@3rd-eye-labs/openmm 0.0.1 → 0.1.1

package/dist/types/gateio-raw.d.ts

@@ -0,0 +1,104 @@
+/**
+ * Gate.io Raw API Response Types
+ * Based on actual Gate.io API v4 responses
+ */
+/**
+ * Raw order response from Gate.io
+ * GET /spot/orders/{order_id}
+ * POST /spot/orders
+ */
+export interface GateioRawOrder {
+    id: string;
+    text?: string;
+    create_time: string;
+    update_time: string;
+    create_time_ms?: string;
+    update_time_ms?: string;
+    currency_pair: string;
+    status: 'open' | 'closed' | 'cancelled';
+    type: 'limit' | 'market';
+    account: 'spot' | 'margin' | 'cross_margin';
+    side: 'buy' | 'sell';
+    amount: string;
+    price: string;
+    time_in_force?: 'gtc' | 'ioc' | 'poc' | 'fok';
+    left: string;
+    filled_total: string;
+    fee: string;
+    fee_currency: string;
+    point_fee?: string;
+    gt_fee?: string;
+    gt_discount?: boolean;
+    rebated_fee?: string;
+    rebated_fee_currency?: string;
+    iceberg?: string;
+    stp_act?: string;
+    finish_as?: string;
+}
+/**
+ * Raw balance response from Gate.io
+ * GET /spot/accounts
+ * Returns array directly (not nested)
+ */
+export interface GateioRawBalance {
+    currency: string;
+    available: string;
+    locked: string;
+}
+/**
+ * Raw ticker response from Gate.io
+ * GET /spot/tickers
+ * Returns array of tickers
+ */
+export interface GateioRawTicker {
+    currency_pair: string;
+    last: string;
+    lowest_ask: string;
+    highest_bid: string;
+    change_percentage: string;
+    change_utc0?: string;
+    change_utc8?: string;
+    base_volume: string;
+    quote_volume: string;
+    high_24h: string;
+    low_24h: string;
+    etf_net_value?: string;
+    etf_pre_net_value?: string;
+    etf_pre_timestamp?: number;
+    etf_leverage?: string;
+}
+/**
+ * Raw order book response from Gate.io
+ * GET /spot/order_book
+ */
+export interface GateioRawOrderBook {
+    id: number;
+    current: number;
+    update: number;
+    asks: [string, string][];
+    bids: [string, string][];
+}
+/**
+ * Raw trade response from Gate.io
+ * GET /spot/trades
+ * GET /spot/my_trades (user trades)
+ */
+export interface GateioRawTrade {
+    id: string;
+    create_time: string;
+    create_time_ms: string;
+    order_id?: string;
+    currency_pair?: string;
+    side: 'buy' | 'sell';
+    role?: 'maker' | 'taker';
+    amount: string;
+    price: string;
+    fee?: string;
+    fee_currency?: string;
+    point_fee?: string;
+    gt_fee?: string;
+    sequence_id?: string;
+    text?: string;
+    deal?: string;
+}
+//# sourceMappingURL=gateio-raw.d.ts.map

package/dist/types/gateio-raw.d.ts.map

@@ -0,0 +1 @@
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package/dist/types/gateio-raw.js

@@ -0,0 +1,7 @@
+"use strict";
+/**
+ * Gate.io Raw API Response Types
+ * Based on actual Gate.io API v4 responses
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=gateio-raw.js.map

package/dist/types/gateio-raw.js.map

@@ -0,0 +1 @@
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package/dist/types/gateio.d.ts

@@ -0,0 +1,41 @@
+/**
+ * Gate.io Exchange Specific Types
+ *
+ * Type definitions for Gate.io exchange-specific data structures and WebSocket messages
+ */
+import { Order, OrderBook, Ticker, Trade, Balance } from './index';
+/**
+ * Subscription callback information for different data types
+ */
+export type GateioSubscriptionInfo = {
+    callback: (data: Ticker) => void;
+    type: 'ticker';
+    symbol: string;
+    channel: string;
+} | {
+    callback: (data: OrderBook) => void;
+    type: 'orderbook';
+    symbol: string;
+    channel: string;
+} | {
+    callback: (data: Trade) => void;
+    type: 'trades';
+    symbol: string;
+    channel: string;
+} | {
+    callback: (data: Order) => void;
+    type: 'orders';
+    symbol: string;
+    channel: string;
+} | {
+    callback: (data: Trade) => void;
+    type: 'usertrades';
+    symbol: string;
+    channel: string;
+} | {
+    callback: (data: Record<string, Balance>) => void;
+    type: 'balances';
+    symbol: string;
+    channel: string;
+};
+//# sourceMappingURL=gateio.d.ts.map

