perp-cli 0.9.8 → 0.11.0

package/dist/bot/engine.js

@@ -2,6 +2,9 @@ import { getMarketSnapshot, evaluateAllConditions } from "./conditions.js";
 import { updateJobState } from "../jobs.js";
 import { getStrategy } from "./strategy-registry.js";
 import chalk from "chalk";
+import { appendFileSync, mkdirSync } from "node:fs";
+import { homedir } from "node:os";
+import { join } from "node:path";
 // Auto-register built-in strategies
 import "./strategies/grid-strategy.js";
 import "./strategies/dca-strategy.js";
@@ -87,14 +90,30 @@ mode = "headless") {
     const tuiEmitter = new TuiEmitter();
     let tuiUnmount;
     let paused = false;
-    // Wrap log for TUI/JSON modes
+    // Log file: always write to ~/.perp/logs/<bot-name>.log
+    const logDir = join(homedir(), ".perp", "logs");
+    try {
+        mkdirSync(logDir, { recursive: true });
+    }
+    catch { /* ignore */ }
+    const logFile = join(logDir, `${config.name}.log`);
+    const writeLog = (msg) => {
+        const ts = new Date().toISOString();
+        const clean = msg.replace(/\x1b\[[0-9;]*m/g, ""); // strip ANSI colors
+        try {
+            appendFileSync(logFile, `${ts} ${clean}\n`);
+        }
+        catch { /* ignore */ }
+    };
+    // Wrap log for TUI/JSON modes + always write to file
     let effectiveLog = mode === "json"
-        ? () => { } // JSON mode suppresses console log; NDJSON emitted per tick
+        ? (msg) => { writeLog(msg); } // JSON mode suppresses console; still log to file
         : mode === "tui"
-            ? (msg) => tuiEmitter.emitLog(msg)
-            : log;
+            ? (msg) => { tuiEmitter.emitLog(msg); writeLog(msg); }
+            : (msg) => { log(msg); writeLog(msg); };
     // Update strategy context to use effective log
     strategyCtx.log = effectiveLog;
+    effectiveLog(`  Log file: ${logFile}`);
     if (mode === "tui") {
         try {
             const { startDashboard } = await import("./tui/index.js");

package/dist/bot/presets.js

@@ -211,7 +211,7 @@ const arbConservative = {
     buildConfig: (exchange, _symbol) => ({
         name: `arb-conservative-${Date.now().toString(36)}`,
         exchange,
-        symbol: "ETH",
+        symbol: "ALL",
         strategy: {
             type: "funding-arb",
             min_spread: 30,
@@ -234,7 +234,7 @@ const arbStandard = {
     buildConfig: (exchange, _symbol) => ({
         name: `arb-standard-${Date.now().toString(36)}`,
         exchange,
-        symbol: "ETH",
+        symbol: "ALL",
         strategy: {
             type: "funding-arb",
             min_spread: 20,
@@ -257,7 +257,7 @@ const arbAggressive = {
     buildConfig: (exchange, _symbol) => ({
         name: `arb-aggressive-${Date.now().toString(36)}`,
         exchange,
-        symbol: "ETH",
+        symbol: "ALL",
         strategy: {
             type: "funding-arb",
             min_spread: 10,

package/dist/bot/strategies/funding-arb-strategy.d.ts

@@ -26,7 +26,6 @@ export declare class FundingArbStrategy implements Strategy {
     private get params();
     private _config;
     private _failCooldown;
-    private _spotAdapterCache;
     init(ctx: StrategyContext, _snapshot: EnrichedSnapshot): Promise<void>;
     onTick(ctx: StrategyContext, _snapshot: EnrichedSnapshot): Promise<StrategyAction[]>;
     onStop(ctx: StrategyContext): Promise<StrategyAction[]>;
@@ -36,26 +35,4 @@ export declare class FundingArbStrategy implements Strategy {
     private closeSpotPerp;
     /** Open a spot-perp position: transfer USDC to spot, buy spot, short perp */
     private openSpotPerp;
-    /** Transfer USDC from perp to spot account (exchange-specific) */
-    private transferUsdcToSpot;
-    /** Transfer USDC from spot to perp account (exchange-specific) */
-    private transferUsdcToPerp;
-    /**
-     * Get spot adapter for a given exchange name + perp adapter instance.
