fix: ensure explicit size is always sent for close-position MARKET orders in ParadexGateway to comply with exchange requirements

src/config.ts

@@ -116,25 +116,17 @@ export interface BasisArbConfig {
   arbAmount: number; // base asset amount to arb (e.g., ASTER amount when ASTERUSDT)
 }
 
-export type GridDirection = "both" | "long" | "short";
-
 export interface GridConfig {
   symbol: string;
-  lowerPrice: number;
-  upperPrice: number;
-  gridLevels: number;
-  orderSize: number;
-  maxPositionSize: number;
+  tradeAmount: number;
   refreshIntervalMs: number;
-  maxLogEntries: number;
   priceTick: number;
   qtyStep: number;
-  direction: GridDirection;
-  stopLossPct: number;
-  restartTriggerPct: number;
-  autoRestart: boolean;
-  gridMode: "geometric";
-  maxCloseSlippagePct: number;
+  levelsPerSide: number;
+  spacingPct: number;
+  stopLossBufferPct: number;
+  maxLogEntries: number;
+  maxPositionSize: number;
 }
 
 const resolveBasisSymbol = (envKeys: string[], fallback: string): string => {
@@ -162,17 +154,8 @@ export const basisConfig: BasisArbConfig = {
   arbAmount: parseNumber(process.env.ARB_AMOUNT, parseNumber(process.env.TRADE_AMOUNT, 0)),
 };
 
-const resolveGridDirection = (raw: string | undefined, fallback: GridDirection): GridDirection => {
-  if (!raw) return fallback;
-  const normalized = raw.trim().toLowerCase();
-  if (normalized === "long" || normalized === "long-only") return "long";
-  if (normalized === "short" || normalized === "short-only") return "short";
-  if (normalized === "both" || normalized === "dual" || normalized === "bi" || normalized === "two-way") return "both";
-  return fallback;
-};
-
-const resolveGridMaxPosition = (orderSize: number, levels: number): number => {
-  const fallback = Math.max(orderSize * Math.max(levels - 1, 1), orderSize);
+const resolveGridMaxPosition = (tradeAmount: number): number => {
+  const fallback = Math.max(tradeAmount * 10, tradeAmount);
   const raw = process.env.GRID_MAX_POSITION_SIZE ?? process.env.GRID_MAX_POSITION ?? process.env.GRID_POSITION_CAP;
   const parsed = parseNumber(raw, fallback);
   return parsed > 0 ? parsed : fallback;
@@ -180,30 +163,18 @@ const resolveGridMaxPosition = (orderSize: number, levels: number): number => {
 
 export const gridConfig: GridConfig = {
   symbol: resolveSymbolFromEnv(),
-  lowerPrice: parseNumber(process.env.GRID_LOWER_PRICE ?? process.env.GRID_LOWER_BOUND, 0),
-  upperPrice: parseNumber(process.env.GRID_UPPER_PRICE ?? process.env.GRID_UPPER_BOUND, 0),
-  gridLevels: Math.max(2, Math.floor(parseNumber(process.env.GRID_LEVELS, 10))),
-  orderSize: parseNumber(process.env.GRID_ORDER_SIZE, parseNumber(process.env.TRADE_AMOUNT, 0.001)),
-  maxPositionSize: 0, // placeholder, replaced below
-  refreshIntervalMs: parseNumber(process.env.GRID_REFRESH_INTERVAL_MS, 1_000),
-  maxLogEntries: parseNumber(process.env.GRID_MAX_LOG_ENTRIES, 200),
+  tradeAmount: parseNumber(process.env.TRADE_AMOUNT, 0.001),
+  refreshIntervalMs: parseNumber(process.env.GRID_REFRESH_INTERVAL_MS, 800),
   priceTick: parseNumber(process.env.GRID_PRICE_TICK ?? process.env.PRICE_TICK, 0.1),
   qtyStep: parseNumber(process.env.GRID_QTY_STEP ?? process.env.QTY_STEP, 0.001),
-  direction: resolveGridDirection(process.env.GRID_DIRECTION, "both"),
-  stopLossPct: Math.max(0, parseNumber(process.env.GRID_STOP_LOSS_PCT, 0.01)),
-  restartTriggerPct: Math.max(0, parseNumber(process.env.GRID_RESTART_TRIGGER_PCT, 0.01)),
-  autoRestart: parseBoolean(process.env.GRID_AUTO_RESTART_ENABLED ?? process.env.GRID_ENABLE_AUTO_RESTART, true),
-  gridMode: "geometric",
-  maxCloseSlippagePct: Math.max(
-    0,
-    parseNumber(
-      process.env.GRID_MAX_CLOSE_SLIPPAGE_PCT ?? process.env.MAX_CLOSE_SLIPPAGE_PCT,
-      0.05
-    )
-  ),
+  levelsPerSide: Math.max(5, Math.floor(parseNumber(process.env.GRID_LEVELS_PER_SIDE, 15))),
+  spacingPct: Math.max(0.0001, parseNumber(process.env.GRID_SPACING_PCT, 0.00025)),
+  stopLossBufferPct: Math.max(0.001, parseNumber(process.env.GRID_STOP_BUFFER_PCT, 0.003)),
+  maxLogEntries: parseNumber(process.env.GRID_MAX_LOG_ENTRIES, 200),
+  maxPositionSize: 0, // placeholder updated below
 };
 
