perp-cli 0.7.19 → 0.7.20

package/dist/bot/conditions.js

@@ -44,7 +44,7 @@ export async function getMarketSnapshot(adapter, symbol) {
         throw new Error(`Market "${symbol}" not found on ${adapter.name}`);
     }
     const price = parseFloat(m.markPrice);
-    const fundingRate = parseFloat(m.fundingRate);
+    const fundingRate = parseFloat(m.fundingRate ?? "0");
     const volume24h = parseFloat(m.volume24h);
     // Try to get kline data for 24h high/low + RSI
     let high24h = price;

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

@@ -373,110 +373,112 @@ export class FundingArbStrategy {
                     ctx.log(`  [ARB] ${opp.symbol}: ${opp.spread.toFixed(1)}% spread (long ${opp.longExchange} ${(opp.longRate * 100).toFixed(4)}% / short ${opp.shortExchange} ${(opp.shortRate * 100).toFixed(4)}%)`);
                 }
             }
-            // Auto-execute if under position limit
-            if (arbPositions < params.max_positions && opportunities.length > 0) {
-                const best = opportunities[0];
-                if (best.mode === "spot-perp") {
-                    await this.openSpotPerp(best, adapters, ctx);
-                }
-                else {
+            // Auto-execute: try each opportunity until one succeeds
+            if (arbPositions < params.max_positions) {
+                for (const best of opportunities) {
+                    if (best.mode === "spot-perp") {
+                        const opened = await this.openSpotPerp(best, adapters, ctx);
+                        if (opened)
+                            return [{ type: "noop" }];
+                        continue;
+                    }
                     const longAdapter = adapters.get(best.longExchange);
                     const shortAdapter = adapters.get(best.shortExchange);
-                    if (longAdapter && shortAdapter) {
-                        const price = ratesByExchange.get(best.longExchange)?.get(best.symbol)?.price ?? 0;
-                        if (price > 0) {
-                            // Balance check
-                            let targetSizeUsd = params.size_usd;
-                            try {
-                                const [longBal, shortBal] = await Promise.all([
-                                    longAdapter.getBalance(),
-                                    shortAdapter.getBalance(),
-                                ]);
-                                const longAvail = parseFloat(longBal.available);
-                                const shortAvail = parseFloat(shortBal.available);
-                                const minAvail = Math.min(longAvail, shortAvail);
-                                const maxAffordable = minAvail * 0.8;
-                                if (maxAffordable < 10) {
-                                    ctx.log(`  [ARB] Skip ${best.symbol}: insufficient balance ($${minAvail.toFixed(2)} available, need $10+ per leg)`);
-                                    return [];
-                                }
-                                if (targetSizeUsd > maxAffordable) {
-                                    ctx.log(`  [ARB] Size reduced $${targetSizeUsd} → $${maxAffordable.toFixed(0)} (limited by balance $${minAvail.toFixed(2)})`);
-                                    targetSizeUsd = Math.floor(maxAffordable);
+                    if (!longAdapter || !shortAdapter)
+                        continue;
+                    const price = ratesByExchange.get(best.longExchange)?.get(best.symbol)?.price ?? 0;
+                    if (price <= 0)
+                        continue;
+                    // Balance check
+                    let targetSizeUsd = params.size_usd;
+                    try {
+                        const [longBal, shortBal] = await Promise.all([
+                            longAdapter.getBalance(),
+                            shortAdapter.getBalance(),
+                        ]);
+                        const longAvail = parseFloat(longBal.available);
+                        const shortAvail = parseFloat(shortBal.available);
+                        const minAvail = Math.min(longAvail, shortAvail);
+                        const maxAffordable = minAvail * 0.8;
+                        if (maxAffordable < 10) {
+                            ctx.log(`  [ARB] Skip ${best.symbol}: insufficient balance ($${minAvail.toFixed(2)} available)`);
+                            continue;
+                        }
+                        if (targetSizeUsd > maxAffordable) {
+                            ctx.log(`  [ARB] Size reduced $${targetSizeUsd} → $${maxAffordable.toFixed(0)} (limited by balance $${minAvail.toFixed(2)})`);
