@@ -738,6 +1037,11 @@ function PairConfigSection({ assetCatalog, pairConfig, onControl }) {
: `${strategyConfig.request_max_slippage_bps} bps slippage max`}
{strategyConfig.price_max_age_ms || 'Unavailable'} ms price max age
+
+ {strategyConfig.maker_max_quote_age_enabled || strategyConfig.makerMaxQuoteAgeEnabled
+ ? `${strategyConfig.maker_max_quote_age_ms ?? strategyConfig.makerMaxQuoteAgeMs} ms response max age`
+ : 'Response age policy disabled'}
+
{route.source || 'Unavailable'} |
{pair.blockReason || pair.block_reason || 'No'} |
@@ -783,6 +1087,36 @@ function PairConfigSection({ assetCatalog, pairConfig, onControl }) {
{hasStrategyConfig ? 'Save' : 'Init'}
+
+
+
+
+ Max age
+ setMaxQuoteAgeDrafts((current) => ({
+ ...current,
+ [pairId]: event.target.value,
+ }))}
+ step="1"
+ style={{ maxWidth: 112 }}
+ type="number"
+ value={maxQuoteAgeDrafts[pairId] ?? ''}
+ />
+
@@ -843,6 +1177,11 @@ export default function StrategyPage({ strategy, onControl }) {
+
+
diff --git a/src/operator-dashboard/static/state/dashboardReducer.js b/src/operator-dashboard/static/state/dashboardReducer.js
index 2e87266..a7189ea 100644
--- a/src/operator-dashboard/static/state/dashboardReducer.js
+++ b/src/operator-dashboard/static/state/dashboardReducer.js
@@ -16,6 +16,9 @@ function applySocketMessage(dashboard, payload, session) {
strategy_state: {
...dashboard.strategy.strategy_state,
recent_lifecycle_rows: payload.live.recent_lifecycle_rows,
+ maker_competitiveness:
+ payload.live.maker_competitiveness
+ || dashboard.strategy.strategy_state.maker_competitiveness,
},
} : dashboard.strategy,
status_bar: {
@@ -47,6 +50,9 @@ function applySocketMessage(dashboard, payload, session) {
recent_lifecycle_rows:
payload.recent_lifecycle_rows
|| dashboard.strategy.strategy_state.recent_lifecycle_rows,
+ maker_competitiveness:
+ payload.maker_competitiveness
+ || dashboard.strategy.strategy_state.maker_competitiveness,
},
},
},
diff --git a/src/operator-dashboard/static/styles.css b/src/operator-dashboard/static/styles.css
index c4e975d..c05478e 100644
--- a/src/operator-dashboard/static/styles.css
+++ b/src/operator-dashboard/static/styles.css
@@ -265,6 +265,24 @@ select {
height: 100%;
}
+.two-column-grid {
+ display: grid;
+ gap: 14px;
+ grid-template-columns: repeat(auto-fit, minmax(320px, 1fr));
+ margin-top: 14px;
+}
+
+.checkbox-row {
+ display: inline-flex;
+ align-items: center;
+ gap: 8px;
+ min-width: 0;
+}
+
+.timing-waterfall-table {
+ min-width: 720px;
+}
+
.table-wrap {
overflow-x: auto;
border: 1px solid var(--line);
@@ -506,7 +524,8 @@ table.lifecycle-table th:nth-child(5) {
@media (max-width: 1100px) {
.app-grid,
.split,
- .strategy-layout {
+ .strategy-layout,
+ .two-column-grid {
grid-template-columns: 1fr;
}
diff --git a/src/venues/near-intents/normalize.mjs b/src/venues/near-intents/normalize.mjs
index cd29cb6..6321f5f 100644
--- a/src/venues/near-intents/normalize.mjs
+++ b/src/venues/near-intents/normalize.mjs
@@ -1,9 +1,14 @@
import { buildEventEnvelope } from '../../core/event-envelope.mjs';
+import { buildInitialMakerTiming } from '../../core/maker-timing.mjs';
-export function buildNearIntentsRawEnvelope(message, { ingestedAt = new Date() } = {}) {
+export function buildNearIntentsRawEnvelope(message, { ingestedAt = new Date(), receivedAt = ingestedAt } = {}) {
