perp-cli 0.9.2 → 0.9.4

package/dist/arb/sizing.d.ts

@@ -17,7 +17,7 @@ export declare function computeMatchedSize(sizeUsd: number, price: number, longE
  * Compute matched size for spot-perp arb.
  * Uses spot exchange's size decimals for the spot leg.
  */
-export declare function computeSpotPerpMatchedSize(sizeUsd: number, price: number, spotExchange: string, perpExchange: string, spotSizeDecimals?: number): {
+export declare function computeSpotPerpMatchedSize(sizeUsd: number, price: number, spotExchange: string, perpExchange: string, spotSizeDecimals?: number, perpSizeDecimals?: number): {
     size: string;
     notional: number;
 } | null;

package/dist/arb/sizing.js

@@ -77,12 +77,12 @@ function getMinNotional(exchange) {
  * Compute matched size for spot-perp arb.
  * Uses spot exchange's size decimals for the spot leg.
  */
-export function computeSpotPerpMatchedSize(sizeUsd, price, spotExchange, perpExchange, spotSizeDecimals) {
+export function computeSpotPerpMatchedSize(sizeUsd, price, spotExchange, perpExchange, spotSizeDecimals, perpSizeDecimals) {
     if (price <= 0)
         return null;
-    // If explicit spot decimals provided, use them; otherwise derive from exchange
+    // If explicit decimals provided, use them; otherwise derive from exchange
     const spotDec = spotSizeDecimals ?? getSizeDecimals(`spot:${spotExchange}`);
-    const perpDec = getSizeDecimals(perpExchange);
+    const perpDec = perpSizeDecimals ?? getSizeDecimals(perpExchange);
     const szDecimals = Math.min(spotDec, perpDec);
     const rawSize = sizeUsd / price;
     const factor = Math.pow(10, szDecimals);

package/dist/bot/engine.js

@@ -114,6 +114,21 @@ mode = "headless") {
     const shutdown = () => { running = false; state.phase = "stopped"; };
     process.on("SIGINT", shutdown);
     process.on("SIGTERM", shutdown);
+    // Direct stdin 'q' handler as fallback (ink's useInput may not work in all terminals)
+    let stdinHandler;
+    if (process.stdin.isTTY) {
+        process.stdin.setRawMode?.(true);
+        process.stdin.resume();
+        stdinHandler = (data) => {
+            const ch = data.toString();
+            if (ch === "q" || ch === "Q" || ch === "\x03") { // q, Q, or Ctrl+C
+                shutdown();
+                if (tuiUnmount)
+                    tuiUnmount();
+            }
+        };
+        process.stdin.on("data", stdinHandler);
+    }
     if (mode !== "tui") {
         // Header (headless / json modes print header to console)
         log(chalk.cyan.bold(`\n  ╔═══════════════════════════════════════╗`));
@@ -308,6 +323,11 @@ mode = "headless") {
     finally {
         process.removeListener("SIGINT", shutdown);
         process.removeListener("SIGTERM", shutdown);
+        if (stdinHandler) {
+            process.stdin.removeListener("data", stdinHandler);
+            process.stdin.setRawMode?.(false);
+            process.stdin.pause();
+        }
         // Cleanup: cancel any remaining orders
         if (state.strategyActive) {
             effectiveLog(`  Cleaning up orders...`);

