@3rd-eye-labs/openmm 0.0.1 → 0.1.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (443) hide show
  1. package/README.md +6 -1
  2. package/dist/cli/cli.js +4 -5
  3. package/dist/cli/cli.js.map +1 -1
  4. package/dist/cli/commands/balance.d.ts.map +1 -1
  5. package/dist/cli/commands/balance.js +1 -1
  6. package/dist/cli/commands/balance.js.map +1 -1
  7. package/dist/cli/commands/grid.d.ts +3 -0
  8. package/dist/cli/commands/grid.d.ts.map +1 -0
  9. package/dist/cli/commands/grid.js +103 -0
  10. package/dist/cli/commands/grid.js.map +1 -0
  11. package/dist/cli/commands/multi-trade.d.ts +3 -0
  12. package/dist/cli/commands/multi-trade.d.ts.map +1 -0
  13. package/dist/cli/commands/multi-trade.js +175 -0
  14. package/dist/cli/commands/multi-trade.js.map +1 -0
  15. package/dist/cli/commands/orderbook.js +1 -1
  16. package/dist/cli/commands/orderbook.js.map +1 -1
  17. package/dist/cli/commands/orders.d.ts.map +1 -1
  18. package/dist/cli/commands/orders.js +3 -4
  19. package/dist/cli/commands/orders.js.map +1 -1
  20. package/dist/cli/commands/pool-discovery.d.ts.map +1 -1
  21. package/dist/cli/commands/pool-discovery.js +15 -8
  22. package/dist/cli/commands/pool-discovery.js.map +1 -1
  23. package/dist/cli/commands/price-comparison.d.ts +3 -0
  24. package/dist/cli/commands/price-comparison.d.ts.map +1 -0
  25. package/dist/cli/commands/price-comparison.js +103 -0
  26. package/dist/cli/commands/price-comparison.js.map +1 -0
  27. package/dist/cli/commands/ticker.d.ts.map +1 -1
  28. package/dist/cli/commands/ticker.js.map +1 -1
  29. package/dist/cli/commands/trade.d.ts.map +1 -1
  30. package/dist/cli/commands/trade.js +135 -18
  31. package/dist/cli/commands/trade.js.map +1 -1
  32. package/dist/cli/commands/trades.d.ts.map +1 -1
  33. package/dist/cli/commands/trades.js +2 -3
  34. package/dist/cli/commands/trades.js.map +1 -1
  35. package/dist/cli/exchange-factory.d.ts.map +1 -1
  36. package/dist/cli/exchange-factory.js +6 -6
  37. package/dist/cli/exchange-factory.js.map +1 -1
  38. package/dist/cli/pool-discovery-core.d.ts +2 -1
  39. package/dist/cli/pool-discovery-core.d.ts.map +1 -1
  40. package/dist/cli/pool-discovery-core.js +69 -39
  41. package/dist/cli/pool-discovery-core.js.map +1 -1
  42. package/dist/cli/pool-discovery.d.ts +56 -0
  43. package/dist/cli/pool-discovery.d.ts.map +1 -0
  44. package/dist/cli/pool-discovery.js +283 -0
  45. package/dist/cli/pool-discovery.js.map +1 -0
  46. package/dist/cli/utils/error-handler.d.ts.map +1 -1
  47. package/dist/cli/utils/error-handler.js +6 -5
  48. package/dist/cli/utils/error-handler.js.map +1 -1
  49. package/dist/config/environment.d.ts.map +1 -1
  50. package/dist/config/environment.js +3 -1
  51. package/dist/config/environment.js.map +1 -1
  52. package/dist/config/launcher-config.d.ts +13 -0
  53. package/dist/config/launcher-config.d.ts.map +1 -1
  54. package/dist/config/launcher-config.js +3 -1
  55. package/dist/config/launcher-config.js.map +1 -1
  56. package/dist/config/price-aggregation.d.ts +1 -1
  57. package/dist/config/price-aggregation.d.ts.map +1 -1
  58. package/dist/config/price-aggregation.js +20 -20
  59. package/dist/config/price-aggregation.js.map +1 -1
  60. package/dist/core/exchange/base-exchange-connector.d.ts.map +1 -1
  61. package/dist/core/exchange/base-exchange-connector.js +1 -5
  62. package/dist/core/exchange/base-exchange-connector.js.map +1 -1
  63. package/dist/core/exchange/base-exchange-data-mapper.d.ts.map +1 -1
  64. package/dist/core/exchange/base-exchange-data-mapper.js +1 -1
  65. package/dist/core/exchange/base-exchange-data-mapper.js.map +1 -1
  66. package/dist/core/price-aggregation/cardano-price-service.d.ts +2 -2
  67. package/dist/core/price-aggregation/cardano-price-service.d.ts.map +1 -1
  68. package/dist/core/price-aggregation/cardano-price-service.js +13 -13
  69. package/dist/core/price-aggregation/cardano-price-service.js.map +1 -1
  70. package/dist/core/price-aggregation/index.d.ts +1 -1
  71. package/dist/core/price-aggregation/index.d.ts.map +1 -1
  72. package/dist/core/price-aggregation/iris-api-client.d.ts.map +1 -1
  73. package/dist/core/price-aggregation/iris-api-client.js +5 -5
  74. package/dist/core/price-aggregation/iris-api-client.js.map +1 -1
  75. package/dist/core/price-aggregation/iris-pool-discovery.d.ts +2 -2
  76. package/dist/core/price-aggregation/iris-pool-discovery.d.ts.map +1 -1
  77. package/dist/core/price-aggregation/iris-pool-discovery.js +3 -3
  78. package/dist/core/price-aggregation/iris-pool-discovery.js.map +1 -1
  79. package/dist/core/price-aggregation/multi-exchange-price-service.d.ts +38 -0
  80. package/dist/core/price-aggregation/multi-exchange-price-service.d.ts.map +1 -0
  81. package/dist/core/price-aggregation/multi-exchange-price-service.js +123 -0
  82. package/dist/core/price-aggregation/multi-exchange-price-service.js.map +1 -0
  83. package/dist/core/price-aggregation/price-cache.d.ts +55 -0
  84. package/dist/core/price-aggregation/price-cache.d.ts.map +1 -0
  85. package/dist/core/price-aggregation/price-cache.js +152 -0
  86. package/dist/core/price-aggregation/price-cache.js.map +1 -0
  87. package/dist/core/price-aggregation/price-calculator.d.ts.map +1 -1
  88. package/dist/core/price-aggregation/price-calculator.js +3 -3
  89. package/dist/core/price-aggregation/price-calculator.js.map +1 -1
  90. package/dist/core/risk-management/risk-manager.d.ts.map +1 -1
  91. package/dist/core/risk-management/risk-manager.js +2 -2