-     * Returns null if the exchange doesn't support spot or instantiation fails.
-     */
-    private getSpotAdapter;
-    /**
-     * Resolve the perp symbol for a given base symbol on an exchange.
-     * HL getPositions() returns symbols like "PURR" or "PURR-PERP" — we normalize here.
-     */
-    private getPerpSymbol;
-    /** Look up rate from ratesByExchange, trying symbol, symbol-PERP, and symbol without -PERP */
-    private findRate;
-    /**
-     * Get a price estimate for a symbol from the perp adapter.
-     * Tries the base symbol first, then with -PERP suffix.
-     */
-    private getPriceEstimate;
-    private fetchRates;
 }

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

@@ -3,6 +3,8 @@ import { checkArbLiquidity, checkSpotPerpLiquidity } from "../../liquidity.js";
 import { computeMatchedSize, computeSpotPerpMatchedSize, reconcileArbFills } from "../../arb-sizing.js";
 import { getFundingHours } from "../../funding.js";
 import { logExecution, pruneExecutionLog } from "../../execution-log.js";
+import { annualizeHourlyRate } from "../../funding/normalize.js";
+import { isPositionGone, transferUsdcToSpot, transferUsdcToPerp, getSpotAdapter, getPerpSymbol, findRate, getPriceEstimate, fetchRates, } from "./funding-arb-utils.js";
 export class FundingArbStrategy {
     name = "funding-arb";
     describe() {
@@ -25,7 +27,6 @@ export class FundingArbStrategy {
     }
     _config = {};
     _failCooldown = new Map(); // "symbol:action" → timestamp of next retry
-    _spotAdapterCache = new Map();
     async init(ctx, _snapshot) {
         // Prune old execution logs (keep 30 days)
         try {
@@ -241,7 +242,7 @@ export class FundingArbStrategy {
         // Fetch rates — all exchanges if room for new positions, only position exchanges if full
         const ratesByExchange = new Map();
         for (const [name, a] of exchangesToScan) {
-            const rates = await this.fetchRates(a, name);
+            const rates = await fetchRates(a, name);
             const map = new Map();
             for (const r of rates)
                 map.set(r.symbol.toUpperCase(), { rate: r.rate, price: r.price, sizeDecimals: r.sizeDecimals, maxLeverage: r.maxLeverage, fundingHours: r.fundingHours });
@@ -277,20 +278,20 @@ export class FundingArbStrategy {
             if (p.mode === "spot-perp") {
                 // For spot-perp: long side is spot (rate=0), short side is perp
                 const perpExchange = p.shortExchange;
-                const perpSymbol = this.getPerpSymbol(p.symbol, perpExchange);
-                const rateInfo = this.findRate(ratesByExchange, perpExchange, perpSymbol)
-                    ?? this.findRate(ratesByExchange, perpExchange, p.symbol);
+                const perpSymbol = getPerpSymbol(p.symbol, perpExchange);
+                const rateInfo = findRate(ratesByExchange, perpExchange, perpSymbol)
+                    ?? findRate(ratesByExchange, perpExchange, p.symbol);
                 const shortRate = rateInfo?.rate;
                 const fundingH = rateInfo?.fundingHours ?? getFundingHours(perpExchange);
-                signedSpread = shortRate !== undefined ? (shortRate / fundingH) * 8760 * 100 : 0;
+                signedSpread = shortRate !== undefined ? annualizeHourlyRate(shortRate / fundingH) : 0;
             }
             else {
-                const longInfo = this.findRate(ratesByExchange, p.longExchange, p.symbol);
-                const shortInfo = this.findRate(ratesByExchange, p.shortExchange, p.symbol);
+                const longInfo = findRate(ratesByExchange, p.longExchange, p.symbol);
+                const shortInfo = findRate(ratesByExchange, p.shortExchange, p.symbol);
                 const longHourly = longInfo ? longInfo.rate / (longInfo.fundingHours ?? getFundingHours(p.longExchange)) : undefined;
                 const shortHourly = shortInfo ? shortInfo.rate / (shortInfo.fundingHours ?? getFundingHours(p.shortExchange)) : undefined;
                 signedSpread = (longHourly !== undefined && shortHourly !== undefined)
-                    ? (shortHourly - longHourly) * 8760 * 100
+                    ? annualizeHourlyRate(shortHourly - longHourly)