+                            targetSizeUsd = Math.floor(maxAffordable);
+                        }
+                    }
+                    catch { /* non-critical, proceed with original size */ }
+                    // Liquidity check
+                    const liq = await checkArbLiquidity(longAdapter, shortAdapter, best.symbol, targetSizeUsd, 0.5, (msg) => ctx.log(`  ${msg}`));
+                    if (!liq.viable)
+                        continue;
+                    // Compute matched size
+                    let matched = computeMatchedSize(liq.adjustedSizeUsd, price, best.longExchange, best.shortExchange);
+                    if (!matched) {
+                        ctx.log(`  [ARB] Skip ${best.symbol}: can't compute matched size (min notional or precision issue)`);
+                        continue;
+                    }
+                    try {
+                        ctx.log(`  [ARB] Opening: ${matched.size} ${best.symbol} on both legs ($${matched.notional.toFixed(0)}/leg, slippage ~${liq.longSlippage.toFixed(2)}%/${liq.shortSlippage.toFixed(2)}%)`);
+                        try {
+                            await Promise.all([
+                                longAdapter.marketOrder(best.symbol, "buy", matched.size),
+                                shortAdapter.marketOrder(best.symbol, "sell", matched.size),
+                            ]);
+                        }
+                        catch (orderErr) {
+                            const errMsg = orderErr instanceof Error ? orderErr.message : String(orderErr);
+                            const lotMatch = errMsg.match(/not a multiple of lot size (\d+(?:\.\d+)?)/);
+                            if (lotMatch) {
+                                const lotSize = parseFloat(lotMatch[1]);
+                                ctx.log(`  [ARB] Lot size ${lotSize} detected, recalculating...`);
+                                matched = computeMatchedSize(liq.adjustedSizeUsd, price, best.longExchange, best.shortExchange, { lotSize });
+                                if (!matched) {
+                                    ctx.log(`  [ARB] Skip ${best.symbol}: can't meet lot size ${lotSize}`);
+                                    continue;
                                 }
+                                ctx.log(`  [ARB] Retry: ${matched.size} ${best.symbol} ($${matched.notional.toFixed(0)}/leg)`);
+                                await Promise.all([
+                                    longAdapter.marketOrder(best.symbol, "buy", matched.size),
+                                    shortAdapter.marketOrder(best.symbol, "sell", matched.size),
+                                ]);
                             }
-                            catch { /* non-critical, proceed with original size */ }
-                            // Liquidity check
-                            const liq = await checkArbLiquidity(longAdapter, shortAdapter, best.symbol, targetSizeUsd, 0.5, (msg) => ctx.log(`  ${msg}`));
-                            if (!liq.viable)
-                                return [];
-                            // Compute matched size
-                            let matched = computeMatchedSize(liq.adjustedSizeUsd, price, best.longExchange, best.shortExchange);
-                            if (!matched) {
-                                ctx.log(`  [ARB] Skip ${best.symbol}: can't compute matched size (min notional or precision issue)`);
-                                return [];
-                            }
-                            try {
-                                ctx.log(`  [ARB] Opening: ${matched.size} ${best.symbol} on both legs ($${matched.notional.toFixed(0)}/leg, slippage ~${liq.longSlippage.toFixed(2)}%/${liq.shortSlippage.toFixed(2)}%)`);
-                                try {
-                                    await Promise.all([
-                                        longAdapter.marketOrder(best.symbol, "buy", matched.size),
-                                        shortAdapter.marketOrder(best.symbol, "sell", matched.size),
-                                    ]);
-                                }
-                                catch (orderErr) {
-                                    // Parse lot size from error and retry with corrected size
-                                    const errMsg = orderErr instanceof Error ? orderErr.message : String(orderErr);
-                                    const lotMatch = errMsg.match(/not a multiple of lot size (\d+(?:\.\d+)?)/);
