@clonegod/ttd-core 3.0.21 → 3.1.2

package/dist/analyze/index.d.ts

@@ -1,3 +1,3 @@
 import { OrderMessageType, PriceMessageType } from "../../types";
-export declare const report_trade_analyze_data: (type: string, message: PriceMessageType | OrderMessageType) => void;
+export declare const report_trade_analyze_data: (type: string, message: PriceMessageType | OrderMessageType | any) => void;
 export declare const get_pool_latest_quote_price: (unique_orderbook_id: string) => Promise<PriceMessageType>;

package/dist/analyze/index.js

@@ -15,35 +15,34 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.get_pool_latest_quote_price = exports.report_trade_analyze_data = void 0;
 const axios_1 = __importDefault(require("axios"));
 const index_1 = require("../index");
-const trade_analyze_url = process.env.TRADE_ANALYZE_URL || `http://localhost:8004/trade/analyze`;
-const report_trade_log = process.env.REPORT_TRADE_LOG === 'true';
+const ANALYZE_HOST = process.env.TRADE_ANALYZE_HOST || '';
+const ANALYZE_PORT = process.env.TRADE_ANALYZE_PORT || '8004';
+const ANALYZE_BASE = ANALYZE_HOST ? `http://${ANALYZE_HOST}:${ANALYZE_PORT}/trade/analyze` : '';
 const headers = { 'Content-Type': 'application/json' };
 const report_trade_analyze_data = (type, message) => {
-    const body = {
-        type,
-        message
-    };
-    if (!report_trade_log) {
+    if (!ANALYZE_BASE)
         return;
+    try {
+        axios_1.default.post(ANALYZE_BASE, { type, message }, { headers, timeout: 3000 })
+            .then(() => (0, index_1.log_trace)(`[analyze] report ${type} ok`))
+            .catch(err => (0, index_1.log_warn)(`[analyze] report ${type} fail: ${err.message}`));
+    }
+    catch (err) {
+        (0, index_1.log_warn)(`[analyze] report ${type} error: ${err.message}`);
     }
-    axios_1.default.post(trade_analyze_url, body, { headers })
-        .then(res => (0, index_1.log_trace)('report_trade_analzye_data, success, res=', res.data))
-        .catch(err => (0, index_1.log_warn)(`report_trade_analzye_data, error: ${err.message}`));
 };
 exports.report_trade_analyze_data = report_trade_analyze_data;
 const get_pool_latest_quote_price = (unique_orderbook_id) => __awaiter(void 0, void 0, void 0, function* () {
-    let price_msg = null;
-    let url = `${trade_analyze_url}/price_msg?unique_orderbook_id=${unique_orderbook_id}`;
-    if (!(0, index_1.isEmpty)(unique_orderbook_id)) {
-        try {
-            let res = (yield axios_1.default.get(url, { headers })).data;
-            let { code, msg, data } = res;
-            price_msg = data;
-        }
-        catch (err) {
-            (0, index_1.log_error)(`get_pool_latest_quote_price error! url=${url}`, new Error(err.message));
-        }
+    if (!ANALYZE_BASE || (0, index_1.isEmpty)(unique_orderbook_id))
+        return null;
+    try {
+        const url = `${ANALYZE_BASE}/price_msg?unique_orderbook_id=${unique_orderbook_id}`;
+        const res = (yield axios_1.default.get(url, { headers, timeout: 3000 })).data;
+        return res.data;
+    }
+    catch (err) {
+        (0, index_1.log_warn)(`[analyze] get_price fail: ${err.message}`);
+        return null;
     }
-    return price_msg;
 });
 exports.get_pool_latest_quote_price = get_pool_latest_quote_price;