const raw = isRecord(message) ? message : {};
const quoteId = first(raw, ['quote_id', 'quoteRequestId', 'request_id', 'id', 'quote_hash']);
const occurredAt = first(raw, ['created_at', 'createdAt', 'timestamp', 'ts']);
+ const makerTiming = buildInitialMakerTiming({
+ quoteObservedAt: occurredAt,
+ quoteReceivedAt: receivedAt,
+ });
return buildEventEnvelope({
source: 'near-intents.ws',
@@ -12,17 +17,27 @@ export function buildNearIntentsRawEnvelope(message, { ingestedAt = new Date() }
eventId: quoteId || `near-intents-raw-${ingestedAt.getTime()}`,
observedAt: occurredAt,
ingestedAt,
- payload: { message: raw },
+ payload: { message: raw, maker_timing: makerTiming },
raw,
});
}
-export function buildNearIntentsQuoteEnvelope(message, { ingestedAt = new Date() } = {}) {
+export function buildNearIntentsQuoteEnvelope(message, {
+ ingestedAt = new Date(),
+ receivedAt = ingestedAt,
+ normalizedAt = new Date(),
+ publishedAt = null,
+} = {}) {
const raw = isRecord(message) ? message : {};
- const payload = normalizeNearIntentsQuote(raw);
- if (!payload) return null;
-
const occurredAt = first(raw, ['created_at', 'createdAt', 'timestamp', 'ts']);
+ const makerTiming = buildInitialMakerTiming({
+ quoteObservedAt: occurredAt,
+ quoteReceivedAt: receivedAt,
+ quoteNormalizedAt: normalizedAt,
+ quotePublishedAt: publishedAt,
+ });
+ const payload = normalizeNearIntentsQuote(raw, { makerTiming });
+ if (!payload) return null;
return buildEventEnvelope({
source: 'near-intents.ws',
@@ -36,7 +51,7 @@ export function buildNearIntentsQuoteEnvelope(message, { ingestedAt = new Date()
});
}
-export function normalizeNearIntentsQuote(message) {
+export function normalizeNearIntentsQuote(message, { makerTiming = null } = {}) {
const quoteId = first(message, ['quote_id', 'quoteRequestId', 'request_id', 'id']);
const assetIn = first(message, ['defuse_asset_identifier_in', 'sellToken', 'asset_in']);
const assetOut = first(message, ['defuse_asset_identifier_out', 'buyToken', 'asset_out']);
@@ -56,6 +71,7 @@ export function normalizeNearIntentsQuote(message) {
amount_in: amountIn,
amount_out: amountOut,
min_deadline_ms: stringify(first(message, ['min_deadline_ms', 'ttl_ms', 'deadline_ms'])),
+ maker_timing: makerTiming,
};
}
diff --git a/src/venues/near-intents/ws.mjs b/src/venues/near-intents/ws.mjs
index fb2991a..70e37a6 100644
--- a/src/venues/near-intents/ws.mjs
+++ b/src/venues/near-intents/ws.mjs
@@ -1,5 +1,6 @@
import { matchesPairFilter } from '../../core/pair-filter.mjs';
import { serializeError } from '../../core/log.mjs';
+import { extendMakerTiming } from '../../core/maker-timing.mjs';
import { assertNormalizedSwapDemand } from '../../core/schemas.mjs';
import { buildNearIntentsQuoteEnvelope, buildNearIntentsRawEnvelope } from './normalize.mjs';
@@ -73,7 +74,8 @@ export async function startNearIntentsWs({
ws.addEventListener('message', async (event) => {
if (activeSocket !== ws) return;
framesReceived += 1;
- lastMessageAt = new Date().toISOString();
+ const frameReceivedAt = new Date();
+ lastMessageAt = frameReceivedAt.toISOString();
const text = typeof event.data === 'string' ? event.data : Buffer.from(event.data).toString('utf8');
let payload;
@@ -114,8 +116,14 @@ export async function startNearIntentsWs({
let assetOut = null;
let publishTopic = rawTopic;
try {
- envelope = buildNearIntentsQuoteEnvelope(merged);