-                                    if (lotMatch) {
-                                        const lotSize = parseFloat(lotMatch[1]);
-                                        ctx.log(`  [ARB] Lot size ${lotSize} detected, recalculating...`);
-                                        matched = computeMatchedSize(liq.adjustedSizeUsd, price, best.longExchange, best.shortExchange, { lotSize });
-                                        if (!matched) {
-                                            ctx.log(`  [ARB] Skip ${best.symbol}: can't meet lot size ${lotSize}`);
-                                            return [];
-                                        }
-                                        ctx.log(`  [ARB] Retry: ${matched.size} ${best.symbol} ($${matched.notional.toFixed(0)}/leg)`);
-                                        await Promise.all([
-                                            longAdapter.marketOrder(best.symbol, "buy", matched.size),
-                                            shortAdapter.marketOrder(best.symbol, "sell", matched.size),
-                                        ]);
-                                    }
-                                    else {
-                                        throw orderErr;
-                                    }
-                                }
-                                // Verify fills match, correct if needed
-                                try {
-                                    const recon = await reconcileArbFills(longAdapter, shortAdapter, best.symbol, (msg) => ctx.log(`  ${msg}`));
-                                    if (!recon.matched) {
-                                        ctx.log(`  [ARB] WARNING: fills not matched after correction attempt`);
-                                    }
-                                }
-                                catch (reconErr) {
-                                    const reconMsg = reconErr instanceof Error ? reconErr.message : String(reconErr);
-                                    ctx.log(`  [ARB] WARNING: Fill reconciliation failed: ${reconMsg}`);
-                                }
-                                // Track position
-                                const currentPositions = ctx.state.get("arbOpenPositions");
-                                currentPositions.push({
-                                    symbol: best.symbol,
-                                    longExchange: best.longExchange,
-                                    shortExchange: best.shortExchange,
-                                    entrySpread: best.spread,
-                                    size: matched.size,
-                                    mode: "perp-perp",
-                                });
-                                ctx.state.set("arbOpenPositions", currentPositions);
-                                ctx.state.set("arbPositions", currentPositions.length);
-                                ctx.log(`  [ARB] Position opened! (${currentPositions.length}/${params.max_positions})`);
-                                return [{ type: "noop" }];
+                            else {
+                                throw orderErr;
                             }
-                            catch (err) {
-                                const msg = err instanceof Error ? err.message : String(err);
-                                ctx.log(`  [ARB] Execution failed: ${msg}`);
+                        }
+                        // Verify fills match
+                        try {
+                            const recon = await reconcileArbFills(longAdapter, shortAdapter, best.symbol, (msg) => ctx.log(`  ${msg}`));
+                            if (!recon.matched) {
+                                ctx.log(`  [ARB] WARNING: fills not matched after correction attempt`);
                             }
                         }
+                        catch (reconErr) {
+                            const reconMsg = reconErr instanceof Error ? reconErr.message : String(reconErr);
+                            ctx.log(`  [ARB] WARNING: Fill reconciliation failed: ${reconMsg}`);
+                        }
+                        // Track position
+                        const currentPositions = ctx.state.get("arbOpenPositions");
+                        currentPositions.push({
+                            symbol: best.symbol,
+                            longExchange: best.longExchange,
+                            shortExchange: best.shortExchange,
+                            entrySpread: best.spread,
+                            size: matched.size,
