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Feat/spot funding arb - #9

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Hiksang wants to merge 10 commits into
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feat/spot-funding-arb
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Feat/spot funding arb#9
Hiksang wants to merge 10 commits into
mainfrom
feat/spot-funding-arb

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@Hiksang

@Hiksang Hiksang commented Mar 13, 2026

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What does this PR do?

Related issue:

Checklist

  • pnpm test passes
  • pnpm run build compiles without errors
  • No secrets, API keys, or private keys included
  • Breaking change? If yes, described below

If applicable

  • Updated README.md (new/changed commands)
  • Updated API_RESPONSE_SPEC.md (changed --json output)
  • Added/updated tests for new functionality
  • MCP tool name or schema changed? Documented in description

Breaking changes

None

Manual testing done

# e.g.
# perp --json market mid BTC
# node dist/mcp-server.js

Hiksang and others added 10 commits March 13, 2026 14:46
Hyperliquid:
- getBalance: fix spotTotal check (>0 → !isNaN) so zero USDC balance
  doesn't incorrectly fall back to perp-only values
- getPositions: remove .toFixed(2) on markPrice to preserve full precision

Lighter:
- getRecentTrades: fix field name is_ask → is_maker_ask (was always "buy")
- getPositions: fix leverage formula 100/IMF → 10000/IMF (was 400x off)
- getPositions: use asset price_decimals for markPrice precision

Pacifica:
- getPositions: use API-provided unrealized_pnl and leverage instead of
  recalculating from mark/entry prices
- getBalance: use API unrealized_pnl from positions instead of recalculating
- getRecentTrades: fix timestamp to Number() for consistency with other methods

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
`perp trade cancel <orderId>` now works without specifying symbol.
Looks up the order in open orders to find the symbol automatically.
`perp trade cancel <symbol> <orderId>` still works for backward compat.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
…mula

- Default api_key_index changed from 2 to 4 across all code paths
  (constructor, auto-setup, setupApiKey, wallet set, manage setup-api-key)
- Fix ws-feeds.ts Lighter leverage: 100/IMF → 10000/IMF (basis points)
- README: document Lighter API key index reservation (0-3 frontend)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Add SpotAdapter interface + HL/LT implementations (U-token mapping, price cross-validation)
- Add fetchSpotPerpSpreads() with >5% deviation filter for wrong-token safety
- Extend arb-auto daemon with spot-perp mode (spot-exec, spot-close, reconciliation)
- Extend arb state/sizing for spot-perp positions
- Add 5 automation scripts (preflight, validate-arb, spot-perp-scan, arb-monitor, funding-analysis)
- Update SKILL.md: examples, better trigger keywords, version sync, remove redundant templates
- Add 13 cross-validation tests (U-token indices, HIP-1 rejection, perp market_ids)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
… graceful skip

- Lighter Spot Adapter tests: use beforeAll shared instance to avoid repeated init()
- Lighter Token Index tests: try/catch init with graceful skip on rate limit
- Add ltGetRetry() helper for Lighter API rate limit (23000) with exponential backoff
- Loosen daily/hourly ratio tolerance from 0.01 to 0.1 for rounding drift

All 1007 tests pass, 4 skipped (Lighter adapter init rate limit).

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
…collision

- Replace _refineDecimals() with orderBooks?filter=spot API for exact
  supported_size_decimals/supported_price_decimals/min_base_amount
- Add transferUsdcToSpot/transferUsdcToPerp via raw WASM signTransfer
  (bypasses TS SDK's buggy is_spot_account route mapping)
- Add min order size validation (base + quote) for spot orders
- Fix spot-close nonce collision: sequential execution when same exchange
- Auto-transfer USDC perp→spot before Lighter spot-exec
- Return USDC spot→perp after spot-close
- Read spot token balances from account.assets[] array

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
…back

Hyperliquid:
- Add official HL rounding (5 sig figs, max_decimals - szDecimals)
  per hyperliquid-python-sdk/examples/rounding.py
- Cache szDecimals from getMeta() API per symbol
- Apply rounding to dex market, limit, modify, and spot orders
- Spot price: hlRoundPrice() with MAX_DECIMALS=8 (spot), 6 (perp)

Lighter:
- Switch _refreshMarketMap() to /orderBooks API (has
  supported_size_decimals/supported_price_decimals)
- toTicks() now throws if decimals not loaded (was silently using 0)
- Fallback to /orderBookDetails if /orderBooks unavailable

Arb sizing:
- Fix computeSpotPerpMatchedSize() ignoring calculated szDecimals
- computeMatchedSize() accepts explicit longSizeDecimals/shortSizeDecimals
- HL fallback szDecimals 1→2 (realistic middle ground for 0-5 range)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Verify spot USDC and perp available balance after transfer,
before placing orders. Prevents silent failures where sendTx
returns 200 but orders don't fill due to insufficient funds.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
spot-exec and spot-close had no fill verification after order placement —
orders were assumed successful if no exception was thrown. This adds
balance/position checks (800ms after execution) to detect unfilled or
partially filled orders, logging "unverified" status with warnings.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
@Hiksang Hiksang closed this Mar 13, 2026
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