- rawEnvelope = buildNearIntentsRawEnvelope(merged);
+ envelope = buildNearIntentsQuoteEnvelope(merged, {
+ ingestedAt: frameReceivedAt,
+ receivedAt: frameReceivedAt,
+ });
+ rawEnvelope = buildNearIntentsRawEnvelope(merged, {
+ ingestedAt: frameReceivedAt,
+ receivedAt: frameReceivedAt,
+ });
await producer.sendJson(rawTopic, rawEnvelope, { key: rawEnvelope.event_id });
rawPublishedCount += 1;
@@ -136,6 +144,9 @@ export async function startNearIntentsWs({
lastMatchingQuoteAt = new Date().toISOString();
publishTopic = normalizedTopic;
+ envelope.payload.maker_timing = extendMakerTiming(envelope.payload.maker_timing, {
+ quote_published_at: new Date(),
+ });
await producer.sendJson(normalizedTopic, envelope, { key: envelope.payload.quote_id });
publishedCount += 1;
lastPublishedAt = new Date().toISOString();
diff --git a/test/maker-timing-competitiveness.test.mjs b/test/maker-timing-competitiveness.test.mjs
new file mode 100644
index 0000000..e9155c1
--- /dev/null
+++ b/test/maker-timing-competitiveness.test.mjs
@@ -0,0 +1,161 @@
+import test from 'node:test';
+import assert from 'node:assert/strict';
+
+import {
+ buildInitialMakerTiming,
+ extendMakerTiming,
+ quoteAgeMsAt,
+} from '../src/core/maker-timing.mjs';
+import { buildMakerCompetitivenessSummary } from '../src/core/maker-competitiveness.mjs';
+import { classifyRelaySubmissionFailure } from '../src/core/relay-failure-classification.mjs';
+
+test('maker timing computes waterfall fields and marks clock skew unavailable', () => {
+ const initial = buildInitialMakerTiming({
+ quoteReceivedAt: '2026-05-18T10:00:00.000Z',
+ quoteNormalizedAt: '2026-05-18T10:00:00.010Z',
+ quotePublishedAt: '2026-05-18T10:00:00.020Z',
+ });
+ const timing = extendMakerTiming(initial, {
+ strategy_received_at: '2026-05-18T10:00:00.030Z',
+ strategy_decided_at: '2026-05-18T10:00:00.040Z',
+ command_published_at: '2026-05-18T10:00:00.050Z',
+ executor_received_at: '2026-05-18T10:00:00.075Z',
+ relay_result_at: '2026-05-18T10:00:00.140Z',
+ outcome_observed_at: '2026-05-18T10:00:02.000Z',
+ });
+
+ assert.equal(timing.quote_to_decision_ms, 40);
+ assert.equal(timing.decision_to_command_ms, 10);
+ assert.equal(timing.command_to_executor_ms, 25);
+ assert.equal(timing.executor_to_relay_result_ms, 65);
+ assert.equal(timing.quote_to_relay_result_ms, 140);
+ assert.equal(timing.quote_to_outcome_ms, 2000);
+ assert.equal(quoteAgeMsAt(timing, '2026-05-18T10:00:00.050Z'), 50);
+
+ const skewed = extendMakerTiming(initial, {
+ strategy_decided_at: '2026-05-18T09:59:59.999Z',
+ });
+ assert.equal(skewed.quote_to_decision_ms, null);
+ assert.equal(skewed.unavailable_reasons.quote_to_decision_ms, 'clock_skew_or_negative_duration');
+});
+
+test('relay submission failure classifier preserves specific already-finished category', () => {
+ assert.equal(
+ classifyRelaySubmissionFailure(new Error('quote not found or already finished')),
+ 'quote_not_found_or_finished',
+ );
+ assert.equal(
+ classifyRelaySubmissionFailure({ error_message: 'quote not found or already finished' }),
+ 'quote_not_found_or_finished',
+ );
+ assert.equal(
+ classifyRelaySubmissionFailure(new Error('quote_response timed out')),
+ 'relay_timeout',
+ );
+ assert.equal(
+ classifyRelaySubmissionFailure(new Error('Socket not connected')),
+ 'relay_disconnected',