package/dist/index.d.ts

@@ -15,7 +15,7 @@ export * from './trade';
 export * from './chains';
 export * from './ws';
 export * from './util';
-export type { CommonServiceType, ConfigCenterServiceType, QuoteServiceType, OrderbookServiceType, TradeProxyServiceType, StandardTokenConfigType, StandardTokenInfoType, StandardPoolConfigType, StandardDexPoolConfigType, StandardPoolInfoType, StandardPairType, TradeServiceConfigType, TradeGroupType, TradePairType, TradePairDexPoolsType, TradeSettingsType, RpcInfoType, TradeStrategyType, TradeCommandLineArgs, TradeRuntimeType, TradeProcessInstanceType, TokenPriceWithAmountType, QuoteResultType, PriceMessageType, QuoteSourceType, UniqueOrderbookIdType, PriceType, QuoteTimeInfoType, OrderbookPriceType, Ladder, OrderMessageType, OrderSubmitResultType, OrderSubmitResponseType, StandardSwapDetailType, TokenBalChangeType, TokenBalanceChangeType, TradeResponseType, TradeResultType, TradeResultBalanceChangeType, TradeExecutionInfoType, TradeTimeFlowType, TradeBroadcastType, TradeGasFeeType, ServerInfoType, SendTxLogType, WalletInfoType, WalletTokenBalanceInfoType, RedisConfigChangeEventMessageType, RedisOrderEventMessageType, RedisQuoteEventMessageType, } from '../types';
+export type { CommonServiceType, ConfigCenterServiceType, QuoteServiceType, OrderbookServiceType, TradeProxyServiceType, StandardTokenConfigType, StandardTokenInfoType, StandardPoolConfigType, StandardDexPoolConfigType, StandardPoolInfoType, StandardPairType, TradeServiceConfigType, TradeGroupType, TradePairType, TradePairDexPoolsType, TradeSettingsType, RpcInfoType, TradeStrategyType, TradeCommandLineArgs, TradeRuntimeType, TradeProcessInstanceType, TokenPriceWithAmountType, QuoteResultType, PriceMessageType, QuoteSourceType, UniqueOrderbookIdType, PriceType, QuoteTimeInfoType, OrderbookPriceType, Ladder, OrderMessageType, OrderSubmitResultType, OrderSubmitResponseType, StandardSwapDetailType, TokenBalChangeType, TokenBalanceChangeType, TradeResponseType, TradeResultType, TradeResultBalanceChangeType, TradeExecutionInfoType, TradeTimeFlowType, TradeBroadcastType, TradeGasFeeType, ServerInfoType, SendTxLogType, WalletInfoType, WalletTokenBalanceInfoType, RedisConfigChangeEventMessageType, RedisOrderEventMessageType, RedisQuoteEventMessageType, PreTradeEventType, ProviderComparisonType, ProviderArrivalType, OnTradeType, OnTradePriceType, OnTradeDepthType, OnTradeExecutionType, OnTradeResultType, AnalyzeDepthLevelType, AnalyzeTokenAmountType, PostTradeType, AnalyzeQuoteSnapshotType, AnalyzePoolEventType, AnalyzeEventSummaryType, AnalyzeSameBlockType, } from '../types';
 export declare const FAILED = "FAILED";
 export declare const SUCCESS = "SUCCESS";
 export declare const NOT_FOUND = "NOT_FOUND";

package/dist/quote/log_quote_price.js

@@ -33,32 +33,5 @@ function log_quote_price(event_source, price_message, tx_hash) {
             String(ask.price).padEnd(8) + '  -  ' +
             String(bid.price).padEnd(8) + '  -  ' +
             `${times.join(',')} ms`);
-        const depthLine = formatDepthLine(ask, bid);
-        if (depthLine) {
-            console.log(depthLine);
-        }
     });
 }
-function formatDepthLine(ask, bid) {
-    const bpsSet = new Set();
-    for (const key of Object.keys(ask)) {
-        const match = key.match(/^depth_(\d+)$/);
-        if (match)
-            bpsSet.add(Number(match[1]));
-    }
-    if (bpsSet.size === 0)
-        return null;
-    const parts = [];
-    for (const bps of [...bpsSet].sort((a, b) => a - b)) {
-        const askAmt = ask[`depth_${bps}`];
-        const askUsd = ask[`depth_${bps}_usd`];
-        const askTick = ask[`depth_${bps}_tick`] || '';
-        const bidAmt = bid[`depth_${bps}`];
-        const bidUsd = bid[`depth_${bps}_usd`];
-        const bidTick = bid[`depth_${bps}_tick`] || '';
-        const askTickStr = askTick ? ` ${askTick}` : '';
-        const bidTickStr = bidTick ? ` ${bidTick}` : '';
-        parts.push(`${bps}bps: ask=${askAmt}($${askUsd})${askTickStr} | bid=${bidAmt}($${bidUsd})${bidTickStr}`);
-    }
-    return `  ↳ [Depth] ${parts.join(' | ')}`;
-}

