fix: market expiry guard, FAK orders, 2% slippage, sanitize CLOB logs

Market expiry guard (executor.js):
- getMarketOptions() now returns endDateIso, active, acceptingOrders
  from Gamma API response
- executeBuy() skips immediately if market is closed / not accepting orders
- executeBuy() skips if market closes within MIN_MARKET_TIME_LEFT seconds
  (default 300 s = 5 min), logging exact time remaining
- Add MIN_MARKET_TIME_LEFT to config and .env.example

FAK + 2% slippage (executor.js):
- Replace OrderType.FOK with OrderType.FAK for both BUY and SELL
  market orders — eliminates "FOK fully filled or killed" failures
- Reduce slippage from 5% to 2% (price * 1.02 / price * 0.98)
- Fix zero-fill detection: FAK success with 0 shares logs "no liquidity"
  and retries instead of recording a phantom fill

CLOB log sanitization (logger.js + index.js):
- Add sanitizeClobMessage(): strips axios config object (auth headers)
  from [CLOB Client] dumps, keeps only HTTP status + error string
- Add interceptConsole(): overrides console.error/warn globally
- Call interceptConsole() at startup in index.js

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
direkturcrypto
2026-02-25 03:18:57 +07:00
co-authored by Claude Sonnet 4.6
parent 526076fe6e
commit 69d8d1401d
5 changed files with 101 additions and 33 deletions
+39
View File
@@ -22,6 +22,26 @@ const B = {
let outputFn = null; // When set, all log goes here (blessed dashboard mode)
/**
* Sanitize a CLOB client console message.
* Strips the full axios config (which may contain auth headers) and returns
* only the HTTP status code + API error message.
*/
function sanitizeClobMessage(raw) {
if (!raw.includes('[CLOB Client]')) return raw;
try {
const jsonStart = raw.indexOf('{');
if (jsonStart === -1) return raw;
const parsed = JSON.parse(raw.slice(jsonStart));
const status = parsed.status || '';
const errMsg = parsed.data?.error || parsed.statusText || 'unknown error';
const prefix = raw.slice(0, jsonStart).trim();
return `${prefix}: ${status}${errMsg}`;
} catch {
return raw;
}
}
function ts() {
return new Date().toISOString().replace('T', ' ').substring(0, 19);
}
@@ -55,6 +75,25 @@ const logger = {
setOutput(fn) {
outputFn = fn;
},
/**
* Override console.error and console.log globally so that the CLOB client's
* internal axios error dumps are sanitized (no auth headers / full config).
* Call this once at startup, before any CLOB requests.
*/
interceptConsole() {
const handle = (originalFn, logFn) => (...args) => {
const raw = args.map((a) => (a && typeof a === 'object' ? JSON.stringify(a) : String(a))).join(' ');
const sanitized = sanitizeClobMessage(raw);
if (sanitized !== raw || raw.includes('[CLOB Client]')) {
logFn(sanitized);
} else {
originalFn(...args);
}
};
console.error = handle(console.error.bind(console), logger.error);
console.warn = handle(console.warn.bind(console), logger.warn);
},
};
export default logger;