direkturcryptoandClaude Opus 4.6
5f4aa04d13
- CL at 10s before close: cancel unfilled buy orders, place sells for filled positions with 3x retry for on-chain settlement delay - Sell orders stay live until market close (no early cancellation) - Support multiple durations simultaneously (MAKER_DURATION=5m,15m) - Queue key changed to asset+duration so BTC/5m and BTC/15m run concurrently - Update AGENT.MD and README.md with Maker v2 documentation Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
282 lines
12 KiB
JavaScript
282 lines
12 KiB
JavaScript
/**
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* maker.js
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* TUI version — Buy Low, Sell High Market Maker (blessed dashboard).
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*
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* Strategy: Place limit BUY on UP+DOWN at low price, sell at target when filled.
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* No splitPosition — pure orderbook-based market making.
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*
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* Run with: npm run maker (live)
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* npm run maker-sim (simulation with real orderbook via WebSocket)
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*/
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import './utils/proxy-patch.cjs';
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import { validateMakerConfig } from './config/index.js';
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import config from './config/index.js';
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import logger from './utils/logger.js';
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import { initClient, getUsdcBalance } from './services/client.js';
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import { initDashboard, appendLog, updateStatus, isDashboardActive } from './ui/dashboard.js';
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import { startMakerDetector, stopMakerDetector } from './services/makerDetector.js';
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import { executeMakerStrategy, getActiveMakerPositions, getSimStats } from './services/makerExecutor.js';
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import { OrderbookWs } from './services/makerWs.js';
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// ── Validate config ────────────────────────────────────────────────────────────
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try {
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validateMakerConfig();
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} catch (err) {
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console.error(`Config error: ${err.message}`);
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process.exit(1);
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}
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// ── Init TUI ──────────────────────────────────────────────────────────────────
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initDashboard();
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logger.setOutput(appendLog);
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// ── Init CLOB client ──────────────────────────────────────────────────────────
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try {
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await initClient();
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} catch (err) {
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logger.error(`Client init error: ${err.message}`);
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process.exit(1);
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}
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// ── WebSocket orderbook (for sim visualization) ──────────────────────────────
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const orderbookWs = new OrderbookWs();
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let activeWsTokens = { up: null, down: null };
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// ── Status panel refresh ──────────────────────────────────────────────────────
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async function buildStatusContent() {
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const lines = [];
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// Balance + Sim Stats
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if (config.dryRun) {
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const s = getSimStats();
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const pnlColor = s.cumulativePnl >= 0 ? 'green' : 'red';
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const winRate = s.wins + s.losses > 0 ? ((s.wins / (s.wins + s.losses)) * 100).toFixed(1) : '0.0';
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const pnlSign = s.cumulativePnl >= 0 ? '+' : '';
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lines.push('{bold}SIMULATION{/bold}');
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lines.push(` Balance : {green-fg}$${s.balance.toFixed(2)}{/green-fg} (start: $${s.startBalance.toFixed(2)})`);
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lines.push(` PnL : {${pnlColor}-fg}${pnlSign}$${s.cumulativePnl.toFixed(4)}{/${pnlColor}-fg}`);
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lines.push(` Trades : ${s.totalTrades} total`);
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lines.push(` {green-fg}WIN ${s.wins}x{/green-fg} | {red-fg}LOSS ${s.losses}x{/red-fg} | {gray-fg}SKIP ${s.skips}x{/gray-fg}`);
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lines.push(` Win% : ${winRate}%`);
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lines.push('');
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// Recent trade history
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if (s.history.length > 0) {
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lines.push('{bold}TRADE HISTORY{/bold}');
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const recent = s.history.slice(-8);
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for (const h of recent) {
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const rColor = h.result === 'win' ? 'green' : h.result === 'loss' ? 'red' : 'gray';
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const pSign = h.pnl >= 0 ? '+' : '';
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lines.push(` {gray-fg}${h.time}{/gray-fg} {${rColor}-fg}${h.result.toUpperCase().padEnd(4)}{/${rColor}-fg} ${(h.side || '-').padEnd(4)} {${rColor}-fg}${pSign}$${h.pnl.toFixed(4)}{/${rColor}-fg} → $${h.balance.toFixed(2)}`);
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}
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lines.push('');
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}
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} else {
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let balance = '?';
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try { balance = (await getUsdcBalance()).toFixed(2); } catch { /* ignore */ }
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lines.push('{bold}BALANCE{/bold}');
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lines.push(` USDC.e: {green-fg}$${balance}{/green-fg}`);
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lines.push('');
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lines.push('{bold}MODE{/bold}');
