@ebowwa/quant-rust 0.1.0 → 0.1.1

package/dist/index.js

@@ -126,6 +126,14 @@ var symbols = {
     returns: FFIType.cstring,
     args: [FFIType.f64, FFIType.f64]
   },
+  quant_kelly_criterion_batch: {
+    returns: FFIType.cstring,
+    args: [FFIType.ptr, FFIType.ptr, FFIType.usize, FFIType.f64]
+  },
+  quant_detect_arbitrage_batch: {
+    returns: FFIType.cstring,
+    args: [FFIType.ptr, FFIType.ptr, FFIType.usize]
+  },
   quant_convert_odds: {
     returns: FFIType.cstring,
     args: [FFIType.f64, FFIType.i32]
@@ -231,12 +239,30 @@ function kellyCriterion(yourProbability, marketPrice, bankroll) {
   return parseJsonResponse(response);
 }
 var kelly_criterion = kellyCriterion;
+function kellyCriterionBatch(bets, bankroll) {
+  if (bets.length === 0)
+    return [];
+  const probs = new Float64Array(bets.map((b) => b.prob));
+  const prices = new Float64Array(bets.map((b) => b.price));
+  const response = lib.symbols.quant_kelly_criterion_batch(ptr(probs), ptr(prices), bets.length, bankroll);
+  return parseJsonResponse(response);
+}
+var kelly_criterion_batch = kellyCriterionBatch;
 function detectArbitrage(yesPrice, noPrice) {
   const response = lib.symbols.quant_detect_arbitrage(yesPrice, noPrice);
   const result = parseJsonResponse(response);
   return { ...result, profit: result.profit_per_share };
 }
 var detect_arbitrage = detectArbitrage;
+function detectArbitrageBatch(pairs) {
+  if (pairs.length === 0)
+    return [];
+  const yesPrices = new Float64Array(pairs.map((p) => p.yesPrice));
+  const noPrices = new Float64Array(pairs.map((p) => p.noPrice));
+  const response = lib.symbols.quant_detect_arbitrage_batch(ptr(yesPrices), ptr(noPrices), pairs.length);
+  return parseJsonResponse(response);
+}
+var detect_arbitrage_batch = detectArbitrageBatch;
 function convertOdds(value, fromType, toType) {
   const typeMap = {
     probability: 0,
@@ -500,8 +526,12 @@ var src_default = {
   lmsrCalculate,
   kellyCriterion,
   kelly_criterion,
+  kellyCriterionBatch,
+  kelly_criterion_batch,
   detectArbitrage,
   detect_arbitrage,
+  detectArbitrageBatch,
+  detect_arbitrage_batch,
   convertOdds,
   convert_odds,
   mean,
@@ -539,12 +569,16 @@ export {
   lmsrPrice,
   lmsrCost,
   lmsrCalculate,
+  kelly_criterion_batch,
   kelly_criterion,
+  kellyCriterionBatch,
   kellyCriterion,
   getVersion,
   getLibraryPath,
   ema,
+  detect_arbitrage_batch,
   detect_arbitrage,
+  detectArbitrageBatch,
   detectArbitrage,
   src_default as default,
   createOHLCV,