package/dist/types/gateio.d.ts.map

@@ -0,0 +1 @@
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package/dist/types/gateio.js

@@ -0,0 +1,8 @@
+"use strict";
+/**
+ * Gate.io Exchange Specific Types
+ *
+ * Type definitions for Gate.io exchange-specific data structures and WebSocket messages
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=gateio.js.map

package/dist/types/gateio.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"gateio.js","sourceRoot":"","sources":["../../src/types/gateio.ts"],"names":[],"mappings":";AAAA;;;;GAIG"}

package/dist/types/grid.d.ts

@@ -7,4 +7,81 @@ export interface GridOrderManagerConfig {
     priceDeviationThreshold: number;
     adjustmentDebounce: number;
 }
+/**
+ * Spacing model determines how price levels are distributed
+ * - linear: Equal spacing between levels (e.g., 1%, 2%, 3%, 4%)
+ * - geometric: Spacing increases per level by a factor (e.g., 0.5%, 1%, 2%, 4%)
+ * - custom: User-defined spacing offsets per level
+ */
+export type SpacingModel = 'linear' | 'geometric' | 'custom';
+/**
+ * Size model determines how order sizes are distributed across levels
+ * - flat: Equal size for all levels
+ * - pyramidal: Larger sizes closer to center price, tapering at outer levels
+ * - custom: User-defined weight multipliers per level
+ */
+export type SizeModel = 'flat' | 'pyramidal' | 'custom';
+/**
+ * Dynamic grid configuration for advanced order level generation
+ * Supports up to 10 levels per side (20 total: 10 buy + 10 sell)
+ */
+export interface DynamicGridConfig {
+    /** Number of levels per side (1-10, total orders = levels * 2) */
+    levels: number;
+    /** How price spacing is calculated between levels */
+    spacingModel: SpacingModel;
+    /** Base spacing as decimal (e.g., 0.005 = 0.5%) */
+    baseSpacing: number;
+    /** Geometric only: multiplier applied per level (e.g., 1.3 means each level is 1.3x wider) */
+    spacingFactor?: number;
+    /** Custom only: explicit spacing offset per level as decimals (array length must equal levels) */
+    customSpacings?: number[];
+    /** How order sizes are distributed across levels */
+    sizeModel: SizeModel;
+    /** Base order size in quote currency (e.g., 50 USDT) */
+    baseSize: number;
+    /** Custom only: per-level size weight multipliers (array length must equal levels) */
+    sizeWeights?: number[];
+    /**
+     * Volatility multiplier that scales all spacings (default: 1.0)
+     * Hook for future volatility-based dynamic spread adjustment.
+     * Values > 1.0 widen the grid, < 1.0 tighten it.
+     */
+    volatilityMultiplier?: number;
+}
+/**
+ * Grid profile loaded from a JSON configuration file
+ * Allows users to define and share complete grid configurations
+ */
+export interface GridProfile {
+    name?: string;
+    description?: string;
+    spacingModel: SpacingModel;
+    sizeModel: SizeModel;
+    levels: number;
+    baseSpacing: number;
+    spacingFactor?: number;
+    customSpacings?: number[];
+    baseSize: number;
+    sizeWeights?: number[];
+}
+/**
+ * Configuration for volatility-based dynamic spread adjustment.
+ * When enabled, the grid automatically widens during volatile periods
+ * and tightens when the market calms down.
+ */
+export interface VolatilityConfig {
+    /** Whether volatility-based spread adjustment is enabled */
+    enabled: boolean;
+    /** Number of price samples in the rolling window (default: 10, ~5 minutes at 30s intervals) */
+    windowSize: number;
+    /** Volatility below this threshold keeps multiplier at 1.0 (default: 0.02 = 2%) */
+    lowThreshold: number;
+    /** Volatility above this threshold applies highest multiplier (default: 0.05 = 5%) */
+    highThreshold: number;
+    /** Multiplier when volatility is between low and high thresholds (default: 1.5) */
+    lowMultiplier: number;
+    /** Multiplier when volatility exceeds high threshold (default: 2.0) */
+    highMultiplier: number;
+}
 //# sourceMappingURL=grid.d.ts.map

package/dist/types/grid.d.ts.map

@@ -1 +1 @@
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package/dist/types/index.d.ts

