@continuumdao/continuum-node-sdk 1.3.38 → 1.3.39

package/dist/core/chart/analysis/trade-setups/trade-position-overlay.js

@@ -0,0 +1,113 @@
+import { DEFAULT_ASSUMED_LEVERAGE, tradeLevelsLiquidationAndRatio, } from './trade-ratio.js';
+import { isFiniteTradePrice } from './shared.js';
+export function tradePositionOverlayFromLevels(input) {
+    if (input.omitTradeRatio) {
+        return null;
+    }
+    if (!isFiniteTradePrice(input.entry) ||
+        !isFiniteTradePrice(input.target) ||
+        !isFiniteTradePrice(input.invalidation)) {
+        return null;
+    }
+    if (input.side === 'long') {
+        if (!(input.target > input.entry && input.entry > input.invalidation)) {
+            return null;
+        }
+    }
+    else if (!(input.target < input.entry && input.entry < input.invalidation)) {
+        return null;
+    }
+    const ratio = tradeLevelsLiquidationAndRatio({
+        side: input.side,
+        entry: input.entry,
+        target: input.target,
+        invalidation: input.invalidation,
+        leverage: input.leverage ?? DEFAULT_ASSUMED_LEVERAGE,
+        protocolId: input.protocolId,
+        includeLiquidation: input.includeLiquidation,
+    });
+    return {
+        type: 'trade_position',
+        side: input.side,
+        entry: input.entry,
+        target: input.target,
+        invalidation: input.invalidation,
+        ...(ratio.liquidationPrice != null ? { liquidation: ratio.liquidationPrice } : {}),
+        ...(ratio.tradeRatio != null ? { tradeRatio: ratio.tradeRatio } : {}),
+        showTradeRatio: true,
+        id: 'trade_position',
+    };
+}
+function levelPrice(direct, nested, fallback) {
+    if (isFiniteTradePrice(direct)) {
+        return direct;
+    }
+    if (nested && isFiniteTradePrice(nested.price)) {
+        return nested.price;
+    }
+    if (isFiniteTradePrice(fallback)) {
+        return fallback;
+    }
+    return undefined;
+}
+export function tradePositionOverlayFromTradeSetup(setup, options) {
+    if (!setup || options?.omitTradeRatio) {
+        return null;
+    }
+    const side = setup.side === 'long' || setup.side === 'short' ? setup.side : null;
+    if (!side) {
+        return null;
+    }
+    const entry = levelPrice(setup.triggerPrice, setup.entry, setup.entryPrice);
+    const target = levelPrice(setup.targetPrice, setup.target);
+    const invalidation = levelPrice(setup.invalidationPrice, setup.invalidation);
+    if (entry == null || target == null || invalidation == null) {
+        return null;
+    }
+    return tradePositionOverlayFromLevels({
+        side,
+        entry,
+        target,
+        invalidation,
+        leverage: options?.leverage,
+        omitTradeRatio: options?.omitTradeRatio,
+        protocolId: options?.protocolId,
+        includeLiquidation: options?.includeLiquidation,
+    });
+}
+/** Pull a trade-setup-like object from analyze_* analysis payloads. */
+export function tradeSetupFromAnalysis(analysis) {
+    if (!analysis) {
+        return null;
+    }
+    const keys = [
+        'chartPatternTradeSetup',
+        'trendStructureTradeSetup',
+        'elliottWaveTradeSetup',
+        'keyLevelsTradeSetup',
+        'keyLevelFibTradeSetup',
+        'momentumTradeSetup',
+        'divergenceTradeSetup',
+        'rangeVolatilityTradeSetup',
+        'bollingerTradeSetup',
+        'donchianTradeSetup',
+        'supertrendTradeSetup',
+        'ichimokuTradeSetup',
+        'zScoreTradeSetup',
+        'movingAveragesTradeSetup',
+        'candlestickTradeSetup',
+    ];
+    for (const key of keys) {
+        const raw = analysis[key];
+        if (raw && typeof raw === 'object') {
+            return raw;
+        }
+    }
+    for (const [key, raw] of Object.entries(analysis)) {
+        if (key.endsWith('TradeSetup') && raw && typeof raw === 'object') {
+            return raw;
+        }
+    }
+    return null;
+}
+//# sourceMappingURL=trade-position-overlay.js.map

package/dist/core/chart/analysis/trade-setups/trade-position-overlay.js.map

@@ -0,0 +1 @@
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package/dist/core/chart/analysis/trade-setups/trade-price-offsets.d.ts

