npm - @continuumdao/continuum-node-sdk - Versions diffs - 1.3.37 → 1.3.39 - Mend

@continuumdao/continuum-node-sdk 1.3.37 → 1.3.39

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 (445) hide show

package/dist/core/chart/analysis/supertrend-highlight.js ADDED Viewed

@@ -0,0 +1,37 @@
+function sideLabel(side) {
+    if (side === 'long') {
+        return 'Long';
+    }
+    if (side === 'short') {
+        return 'Short';
+    }
+    return 'Neutral';
+}
+export function buildSupertrendHighlight(input) {
+    const setup = input.setup;
+    const side = setup?.side ?? 'neutral';
+    const status = setup?.status ?? 'unclear';
+    const invalidated = setup?.invalidated ?? false;
+    const confidence = setup?.confidence ?? 0.4;
+    const dirLabel = input.direction >= 0 ? 'bullish' : 'bearish';
+    const conditionalNote = setup?.conditionalNote ?? 'Supertrend — wait for flip or trail retest.';
+    const statusPart = invalidated ? 'Invalid' : status === 'clear' ? 'Clear' : 'Unclear';
+    const summary = `ST(${input.period}, ${input.multiplier}) · ${input.supertrend.toFixed(2)} · ${dirLabel} · ${input.entryMode}. ${sideLabel(side)} — ${statusPart}. ${conditionalNote}`;
+    const chartDrawingHint = 'When a chart is already prepared, merge `{ type: "supertrend", sourceSeriesId, period, multiplier }` into prepareReplay.overlays (period/multiplier from trade-desk.yaml) and call prepare_chart_from_rows with the same OHLCV session.';
+    return {
+        summary,
+        supertrend: input.supertrend,
+        direction: input.direction >= 0 ? 1 : -1,
+        period: input.period,
+        multiplier: input.multiplier,
+        entryMode: input.entryMode,
+        side,
+        status,
+        invalidated,
+        confidence,
+        conditionalNote,
+        chartDrawingHint,
+        ...(setup?.unclearReason ? { unclearReason: setup.unclearReason } : {}),
+    };
+}
+//# sourceMappingURL=supertrend-highlight.js.map

package/dist/core/chart/analysis/supertrend-highlight.js.map ADDED Viewed

@@ -0,0 +1 @@

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package/dist/core/chart/analysis/trade-setups/bollinger-trade-setup.d.ts CHANGED Viewed

@@ -1,4 +1,4 @@
-import type { EntryOffsetMode } from './pattern-limit-entry.js';
+import type { EntryOffsetMode, EntryProximityMode } from './pattern-limit-entry.js';
 import type { TradeSetupSide, TradeSetupStatus } from './shared.js';
 export declare const DEFAULT_BOLLINGER_ENTRY_PROXIMITY_PCT = 5;
 export type BollingerTradeSetup = {
@@ -16,6 +16,8 @@ export type BollingerTradeSetup = {
     entryOffsetMode: EntryOffsetMode;
     entryOffsetPct: number;
     invalidationOffsetPct: number;
+    invalidationOffsetMode?: EntryProximityMode;
+    atrAtLastBar?: number;
     setupPurposeCode: string;
     invalidated: boolean;
     side: TradeSetupSide;
@@ -37,7 +39,12 @@ export declare function buildBollingerTradeSetup(input: {
     lower: number;
     period: number;
     stdDev: number;
+    bars?: Record<string, unknown>[];
     entryProximityPct?: number;
+    entryOffsetPct?: number;
+    invalidationOffsetPct?: number;
+    invalidationOffsetMode?: EntryProximityMode;
+    entryProximityAtrPeriod?: number;
 }): BollingerTradeSetup | null;
 export type BollingerTradeIdeaContext = {
     percentB: number;

package/dist/core/chart/analysis/trade-setups/bollinger-trade-setup.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/core/chart/analysis/trade-setups/bollinger-trade-setup.js CHANGED Viewed

