jev-trader
One decision every Monad block. A TypeSafe Jev model watches the Kuru MON-USDC order book and answers buy or sell every ~300 ms. Every block posts a real post-only limit order on that side, one tick inside the touch, replacing the last one. Fills happen when a taker hits it, so the bot earns the spread instead of paying it. A small server streams every block to the dashboard.
Run
cp .env.example .env
bun install
bun run start
With no PRIVATE_KEY it dry-runs: real book, real decisions, simulated fills. Set MODEL=jev and TYPESAFE_AI_API_KEY to use Jev; the default mock is a momentum heuristic stand-in.
Endpoints
Deployed (dry run, mock model): https://jev-trader-production.up.railway.app
GET / snapshot: model, wallet, dryRun, latest block eventGET /history last 1000 block eventsGET /events SSE: snapshot on connect, then one block event per block, plus a fill event whenever a live order's receipt lands
Every event (see src/trader.ts for types):
{
"block": 105488269, "ts": 1789593630676,
"mid": 0.022636, "bestBid": 0.022628, "bestAsk": 0.022644, "spreadBps": 7.07,
"decision": { "action": "buy", "probabilities": { "buy": 0.77, "sell": 0.23, "hold": 0 }, "upIn10": 0.77, "latencyMs": 81, "late": false },
"quote": { "side": "buy", "price": 0.022629, "size": 200, "txHash": "0x…", "gasMon": 0.0357, "cancel": [100295801], "status": "sent", "orderId": null, "capped": false },
"fill": null,
"resting": { "bidMon": 200, "askMon": 200 },
"position": { "side": "short", "size": 200, "entryPrice": 0.022633, "unrealizedUsd": -0.0006, "unrealizedMon": -0.027 },
"totals": { "blocks": 3, "decisions": 3, "quotes": 3, "fills": 1, "reverted": 0, "lateBlocks": 0, "jevUsd": 0.000004, "gasMon": 0.107, "gasUsd": 0.0024, "realizedUsd": 0, "pnlUsd": -0.003, "pnlMon": -0.13, "pnlPct": -0.003 }
}
Every block the model is asked about the move over HORIZON_BLOCKS (default 100, ~30 s) and answers buy or sell. quote is the order that block put on the book: a post-only limit order of TRADE_SIZE_MON on that side, QUOTE_INSIDE_TICKS inside the touch (clamped to the touch when the spread is too tight), in one batchUpdate that also cancels everything we had resting (cancel). hold appears only with decision.late: true, when the model missed the block and nothing was posted. When the position cap (or, live, margin funds) blocks a side, the quote goes on the other side with capped: true and probabilities still show the model's call. resting is our size known to be on the book after this block. upIn10 equals the buy probability.
Live sends are fired and forgotten, so the block event carries the intent: status: "sent", gasMon is gasLimit x (last known base fee + priority). Monad charges the gas limit, so that is the real cost whether the order lands or not. The receipt arrives a block or two later as its own SSE event:
event: quote
data: { "block": 105488269, "quote": { …, "status": "placed", "orderId": 100295812, "gasMon": 0.0357 } }
status becomes placed (with the order id) or reverted (the book moved through the price before the tx landed, or a cancelled order had already filled). No receipt after 10 blocks gives lost. Fills are not in our own transactions: someone else's taker order hits our resting one, and the Trade log for it arrives via the same eth_getLogs poll that feeds the model. Each block with fills gets its own SSE event, and position, realizedUsd and fills update then:
event: fill
data: { "block": 105488271, "fill": { "side": "buy", "size": 200, "price": 0.022629, "txHash": "0x…", "orderId": 100295812, "simulated": false } }
txHash is the taker's transaction. In a dry run the quote is status: "sim": the order rests for one block and a real print crossing its price fills it (simulated: true).
Layout
src/config.ts env
src/chain.ts block feed (WebSocket newHeads + polling backstop, newest block only), raw RPC
src/book.ts one-eth_call order book reader (decodes getL2Book, merges the AMM vault)
src/market.ts Kuru: read book, hand-encoded batchUpdate (cancel + post-only place), margin deposits, local nonce, async confirmation
src/model.ts Model interface, JevModel (AI SDK experimental_evaluate), MockModel
src/trader.ts the loop: one in flight, hold when late, position and P&L accounting
src/server.ts Bun.serve: snapshot, history, SSE
The 300 ms budget
A decision and an order have to fit in one block, so the hot loop makes exactly two RPC round trips:
one eth_call for the book (~18 ms on the public RPC, READ_RPC_URL) and one eth_sendRawTransaction
(RPC_URL), which returns as soon as the tx is accepted. Nothing else is on the path — no
eth_estimateGas (Monad charges gas on the limit, so the limit is hardcoded or derived once at
startup), no eth_sendRawTransactionSync (it blocks until the tx is Proposed), no gas price lookup
(static type-2 fees: MAX_FEE_GWEI cap, 2 gwei priority; the effective price is base + priority).
Receipts, the fee estimate and the vault check run off the hot path on later blocks. Measured in a
dry run with the mock model: read p50 18 ms, whole loop p50 100 ms (80 ms of it the mock's inference stand-in).
bun run scripts/bench-read.ts # book reader vs the SDK: exactness and latency
bun run scripts/dry-encode.ts # signs a buy and a sell offline, asserts the calldata matches the SDK
一个运行在 Monad 上的自主加密货币交易机器人：AI 模型实时盯住 Kuru 的 MON-USDC 订单簿，每个区块（约 300 毫秒）决定一次买入还是卖出，并每次都提交一张 post-only 限价单。