package/dist/bot/strategies/spot-perp-arb-strategy.js

@@ -174,10 +174,10 @@ export class SpotPerpArbStrategy {
         }
         const display = positions.map(pos => {
             const ann = this.calcAnnualized(pos, ratesByExchange);
-            const sign = ann >= 0 ? "+" : "";
+            const annStr = ann !== null ? `${ann >= 0 ? "+" : ""}${ann.toFixed(1)}%` : "?%";
             const hist = pos.fundingHistory;
             const posCount = hist.filter(h => h.amount > 0).length;
-            return `${pos.symbol} ${pos.spotExchange}-spot<>${pos.perpExchange} ${sign}${ann.toFixed(1)}% (${posCount}/${hist.length} positive)`;
+            return `${pos.symbol} ${pos.spotExchange}-spot<>${pos.perpExchange} ${annStr} (${posCount}/${hist.length} positive)`;
         });
         ctx.state.set("arbPositionDetails", display);
         ctx.state.set("arbPositions", positions.length);
@@ -388,13 +388,18 @@ export class SpotPerpArbStrategy {
     calcAnnualized(pos, ratesByExchange) {
         const ri = findRate(ratesByExchange, pos.perpExchange, getPerpSymbol(pos.symbol, pos.perpExchange))
             ?? findRate(ratesByExchange, pos.perpExchange, pos.symbol);
-        const fH = ri?.fundingHours ?? getFundingHours(pos.perpExchange);
-        return ri ? (ri.rate / fH) * 8760 * 100 : 0;
+        if (!ri)
+            return null; // rate unknown — don't assume 0
+        const fH = ri.fundingHours ?? getFundingHours(pos.perpExchange);
+        return (ri.rate / fH) * 8760 * 100;
     }
     shouldClose(pos, ratesByExchange, p) {
         const minHoldMs = p.min_hold_hours * 60 * 60 * 1000;
         const holdTime = pos.entryTime > 0 ? Date.now() - pos.entryTime : Infinity;
         const ann = this.calcAnnualized(pos, ratesByExchange);
+        // Rate unknown — don't close (rate data not yet available)
+        if (ann === null)
+            return false;
         // Emergency close: instantaneous spread deeply negative
         if (ann < -50)
             return true;

package/dist/bot/strategies/spot-perp-executor.js

@@ -68,9 +68,11 @@ export class SpotPerpExecutor {
             // Compute matched size
             const spotMarkets = await spotAdapter.getSpotMarkets();
             const spotDec = spotMarkets.find(m => m.baseToken.toUpperCase() === symbol.toUpperCase())?.sizeDecimals;
-            const matched = computeSpotPerpMatchedSize(liq.adjustedSizeUsd, price, spotExchange, perpExchange, spotDec);
+            const perpMarkets = await perpAdapter.getMarkets();
+            const perpDec = perpMarkets.find(m => matchSymbol(m.symbol, perpSymbol) || matchSymbol(m.symbol, symbol))?.sizeDecimals;
+            const matched = computeSpotPerpMatchedSize(liq.adjustedSizeUsd, price, spotExchange, perpExchange, spotDec, perpDec);
             if (!matched) {
-                log(`  [SPA] Skip ${symbol}: matched size fail`);
+                log(`  [SPA] Skip ${symbol}: matched size fail (spotDec=${spotDec}, perpDec=${perpDec}, price=${price.toFixed(2)}, sizeUsd=${liq.adjustedSizeUsd.toFixed(2)})`);
                 return { success: false, error: "matched size fail" };
             }
             log(`  [SPA] Opening: ${matched.size} ${symbol} ($${matched.notional.toFixed(0)}) ${spotExchange}-spot<>${perpExchange}`);
@@ -116,6 +118,24 @@ export class SpotPerpExecutor {
                 }
                 return { success: false, error: `spot buy: ${msg}` };
             }
+            // Step 1b: Verify spot actually bought (safety net for "assuming executed" false positive)
+            try {
+                invalidateCache("acct");
+                const postBals = await spotAdapter.getSpotBalances();
+                const bought = postBals.find(b => b.token.toUpperCase().replace(/-SPOT$/, "") === symbol.toUpperCase());
+                const boughtAmt = bought ? parseFloat(bought.total) : 0;
+                if (boughtAmt < parseFloat(matched.size) * 0.5) {
+                    log(`  [SPA] Spot buy returned OK but ${symbol} balance too low (${boughtAmt.toFixed(4)}) — aborting`);
+                    if (actualTransferred > 0) {
+                        try {
+                            await transferUsdcToPerp(spotAdapter, spotExchange, actualTransferred);
+                        }
+                        catch { /* best effort */ }
+                    }
+                    return { success: false, error: "spot buy not confirmed by balance" };
+                }
+            }
+            catch { /* balance check failed, proceed optimistically */ }
             // Step 2: Short perp
             try {
                 await perpAdapter.marketOrder(perpSymbol, "sell", matched.size);
@@ -200,6 +220,24 @@ export class SpotPerpExecutor {
                 }
                 return false;
             }
+            // Step 2b: Verify spot actually sold (safety net for "assuming executed" false positive)
+            try {
+                invalidateCache("acct");
+                const postBals = await spotAdapter.getSpotBalances();
+                const remaining = postBals.find(b => b.token.toUpperCase().replace(/-SPOT$/, "") === symbol.toUpperCase());
+                const remainingAmt = remaining ? parseFloat(remaining.total) : 0;
+                if (remainingAmt >= parseFloat(size) * 0.5) {
+                    log(`  [SPA] CRITICAL: Spot sell returned OK but ${symbol} balance unchanged (${remainingAmt.toFixed(4)}) — re-hedging perp`);
+                    try {
+                        await perpAdapter.marketOrder(perpSym, "sell", size);
+                    }
+                    catch (rbErr) {
+                        log(`  [SPA] CRITICAL: Perp re-hedge failed: ${rbErr instanceof Error ? rbErr.message : String(rbErr)}`);
+                    }
+                    return false;
+                }
+            }
+            catch { /* balance check failed, proceed optimistically */ }
             // Step 3: Transfer USDC back to perp (always — lighter/HL both need this)
             try {
                 const spotBals = await spotAdapter.getSpotBalances();