+ );
+ assert.equal(
+ classifyRelaySubmissionFailure(new Error('current_salt unavailable')),
+ 'salt_unavailable',
+ );
+});
+
+test('maker competitiveness aggregates pair, direction, request kind, result, failure, age, notional, and outcome', () => {
+ const nbtc = 'nep141:nbtc.bridge.near';
+ const eure = 'nep141:eure.omft.near';
+ const usdc = 'nep141:eth-0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48.omft.near';
+ const baseTiming = buildInitialMakerTiming({
+ quoteReceivedAt: '2026-05-18T10:00:00.000Z',
+ });
+ const summary = buildMakerCompetitivenessSummary({
+ generatedAt: '2026-05-18T10:01:00.000Z',
+ lifecycleRows: [
+ {
+ quote_id: 'quote-eure-ok',
+ pair: `${nbtc}->${eure}`,
+ direction: 'base_to_quote',
+ request_kind: 'exact_in',
+ notional: '5',
+ notional_symbol: 'EURe',
+ outcome_status: 'submitted',
+ execution_result_at: '2026-05-18T10:00:00.080Z',
+ maker_timing: extendMakerTiming(baseTiming, {
+ strategy_decided_at: '2026-05-18T10:00:00.010Z',
+ command_published_at: '2026-05-18T10:00:00.020Z',
+ executor_received_at: '2026-05-18T10:00:00.030Z',
+ relay_result_at: '2026-05-18T10:00:00.080Z',
+ }),
+ execution: {
+ status: 'submitted',
+ result_code: 'quote_response_ok',
+ timing: { current_salt_source: 'cache' },
+ },
+ },
+ {
+ quote_id: 'quote-usdc-failed',
+ pair: `${nbtc}->${usdc}`,
+ direction: 'base_to_quote',
+ request_kind: 'exact_in',
+ notional: '8',
+ notional_symbol: 'USDC',
+ execution_result_at: '2026-05-18T10:00:00.400Z',
+ maker_timing: extendMakerTiming(baseTiming, {
+ strategy_decided_at: '2026-05-18T10:00:00.100Z',
+ command_published_at: '2026-05-18T10:00:00.150Z',
+ executor_received_at: '2026-05-18T10:00:00.250Z',
+ relay_result_at: '2026-05-18T10:00:00.400Z',
+ }),
+ execution: {
+ status: 'failed',
+ result_code: 'submission_failed',
+ failure_category: 'quote_not_found_or_finished',
+ error_message: 'quote not found or already finished',
+ timing: { current_salt_source: 'cache' },
+ },
+ },
+ {
+ quote_id: 'quote-usdc-skip',
+ pair: `${nbtc}->${usdc}`,
+ direction: 'base_to_quote',
+ request_kind: 'exact_in',
+ notional: '12',
+ notional_symbol: 'USDC',
+ maker_timing: extendMakerTiming(baseTiming, {
+ strategy_decided_at: '2026-05-18T10:00:00.600Z',
+ }),
+ decision: {
+ decision: 'blocked',
+ decision_reason: 'maker_quote_too_old',
+ response_policy: {
+ measured_quote_age_ms: 600,
+ max_quote_age_ms: 250,
+ },
+ },
+ },
+ ],
+ });
+
+ assert.equal(summary.total.count, 3);
+ assert.equal(summary.total.accepted_count, 1);
+ assert.equal(summary.total.relay_failed_count, 1);
+ assert.equal(summary.total.policy_skip_count, 1);
+ assert.equal(summary.total.quote_not_found_or_finished_count, 1);
+ assert.ok(summary.groups.some((group) => (
+ group.pair === `${nbtc}->${usdc}`
+ && group.request_kind === 'exact_in'
+ && group.result_code === 'submission_failed'
+ && group.failure_category === 'quote_not_found_or_finished'
+ && group.quote_age_bucket === '250-500ms'
+ && group.notional_bucket === '5-25 USDC'
+ && group.outcome_status === 'relay_failed'
+ )));
+ assert.ok(summary.age_buckets.some((bucket) => (
+ bucket.pair === `${nbtc}->${usdc}`
+ && bucket.quote_age_bucket === '500-1000ms'
+ && bucket.outcome_status === 'policy_skip'
+ )));
+ assert.equal(summary.latest_errors[0].error_message, 'quote not found or already finished');