@@ -4,6 +4,12 @@ export * from './strategy';
 export * from './market';
 export * from './mexc';
 export * from './mexc-raw';
+export * from './bitget';
+export * from './bitget-raw';
+export * from './gateio';
+export * from './gateio-raw';
+export * from './kraken';
+export * from './kraken-raw';
 export * from './price';
 export * from './risk';
 export * from './iris';

package/dist/types/index.d.ts.map

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package/dist/types/index.js

@@ -20,6 +20,12 @@ __exportStar(require("./strategy"), exports);
 __exportStar(require("./market"), exports);
 __exportStar(require("./mexc"), exports);
 __exportStar(require("./mexc-raw"), exports);
+__exportStar(require("./bitget"), exports);
+__exportStar(require("./bitget-raw"), exports);
+__exportStar(require("./gateio"), exports);
+__exportStar(require("./gateio-raw"), exports);
+__exportStar(require("./kraken"), exports);
+__exportStar(require("./kraken-raw"), exports);
 __exportStar(require("./price"), exports);
 __exportStar(require("./risk"), exports);
 __exportStar(require("./iris"), exports);

package/dist/types/index.js.map

@@ -1 +1 @@
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package/dist/types/kraken-raw.d.ts

@@ -0,0 +1,89 @@
+/**
+ * Kraken raw API response types
+ *
+ * This file contains type definitions for raw API responses from Kraken exchange.
+ * These types represent the exact structure returned by Kraken's API endpoints
+ * before being mapped to OpenMM's standardized format.
+ */
+/**
+ * Raw ticker data as received from Kraken WebSocket
+ */
+export interface KrakenRawTickerData {
+    symbol: string;
+    bid: string;
+    ask: string;
+    last: string;
+    volume: string;
+    volume_quote?: string;
+    timestamp?: number;
+    [key: string]: unknown;
+}
+/**
+ * Raw order book data as received from Kraken WebSocket
+ */
+export interface KrakenRawOrderBookData {
+    symbol: string;
+    bids: Array<[string, string, string]>;
+    asks: Array<[string, string, string]>;
+    [key: string]: unknown;
+}
+/**
+ * Raw trade data as received from Kraken WebSocket
+ */
+export interface KrakenRawTradeData {
+    symbol: string;
+    price: string;
+    qty: string;
+    volume?: string;
+    side: 'buy' | 'sell';
+    time: string;
+    trade_id?: string;
+    ord_id?: string;
+    timestamp?: number;
+    [key: string]: unknown;
+}
+/**
+ * Raw order data as received from Kraken WebSocket
+ */
+export interface KrakenRawOrderData {
+    orderId?: string;
+    order_id?: string;
+    ord_id?: string;
+    symbol: string;
+    side: 'buy' | 'sell';
+    orderType?: 'market' | 'limit';
+    order_type?: 'market' | 'limit';
+    qty?: string;
+    order_qty?: string;
+    price?: string;
+    limit_price?: string;
+    filled_qty?: string;
+    exec_qty?: string;
+    cum_exec_qty?: string;
+    cum_qty?: string | number;
+    leaves_qty?: string;
+    status?: string;
+    ord_status?: string;
+    order_status?: string;
+    exec_type?: string;
+    avg_price?: string | number;
+    timestamp?: number;
+    [key: string]: unknown;
+}
+/**
+ * Kraken WebSocket message structure
+ */
+export interface KrakenWebSocketMessage {
+    channel?: string;
+    type?: 'subscribe' | 'unsubscribe' | 'update' | 'snapshot' | 'error';
+    data?: (KrakenRawTickerData | KrakenRawOrderBookData | KrakenRawTradeData | KrakenRawOrderData)[];
+    symbol?: string;
+    req_id?: number;
+    success?: boolean;
+    error?: string;
+    subscription?: {
+        name: string;
+        token?: string;
+    };
+}
+//# sourceMappingURL=kraken-raw.d.ts.map

package/dist/types/kraken-raw.d.ts.map

@@ -0,0 +1 @@
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package/dist/types/kraken-raw.js