package/dist/exchanges/lighter-spot.js

@@ -231,16 +231,16 @@ export class LighterSpotAdapter {
             orderType: 1, // MARKET
             timeInForce: 0, // IOC
         });
-        // Verify fill via tx endpoint
+        // Verify fill via tx endpoint (best-effort: tx was accepted by sendTx, so likely executed)
         const txResult = result;
         if (txResult.tx_hash) {
-            for (let attempt = 0; attempt < 5; attempt++) {
+            for (let attempt = 0; attempt < 10; attempt++) {
                 await new Promise(r => setTimeout(r, 500));
                 try {
                     const tx = await this._restGet("/tx", { by: "hash", value: txResult.tx_hash });
                     const status = Number(tx.status ?? 0);
-                    if (status === 3)
-                        return result; // executed
+                    if (status >= 2 && status <= 3)
+                        return result; // status 2=executed, 3=committed
                     if (status > 3)
                         throw new Error(`Spot ${side} ${symbol}: tx rejected (status=${status})`);
                 }
@@ -249,7 +249,8 @@ export class LighterSpotAdapter {
                         throw e;
                 }
             }
-            throw new Error(`Spot ${side} ${symbol}: tx not confirmed after 2.5s (hash=${txResult.tx_hash})`);
+            // tx was accepted (sendTx 200) but verification timed out — warn, don't throw
+            console.error(`[lighter-spot] Warning: spot ${side} ${symbol} tx not confirmed after 5s (hash=${txResult.tx_hash}) — assuming executed`);
         }
         return result;
     }