  92. package/dist/core/risk-management/risk-manager.js.map +1 -1
  93. package/dist/core/strategy/strategy-factory.d.ts +5 -0
  94. package/dist/core/strategy/strategy-factory.d.ts.map +1 -1
  95. package/dist/core/strategy/strategy-factory.js +127 -5
  96. package/dist/core/strategy/strategy-factory.js.map +1 -1
  97. package/dist/examples/mexc-connector-comprehensive-test.d.ts +15 -0
  98. package/dist/examples/mexc-connector-comprehensive-test.d.ts.map +1 -0
  99. package/dist/examples/mexc-connector-comprehensive-test.js +514 -0
  100. package/dist/examples/mexc-connector-comprehensive-test.js.map +1 -0
  101. package/dist/examples/mexc-order-update-test.d.ts +4 -0
  102. package/dist/examples/mexc-order-update-test.d.ts.map +1 -0
  103. package/dist/examples/mexc-order-update-test.js +186 -0
  104. package/dist/examples/mexc-order-update-test.js.map +1 -0
  105. package/dist/examples/mexc-test.d.ts +9 -0
  106. package/dist/examples/mexc-test.d.ts.map +1 -0
  107. package/dist/examples/mexc-test.js +218 -0
  108. package/dist/examples/mexc-test.js.map +1 -0
  109. package/dist/examples/mexc-trades-debug.d.ts +2 -0
  110. package/dist/examples/mexc-trades-debug.d.ts.map +1 -0
  111. package/dist/examples/mexc-trades-debug.js +101 -0
  112. package/dist/examples/mexc-trades-debug.js.map +1 -0
  113. package/dist/examples/mexc-trades-subscription-debug.d.ts +2 -0
  114. package/dist/examples/mexc-trades-subscription-debug.d.ts.map +1 -0
  115. package/dist/examples/mexc-trades-subscription-debug.js +150 -0
  116. package/dist/examples/mexc-trades-subscription-debug.js.map +1 -0
  117. package/dist/examples/mexc-websocket-test.d.ts +8 -0
  118. package/dist/examples/mexc-websocket-test.d.ts.map +1 -0
  119. package/dist/examples/mexc-websocket-test.js +115 -0
  120. package/dist/examples/mexc-websocket-test.js.map +1 -0
  121. package/dist/examples/test-protobuf-status-detection.d.ts +9 -0
  122. package/dist/examples/test-protobuf-status-detection.d.ts.map +1 -0
  123. package/dist/examples/test-protobuf-status-detection.js +83 -0
  124. package/dist/examples/test-protobuf-status-detection.js.map +1 -0
  125. package/dist/exchanges/base-exchange-connector.d.ts +33 -0
  126. package/dist/exchanges/base-exchange-connector.d.ts.map +1 -0
  127. package/dist/exchanges/base-exchange-connector.js +55 -0
  128. package/dist/exchanges/base-exchange-connector.js.map +1 -0
  129. package/dist/exchanges/bitget/bitget-auth.d.ts +66 -0
  130. package/dist/exchanges/bitget/bitget-auth.d.ts.map +1 -0
  131. package/dist/exchanges/bitget/bitget-auth.js +203 -0
  132. package/dist/exchanges/bitget/bitget-auth.js.map +1 -0
  133. package/dist/exchanges/bitget/bitget-connector.d.ts +255 -0
  134. package/dist/exchanges/bitget/bitget-connector.d.ts.map +1 -0
  135. package/dist/exchanges/bitget/bitget-connector.js +709 -0
  136. package/dist/exchanges/bitget/bitget-connector.js.map +1 -0
  137. package/dist/exchanges/bitget/bitget-data-mapper.d.ts +47 -0
  138. package/dist/exchanges/bitget/bitget-data-mapper.d.ts.map +1 -0
  139. package/dist/exchanges/bitget/bitget-data-mapper.js +147 -0
  140. package/dist/exchanges/bitget/bitget-data-mapper.js.map +1 -0
  141. package/dist/exchanges/bitget/bitget-user-stream.d.ts +126 -0
  142. package/dist/exchanges/bitget/bitget-user-stream.d.ts.map +1 -0
  143. package/dist/exchanges/bitget/bitget-user-stream.js +474 -0
  144. package/dist/exchanges/bitget/bitget-user-stream.js.map +1 -0
  145. package/dist/exchanges/bitget/bitget-utils.d.ts +17 -0
  146. package/dist/exchanges/bitget/bitget-utils.d.ts.map +1 -0
  147. package/dist/exchanges/bitget/bitget-utils.js +60 -0
  148. package/dist/exchanges/bitget/bitget-utils.js.map +1 -0
  149. package/dist/exchanges/bitget/bitget-websocket.d.ts +124 -0
  150. package/dist/exchanges/bitget/bitget-websocket.d.ts.map +1 -0
  151. package/dist/exchanges/bitget/bitget-websocket.js +434 -0
  152. package/dist/exchanges/bitget/bitget-websocket.js.map +1 -0
  153. package/dist/exchanges/gateio/gateio-auth.d.ts +69 -0
  154. package/dist/exchanges/gateio/gateio-auth.d.ts.map +1 -0
  155. package/dist/exchanges/gateio/gateio-auth.js +205 -0
  156. package/dist/exchanges/gateio/gateio-auth.js.map +1 -0
  157. package/dist/exchanges/gateio/gateio-connector.d.ts +182 -0
  158. package/dist/exchanges/gateio/gateio-connector.d.ts.map +1 -0
  159. package/dist/exchanges/gateio/gateio-connector.js +605 -0
  160. package/dist/exchanges/gateio/gateio-connector.js.map +1 -0
  161. package/dist/exchanges/gateio/gateio-data-mapper.d.ts +57 -0
  162. package/dist/exchanges/gateio/gateio-data-mapper.d.ts.map +1 -0
  163. package/dist/exchanges/gateio/gateio-data-mapper.js +184 -0
  164. package/dist/exchanges/gateio/gateio-data-mapper.js.map +1 -0
  165. package/dist/exchanges/gateio/gateio-user-stream.d.ts +120 -0
  166. package/dist/exchanges/gateio/gateio-user-stream.d.ts.map +1 -0
  167. package/dist/exchanges/gateio/gateio-user-stream.js +384 -0
  168. package/dist/exchanges/gateio/gateio-user-stream.js.map +1 -0
  169. package/dist/exchanges/gateio/gateio-utils.d.ts +45 -0
  170. package/dist/exchanges/gateio/gateio-utils.d.ts.map +1 -0
  171. package/dist/exchanges/gateio/gateio-utils.js +138 -0
  172. package/dist/exchanges/gateio/gateio-utils.js.map +1 -0
  173. package/dist/exchanges/gateio/gateio-websocket.d.ts +145 -0
  174. package/dist/exchanges/gateio/gateio-websocket.d.ts.map +1 -0
  175. package/dist/exchanges/gateio/gateio-websocket.js +469 -0
  176. package/dist/exchanges/gateio/gateio-websocket.js.map +1 -0