+ assert.equal(summary.policy_skips[0].reason_code, 'maker_quote_too_old');
+});
diff --git a/test/operator-dashboard-ui-static.test.mjs b/test/operator-dashboard-ui-static.test.mjs
index af5e7b4..5b3d2e9 100644
--- a/test/operator-dashboard-ui-static.test.mjs
+++ b/test/operator-dashboard-ui-static.test.mjs
@@ -111,11 +111,26 @@ test('strategy page exposes pair activation, pause, edge, and deposit address co
assert.match(strategySource, /pair-max-notional/);
assert.match(strategySource, /Edge bps for/);
assert.match(strategySource, /Max notional for/);
+ assert.match(strategySource, /maker_max_quote_age_enabled/);
+ assert.match(strategySource, /maker_max_quote_age_ms/);
+ assert.match(strategySource, /Age policy/);
+ assert.match(strategySource, /Max age/);
assert.match(strategySource, /Init/);
assert.match(strategySource, /deposit_address/);
assert.match(strategySource, /Copy/);
});
+test('strategy page exposes maker timing waterfall and competitiveness summaries', () => {
+ assert.match(strategySource, /Maker competitiveness/);
+ assert.match(strategySource, /TimingWaterfall/);
+ assert.match(strategySource, /quote_to_relay_result_ms/);
+ assert.match(strategySource, /quote_not_found_or_finished/);
+ assert.match(strategySource, /maker_competitiveness/);
+ assert.match(strategySource, /pairDisplayLabel/);
+ assert.match(stylesSource, /\.two-column-grid/);
+ assert.match(stylesSource, /\.timing-waterfall-table/);
+});
+
test('pair controls are rendered before the long asset catalog table', () => {
assert.ok(
strategySource.indexOf(' {
+ assert.match(source, /buildMakerCompetitivenessRuntimeAlerts/);
+ assert.match(source, /latest_maker_competitiveness/);
+});
diff --git a/test/runtime-health.test.mjs b/test/runtime-health.test.mjs
index 3fc6e85..2ec1497 100644
--- a/test/runtime-health.test.mjs
+++ b/test/runtime-health.test.mjs
@@ -2,6 +2,7 @@ import test from 'node:test';
import assert from 'node:assert/strict';
import {
+ buildMakerCompetitivenessRuntimeAlerts,
deriveServiceHealth,
shouldContainExecutorForAlerts,
shouldRaiseIngestPublishStale,
@@ -77,3 +78,48 @@ test('armed service treats critical truth alerts for any active pair as critical
assert.equal(health.status, 'critical');
assert.equal(health.label, 'armed on stale truth');
});
+
+test('maker competitiveness alerts are pair-scoped for high quote-finished relay failure rate', () => {
+ const alerts = buildMakerCompetitivenessRuntimeAlerts({
+ makerCompetitiveness: {
+ generated_at: '2026-05-18T10:00:00.000Z',
+ groups: [
+ {
+ pair: 'nbtc->usdc',
+ direction: 'base_to_quote',
+ request_kind: 'exact_in',
+ result_code: 'submission_failed',
+ failure_category: 'quote_not_found_or_finished',
+ quote_age_bucket: '100-250ms',
+ notional_bucket: '5-10',
+ count: 4,
+ },
+ {
+ pair: 'nbtc->usdc',
+ direction: 'base_to_quote',
+ request_kind: 'exact_in',
+ result_code: 'quote_response_ok',
+ failure_category: null,
+ quote_age_bucket: '<100ms',
+ notional_bucket: '5-10',
+ count: 1,
+ accepted_count: 1,
+ },
+ {
+ pair: 'nbtc->eure',
+ result_code: 'quote_response_ok',
+ failure_category: null,
+ count: 8,
+ accepted_count: 8,
+ },
+ ],
+ },
+ });
+
+ assert.equal(alerts.length, 1);
+ assert.equal(alerts[0].alert_code, 'maker_quote_not_found_or_finished_rate_high');
+ assert.equal(alerts[0].service_scope, 'strategy-engine');