package/dist/quote/on_quote_response.d.ts

@@ -16,4 +16,19 @@ export interface PoolDepthData {
         tickMove?: string;
     }>;
 }
-export declare function on_quote_respose(appConfig: AppConfig, pool_info: StandardPoolInfoType, quote_amount_usd: number, execution_price: number, stream_time: number, quote_start_time: number, slot_info: string, result: [QuoteResultType, QuoteResultType, number], txid: string, push_price_message?: boolean, source?: string, depth?: PoolDepthData): void;
+export interface QuoteResponseOptions {
+    appConfig: AppConfig;
+    poolInfo: StandardPoolInfoType;
+    quoteAmountUsd: number;
+    streamTime: number;
+    quoteStartTime: number;
+    blockNumber: number;
+    quotes: [QuoteResultType, QuoteResultType];
+    txid: string;
+    pushPriceMessage?: boolean;
+    source?: string;
+    depth?: PoolDepthData;
+    tickLiquidity?: any;
+}
+export declare function on_quote_response(opts: QuoteResponseOptions): void;
+export declare function on_quote_respose(appConfig: AppConfig, pool_info: StandardPoolInfoType, quote_amount_usd: number, _execution_price: number, stream_time: number, quote_start_time: number, slot_info: string, result: [QuoteResultType, QuoteResultType, number], txid: string, push_price_message?: boolean, source?: string, depth?: PoolDepthData): void;