  177. package/dist/exchanges/kraken/kraken-auth.d.ts +12 -0
  178. package/dist/exchanges/kraken/kraken-auth.d.ts.map +1 -0
  179. package/dist/exchanges/kraken/kraken-auth.js +68 -0
  180. package/dist/exchanges/kraken/kraken-auth.js.map +1 -0
  181. package/dist/exchanges/kraken/kraken-connector.d.ts +38 -0
  182. package/dist/exchanges/kraken/kraken-connector.d.ts.map +1 -0
  183. package/dist/exchanges/kraken/kraken-connector.js +355 -0
  184. package/dist/exchanges/kraken/kraken-connector.js.map +1 -0
  185. package/dist/exchanges/kraken/kraken-data-mapper.d.ts +14 -0
  186. package/dist/exchanges/kraken/kraken-data-mapper.d.ts.map +1 -0
  187. package/dist/exchanges/kraken/kraken-data-mapper.js +169 -0
  188. package/dist/exchanges/kraken/kraken-data-mapper.js.map +1 -0
  189. package/dist/exchanges/kraken/kraken-utils.d.ts +52 -0
  190. package/dist/exchanges/kraken/kraken-utils.d.ts.map +1 -0
  191. package/dist/exchanges/kraken/kraken-utils.js +206 -0
  192. package/dist/exchanges/kraken/kraken-utils.js.map +1 -0
  193. package/dist/exchanges/kraken/kraken-websocket.d.ts +64 -0
  194. package/dist/exchanges/kraken/kraken-websocket.d.ts.map +1 -0
  195. package/dist/exchanges/kraken/kraken-websocket.js +667 -0
  196. package/dist/exchanges/kraken/kraken-websocket.js.map +1 -0
  197. package/dist/exchanges/kraken/test-kraken-websocket.d.ts +19 -0
  198. package/dist/exchanges/kraken/test-kraken-websocket.d.ts.map +1 -0
  199. package/dist/exchanges/kraken/test-kraken-websocket.js +413 -0
  200. package/dist/exchanges/kraken/test-kraken-websocket.js.map +1 -0
  201. package/dist/exchanges/mexc/mexc-auth.d.ts.map +1 -1
  202. package/dist/exchanges/mexc/mexc-auth.js +5 -5
  203. package/dist/exchanges/mexc/mexc-auth.js.map +1 -1
  204. package/dist/exchanges/mexc/mexc-connector.d.ts.map +1 -1
  205. package/dist/exchanges/mexc/mexc-connector.js +12 -13
  206. package/dist/exchanges/mexc/mexc-connector.js.map +1 -1
  207. package/dist/exchanges/mexc/mexc-data-mapper.d.ts.map +1 -1
  208. package/dist/exchanges/mexc/mexc-data-mapper.js +6 -6
  209. package/dist/exchanges/mexc/mexc-data-mapper.js.map +1 -1
  210. package/dist/exchanges/mexc/mexc-protobuf-decoder.d.ts.map +1 -1
  211. package/dist/exchanges/mexc/mexc-protobuf-decoder.js +14 -13
  212. package/dist/exchanges/mexc/mexc-protobuf-decoder.js.map +1 -1
  213. package/dist/exchanges/mexc/mexc-user-stream.d.ts.map +1 -1
  214. package/dist/exchanges/mexc/mexc-user-stream.js +5 -5
  215. package/dist/exchanges/mexc/mexc-user-stream.js.map +1 -1
  216. package/dist/exchanges/mexc/mexc-utils.d.ts +1 -5
  217. package/dist/exchanges/mexc/mexc-utils.d.ts.map +1 -1
  218. package/dist/exchanges/mexc/mexc-utils.js +33 -39
  219. package/dist/exchanges/mexc/mexc-utils.js.map +1 -1
  220. package/dist/exchanges/mexc/mexc-websocket.d.ts.map +1 -1
  221. package/dist/exchanges/mexc/mexc-websocket.js +45 -31
  222. package/dist/exchanges/mexc/mexc-websocket.js.map +1 -1
  223. package/dist/index.d.ts +4 -0
  224. package/dist/index.d.ts.map +1 -1
  225. package/dist/index.js +10 -1
  226. package/dist/index.js.map +1 -1
  227. package/dist/mcp/resources/index.d.ts +3 -0
  228. package/dist/mcp/resources/index.d.ts.map +1 -0
  229. package/dist/mcp/resources/index.js +11 -0
  230. package/dist/mcp/resources/index.js.map +1 -0
  231. package/dist/mcp/server.d.ts +4 -0
  232. package/dist/mcp/server.d.ts.map +1 -0
  233. package/dist/mcp/server.js +29 -0
  234. package/dist/mcp/server.js.map +1 -0
  235. package/dist/mcp/tools/index.d.ts +3 -0
  236. package/dist/mcp/tools/index.d.ts.map +1 -0
  237. package/dist/mcp/tools/index.js +12 -0
  238. package/dist/mcp/tools/index.js.map +1 -0
  239. package/dist/strategies/grid/grid-calculator.d.ts +63 -4
  240. package/dist/strategies/grid/grid-calculator.d.ts.map +1 -1
  241. package/dist/strategies/grid/grid-calculator.js +190 -15
  242. package/dist/strategies/grid/grid-calculator.js.map +1 -1
  243. package/dist/strategies/grid/grid-order-manager.d.ts +9 -4
  244. package/dist/strategies/grid/grid-order-manager.d.ts.map +1 -1
  245. package/dist/strategies/grid/grid-order-manager.js +58 -15
  246. package/dist/strategies/grid/grid-order-manager.js.map +1 -1
  247. package/dist/strategies/grid/grid-strategy.d.ts +11 -0
  248. package/dist/strategies/grid/grid-strategy.d.ts.map +1 -1
  249. package/dist/strategies/grid/grid-strategy.js +127 -20
  250. package/dist/strategies/grid/grid-strategy.js.map +1 -1
  251. package/dist/strategies/grid/volatility-tracker.d.ts +67 -0
  252. package/dist/strategies/grid/volatility-tracker.d.ts.map +1 -0
  253. package/dist/strategies/grid/volatility-tracker.js +109 -0
  254. package/dist/strategies/grid/volatility-tracker.js.map +1 -0
  255. package/dist/tests/fixtures/test-helpers.d.ts +5 -0
  256. package/dist/tests/fixtures/test-helpers.d.ts.map +1 -0
  257. package/dist/tests/fixtures/test-helpers.js +8 -0
  258. package/dist/tests/fixtures/test-helpers.js.map +1 -0
  259. package/dist/tests/integration/exchanges/mexc/mexc-integration.test.d.ts +2 -0
  260. package/dist/tests/integration/exchanges/mexc/mexc-integration.test.d.ts.map +1 -0
  261. package/dist/tests/integration/exchanges/mexc/mexc-integration.test.js +237 -0
  262. package/dist/tests/integration/exchanges/mexc/mexc-integration.test.js.map +1 -0
  263. package/dist/tests/integration/price-aggregation/cardano-price-service.test.d.ts +2 -0
  264. package/dist/tests/integration/price-aggregation/cardano-price-service.test.d.ts.map +1 -0