+ assert.equal(alerts[0].pair, 'nbtc->usdc');
+ assert.equal(alerts[0].details.quote_not_found_or_finished_count, 4);
+ assert.equal(alerts[0].details.quote_not_found_or_finished_rate, 0.8);
+});
diff --git a/test/strategy-engine-static.test.mjs b/test/strategy-engine-static.test.mjs
index 66703d9..2803c03 100644
--- a/test/strategy-engine-static.test.mjs
+++ b/test/strategy-engine-static.test.mjs
@@ -11,9 +11,12 @@ test('strategy duplicate quote tracking is bounded and state-safe', () => {
assert.doesNotMatch(source, /seen_quotes:\s*\{\}/);
});
-test('strategy execute commands use decision timestamp as durable observed time', () => {
+test('strategy execute commands stamp command publish time into durable observed time', () => {
assert.match(
source,
- /observedAt:\s*evaluation\.command\.decision_at\s*\|\|\s*event\.observed_at\s*\|\|\s*event\.ingested_at/,
+ /const commandPublishedAt = new Date\(\)\.toISOString\(\)/,
);
+ assert.match(source, /command_published_at: commandPublishedAt/);
+ assert.match(source, /quote_age_at_command_ms: makerTiming\.quote_age_at_command_ms/);
+ assert.match(source, /observedAt:\s*commandPublishedAt/);
});
diff --git a/test/strategy.test.mjs b/test/strategy.test.mjs
index 45f6f8a..dd4a68b 100644
--- a/test/strategy.test.mjs
+++ b/test/strategy.test.mjs
@@ -241,7 +241,146 @@ test('strategy blocks BTC -> USDC when price event lacks USDC route fields', ()
assert.equal(result.command, undefined);
});
-function makeBtcUsdcDbConfig() {
+test('maker response age policy skips stale BTC -> USDC quotes without emitting a relay command', () => {
+ const config = makeBtcUsdcDbConfig({
+ strategyConfigOverrides: {
+ makerMaxQuoteAgeEnabled: true,
+ makerMaxQuoteAgeMs: 100,
+ makerLatencyPolicyReason: 'test stale response protection',
+ },
+ });
+ const result = evaluateTradeOpportunity({
+ demandEvent: {
+ payload: {
+ quote_id: 'quote-usdc-too-old',
+ pair: config.activePair,
+ asset_in: config.tradingBtc.assetId,
+ asset_out: config.tradingUsdc.assetId,
+ request_kind: 'exact_in',
+ amount_in: '10000',
+ maker_timing: {
+ quote_received_at: '2026-04-02T10:00:04.800Z',
+ },
+ },
+ },
+ priceEvent: makeBtcUsdcPriceEvent(),
+ inventoryEvent: makeBtcUsdcInventoryEvent(),
+ config,
+ armed: true,
+ strategyReceivedAt: '2026-04-02T10:00:05.000Z',
+ now: Date.parse('2026-04-02T10:00:05.000Z'),
+ });
+
+ assert.equal(result.decision.decision, 'blocked');
+ assert.equal(result.decision.decision_reason, 'maker_quote_too_old');
+ assert.equal(result.decision.quote_age_at_decision_ms, 200);
+ assert.equal(result.decision.response_policy.enabled, true);
+ assert.equal(result.decision.response_policy.max_quote_age_ms, 100);
+ assert.equal(result.command, undefined);
+});
+
+test('maker response age policy skips when quote timing prerequisites are missing', () => {
+ const config = makeBtcUsdcDbConfig({
+ strategyConfigOverrides: {
+ makerMaxQuoteAgeEnabled: true,
+ makerMaxQuoteAgeMs: 100,
+ },
+ });
+ const result = evaluateTradeOpportunity({
+ demandEvent: {
+ payload: {
+ quote_id: 'quote-usdc-no-timing',
+ pair: config.activePair,
+ asset_in: config.tradingBtc.assetId,
+ asset_out: config.tradingUsdc.assetId,
+ request_kind: 'exact_in',
+ amount_in: '10000',
+ },
+ },
+ priceEvent: makeBtcUsdcPriceEvent(),
+ inventoryEvent: makeBtcUsdcInventoryEvent(),
