perp-cli 0.9.4 → 0.9.6

package/dist/bot/engine.js

@@ -76,10 +76,11 @@ mode = "headless") {
         tick: 0,
         log,
     };
-    // Pass extra adapters to strategy context for funding-arb
+    // Pass extra adapters and risk config to strategy context
     if (extraAdapters) {
         strategyCtx.state.set("extraAdapters", extraAdapters);
     }
+    strategyCtx.state.set("riskConfig", config.risk);
     const isDryRun = false; // TODO: wire up from config when dry-run mode is added
     let running = true;
     // ── TUI / JSON mode setup ──

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

@@ -380,10 +380,16 @@ export class FundingArbV2Strategy {
             return cached.score;
         try {
             const history = await adapter.getFundingHistory(symbol, periods);
-            if (history.length === 0)
+            if (history.length < 2)
                 return null;
             const rates = history.map(h => parseFloat(h.rate));
-            const fH = getFundingHours(exchange);
+            // Compute actual funding period from timestamps (no static map dependency)
+            const times = history.map(h => h.time).sort((a, b) => a - b);
+            let totalInterval = 0;
+            for (let i = 1; i < times.length; i++)
+                totalInterval += times[i] - times[i - 1];
+            const avgIntervalH = totalInterval / (times.length - 1) / 3600000;
+            const fH = avgIntervalH < 1.5 ? 1 : avgIntervalH < 5 ? 4 : 8;
             const avgRate = rates.reduce((s, r) => s + r, 0) / rates.length;
             const consistency = rates.filter(r => r > 0).length / rates.length;
             const annualized = (avgRate / fH) * 8760 * 100;

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

@@ -354,10 +354,16 @@ export class SpotPerpArbStrategy {
             return cached.score;
         try {
             const history = await adapter.getFundingHistory(symbol, p.history_periods);
-            if (history.length === 0)
+            if (history.length < 2)
                 return null;
             const rates = history.map(h => parseFloat(h.rate));
-            const fH = getFundingHours(exchangeName);
+            // Compute actual funding period from timestamps (no static map dependency)
+            const times = history.map(h => h.time).sort((a, b) => a - b);
+            let totalInterval = 0;
+            for (let i = 1; i < times.length; i++)
+                totalInterval += times[i] - times[i - 1];
+            const avgIntervalH = totalInterval / (times.length - 1) / 3600000;
+            const fH = avgIntervalH < 1.5 ? 1 : avgIntervalH < 5 ? 4 : 8;
             const avgRate = rates.reduce((s, r) => s + r, 0) / rates.length;
             const consistency = rates.filter(r => r > 0).length / rates.length;
             const annualized = (avgRate / fH) * 8760 * 100;
@@ -447,8 +453,24 @@ export class SpotPerpArbStrategy {
                     return false;
                 }
             }
-            // Size decision
-            let targetSizeUsd = p.size_usd;
+            // Risk policy: enforce max_position_usd from risk config
+            const riskConfig = ctx.state.get("riskConfig");
+            const maxTotalPositionUsd = riskConfig?.max_position_usd ?? Infinity;
+            const positions = ctx.state.get("spaPositions");
+            let currentTotalUsd = 0;
+            for (const pos of positions) {
+                const ri = findRate(ratesByExchange, pos.perpExchange, getPerpSymbol(pos.symbol, pos.perpExchange))
+                    ?? findRate(ratesByExchange, pos.perpExchange, pos.symbol);
+                const price = ri?.price ?? 0;
+                currentTotalUsd += price * parseFloat(pos.size);
+            }
+            const remainingBudget = maxTotalPositionUsd - currentTotalUsd;
+            if (remainingBudget < 10) {
+                ctx.log(`  [SPA] Skip ${symbol}: risk limit — total positions $${currentTotalUsd.toFixed(0)}/$${maxTotalPositionUsd} (no budget)`);
+                return false;
+            }
+            // Size decision (capped by risk budget)
+            let targetSizeUsd = Math.min(p.size_usd, remainingBudget);
             const sameExchange = spotExchange === perpExchange;
             if (sameExchange) {
                 const perpBal = await perpAdapter.getBalance();

package/dist/funding/normalize.js

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

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "perp-cli",
-  "version": "0.9.4",
+  "version": "0.9.6",
   "description": "Multi-DEX Perpetual Futures CLI - Pacifica, Hyperliquid, Lighter, Aster",
   "bin": {
     "perp": "dist/index.js",