@continuumdao/continuum-node-sdk 1.3.38 → 1.3.39

package/dist/core/chart/analysis/liquidity-depth-drawings-tools.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/chart/analysis/liquidity-depth-drawings-tools.js

@@ -0,0 +1,161 @@
+import { z } from 'zod';
+import { DEFAULT_DEPTH_AVERAGE_WINDOW_SEC, DEFAULT_DEPTH_EXCHANGE_ID, DEFAULT_DEPTH_LIMIT, DEFAULT_DEPTH_SAMPLE_INTERVAL_SEC, DepthExchangeIdSchema, ensureDepthSampler, fetchBinanceDepthSnapshot, fetchCoinbaseDepthSnapshot, getAveragedDepthProfile, ingestDepthSnapshot, inferDepthExchangeId, resolveBinanceDepthLimit, resolveCoinbaseDepthLimit, resolveDepthSymbol, } from '../depth/index.js';
+import { mergeLiquidityDepthProfileIntoOverlays, stripLiquidityDepthProfileFromOverlays, } from '../liquidity-depth-profile-replay.js';
+import { prepareChart } from '../prepare.js';
+import { ChartPrepareReplaySchema, PrepareChartOutputSchema } from '../schemas.js';
+import { ChartLiveBindingSchema } from '../live/schemas.js';
+import { preprocessOhlcvToolInput } from './ohlcv-input.js';
+import { prepareOhlcvBarsForAnalysis } from './ohlcv-live-merge.js';
+const applyInputSchema = z
+    .object({
+    toolResult: z.unknown().optional(),
+    rows: z.array(z.unknown()).min(1).optional(),
+    title: z.string().trim().min(1).max(256).optional(),
+    label: z.string().trim().min(1).max(128).optional(),
+    ohlcvDigest: z.string().trim().min(1).max(512).optional(),
+    symbol: z.string().trim().min(1).max(64).optional(),
+    depthExchangeId: DepthExchangeIdSchema.optional(),
+    depthSampleIntervalSec: z.number().int().min(5).max(300).optional(),
+    depthAverageWindowSec: z.number().int().min(30).max(3_600).optional(),
+    depthLimit: z.number().int().min(5).max(5_000).optional(),
+    /** Bins from a prior analyze_liquidity_depth call (preferred when warm). */
+    profileBins: z
+        .array(z
+        .object({
+        priceLo: z.number(),
+        priceHi: z.number(),
+        bidSize: z.number().nonnegative(),
+        askSize: z.number().nonnegative(),
+        totalSize: z.number().nonnegative(),
+    })
+        .strict())
+        .min(1)
+        .max(2_000)
+        .optional(),
+    /** Strip left-axis depth profile from prepareReplay overlays and re-prepare. */
+    removeDrawings: z.boolean().optional(),
+    prepareReplay: ChartPrepareReplaySchema.optional(),
+    live: ChartLiveBindingSchema.optional(),
+    height: z.number().int().min(120).max(800).optional(),
+    allowRowsOnly: z.boolean().optional(),
+})
+    .strict();
+export const ApplyLiquidityDepthDrawingsInputSchema = z.preprocess(preprocessOhlcvToolInput, applyInputSchema);
+export const ApplyLiquidityDepthDrawingsOutputSchema = PrepareChartOutputSchema;
+export async function applyLiquidityDepthDrawings(input) {
+    const parsed = ApplyLiquidityDepthDrawingsInputSchema.safeParse(input);
+    if (!parsed.success) {
+        return { ok: false, reason: parsed.error.issues.map(i => i.message).join('; ') };
+    }
+    const data = parsed.data;
+    const prepared = await prepareOhlcvBarsForAnalysis({
+        ...data,
+        allowRowsOnly: Boolean(data.prepareReplay) || data.allowRowsOnly,
+        mergeLive: false,
+    });
+    if (!prepared.ok) {
+        return prepared;
+    }
+    const bars = prepared.data.bars;
+    if (data.removeDrawings) {
+        const overlays = stripLiquidityDepthProfileFromOverlays(data.prepareReplay?.overlays ?? []);
+        const base = {
+            title: data.title?.trim() || 'Chart',
+            ...(data.label ? { label: data.label } : {}),