package/dist/quote/on_quote_response.js

@@ -1,30 +1,70 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
+exports.on_quote_response = on_quote_response;
 exports.on_quote_respose = on_quote_respose;
 const analyze_1 = require("../analyze");
 const log_quote_price_1 = require("./log_quote_price");
 const publish_quote_price_1 = require("./publish_quote_price");
 const to_price_message_1 = require("./to_price_message");
-function on_quote_respose(appConfig, pool_info, quote_amount_usd, execution_price, stream_time, quote_start_time, slot_info, result, txid, push_price_message = true, source = "", depth) {
-    const quote_end_time = new Date().getTime();
-    const quote_ask_price = Number(result[0].price);
-    const quote_bid_price = Number(result[1].price);
-    const block_time = result[2];
-    const price_time = new Date().getTime();
+const TICK_LIQUIDITY_INTERVAL_MS = parseInt(process.env.TICK_CACHE_FORCE_FULL_REFRESH_INTERVAL || '60000', 10);
+const _tickLiquidityLastPush = new Map();
+function on_quote_response(opts) {
+    const { appConfig, poolInfo, quoteAmountUsd, streamTime, quoteStartTime, blockNumber, quotes, txid, pushPriceMessage = true, source = '', depth, tickLiquidity, } = opts;
+    const quoteEndTime = Date.now();
+    const quoteAskPrice = Number(quotes[0].price);
+    const quoteBidPrice = Number(quotes[1].price);
+    const priceTime = Date.now();
     const time = {
-        block_time,
-        stream_time,
-        quote_start_time,
-        quote_end_time,
-        price_time,
-        total_quote_time: price_time - stream_time
+        block_time: 0,
+        stream_time: streamTime,
+        quote_start_time: quoteStartTime,
+        quote_end_time: quoteEndTime,
+        price_time: priceTime,
+        total_quote_time: priceTime - streamTime
     };
-    (0, to_price_message_1.to_price_message)(appConfig, quote_amount_usd, execution_price, quote_ask_price, quote_bid_price, pool_info, time, slot_info, source, depth)
+    (0, to_price_message_1.to_price_message)(appConfig, quoteAmountUsd, 0, quoteAskPrice, quoteBidPrice, poolInfo, time, String(blockNumber), source, depth)
         .then((price_msg) => {
-        if (push_price_message) {
+        if (pushPriceMessage) {
             (0, publish_quote_price_1.publish_quote_price)(appConfig, price_msg);
         }
-        (0, log_quote_price_1.log_quote_price)(slot_info, price_msg, txid);
-        (0, analyze_1.report_trade_analyze_data)('PriceMessageType', Object.assign(Object.assign({}, price_msg), { quote_source: { slot: slot_info, block: null, txid } }));
+        (0, log_quote_price_1.log_quote_price)(String(blockNumber), price_msg, txid);
+        (0, analyze_1.report_trade_analyze_data)('PriceMessageType', Object.assign(Object.assign({}, price_msg), { quote_source: { slot: String(blockNumber), block: null, txid } }));
+        if (depth) {
+            (0, analyze_1.report_trade_analyze_data)('DepthLevels', {
+                price_id: price_msg.price_id,
+                unique_orderbook_id: price_msg.unique_orderbook_id,
+                pair: price_msg.pair,
+                depth
+            });
+        }
+        if (tickLiquidity) {
+            const poolAddr = price_msg.pool_id || '';
+            const now = Date.now();
+            const lastPush = _tickLiquidityLastPush.get(poolAddr) || 0;
+            if (now - lastPush >= TICK_LIQUIDITY_INTERVAL_MS) {
+                _tickLiquidityLastPush.set(poolAddr, now);
+                tickLiquidity.pair = price_msg.pair;
+                tickLiquidity.protocolId = price_msg.dex_id;
+                (0, analyze_1.report_trade_analyze_data)('TickLiquidity', tickLiquidity);
+            }
+        }
+    })
+        .catch(err => {
+        console.error(`[on_quote_response] error: ${(err === null || err === void 0 ? void 0 : err.message) || err}`);
+    });
+}
+function on_quote_respose(appConfig, pool_info, quote_amount_usd, _execution_price, stream_time, quote_start_time, slot_info, result, txid, push_price_message = true, source = "", depth) {
+    on_quote_response({
+        appConfig,
+        poolInfo: pool_info,
+        quoteAmountUsd: quote_amount_usd,
+        streamTime: stream_time,
+        quoteStartTime: quote_start_time,
+        blockNumber: parseInt(slot_info, 10) || 0,
+        quotes: [result[0], result[1]],
+        txid,
+        pushPriceMessage: push_price_message,
+        source,
+        depth,
     });
 }