  265. package/dist/tests/integration/price-aggregation/cardano-price-service.test.js +57 -0
  266. package/dist/tests/integration/price-aggregation/cardano-price-service.test.js.map +1 -0
  267. package/dist/tests/integration/price-aggregation/price-aggregation-integration.test.d.ts +2 -0
  268. package/dist/tests/integration/price-aggregation/price-aggregation-integration.test.d.ts.map +1 -0
  269. package/dist/tests/integration/price-aggregation/price-aggregation-integration.test.js +141 -0
  270. package/dist/tests/integration/price-aggregation/price-aggregation-integration.test.js.map +1 -0
  271. package/dist/tests/integration/strategies/grid/grid-strategy-e2e.test.d.ts +2 -0
  272. package/dist/tests/integration/strategies/grid/grid-strategy-e2e.test.d.ts.map +1 -0
  273. package/dist/tests/integration/strategies/grid/grid-strategy-e2e.test.js +375 -0
  274. package/dist/tests/integration/strategies/grid/grid-strategy-e2e.test.js.map +1 -0
  275. package/dist/tests/unit/cli/exchange-factory.test.d.ts +2 -0
  276. package/dist/tests/unit/cli/exchange-factory.test.d.ts.map +1 -0
  277. package/dist/tests/unit/cli/exchange-factory.test.js +148 -0
  278. package/dist/tests/unit/cli/exchange-factory.test.js.map +1 -0
  279. package/dist/tests/unit/config/environment.test.d.ts +2 -0
  280. package/dist/tests/unit/config/environment.test.d.ts.map +1 -0
  281. package/dist/tests/unit/config/environment.test.js +158 -0
  282. package/dist/tests/unit/config/environment.test.js.map +1 -0
  283. package/dist/tests/unit/config/launcher-config.test.d.ts +2 -0
  284. package/dist/tests/unit/config/launcher-config.test.d.ts.map +1 -0
  285. package/dist/tests/unit/config/launcher-config.test.js +117 -0
  286. package/dist/tests/unit/config/launcher-config.test.js.map +1 -0
  287. package/dist/tests/unit/config/price-aggregation.test.d.ts +2 -0
  288. package/dist/tests/unit/config/price-aggregation.test.d.ts.map +1 -0
  289. package/dist/tests/unit/config/price-aggregation.test.js +144 -0
  290. package/dist/tests/unit/config/price-aggregation.test.js.map +1 -0
  291. package/dist/tests/unit/core/exchange/base-exchange-connector.test.d.ts +2 -0
  292. package/dist/tests/unit/core/exchange/base-exchange-connector.test.d.ts.map +1 -0
  293. package/dist/tests/unit/core/exchange/base-exchange-connector.test.js +191 -0
  294. package/dist/tests/unit/core/exchange/base-exchange-connector.test.js.map +1 -0
  295. package/dist/tests/unit/core/exchange/base-exchange-data-mapper.test.d.ts +2 -0
  296. package/dist/tests/unit/core/exchange/base-exchange-data-mapper.test.d.ts.map +1 -0
  297. package/dist/tests/unit/core/exchange/base-exchange-data-mapper.test.js +324 -0
  298. package/dist/tests/unit/core/exchange/base-exchange-data-mapper.test.js.map +1 -0
  299. package/dist/tests/unit/core/price-aggregation/cardano-price-service.test.d.ts +2 -0
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@@ -6,6 +6,7 @@ const price_aggregation_1 = require("../../core/price-aggregation");
6
6
  const risk_manager_1 = require("../../core/risk-management/risk-manager");
7
7
  const grid_order_manager_1 = require("./grid-order-manager");
8
8
  const grid_calculator_1 = require("./grid-calculator");
9
+ const volatility_tracker_1 = require("./volatility-tracker");
9
10
  const symbol_utils_1 = require("../../utils/symbol-utils");
10
11
  const utils_1 = require("../../utils");
11
12
  class GridStrategy extends base_strategy_1.BaseStrategy {
@@ -17,12 +18,12 @@ class GridStrategy extends base_strategy_1.BaseStrategy {
17
18
  const riskConfig = {
18
19
  maxPositionSize: 0.8,
19
20
  safetyReservePercentage: 0.2,
20
- minConfidence: 0.6
21
+ minConfidence: 0.6,
21
22
  };
22
23
  this.riskManager = new risk_manager_1.RiskManager(riskConfig);
23
24
  const orderManagerConfig = {
24
25
  priceDeviationThreshold: 0.015,
25
- adjustmentDebounce: 2000
26
+ adjustmentDebounce: 2000,
26
27
  };
27
28
  this.orderManager = new grid_order_manager_1.GridOrderManager(orderManagerConfig);
28
29
  }
@@ -38,6 +39,19 @@ class GridStrategy extends base_strategy_1.BaseStrategy {
38
39
  const gridStrategyConfig = config;
39
40
  this.config = config;
40
41
  this.gridConfig = gridStrategyConfig.gridConfig;
42
+ // Initialize volatility tracker if configured
43
+ if (this.gridConfig.volatilityConfig?.enabled) {
44
+ const vc = this.gridConfig.volatilityConfig;
45
+ this.volatilityTracker = new volatility_tracker_1.VolatilityTracker({
46
+ windowSize: vc.windowSize,
47
+ lowThreshold: vc.lowThreshold,
48
+ highThreshold: vc.highThreshold,
49
+ lowMultiplier: vc.lowMultiplier,
50
+ highMultiplier: vc.highMultiplier,
51
+ });
52
+ this.logger.info(`📈 Volatility tracking enabled (window: ${vc.windowSize} samples, ` +
53
+ `thresholds: ${(vc.lowThreshold * 100).toFixed(1)}%/${(vc.highThreshold * 100).toFixed(1)}%)`);
54
+ }
41
55
  this.setStatus('idle');
42
56
  }
43
57
  async start() {
@@ -52,15 +66,43 @@ class GridStrategy extends base_strategy_1.BaseStrategy {
52
66
  throw new Error(`Price confidence too low: ${aggregatedPrice.confidence} < ${this.gridConfig.minConfidence}`);
53
67
  }
54
68
  const balance = await this.getAvailableBalance();
55
- const gridLevels = this.calculator.calculateGridLevels(aggregatedPrice.price, this.gridConfig.gridSpacing, this.gridConfig.gridLevels);
56
- const orderSize = this.calculator.calculateOrderSizes(balance, this.gridConfig.gridLevels);
57
- const gridWithSizes = this.calculator.assignOrderSizes(gridLevels, orderSize);
