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ritmex-bot/src/cli/strategy-runner.ts
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import { basisConfig, gridConfig, isBasisStrategyEnabled, makerConfig, makerPointsConfig, tradingConfig } from "../config";
import { getExchangeDisplayName, resolveExchangeId } from "../exchanges/create-adapter";
import type { ExchangeAdapter } from "../exchanges/adapter";
import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
import { MakerEngine, type MakerEngineSnapshot } from "../strategy/maker-engine";
import { OffsetMakerEngine, type OffsetMakerEngineSnapshot } from "../strategy/offset-maker-engine";
import { MakerPointsEngine, type MakerPointsSnapshot } from "../strategy/maker-points-engine";
import { TrendEngine, type TrendEngineSnapshot } from "../strategy/trend-engine";
import { GuardianEngine, type GuardianEngineSnapshot } from "../strategy/guardian-engine";
import { BasisArbEngine, type BasisArbSnapshot } from "../strategy/basis-arb-engine";
import { GridEngine, type GridEngineSnapshot } from "../strategy/grid-engine";
import { extractMessage } from "../utils/errors";
import type { StrategyId } from "./args";
interface RunnerOptions {
silent?: boolean;
}
type StrategyRunner = (options: RunnerOptions) => Promise<void>;
export const STRATEGY_LABELS: Record<StrategyId, string> = {
trend: "Trend Following",
guardian: "Guardian",
maker: "Maker",
"maker-points": "Maker Points",
"offset-maker": "Offset Maker",
basis: "Basis Arbitrage",
grid: "Grid",
};
export async function startStrategy(strategyId: StrategyId, options: RunnerOptions = {}): Promise<void> {
const runner = STRATEGY_FACTORIES[strategyId];
if (!runner) {
throw new Error(`Unsupported strategy: ${strategyId}`);
}
await runner(options);
}
const STRATEGY_FACTORIES: Record<StrategyId, StrategyRunner> = {
trend: async (opts) => {
const config = tradingConfig;
const adapter = createAdapterOrThrow(config.symbol);
const engine = new TrendEngine(config, adapter);
await runEngine({
engine,
strategy: "trend",
silent: opts.silent,
getSnapshot: () => engine.getSnapshot(),
onUpdate: (emitter) => engine.on("update", emitter),
offUpdate: (emitter) => engine.off("update", emitter),
});
},
guardian: async (opts) => {
const config = tradingConfig;
const adapter = createAdapterOrThrow(config.symbol);
const engine = new GuardianEngine(config, adapter);
await runEngine({
engine,
strategy: "guardian",
silent: opts.silent,
getSnapshot: () => engine.getSnapshot(),
onUpdate: (emitter) => engine.on("update", emitter),
offUpdate: (emitter) => engine.off("update", emitter),
});
},
maker: async (opts) => {
const config = makerConfig;
const adapter = createAdapterOrThrow(config.symbol);
const engine = new MakerEngine(config, adapter);
await runEngine({
engine,
strategy: "maker",
silent: opts.silent,
getSnapshot: () => engine.getSnapshot(),
onUpdate: (emitter) => engine.on("update", emitter),
offUpdate: (emitter) => engine.off("update", emitter),
});
},
"maker-points": async (opts) => {
const exchangeId = resolveExchangeId();
if (exchangeId !== "standx") {
throw new Error("Maker Points strategy only supports the StandX exchange.");
}
const config = makerPointsConfig;
const adapter = createAdapterOrThrow(config.symbol);
const engine = new MakerPointsEngine(config, adapter);
await runEngine({
engine,
strategy: "maker-points",
silent: opts.silent,
getSnapshot: () => engine.getSnapshot(),
onUpdate: (emitter) => engine.on("update", emitter),
offUpdate: (emitter) => engine.off("update", emitter),
});
},
"offset-maker": async (opts) => {
const config = makerConfig;
const adapter = createAdapterOrThrow(config.symbol);
const engine = new OffsetMakerEngine(config, adapter);
await runEngine({
engine,
strategy: "offset-maker",
silent: opts.silent,
getSnapshot: () => engine.getSnapshot(),
onUpdate: (emitter) => engine.on("update", emitter),
offUpdate: (emitter) => engine.off("update", emitter),
});
},
basis: async (opts) => {
if (!isBasisStrategyEnabled()) {
