npm - @continuumdao/continuum-node-sdk - Versions diffs - 1.3.38 → 1.3.39 - Mend

@continuumdao/continuum-node-sdk 1.3.38 → 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 (376) hide show

package/dist/core/chart/overlay-schemas.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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package/dist/core/chart/overlays.d.ts CHANGED Viewed

@@ -2,8 +2,9 @@ import type { SdkResult } from '../result.js';
 import type { PrepareChartOutput } from './schemas.js';
 import type { ChartOverlayInput } from './overlay-schemas.js';
 type NormalizedChartSeries = PrepareChartOutput['chart']['series'][number];
-/** Resolve pane ids for rsi / stochasticrsi overlays in the same order expandChartOverlays uses. */
-export declare function resolveOscillatorPaneIds(overlays: ChartOverlayInput[] | undefined): Partial<Record<'rsi' | 'stochasticrsi' | 'macd' | 'zscore', string>>;
+type OscillatorOverlayType = 'rsi' | 'stochasticrsi' | 'macd' | 'zscore' | 'obv' | 'ad' | 'adosc';
+/** Resolve pane ids for oscillator overlays in the same order expandChartOverlays uses. */
+export declare function resolveOscillatorPaneIds(overlays: ChartOverlayInput[] | undefined): Partial<Record<OscillatorOverlayType, string>>;
 export declare function expandChartOverlays(baseSeries: NormalizedChartSeries[], overlays: ChartOverlayInput[] | undefined): SdkResult<NormalizedChartSeries[]>;
 export {};
 //# sourceMappingURL=overlays.d.ts.map

package/dist/core/chart/overlays.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"overlays.d.ts","sourceRoot":"","sources":["../../../src/core/chart/overlays.ts"],"names":[],"mappings":"AACA,OAAO,KAAK,EAAC,SAAS,EAAC,MAAM,cAAc,CAAC;AAG5C,OAAO,KAAK,EAAC,kBAAkB,EAAC,MAAM,cAAc,CAAC;AACrD,OAAO,KAAK,EAAC,iBAAiB,EAAC,MAAM,sBAAsB,CAAC;AAK5D,KAAK,qBAAqB,GAAG,kBAAkB,CAAC,OAAO,CAAC,CAAC,QAAQ,CAAC,CAAC,MAAM,CAAC,CAAC;AAo9C3E,KAAK,qBAAqB,GACvB,KAAK,GACL,eAAe,GACf,MAAM,GACN,QAAQ,GACR,KAAK,GACL,IAAI,GACJ,OAAO,CAAC;AAcX,2FAA2F;AAC3F,wBAAgB,wBAAwB,CACvC,QAAQ,EAAE,iBAAiB,EAAE,GAAG,SAAS,GACvC,OAAO,CAAC,MAAM,CAAC,qBAAqB,EAAE,MAAM,CAAC,CAAC,CAehD;AA4dD,wBAAgB,mBAAmB,CAClC,UAAU,EAAE,qBAAqB,EAAE,EACnC,QAAQ,EAAE,iBAAiB,EAAE,GAAG,SAAS,GACvC,SAAS,CAAC,qBAAqB,EAAE,CAAC,CAqKpC"}