package/dist/src/index.d.ts

@@ -124,6 +124,32 @@ export declare function lmsrCalculate(yesShares: number, noShares: number, liqui
  */
 export declare function kellyCriterion(yourProbability: number, marketPrice: number, bankroll: number): KellyResult;
 export declare const kelly_criterion: typeof kellyCriterion;
+/**
+ * Calculate Kelly criterion for multiple bets at once (batch operation)
+ *
+ * This is significantly more efficient than calling kellyCriterion multiple times
+ * because it only crosses the FFI boundary once, eliminating FFI call overhead.
+ *
+ * @param bets - Array of betting opportunities with prob and price
+ * @param bankroll - Total bankroll in currency units (shared across all bets)
+ * @returns Array of Kelly criterion results for each bet
+ *
+ * @example
+ * ```typescript
+ * const bets = [
+ *   { prob: 0.6, price: 0.5 },
+ *   { prob: 0.55, price: 0.45 },
+ *   { prob: 0.7, price: 0.6 },
+ * ];
+ * const results = kellyCriterionBatch(bets, 1000);
+ * // results[0].full_bet_size, results[1].half_bet_size, etc.
+ * ```
+ */
+export declare function kellyCriterionBatch(bets: Array<{
+    prob: number;
+    price: number;
+}>, bankroll: number): KellyResult[];
+export declare const kelly_criterion_batch: typeof kellyCriterionBatch;
 /**
  * Detect arbitrage opportunities in prediction markets
  *
@@ -137,6 +163,33 @@ export declare function detectArbitrage(yesPrice: number, noPrice: number): Arbi
     profit: number;
 };
 export declare const detect_arbitrage: typeof detectArbitrage;
+/**
+ * Detect arbitrage opportunities for multiple price pairs at once (batch operation)
+ *
+ * This is significantly more efficient than calling detectArbitrage multiple times
+ * because it only crosses the FFI boundary once, eliminating FFI call overhead.
+ *
+ * @param pairs - Array of YES/NO price pairs to check for arbitrage
+ * @returns Array of arbitrage results with profit field for each pair
+ *
+ * @example
+ * ```typescript
+ * const pairs = [
+ *   { yesPrice: 0.45, noPrice: 0.45 }, // 10% arb opportunity
+ *   { yesPrice: 0.50, noPrice: 0.50 }, // no arb
+ *   { yesPrice: 0.40, noPrice: 0.40 }, // 20% arb opportunity
+ * ];
+ * const results = detectArbitrageBatch(pairs);
+ * // results[0].profit = 0.10, results[1].profit = 0, results[2].profit = 0.20
+ * ```
+ */
+export declare function detectArbitrageBatch(pairs: Array<{
+    yesPrice: number;
+    noPrice: number;
+}>): Array<ArbitrageResult & {
+    profit: number;
+}>;
+export declare const detect_arbitrage_batch: typeof detectArbitrageBatch;
 /** Odds input type */
 export type OddsType = "probability" | "decimal" | "american";
 /**
@@ -294,8 +347,12 @@ declare const _default: {
     lmsrCalculate: typeof lmsrCalculate;
     kellyCriterion: typeof kellyCriterion;
     kelly_criterion: typeof kellyCriterion;
+    kellyCriterionBatch: typeof kellyCriterionBatch;
+    kelly_criterion_batch: typeof kellyCriterionBatch;
     detectArbitrage: typeof detectArbitrage;
     detect_arbitrage: typeof detectArbitrage;
+    detectArbitrageBatch: typeof detectArbitrageBatch;
+    detect_arbitrage_batch: typeof detectArbitrageBatch;
     convertOdds: typeof convertOdds;
     convert_odds: typeof convertOdds;
     mean: typeof mean;

package/dist/src/index.d.ts.map

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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@ebowwa/quant-rust",
-  "version": "0.1.0",
+  "version": "0.1.1",
   "description": "High-performance quantitative finance library with Rust FFI bindings for Bun",
   "type": "module",
   "main": "./dist/index.js",

package/src/ffi.rs

@@ -301,6 +301,71 @@ pub extern "C" fn quant_kelly_criterion(
 // Arbitrage Detection
 // ============================================================================
 