@@ -0,0 +1,10 @@
+"use strict";
+/**
+ * Kraken raw API response types
+ *
+ * This file contains type definitions for raw API responses from Kraken exchange.
+ * These types represent the exact structure returned by Kraken's API endpoints
+ * before being mapped to OpenMM's standardized format.
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=kraken-raw.js.map

package/dist/types/kraken-raw.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"kraken-raw.js","sourceRoot":"","sources":["../../src/types/kraken-raw.ts"],"names":[],"mappings":";AAAA;;;;;;GAMG"}

package/dist/types/kraken.d.ts

@@ -0,0 +1,44 @@
+import { Order, OrderBook, Ticker, Trade, Balance } from './index';
+/**
+ * Subscription callback information for different data types
+ */
+export type KrakenSubscriptionInfo = {
+    callback: (data: Ticker) => void;
+    type: 'ticker';
+    symbol: string;
+    id: string;
+    reqId?: number;
+} | {
+    callback: (data: OrderBook) => void;
+    type: 'orderbook';
+    symbol: string;
+    id: string;
+    reqId?: number;
+} | {
+    callback: (data: Trade) => void;
+    type: 'trades';
+    symbol: string;
+    id: string;
+    reqId?: number;
+} | {
+    callback: (data: Order) => void;
+    type: 'orders';
+    symbol?: string;
+    id: string;
+    reqId?: number;
+    resolve?: () => void;
+    reject?: (error: Error) => void;
+} | {
+    callback: (data: Trade) => void;
+    type: 'user_trades';
+    symbol?: string;
+    id: string;
+    reqId?: number;
+} | {
+    callback: (data: Record<string, Balance>) => void;
+    type: 'balances';
+    symbol?: string;
+    id: string;
+    reqId?: number;
+};
+//# sourceMappingURL=kraken.d.ts.map

package/dist/types/kraken.d.ts.map

@@ -0,0 +1 @@
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package/dist/types/kraken.js

@@ -0,0 +1,3 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=kraken.js.map

package/dist/types/kraken.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"kraken.js","sourceRoot":"","sources":["../../src/types/kraken.ts"],"names":[],"mappings":""}

package/dist/types/mexc.d.ts

@@ -41,6 +41,15 @@ export interface MexcSubscription {
     method: 'SUBSCRIPTION' | 'UNSUBSCRIPTION';
     params: string[];
 }
+export interface MexcOrderParams {
+    symbol: string;
+    side: string;
+    type: string;
+    quantity: string;
+    price?: string;
+    timeInForce?: string;
+    [key: string]: string | undefined;
+}
 export type SubscriptionInfo = {
     callback: (data: Ticker) => void;
     type: 'ticker';

