perp-cli 0.9.7 → 0.11.0

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

@@ -125,7 +125,8 @@ export class SpotPerpArbStrategy {
                     availableAdapters.set(name, a);
             }
             catch (err) {
-                ctx.log(`  [SPA] getBalance failed for ${name}: ${err instanceof Error ? err.message : String(err)}`);
+                const msg = (err instanceof Error ? err.message : String(err)).slice(0, 120);
+                ctx.log(`  [SPA] getBalance failed for ${name}: ${msg}`);
             }
         }
         const ratesByExchange = new Map();
@@ -221,7 +222,8 @@ export class SpotPerpArbStrategy {
             const rcd = this._failCooldown.get(`${pos.id}:rotate`) ?? 0;
             if (Date.now() < rcd)
                 continue;
-            const best = await this.findBestPerp(pos.symbol, adapters, ratesByExchange);
+            const candidates = await this.findPerpCandidates(pos.symbol, adapters, ratesByExchange);
+            const best = candidates[0];
             if (!best || best.exchange === pos.perpExchange)
                 continue;
             const currentInfo = findRate(ratesByExchange, pos.perpExchange, getPerpSymbol(pos.symbol, pos.perpExchange))
@@ -277,10 +279,12 @@ export class SpotPerpArbStrategy {
                         continue;
                     if (Date.now() < (this._failCooldown.get(`${base}:entry`) ?? 0))
                         continue;
-                    const best = await this.findBestPerp(base, adapters, ratesByExchange);
-                    if (!best || best.score.annualized < p.min_rate || best.score.consistency < p.min_consistency)
-                        continue;
-                    scoredOpps.push({ symbol: base, spotExchange: spotExName, perpExchange: best.exchange, annualized: best.score.annualized, score: best.score });
+                    const candidates = await this.findPerpCandidates(base, adapters, ratesByExchange);
+                    for (const cand of candidates) {
+                        if (cand.score.annualized < p.min_rate || cand.score.consistency < p.min_consistency)
+                            continue;
+                        scoredOpps.push({ symbol: base, spotExchange: spotExName, perpExchange: cand.exchange, annualized: cand.score.annualized, score: cand.score });
+                    }
                 }
             }
             catch { /* no spot */ }
@@ -350,8 +354,9 @@ export class SpotPerpArbStrategy {
     scoreFundingLocal(adapter, symbol, exchangeName) {
         return scoreFunding(adapter, symbol, exchangeName, this.params.history_periods, this._fundingScoreCache);
     }
-    async findBestPerp(symbol, adapters, ratesByExchange) {
-        let best = null;
+    /** Find all perp exchanges for a symbol, sorted by annualized rate (highest first). */
+    async findPerpCandidates(symbol, adapters, ratesByExchange) {
+        const candidates = [];
         for (const [exName, adapter] of adapters) {
             const perpSym = getPerpSymbol(symbol, exName);
             const ri = findRate(ratesByExchange, exName, perpSym) ?? findRate(ratesByExchange, exName, symbol);
@@ -361,10 +366,10 @@ export class SpotPerpArbStrategy {
                 ?? await this.scoreFundingLocal(adapter, symbol, exName);
             if (!score)
                 continue;
-            if (!best || score.annualized > best.score.annualized)
-                best = { exchange: exName, rate: ri.rate, score };
+            candidates.push({ exchange: exName, rate: ri.rate, score });
         }
-        return best;
+        candidates.sort((a, b) => b.score.annualized - a.score.annualized);
+        return candidates;
     }
     calcAnnualized(pos, ratesByExchange) {
         const ri = findRate(ratesByExchange, pos.perpExchange, getPerpSymbol(pos.symbol, pos.perpExchange))
@@ -466,15 +471,18 @@ export class SpotPerpArbStrategy {
                 const pBal = exchangeBalances.get(perpExchange);
                 if (!sBal || !pBal)
                     return false;
-                // Check spot USDC balance too (already in spot account, no transfer needed)
+                // Check spot USDC balance (only add if separate from perp — skip for unified accounts like HL)
                 let spotAvailable = sBal.available;
-                try {
-                    const spotBals = await spotAdapter.getSpotBalances();
-                    const spotUsdc = spotBals.find(b => b.token.toUpperCase().startsWith("USDC"));
-                    if (spotUsdc)
-                        spotAvailable += parseFloat(spotUsdc.available);
+                const isUnified = spotExAdapter?.isUnifiedAccount ?? false;
+                if (!isUnified) {
+                    try {
+                        const spotBals = await spotAdapter.getSpotBalances();
+                        const spotUsdc = spotBals.find(b => b.token.toUpperCase().startsWith("USDC"));
+                        if (spotUsdc)
+                            spotAvailable += parseFloat(spotUsdc.available);
+                    }
+                    catch { /* non-critical */ }
                 }
-                catch { /* non-critical */ }
                 const maxNtl = Math.min(spotAvailable, pBal.available * leverage) * 0.8;
                 if (maxNtl < targetSizeUsd) {
                     if (maxNtl < 10) {

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

@@ -121,8 +121,8 @@ export class SpotPerpExecutor {
                 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 (boughtAmt < parseFloat(matched.size) * 0.8) {
+                    log(`  [SPA] Spot buy returned OK but ${symbol} balance too low (${boughtAmt.toFixed(4)} < ${matched.size} × 80%) — aborting`);
                     if (actualTransferred > 0) {
                         try {
                             await transferUsdcToPerp(spotAdapter, spotExchange, actualTransferred);
@@ -223,8 +223,8 @@ export class SpotPerpExecutor {
                 const postBals = await spotAdapter.getSpotBalances();
                 const remaining = postBals.find(b => b.token.toUpperCase().replace(/-SPOT$/, "") === 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`);
+                if (remainingAmt >= parseFloat(size) * 0.8) {
+                    log(`  [SPA] CRITICAL: Spot sell returned OK but ${symbol} balance unchanged (${remainingAmt.toFixed(4)} >= ${size} × 80%) — re-hedging perp`);
                     try {
                         await perpAdapter.marketOrder(perpSym, "sell", size);
                     }

package/dist/commands/bot.js

@@ -165,7 +165,7 @@ export function registerBotCommands(program, getAdapter, getAdapterFor, isJson)
         const config = {
             name: `arb-funding-${Date.now().toString(36)}`,
             exchange: primaryAdapter.name,
-            symbol: "ETH", // multi-symbol scanning
+            symbol: "ALL", // multi-symbol scanning
             strategy: {
                 type: "funding-arb",
                 min_spread: parseFloat(opts.minSpread),
@@ -243,7 +243,7 @@ export function registerBotCommands(program, getAdapter, getAdapterFor, isJson)
         const config = {
             name: `delta-neutral-${Date.now().toString(36)}`,
             exchange: primaryAdapter.name,
-            symbol: "ETH",
+            symbol: "ALL",
             strategy: {
                 type: "spot-perp-arb",
                 exchanges: exchangeNames,

package/dist/commands/ows.d.ts

@@ -0,0 +1,2 @@
+import { Command } from "commander";
+export declare function registerOwsCommands(program: Command, isJson: () => boolean): void;