perp-cli 0.7.30 → 0.7.32

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

@@ -293,19 +293,32 @@ export class FundingArbStrategy {
                             logExecution({ type: "arb_close", exchange: pos.longExchange, symbol: pos.symbol, side: "sell", size: pos.size, status: "failed", error: msg, dryRun: false, meta: { mode: pos.mode, leg: "long" } });
                             this._failCooldown.set(`${pos.symbol}:close`, Date.now() + 5 * 60 * 1000);
                         }
+                        if (!closeLongOk)
+                            continue; // don't close short if long failed — keep hedge intact
                         try {
                             const closeShortResult = await shortAdapter.marketOrder(pos.symbol, "buy", pos.size);
                             logExecution({ type: "arb_close", exchange: pos.shortExchange, symbol: pos.symbol, side: "buy", size: pos.size, status: "success", dryRun: false, meta: { mode: pos.mode, leg: "short", signedSpread: signedSpread, response: closeShortResult } });
                         }
                         catch (err) {
                             const msg = err instanceof Error ? err.message : String(err);
-                            ctx.log(`  [ARB] Close short leg failed for ${pos.symbol}: ${msg}`);
+                            ctx.log(`  [ARB] Close short leg failed for ${pos.symbol}: ${msg} — re-opening long to restore hedge`);
                             logExecution({ type: "arb_close", exchange: pos.shortExchange, symbol: pos.symbol, side: "buy", size: pos.size, status: "failed", error: msg, dryRun: false, meta: { mode: pos.mode, leg: "short" } });
+                            // Rollback: re-open long to restore hedge
+                            try {
+                                await longAdapter.marketOrder(pos.symbol, "buy", pos.size);
+                                ctx.log(`  [ARB] Rollback: re-opened long ${pos.size} ${pos.symbol} on ${pos.longExchange}`);
+                                logExecution({ type: "multi_leg_rollback", exchange: pos.longExchange, symbol: pos.symbol, side: "buy", size: pos.size, status: "success", dryRun: false });
+                            }
+                            catch (rbErr) {
+                                const rbMsg = rbErr instanceof Error ? rbErr.message : String(rbErr);
+                                ctx.log(`  [ARB] CRITICAL: Close rollback failed for ${pos.symbol}: ${rbMsg}`);
+                                logExecution({ type: "multi_leg_rollback", exchange: pos.longExchange, symbol: pos.symbol, side: "buy", size: pos.size, status: "failed", error: rbMsg, dryRun: false });
+                            }
+                            this._failCooldown.set(`${pos.symbol}:close`, Date.now() + 5 * 60 * 1000);
+                            continue;
                         }
-                        if (closeLongOk) {
-                            toClose.push(pos);
-                            ctx.log(`  [ARB] Closed ${pos.symbol} position`);
-                        }
+                        toClose.push(pos);
+                        ctx.log(`  [ARB] Closed ${pos.symbol} position`);
                     }
                 }
             }

package/dist/exchanges/aster.js

@@ -277,17 +277,51 @@ export class AsterAdapter {
     }
     // ── Trading ──
     async marketOrder(symbol, side, size) {
+        const apiSymbol = this._toApi(symbol);
         const result = await this._signedPost("/fapi/v1/order", {
-            symbol: this._toApi(symbol),
+            symbol: apiSymbol,
             side: side.toUpperCase(),
             type: "MARKET",
             quantity: size,
         });
-        // Validate fill — Binance-style API returns 200 even for 0-fill orders
         const r = result;
         const executedQty = Number(r.executedQty ?? 0);
+        const orderId = String(r.orderId ?? "");
+        // If immediately filled, return
+        if (executedQty > 0 && r.status === "FILLED")
+            return result;
+        // status=NEW: order accepted but not yet filled — poll for up to 3 seconds
+        if (r.status === "NEW" && orderId) {
+            for (let i = 0; i < 3; i++) {
+                await new Promise(resolve => setTimeout(resolve, 1000));
+                try {
+                    const check = await this._signedGet("/fapi/v1/order", {
+                        symbol: apiSymbol,
+                        orderId,
+                    });
+                    const filledQty = Number(check.executedQty ?? 0);
+                    if (filledQty > 0)
+                        return check; // filled
+                    if (check.status === "CANCELED" || check.status === "EXPIRED" || check.status === "REJECTED") {
+                        throw new Error(`Market ${side} ${symbol}: order ${check.status} (orderId: ${orderId})`);
+                    }
+                }
+                catch (e) {
+                    if (e instanceof Error && e.message.startsWith("Market "))
+                        throw e;
+                    // query failed, retry
+                }
+            }
+            // Still not filled after 3s — cancel and throw
+            try {
+                await this._signedDelete("/fapi/v1/order", { symbol: apiSymbol, orderId });
+            }
+            catch { /* best effort cancel */ }
+            throw new Error(`Market ${side} ${symbol}: order not filled after 3s, cancelled (orderId: ${orderId})`);
+        }
+        // executedQty === 0 with non-NEW status
         if (executedQty === 0) {
-            throw new Error(`Market ${side} ${symbol}: order accepted but 0 filled (status: ${r.status}, orderId: ${r.orderId})`);
+            throw new Error(`Market ${side} ${symbol}: order accepted but 0 filled (status: ${r.status}, orderId: ${orderId})`);
         }
         return result;
     }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "perp-cli",
-  "version": "0.7.30",
+  "version": "0.7.32",
   "description": "Multi-DEX Perpetual Futures CLI - Pacifica, Hyperliquid, Lighter, Aster",
   "bin": {
     "perp": "dist/index.js",