+                            mode: "perp-perp",
+                        });
+                        ctx.state.set("arbOpenPositions", currentPositions);
+                        ctx.state.set("arbPositions", currentPositions.length);
+                        ctx.log(`  [ARB] Position opened! (${currentPositions.length}/${params.max_positions})`);
+                        return [{ type: "noop" }];
+                    }
+                    catch (err) {
+                        const msg = err instanceof Error ? err.message : String(err);
+                        ctx.log(`  [ARB] Execution failed for ${best.symbol}: ${msg}`);
+                        continue;
                     }
                 }
             }
@@ -593,13 +595,13 @@ export class FundingArbStrategy {
         const perpAdapter = adapters.get(opp.shortExchange) ?? adapters.get(exchangeName);
         if (!perpAdapter) {
             ctx.log(`  [ARB] Open spot-perp failed: no adapter for ${opp.shortExchange}`);
-            return;
+            return false;
         }
         try {
             const spotAdapter = await this.getSpotAdapter(exchangeName, perpAdapter);
             if (!spotAdapter) {
                 ctx.log(`  [ARB] Open spot-perp failed: spot adapter not available for ${exchangeName}`);
-                return;
+                return false;
             }
             // Balance check: need full notional for spot + margin for perp
             let targetSizeUsd = params.size_usd;
@@ -609,7 +611,7 @@ export class FundingArbStrategy {
                 const maxAffordable = perpAvail * 0.8;
                 if (maxAffordable < 10) {
                     ctx.log(`  [ARB] Skip spot-perp ${opp.symbol}: insufficient balance ($${perpAvail.toFixed(2)} available)`);
-                    return;
+                    return false;
                 }
                 if (targetSizeUsd > maxAffordable) {
                     ctx.log(`  [ARB] Spot-perp size reduced $${targetSizeUsd} → $${maxAffordable.toFixed(0)} (limited by balance)`);
@@ -621,12 +623,12 @@ export class FundingArbStrategy {
             const priceEstimate = await this.getPriceEstimate(perpAdapter, perpSymbol, opp.symbol);
             if (priceEstimate <= 0) {
                 ctx.log(`  [ARB] Skip spot-perp ${opp.symbol}: can't determine price`);
-                return;
+                return false;
             }
             // Liquidity check
             const liq = await checkSpotPerpLiquidity(spotAdapter, perpAdapter, opp.symbol, perpSymbol, targetSizeUsd, 0.5, (msg) => ctx.log(`  ${msg}`));
             if (!liq.viable)
-                return;
+                return false;
             // Compute matched size
             const spotMarkets = await spotAdapter.getSpotMarkets();
             const spotMarket = spotMarkets.find(m => m.baseToken.toUpperCase() === opp.symbol.toUpperCase());
@@ -634,7 +636,7 @@ export class FundingArbStrategy {
             const matched = computeSpotPerpMatchedSize(liq.adjustedSizeUsd, priceEstimate, exchangeName, opp.shortExchange, spotDecimals);
             if (!matched) {
                 ctx.log(`  [ARB] Skip spot-perp ${opp.symbol}: can't compute matched size`);
-                return;
+                return false;
             }
             ctx.log(`  [ARB] Opening spot-perp: ${matched.size} ${opp.symbol} ($${matched.notional.toFixed(0)}, slippage ~${liq.spotSlippage.toFixed(2)}%/${liq.perpSlippage.toFixed(2)}%)`);
             // Step 1: Transfer USDC to spot
@@ -660,10 +662,12 @@ export class FundingArbStrategy {
             ctx.state.set("arbOpenPositions", currentPositions);
             ctx.state.set("arbPositions", currentPositions.length);
             ctx.log(`  [ARB] Spot-perp position opened! (${currentPositions.length}/${params.max_positions})`);
+            return true;
         }
         catch (err) {
             const msg = err instanceof Error ? err.message : String(err);
             ctx.log(`  [ARB] Open spot-perp failed for ${opp.symbol}: ${msg}`);
+            return false;
         }
     }
     /** Transfer USDC from perp to spot account (exchange-specific) */
@@ -760,7 +764,9 @@ export class FundingArbStrategy {
     async fetchRates(adapter, _exchangeName) {
         try {
             const markets = await adapter.getMarkets();
-            return markets.map(m => ({
+            return markets
+                .filter(m => m.fundingRate != null) // skip symbols with unavailable rates
+                .map(m => ({
                 symbol: m.symbol,
                 rate: parseFloat(m.fundingRate),
                 price: parseFloat(m.markPrice),

