor(upnl), children: isNaN(upnl) ? "$—" : `$${upnl.toFixed(2)}` })] }, i));
                             })] }))] }), _jsxs(Box, { marginTop: 1, flexDirection: "row", justifyContent: "space-between", children: [_jsxs(Box, { flexDirection: "column", width: "50%", children: [_jsxs(Text, { color: "green", bold: true, children: ["Bids (", bidOrders.length, ")"] }), bidOrders.length === 0 ? (_jsx(Text, { color: "gray", children: "  --" })) : (bidOrders.slice(0, 8).map((o, i) => (_jsxs(Text, { color: "green", children: [pad(o.price, 12), " ", pad(o.size, 10), " ", o.type] }, i))))] }), _jsxs(Box, { flexDirection: "column", width: "50%", children: [_jsxs(Text, { color: "red", bold: true, children: ["Asks (", askOrders.length, ")"] }), askOrders.length === 0 ? (_jsx(Text, { color: "gray", children: "  --" })) : (askOrders.slice(0, 8).map((o, i) => (_jsxs(Text, { color: "red", children: [pad(o.price, 12), " ", pad(o.size, 10), " ", o.type] }, i))))] })] }), _jsx(Box, { marginTop: 1, flexDirection: "column", children: state.strategyState.fundingTotal !== undefined ? (_jsxs(_Fragment, { children: [_jsx(Text, { color: "cyan", bold: true, children: "Funding & Arb" }), _jsxs(Box, { flexDirection: "row", marginLeft: 2, children: [_jsx(Text, { color: "gray", children: "Funding Income: " }), _jsx(Text, { color: "white", children: String(state.strategyState.fundingTotal) }), _jsx(Text, { color: "gray", children: "        Positions: " }), _jsx(Text, { color: "white", children: String(state.strategyState.arbPositions ?? 0) })] }), Array.isArray(state.strategyState.arbPositionDetails) &&
                             state.strategyState.arbPositionDetails.map((detail, i) => (_jsx(Box, { marginLeft: 2, children: _jsx(Text, { color: "yellow", children: detail }) }, i)))] })) : (_jsxs(_Fragment, { children: [_jsx(Text, { color: "cyan", bold: true, children: "Strategy State" }), _jsxs(Box, { flexDirection: "row", flexWrap: "wrap", children: [Object.entries(state.strategyState)
                                     .filter(([k, v]) => {

package/dist/exchanges/hyperliquid-spot.js

@@ -160,6 +160,7 @@ export class HyperliquidSpotAdapter {
                 total: String(b.total ?? "0"),
                 available: String(Number(b.total ?? 0) - Number(b.hold ?? 0)),
                 held: String(b.hold ?? "0"),
+                entryNtl: b.entryNtl !== undefined ? String(b.entryNtl) : undefined,
             }));
         }
         catch {

package/dist/exchanges/spot-interface.d.ts

@@ -19,6 +19,7 @@ export interface SpotBalance {
     total: string;
     available: string;
     held: string;
+    entryNtl?: string;
 }
 export interface SpotOrderParams {
     symbol: string;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "perp-cli",
-  "version": "0.7.15",
+  "version": "0.7.16",
   "description": "Multi-DEX Perpetual Futures CLI - Pacifica, Hyperliquid, Lighter, Aster",
   "bin": {
     "perp": "dist/index.js",