package/dist/types/mexc.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"mexc.d.ts","sourceRoot":"","sources":["../../src/types/mexc.ts"],"names":[],"mappings":"AAAA;;;;GAIG;AAEH,OAAO,EAAE,KAAK,EAAE,SAAS,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,SAAS,CAAC;AAE1D,MAAM,WAAW,gBAAgB;IAC/B,OAAO,EAAE,MAAM,CAAC;IAChB,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,MAAM,CAAC;IACd,QAAQ,EAAE,MAAM,CAAC;IACjB,IAAI,EAAE,KAAK,GAAG,MAAM,CAAC;IACrB,MAAM,EAAE,MAAM,CAAC;IACf,SAAS,EAAE,MAAM,CAAC;IAClB,OAAO,EAAE,MAAM,CAAC;CACjB;AAED,MAAM,WAAW,qBAAqB;IACpC,QAAQ,EAAE,MAAM,CAAC;IACjB,QAAQ,EAAE,MAAM,CAAC;IACjB,WAAW,EAAE,MAAM,CAAC;IACpB,WAAW,EAAE,MAAM,CAAC;CACrB;AAED,MAAM,WAAW,qBAAqB;IACpC,SAAS,EAAE,KAAK,CAAC;QACf,KAAK,EAAE,MAAM,CAAC;QACd,QAAQ,EAAE,MAAM,CAAC;QACjB,IAAI,EAAE,MAAM,CAAC;QACb,SAAS,EAAE,MAAM,CAAC;KACnB,CAAC,CAAC;IACH,SAAS,EAAE,MAAM,CAAC;CACnB;AAED,MAAM,WAAW,kBAAkB;IACjC,IAAI,EAAE,OAAO,GAAG,QAAQ,GAAG,WAAW,GAAG,QAAQ,GAAG,SAAS,CAAC;IAC9D,GAAG,EAAE,MAAM,CAAC;IACZ,OAAO,EAAE,MAAM,CAAC;IAChB,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,OAAO,CAAC,EAAE,gBAAgB,GAAG,qBAAqB,GAAG,qBAAqB,CAAC;IAC3E,KAAK,CAAC,EAAE,MAAM,CAAC;CAChB;AAED,MAAM,WAAW,gBAAgB;IAC/B,MAAM,EAAE,cAAc,GAAG,gBAAgB,CAAC;IAC1C,MAAM,EAAE,MAAM,EAAE,CAAC;CAClB;AAED,MAAM,WAAW,eAAe;IAC9B,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE,MAAM,CAAC;IACb,QAAQ,EAAE,MAAM,CAAC;IACjB,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,WAAW,CAAC,EAAE,MAAM,CAAC;IACrB,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS,CAAC;CACnC;AAED,MAAM,MAAM,gBAAgB,GACxB;IACE,QAAQ,EAAE,CAAC,IAAI,EAAE,MAAM,KAAK,IAAI,CAAC;IACjC,IAAI,EAAE,QAAQ,CAAC;CAChB,GACD;IACE,QAAQ,EAAE,CAAC,IAAI,EAAE,SAAS,KAAK,IAAI,CAAC;IACpC,IAAI,EAAE,WAAW,CAAC;CACnB,GACD;IACE,QAAQ,EAAE,CAAC,IAAI,EAAE,KAAK,KAAK,IAAI,CAAC;IAChC,IAAI,EAAE,QAAQ,CAAC;CAChB,GACD;IACE,QAAQ,EAAE,CAAC,IAAI,EAAE,KAAK,KAAK,IAAI,CAAC;IAChC,IAAI,EAAE,WAAW,CAAC;CACnB,CAAC"}

package/dist/types/price-aggregation.d.ts

@@ -0,0 +1,31 @@
+/**
+ * Multi-Exchange Price Aggregation Types
+ */
+import { SupportedExchange } from '../cli/exchange-factory';
+export interface ExchangePriceData {
+    exchange: SupportedExchange;
+    symbol: string;
+    price: number;
+    volume24h?: number;
+    timestamp: Date;
+    available: boolean;
+    error?: string;
+}
+export interface AggregatedExchangePrice {
+    symbol: string;
+    prices: ExchangePriceData[];
+    averagePrice?: number;
+    priceSpread?: {
+        min: number;
+        max: number;
+        spreadPercentage: number;
+    };
+    timestamp: Date;
+}
+export interface DEXvsCEXComparison {
+    dexPrice: number;
+    cexPrices: ExchangePriceData[];
+    averageCexPrice?: number;
+    dexPremium?: number;
+}
+//# sourceMappingURL=price-aggregation.d.ts.map

