perp-cli 0.7.36 → 0.7.39

package/dist/bot/config.d.ts

@@ -42,6 +42,7 @@ export interface FundingArbStrategyParams {
     max_positions: number;
     exchanges: string[];
     leverage?: number;
+    min_hold_hours?: number;
 }
 export interface GenericStrategyParams {
     type: string;

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

@@ -16,6 +16,7 @@ export class FundingArbStrategy {
                 { name: "max_positions", type: "number", required: false, default: 3, description: "Max concurrent positions" },
                 { name: "exchanges", type: "string", required: true, description: "Comma-separated exchange names" },
                 { name: "leverage", type: "number", required: false, default: 3, description: "Max leverage to use" },
+                { name: "min_hold_hours", type: "number", required: false, default: 2, description: "Min hold time before close (hours)" },
             ],
         };
     }
@@ -88,7 +89,7 @@ export class FundingArbStrategy {
                             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, mode: "perp-perp" });
+                            recovered.push({ symbol: pA.symbol, longExchange: longEx, shortExchange: shortEx, entrySpread: 0, size, mode: "perp-perp", entryTime: 0 });
                             used.add(keyA);
                             used.add(keyB);
                             break;
@@ -135,7 +136,7 @@ export class FundingArbStrategy {
                         const spotBal = nonUsdc.find(b => b.token.toUpperCase().replace(/-SPOT$/, "") === base);
                         ctx.log(`  [ARB] ${name} perp ${perp.symbol}(${perp.side}) → base=${base}, spotMatch=${spotBal ? spotBal.token : "none"}`);
                         if (spotBal && perp.side === "short") {
-                            recovered.push({ symbol: base, longExchange: `${name}-spot`, shortExchange: name, entrySpread: 0, size: perp.size, mode: "spot-perp" });
+                            recovered.push({ symbol: base, longExchange: `${name}-spot`, shortExchange: name, entrySpread: 0, size: perp.size, mode: "spot-perp", entryTime: 0 });
                             used.add(perpKey);
                             ctx.log(`  [ARB] Detected spot-perp hedge: ${base} ${name}-spot↔${name}`);
                         }
@@ -273,7 +274,10 @@ export class FundingArbStrategy {
                 signedSpread = (shortHourly - longHourly) * 8760 * 100;
             }
             // Close if funding flipped (losing money) or spread below close threshold
-            const shouldClose = signedSpread < 0 || signedSpread < params.close_spread;
+            const minHoldMs = (params.min_hold_hours ?? 2) * 60 * 60 * 1000;
+            const holdTime = pos.entryTime > 0 ? Date.now() - pos.entryTime : Infinity;
+            const isFundingFlipped = signedSpread < 0;
+            const shouldClose = isFundingFlipped || (holdTime >= minHoldMs && signedSpread < params.close_spread);
             if (shouldClose) {
                 // Cooldown: skip if close recently failed for this symbol
                 const closeKey = `${pos.symbol}:close`;
@@ -570,17 +574,25 @@ export class FundingArbStrategy {
                         ctx.log(`  [ARB] WARNING: Fill reconciliation failed: ${reconMsg}`);
                     }
                     // Verify both positions actually exist (catches instant liquidation)
+                    // Wait for cache to expire before checking (exchanges cache positions for ~5s)
+                    await new Promise(resolve => setTimeout(resolve, 6000));
                     try {
                         const [longPositions, shortPositions] = await Promise.all([
                             longAdapter.getPositions(),
                             shortAdapter.getPositions(),
                         ]);
-                        const longExists = longPositions.some(p => p.symbol.toUpperCase() === best.symbol.toUpperCase() && parseFloat(p.size) > 0);
-                        const shortExists = shortPositions.some(p => p.symbol.toUpperCase() === best.symbol.toUpperCase() && parseFloat(p.size) > 0);
-                        if (!longExists || !shortExists) {
+                        const symUpper = best.symbol.toUpperCase();
+                        const matchSymbol = (s) => { const u = s.toUpperCase(); return u === symUpper || u === symUpper + "-PERP" || u.replace(/-PERP$/, "") === symUpper; };
+                        const longExists = longPositions.some(p => matchSymbol(p.symbol) && parseFloat(p.size) > 0);
+                        const shortExists = shortPositions.some(p => matchSymbol(p.symbol) && parseFloat(p.size) > 0);
+                        if (!longExists && !shortExists) {
+                            // Both missing likely means cache issue — log warning but don't rollback
+                            ctx.log(`  [ARB] Position verification: both sides not visible for ${best.symbol} (may be cache delay)`);
+                        }
+                        else if (!longExists || !shortExists) {
+                            // One side missing = instant liquidation — rollback the other
                             ctx.log(`  [ARB] Position verification failed for ${best.symbol}: long=${longExists}, short=${shortExists}`);
                             logExecution({ type: "arb_entry", exchange: `${best.longExchange}↔${best.shortExchange}`, symbol: best.symbol, side: "verify", size: matched.size, status: "failed", error: `Position missing after fill: long=${longExists} short=${shortExists}`, dryRun: false });
-                            // Rollback whichever side exists
                             if (longExists && !shortExists) {
                                 try {
                                     await longAdapter.marketOrder(best.symbol, "sell", matched.size);
@@ -611,6 +623,7 @@ export class FundingArbStrategy {
                         entrySpread: best.spread,
                         size: matched.size,
                         mode: "perp-perp",
+                        entryTime: Date.now(),
                     });
                     ctx.state.set("arbOpenPositions", currentPositions);
                     ctx.state.set("arbPositions", currentPositions.length);
@@ -869,6 +882,7 @@ export class FundingArbStrategy {
                 entrySpread: opp.spread,
                 size: matched.size,
                 mode: "spot-perp",
+                entryTime: Date.now(),
             });
             ctx.state.set("arbOpenPositions", currentPositions);
             ctx.state.set("arbPositions", currentPositions.length);

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "perp-cli",
-  "version": "0.7.36",
+  "version": "0.7.39",
   "description": "Multi-DEX Perpetual Futures CLI - Pacifica, Hyperliquid, Lighter, Aster",
   "bin": {
     "perp": "dist/index.js",