+/// Detect arbitrage opportunities for multiple price pairs at once (batch operation)
+/// This is much more efficient than calling quant_detect_arbitrage multiple times
+/// because it only crosses the FFI boundary once.
+///
+/// # Arguments
+/// * `yes_prices` - Pointer to array of YES prices
+/// * `no_prices` - Pointer to array of NO prices
+/// * `count` - Number of pairs (length of both arrays)
+///
+/// # Returns
+/// JSON array of arbitrage results with profit field
+#[no_mangle]
+pub extern "C" fn quant_detect_arbitrage_batch(
+    yes_prices: *const f64,
+    no_prices: *const f64,
+    count: usize,
+) -> *mut c_char {
+    if yes_prices.is_null() || no_prices.is_null() || count == 0 {
+        set_last_error("Null pointer or zero count provided");
+        return ptr::null_mut();
+    }
+
+    let yes_slice = unsafe { std::slice::from_raw_parts(yes_prices, count) };
+    let no_slice = unsafe { std::slice::from_raw_parts(no_prices, count) };
+
+    let mut results = Vec::with_capacity(count);
+
+    for i in 0..count {
+        let yes_price = yes_slice[i];
+        let no_price = no_slice[i];
+
+        // Validate inputs
+        if yes_price < 0.0 || yes_price > 1.0 || no_price < 0.0 || no_price > 1.0 {
+            results.push(serde_json::json!({
+                "error": format!("Prices at index {} must be between 0 and 1", i),
+                "index": i,
+                "has_arbitrage": false,
+                "yes_price": yes_price,
+                "no_price": no_price,
+                "total_price": yes_price + no_price,
+                "profit_per_share": 0.0,
+                "profit_bps": 0.0,
+                "profit": 0.0
+            }));
+            continue;
+        }
+
+        let total = yes_price + no_price;
+        let has_arb = total < 1.0;
+        let profit_per_share = if has_arb { 1.0 - total } else { 0.0 };
+
+        results.push(serde_json::json!({
+            "has_arbitrage": has_arb,
+            "yes_price": yes_price,
+            "no_price": no_price,
+            "total_price": total,
+            "profit_per_share": profit_per_share,
+            "profit_bps": profit_per_share * 10000.0,
+            "profit": profit_per_share
+        }));
+    }
+
+    return_json_value(serde_json::json!(results))
+}
+
 /// Detect arbitrage opportunity (if yes_price + no_price < 1)
 #[no_mangle]
 pub extern "C" fn quant_detect_arbitrage(yes_price: f64, no_price: f64) -> *mut c_char {
@@ -326,6 +391,92 @@ pub extern "C" fn quant_detect_arbitrage(yes_price: f64, no_price: f64) -> *mut
     }
 }
 
+// ============================================================================
+// Batch Functions (reduce FFI overhead)
+// ============================================================================
+
+/// Calculate Kelly criterion for multiple bets at once (batch operation)
+/// This is much more efficient than calling quant_kelly_criterion multiple times
+/// because it only crosses the FFI boundary once.
+///
+/// # Arguments
+/// * `probs` - Pointer to array of your probabilities
+/// * `prices` - Pointer to array of market prices
+/// * `count` - Number of bets (length of both arrays)
+/// * `bankroll` - Total bankroll (shared across all bets)
+///
+/// # Returns
+/// JSON array of KellyResult objects
+#[inline(never)]
+#[no_mangle]
+pub extern "C" fn quant_kelly_criterion_batch(
+    probs: *const f64,
+    prices: *const f64,
+    count: usize,
+    bankroll: f64,
+) -> *mut c_char {
+    if probs.is_null() || prices.is_null() || count == 0 {
+        set_last_error("Null pointer or zero count provided");
+        return ptr::null_mut();
+    }
+
+    let probs_slice = unsafe { std::slice::from_raw_parts(probs, count) };
+    let prices_slice = unsafe { std::slice::from_raw_parts(prices, count) };
+
+    let mut results = Vec::with_capacity(count);
+
+    for i in 0..count {
+        let your_probability = probs_slice[i];
+        let market_price = prices_slice[i];
+
+        // Validate inputs
+        if your_probability <= 0.0 || your_probability >= 1.0 {
+            results.push(serde_json::json!({
+                "error": format!("Probability at index {} must be between 0 and 1", i),
+                "index": i
+            }));
+            continue;
+        }
+        if market_price <= 0.0 || market_price >= 1.0 {
+            results.push(serde_json::json!({
+                "error": format!("Market price at index {} must be between 0 and 1", i),
+                "index": i
+            }));
+            continue;
+        }
+        if bankroll <= 0.0 {
+            results.push(serde_json::json!({
+                "error": "Bankroll must be positive",
+                "index": i
+            }));
+            continue;
+        }
+
+        let edge = your_probability - market_price;
+        let odds = (1.0 - market_price) / market_price;
+
+        // Kelly fraction: (bp - q) / b where b = odds, p = your_prob, q = 1 - your_prob
+        let kelly = (odds * your_probability - (1.0 - your_probability)) / odds;
+        let kelly = kelly.max(0.0); // Never bet negative
+
+        let half_kelly = kelly / 2.0;
+        let quarter_kelly = kelly / 4.0;
+
+        results.push(serde_json::json!(KellyResult {
+            kelly_fraction: kelly,
+            half_kelly,
+            quarter_kelly,
+            full_bet_size: kelly * bankroll,
+            half_bet_size: half_kelly * bankroll,
+            quarter_bet_size: quarter_kelly * bankroll,
+            edge,
+            odds,
+        }));
+    }
+
+    return_json_value(serde_json::json!(results))
+}
+
 // ============================================================================
 // Odds Conversion
 // ============================================================================