package/dist/quote/to_price_message.js

@@ -32,6 +32,7 @@ const get_quote_token_decimals = (pool_info) => {
 exports.get_quote_token_decimals = get_quote_token_decimals;
 function to_price_message(appConfig_1, quote_amount_usd_1, tx_price_1, quote_ask_price_1, quote_bid_price_1, pool_info_1, time_1, slot_1) {
     return __awaiter(this, arguments, void 0, function* (appConfig, quote_amount_usd, tx_price, quote_ask_price, quote_bid_price, pool_info, time, slot, source = "", depth) {
+        var _a, _b;
         let { pool_address, tokenA, tokenB } = pool_info;
         let { dex_id, pool_name, fee_rate, is_reverse_token } = yield appConfig.arb_cache.get_one_pool_info(pool_address);
         let _dex_id = dex_id;
@@ -50,20 +51,15 @@ function to_price_message(appConfig_1, quote_amount_usd_1, tx_price_1, quote_ask
             price: bid_price,
             quantity: quote_amount_usd
         };
-        if (depth) {
-            for (const [bps, data] of Object.entries(depth.ask)) {
-                askData[`depth_${bps}`] = data.amount.toFixed(6);
-                askData[`depth_${bps}_usd`] = data.amountUsd.toFixed(2);
-                if (data.tickMove)
-                    askData[`depth_${bps}_tick`] = data.tickMove;
-            }
-            for (const [bps, data] of Object.entries(depth.bid)) {
-                bidData[`depth_${bps}`] = data.amount.toFixed(6);
-                bidData[`depth_${bps}_usd`] = data.amountUsd.toFixed(2);
-                if (data.tickMove)
-                    bidData[`depth_${bps}_tick`] = data.tickMove;
-            }
-        }
+        const cexBps = parseInt(process.env.DEPTH_CEX_BPS || '20');
+        const askDepth = (_a = depth === null || depth === void 0 ? void 0 : depth.ask) === null || _a === void 0 ? void 0 : _a[cexBps];
+        const bidDepth = (_b = depth === null || depth === void 0 ? void 0 : depth.bid) === null || _b === void 0 ? void 0 : _b[cexBps];
+        askData.depth_bps = cexBps;
+        askData.depth_amount = askDepth ? askDepth.amount.toFixed(6) : '0';
+        askData.depth_usd = askDepth ? askDepth.amountUsd.toFixed(2) : '0';
+        bidData.depth_bps = cexBps;
+        bidData.depth_amount = bidDepth ? bidDepth.amount.toFixed(6) : '0';
+        bidData.depth_usd = bidDepth ? bidDepth.amountUsd.toFixed(2) : '0';
         let price_message = {
             chain_id,
             dex_id,

package/dist/trade/abstract_tx_check.js

@@ -11,6 +11,7 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.AbstractTransactionResultCheck = void 0;
 const __1 = require("..");
+const analyze_1 = require("../analyze");
 class AbstractTransactionResultCheck {
     constructor(env_args, event_emitter) {
         this.env_args = env_args;
@@ -49,6 +50,7 @@ class AbstractTransactionResultCheck {
         });
     }
     map_swap_result_to_tx_result(swap_result) {
+        var _a;
         let { success, error_code, wallet, block_number, block_time: order_block_time, txid, tx_price, tokenA, tokenB, gas_fee } = swap_result;
         if (this.context.ui_tip_amount) {
             gas_fee.priority_fee = this.context.ui_tip_amount;
@@ -78,6 +80,15 @@ class AbstractTransactionResultCheck {
             order_end_time,
             total_order_time,
         };
+        time.order_block_number = block_number || 0;
+        const _marks = (_a = this.context) === null || _a === void 0 ? void 0 : _a._execution_marks;
+        if (_marks) {
+            ;
+            time.caller_ready_time = _marks['caller'] || 0;
+            time.encode_done_time = _marks['encode'] || 0;
+            time.sign_done_time = _marks['sign'] || 0;
+            time.tx_send_time = _marks['sent'] || 0;
+        }
         let broadcast = [];
         broadcast.push({
             rpc: {
@@ -137,6 +148,7 @@ class AbstractTransactionResultCheck {
             execution: trade_extra_info,
             c_id
         };
+        (0, analyze_1.report_trade_analyze_data)('TradeResultType', trade_result);
         return trade_result;
     }
 }

package/dist/trade/handle_order_message.js

@@ -11,6 +11,7 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.handle_order_message = exports.try_lock_order_msg = void 0;
 const __1 = require("..");
+const analyze_1 = require("../analyze");
 const logger = (0, __1.createLogger)(__filename);
 const trade_context_1 = require("./trade_context");
 const check_parse_order_msg = (appConfig, order_msg) => __awaiter(void 0, void 0, void 0, function* () {
@@ -108,10 +109,13 @@ const handle_order_message = (trade_appconfig, trade_instance, tx_result_checker
         };
     }
     finally {
-        trade_appconfig.arb_cache.cache_order_message(Object.assign(Object.assign({}, order_msg), { order_submit_result })).then(res => {
-        }).catch(err => {
+        const order_msg_with_result = Object.assign(Object.assign({}, order_msg), { order_submit_result });
+        trade_appconfig.arb_cache.cache_order_message(order_msg_with_result)
+            .then(() => { })
+            .catch(err => {
             logger.warn('cache order submit result, error!', { order_msg, order_submit_result, err });
         });
+        (0, analyze_1.report_trade_analyze_data)('OrderMessageType', order_msg_with_result);
     }
 });
 exports.handle_order_message = handle_order_message;