                     : 0;
             }
             const sign = signedSpread >= 0 ? "+" : "";
@@ -304,22 +305,22 @@ export class FundingArbStrategy {
             let signedSpread;
             if (pos.mode === "spot-perp") {
                 const perpExchange = pos.shortExchange;
-                const perpSymbol = this.getPerpSymbol(pos.symbol, perpExchange);
-                const rateInfo = this.findRate(ratesByExchange, perpExchange, perpSymbol)
-                    ?? this.findRate(ratesByExchange, perpExchange, pos.symbol);
+                const perpSymbol = getPerpSymbol(pos.symbol, perpExchange);
+                const rateInfo = findRate(ratesByExchange, perpExchange, perpSymbol)
+                    ?? findRate(ratesByExchange, perpExchange, pos.symbol);
                 if (rateInfo === undefined)
                     continue;
                 const fundingH = rateInfo.fundingHours ?? getFundingHours(perpExchange);
-                signedSpread = (rateInfo.rate / fundingH) * 8760 * 100;
+                signedSpread = annualizeHourlyRate(rateInfo.rate / fundingH);
             }
             else {
-                const longInfo = this.findRate(ratesByExchange, pos.longExchange, pos.symbol);
-                const shortInfo = this.findRate(ratesByExchange, pos.shortExchange, pos.symbol);
+                const longInfo = findRate(ratesByExchange, pos.longExchange, pos.symbol);
+                const shortInfo = findRate(ratesByExchange, pos.shortExchange, pos.symbol);
                 if (longInfo === undefined || shortInfo === undefined)
                     continue;
                 const longHourly = longInfo.rate / (longInfo.fundingHours ?? getFundingHours(pos.longExchange));
                 const shortHourly = shortInfo.rate / (shortInfo.fundingHours ?? getFundingHours(pos.shortExchange));
-                signedSpread = (shortHourly - longHourly) * 8760 * 100;
+                signedSpread = annualizeHourlyRate(shortHourly - longHourly);
             }
             // Close if funding flipped (losing money) or spread below close threshold
             const minHoldMs = (params.min_hold_hours ?? 2) * 60 * 60 * 1000;
@@ -343,7 +344,6 @@ export class FundingArbStrategy {
                     const longAdapter = adapters.get(pos.longExchange);
                     const shortAdapter = adapters.get(pos.shortExchange);
                     if (longAdapter && shortAdapter) {
-                        const isPositionGone = (msg) => msg.includes("ReduceOnly") || msg.includes("reduceOnly") || msg.includes("-2022");
                         let closeLongOk = false;
                         let longPositionGone = false;
                         try {
@@ -439,7 +439,7 @@ export class FundingArbStrategy {
             let minExchange = "", maxExchange = "";
             let minRate = 0, maxRate = 0;
             for (const exName of scanExchangeNames) {
-                const rateInfo = this.findRate(ratesByExchange, exName, sym);
+                const rateInfo = findRate(ratesByExchange, exName, sym);
                 if (!rateInfo)
                     continue;
                 const hourlyRate = rateInfo.rate / (rateInfo.fundingHours ?? getFundingHours(exName));
@@ -455,7 +455,7 @@ export class FundingArbStrategy {
                 }
             }
             if (minExchange && maxExchange && minExchange !== maxExchange) {
-                const spread = (maxHourly - minHourly) * 8760 * 100;
+                const spread = annualizeHourlyRate(maxHourly - minHourly);
                 if (spread >= params.min_spread) {
                     opportunities.push({
                         symbol: sym,
@@ -473,7 +473,7 @@ export class FundingArbStrategy {
         const spotPerpMinSpread = params.spot_perp_min_spread ?? params.min_spread;
         for (const [name, a] of adapters) {
             try {
-                const spotAdapter = await this.getSpotAdapter(name, a);
+                const spotAdapter = await getSpotAdapter(name, a);
                 if (!spotAdapter)
                     continue;
                 const spotMarkets = await spotAdapter.getSpotMarkets();
@@ -490,7 +490,7 @@ export class FundingArbStrategy {