@@ -0,0 +1,42 @@
+import type { EntryOffsetMode, EntryProximityMode } from './pattern-limit-entry.js';
+import type { TradeSetupSide } from './shared.js';
+export declare function applyEntryOffset(price: number, side: TradeSetupSide, offsetPct: number | undefined, mode: EntryOffsetMode): number;
+export declare function applyInvalidationOffset(price: number, side: TradeSetupSide, offsetPct?: number, mode?: EntryProximityMode, atr?: number | null): number;
+export declare function applyTargetOffset(price: number, side: TradeSetupSide, offsetPct?: number, mode?: EntryProximityMode, atr?: number | null): number;
+export type DeskOffsetPriceInput = {
+    side: TradeSetupSide;
+    entry: number;
+    target?: number;
+    invalidation?: number;
+    entryOffsetMode?: EntryOffsetMode;
+    entryOffsetPct?: number;
+    invalidationOffsetPct?: number;
+    invalidationOffsetMode?: EntryProximityMode;
+    /** When omitted, target is left unadjusted (analysis-level check). */
+    targetOffsetPct?: number;
+    targetOffsetMode?: EntryProximityMode;
+    atr?: number | null;
+};
+/** Apply desk offsets; defaults match trade-desk entry/invalidation pcts. */
+export declare function pricesAfterDeskOffsets(input: DeskOffsetPriceInput): {
+    entry: number;
+    target?: number;
+    invalidation?: number;
+};
+/** Convenience: analysis-time check uses entry/invalidation desk defaults, not TP band. */
+export declare function pricesAfterDefaultDeskOffsets(input: {
+    side: TradeSetupSide;
+    entry: number;
+    target?: number;
+    invalidation?: number;
+    entryOffsetMode?: EntryOffsetMode;
+    entryOffsetPct?: number;
+    invalidationOffsetPct?: number;
+    invalidationOffsetMode?: EntryProximityMode;
+    atr?: number | null;
+}): {
+    entry: number;
+    target?: number;
+    invalidation?: number;
+};
+//# sourceMappingURL=trade-price-offsets.d.ts.map

package/dist/core/chart/analysis/trade-setups/trade-price-offsets.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/chart/analysis/trade-setups/trade-price-offsets.js

@@ -0,0 +1,116 @@
+import { DEFAULT_TRADE_DESK_ENTRY_OFFSET_PCT, DEFAULT_TRADE_DESK_INVALIDATION_OFFSET_MODE, DEFAULT_HYPERLIQUID_TARGET_OFFSET_MODE, resolveInvalidationOffsetPct, } from './trade-desk-defaults.js';
+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, 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;
+}
+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;
+}
+/** Apply desk offsets; defaults match trade-desk entry/invalidation pcts. */
+export function pricesAfterDeskOffsets(input) {
+    const side = input.side;
+    const entryMode = input.entryOffsetMode ?? 'bounce';
+    const entryOffsetPct = input.entryOffsetPct ?? DEFAULT_TRADE_DESK_ENTRY_OFFSET_PCT;
+    const invMode = input.invalidationOffsetMode ?? DEFAULT_TRADE_DESK_INVALIDATION_OFFSET_MODE;
+    const atr = invMode === 'atr' ? input.atr : null;
+    const atrOk = atr != null && Number.isFinite(atr) && atr > 0;
+    // Missing ATR under atr mode → price mode with price-scale pct (not atr default 25 as %).
+    const effectiveInvMode = invMode === 'atr' && !atrOk ? 'price' : invMode;
+    const invalidationOffsetPct = invMode === 'atr' && !atrOk
+        ? resolveInvalidationOffsetPct('price', input.invalidationOffsetPct)
+        : resolveInvalidationOffsetPct(invMode, input.invalidationOffsetPct);
+    const entry = applyEntryOffset(input.entry, side, entryOffsetPct, entryMode);
+    const invalidation = input.invalidation != null
+        ? applyInvalidationOffset(input.invalidation, side, invalidationOffsetPct, effectiveInvMode, atrOk ? atr : null)
+        : undefined;
+    let target = input.target;
+    if (target != null && input.targetOffsetPct != null) {
+        const mode = input.targetOffsetMode ?? DEFAULT_HYPERLIQUID_TARGET_OFFSET_MODE;
+        const targetAtr = mode === 'atr' ? input.atr : null;
+        const effectiveMode = mode === 'atr' && targetAtr == null ? 'price' : mode;
+        target = applyTargetOffset(target, side, input.targetOffsetPct, effectiveMode, targetAtr);
+    }
+    return {
+        entry,
+        ...(target != null ? { target } : {}),
+        ...(invalidation != null ? { invalidation } : {}),
+    };
+}
+/** Convenience: analysis-time check uses entry/invalidation desk defaults, not TP band. */
+export function pricesAfterDefaultDeskOffsets(input) {
+    return pricesAfterDeskOffsets({
+        ...input,
+        entryOffsetPct: input.entryOffsetPct ?? DEFAULT_TRADE_DESK_ENTRY_OFFSET_PCT,
+        // Leave pct unresolved here so atr→price ATR-missing fallback can use price-scale default (1),
+        // not the atr default (25) applied as a price %.
+        invalidationOffsetMode: input.invalidationOffsetMode ?? DEFAULT_TRADE_DESK_INVALIDATION_OFFSET_MODE,
+        // Leave analysis target unadjusted; TP band is applied only at build time.
+        targetOffsetPct: undefined,
+    });
+}
+//# sourceMappingURL=trade-price-offsets.js.map