package/dist/core/chart/overlays.js CHANGED Viewed

@@ -1,6 +1,8 @@
 import { calculateTechnicalIndicator } from '../ta/calculate.js';
 import { PATTERN_OVERLAY_STYLE } from '../chart-patterns/drawing-spec.js';
 import { fibLevelShowsAxisLabel } from './analysis/key-level-fib-label.js';
+import { chartTimeKey } from './volume-direction.js';
+import { coerceFiniteNumber } from './point-normalize.js';
 const DEFAULT_MA_PERIOD = 20;
 const DEFAULT_BOLLINGER_PERIOD = 20;
 const DEFAULT_BOLLINGER_STD_DEV = 2;
@@ -39,9 +41,11 @@ function findSourceSeries(seriesList, sourceSeriesId) {
     const closes = [];
     const highs = [];
     const lows = [];
+    const volumes = [];
     let high = Number.NEGATIVE_INFINITY;
     let low = Number.POSITIVE_INFINITY;
     let hasOhlc = false;
+    let hasRowVolume = true;
     for (const row of source.data) {
         const time = row.time;
         if (time == null) {
@@ -64,6 +68,13 @@ function findSourceSeries(seriesList, sourceSeriesId) {
             hasOhlc = true;
             high = Math.max(high, rowHigh);
             low = Math.min(low, rowLow);
+            const vol = coerceFiniteNumber(row.volume ?? row.volumeUSD ?? row.volumeUsd ?? row.v);
+            if (vol == null || vol < 0) {
+                hasRowVolume = false;
+            }
+            else {
+                volumes.push(vol);
+            }
             continue;
         }
         if (source.type === 'line' || source.type === 'area') {
@@ -75,6 +86,7 @@ function findSourceSeries(seriesList, sourceSeriesId) {
             closes.push(value);
             high = Math.max(high, value);
             low = Math.min(low, value);
+            hasRowVolume = false;
         }
     }
     if (times.length === 0) {
@@ -92,11 +104,72 @@ function findSourceSeries(seriesList, sourceSeriesId) {
             times,
             closes,
             ...(hasOhlc ? { highs, lows } : {}),
+            ...(hasRowVolume && volumes.length === times.length ? { volumes } : {}),
             high,
             low,
         },
     };
 }
+function volumeByTimeFromSeriesList(seriesList) {
+    const map = new Map();
+    const histograms = seriesList.filter(s => s.type === 'histogram');
+    const preferred = histograms.find(s => s.id === 'volume') ??
+        histograms.find(s => /volume/i.test(s.label ?? '')) ??
+        histograms[0];
+    if (!preferred) {
+        return map;
+    }
+    for (const row of preferred.data) {
+        const time = row.time;
+        const value = coerceFiniteNumber(row.value);
+        if (time == null || value == null || value < 0) {
+            continue;
+        }
+        map.set(chartTimeKey(time), value);
+    }
+    return map;
+}
+function findSourceSeriesWithVolume(seriesList, sourceSeriesId, options) {
+    const sourceResult = findSourceSeries(seriesList, sourceSeriesId);
+    if (!sourceResult.ok) {
+        return sourceResult;
+    }
+    const source = sourceResult.data;
+    if (options?.requireOhlc && (!source.highs || !source.lows)) {
+        return {
+            ok: false,
+            reason: `Overlay source "${sourceSeriesId}" must be a candlestick series (high/low required).`,
+        };
+    }
+    let volumes = source.volumes;
+    if (!volumes || volumes.length !== source.times.length) {
+        const volByTime = volumeByTimeFromSeriesList(seriesList);
+        const aligned = [];
+        for (const time of source.times) {
+            const vol = volByTime.get(chartTimeKey(time));
+            if (vol == null) {
+                return {
+                    ok: false,
+                    reason: `Overlay needs volume for "${sourceSeriesId}" — add a volume histogram series ` +
+                        `(or per-bar volume on candles). CoinGecko OHLC-only feeds have no volume.`,
+                };
+            }
+            aligned.push(vol);
+        }
+        volumes = aligned;
+    }
+    const highs = source.highs ?? source.closes;
+    const lows = source.lows ?? source.closes;
+    return {
+        ok: true,
+        data: {
+            ...source,
+            highs,
+            lows,
+            volumes,
+        },
+    };
+}
 function primaryTimeSpan(seriesList) {
     const primary = seriesList.find(s => s.type === 'candlestick' || s.type === 'line');
     if (!primary || primary.data.length === 0) {
@@ -1230,7 +1303,16 @@ function oscillatorPaneId(overlay, index) {
     const base = overlay.id ?? `${overlay.type}_${index}`;
     return `osc_${base.replace(/[^a-zA-Z0-9_-]/g, '_')}`;
 }
-/** Resolve pane ids for rsi / stochasticrsi overlays in the same order expandChartOverlays uses. */
+function isOscillatorOverlayType(type) {
+    return (type === 'rsi' ||
+        type === 'zscore' ||
+        type === 'macd' ||
+        type === 'stochasticrsi' ||
+        type === 'obv' ||
+        type === 'ad' ||
+        type === 'adosc');
+}
+/** Resolve pane ids for oscillator overlays in the same order expandChartOverlays uses. */
 export function resolveOscillatorPaneIds(overlays) {
     const out = {};
     if (!overlays?.length) {
@@ -1238,10 +1320,7 @@ export function resolveOscillatorPaneIds(overlays) {
     }
     let oscillatorIndex = 0;
     for (const overlay of overlays) {
-        if (overlay.type === 'rsi' ||
-            overlay.type === 'zscore' ||
-            overlay.type === 'macd' ||
-            overlay.type === 'stochasticrsi') {
+        if (isOscillatorOverlayType(overlay.type)) {
             const paneId = oscillatorPaneId(overlay, oscillatorIndex++);
             if (out[overlay.type] == null) {
                 out[overlay.type] = paneId;