69
+ const ticker = await this.exchangeConnector.getTicker(this.getSymbol());
70
+ const exchangeMidPrice = (ticker.bid + ticker.ask) / 2;
71
+ const dynamicConfig = this.getDynamicGridConfig();
72
+ const minOrderValue = this.config
73
+ ? utils_1.ExchangeUtils.getMinimumOrderValue(this.config.exchange, this.config.symbol)
74
+ : 0;
75
+ const gridWithSizes = this.calculator.generateDynamicGrid(exchangeMidPrice, dynamicConfig, balance, minOrderValue);
76
+ this.logGridConfiguration(dynamicConfig, gridWithSizes.length);
77
+ await this.setupOrderSubscription();
78
+ await new Promise(resolve => setTimeout(resolve, 500));
58
79
  await this.orderManager.placeInitialGrid(gridWithSizes, (side, amount, price) => this.placeOrder(side, amount, price));
80
+ this.orderManager.setCurrentGridCenter(exchangeMidPrice);
81
+ const openOrders = await this.exchangeConnector?.getOpenOrders(this.getSymbol());
82
+ const expectedOrderCount = dynamicConfig.levels * 2; // buy + sell orders
83
+ const actualOrderCount = openOrders?.length || 0;
84
+ if (actualOrderCount < expectedOrderCount) {
85
+ this.logger.info(`${expectedOrderCount - actualOrderCount} orders filled immediately, recreating grid...`);
86
+ setTimeout(async () => {
87
+ try {
88
+ const ticker = await this.exchangeConnector?.getTicker(this.getSymbol());
89
+ if (ticker) {
90
+ const exchangeMidPrice = (ticker.bid + ticker.ask) / 2;
91
+ await this.onPriceUpdate(this.getSymbol(), exchangeMidPrice);
92
+ }
93
+ }
94
+ catch (error) {
95
+ this.logger.error('Failed to recreate grid after immediate fills:', {
96
+ error: String(error),
97
+ });
98
+ }
99
+ }, 2000);
100
+ }
59
101
  this.startPriceMonitoring();
60
- await this.setupOrderSubscription();
61
102
  }
62
103
  catch (error) {
63
- this.handleError(error, 'start');
104
+ this.logger.error('❌ Grid strategy start failed:', { error: String(error) });
105
+ throw error;
64
106
  }
65
107
  }
66
108
  async stop() {
@@ -77,7 +119,7 @@ class GridStrategy extends base_strategy_1.BaseStrategy {
77
119
  await this.exchangeConnector.cancelOrder(order.id, order.symbol);
78
120
  }
79
121
  catch (error) {
80
- this.logger.error(`Failed to cancel order ${order.id}:`, { error });
122
+ this.logger.error(`Failed to cancel order ${order.id}:`, { error: String(error) });
81
123
  }
82
124
  }
83
125
  }
@@ -92,10 +134,14 @@ class GridStrategy extends base_strategy_1.BaseStrategy {
92
134
  }
93
135
  try {
94
136
  const balance = await this.getAvailableBalance();
95
- await this.orderManager.handlePriceDeviation(price, this.gridConfig.gridSpacing, this.gridConfig.gridLevels, balance, (side, amount, price) => this.placeOrder(side, amount, price), (symbol) => this.cancelAllOrders(symbol), symbol);
137
+ const dynamicConfig = this.getDynamicGridConfig();
138
+ const minOrderValue = this.config
139
+ ? utils_1.ExchangeUtils.getMinimumOrderValue(this.config.exchange, this.config.symbol)
140
+ : 0;
141
+ await this.orderManager.handlePriceDeviation(price, balance, (side, amount, price) => this.placeOrder(side, amount, price), (symbol) => this.cancelAllOrders(symbol), symbol, dynamicConfig, minOrderValue, (orderId, symbol) => this.cancelOrder(orderId, symbol));
96
142
  }
97
143
  catch (error) {
98
- this.logger.error('Price update handling failed:', { error });
144
+ this.logger.error('Price update handling failed:', { error: String(error) });
99
145
  }
100
146
  }
101
147
  async onOrderUpdate(order) {
@@ -104,17 +150,23 @@ class GridStrategy extends base_strategy_1.BaseStrategy {
104
150
  }
105
151
  if ((order.status === 'filled' || order.status === 'partially_filled') && this.gridConfig) {
106
152
  if (this.orderManager.isCurrentlyAdjusting()) {
107
- this.logger.info(`⏸️ Grid adjustment in progress, ignoring ${order.status} event`);
153
+ this.logger.info(`⏸️ Grid adjustment in progress, ignoring ${order.status} event`);
108
154
  return;
109
155
  }
110
156
  try {
111
- const { base } = (0, symbol_utils_1.parseSymbol)(this.getSymbol());
112
- const aggregatedPrice = await this.priceService.getTokenPrice(base);
157
+ const ticker = await this.exchangeConnector?.getTicker(this.getSymbol());
158
+ if (!ticker)
159
+ return;
160
+ const exchangeMidPrice = (ticker.bid + ticker.ask) / 2;
113
161
  const balance = await this.getAvailableBalance();
114
- await this.orderManager.handleOrderFill(order, aggregatedPrice.price, this.gridConfig.gridSpacing, this.gridConfig.gridLevels, balance, (side, amount, price) => this.placeOrder(side, amount, price), (symbol) => this.cancelAllOrders(symbol));
162
+ const dynamicConfig = this.getDynamicGridConfig();
163
+ const minOrderValue = this.config
164
+ ? utils_1.ExchangeUtils.getMinimumOrderValue(this.config.exchange, this.config.symbol)
165
+ : 0;
166
+ await this.orderManager.handleOrderFill(order, exchangeMidPrice, balance, (side, amount, price) => this.placeOrder(side, amount, price), (symbol) => this.cancelAllOrders(symbol), dynamicConfig, minOrderValue, (orderId, symbol) => this.cancelOrder(orderId, symbol));
115
167
  }
116
168
  catch (error) {
117
- this.logger.error('Order fill handling failed:', { error });
169
+ this.logger.error('Order fill handling failed:', { error: String(error) });
118
170
  }
119
171
  }
120
172
  }
@@ -124,6 +176,36 @@ class GridStrategy extends base_strategy_1.BaseStrategy {
124
176
  setRiskConfig(riskConfig) {
125
177
  this.riskManager = new risk_manager_1.RiskManager(riskConfig);
126
178
  }
179
+ /**
180
+ * Get the DynamicGridConfig from the current gridConfig.