                     if (!spotSymbols.has(base))
                         continue;
                     const hourlyRate = rate / (rateEntry.fundingHours ?? getFundingHours(name));
-                    const annualSpread = hourlyRate * 8760 * 100;
+                    const annualSpread = annualizeHourlyRate(hourlyRate);
                     if (annualSpread >= spotPerpMinSpread) {
                         opportunities.push({
                             symbol: base,
@@ -545,13 +545,13 @@ export class FundingArbStrategy {
                     const shortAdapter = adapters.get(best.shortExchange);
                     if (!longAdapter || !shortAdapter)
                         continue;
-                    const price = this.findRate(ratesByExchange, best.longExchange, best.symbol)?.price ?? 0;
+                    const price = findRate(ratesByExchange, best.longExchange, best.symbol)?.price ?? 0;
                     if (price <= 0)
                         continue;
                     // Determine leverage for this symbol
                     const configLeverage = params.leverage ?? 3;
-                    const longMaxLev = this.findRate(ratesByExchange, best.longExchange, best.symbol)?.maxLeverage ?? 1;
-                    const shortMaxLev = this.findRate(ratesByExchange, best.shortExchange, best.symbol)?.maxLeverage ?? 1;
+                    const longMaxLev = findRate(ratesByExchange, best.longExchange, best.symbol)?.maxLeverage ?? 1;
+                    const shortMaxLev = findRate(ratesByExchange, best.shortExchange, best.symbol)?.maxLeverage ?? 1;
                     const leverage = Math.min(configLeverage, longMaxLev, shortMaxLev);
                     // Set leverage on both exchanges before ordering
                     try {
@@ -595,8 +595,8 @@ export class FundingArbStrategy {
                     if (!liq.viable)
                         continue;
                     // Compute matched size (use actual precision from exchange market data)
-                    const longDec = this.findRate(ratesByExchange, best.longExchange, best.symbol)?.sizeDecimals;
-                    const shortDec = this.findRate(ratesByExchange, best.shortExchange, best.symbol)?.sizeDecimals;
+                    const longDec = findRate(ratesByExchange, best.longExchange, best.symbol)?.sizeDecimals;
+                    const shortDec = findRate(ratesByExchange, best.shortExchange, best.symbol)?.sizeDecimals;
                     let matched = computeMatchedSize(liq.adjustedSizeUsd, price, best.longExchange, best.shortExchange, { longSizeDecimals: longDec, shortSizeDecimals: shortDec });
                     if (!matched) {
                         ctx.log(`  [ARB] Skip ${best.symbol}: can't compute matched size (min notional or precision issue)`);
@@ -818,7 +818,7 @@ export class FundingArbStrategy {
             return false;
         }
         try {
-            const spotAdapter = await this.getSpotAdapter(exchangeName, perpAdapter);
+            const spotAdapter = await getSpotAdapter(exchangeName, perpAdapter);
             if (!spotAdapter) {
                 ctx.log(`  [ARB] Close spot-perp failed: spot adapter not available for ${exchangeName}`);
                 return false;
@@ -838,11 +838,11 @@ export class FundingArbStrategy {
             }
             // Step 2: Transfer USDC back to perp (use 95% of notional as estimate)
             try {
-                const perpSymbol = this.getPerpSymbol(pos.symbol, pos.shortExchange);
-                const priceEstimate = await this.getPriceEstimate(perpAdapter, perpSymbol, pos.symbol);
+                const perpSymbol = getPerpSymbol(pos.symbol, pos.shortExchange);
+                const priceEstimate = await getPriceEstimate(perpAdapter, perpSymbol, pos.symbol);
                 const proceeds = priceEstimate * parseFloat(pos.size) * 0.95;
                 if (proceeds > 1) {
-                    await this.transferUsdcToPerp(spotAdapter, exchangeName, Math.floor(proceeds));
+                    await transferUsdcToPerp(spotAdapter, exchangeName, Math.floor(proceeds));
                     ctx.log(`  [ARB] Transferred ~$${Math.floor(proceeds)} USDC back to perp`);