throw new Error("Basis arbitrage strategy is disabled. Set ENABLE_BASIS_STRATEGY=true to enable it.");
}
const exchangeId = resolveExchangeId();
if (exchangeId !== "aster" && exchangeId !== "nado" && exchangeId !== "standx") {
throw new Error("Basis arbitrage strategy currently only supports the Aster, Nado, and StandX exchanges");
}
const adapter = createAdapterOrThrow(basisConfig.futuresSymbol);
const engine = new BasisArbEngine(basisConfig, adapter);
await runEngine({
engine,
strategy: "basis",
silent: opts.silent,
getSnapshot: () => engine.getSnapshot(),
onUpdate: (emitter) => engine.on("update", emitter),
offUpdate: (emitter) => engine.off("update", emitter),
});
},
grid: async (opts) => {
const config = gridConfig;
const adapter = createAdapterOrThrow(config.symbol);
const engine = new GridEngine(config, adapter);
await runEngine({
engine,
strategy: "grid",
silent: opts.silent,
getSnapshot: () => engine.getSnapshot(),
onUpdate: (emitter) => engine.on("update", emitter),
offUpdate: (emitter) => engine.off("update", emitter),
});
},
};
interface EngineHarness<TSnapshot> {
engine: { start(): void; stop(): void };
strategy: StrategyId;
silent?: boolean;
getSnapshot: () => TSnapshot;
onUpdate: (handler: (snapshot: TSnapshot) => void) => void;
offUpdate: (handler: (snapshot: TSnapshot) => void) => void;
}
async function runEngine<
TSnapshot extends
| TrendEngineSnapshot
| GuardianEngineSnapshot
| MakerEngineSnapshot
| MakerPointsSnapshot
| OffsetMakerEngineSnapshot
| BasisArbSnapshot
| GridEngineSnapshot
>(
harness: EngineHarness<TSnapshot>
): Promise<void> {
const { engine, strategy, silent, getSnapshot, onUpdate, offUpdate } = harness;
const exchangeId = resolveExchangeId();
const exchangeName = getExchangeDisplayName(exchangeId);
const label = STRATEGY_LABELS[strategy];
const initial = getSnapshot();
let lastLogKey: string | undefined;
if (Array.isArray(initial.tradeLog) && initial.tradeLog.length > 0) {
const lastEntry = initial.tradeLog[initial.tradeLog.length - 1]!;
lastLogKey = createLogKey(lastEntry);
}
let readyLogged = initial.ready === true;
const emitter = (snapshot: TSnapshot) => {
if (!Array.isArray(snapshot.tradeLog)) return;
if (!readyLogged && snapshot.ready) {
readyLogged = true;
console.info(`[${label}] Strategy ready. Listening for market data…`);
}
const pending = diffTradeLog(snapshot.tradeLog, lastLogKey);
if (!pending.length) return;
for (const entry of pending) {
console.info(`[${label}] [${entry.time}] [${entry.type}] ${entry.detail}`);
}
const lastEntry = pending[pending.length - 1]!;
if (lastEntry) {
lastLogKey = createLogKey(lastEntry);
}
};
onUpdate(emitter);
engine.start();
console.info(`[${label}] Starting on ${exchangeName}. Mode: ${silent ? "silent" : "interactive"}. Press Ctrl+C to exit.`);
const shutdown = (signal: NodeJS.Signals) => {
try {
console.info(`[${label}] Received ${signal}. Shutting down…`);
engine.stop();
offUpdate(emitter);
} catch (error) {
console.error(`[${label}] Error during shutdown: ${extractMessage(error)}`);
}
};
await new Promise<void>((resolve) => {
const wrapper = (signal: NodeJS.Signals) => {
shutdown(signal);
process.off("SIGINT", wrapper);
process.off("SIGTERM", wrapper);
resolve();
};
process.on("SIGINT", wrapper);
process.on("SIGTERM", wrapper);
});
}
function createAdapterOrThrow(symbol: string): ExchangeAdapter {
return buildAdapterFromEnv({ exchangeId: resolveExchangeId(), symbol });
}
type TradeLogEntry = { time: string; type: string; detail: string };
function diffTradeLog(tradeLog: TradeLogEntry[], lastKey: string | undefined): TradeLogEntry[] {
if (!tradeLog.length) return [];
if (!lastKey) return tradeLog;
const lastIndex = tradeLog.findIndex((entry) => createLogKey(entry) === lastKey);
if (lastIndex === -1) {
return tradeLog;
}
if (lastIndex === tradeLog.length - 1) return [];
return tradeLog.slice(lastIndex + 1);
}
function createLogKey(entry: TradeLogEntry): string {
return `${entry.time}|${entry.type}|${entry.detail}`;
}