-gridConfig.maxPositionSize = resolveGridMaxPosition(gridConfig.orderSize, gridConfig.gridLevels);
+gridConfig.maxPositionSize = resolveGridMaxPosition(gridConfig.tradeAmount);
 
 export function isBasisStrategyEnabled(): boolean {
   const raw = process.env.ENABLE_BASIS_STRATEGY;

src/exchanges/grvt/gateway.ts

@@ -1201,6 +1201,7 @@ function toApiOrderPayload(order: GrvtSignedOrder): IOrder {
   const metadata = order.metadata ? toApiOrderMetadata(order.metadata) : undefined;
   return {
     ...order,
+    client_order_id: order.metadata?.client_order_id,
     time_in_force: toApiTimeInForce(order.time_in_force),
     metadata,
   };
@@ -1300,7 +1301,7 @@ function buildUnsignedOrder(params: {
 
   const trigger = buildTriggerMetadata(orderParams);
   const metadata = {
-    client_order_id: generateClientOrderId(),
+    client_order_id: orderParams.clientOrderId ?? generateClientOrderId(),
     ...(trigger ? { trigger } : {}),
   };
 

src/exchanges/grvt/order.ts

@@ -22,6 +22,9 @@ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent):
   if (intent.closePosition !== undefined) {
     params.closePosition = toStringBoolean(intent.closePosition);
   }
+  if (intent.clientOrderId) {
+    params.clientOrderId = intent.clientOrderId;
+  }
   return params;
 }
 
@@ -34,6 +37,7 @@ export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterO
       quantity: intent.quantity,
       price: intent.price,
       timeInForce: intent.timeInForce ?? "GTX",
+      clientOrderId: intent.clientOrderId,
     },
     intent
   );
@@ -89,4 +93,3 @@ export async function createClosePositionOrder(intent: ClosePositionIntent): Pro
   );
   return intent.adapter.createOrder(params);
 }
-

src/exchanges/order-schema.ts

@@ -9,6 +9,7 @@ export interface BaseOrderIntent {
   reduceOnly?: boolean;
   closePosition?: boolean;
   timeInForce?: TimeInForce | "GTX";
+  clientOrderId?: string;
 }
 
 export interface LimitOrderIntent extends BaseOrderIntent {
@@ -39,4 +40,3 @@ export function toStringBoolean(value: boolean | undefined): "true" | "false" |
   if (value === undefined) return undefined;
   return value ? "true" : "false";
 }
-

src/exchanges/paradex/gateway.ts

@@ -599,8 +599,8 @@ export class ParadexGateway {
 
     try {
       const isClosePosition = (extraParams as any).closePosition === true;
-      // Only omit amount for MARKET close-position orders; STOP requires explicit size
-      const shouldOmitAmount = isClosePosition && type === "market";
+      // Paradex requires explicit size for close-position MARKET orders; always send amount
+      const shouldOmitAmount = false;
       const amountArg: any = shouldOmitAmount ? undefined : amount;
       if (!shouldOmitAmount && amountArg != null && extraParams.size === undefined) {
         extraParams.size = amountArg.toString();

src/exchanges/types.ts

@@ -25,6 +25,7 @@ export interface CreateOrderParams {
   reduceOnly?: StringBoolean;
   closePosition?: StringBoolean;
   triggerType?: "UNSPECIFIED" | "TAKE_PROFIT" | "STOP_LOSS";
+  clientOrderId?: string;
 }
 