                 }
             }
@@ -852,7 +852,7 @@ export class FundingArbStrategy {
                 // Non-fatal: continue to close perp short
             }
             // Step 3: Close perp short
-            const perpSymbol = this.getPerpSymbol(pos.symbol, pos.shortExchange);
+            const perpSymbol = getPerpSymbol(pos.symbol, pos.shortExchange);
             try {
                 await perpAdapter.marketOrder(perpSymbol, "buy", pos.size, { reduceOnly: true });
                 ctx.log(`  [ARB] Closed perp short ${pos.size} ${perpSymbol}`);
@@ -891,21 +891,21 @@ export class FundingArbStrategy {
             return false;
         }
         try {
-            const spotAdapter = await this.getSpotAdapter(exchangeName, perpAdapter);
+            const spotAdapter = await getSpotAdapter(exchangeName, perpAdapter);
             if (!spotAdapter) {
                 ctx.log(`  [ARB] Open spot-perp failed: spot adapter not available for ${exchangeName}`);
                 return false;
             }
             // Determine leverage for perp leg
             const configLeverage = params.leverage ?? 3;
-            const perpSymbolUpper = this.getPerpSymbol(opp.symbol, opp.shortExchange).toUpperCase();
-            const perpMaxLev = this.findRate(ratesByExchange, opp.shortExchange, perpSymbolUpper)?.maxLeverage
-                ?? this.findRate(ratesByExchange, opp.shortExchange, opp.symbol.toUpperCase())?.maxLeverage
+            const perpSymbolUpper = getPerpSymbol(opp.symbol, opp.shortExchange).toUpperCase();
+            const perpMaxLev = findRate(ratesByExchange, opp.shortExchange, perpSymbolUpper)?.maxLeverage
+                ?? findRate(ratesByExchange, opp.shortExchange, opp.symbol.toUpperCase())?.maxLeverage
                 ?? 1;
             const leverage = Math.min(configLeverage, perpMaxLev);
             // Set leverage on perp before ordering
             try {
-                await perpAdapter.setLeverage(this.getPerpSymbol(opp.symbol, opp.shortExchange), leverage, "cross");
+                await perpAdapter.setLeverage(getPerpSymbol(opp.symbol, opp.shortExchange), leverage, "cross");
             }
             catch (err) {
                 const msg = err instanceof Error ? err.message : String(err);
@@ -943,8 +943,8 @@ export class FundingArbStrategy {
                 ctx.log(`  [ARB] Balance check failed for spot-perp ${opp.symbol}: ${msg}`);
                 return false;
             }
-            const perpSymbol = this.getPerpSymbol(opp.symbol, opp.shortExchange);
-            const priceEstimate = await this.getPriceEstimate(perpAdapter, perpSymbol, opp.symbol);
+            const perpSymbol = getPerpSymbol(opp.symbol, opp.shortExchange);
+            const priceEstimate = await getPriceEstimate(perpAdapter, perpSymbol, opp.symbol);
             if (priceEstimate <= 0) {
                 ctx.log(`  [ARB] Skip spot-perp ${opp.symbol}: can't determine price`);
                 return false;
@@ -965,7 +965,7 @@ export class FundingArbStrategy {
             ctx.log(`  [ARB] Opening spot-perp: ${matched.size} ${opp.symbol} ($${matched.notional.toFixed(0)}, slippage ~${liq.spotSlippage.toFixed(2)}%/${liq.perpSlippage.toFixed(2)}%)`);
             // Step 1: Transfer USDC to spot
             const transferAmt = Math.ceil(matched.notional * 1.02); // slight buffer for price movement
-            await this.transferUsdcToSpot(spotAdapter, exchangeName, transferAmt);
+            await transferUsdcToSpot(spotAdapter, exchangeName, transferAmt);
             ctx.log(`  [ARB] Transferred $${transferAmt} USDC to spot`);
             // Step 2: Buy spot
             let spotResult;
@@ -979,7 +979,7 @@ export class FundingArbStrategy {
                 ctx.log(`  [ARB] Open spot-perp failed (spot buy) for ${opp.symbol}: ${msg}`);
                 logExecution({ type: "arb_entry", exchange: opp.longExchange, symbol: opp.symbol, side: "buy", size: matched.size, status: "failed", error: msg, dryRun: false, meta: { mode: "spot-perp", leg: "spot" } });
                 try {
-                    await this.transferUsdcToPerp(spotAdapter, exchangeName, transferAmt);