@@ -1,5 +1,6 @@
 import { isFiniteTradePrice } from './shared.js';
-import { tradeDeskDefaultPcts } from './trade-desk-defaults.js';
+import { entryProximityAtrFromOhlcvRows } from './entry-proximity-atr.js';
+import { tradeDeskConfig } from './trade-desk-defaults.js';
 export const DEFAULT_BOLLINGER_ENTRY_PROXIMITY_PCT = 5;
 export function withinBandProximity(lastClose, entryBand, bandWidth, proximityPct) {
     if (!isFiniteTradePrice(lastClose) || !isFiniteTradePrice(entryBand) || bandWidth <= 0) {
@@ -22,7 +23,15 @@ export function buildBollingerTradeSetup(input) {
     }
     const bandWidth = upper - lower;
     const percentB = bandWidth > 0 ? (close - lower) / bandWidth : 0.5;
-    const desk = tradeDeskDefaultPcts();
+    const desk = tradeDeskConfig({
+        entryOffsetPct: input.entryOffsetPct,
+        invalidationOffsetPct: input.invalidationOffsetPct,
+        invalidationOffsetMode: input.invalidationOffsetMode,
+        entryProximityAtrPeriod: input.entryProximityAtrPeriod,
+    });
+    const atrAtLastBar = input.bars?.length
+        ? entryProximityAtrFromOhlcvRows(input.bars, desk.entryProximityAtrPeriod)
+        : null;
     const entryProximityPct = input.entryProximityPct ?? DEFAULT_BOLLINGER_ENTRY_PROXIMITY_PCT;
     const middleEps = bandWidth * 0.001;
     let side = 'neutral';
@@ -97,6 +106,8 @@ export function buildBollingerTradeSetup(input) {
         entryOffsetMode: 'bounce',
         entryOffsetPct: desk.entryOffsetPct,
         invalidationOffsetPct: desk.invalidationOffsetPct,
+        invalidationOffsetMode: desk.invalidationOffsetMode,
+        ...(atrAtLastBar != null ? { atrAtLastBar } : {}),
         setupPurposeCode: 'bb-fade',
         invalidated,
         side,

package/dist/core/chart/analysis/trade-setups/bollinger-trade-setup.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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package/dist/core/chart/analysis/trade-setups/build-trade.d.ts CHANGED Viewed

@@ -1,9 +1,10 @@
 import type { NodeSdkConfig } from '../../../../config/schema.js';
 import type { SdkResult } from '../../../result.js';
 import type { DefiProtocolContext } from '../../../../mcp/defi/context.js';
-import type { EntryOffsetMode, EntryProximityMode } from './pattern-limit-entry.js';
+import type { EntryProximityMode } from './pattern-limit-entry.js';
 import type { TradeIdea } from './trade-idea.js';
 import { type HyperliquidTpslExecMode } from './trade-desk-defaults.js';
+export { applyEntryOffset, applyInvalidationOffset, applyTargetOffset } from './trade-price-offsets.js';
 export type BuildTradeProtocolId = 'hyperliquid' | 'arcus' | 'gmx' | 'uniswap';
 /** Trend structure take-profit base before desk targetOffsetPct (default: impulse-leg measured move). */
 export type TakeProfitSource = 'swing' | 'impulse_leg';
@@ -23,6 +24,7 @@ export type BuildTradeFromTradeIdeaInput = {
     enableTpslMonitor?: boolean;
     entryOffsetPct?: number;
     invalidationOffsetPct?: number;
+    invalidationOffsetMode?: EntryProximityMode;
     targetOffsetPct?: number;
     targetOffsetMode?: EntryProximityMode;
     /** Trend structure only: impulse-leg measured move (default) or recent swing target. */
@@ -60,10 +62,7 @@ export type BuildTradeFromTradeIdeaOutput = {
     /** When enableTpslMonitor was requested but cron could not be created. */
     tpslMonitorWarning?: string;
 };
-export declare function applyEntryOffset(price: number, side: TradeIdea['side'], offsetPct: number | undefined, mode: EntryOffsetMode): number;
-export declare function applyInvalidationOffset(price: number, side: TradeIdea['side'], offsetPct?: number): number;
 export declare function formatHumanPrice(price: number): string;
-export declare function applyTargetOffset(price: number, side: TradeIdea['side'], offsetPct?: number, mode?: EntryProximityMode, atr?: number | null): number;
 export declare function validateBuildTradePrices(idea: TradeIdea, input: BuildTradeFromTradeIdeaInput): SdkResult<{
     entry: number;
     invalidation?: number;

package/dist/core/chart/analysis/trade-setups/build-trade.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/core/chart/analysis/trade-setups/build-trade.js CHANGED Viewed