package/dist/types/price-aggregation.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"price-aggregation.d.ts","sourceRoot":"","sources":["../../src/types/price-aggregation.ts"],"names":[],"mappings":"AAAA;;GAEG;AAEH,OAAO,EAAE,iBAAiB,EAAE,MAAM,yBAAyB,CAAC;AAE5D,MAAM,WAAW,iBAAiB;IAChC,QAAQ,EAAE,iBAAiB,CAAC;IAC5B,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,MAAM,CAAC;IACd,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,SAAS,EAAE,IAAI,CAAC;IAChB,SAAS,EAAE,OAAO,CAAC;IACnB,KAAK,CAAC,EAAE,MAAM,CAAC;CAChB;AAED,MAAM,WAAW,uBAAuB;IACtC,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,iBAAiB,EAAE,CAAC;IAC5B,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,WAAW,CAAC,EAAE;QACZ,GAAG,EAAE,MAAM,CAAC;QACZ,GAAG,EAAE,MAAM,CAAC;QACZ,gBAAgB,EAAE,MAAM,CAAC;KAC1B,CAAC;IACF,SAAS,EAAE,IAAI,CAAC;CACjB;AAED,MAAM,WAAW,kBAAkB;IACjC,QAAQ,EAAE,MAAM,CAAC;IACjB,SAAS,EAAE,iBAAiB,EAAE,CAAC;IAC/B,eAAe,CAAC,EAAE,MAAM,CAAC;IACzB,UAAU,CAAC,EAAE,MAAM,CAAC;CACrB"}

package/dist/types/price-aggregation.js

@@ -0,0 +1,6 @@
+"use strict";
+/**
+ * Multi-Exchange Price Aggregation Types
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=price-aggregation.js.map

package/dist/types/price-aggregation.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"price-aggregation.js","sourceRoot":"","sources":["../../src/types/price-aggregation.ts"],"names":[],"mappings":";AAAA;;GAEG"}

package/dist/types/price.d.ts

@@ -2,6 +2,7 @@
  * Price Aggregation Types
  * Universal price service supporting any token pair across multiple exchanges
  */
+import { SupportedExchange } from '../cli/exchange-factory';
 export interface PriceSource {
     id: string;
     name: string;
@@ -25,6 +26,28 @@ export interface AggregatedPrice {
     timestamp: Date;
     sources: PriceSource[];
 }
+/**
+ * Multi-Exchange Price Data
+ */
+export interface ExchangePriceData {
+    exchange: SupportedExchange;
+    symbol: string;
+    price: number;
+    timestamp: Date;
+    available: boolean;
+    error?: string;
+}
+export interface AggregatedExchangePrice {
+    symbol: string;
+    prices: ExchangePriceData[];
+    averagePrice?: number;
+    timestamp: Date;
+}
+export interface DEXvsCEXComparison {
+    dexPrice: number;
+    cexPrices: ExchangePriceData[];
+    averageCexPrice?: number;
+}
 /**
  * Cardano token configuration for price aggregation
  */

package/dist/types/price.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"price.d.ts","sourceRoot":"","sources":["../../src/types/price.ts"],"names":[],"mappings":"AAAA;;;GAGG;AAEH,OAAO,EAAE,iBAAiB,EAAE,MAAM,yBAAyB,CAAC;AAE5D,MAAM,WAAW,WAAW;IAC1B,EAAE,EAAE,MAAM,CAAC;IACX,IAAI,EAAE,MAAM,CAAC;IACb,QAAQ,EAAE,MAAM,CAAC;IACjB,WAAW,EAAE,MAAM,CAAC;IACpB,OAAO,EAAE,MAAM,CAAC;IAChB,QAAQ,EAAE,OAAO,CAAC;CACnB;AAED,MAAM,WAAW,SAAS;IACxB,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,MAAM,CAAC;IACd,SAAS,EAAE,IAAI,CAAC;IAChB,MAAM,EAAE,MAAM,CAAC;IACf,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,SAAS,CAAC,EAAE,MAAM,CAAC;CACpB;AAED,MAAM,WAAW,eAAe;IAC9B,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,MAAM,CAAC;IACd,UAAU,EAAE,MAAM,CAAC;IACnB,SAAS,EAAE,IAAI,CAAC;IAChB,OAAO,EAAE,WAAW,EAAE,CAAC;CACxB;AAED;;GAEG;AACH,MAAM,WAAW,iBAAiB;IAChC,QAAQ,EAAE,iBAAiB,CAAC;IAC5B,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,MAAM,CAAC;IACd,SAAS,EAAE,IAAI,CAAC;IAChB,SAAS,EAAE,OAAO,CAAC;IACnB,KAAK,CAAC,EAAE,MAAM,CAAC;CAChB;AAED,MAAM,WAAW,uBAAuB;IACtC,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,iBAAiB,EAAE,CAAC;IAC5B,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,SAAS,EAAE,IAAI,CAAC;CACjB;AAED,MAAM,WAAW,kBAAkB;IACjC,QAAQ,EAAE,MAAM,CAAC;IACjB,SAAS,EAAE,iBAAiB,EAAE,CAAC;IAC/B,eAAe,CAAC,EAAE,MAAM,CAAC;CAC1B;AAED;;GAEG;AACH,MAAM,WAAW,kBAAkB;IACjC,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,MAAM,CAAC;IACjB,SAAS,EAAE,MAAM,CAAC;IAClB,qBAAqB,CAAC,EAAE,MAAM,CAAC;CAChC"}