+                    await transferUsdcToPerp(spotAdapter, exchangeName, transferAmt);
                     ctx.log(`  [ARB] Transferred $${transferAmt} USDC back to perp after spot buy failure`);
                 }
                 catch { /* best effort */ }
@@ -1002,7 +1002,7 @@ export class FundingArbStrategy {
                     logExecution({ type: "multi_leg_rollback", exchange: opp.longExchange, symbol: opp.symbol, side: "sell", size: matched.size, status: "success", dryRun: false });
                     // Transfer USDC back to perp account
                     try {
-                        await this.transferUsdcToPerp(spotAdapter, opp.longExchange.replace("-spot", ""), Math.ceil(matched.notional * 1.02));
+                        await transferUsdcToPerp(spotAdapter, opp.longExchange.replace("-spot", ""), Math.ceil(matched.notional * 1.02));
                     }
                     catch { /* best effort */ }
                 }
@@ -1036,140 +1036,5 @@ export class FundingArbStrategy {
             return false;
         }
     }
-    /** Transfer USDC from perp to spot account (exchange-specific) */
-    async transferUsdcToSpot(spotAdapter, exchangeName, amount) {
-        if (exchangeName === "hyperliquid") {
-            const { HyperliquidSpotAdapter } = await import("../../exchanges/hyperliquid-spot.js");
-            if (spotAdapter instanceof HyperliquidSpotAdapter) {
-                await spotAdapter.transferUsdcToSpot(amount);
-                return;
-            }
-        }
-        else if (exchangeName === "lighter") {
-            const { LighterSpotAdapter } = await import("../../exchanges/lighter-spot.js");
-            if (spotAdapter instanceof LighterSpotAdapter) {
-                await spotAdapter.transferUsdcToSpot(amount);
-                return;
-            }
-        }
-    }
-    /** Transfer USDC from spot to perp account (exchange-specific) */
-    async transferUsdcToPerp(spotAdapter, exchangeName, amount) {
-        if (exchangeName === "hyperliquid") {
-            const { HyperliquidSpotAdapter } = await import("../../exchanges/hyperliquid-spot.js");
-            if (spotAdapter instanceof HyperliquidSpotAdapter) {
-                await spotAdapter.transferUsdcToPerp(amount);
-                return;
-            }
-        }
-        else if (exchangeName === "lighter") {
-            const { LighterSpotAdapter } = await import("../../exchanges/lighter-spot.js");
-            if (spotAdapter instanceof LighterSpotAdapter) {
-                await spotAdapter.transferUsdcToPerp(amount);
-                return;
-            }
-        }
-    }
-    /**
-     * Get spot adapter for a given exchange name + perp adapter instance.
-     * Returns null if the exchange doesn't support spot or instantiation fails.
-     */
-    async getSpotAdapter(name, adapter) {
-        const cached = this._spotAdapterCache.get(name);
-        if (cached)
-            return cached;
-        try {
-            let spot = null;
-            if (name === "hyperliquid") {
-                const { HyperliquidSpotAdapter } = await import("../../exchanges/hyperliquid-spot.js");
-                const { HyperliquidAdapter } = await import("../../exchanges/hyperliquid.js");
-                if (adapter instanceof HyperliquidAdapter) {
-                    const instance = new HyperliquidSpotAdapter(adapter);
-                    await instance.init();
-                    spot = instance;
-                }
-            }
-            else if (name === "lighter") {
-                const { LighterSpotAdapter } = await import("../../exchanges/lighter-spot.js");
-                const { LighterAdapter } = await import("../../exchanges/lighter.js");
-                if (adapter instanceof LighterAdapter) {
-                    const instance = new LighterSpotAdapter(adapter);
-                    await instance.init();
-                    spot = instance;
-                }
-            }
-            if (spot)
-                this._spotAdapterCache.set(name, spot);
-            return spot;
-        }
-        catch { /* not supported */ }
-        return null;
-    }
-    /**
-     * Resolve the perp symbol for a given base symbol on an exchange.