package/dist/core/chart/analysis/trade-setups/trade-price-offsets.js.map

@@ -0,0 +1 @@
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package/dist/core/chart/analysis/trade-setups/trade-ratio.d.ts

@@ -0,0 +1,54 @@
+import type { TradeSetupSide } from './shared.js';
+/** Minimum reward/risk (Trade Ratio) for a clear idea. Desk default. */
+export declare const DEFAULT_MIN_TRADE_RATIO = 3;
+/** Assumed isolated leverage for analysis-time liquidation estimate (perps only). Desk default. */
+export declare const DEFAULT_ASSUMED_LEVERAGE = 10;
+/** Spot venues with no liquidation estimate (e.g. Uniswap V4). */
+export declare function tradeIdeaSupportsLiquidationEstimate(protocolId?: string | null, chartDataSource?: string | null): boolean;
+/**
+ * Isolated-style liquidation estimate from entry and leverage (perp venues only).
+ * long: entry × (1 − 1/leverage); short: entry × (1 + 1/leverage).
+ */
+export declare function estimateLiquidationPrice(input: {
+    side: 'long' | 'short';
+    entry: number;
+    leverage?: number;
+}): number | undefined;
+/**
+ * Trade Ratio using invalidation as risk distance:
+ * long (target − entry) / (entry − invalidation);
+ * short (entry − target) / (invalidation − entry).
+ */
+export declare function computeTradeRatio(input: {
+    side: 'long' | 'short';
+    entry: number;
+    target: number;
+    invalidation: number;
+}): number | undefined;
+export declare function tradeLevelsLiquidationAndRatio(input: {
+    side: TradeSetupSide;
+    entry?: number;
+    target?: number;
+    invalidation?: number;
+    leverage?: number;
+    /** When false (Uniswap / spot), skip liquidation estimate. Default true when unset. */
+    includeLiquidation?: boolean;
+    protocolId?: string | null;
+    chartDataSource?: string | null;
+}): {
+    liquidationPrice?: number;
+    tradeRatio?: number;
+    assumedLeverage?: number;
+};
+/**
+ * When Trade Ratio is available and below min, return an unclearReason.
+ * Skipped when levels/ratio cannot be computed.
+ */
+export declare function tradeRatioUnclearReason(input: {
+    side: TradeSetupSide;
+    entry?: number;
+    target?: number;
+    invalidation?: number;
+    minTradeRatio?: number;
+}): string | undefined;
+//# sourceMappingURL=trade-ratio.d.ts.map

package/dist/core/chart/analysis/trade-setups/trade-ratio.d.ts.map

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package/dist/core/chart/analysis/trade-setups/trade-ratio.js