package/src/index.ts

@@ -139,6 +139,18 @@ const symbols = {
     args: [FFIType.f64, FFIType.f64],
   },
 
+  // Batch Kelly Criterion
+  quant_kelly_criterion_batch: {
+    returns: FFIType.cstring,
+    args: [FFIType.ptr, FFIType.ptr, FFIType.usize, FFIType.f64],
+  },
+
+  // Batch Arbitrage Detection
+  quant_detect_arbitrage_batch: {
+    returns: FFIType.cstring,
+    args: [FFIType.ptr, FFIType.ptr, FFIType.usize],
+  },
+
   // Odds Conversion
   quant_convert_odds: {
     returns: FFIType.cstring,
@@ -482,6 +494,49 @@ export function kellyCriterion(
 // Alias matching @ebowwa/quant API
 export const kelly_criterion = kellyCriterion;
 
+/**
+ * Calculate Kelly criterion for multiple bets at once (batch operation)
+ *
+ * This is significantly more efficient than calling kellyCriterion multiple times
+ * because it only crosses the FFI boundary once, eliminating FFI call overhead.
+ *
+ * @param bets - Array of betting opportunities with prob and price
+ * @param bankroll - Total bankroll in currency units (shared across all bets)
+ * @returns Array of Kelly criterion results for each bet
+ *
+ * @example
+ * ```typescript
+ * const bets = [
+ *   { prob: 0.6, price: 0.5 },
+ *   { prob: 0.55, price: 0.45 },
+ *   { prob: 0.7, price: 0.6 },
+ * ];
+ * const results = kellyCriterionBatch(bets, 1000);
+ * // results[0].full_bet_size, results[1].half_bet_size, etc.
+ * ```
+ */
+export function kellyCriterionBatch(
+  bets: Array<{ prob: number; price: number }>,
+  bankroll: number
+): KellyResult[] {
+  if (bets.length === 0) return [];
+
+  const probs = new Float64Array(bets.map(b => b.prob));
+  const prices = new Float64Array(bets.map(b => b.price));
+
+  const response = lib.symbols.quant_kelly_criterion_batch(
+    ptr(probs),
+    ptr(prices),
+    bets.length,
+    bankroll
+  ) as string;
+
+  return parseJsonResponse<KellyResult[]>(response);
+}
+
+// Alias matching @ebowwa/quant API
+export const kelly_criterion_batch = kellyCriterionBatch;
+
 // ============================================================================
 // Arbitrage Detection Functions
 // ============================================================================
@@ -505,6 +560,46 @@ export function detectArbitrage(yesPrice: number, noPrice: number): ArbitrageRes
 // Alias matching @ebowwa/quant API
 export const detect_arbitrage = detectArbitrage;
 