package/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@clonegod/ttd-core",
-    "version": "3.0.21",
+    "version": "3.1.2",
     "description": "Common types and utilities for trading systems - use `npm run push` to publish",
     "main": "dist/index.js",
     "types": "dist/index.d.ts",

package/types/index.d.ts

@@ -511,6 +511,13 @@ export interface TradeTimeFlowType extends QuoteTimeInfoType {
     order_end_time: number      // dex 解析得到交易结果的时间
     order_block_time: number    // dex 交易所在区块的出块时间
     total_order_time: number    // dex 交易耗时： order_end_time - order_recv_time
+    // trade-analyze 扩展
+    order_block_number?: number // 交易所在区块号
+    order_tx_index?: number     // 交易在区块内的位置
+    caller_ready_time?: number  // 获取到 Caller Wallet 的时间
+    encode_done_time?: number   // 交易编码完成时间
+    sign_done_time?: number     // 交易签名完成时间
+    tx_send_time?: number       // 交易发送到 RPC 的时间
 }
 
 // TRANSACTION BROADCASTING
@@ -784,3 +791,212 @@ export declare class RedisCommand {
 }
 
 
+/*********************************************************************
+ *                        TRADE ANALYZE TYPES                        *
+ *********************************************************************/
+
+// ═══ PreTrade: 事前 - 事件感知延迟 + Provider 对比 ═══
+
+export interface PreTradeEventType {
+    pool_address: string
+    pair: string
+    dex_id: string
+    event_type: string              // Sync | Swap | Mint | Burn | ModifyLiquidity
+    source_txid: string
+    log_index: number
+    tx_index: number                // 交易在区块内的位置
+
+    // 时间线
+    block_time: number              // 链上出块时间 (ms)，analyze 端通过 PriceMessage 缓存补充
+    block_number: number
+    stream_recv_time: number        // RPC/WS 推送到达本地
+
+    // Provider
+    provider_id: string
+    subscribe_mode: string          // SINGLE | MULTI
+
+    // 事件内容（stream-quote 已解析好的数据，标准化上报）
+    // AMM (Sync)
+    reserve0?: string
+    reserve1?: string
+    // CLMM (Swap)
+    amount0?: string
+    amount1?: string
+    sqrtPriceX96?: string
+    tick?: number
+    liquidity?: string
+    // Liquidity (Mint/Burn/ModifyLiquidity)
+    tickLower?: number
+    tickUpper?: number
+}
+
+export interface ProviderComparisonType {
+    event_key: string               // blockNumber_txHash_logIndex
+    pool_address: string
+    event_type: string
+    providers: ProviderArrivalType[]
+    fastest_provider: string
+    max_gap_ms: number
+}
+
+export interface ProviderArrivalType {
+    provider_id: string
+    stream_recv_time: number
+    delta_vs_fastest_ms: number
+}
+
+// ═══ OnTrade: 事中 - 价格偏差 / 深度验证 / 执行时间线 ═══
+
+export interface OnTradeType {
+    id: string                      // unique_order_msg_id
+    txid: string
+    price_id: string                // 关联键：串联 PriceMessage ↔ Order ↔ TradeResult
+    unique_orderbook_id: string     // 关联键：定位 Pool 的所有报价
+    pool_address: string
+    pair: string
+    dex_id: string
+    group_id: string
+    chain_id: string
+    direction: 'BUY' | 'SELL'
+
+    price: OnTradePriceType
+    depth: OnTradeDepthType
+    execution: OnTradeExecutionType
+    result: OnTradeResultType
+}
+
+export interface OnTradePriceType {
+    quote_ask: string
+    quote_bid: string
+    cex_price: string
+    exec_price: string