+            ...(data.height != null ? { height: data.height } : {}),
+            bars,
+        };
+        const withOverlays = prepareChart({
+            ...base,
+            overlays,
+            options: {
+                ...(data.prepareReplay?.skipDefaultOverlays ? { skipDefaultOverlays: true } : {}),
+            },
+        });
+        if (withOverlays.ok) {
+            return withOverlays;
+        }
+        // Prefer clearing the depth strip even if other overlays fail to re-expand.
+        return prepareChart({
+            ...base,
+            overlays: [],
+            options: { skipDefaultOverlays: true },
+        });
+    }
+    const exchangeId = inferDepthExchangeId(data.toolResult) ??
+        data.depthExchangeId ??
+        DEFAULT_DEPTH_EXCHANGE_ID;
+    if (exchangeId !== 'binance' && exchangeId !== 'coinbase') {
+        return {
+            ok: false,
+            reason: `Depth exchange "${exchangeId}" is not implemented. Use binance or coinbase.`,
+        };
+    }
+    const symbol = resolveDepthSymbol({
+        symbol: data.symbol,
+        toolResult: data.toolResult,
+        title: data.title,
+        label: data.label,
+        exchangeId,
+    });
+    if (!symbol) {
+        return {
+            ok: false,
+            reason: 'Could not resolve spot symbol for liquidity depth profile overlay.',
+        };
+    }
+    const sampleIntervalSec = data.depthSampleIntervalSec ?? DEFAULT_DEPTH_SAMPLE_INTERVAL_SEC;
+    const windowSec = data.depthAverageWindowSec ?? DEFAULT_DEPTH_AVERAGE_WINDOW_SEC;
+    const limit = exchangeId === 'coinbase'
+        ? resolveCoinbaseDepthLimit(data.depthLimit ?? DEFAULT_DEPTH_LIMIT)
+        : resolveBinanceDepthLimit(data.depthLimit ?? DEFAULT_DEPTH_LIMIT);
+    let bins = data.profileBins;
+    let sampleCount;
+    if (!bins?.length) {
+        ensureDepthSampler({ exchangeId, symbol }, { sampleIntervalSec, windowSec, limit });
+        const fresh = exchangeId === 'coinbase'
+            ? await fetchCoinbaseDepthSnapshot({ productId: symbol, limit })
+            : await fetchBinanceDepthSnapshot({ symbol, limit });
+        if (fresh) {
+            ingestDepthSnapshot({ exchangeId, symbol }, fresh, {
+                sampleIntervalSec,
+                windowSec,
+                limit,
+            });
+        }
+        const profile = getAveragedDepthProfile({ exchangeId, symbol });
+        if (!profile?.bins.length) {
+            return {
+                ok: false,
+                reason: `No averaged depth bins for ${symbol}. Run analyze_liquidity_depth first or wait for sampler warm-up.`,
+            };
+        }
+        bins = profile.bins;
+        sampleCount = profile.sampleCount;
+    }
+    const depthOverlay = {
+        type: 'liquidity_depth_profile',
+        placement: 'left',
+        exchangeId,
+        symbol,
+        windowSec,
+        ...(sampleCount != null ? { sampleCount } : {}),
+        bins,
+    };
+    const overlays = mergeLiquidityDepthProfileIntoOverlays(data.prepareReplay?.overlays ?? [], depthOverlay);
+    const title = data.title?.trim() ||
+        `${symbol} spot depth (${windowSec}s avg)`;
+    return prepareChart({
+        title,
+        ...(data.label ? { label: data.label } : {}),
+        ...(data.height != null ? { height: data.height } : {}),
+        bars,
+        overlays,
+        options: {
+            ...(data.prepareReplay?.skipDefaultOverlays
+                ? { skipDefaultOverlays: true }
+                : {}),
+        },
+    });
+}
+//# sourceMappingURL=liquidity-depth-drawings-tools.js.map