 export interface AsterAccountPosition {

src/strategy/common/grid-storage.ts

@@ -1,79 +0,0 @@
-import { promises as fs } from "fs";
-import path from "path";
-import type { GridDirection } from "../../config";
-
-const DATA_DIR = process.env.GRID_DATA_DIR?.trim() || path.resolve("data");
-const GRID_FILE = path.resolve(DATA_DIR, "grid-record.json");
-
-export interface StoredGridState {
-  symbol: string;
-  lowerPrice: number;
-  upperPrice: number;
-  gridLevels: number;
-  orderSize: number;
-  maxPositionSize: number;
-  direction: GridDirection;
-  longExposure: Record<string, number>;
-  shortExposure: Record<string, number>;
-  updatedAt: number;
-}
-
-type GridStateMap = Record<string, StoredGridState>;
-
-async function ensureDataDir(): Promise<void> {
-  try {
-    await fs.mkdir(DATA_DIR, { recursive: true });
-  } catch {
-    // ignore
-  }
-}
-
-async function readStateFile(): Promise<GridStateMap> {
-  try {
-    const content = await fs.readFile(GRID_FILE, "utf8");
-    const parsed = JSON.parse(content);
-    if (parsed && typeof parsed === "object") {
-      return parsed as GridStateMap;
-    }
-    return {};
-  } catch (error: any) {
-    if (error && (error.code === "ENOENT" || error.code === "ENOTDIR")) {
-      return {};
-    }
-    throw error;
-  }
-}
-
-export async function loadGridState(symbol: string): Promise<StoredGridState | null> {
-  const map = await readStateFile();
-  const snapshot = map[symbol];
-  return snapshot ?? null;
-}
-
-export async function saveGridState(snapshot: StoredGridState): Promise<void> {
-  await ensureDataDir();
-  const map = await readStateFile();
-  map[snapshot.symbol] = snapshot;
-  await fs.writeFile(GRID_FILE, JSON.stringify(map, null, 2), "utf8");
-}
-
-export async function clearGridState(symbol: string): Promise<void> {
-  const map = await readStateFile();
-  if (!Object.prototype.hasOwnProperty.call(map, symbol)) {
-    return;
-  }
-  delete map[symbol];
-  const entries = Object.keys(map);
-  if (!entries.length) {
-    try {
-      await fs.unlink(GRID_FILE);
-    } catch (error: any) {
-      if (!error || (error.code !== "ENOENT" && error.code !== "ENOTDIR")) {
-        throw error;
-      }
-    }
-    return;
-  }
-  await ensureDataDir();
-  await fs.writeFile(GRID_FILE, JSON.stringify(map, null, 2), "utf8");
-}

src/ui/GridApp.tsx

@@ -118,10 +118,10 @@ export function GridApp({ onExit }: GridAppProps) {
       <Box flexDirection="column" marginBottom={1}>
         <Text color="cyanBright">Grid Strategy Dashboard</Text>
         <Text>
-          交易所: {exchangeName} ｜ 交易对: {snapshot.symbol} ｜ 状态: {snapshot.running ? "运行中" : "暂停"} ｜ 方向: {snapshot.direction}
+          交易所: {exchangeName} ｜ 交易对: {snapshot.symbol} ｜ 状态: {snapshot.running ? "运行中" : "暂停"}
         </Text>
         <Text>
-          实时价格: {formatNumber(snapshot.lastPrice, 4)} ｜ 下界: {formatNumber(snapshot.lowerPrice, 4)} ｜ 上界: {formatNumber(snapshot.upperPrice, 4)} ｜ 网格数量: {snapshot.gridLines.length}
+          实时价格: {formatNumber(snapshot.lastPrice, 4)} ｜ 中心价: {formatNumber(snapshot.centerPrice, 4)} ｜ 下界: {formatNumber(snapshot.lowerPrice, 4)} ｜ 上界: {formatNumber(snapshot.upperPrice, 4)} ｜ 网格数量: {snapshot.gridLines.length}
         </Text>
         <Text color="gray">数据状态:
           {feedEntries.map((entry, index) => (
@@ -139,10 +139,10 @@ export function GridApp({ onExit }: GridAppProps) {
         <Box flexDirection="column" marginRight={4}>
           <Text color="greenBright">网格配置</Text>
           <Text>
-            单笔数量: {formatNumber(gridConfig.orderSize, 6)} ｜ 最大仓位: {formatNumber(gridConfig.maxPositionSize, 6)}
+            单笔数量: {formatNumber(gridConfig.tradeAmount, 6)} ｜ 每侧格子数: {gridConfig.levelsPerSide} ｜ 最大仓位: {formatNumber(gridConfig.maxPositionSize, 6)}
           </Text>
           <Text>
-            止损阈值: {(gridConfig.stopLossPct * 100).toFixed(2)}% ｜ 重启阈值: {(gridConfig.restartTriggerPct * 100).toFixed(2)}% ｜ 自动重启: {gridConfig.autoRestart ? "启用" : "关闭"}
+            网格步长: {(gridConfig.spacingPct * 100).toFixed(3)}% ｜ 止损缓冲: {(gridConfig.stopLossBufferPct * 100).toFixed(3)}%
           </Text>
           <Text>
             刷新间隔: {gridConfig.refreshIntervalMs} ms