181
+ * dynamicGrid is always set by the StrategyFactory.
182
+ */
183
+ getDynamicGridConfig() {
184
+ if (!this.gridConfig?.dynamicGrid) {
185
+ throw new Error('DynamicGridConfig is required but not set in gridConfig');
186
+ }
187
+ return this.gridConfig.dynamicGrid;
188
+ }
189
+ /**
190
+ * Log the active grid configuration for visibility
191
+ */
192
+ logGridConfiguration(config, totalOrders) {
193
+ this.logger.info(`📊 Grid Configuration:`);
194
+ this.logger.info(` Levels: ${config.levels} per side (${totalOrders} total orders)`);
195
+ this.logger.info(` Spacing Model: ${config.spacingModel}`);
196
+ this.logger.info(` Base Spacing: ${(config.baseSpacing * 100).toFixed(2)}%`);
197
+ if (config.spacingModel === 'geometric') {
198
+ this.logger.info(` Spacing Factor: ${config.spacingFactor}`);
199
+ }
200
+ this.logger.info(` Size Model: ${config.sizeModel}`);
201
+ this.logger.info(` Base Size: $${config.baseSize}`);
202
+ if (config.volatilityMultiplier && config.volatilityMultiplier !== 1.0) {
203
+ this.logger.info(` Volatility Multiplier: ${config.volatilityMultiplier}`);
204
+ }
205
+ if (this.volatilityTracker) {
206
+ this.logger.info(` Volatility Tracking: enabled`);
207
+ }
208
+ }
127
209
  async placeOrder(side, amount, price) {
128
210
  if (!this.exchangeConnector) {
129
211
  throw new Error('Exchange connector not set');
@@ -131,6 +213,12 @@ class GridStrategy extends base_strategy_1.BaseStrategy {
131
213
  const symbol = this.getSymbol();
132
214
  return await this.exchangeConnector.createOrder(symbol, 'limit', side, amount, price);
133
215
  }
216
+ async cancelOrder(orderId, symbol) {
217
+ if (!this.exchangeConnector) {
218
+ throw new Error('Exchange connector not set');
219
+ }
220
+ await this.exchangeConnector.cancelOrder(orderId, symbol);
221
+ }
134
222
  async cancelAllOrders(symbol) {
135
223
  if (!this.exchangeConnector) {
136
224
  throw new Error('Exchange connector not set');
@@ -157,12 +245,28 @@ class GridStrategy extends base_strategy_1.BaseStrategy {
157
245
  startPriceMonitoring() {
158
246
  this.priceUpdateInterval = setInterval(async () => {
159
247
  try {
160
- const { base } = (0, symbol_utils_1.parseSymbol)(this.getSymbol());
161
- const aggregatedPrice = await this.priceService.getTokenPrice(base);
162
- await this.onPriceUpdate(this.getSymbol(), aggregatedPrice.price);
248
+ const ticker = await this.exchangeConnector?.getTicker(this.getSymbol());
249
+ if (ticker) {
250
+ const exchangeMidPrice = (ticker.bid + ticker.ask) / 2;
251
+ // Record price for volatility tracking
252
+ if (this.volatilityTracker) {
253
+ this.volatilityTracker.recordPrice(exchangeMidPrice);
254
+ if (this.volatilityTracker.hasMultiplierChanged()) {
255
+ const newMultiplier = this.volatilityTracker.getMultiplier();
256
+ const dynamicConfig = this.getDynamicGridConfig();
257
+ dynamicConfig.volatilityMultiplier = newMultiplier;
258
+ this.logger.info(`🔄 Volatility adjustment: spreading grid with multiplier ${newMultiplier}x ` +
259
+ `(volatility: ${(this.volatilityTracker.getVolatility() * 100).toFixed(2)}%)`);
260
+ // Trigger grid recreation with updated multiplier
261
+ await this.onPriceUpdate(this.getSymbol(), exchangeMidPrice);
262
+ return;
263
+ }
264
+ }
265
+ await this.onPriceUpdate(this.getSymbol(), exchangeMidPrice);
266
+ }
163
267
  }
164
268
  catch (error) {
165
- this.logger.error('Price monitoring failed:', { error });
269
+ this.logger.error('Price monitoring failed:', { error: String(error) });
166
270
  }
167
271
  }, 30000);
168
272
  }
@@ -175,9 +279,12 @@ class GridStrategy extends base_strategy_1.BaseStrategy {
175
279
  await this.exchangeConnector.subscribeUserOrders((order) => {
176
280
  this.onOrderUpdate(order);
177
281
  });
282
+ if (!this.exchangeConnector.isUserDataStreamConnected()) {
283
+ throw new Error('Failed to establish user data stream connection');
284
+ }
178
285
  }
179
286
  catch (error) {
180
- this.logger.error('Failed to setup order subscription:', { error });
287
+ this.logger.error('Failed to setup order subscription:', { error: String(error) });
181
288
  }
182
289
  }
183
290
  }
@@ -1 +1 @@
1
- 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1
+ 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@@ -0,0 +1,67 @@
1
+ export interface VolatilityTrackerConfig {
2
+ /** Number of price samples to keep in the rolling window (default: 10) */
3
+ windowSize: number;
4
+ /** Volatility below this threshold → multiplier stays at 1.0 (default: 0.02 = 2%) */
5
+ lowThreshold: number;
6
+ /** Volatility above this threshold → highest multiplier (default: 0.05 = 5%) */
7
+ highThreshold: number;
8
+ /** Multiplier applied when volatility is between low and high thresholds (default: 1.5) */
9
+ lowMultiplier: number;
10
+ /** Multiplier applied when volatility exceeds high threshold (default: 2.0) */
11
+ highMultiplier: number;
12
+ }
13
+ /**
14
+ * Tracks price volatility over a rolling window and maps it to a spread multiplier.
15
+ *
16
+ * Volatility is measured as (max - min) / average over the rolling buffer.
17
+ * The multiplier widens grid spacing during volatile periods and tightens it
18
+ * when the market calms down.
19
+ *
20
+ * Multiplier mapping:
21
+ * - volatility < lowThreshold → 1.0 (normal)
22
+ * - lowThreshold ≤ volatility < highThreshold → lowMultiplier (elevated)
23
+ * - volatility ≥ highThreshold → highMultiplier (high)
24
+ */
25
+ export declare class VolatilityTracker {
26
+ private prices;
27
+ private lastAppliedMultiplier;
28
+ private config;
29
+ private logger;
30
+ constructor(config?: Partial<VolatilityTrackerConfig>);
31
+ /**
32
+ * Record a new price sample into the rolling buffer.