package/dist/core/chart/analysis/liquidity-depth-drawings-tools.js.map

@@ -0,0 +1 @@
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package/dist/core/chart/analysis/moving-averages-analyze-tools.d.ts

@@ -28,6 +28,10 @@ export declare const AnalyzeMovingAveragesInputSchema: z.ZodPreprocess<z.ZodObje
     entryProximityAtrPeriod: z.ZodOptional<z.ZodNumber>;
     entryOffsetPct: z.ZodOptional<z.ZodNumber>;
     invalidationOffsetPct: z.ZodOptional<z.ZodNumber>;
+    invalidationOffsetMode: z.ZodOptional<z.ZodEnum<{
+        price: "price";
+        atr: "atr";
+    }>>;
 }, z.core.$strict>>;
 export declare const AnalyzeMovingAveragesOutputSchema: z.ZodObject<{
     analysis: z.ZodObject<{

package/dist/core/chart/analysis/moving-averages-analyze-tools.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"moving-averages-analyze-tools.d.ts","sourceRoot":"","sources":["../../../../src/core/chart/analysis/moving-averages-analyze-tools.ts"],"names":[],"mappings":"AAAA,OAAO,EAAC,CAAC,EAAC,MAAM,KAAK,CAAC;AACtB,OAAO,KAAK,EAAC,SAAS,EAAC,MAAM,iBAAiB,CAAC;AA2C/C,eAAO,MAAM,gCAAgC;;;;;;;;;;;;;;;;;;;;;;;;;;;;mBAG5C,CAAC;AAEF,eAAO,MAAM,iCAAiC;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;kBAmBpC,CAAC;AAsDX,sGAAsG;AACtG,wBAAgB,2BAA2B,CAC1C,QAAQ,EAAE,MAAM,EAChB,aAAa,CAAC,EAAE,MAAM,EACtB,aAAa,CAAC,EAAE,MAAM,GACpB;IAAC,EAAE,EAAE,IAAI,CAAC;IAAC,UAAU,EAAE,MAAM,CAAC;IAAC,UAAU,EAAE,MAAM,CAAC;IAAC,OAAO,EAAE,OAAO,CAAA;CAAC,GAAG;IAAC,EAAE,EAAE,KAAK,CAAC;IAAC,MAAM,EAAE,MAAM,CAAA;CAAC,CA4BpG;AAED,wBAAsB,qBAAqB,CAC1C,KAAK,EAAE,OAAO,GACZ,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC,KAAK,CAAC,OAAO,iCAAiC,CAAC,CAAC,CAAC,CAyHvE"}
+{"version":3,"file":"moving-averages-analyze-tools.d.ts","sourceRoot":"","sources":["../../../../src/core/chart/analysis/moving-averages-analyze-tools.ts"],"names":[],"mappings":"AAAA,OAAO,EAAC,CAAC,EAAC,MAAM,KAAK,CAAC;AACtB,OAAO,KAAK,EAAC,SAAS,EAAC,MAAM,iBAAiB,CAAC;AA4C/C,eAAO,MAAM,gCAAgC;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;mBAG5C,CAAC;AAEF,eAAO,MAAM,iCAAiC;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;kBAmBpC,CAAC;AAsDX,sGAAsG;AACtG,wBAAgB,2BAA2B,CAC1C,QAAQ,EAAE,MAAM,EAChB,aAAa,CAAC,EAAE,MAAM,EACtB,aAAa,CAAC,EAAE,MAAM,GACpB;IAAC,EAAE,EAAE,IAAI,CAAC;IAAC,UAAU,EAAE,MAAM,CAAC;IAAC,UAAU,EAAE,MAAM,CAAC;IAAC,OAAO,EAAE,OAAO,CAAA;CAAC,GAAG;IAAC,EAAE,EAAE,KAAK,CAAC;IAAC,MAAM,EAAE,MAAM,CAAA;CAAC,CA4BpG;AAED,wBAAsB,qBAAqB,CAC1C,KAAK,EAAE,OAAO,GACZ,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC,KAAK,CAAC,OAAO,iCAAiC,CAAC,CAAC,CAAC,CA2HvE"}

package/dist/core/chart/analysis/moving-averages-analyze-tools.js

@@ -27,6 +27,7 @@ const movingAveragesInputSchema = z
     entryProximityAtrPeriod: z.number().int().min(2).max(100).optional(),
     entryOffsetPct: z.number().min(0).max(50).optional(),
     invalidationOffsetPct: z.number().min(0).max(50).optional(),
+    invalidationOffsetMode: z.enum(['price', 'atr']).optional(),
 })
     .strict();
 export const AnalyzeMovingAveragesInputSchema = z.preprocess(preprocessOhlcvToolInput, movingAveragesInputSchema);
@@ -180,6 +181,8 @@ export async function analyzeMovingAverages(input) {
         entryProximityMode: parsed.data.entryProximityMode,
         entryProximityAtrPeriod: parsed.data.entryProximityAtrPeriod,
         entryOffsetPct: parsed.data.entryOffsetPct,
+        invalidationOffsetPct: parsed.data.invalidationOffsetPct,
+        invalidationOffsetMode: parsed.data.invalidationOffsetMode,
     });
     const movingAveragesHighlight = buildMovingAveragesHighlight({
         fastMa,

package/dist/core/chart/analysis/moving-averages-analyze-tools.js.map

@@ -1 +1 @@
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package/dist/core/chart/analysis/supertrend-analyze-tools.d.ts