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lines.push(' {green-fg}LIVE{/green-fg}');
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lines.push('');
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}
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// Maker Config
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lines.push('{bold}MAKER CONFIG{/bold}');
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lines.push(` Assets : ${config.makerAssets.join(', ').toUpperCase()}`);
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lines.push(` Duration : ${config.makerDurations.join(', ')}`);
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lines.push(` Buy @ : $${config.makerBuyPrice} per share`);
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lines.push(` Sell @ : $${config.makerSellPrice} per share`);
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lines.push(` Size : ${config.makerTradeSize} shares/side`);
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lines.push(` Cost/side: $${(config.makerTradeSize * config.makerBuyPrice).toFixed(2)}`);
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lines.push(` Profit : $${((config.makerSellPrice - config.makerBuyPrice) * config.makerTradeSize).toFixed(2)}/cycle`);
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lines.push(` CL : cancel buys at ${config.makerCLSeconds || 10}s, sell until close`);
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lines.push('');
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// Active positions
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const positions = getActiveMakerPositions();
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lines.push(`{bold}ACTIVE POSITIONS (${positions.length}){/bold}`);
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if (positions.length === 0) {
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lines.push(' {gray-fg}Waiting for market...{/gray-fg}');
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} else {
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for (const pos of positions) {
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const assetTag = pos.asset ? `[${pos.asset.toUpperCase()}/${pos.duration || '5m'}] ` : '';
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const label = pos.question.substring(0, 32);
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const msLeft = new Date(pos.endTime).getTime() - Date.now();
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const secsLeft = Math.max(0, Math.round(msLeft / 1000));
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const timeStr = secsLeft > 60
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? `${Math.floor(secsLeft / 60)}m${secsLeft % 60}s`
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: `{red-fg}${secsLeft}s{/red-fg}`;
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lines.push(` {cyan-fg}${assetTag}${label}{/cyan-fg}`);
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lines.push(` Status : ${pos.status} | Time left: ${timeStr}`);
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// UP side
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const upFill = pos.up.buyFilled > 0
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? `{green-fg}BOUGHT ${pos.up.buyFilled.toFixed(1)}sh{/green-fg}`
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: '{gray-fg}waiting...{/gray-fg}';
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const upSold = pos.up.totalSellFilled > 0
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? ` → {green-fg}SOLD ${pos.up.totalSellFilled.toFixed(1)}sh{/green-fg}`
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: pos.up.sellOrders.length > 0 ? ' → {yellow-fg}selling...{/yellow-fg}' : '';
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lines.push(` UP ${upFill}${upSold}`);
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// DOWN side
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const downFill = pos.down.buyFilled > 0
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? `{green-fg}BOUGHT ${pos.down.buyFilled.toFixed(1)}sh{/green-fg}`
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: '{gray-fg}waiting...{/gray-fg}';
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const downSold = pos.down.totalSellFilled > 0
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? ` → {green-fg}SOLD ${pos.down.totalSellFilled.toFixed(1)}sh{/green-fg}`
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: pos.down.sellOrders.length > 0 ? ' → {yellow-fg}selling...{/yellow-fg}' : '';
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lines.push(` DOWN ${downFill}${downSold}`);
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// P&L
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const pnl = pos.totalRevenue - pos.totalCost;
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const pnlColor = pnl >= 0 ? 'green' : 'red';
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lines.push(` P&L: {${pnlColor}-fg}$${pnl.toFixed(4)}{/${pnlColor}-fg}`);
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lines.push('');
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}
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}
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// Orderbook display (always show when tokens are active)
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if (activeWsTokens.up) {
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lines.push('{bold}LIVE ORDERBOOK{/bold}');
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for (const [label, tokenId] of [['UP', activeWsTokens.up], ['DOWN', activeWsTokens.down]]) {
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if (!tokenId) continue;
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const book = orderbookWs.getBook(tokenId);
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const bestBid = orderbookWs.getBestBid(tokenId);
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const bestAsk = orderbookWs.getBestAsk(tokenId);
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const mid = bestBid && bestAsk ? ((bestBid + bestAsk) / 2) : 0;
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lines.push(` {cyan-fg}${label}{/cyan-fg} mid: $${mid.toFixed(3)} | bid: $${bestBid.toFixed(2)} ask: $${bestAsk.toFixed(2)}`);
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// Top 5 asks (reversed so lowest is closest to spread)
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const topAsks = book.asks.slice(0, 5).reverse();
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for (const ask of topAsks) {
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const bar = '█'.repeat(Math.min(10, Math.round(ask.size / 100)));
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lines.push(` {red-fg}$${ask.price.toFixed(2)} ${ask.size.toFixed(0).padStart(7)} ${bar}{/red-fg}`);
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}
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// Spread line
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if (bestBid && bestAsk) {
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const spread = bestAsk - bestBid;
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lines.push(` {yellow-fg}── spread $${spread.toFixed(2)} ──{/yellow-fg}`);
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}
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// Top 5 bids
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const topBids = book.bids.slice(0, 5);