package/dist/types/strategy.d.ts

@@ -1,3 +1,4 @@
+import { DynamicGridConfig, VolatilityConfig } from './grid';
 /**
  * Strategy types supported by OpenMM
  */
@@ -28,6 +29,10 @@ export interface GridConfig {
     minConfidence: number;
     priceDeviationThreshold: number;
     adjustmentDebounce: number;
+    /** Dynamic grid configuration for advanced order level generation */
+    dynamicGrid?: DynamicGridConfig;
+    /** Volatility-based dynamic spread adjustment configuration */
+    volatilityConfig?: VolatilityConfig;
 }
 /**
  * Grid strategy specific configuration

package/dist/types/strategy.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"strategy.d.ts","sourceRoot":"","sources":["../../src/types/strategy.ts"],"names":[],"mappings":"AAAA;;GAEG;AACH,MAAM,MAAM,YAAY,GAAG,MAAM,CAAC;AAElC;;GAEG;AACH,MAAM,MAAM,cAAc,GAAG,MAAM,GAAG,SAAS,GAAG,SAAS,GAAG,OAAO,CAAC;AAEtE;;GAEG;AACH,MAAM,WAAW,cAAc;IAC7B,EAAE,EAAE,MAAM,CAAC;IACX,IAAI,EAAE,YAAY,CAAC;IACnB,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,MAAM,CAAC;IACjB,SAAS,EAAE,MAAM,CAAC;IAClB,OAAO,EAAE,OAAO,CAAC;CAClB;AAED;;GAEG;AACH,MAAM,WAAW,UAAU;IACzB,MAAM,EAAE,MAAM,CAAC;IACf,UAAU,EAAE,MAAM,CAAC;IACnB,WAAW,EAAE,MAAM,CAAC;IACpB,SAAS,EAAE,MAAM,CAAC;IAClB,aAAa,EAAE,MAAM,CAAC;IACtB,uBAAuB,EAAE,MAAM,CAAC;IAChC,kBAAkB,EAAE,MAAM,CAAC;CAC5B;AAED;;GAEG;AACH,MAAM,WAAW,kBAAmB,SAAQ,cAAc;IACxD,IAAI,EAAE,MAAM,CAAC;IACb,UAAU,EAAE,UAAU,CAAC;IACvB,UAAU,EAAE;QACV,UAAU,EAAE,MAAM,CAAC;QACnB,WAAW,EAAE,MAAM,CAAC;QACpB,SAAS,EAAE,MAAM,CAAC;QAClB,UAAU,EAAE,MAAM,CAAC;QACnB,UAAU,EAAE,MAAM,CAAC;KACpB,CAAC;CACH"}
+{"version":3,"file":"strategy.d.ts","sourceRoot":"","sources":["../../src/types/strategy.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,iBAAiB,EAAE,gBAAgB,EAAE,MAAM,QAAQ,CAAC;AAE7D;;GAEG;AACH,MAAM,MAAM,YAAY,GAAG,MAAM,CAAC;AAElC;;GAEG;AACH,MAAM,MAAM,cAAc,GAAG,MAAM,GAAG,SAAS,GAAG,SAAS,GAAG,OAAO,CAAC;AAEtE;;GAEG;AACH,MAAM,WAAW,cAAc;IAC7B,EAAE,EAAE,MAAM,CAAC;IACX,IAAI,EAAE,YAAY,CAAC;IACnB,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,MAAM,CAAC;IACjB,SAAS,EAAE,MAAM,CAAC;IAClB,OAAO,EAAE,OAAO,CAAC;CAClB;AAED;;GAEG;AACH,MAAM,WAAW,UAAU;IACzB,MAAM,EAAE,MAAM,CAAC;IACf,UAAU,EAAE,MAAM,CAAC;IACnB,WAAW,EAAE,MAAM,CAAC;IACpB,SAAS,EAAE,MAAM,CAAC;IAClB,aAAa,EAAE,MAAM,CAAC;IACtB,uBAAuB,EAAE,MAAM,CAAC;IAChC,kBAAkB,EAAE,MAAM,CAAC;IAC3B,qEAAqE;IACrE,WAAW,CAAC,EAAE,iBAAiB,CAAC;IAChC,+DAA+D;IAC/D,gBAAgB,CAAC,EAAE,gBAAgB,CAAC;CACrC;AAED;;GAEG;AACH,MAAM,WAAW,kBAAmB,SAAQ,cAAc;IACxD,IAAI,EAAE,MAAM,CAAC;IACb,UAAU,EAAE,UAAU,CAAC;IACvB,UAAU,EAAE;QACV,UAAU,EAAE,MAAM,CAAC;QACnB,WAAW,EAAE,MAAM,CAAC;QACpB,SAAS,EAAE,MAAM,CAAC;QAClB,UAAU,EAAE,MAAM,CAAC;QACnB,UAAU,EAAE,MAAM,CAAC;KACpB,CAAC;CACH"}