+/**
+ * Detect arbitrage opportunities for multiple price pairs at once (batch operation)
+ *
+ * This is significantly more efficient than calling detectArbitrage multiple times
+ * because it only crosses the FFI boundary once, eliminating FFI call overhead.
+ *
+ * @param pairs - Array of YES/NO price pairs to check for arbitrage
+ * @returns Array of arbitrage results with profit field for each pair
+ *
+ * @example
+ * ```typescript
+ * const pairs = [
+ *   { yesPrice: 0.45, noPrice: 0.45 }, // 10% arb opportunity
+ *   { yesPrice: 0.50, noPrice: 0.50 }, // no arb
+ *   { yesPrice: 0.40, noPrice: 0.40 }, // 20% arb opportunity
+ * ];
+ * const results = detectArbitrageBatch(pairs);
+ * // results[0].profit = 0.10, results[1].profit = 0, results[2].profit = 0.20
+ * ```
+ */
+export function detectArbitrageBatch(
+  pairs: Array<{ yesPrice: number; noPrice: number }>
+): Array<ArbitrageResult & { profit: number }> {
+  if (pairs.length === 0) return [];
+
+  const yesPrices = new Float64Array(pairs.map(p => p.yesPrice));
+  const noPrices = new Float64Array(pairs.map(p => p.noPrice));
+
+  const response = lib.symbols.quant_detect_arbitrage_batch(
+    ptr(yesPrices),
+    ptr(noPrices),
+    pairs.length
+  ) as string;
+
+  return parseJsonResponse<Array<ArbitrageResult & { profit: number }>>(response);
+}
+
+// Alias matching @ebowwa/quant API
+export const detect_arbitrage_batch = detectArbitrageBatch;
+
 // ============================================================================
 // Odds Conversion Functions
 // ============================================================================
@@ -1035,10 +1130,14 @@ export default {
   // Kelly
   kellyCriterion,
   kelly_criterion,
+  kellyCriterionBatch,
+  kelly_criterion_batch,
 
   // Arbitrage
   detectArbitrage,
   detect_arbitrage,
+  detectArbitrageBatch,
+  detect_arbitrage_batch,
 
   // Odds
   convertOdds,

package/native/README.md

@@ -1,62 +0,0 @@
-# Native Binaries
-
-This directory contains prebuilt native binaries for the `@ebowwa/quant-rust` package.
-
-## Directory Structure
-
-```
-native/
-├── darwin-x64/           # macOS (Intel)
-│   └── libquant_rust.dylib
-├── darwin-arm64/         # macOS (Apple Silicon)
-│   └── libquant_rust.dylib
-├── linux-x64/            # Linux (x86_64)
-│   └── libquant_rust.so
-└── win32-x64/            # Windows (x86_64)
-    └── quant_rust.dll
-```
-
-## Building from Source
-
-If a prebuilt binary is not available for your platform, you can build from source:
-
-```bash
-# Navigate to the package directory
-cd node_modules/@ebowwa/quant-rust
-
-# Build with Cargo
-cargo build --release
-```
-
-The compiled library will be placed in `target/release/`.
-
-## Supported Platforms
-
-| Platform | Architecture | Binary Name |
-|----------|--------------|-------------|
-| macOS | x64 (Intel) | libquant_rust.dylib |
-| macOS | arm64 (Apple Silicon) | libquant_rust.dylib |
-| Linux | x64 | libquant_rust.so |
-| Windows | x64 | quant_rust.dll |
-
-## Adding Prebuilt Binaries
-
-To add prebuilt binaries for distribution:
-
-1. Build the library on the target platform:
-   ```bash
-   cargo build --release
-   ```
-
-2. Copy the binary to the appropriate directory:
-   ```bash
-   cp target/release/libquant_rust.dylib native/darwin-arm64/
-   ```
-
-3. The postinstall script will automatically detect and use the correct binary.
-
-## Binary Requirements
-
-- Rust 1.70 or later
-- Target platform toolchain
-- For cross-compilation, see the Rust cross-compilation documentation