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for (const bid of topBids) {
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const bar = '█'.repeat(Math.min(10, Math.round(bid.size / 100)));
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lines.push(` {green-fg}$${bid.price.toFixed(2)} ${bid.size.toFixed(0).padStart(7)} ${bar}{/green-fg}`);
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}
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lines.push('');
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}
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}
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return '\n' + lines.join('\n');
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}
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let refreshTimer = null;
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function startRefresh() {
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refreshTimer = setInterval(async () => {
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if (!isDashboardActive()) return;
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updateStatus(await buildStatusContent());
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}, 2000);
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buildStatusContent().then(updateStatus);
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}
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// ── Market handler with per-asset queue ──────────────────────────────────────
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const pendingByAsset = new Map();
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function slotKey(market) {
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return `${market.asset}-${market.duration || '5m'}`;
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}
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async function runStrategy(market) {
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const key = slotKey(market);
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const tag = `${market.asset?.toUpperCase()}/${market.duration || '5m'}`;
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// Connect WebSocket for orderbook visualization in sim mode
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if (config.dryRun) {
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activeWsTokens = { up: market.yesTokenId, down: market.noTokenId };
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orderbookWs.subscribe(market.conditionId, [market.yesTokenId, market.noTokenId]);
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}
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try {
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await executeMakerStrategy(market);
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} catch (err) {
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logger.error(`MAKER strategy error (${tag}): ${err.message}`);
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}
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// Disconnect WS after strategy ends
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if (config.dryRun) {
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activeWsTokens = { up: null, down: null };
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}
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// Process queued market
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const queued = pendingByAsset.get(key);
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if (queued) {
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pendingByAsset.delete(key);
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const endMs = new Date(queued.endTime).getTime();
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const secsLeft = Math.round((endMs - Date.now()) / 1000);
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if (secsLeft > 30) {
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logger.success(`MAKER[${tag}]: executing queued market (${secsLeft}s left)`);
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runStrategy(queued);
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} else {
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logger.warn(`MAKER[${tag}]: queued market expired (${secsLeft}s left)`);
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}
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}
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}
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async function handleNewMarket(market) {
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const key = slotKey(market);
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const tag = `${market.asset?.toUpperCase()}/${market.duration || '5m'}`;
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const active = getActiveMakerPositions();
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const isSlotBusy = active.some((p) => p.asset === market.asset && p.duration === (market.duration || '5m'));
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if (isSlotBusy) {
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pendingByAsset.set(key, market);
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logger.warn(`MAKER[${tag}]: queued — will enter after current position clears`);
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return;
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}
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runStrategy(market);
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}
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// ── Graceful shutdown ─────────────────────────────────────────────────────────
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function shutdown() {
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logger.warn('MAKER: shutting down...');
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stopMakerDetector();
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orderbookWs.shutdown();
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if (refreshTimer) clearInterval(refreshTimer);
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process.exit(0);
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}
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process.on('SIGINT', shutdown);
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process.on('SIGTERM', shutdown);
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// ── Start ─────────────────────────────────────────────────────────────────────
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const costPerSide = config.makerTradeSize * config.makerBuyPrice;
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const profitPerCycle = (config.makerSellPrice - config.makerBuyPrice) * config.makerTradeSize;
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logger.info(`MAKER starting — ${config.dryRun ? 'SIMULATION' : 'LIVE'}`);
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logger.info(`Assets: ${config.makerAssets.join(', ').toUpperCase()} | Durations: ${config.makerDurations.join(', ')} | BUY @ $${config.makerBuyPrice} → SELL @ $${config.makerSellPrice}`);
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logger.info(`Size: ${config.makerTradeSize} sh/side | Cost: $${costPerSide.toFixed(2)}/side | Profit: $${profitPerCycle.toFixed(2)}/cycle`);
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startRefresh();
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startMakerDetector(handleNewMarket);
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