+ config,
+ armed: true,
+ strategyReceivedAt: '2026-04-02T10:00:05.000Z',
+ now: Date.parse('2026-04-02T10:00:05.000Z'),
+ });
+
+ assert.equal(result.decision.decision, 'blocked');
+ assert.equal(result.decision.decision_reason, 'maker_quote_age_unavailable');
+ assert.equal(result.decision.response_policy.valid, true);
+ assert.equal(result.command, undefined);
+});
+
+test('maker response age policy skips invalid enabled config', () => {
+ const config = makeBtcUsdcDbConfig({
+ strategyConfigOverrides: {
+ makerMaxQuoteAgeEnabled: true,
+ makerMaxQuoteAgeMs: null,
+ },
+ });
+ const result = evaluateTradeOpportunity({
+ demandEvent: {
+ payload: {
+ quote_id: 'quote-usdc-invalid-policy',
+ pair: config.activePair,
+ asset_in: config.tradingBtc.assetId,
+ asset_out: config.tradingUsdc.assetId,
+ request_kind: 'exact_in',
+ amount_in: '10000',
+ maker_timing: {
+ quote_received_at: '2026-04-02T10:00:04.950Z',
+ },
+ },
+ },
+ priceEvent: makeBtcUsdcPriceEvent(),
+ inventoryEvent: makeBtcUsdcInventoryEvent(),
+ config,
+ armed: true,
+ strategyReceivedAt: '2026-04-02T10:00:05.000Z',
+ now: Date.parse('2026-04-02T10:00:05.000Z'),
+ });
+
+ assert.equal(result.decision.decision, 'blocked');
+ assert.equal(result.decision.decision_reason, 'maker_quote_response_policy_invalid');
+ assert.equal(result.decision.response_policy.valid, false);
+ assert.equal(result.command, undefined);
+});
+
+test('disabled maker response age policy preserves current BTC -> USDC actionability', () => {
+ const config = makeBtcUsdcDbConfig({
+ strategyConfigOverrides: {
+ makerMaxQuoteAgeEnabled: false,
+ makerMaxQuoteAgeMs: null,
+ },
+ });
+ const result = evaluateTradeOpportunity({
+ demandEvent: {
+ payload: {
+ quote_id: 'quote-usdc-policy-disabled',
+ pair: config.activePair,
+ asset_in: config.tradingBtc.assetId,
+ asset_out: config.tradingUsdc.assetId,
+ request_kind: 'exact_in',
+ amount_in: '10000',
+ maker_timing: {
+ quote_received_at: '2026-04-02T09:59:59.000Z',
+ },
+ },
+ },
+ priceEvent: makeBtcUsdcPriceEvent(),
+ inventoryEvent: makeBtcUsdcInventoryEvent(),
+ config,
+ armed: true,
+ strategyReceivedAt: '2026-04-02T10:00:05.000Z',
+ now: Date.parse('2026-04-02T10:00:05.000Z'),
+ });
+
+ assert.equal(result.decision.decision, 'actionable');
+ assert.equal(result.decision.response_policy.enabled, false);
+ assert.ok(result.command);
+});
+
+function makeBtcUsdcDbConfig({ strategyConfigOverrides = {} } = {}) {
const tradingBtc = {
assetId: 'nep141:nbtc.bridge.near',
symbol: 'BTC',
@@ -263,6 +402,10 @@ function makeBtcUsdcDbConfig() {
priceMaxAgeMs: 30_000,
inventoryMaxAgeMs: 30_000,
minNotional: '0',
+ makerMaxQuoteAgeEnabled: false,
+ makerMaxQuoteAgeMs: null,
+ makerLatencyPolicyReason: null,
+ ...strategyConfigOverrides,
};
const priceRoute = {
routeId: 'btc-usdc:v1',
diff --git a/test/trading-config.test.mjs b/test/trading-config.test.mjs
index d1032f5..93dc535 100644
--- a/test/trading-config.test.mjs
+++ b/test/trading-config.test.mjs
@@ -136,6 +136,8 @@ test('seeded DB config preserves current nBTC/EURe pair, 49 bps edge, and legacy
assert.equal(snapshot.activePair, `${CURRENT_NBTC_ASSET_ID}->${CURRENT_EURE_ASSET_ID}`);
assert.equal(snapshot.pairs.length, 2);
assert.equal(snapshot.pairByKey.get(snapshot.activePair).strategyConfig.edgeBps, 49);