@@ -30,6 +30,10 @@ export declare const AnalyzeSupertrendInputSchema: z.ZodPreprocess<z.ZodObject<{
     entryProximityAtrPeriod: z.ZodOptional<z.ZodNumber>;
     entryOffsetPct: z.ZodOptional<z.ZodNumber>;
     invalidationOffsetPct: z.ZodOptional<z.ZodNumber>;
+    invalidationOffsetMode: z.ZodOptional<z.ZodEnum<{
+        price: "price";
+        atr: "atr";
+    }>>;
 }, z.core.$strict>>;
 export declare const AnalyzeSupertrendOutputSchema: z.ZodObject<{
     analysis: z.ZodObject<{

package/dist/core/chart/analysis/supertrend-analyze-tools.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"supertrend-analyze-tools.d.ts","sourceRoot":"","sources":["../../../../src/core/chart/analysis/supertrend-analyze-tools.ts"],"names":[],"mappings":"AAAA,OAAO,EAAC,CAAC,EAAC,MAAM,KAAK,CAAC;AACtB,OAAO,KAAK,EAAC,SAAS,EAAC,MAAM,iBAAiB,CAAC;AA6C/C,eAAO,MAAM,4BAA4B;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;mBAGxC,CAAC;AAEF,eAAO,MAAM,6BAA6B;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;kBAiBhC,CAAC;AAqEX,wBAAsB,iBAAiB,CACtC,KAAK,EAAE,OAAO,GACZ,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC,KAAK,CAAC,OAAO,6BAA6B,CAAC,CAAC,CAAC,CAwHnE"}
+{"version":3,"file":"supertrend-analyze-tools.d.ts","sourceRoot":"","sources":["../../../../src/core/chart/analysis/supertrend-analyze-tools.ts"],"names":[],"mappings":"AAAA,OAAO,EAAC,CAAC,EAAC,MAAM,KAAK,CAAC;AACtB,OAAO,KAAK,EAAC,SAAS,EAAC,MAAM,iBAAiB,CAAC;AA8C/C,eAAO,MAAM,4BAA4B;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;mBAGxC,CAAC;AAEF,eAAO,MAAM,6BAA6B;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;kBAiBhC,CAAC;AAqEX,wBAAsB,iBAAiB,CACtC,KAAK,EAAE,OAAO,GACZ,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC,KAAK,CAAC,OAAO,6BAA6B,CAAC,CAAC,CAAC,CAyHnE"}

package/dist/core/chart/analysis/supertrend-analyze-tools.js

@@ -31,6 +31,7 @@ const supertrendInputSchema = z
     entryProximityAtrPeriod: z.number().int().min(2).max(100).optional(),
     entryOffsetPct: z.number().min(0).max(50).optional(),
     invalidationOffsetPct: z.number().min(0).max(50).optional(),
+    invalidationOffsetMode: z.enum(['price', 'atr']).optional(),
 })
     .strict();
 export const AnalyzeSupertrendInputSchema = z.preprocess(preprocessOhlcvToolInput, supertrendInputSchema);
@@ -162,6 +163,7 @@ export async function analyzeSupertrend(input) {
         entryProximityPct: parsed.data.entryProximityPct,
         entryOffsetPct: parsed.data.entryOffsetPct,
         invalidationOffsetPct: parsed.data.invalidationOffsetPct,
+        invalidationOffsetMode: parsed.data.invalidationOffsetMode,
         atr,
         targetAtrMultiple,
     });

package/dist/core/chart/analysis/supertrend-analyze-tools.js.map

@@ -1 +1 @@
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package/dist/core/chart/analysis/trade-setups/bollinger-trade-setup.d.ts

@@ -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

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

@@ -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

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

@@ -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

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