33
+ * Oldest samples are dropped when the buffer is full.
34
+ */
35
+ recordPrice(price: number): void;
36
+ /**
37
+ * Calculate current volatility as (max - min) / average over the buffer.
38
+ * Returns 0 if fewer than 2 samples are available.
39
+ */
40
+ getVolatility(): number;
41
+ /**
42
+ * Map the current volatility to a spread multiplier.
43
+ * - Below lowThreshold: 1.0 (normal spacing)
44
+ * - Between thresholds: lowMultiplier (elevated spacing)
45
+ * - Above highThreshold: highMultiplier (wide spacing)
46
+ */
47
+ getMultiplier(): number;
48
+ /**
49
+ * Check if the multiplier has changed since it was last applied.
50
+ * If changed, updates the internal tracking so subsequent calls
51
+ * return false until the multiplier changes again.
52
+ */
53
+ hasMultiplierChanged(): boolean;
54
+ /**
55
+ * Get the number of price samples currently in the buffer.
56
+ */
57
+ getBufferSize(): number;
58
+ /**
59
+ * Get the current configuration.
60
+ */
61
+ getConfig(): VolatilityTrackerConfig;
62
+ /**
63
+ * Reset the tracker, clearing all recorded prices.
64
+ */
65
+ reset(): void;
66
+ }
67
+ //# sourceMappingURL=volatility-tracker.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"volatility-tracker.d.ts","sourceRoot":"","sources":["../../../src/strategies/grid/volatility-tracker.ts"],"names":[],"mappings":"AAEA,MAAM,WAAW,uBAAuB;IACtC,0EAA0E;IAC1E,UAAU,EAAE,MAAM,CAAC;IACnB,qFAAqF;IACrF,YAAY,EAAE,MAAM,CAAC;IACrB,gFAAgF;IAChF,aAAa,EAAE,MAAM,CAAC;IACtB,2FAA2F;IAC3F,aAAa,EAAE,MAAM,CAAC;IACtB,+EAA+E;IAC/E,cAAc,EAAE,MAAM,CAAC;CACxB;AAUD;;;;;;;;;;;GAWG;AACH,qBAAa,iBAAiB;IAC5B,OAAO,CAAC,MAAM,CAAgB;IAC9B,OAAO,CAAC,qBAAqB,CAAe;IAC5C,OAAO,CAAC,MAAM,CAA0B;IACxC,OAAO,CAAC,MAAM,CAAsC;gBAExC,MAAM,CAAC,EAAE,OAAO,CAAC,uBAAuB,CAAC;IAIrD;;;OAGG;IACH,WAAW,CAAC,KAAK,EAAE,MAAM,GAAG,IAAI;IAOhC;;;OAGG;IACH,aAAa,IAAI,MAAM;IAgBvB;;;;;OAKG;IACH,aAAa,IAAI,MAAM;IAcvB;;;;OAIG;IACH,oBAAoB,IAAI,OAAO;IAa/B;;OAEG;IACH,aAAa,IAAI,MAAM;IAIvB;;OAEG;IACH,SAAS,IAAI,uBAAuB;IAIpC;;OAEG;IACH,KAAK,IAAI,IAAI;CAId"}
@@ -0,0 +1,109 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.VolatilityTracker = void 0;
4
+ const utils_1 = require("../../utils");
5
+ const DEFAULT_CONFIG = {
6
+ windowSize: 10,
7
+ lowThreshold: 0.02,
8
+ highThreshold: 0.05,
9
+ lowMultiplier: 1.5,
10
+ highMultiplier: 2.0,
11
+ };
12
+ /**
13
+ * Tracks price volatility over a rolling window and maps it to a spread multiplier.
14
+ *
15
+ * Volatility is measured as (max - min) / average over the rolling buffer.
16
+ * The multiplier widens grid spacing during volatile periods and tightens it
17
+ * when the market calms down.
18
+ *
19
+ * Multiplier mapping:
20
+ * - volatility < lowThreshold → 1.0 (normal)
21
+ * - lowThreshold ≤ volatility < highThreshold → lowMultiplier (elevated)
22
+ * - volatility ≥ highThreshold → highMultiplier (high)
23
+ */
24
+ class VolatilityTracker {
25
+ constructor(config) {
26
+ this.prices = [];
27
+ this.lastAppliedMultiplier = 1.0;
28
+ this.logger = (0, utils_1.createLogger)('volatility-tracker');
29
+ this.config = { ...DEFAULT_CONFIG, ...config };
30
+ }
31
+ /**
32
+ * Record a new price sample into the rolling buffer.
33
+ * Oldest samples are dropped when the buffer is full.
34
+ */
35
+ recordPrice(price) {
36
+ this.prices.push(price);
37
+ if (this.prices.length > this.config.windowSize) {
38
+ this.prices.shift();
39
+ }
40
+ }
41
+ /**
42
+ * Calculate current volatility as (max - min) / average over the buffer.
43
+ * Returns 0 if fewer than 2 samples are available.
44
+ */
45
+ getVolatility() {
46
+ if (this.prices.length < 2) {
47
+ return 0;
48
+ }
49
+ const min = Math.min(...this.prices);
50
+ const max = Math.max(...this.prices);
51
+ const avg = this.prices.reduce((sum, p) => sum + p, 0) / this.prices.length;
52
+ if (avg === 0) {
53
+ return 0;
54
+ }
55
+ return (max - min) / avg;
56
+ }
57
+ /**
58
+ * Map the current volatility to a spread multiplier.
59
+ * - Below lowThreshold: 1.0 (normal spacing)
60
+ * - Between thresholds: lowMultiplier (elevated spacing)
61
+ * - Above highThreshold: highMultiplier (wide spacing)
62
+ */
63
+ getMultiplier() {
64
+ const volatility = this.getVolatility();
65
+ if (volatility >= this.config.highThreshold) {
66
+ return this.config.highMultiplier;
67
+ }
68
+ if (volatility >= this.config.lowThreshold) {
69
+ return this.config.lowMultiplier;
70
+ }
71
+ return 1.0;
72
+ }
73
+ /**
74
+ * Check if the multiplier has changed since it was last applied.
75
+ * If changed, updates the internal tracking so subsequent calls
76
+ * return false until the multiplier changes again.