package/dist/exchanges/lighter.js

@@ -483,13 +483,13 @@ export class LighterAdapter {
         const txResult = result;
         if (txResult.tx_hash) {
             // Poll tx status (may take a moment to process)
-            for (let attempt = 0; attempt < 5; attempt++) {
+            for (let attempt = 0; attempt < 10; attempt++) {
                 await new Promise(r => setTimeout(r, 500));
                 try {
                     const tx = await this.restGet("/tx", { by: "hash", value: txResult.tx_hash });
                     const status = Number(tx.status ?? 0);
-                    if (status === 3) {
-                        // status 3 = executed. Parse event_info for fill details
+                    if (status >= 2 && status <= 3) {
+                        // status 2 = executed, 3 = committed. Parse event_info for fill details
                         try {
                             const eventInfo = JSON.parse(String(tx.event_info ?? "{}"));
                             const takerOrder = eventInfo.to;
@@ -507,7 +507,7 @@ export class LighterAdapter {
                         // status=3 means tx was executed (even if zero-fill IOC — strategy verifies position)
                         return result;
                     }
-                    if (status > 3) {
+                    if (status > 3) { // status 4+ = rejected/failed
                         // status > 3 likely means rejected/cancelled
                         throw new Error(`Market ${side} ${symbol}: tx rejected (status=${status}, hash=${txResult.tx_hash})`);
                     }
@@ -519,8 +519,8 @@ export class LighterAdapter {
                     // tx query failed, retry
                 }
             }
-            // After 5 attempts, tx still not processed
-            throw new Error(`Market ${side} ${symbol}: tx not confirmed after 2.5s (hash=${txResult.tx_hash})`);
+            // tx was accepted (sendTx 200) but verification timed out — warn, don't throw
+            console.error(`[lighter] Warning: market ${side} ${symbol} tx not confirmed after 5s (hash=${txResult.tx_hash}) — assuming executed`);
         }
         return result;
     }

package/dist/exchanges/pacifica.js

@@ -194,7 +194,7 @@ export class PacificaAdapter {
         if (orderId && !(opts?.reduceOnly ?? false)) {
             // Poll order status via history_by_id
             let lastPollError = null;
-            for (let attempt = 0; attempt < 5; attempt++) {
+            for (let attempt = 0; attempt < 10; attempt++) {
                 await new Promise(r => setTimeout(r, 500));
                 try {
                     const history = await this.client.getOrderHistoryById(Number(orderId));
@@ -217,8 +217,9 @@ export class PacificaAdapter {
                     lastPollError = e;
                 }
             }
+            // Order was accepted but verification timed out — warn, don't throw
             const errDetail = lastPollError instanceof Error ? ` (poll error: ${lastPollError.message})` : "";
-            throw new Error(`Market ${side} ${symbol}: order ${orderId} not confirmed after 2.5s${errDetail}`);
+            console.error(`[pacifica] Warning: market ${side} ${symbol} order ${orderId} not confirmed after 5s${errDetail} — assuming executed`);
         }
         if (!(opts?.reduceOnly ?? false)) {
             console.error(`[pacifica] Warning: market ${side} ${symbol} accepted but no order_id in response — skipping fill verification`);

package/dist/index.js

@@ -1,4 +1,6 @@
 #!/usr/bin/env node
+// Save original process.exit before any SDK (Go WASM) can patch it
+const _origExit = process.exit.bind(process);
 import { config } from "dotenv";
 import { resolve } from "path";
 import { createRequire } from "node:module";
@@ -733,14 +735,14 @@ if (rawArgs.length === 0 || (!hasSubcommand && !rawArgs.includes("-h") && !rawAr
         catch {
             program.help();
         }
-        setTimeout(() => process.exit(0), 500);
+        setTimeout(() => _origExit(0), 500);
     })();
 }
 else {
     program.parseAsync().then(() => {
         // Allow a short delay for any pending output, then exit cleanly.
         // Without this, HL SDK's WebSocket keeps the process alive indefinitely.
-        setTimeout(() => process.exit(0), 500);
+        setTimeout(() => _origExit(0), 500);
     }).catch(async (err) => {
         const msg = err instanceof Error ? err.message : String(err);
         if (isJson()) {
@@ -750,6 +752,6 @@ else {
         else {
             console.error(chalk.red(msg));
         }
-        process.exit(1);
+        _origExit(1);
     });
 }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "perp-cli",
-  "version": "0.9.2",
+  "version": "0.9.4",
   "description": "Multi-DEX Perpetual Futures CLI - Pacifica, Hyperliquid, Lighter, Aster",
   "bin": {
     "perp": "dist/index.js",