@@ -0,0 +1,126 @@
+import { isFiniteTradePrice } from './shared.js';
+/** Minimum reward/risk (Trade Ratio) for a clear idea. Desk default. */
+export const DEFAULT_MIN_TRADE_RATIO = 3;
+/** Assumed isolated leverage for analysis-time liquidation estimate (perps only). Desk default. */
+export const DEFAULT_ASSUMED_LEVERAGE = 10;
+/** Spot venues with no liquidation estimate (e.g. Uniswap V4). */
+export function tradeIdeaSupportsLiquidationEstimate(protocolId, chartDataSource) {
+    const ds = chartDataSource?.trim().toLowerCase() ?? '';
+    if (ds === 'uni') {
+        return false;
+    }
+    const proto = protocolId?.trim().toLowerCase() ?? '';
+    if (!proto) {
+        return true;
+    }
+    return proto !== 'uniswap' && proto !== 'uniswap-v4' && proto !== 'uni';
+}
+/**
+ * Isolated-style liquidation estimate from entry and leverage (perp venues only).
+ * long: entry × (1 − 1/leverage); short: entry × (1 + 1/leverage).
+ */
+export function estimateLiquidationPrice(input) {
+    const leverage = input.leverage ?? DEFAULT_ASSUMED_LEVERAGE;
+    if (!isFiniteTradePrice(input.entry) || !isFiniteTradePrice(leverage) || leverage <= 1) {
+        return undefined;
+    }
+    const factor = 1 / leverage;
+    if (input.side === 'long') {
+        const price = input.entry * (1 - factor);
+        return isFiniteTradePrice(price) && price > 0 ? price : undefined;
+    }
+    const price = input.entry * (1 + factor);
+    return isFiniteTradePrice(price) && price > 0 ? price : undefined;
+}
+/**
+ * Trade Ratio using invalidation as risk distance:
+ * long (target − entry) / (entry − invalidation);
+ * short (entry − target) / (invalidation − entry).
+ */
+export function computeTradeRatio(input) {
+    const { side, entry, target, invalidation } = input;
+    if (!isFiniteTradePrice(entry) ||
+        !isFiniteTradePrice(target) ||
+        !isFiniteTradePrice(invalidation)) {
+        return undefined;
+    }
+    if (side === 'long') {
+        const reward = target - entry;
+        const risk = entry - invalidation;
+        if (!(reward > 0) || !(risk > 0)) {
+            return undefined;
+        }
+        return reward / risk;
+    }
+    const reward = entry - target;
+    const risk = invalidation - entry;
+    if (!(reward > 0) || !(risk > 0)) {
+        return undefined;
+    }
+    return reward / risk;
+}
+export function tradeLevelsLiquidationAndRatio(input) {
+    const includeLiquidation = input.includeLiquidation ??
+        tradeIdeaSupportsLiquidationEstimate(input.protocolId, input.chartDataSource);
+    const assumedLeverage = includeLiquidation
+        ? (input.leverage ?? DEFAULT_ASSUMED_LEVERAGE)
+        : undefined;
+    if (input.side !== 'long' && input.side !== 'short') {
+        return assumedLeverage != null ? { assumedLeverage } : {};
+    }
+    if (!isFiniteTradePrice(input.entry) ||
+        !isFiniteTradePrice(input.target) ||
+        !isFiniteTradePrice(input.invalidation)) {
+        return assumedLeverage != null ? { assumedLeverage } : {};
+    }
+    const tradeRatio = computeTradeRatio({
+        side: input.side,
+        entry: input.entry,
+        target: input.target,
+        invalidation: input.invalidation,
+    });
+    const liquidationPrice = includeLiquidation && assumedLeverage != null
+        ? estimateLiquidationPrice({
+            side: input.side,
+            entry: input.entry,
+            leverage: assumedLeverage,
+        })
+        : undefined;
+    return {
+        ...(liquidationPrice != null ? { liquidationPrice } : {}),
+        ...(tradeRatio != null ? { tradeRatio } : {}),
+        ...(assumedLeverage != null ? { assumedLeverage } : {}),
+    };
+}
+/**
+ * When Trade Ratio is available and below min, return an unclearReason.
+ * Skipped when levels/ratio cannot be computed.
+ */
+export function tradeRatioUnclearReason(input) {
+    if (input.side !== 'long' && input.side !== 'short') {
+        return undefined;
+    }
+    const min = input.minTradeRatio ?? DEFAULT_MIN_TRADE_RATIO;
+    if (!isFiniteTradePrice(min) || min <= 0) {
+        return undefined;
+    }
+    if (!isFiniteTradePrice(input.entry) ||
+        !isFiniteTradePrice(input.target) ||
+        !isFiniteTradePrice(input.invalidation)) {
+        return undefined;
+    }
+    const ratio = computeTradeRatio({
+        side: input.side,
+        entry: input.entry,
+        target: input.target,
+        invalidation: input.invalidation,
+    });
+    if (ratio == null) {
+        return undefined;
+    }
+    if (ratio < min) {
+        return `Trade Ratio ${ratio.toFixed(2)} below minimum ${min}.`;
+    }
+    return undefined;
+}
+//# sourceMappingURL=trade-ratio.js.map