@@ -1522,6 +1601,59 @@ function computeMacdOverlay(overlay, source, paneId) {
         ], paneId),
     };
 }
+function computeVolumeLineOverlay(overlay, source, paneId) {
+    const indicator = overlay.type === 'ad' ? 'adl' : overlay.type === 'obv' ? 'obv' : 'adosc';
+    const params = overlay.type === 'adosc'
+        ? {
+            ...(overlay.fastPeriod != null ? { fastPeriod: overlay.fastPeriod } : {}),
+            ...(overlay.slowPeriod != null ? { slowPeriod: overlay.slowPeriod } : {}),
+        }
+        : {};
+    const input = overlay.type === 'obv'
+        ? { close: source.closes, volume: source.volumes }
+        : {
+            high: source.highs,
+            low: source.lows,
+            close: source.closes,
+            volume: source.volumes,
+        };
+    const result = calculateTechnicalIndicator({
+        indicator,
+        params,
+        input,
+        options: { maxPoints: source.closes.length },
+    });
+    if (!result.ok) {
+        return result;
+    }
+    const data = alignNumericIndicator(source.times, result.data.result, result.data.warmupCount);
+    if (data.length === 0) {
+        return {
+            ok: false,
+            reason: `Overlay ${overlay.type} has no points after warmup (need more history or volume).`,
+        };
+    }
+    const defaultLabel = overlay.type === 'obv'
+        ? 'OBV'
+        : overlay.type === 'ad'
+            ? 'A/D'
+            : `ADOSC(${overlay.fastPeriod ?? 3},${overlay.slowPeriod ?? 10})`;
+    const id = overlay.id ?? `${overlay.type}_${overlay.sourceSeriesId}`;
+    return {
+        ok: true,
+        data: tagSeriesPane([
+            {
+                id,
+                type: 'line',
+                label: overlay.label ?? defaultLabel,
+                data,
+                priceScaleId: 'right',
+                overlay: true,
+                style: overlay.style ?? { lineStyle: 'solid', lineWidth: 2, color: '#0ea5e9' },
+            },
+        ], paneId),
+    };
+}
 function computeStochasticRsiOverlay(overlay, source, paneId) {
     const params = {
         ...(overlay.rsiPeriod != null ? { rsiPeriod: overlay.rsiPeriod } : {}),
@@ -1607,6 +1739,9 @@ export function expandChartOverlays(baseSeries, overlays) {
     let oscillatorIndex = 0;
     const paneByOsc = resolveOscillatorPaneIds(overlays);
     for (const overlay of overlays) {
+        if (overlay.type === 'trade_position' || overlay.type === 'liquidity_depth_profile') {
+            continue;
+        }
         let overlaySeries;
         if (overlay.type === 'horizontal_levels' ||
             overlay.type === 'pivot_levels' ||
@@ -1659,29 +1794,37 @@ export function expandChartOverlays(baseSeries, overlays) {
             }
             overlaySeries = computeFibonacciOverlay(overlay, span.data.timeStart, span.data.timeEnd, range);
         }
-        else if (overlay.type === 'rsi' ||
-            overlay.type === 'zscore' ||
-            overlay.type === 'macd' ||
-            overlay.type === 'stochasticrsi') {
-            const sourceResult = findSourceSeries(baseSeries, overlay.sourceSeriesId);
-            if (!sourceResult.ok) {
-                return sourceResult;
-            }
+        else if (isOscillatorOverlayType(overlay.type)) {
             const paneId = oscillatorPaneId(overlay, oscillatorIndex++);
-            if (overlay.type === 'rsi') {
-                overlaySeries = computeRsiOverlay(overlay, sourceResult.data, paneId);
-            }
-            else if (overlay.type === 'zscore') {
-                overlaySeries = computeZScoreOverlay(overlay, sourceResult.data, paneId);
-            }
-            else if (overlay.type === 'macd') {
-                overlaySeries = computeMacdOverlay(overlay, sourceResult.data, paneId);
-            }
-            else if (overlay.type === 'stochasticrsi') {
-                overlaySeries = computeStochasticRsiOverlay(overlay, sourceResult.data, paneId);
+            if (overlay.type === 'obv' ||
+                overlay.type === 'ad' ||
+                overlay.type === 'adosc') {
+                const sourceResult = findSourceSeriesWithVolume(baseSeries, overlay.sourceSeriesId, { requireOhlc: overlay.type !== 'obv' });
+                if (!sourceResult.ok) {
+                    return sourceResult;
+                }
+                overlaySeries = computeVolumeLineOverlay(overlay, sourceResult.data, paneId);
             }
             else {
-                return { ok: false, reason: `Unsupported oscillator overlay type.` };
+                const sourceResult = findSourceSeries(baseSeries, overlay.sourceSeriesId);
+                if (!sourceResult.ok) {
+                    return sourceResult;
+                }
+                if (overlay.type === 'rsi') {
+                    overlaySeries = computeRsiOverlay(overlay, sourceResult.data, paneId);
+                }
+                else if (overlay.type === 'zscore') {
+                    overlaySeries = computeZScoreOverlay(overlay, sourceResult.data, paneId);
+                }
+                else if (overlay.type === 'macd') {
+                    overlaySeries = computeMacdOverlay(overlay, sourceResult.data, paneId);
+                }
+                else if (overlay.type === 'stochasticrsi') {
+                    overlaySeries = computeStochasticRsiOverlay(overlay, sourceResult.data, paneId);
+                }
+                else {
+                    return { ok: false, reason: `Unsupported oscillator overlay type.` };
+                }
             }
         }
         else {