package/dist/bot/strategies/funding-arb-v2.js

@@ -48,7 +48,7 @@ export class FundingArbV2Strategy {
                 const map = new Map();
                 for (const m of markets) {
                     map.set(m.symbol.toUpperCase(), {
-                        rate: parseFloat(m.fundingRate),
+                        rate: m.fundingRate != null ? parseFloat(m.fundingRate) : NaN,
                         price: parseFloat(m.markPrice),
                     });
                 }

package/dist/bot/strategies/funding-auto.js

@@ -125,7 +125,7 @@ class FundingAutoStrategy {
                     const sym = normalizeSymbol(raw);
                     const price = parseFloat(m.markPrice);
                     map.set(sym, {
-                        rate: parseFloat(m.fundingRate),
+                        rate: m.fundingRate != null ? parseFloat(m.fundingRate) : NaN,
                         price,
                         exchange: name,
                     });

package/dist/commands/market.js

@@ -15,7 +15,7 @@ export function registerMarketCommands(program, getAdapter, isJson, getAdapterFo
             chalk.white.bold(m.symbol),
             `$${formatUsd(m.markPrice)}`,
             `$${formatUsd(m.indexPrice)}`,
-            formatPercent(m.fundingRate),
+            m.fundingRate != null ? formatPercent(m.fundingRate) : chalk.gray("N/A"),
             `$${formatUsd(m.volume24h)}`,
             `$${formatUsd(m.openInterest)}`,
             String(m.maxLeverage) + "x",
@@ -98,7 +98,7 @@ export function registerMarketCommands(program, getAdapter, isJson, getAdapterFo
             chalk.white.bold(m.symbol),
             `$${formatUsd(m.markPrice)}`,
             `$${formatUsd(m.indexPrice)}`,
-            formatPercent(m.fundingRate),
+            m.fundingRate != null ? formatPercent(m.fundingRate) : chalk.gray("N/A"),
         ];
         if (!explicitExchange && getAdapterForExchange) {
             const grouped = {};
@@ -170,7 +170,7 @@ export function registerMarketCommands(program, getAdapter, isJson, getAdapterFo
         console.log(chalk.cyan.bold(`\n  ${m.symbol} on ${adapter.name}\n`));
         console.log(`  Mark Price:     $${formatUsd(m.markPrice)}`);
         console.log(`  Index Price:    $${formatUsd(m.indexPrice)}`);
-        console.log(`  Funding Rate:   ${formatPercent(m.fundingRate)}`);
+        console.log(`  Funding Rate:   ${m.fundingRate != null ? formatPercent(m.fundingRate) : chalk.gray("N/A")}`);
         console.log(`  24h Volume:     $${formatUsd(m.volume24h)}`);
         console.log(`  Open Interest:  $${formatUsd(m.openInterest)}`);
         console.log(`  Max Leverage:   ${m.maxLeverage}x`);

package/dist/exchanges/aster.js

@@ -79,7 +79,7 @@ export class AsterAdapter {
                 symbol: this._fromApi(sym),
                 markPrice: String(premium?.markPrice ?? ticker?.lastPrice ?? "0"),
                 indexPrice: String(premium?.indexPrice ?? "0"),
-                fundingRate: String(premium?.lastFundingRate ?? "0"),
+                fundingRate: premium?.lastFundingRate != null ? String(premium.lastFundingRate) : null,
                 volume24h: String(ticker?.quoteVolume ?? ticker?.volume ?? "0"),
                 openInterest: "0",
                 maxLeverage: maxLev,

package/dist/exchanges/hyperliquid.js

@@ -218,7 +218,7 @@ export class HyperliquidAdapter {
                 symbol: sym,
                 markPrice: String(ctx.markPx ?? mids[sym] ?? "0"),
                 indexPrice: String(ctx.oraclePx ?? "0"),
-                fundingRate: String(ctx.funding ?? "0"),
+                fundingRate: ctx.funding != null ? String(ctx.funding) : null,
                 volume24h: String(ctx.dayNtlVlm ?? "0"),
                 openInterest: String(ctx.openInterest ?? "0"),
                 maxLeverage: Number(asset.maxLeverage ?? 50),

package/dist/exchanges/interface.d.ts

@@ -6,7 +6,7 @@ export interface ExchangeMarketInfo {
     symbol: string;
     markPrice: string;
     indexPrice: string;
-    fundingRate: string;
+    fundingRate: string | null;
     volume24h: string;
     openInterest: string;
     maxLeverage: number;

package/dist/exchanges/lighter.js

@@ -266,18 +266,22 @@ export class LighterAdapter {
             return this._marketsCache;
         const markets = [];
         try {
-            const res = await this.restGet("/orderBookDetails", {});
-            for (const d of res.order_book_details ?? []) {
+            // Fetch order book details and funding rates in parallel
+            const [obRes, fundingRates] = await Promise.all([
+                this.restGet("/orderBookDetails", {}),
+                this.getFundingRates().catch(() => new Map()),
+            ]);
+            for (const d of obRes.order_book_details ?? []) {
                 if (d.market_type !== "perp")
                     continue;
-                // max_leverage from min_initial_margin_fraction (e.g. 400 = 4% margin = 25x)
                 const imf = d.min_initial_margin_fraction ?? d.default_initial_margin_fraction ?? 500;
                 const maxLev = imf > 0 ? Math.floor(10000 / imf) : 50;
+                const fr = fundingRates.get(d.symbol);
                 markets.push({
                     symbol: d.symbol,
-                    markPrice: String(d.last_trade_price ?? 0),
+                    markPrice: fr?.markPrice ?? String(d.last_trade_price ?? 0),
                     indexPrice: String(d.last_trade_price ?? 0),
-                    fundingRate: "0", // funding rates require auth
+                    fundingRate: fr?.rate ?? null,
                     volume24h: String(d.daily_quote_token_volume ?? 0),
                     openInterest: String(d.open_interest ?? 0),
                     maxLeverage: maxLev,

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "perp-cli",
-  "version": "0.7.19",
+  "version": "0.7.20",
   "description": "Multi-DEX Perpetual Futures CLI - Pacifica, Hyperliquid, Lighter, Aster",
   "bin": {
     "perp": "dist/index.js",