+    /** 报价 vs 成交偏差 (bps), 正=成交比报价差 */
+    quote_exec_deviation_bps: number
+    /** CEX vs DEX 价差 (bps) */
+    cex_dex_spread_bps: number
+}
+
+export interface OnTradeDepthType {
+    levels: Record<number, AnalyzeDepthLevelType>
+    trade_size_usd: number
+    /** 交易量消耗了多少可用深度 (%) */
+    depth_utilization_pct: number
+    estimated_slippage_bps: number
+    actual_slippage_bps: number
+    /** 滑点偏差 = actual - estimated (bps) */
+    slippage_deviation_bps: number
+}
+
+export interface AnalyzeDepthLevelType {
+    amount: number
+    amount_usd: number
+    amount_in: number
+    amount_in_usd: number
+}
+
+export interface OnTradeExecutionType {
+    order_send_time: number         // CEX 发出
+    order_recv_time: number         // DEX 收到
+    caller_ready_time: number       // Caller 就绪
+    encode_done_time: number        // 编码完成
+    sign_done_time: number          // 签名完成
+    tx_send_time: number            // 发送上链
+    tx_block_time: number           // 交易被打包的区块时间
+    tx_block_number: number
+    tx_index: number                // 区块内位置
+    tx_confirmed_time: number       // 监控到结果
+}
+
+export interface OnTradeResultType {
+    success: boolean
+    error_code?: string
+    token_in: AnalyzeTokenAmountType
+    token_out: AnalyzeTokenAmountType
+    gas_used: number
+    gas_price_gwei: number
+    gas_cost_usd: number
+}
+
+export interface AnalyzeTokenAmountType {
+    symbol: string
+    amount: number
+    value_usd: number
+}
+
+// ═══ PostTrade: 事后 - 交易回溯 ═══
+
+export interface PostTradeType {
+    txid: string
+    pair: string
+    pool_address: string
+    dex_id: string
+    direction: 'BUY' | 'SELL'
+
+    /** 时间窗口: 报价生成 → 交易上链 */
+    window_start: number
+    window_end: number
+    window_duration_ms: number
+
+    /** 触发下单的那次报价 */
+    trigger_quote: AnalyzeQuoteSnapshotType
+    /** 窗口内该 Pool 的所有报价 */
+    quote_sequence: AnalyzeQuoteSnapshotType[]
+    /** 第一条 vs 最后一条报价的价格变化 (bps) */
+    price_drift_bps: number
+
+    /** 窗口内该 Pool 上发生的链上事件 */
+    intervening_events: AnalyzePoolEventType[]
+    event_summary: AnalyzeEventSummaryType
+
+    /** 同区块分析 (MEV) */
+    same_block: AnalyzeSameBlockType
+}
+
+export interface AnalyzeQuoteSnapshotType {
+    price_id: string
+    ask: string
+    bid: string
+    block_number: number
+    source_txid: string
+    stream_recv_time: number
+    price_ready_time: number
+}
+
+export interface AnalyzePoolEventType {
+    txid: string
+    block_number: number
+    tx_index: number
+    event_type: 'SWAP' | 'MINT' | 'BURN' | 'MODIFY_LIQUIDITY'
+    timestamp: number
+    swap?: {
+        direction: 'BUY' | 'SELL'
+        amount_in: string
+        amount_out: string
+        price: string
+    }
+    liquidity?: {
+        tick_lower?: number
+        tick_upper?: number
+        amount0: string
+        amount1: string
+    }
+    /** 该事件对价格的影响 (bps) */
+    price_impact_bps: number
+}
+
+export interface AnalyzeEventSummaryType {
+    swap_count: number
+    mint_count: number
+    burn_count: number
+    total_count: number
+    cumulative_price_impact_bps: number
+}
+
+export interface AnalyzeSameBlockType {
+    my_tx_index: number
+    before_me: AnalyzePoolEventType[]
+    after_me: AnalyzePoolEventType[]
+    sandwich_detected: boolean
+}
+
+