perp-cli

Instructions

Implementation Reference

• src/mcp-server.ts:1676-1733 (handler)

  The handler implementation for the get_arb_compare tool, which compares active arbitrage positions.

    "get_arb_compare",
    "Compare active arbitrage positions side by side — ROI, funding income, price PnL, and annualized returns for each position",
    {
      period: z.string().default("all").describe("Funding lookup period: 7d, 30d, 90d, or all"),
    },
    async ({ period }) => {
      try {
        const arbState = loadArbState();
        const positions = arbState?.positions ?? [];
        if (positions.length === 0) {
          return { content: [{ type: "text", text: ok({ positions: [], message: "No active arb positions" }) }] };
        }
  
        const periodMatch = period === "all" ? null : period.match(/^(\d+)(d|w|m)$/);
        const sinceMs = periodMatch
          ? Date.now() - parseInt(periodMatch[1]) * ({ d: 86400000, w: 604800000, m: 2592000000 }[periodMatch[2]] ?? 86400000)
          : 0;
  
        const exchangeSet = new Set<string>();
        for (const pos of positions) { exchangeSet.add(pos.longExchange); exchangeSet.add(pos.shortExchange); }
  
        const fundingByExSym = new Map<string, number>();
        const currentPrices = new Map<string, number>();
  
        await Promise.allSettled([...exchangeSet].map(async (ex) => {
          try {
            const adapter = await getOrCreateAdapter(ex);
            const [funding, livePos] = await Promise.all([adapter.getFundingPayments(200), adapter.getPositions()]);
            for (const f of funding) {
              if (sinceMs && f.time < sinceMs) continue;
              const key = `${ex}:${f.symbol}`;
              fundingByExSym.set(key, (fundingByExSym.get(key) ?? 0) + Number(f.payment));
            }
            for (const p of livePos) currentPrices.set(`${ex}:${p.symbol}`, Number(p.markPrice));
          } catch { /* skip */ }
        }));
  
        const rows = positions.map(pos => {
          const daysHeld = Math.max(1, Math.round((Date.now() - new Date(pos.entryTime).getTime()) / 86400000));
          const funding = (fundingByExSym.get(`${pos.longExchange}:${pos.symbol}`) ?? 0) + (fundingByExSym.get(`${pos.shortExchange}:${pos.symbol}`) ?? 0);
          const longPrice = currentPrices.get(`${pos.longExchange}:${pos.symbol}`) ?? pos.entryLongPrice;
          const shortPrice = currentPrices.get(`${pos.shortExchange}:${pos.symbol}`) ?? pos.entryShortPrice;
          const pricePnl = (longPrice - pos.entryLongPrice) * pos.longSize + (pos.entryShortPrice - shortPrice) * pos.shortSize;
          const totalPnl = pricePnl + funding;
          const notional = pos.entryLongPrice * pos.longSize + pos.entryShortPrice * pos.shortSize;
          const roi = notional > 0 ? (totalPnl / notional) * 100 : 0;
          const fundingRoi = notional > 0 ? (funding / notional) * 100 : 0;
          return { symbol: pos.symbol, mode: pos.mode ?? "perp-perp", longExchange: pos.longExchange, shortExchange: pos.shortExchange, daysHeld, funding, pricePnl, totalPnl, roi, annualizedRoi: daysHeld > 0 ? (fundingRoi / daysHeld) * 365 : 0 };
        }).sort((a, b) => b.totalPnl - a.totalPnl);
  
        const totals = { funding: rows.reduce((s, r) => s + r.funding, 0), pricePnl: rows.reduce((s, r) => s + r.pricePnl, 0), totalPnl: rows.reduce((s, r) => s + r.totalPnl, 0) };
  
        return { content: [{ type: "text", text: ok({ period, positionCount: rows.length, positions: rows, totals }) }] };
      } catch (e) {
        return { content: [{ type: "text", text: err(e instanceof Error ? e.message : String(e)) }], isError: true };
      }
    },
  );