package/dist/utils/crypto.d.ts

@@ -0,0 +1,15 @@
+export declare class CryptoUtils {
+    static generateHMACSignature(secret: string, message: string, algorithm?: string): string;
+    static generateHMACSignatureBase64(secret: string, message: string, algorithm?: string): string;
+    static hash(data: string, algorithm?: string): string;
+}
+export declare class ExchangeAuthUtils {
+    static createKucoinSignature(secret: string, timestamp: string, method: string, endpoint: string, body?: string): {
+        signature: string;
+        passphrase: string;
+    };
+    static createMEXCSignature(secret: string, params: Record<string, any>): string;
+    static createGateSignature(secret: string, method: string, url: string, body: string, timestamp: string): string;
+}
+export { CryptoUtils as default };
+//# sourceMappingURL=crypto.d.ts.map

package/dist/utils/crypto.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"crypto.d.ts","sourceRoot":"","sources":["../../src/utils/crypto.ts"],"names":[],"mappings":"AAEA,qBAAa,WAAW;IAEtB,MAAM,CAAC,qBAAqB,CAC1B,MAAM,EAAE,MAAM,EACd,OAAO,EAAE,MAAM,EACf,SAAS,GAAE,MAAiB,GAC3B,MAAM;IAOT,MAAM,CAAC,2BAA2B,CAChC,MAAM,EAAE,MAAM,EACd,OAAO,EAAE,MAAM,EACf,SAAS,GAAE,MAAiB,GAC3B,MAAM;IAOT,MAAM,CAAC,IAAI,CAAC,IAAI,EAAE,MAAM,EAAE,SAAS,GAAE,MAAiB,GAAG,MAAM;CAGhE;AAED,qBAAa,iBAAiB;IAC5B,MAAM,CAAC,qBAAqB,CAC1B,MAAM,EAAE,MAAM,EACd,SAAS,EAAE,MAAM,EACjB,MAAM,EAAE,MAAM,EACd,QAAQ,EAAE,MAAM,EAChB,IAAI,GAAE,MAAW,GAChB;QAAE,SAAS,EAAE,MAAM,CAAC;QAAC,UAAU,EAAE,MAAM,CAAA;KAAE;IAU5C,MAAM,CAAC,mBAAmB,CACxB,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,MAAM,CAAC,MAAM,EAAE,GAAG,CAAC,GAC1B,MAAM;IAQT,MAAM,CAAC,mBAAmB,CACxB,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,IAAI,EAAE,MAAM,EACZ,SAAS,EAAE,MAAM,GAChB,MAAM;CAKV;AAED,OAAO,EAAE,WAAW,IAAI,OAAO,EAAE,CAAC"}