@@ -4,8 +4,11 @@ import { tradeIdeaWithFibSideOverride } from './trade-idea.js';
 import { buildUniswapSpotSwapFromTradeIdea } from './build-trade-uniswap.js';
 import { buildUniswapLimitOrderFromTradeIdea } from './build-trade-uniswap-limit.js';
 import { passesEntryProximityGate } from './trade-entry-gates.js';
-import { hyperliquidTradeDeskDefaults, } from './trade-desk-defaults.js';
+import { DEFAULT_TRADE_DESK_INVALIDATION_OFFSET_MODE, hyperliquidTradeDeskDefaults, resolveInvalidationOffsetPct, } from './trade-desk-defaults.js';
+import { applyEntryOffset, applyInvalidationOffset, applyTargetOffset, } from './trade-price-offsets.js';
+import { tradeLevelOrderUnclearReason } from './shared.js';
 import { resolveTradePurposeTextForBuild, tradeSetupPurposeCode, } from './trade-purpose-format.js';
+export { applyEntryOffset, applyInvalidationOffset, applyTargetOffset } from './trade-price-offsets.js';
 export const DEFAULT_TREND_TAKE_PROFIT_SOURCE = 'impulse_leg';
 const DEFAULT_CHAIN_BY_PROTOCOL = {
     hyperliquid: 999,
@@ -37,11 +40,7 @@ function entryOffsetModeFromIdea(idea) {
         return setup.setup.framing === 'break' ? 'retest' : 'bounce';
     }
     if (setup.kind === 'key_level_fibonacci') {
-        const mode = setup.setup.entryOffsetMode;
-        if (mode === 'bounce' || mode === 'retest') {
-            return mode;
-        }
-        return setup.setup.framing === 'break' ? 'retest' : 'bounce';
+        return setup.setup.entryOffsetMode ?? 'bounce';
     }
     if (setup.kind === 'trend_structure') {
         return setup.setup.entryOffsetMode ?? 'retest';
@@ -49,6 +48,18 @@ function entryOffsetModeFromIdea(idea) {
     if (setup.kind === 'bollinger_bands') {
         return setup.setup.entryOffsetMode ?? 'bounce';
     }
+    if (setup.kind === 'donchian_breakout') {
+        return setup.setup.entryOffsetMode ?? (setup.setup.entryMode === 'retest' ? 'retest' : 'bounce');
+    }
+    if (setup.kind === 'supertrend') {
+        return setup.setup.entryOffsetMode ?? (setup.setup.entryMode === 'retest' ? 'retest' : 'bounce');
+    }
+    if (setup.kind === 'ichimoku') {
+        return setup.setup.entryOffsetMode ?? (setup.setup.strategy === 'cloud' ? 'retest' : 'bounce');
+    }
+    if (setup.kind === 'z_score') {
+        return setup.setup.entryOffsetMode ?? 'bounce';
+    }
     if (setup.kind === 'moving_averages') {
         return setup.setup.entryOffsetMode ?? 'bounce';
     }
@@ -69,41 +80,6 @@ function takeProfitBasePrice(idea, input) {
     }
     return idea.target?.price;
 }
-export function applyEntryOffset(price, side, offsetPct, mode) {
-    if (offsetPct == null || !Number.isFinite(offsetPct) || offsetPct === 0) {
-        return price;
-    }
-    const factor = offsetPct / 100;
-    if (mode === 'retest') {
-        if (side === 'long') {
-            return price * (1 + factor);
-        }
-        if (side === 'short') {
-            return price * (1 - factor);
-        }
-        return price;
-    }
-    if (side === 'long') {
-        return price * (1 - factor);
-    }
-    if (side === 'short') {
-        return price * (1 + factor);
-    }
-    return price;
-}
-export function applyInvalidationOffset(price, side, offsetPct) {
-    if (offsetPct == null || !Number.isFinite(offsetPct) || offsetPct === 0) {
-        return price;
-    }
-    const factor = offsetPct / 100;
-    if (side === 'long') {
-        return price * (1 - factor);
-    }
-    if (side === 'short') {
-        return price * (1 + factor);
-    }
-    return price;
-}
 export function formatHumanPrice(price) {
     const abs = Math.abs(price);
     if (abs >= 1000) {
@@ -130,31 +106,6 @@ function atrAtLastBarFromTradeIdea(idea) {
     }
     return null;
 }
-export function applyTargetOffset(price, side, offsetPct, mode = 'price', atr) {
-    if (offsetPct == null || !Number.isFinite(offsetPct) || offsetPct === 0) {
-        return price;
-    }
-    const isShort = side === 'short';
-    const isLong = side === 'long';
-    if (mode === 'atr' && atr != null && Number.isFinite(atr) && atr > 0) {
-        const delta = (atr * offsetPct) / 100;
-        if (isLong) {
-            return price - delta;
-        }
-        if (isShort) {
-            return price + delta;
-        }
-        return price;
-    }
-    const factor = offsetPct / 100;
-    if (isLong) {
-        return price * (1 - factor);
-    }
-    if (isShort) {
-        return price * (1 + factor);
-    }
-    return price;
-}
 function resolveEffectivePrices(idea, input) {
     if (!idea.entry) {
         return null;
@@ -162,8 +113,17 @@ function resolveEffectivePrices(idea, input) {
     const hlDesk = hyperliquidTradeDeskDefaults();
     const mode = entryOffsetModeFromIdea(idea);
     const entry = applyEntryOffset(idea.entry.price, idea.side, input.entryOffsetPct, mode);
+    const invMode = input.invalidationOffsetMode ??
+        invalidationOffsetModeFromTradeIdea(idea) ??
+        DEFAULT_TRADE_DESK_INVALIDATION_OFFSET_MODE;
+    const atrForInv = atrAtLastBarFromTradeIdea(idea);
+    const atrOk = atrForInv != null;
+    const effectiveInvMode = invMode === 'atr' && !atrOk ? 'price' : invMode;
+    const invPct = invMode === 'atr' && !atrOk
+        ? resolveInvalidationOffsetPct('price', input.invalidationOffsetPct)
+        : resolveInvalidationOffsetPct(invMode, input.invalidationOffsetPct);
     const invalidation = idea.invalidation != null
-        ? applyInvalidationOffset(idea.invalidation.price, idea.side, input.invalidationOffsetPct)
+        ? applyInvalidationOffset(idea.invalidation.price, idea.side, invPct, effectiveInvMode, atrOk ? atrForInv : null)
         : undefined;
     const targetBase = takeProfitBasePrice(idea, input);
     const target = targetBase != null
@@ -177,6 +137,16 @@ function resolveEffectivePrices(idea, input) {
         : undefined;
     return { entry, invalidation, target };
 }
+function invalidationOffsetModeFromTradeIdea(idea) {
+    const setup = idea.analysisSetup.setup;
+    if ('invalidationOffsetMode' in setup) {
+        const mode = setup.invalidationOffsetMode;
+        if (mode === 'price' || mode === 'atr') {
+            return mode;
+        }
+    }
+    return undefined;
+}
 export function validateBuildTradePrices(idea, input) {
     if (idea.side !== 'long' && idea.side !== 'short') {
         return { ok: false, reason: 'Trade idea side must be long or short for limit builds.' };
@@ -233,15 +203,14 @@ export function validateBuildTradePrices(idea, input) {
             };
         }
     }
-    if (input.protocolId === 'hyperliquid' && (target != null || invalidation != null)) {
-        if (invalidation != null && target != null) {
-            if (idea.side === 'long' && !(invalidation < entry && entry < target)) {
-                return { ok: false, reason: 'Long bracket requires SL < entry < TP after desk offsets.' };
-            }
-            if (idea.side === 'short' && !(target < entry && entry < invalidation)) {
-                return { ok: false, reason: 'Short bracket requires TP < entry < SL after desk offsets.' };
-            }
-        }
+    const orderUnclear = tradeLevelOrderUnclearReason({
+        side: idea.side,
+        entry,
+        target,
+        invalidation,
+    });
+    if (orderUnclear) {
+        return { ok: false, reason: `${orderUnclear} (after desk offsets).` };
     }
     if (input.protocolId === 'uniswap' &&
         !passesEntryProximityGate({
@@ -475,10 +444,20 @@ function setupCodeFromTradeIdea(idea) {
             return fromSetup(s.setup.setupPurposeCode) || tradeSetupPurposeCode({ analysisType: 'trend_structure' });
         case 'bollinger_bands':
             return fromSetup(s.setup.setupPurposeCode) || 'bb-fade';
+        case 'donchian_breakout':
+            return fromSetup(s.setup.setupPurposeCode) || 'dc-ret';
+        case 'supertrend':
+            return fromSetup(s.setup.setupPurposeCode) || 'st-flip';
+        case 'ichimoku':
+            return fromSetup(s.setup.setupPurposeCode) || 'ichi-tk';
+        case 'z_score':
+            return fromSetup(s.setup.setupPurposeCode) || 'zs-fade';
         case 'moving_averages':
             return fromSetup(s.setup.setupPurposeCode) || 'ma-cross';
         case 'momentum':
             return tradeSetupPurposeCode({ analysisType: 'momentum' });
+        case 'divergence':
+            return fromSetup(s.setup.setupPurposeCode) || tradeSetupPurposeCode({ analysisType: 'divergence' });
         case 'candlestick':
             return tradeSetupPurposeCode({ analysisType: 'candlestick' });
         default:

package/dist/core/chart/analysis/trade-setups/build-trade.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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package/dist/core/chart/analysis/trade-setups/chart-data-purpose.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"chart-data-purpose.d.ts","sourceRoot":"","sources":["../../../../../src/core/chart/analysis/trade-setups/chart-data-purpose.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAC,iBAAiB,EAAC,MAAM,qBAAqB,CAAC;AAG3D,qFAAqF;AACrF,MAAM,MAAM,4BAA4B,GAAG;IAC1C,UAAU,EAAE,MAAM,CAAC;IACnB,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,QAAQ,CAAC,EAAE,MAAM,CAAC;CAClB,CAAC;AAeF,wBAAgB,yCAAyC,CAAC,QAAQ,CAAC,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS,CAgC/F;AAsBD,wBAAgB,wCAAwC,CAAC,OAAO,EAAE,OAAO,GAAG,MAAM,GAAG,SAAS,CA2C7F;AAED,wBAAgB,sCAAsC,CAAC,UAAU,CAAC,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS,CAkB9F;AAwDD,wBAAgB,8BAA8B,CAAC,KAAK,EAAE;IACrD,YAAY,CAAC,EAAE,IAAI,CAAC,iBAAiB,EAAE,UAAU,GAAG,cAAc,CAAC,CAAC;IACpE,YAAY,CAAC,EAAE,OAAO,CAAC;IACvB,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,gBAAgB,CAAC,EAAE,MAAM,CAAC;CAC1B,GAAG,4BAA4B,GAAG,SAAS,CAsB3C;AAED,qCAAqC;AACrC,wBAAgB,4BAA4B,CAC3C,SAAS,CAAC,EAAE,4BAA4B,GAAG,IAAI,GAC7C,MAAM,EAAE,CAYV;AAED,wBAAgB,uCAAuC,CACtD,IAAI,EAAE,OAAO,EACb,YAAY,CAAC,EAAE,OAAO,EACtB,aAAa,CAAC,EAAE,MAAM,EACtB,gBAAgB,CAAC,EAAE,MAAM,GACvB,4BAA4B,GAAG,SAAS,CAoB1C"}

