perp-cli 0.7.20 → 0.7.23

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

@@ -2,6 +2,7 @@ import { registerStrategy } from "../strategy-registry.js";
 import { checkArbLiquidity, checkSpotPerpLiquidity } from "../../liquidity.js";
 import { computeMatchedSize, computeSpotPerpMatchedSize, reconcileArbFills } from "../../arb-sizing.js";
 import { computeSignedAnnualSpread, annualizeRate } from "../../funding.js";
+import { logExecution, pruneExecutionLog } from "../../execution-log.js";
 export class FundingArbStrategy {
     name = "funding-arb";
     describe() {
@@ -22,6 +23,11 @@ export class FundingArbStrategy {
     }
     _config = {};
     async init(ctx, _snapshot) {
+        // Prune old execution logs (keep 30 days)
+        try {
+            pruneExecutionLog(30);
+        }
+        catch { /* non-critical */ }
         this._config = ctx.config;
         const params = this.params;
         ctx.state.set("arbRunning", true);
@@ -181,7 +187,7 @@ export class FundingArbStrategy {
             const rates = await this.fetchRates(a, name);
             const map = new Map();
             for (const r of rates)
-                map.set(r.symbol.toUpperCase(), { rate: r.rate, price: r.price });
+                map.set(r.symbol.toUpperCase(), { rate: r.rate, price: r.price, sizeDecimals: r.sizeDecimals });
             ratesByExchange.set(name, map);
         }
         // ── Fetch funding income periodically (every 5 minutes) ──
@@ -271,6 +277,7 @@ export class FundingArbStrategy {
                             ]);
                             toClose.push(pos);
                             ctx.log(`  [ARB] Closed ${pos.symbol} position`);
+                            logExecution({ type: "arb_close", exchange: `${pos.longExchange}↔${pos.shortExchange}`, symbol: pos.symbol, side: "close", size: pos.size, status: "success", dryRun: false, meta: { mode: pos.mode, signedSpread: signedSpread } });
                         }
                         catch (err) {
                             const msg = err instanceof Error ? err.message : String(err);
@@ -364,13 +371,16 @@ export class FundingArbStrategy {
         }
         opportunities.sort((a, b) => b.spread - a.spread);
         if (opportunities.length > 0) {
-            const top = opportunities.slice(0, 3);
-            for (const opp of top) {
-                if (opp.mode === "spot-perp") {
-                    ctx.log(`  [ARB] ${opp.symbol}: ${opp.spread.toFixed(1)}% spread [spot-perp] (short ${opp.shortExchange} ${(opp.shortRate * 100).toFixed(4)}%)`);
-                }
-                else {
-                    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)}%)`);
+            // Only log opportunities when there's room for new positions
+            if (arbPositions < params.max_positions) {
+                const top = opportunities.slice(0, 3);
+                for (const opp of top) {
+                    if (opp.mode === "spot-perp") {
+                        ctx.log(`  [ARB] ${opp.symbol}: ${opp.spread.toFixed(1)}% spread [spot-perp] (short ${opp.shortExchange} ${(opp.shortRate * 100).toFixed(4)}%)`);
+                    }
+                    else {
+                        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: try each opportunity until one succeeds
@@ -414,8 +424,10 @@ export class FundingArbStrategy {
                     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);
+                    // Compute matched size (use actual precision from exchange market data)
+                    const longDec = ratesByExchange.get(best.longExchange)?.get(best.symbol)?.sizeDecimals;
+                    const shortDec = ratesByExchange.get(best.shortExchange)?.get(best.symbol)?.sizeDecimals;
+                    let matched = computeMatchedSize(liq.adjustedSizeUsd, price, best.longExchange, best.shortExchange, { longSizeDecimals: longDec, shortSizeDecimals: shortDec });
                     if (!matched) {
                         ctx.log(`  [ARB] Skip ${best.symbol}: can't compute matched size (min notional or precision issue)`);
                         continue;
@@ -434,7 +446,7 @@ export class FundingArbStrategy {
                             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 });
+                                matched = computeMatchedSize(liq.adjustedSizeUsd, price, best.longExchange, best.shortExchange, { lotSize, longSizeDecimals: longDec, shortSizeDecimals: shortDec });
                                 if (!matched) {
                                     ctx.log(`  [ARB] Skip ${best.symbol}: can't meet lot size ${lotSize}`);
                                     continue;
@@ -473,11 +485,13 @@ export class FundingArbStrategy {
                         ctx.state.set("arbOpenPositions", currentPositions);
                         ctx.state.set("arbPositions", currentPositions.length);
                         ctx.log(`  [ARB] Position opened! (${currentPositions.length}/${params.max_positions})`);
+                        logExecution({ type: "arb_entry", exchange: `${best.longExchange}↔${best.shortExchange}`, symbol: best.symbol, side: "long/short", size: matched.size, notional: matched.notional, status: "success", dryRun: false, meta: { mode: "perp-perp", spread: best.spread } });
                         return [{ type: "noop" }];
                     }
                     catch (err) {
                         const msg = err instanceof Error ? err.message : String(err);
                         ctx.log(`  [ARB] Execution failed for ${best.symbol}: ${msg}`);
+                        logExecution({ type: "arb_entry", exchange: `${best.longExchange}↔${best.shortExchange}`, symbol: best.symbol, side: "long/short", size: matched?.size ?? "0", status: "failed", error: msg, dryRun: false, meta: { mode: "perp-perp" } });
                         continue;
                     }
                 }
@@ -662,11 +676,13 @@ export class FundingArbStrategy {
             ctx.state.set("arbOpenPositions", currentPositions);
             ctx.state.set("arbPositions", currentPositions.length);
             ctx.log(`  [ARB] Spot-perp position opened! (${currentPositions.length}/${params.max_positions})`);
+            logExecution({ type: "arb_entry", exchange: `${opp.longExchange}↔${opp.shortExchange}`, symbol: opp.symbol, side: "spot-long/perp-short", size: matched.size, notional: matched.notional, status: "success", dryRun: false, meta: { mode: "spot-perp", spread: opp.spread } });
             return true;
         }
         catch (err) {
             const msg = err instanceof Error ? err.message : String(err);
             ctx.log(`  [ARB] Open spot-perp failed for ${opp.symbol}: ${msg}`);
+            logExecution({ type: "arb_entry", exchange: opp.shortExchange, symbol: opp.symbol, side: "spot-long/perp-short", size: "0", status: "failed", error: msg, dryRun: false, meta: { mode: "spot-perp" } });
             return false;
         }
     }
@@ -765,11 +781,12 @@ export class FundingArbStrategy {
         try {
             const markets = await adapter.getMarkets();
             return markets
-                .filter(m => m.fundingRate != null) // skip symbols with unavailable rates
+                .filter(m => m.fundingRate != null)
                 .map(m => ({
                 symbol: m.symbol,
                 rate: parseFloat(m.fundingRate),
                 price: parseFloat(m.markPrice),
+                sizeDecimals: m.sizeDecimals,
             }));
         }
         catch {