-     * HL getPositions() returns symbols like "PURR" or "PURR-PERP" — we normalize here.
-     */
-    getPerpSymbol(baseSymbol, exchangeName) {
-        const base = baseSymbol.replace(/-PERP$/, "").toUpperCase();
-        void exchangeName;
-        return base;
-    }
-    /** Look up rate from ratesByExchange, trying symbol, symbol-PERP, and symbol without -PERP */
-    findRate(ratesByExchange, exchange, symbol) {
-        const map = ratesByExchange.get(exchange);
-        if (!map)
-            return undefined;
-        const upper = symbol.toUpperCase();
-        return map.get(upper)
-            ?? map.get(upper + "-PERP")
-            ?? map.get(upper.replace(/-PERP$/, ""));
-    }
-    /**
-     * Get a price estimate for a symbol from the perp adapter.
-     * Tries the base symbol first, then with -PERP suffix.
-     */
-    async getPriceEstimate(perpAdapter, perpSymbol, fallbackSymbol) {
-        try {
-            const markets = await perpAdapter.getMarkets();
-            const market = markets.find(m => m.symbol.toUpperCase() === perpSymbol.toUpperCase() ||
-                m.symbol.toUpperCase() === fallbackSymbol.toUpperCase() ||
-                m.symbol.toUpperCase() === `${fallbackSymbol.toUpperCase()}-PERP`);
-            return market ? parseFloat(market.markPrice) : 0;
-        }
-        catch {
-            return 0;
-        }
-    }
-    async fetchRates(adapter, exchangeName) {
-        try {
-            const markets = await adapter.getMarkets();
-            const withRates = markets.filter(m => m.fundingRate != null);
-            // Bootstrap aster funding hours lazily (1 API call per unknown symbol, cached permanently)
-            if (exchangeName === "aster" && "getFundingHours" in adapter) {
-                const aster = adapter;
-                // Only bootstrap symbols not yet cached (up to 20 per tick to complete faster)
-                const uncached = withRates.filter(m => {
-                    const cached = adapter?._fundingHoursCache?.get?.(m.symbol);
-                    return cached === undefined; // only truly uncached, not symbols confirmed as 1h
-                });
-                const toBootstrap = uncached.slice(0, 20);
-                for (const m of toBootstrap) {
-                    const fh = await aster.getFundingHours(m.symbol);
-                    m.fundingHours = fh;
-                }
-            }
-            return withRates.map(m => ({
-                symbol: m.symbol,
-                rate: parseFloat(m.fundingRate),
-                price: parseFloat(m.markPrice),
-                sizeDecimals: m.sizeDecimals,
-                maxLeverage: m.maxLeverage,
-                fundingHours: m.fundingHours,
-            }));
-        }
-        catch {
-            return [];
-        }
-    }
 }
 registerStrategy("funding-arb", (_config) => new FundingArbStrategy());

package/dist/bot/strategies/funding-auto.js

@@ -1,5 +1,5 @@
 import { registerStrategy } from "../strategy-registry.js";
-import { toHourlyRate, computeAnnualSpread } from "../../funding/normalize.js";
+import { toHourlyRate, computeAnnualSpread, annualizeHourlyRate } from "../../funding/normalize.js";
 /**
  * Minimum notional per exchange (USD):
  * - HL: ~$2 (0.001 ETH)
@@ -203,7 +203,7 @@ class FundingAutoStrategy {
                     continue;
                 }
                 const hourlyRate = toHourlyRate(shortInfo.rate, pos.shortExchange);
-                const annualized = Math.abs(hourlyRate) * 8760 * 100;
+                const annualized = annualizeHourlyRate(Math.abs(hourlyRate));
                 const pnl = await this.calculateRealPnl(adapters.get(pos.shortExchange), pos.symbol);
                 pos.accumulatedFunding = pnl.funding;
                 pos.totalCost = pnl.fees;

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;