+ assert.equal(snapshot.pairByKey.get(snapshot.activePair).strategyConfig.makerMaxQuoteAgeEnabled, false);
+ assert.equal(snapshot.pairByKey.get(snapshot.activePair).strategyConfig.makerMaxQuoteAgeMs, null);
assert.equal(snapshot.trackedAssetIds.includes(LEGACY_OMFT_BTC_ASSET_ID), true);
assert.equal(snapshot.assetRegistry.get(CURRENT_USDC_ASSET_ID).chain, 'eth:1');
assert.equal(snapshot.trackedAssetIds.includes(CURRENT_USDC_ASSET_ID), false);
@@ -213,6 +215,50 @@ test('edge update creates a new active strategy version', async () => {
assert.equal(versions.find((row) => row.version === 1).active, false);
});
+test('strategy config update can enable pair-scoped maker response age policy', async () => {
+ const pool = createMemoryPool();
+ await seedTradingConfig(pool);
+ const pairId = `${CURRENT_NBTC_ASSET_ID}->${CURRENT_EURE_ASSET_ID}`;
+
+ const next = await createPairStrategyConfigVersion(pool, {
+ pairId,
+ edgeBps: 49,
+ maxNotional: '150',
+ makerMaxQuoteAgeEnabled: true,
+ makerMaxQuoteAgeMs: 125,
+ makerLatencyPolicyReason: 'timing evidence shows stale responses',
+ changedBy: 'test',
+ reason: 'enable maker response age policy',
+ });
+ const snapshot = await loadTradingConfig(pool);
+ const strategyConfig = snapshot.pairByKey.get(pairId).strategyConfig;
+
+ assert.equal(next.makerMaxQuoteAgeEnabled, true);
+ assert.equal(next.makerMaxQuoteAgeMs, 125);
+ assert.equal(next.makerLatencyPolicyReason, 'timing evidence shows stale responses');
+ assert.equal(strategyConfig.edgeBps, 49);
+ assert.equal(strategyConfig.makerMaxQuoteAgeEnabled, true);
+ assert.equal(strategyConfig.makerMaxQuoteAgeMs, 125);
+});
+
+test('strategy config update rejects enabled maker response age policy without a max age', async () => {
+ const pool = createMemoryPool();
+ await seedTradingConfig(pool);
+
+ await assert.rejects(
+ createPairStrategyConfigVersion(pool, {
+ pairId: `${CURRENT_NBTC_ASSET_ID}->${CURRENT_EURE_ASSET_ID}`,
+ edgeBps: 49,
+ maxNotional: '150',
+ makerMaxQuoteAgeEnabled: true,
+ makerMaxQuoteAgeMs: null,
+ changedBy: 'test',
+ reason: 'invalid maker response age policy',
+ }),
+ /maker_max_quote_age_ms must be a positive integer/,
+ );
+});
+
test('strategy config update can clear request amount and slippage caps', async () => {
const pool = createMemoryPool();
await seedTradingConfig(pool);
@@ -558,7 +604,7 @@ function createMemoryPool() {
importRuns: new Map(),
audit: [],
async query(sql, params = []) {
- if (/CREATE TABLE|CREATE (UNIQUE )?INDEX/i.test(sql)) return { rows: [], rowCount: 0 };
+ if (/CREATE TABLE|CREATE (UNIQUE )?INDEX|ALTER TABLE/i.test(sql)) return { rows: [], rowCount: 0 };
if (/SELECT \* FROM trading_assets\s*$/i.test(sql)) return rows(this.assets);
if (/SELECT\s+asset_id,[\s\S]+raw_payload_available[\s\S]+FROM trading_assets/i.test(sql)) {
return selectAssetCatalogRows(this, params);
@@ -777,8 +823,11 @@ function insertStrategyConfig(pool, params) {
request_default_notional: params[11],
request_max_notional: params[12],
request_max_slippage_bps: params[13],
- created_by: params[14],
- reason: params[15],
+ maker_max_quote_age_enabled: params[14],
+ maker_max_quote_age_ms: params[15],
+ maker_latency_policy_reason: params[16],
+ created_by: params[17],
+ reason: params[18],
created_at: '2026-05-12T16:35:00.000Z',
};
pool.strategyConfigs.set(configId, row);
|