package/dist/exchanges/aster.js

@@ -75,6 +75,8 @@ export class AsterAdapter {
             const ticker = tickerMap.get(sym);
             const premium = premiumMap.get(sym);
             const maxLev = Number(s.maxLeverage ?? 50);
+            const lotFilter = s.filters
+                ?.find(f => f.filterType === "LOT_SIZE");
             return {
                 symbol: this._fromApi(sym),
                 markPrice: String(premium?.markPrice ?? ticker?.lastPrice ?? "0"),
@@ -83,6 +85,8 @@ export class AsterAdapter {
                 volume24h: String(ticker?.quoteVolume ?? ticker?.volume ?? "0"),
                 openInterest: "0",
                 maxLeverage: maxLev,
+                sizeDecimals: s.quantityPrecision != null ? Number(s.quantityPrecision) : undefined,
+                stepSize: lotFilter?.stepSize != null ? String(lotFilter.stepSize) : undefined,
             };
         });
         this._marketsCache = result;

package/dist/exchanges/interface.d.ts

@@ -10,6 +10,8 @@ export interface ExchangeMarketInfo {
     volume24h: string;
     openInterest: string;
     maxLeverage: number;
+    sizeDecimals?: number;
+    stepSize?: string;
 }
 export interface ExchangePosition {
     symbol: string;

package/dist/funding/normalize.js

@@ -18,7 +18,7 @@ const EXCHANGE_FUNDING_HOURS = {
     hyperliquid: 1,
     pacifica: 1,
     lighter: 8,
-    aster: 8,
+    aster: 1,
 };
 /**
  * Get funding period in hours for an exchange.

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "perp-cli",
-  "version": "0.7.20",
+  "version": "0.7.23",
   "description": "Multi-DEX Perpetual Futures CLI - Pacifica, Hyperliquid, Lighter, Aster",
   "bin": {
     "perp": "dist/index.js",