package/dist/core/chart/analysis/trade-setups/chart-data-purpose.js CHANGED Viewed

@@ -24,7 +24,15 @@ export function chartDataSourceShortCodeFromFetchToolName(toolName) {
     if (raw.includes('uniswap') && base.includes('fetch_ohlcv')) {
         return 'uni';
     }
-    if (raw.includes('coinmarketcap') || base.includes('get_kline') || base.includes('get_crypto_ohlcv')) {
+    if (raw.includes('binance') || base.includes('get_klines') || base === 'binance_get_klines') {
+        return 'bn';
+    }
+    if (raw.includes('coinbase') || base === 'get_product_candles') {
+        return 'cb';
+    }
+    if (raw.includes('coinmarketcap') ||
+        base.includes('get_kline_candles') ||
+        base.includes('get_crypto_ohlcv')) {
         return 'cmc';
     }
     if (raw.includes('coingecko') || base === 'execute') {
@@ -66,6 +74,8 @@ export function chartDataSourceShortCodeFromFetchPayload(payload) {
                 return 'cg';
             case 'coinmarketcap_klines':
                 return 'cmc';
+            case 'coinbase_candles':
+                return 'cb';
             default:
                 return sanitizeDataSourceCode(explicit);
         }
@@ -74,6 +84,13 @@ export function chartDataSourceShortCodeFromFetchPayload(payload) {
     if (ohlcv?.coin != null) {
         return 'hl';
     }
+    if ((typeof record.productId === 'string' || record.dataSource === 'coinbase_candles') &&
+        'candles' in record) {
+        return 'cb';
+    }
+    if (Array.isArray(record.klines) && typeof record.symbol === 'string') {
+        return 'bn';
+    }
     if (typeof record.symbol === 'string' && 'candles' in record) {
         return 'gmx';
     }

package/dist/core/chart/analysis/trade-setups/chart-data-purpose.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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1	+ 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