77
+ */
78
+ hasMultiplierChanged() {
79
+ const current = this.getMultiplier();
80
+ if (current !== this.lastAppliedMultiplier) {
81
+ this.logger.info(`Volatility multiplier changed: ${this.lastAppliedMultiplier} → ${current} ` +
82
+ `(volatility: ${(this.getVolatility() * 100).toFixed(2)}%)`);
83
+ this.lastAppliedMultiplier = current;
84
+ return true;
85
+ }
86
+ return false;
87
+ }
88
+ /**
89
+ * Get the number of price samples currently in the buffer.
90
+ */
91
+ getBufferSize() {
92
+ return this.prices.length;
93
+ }
94
+ /**
95
+ * Get the current configuration.
96
+ */
97
+ getConfig() {
98
+ return { ...this.config };
99
+ }
100
+ /**
101
+ * Reset the tracker, clearing all recorded prices.
102
+ */
103
+ reset() {
104
+ this.prices = [];
105
+ this.lastAppliedMultiplier = 1.0;
106
+ }
107
+ }
108
+ exports.VolatilityTracker = VolatilityTracker;
109
+ //# sourceMappingURL=volatility-tracker.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"volatility-tracker.js","sourceRoot":"","sources":["../../../src/strategies/grid/volatility-tracker.ts"],"names":[],"mappings":";;;AAAA,uCAA2C;AAe3C,MAAM,cAAc,GAA4B;IAC9C,UAAU,EAAE,EAAE;IACd,YAAY,EAAE,IAAI;IAClB,aAAa,EAAE,IAAI;IACnB,aAAa,EAAE,GAAG;IAClB,cAAc,EAAE,GAAG;CACpB,CAAC;AAEF;;;;;;;;;;;GAWG;AACH,MAAa,iBAAiB;IAM5B,YAAY,MAAyC;QAL7C,WAAM,GAAa,EAAE,CAAC;QACtB,0BAAqB,GAAW,GAAG,CAAC;QAEpC,WAAM,GAAG,IAAA,oBAAY,EAAC,oBAAoB,CAAC,CAAC;QAGlD,IAAI,CAAC,MAAM,GAAG,EAAE,GAAG,cAAc,EAAE,GAAG,MAAM,EAAE,CAAC;IACjD,CAAC;IAED;;;OAGG;IACH,WAAW,CAAC,KAAa;QACvB,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QACxB,IAAI,IAAI,CAAC,MAAM,CAAC,MAAM,GAAG,IAAI,CAAC,MAAM,CAAC,UAAU,EAAE,CAAC;YAChD,IAAI,CAAC,MAAM,CAAC,KAAK,EAAE,CAAC;QACtB,CAAC;IACH,CAAC;IAED;;;OAGG;IACH,aAAa;QACX,IAAI,IAAI,CAAC,MAAM,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;YAC3B,OAAO,CAAC,CAAC;QACX,CAAC;QAED,MAAM,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,IAAI,CAAC,MAAM,CAAC,CAAC;QACrC,MAAM,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,IAAI,CAAC,MAAM,CAAC,CAAC;QACrC,MAAM,GAAG,GAAG,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,CAAC,EAAE,EAAE,CAAC,GAAG,GAAG,CAAC,EAAE,CAAC,CAAC,GAAG,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC;QAE5E,IAAI,GAAG,KAAK,CAAC,EAAE,CAAC;YACd,OAAO,CAAC,CAAC;QACX,CAAC;QAED,OAAO,CAAC,GAAG,GAAG,GAAG,CAAC,GAAG,GAAG,CAAC;IAC3B,CAAC;IAED;;;;;OAKG;IACH,aAAa;QACX,MAAM,UAAU,GAAG,IAAI,CAAC,aAAa,EAAE,CAAC;QAExC,IAAI,UAAU,IAAI,IAAI,CAAC,MAAM,CAAC,aAAa,EAAE,CAAC;YAC5C,OAAO,IAAI,CAAC,MAAM,CAAC,cAAc,CAAC;QACpC,CAAC;QAED,IAAI,UAAU,IAAI,IAAI,CAAC,MAAM,CAAC,YAAY,EAAE,CAAC;YAC3C,OAAO,IAAI,CAAC,MAAM,CAAC,aAAa,CAAC;QACnC,CAAC;QAED,OAAO,GAAG,CAAC;IACb,CAAC;IAED;;;;OAIG;IACH,oBAAoB;QAClB,MAAM,OAAO,GAAG,IAAI,CAAC,aAAa,EAAE,CAAC;QACrC,IAAI,OAAO,KAAK,IAAI,CAAC,qBAAqB,EAAE,CAAC;YAC3C,IAAI,CAAC,MAAM,CAAC,IAAI,CACd,kCAAkC,IAAI,CAAC,qBAAqB,MAAM,OAAO,GAAG;gBAC1E,gBAAgB,CAAC,IAAI,CAAC,aAAa,EAAE,GAAG,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,IAAI,CAC9D,CAAC;YACF,IAAI,CAAC,qBAAqB,GAAG,OAAO,CAAC;YACrC,OAAO,IAAI,CAAC;QACd,CAAC;QACD,OAAO,KAAK,CAAC;IACf,CAAC;IAED;;OAEG;IACH,aAAa;QACX,OAAO,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC;IAC5B,CAAC;IAED;;OAEG;IACH,SAAS;QACP,OAAO,EAAE,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC;IAC5B,CAAC;IAED;;OAEG;IACH,KAAK;QACH,IAAI,CAAC,MAAM,GAAG,EAAE,CAAC;QACjB,IAAI,CAAC,qBAAqB,GAAG,GAAG,CAAC;IACnC,CAAC;CACF;AApGD,8CAoGC"}
@@ -0,0 +1,5 @@
1
+ export declare const mockCredentials: {
2
+ apiKey: string;
3
+ apiSecret: string;
4
+ };
5
+ //# sourceMappingURL=test-helpers.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"test-helpers.d.ts","sourceRoot":"","sources":["../../../src/tests/fixtures/test-helpers.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,eAAe;;;CAG3B,CAAC"}
@@ -0,0 +1,8 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.mockCredentials = void 0;
4
+ exports.mockCredentials = {
5
+ apiKey: 'test_api_key_123',
6
+ apiSecret: 'test_api_secret_456'
7
+ };
8
+ //# sourceMappingURL=test-helpers.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"test-helpers.js","sourceRoot":"","sources":["../../../src/tests/fixtures/test-helpers.ts"],"names":[],"mappings":";;;AAAa,QAAA,eAAe,GAAG;IAC7B,MAAM,EAAE,kBAAkB;IAC1B,SAAS,EAAE,qBAAqB;CACjC,CAAC"}
@@ -0,0 +1,2 @@
1
+ export {};
2
+ //# sourceMappingURL=mexc-integration.test.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"mexc-integration.test.d.ts","sourceRoot":"","sources":["../../../../../src/tests/integration/exchanges/mexc/mexc-integration.test.ts"],"names":[],"mappings":""}