package/dist/core/chart/analysis/trade-setups/trade-ratio.js.map

@@ -0,0 +1 @@
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package/dist/core/chart/analysis/trade-setups/trend-structure-trade-setup.d.ts

@@ -1,4 +1,5 @@
 import type { TrendLine } from '../../levels/trend-lines.js';
+import type { EntryProximityMode } from './pattern-limit-entry.js';
 import type { TradeSetupSide, TradeSetupStatus } from './shared.js';
 export type TrendStructureMeasuredMove = {
     targetPrice: number;
@@ -30,8 +31,41 @@ export type TrendStructureTradeSetup = {
     trendLineNumber?: number;
     entryOffsetMode?: 'retest';
     setupPurposeCode?: string;
+    invalidationOffsetPct?: number;
+    invalidationOffsetMode?: EntryProximityMode;
+    atrAtLastBar?: number;
     unclearReason?: string;
 };
+/** Relative gap required between entry and invalidation for a clear trend setup. */
+export declare const TREND_MIN_INVALIDATION_GAP_PCT = 0.15;
+/**
+ * Invalidation for trend retests must sit beyond the entry line — not on the same
+ * swing that anchors the line (which collapses risk to ~0).
+ *
+ * Short: prefer a swing high clearly above entry; else buffer above the line.
+ * Long: prefer a swing low clearly below entry; else buffer below the line.
+ */
+export declare function resolveTrendStructureInvalidation(input: {
+    side: 'long' | 'short';
+    triggerPrice: number;
+    swingHigh: {
+        price: number;
+    } | null;
+    swingLow: {
+        price: number;
+    } | null;
+    swingHighs?: Array<{
+        price: number;
+    }> | null;
+    swingLows?: Array<{
+        price: number;
+    }> | null;
+    bars: Record<string, unknown>[];
+    invalidationOffsetPct?: number;
+}): {
+    price: number;
+    label: string;
+} | null;
 export declare function computeTrendStructureImpulseMeasuredMove(input: {
     side: TradeSetupSide;
     triggerPrice?: number;
@@ -52,10 +86,21 @@ export declare function buildTrendStructureTradeSetup(input: {
     swingLow: {
         price: number;
     } | null;
+    /** Optional extra swing highs (newest-first or unsorted) for invalidation selection. */
+    swingHighs?: Array<{
+        price: number;
+    }> | null;
+    /** Optional extra swing lows for invalidation selection. */
+    swingLows?: Array<{
+        price: number;
+    }> | null;
     primaryTrendLine: TrendLine | null;
     trendLineNumber?: number | null;
     bars: Record<string, unknown>[];
     minConfidence?: number;
+    invalidationOffsetPct?: number;
+    invalidationOffsetMode?: EntryProximityMode;
+    entryProximityAtrPeriod?: number;
 }): TrendStructureTradeSetup | null;
 export declare function normalizeTrendStructureTradeSetup(setup: TrendStructureTradeSetup): {
     status: TradeSetupStatus;

package/dist/core/chart/analysis/trade-setups/trend-structure-trade-setup.d.ts.map

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