@elizaos/plugin-auto-trader 2.0.0-alpha.1 → 2.0.0-alpha.2

package/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2026 Shaw Walters and elizaOS Contributors
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

package/dist/{MeanReversionStrategy-4ZBKT4XN.js → MeanReversionStrategy-VQJGG3DE.js}

@@ -1,9 +1,9 @@
 import {
   MeanReversionStrategy
-} from "./chunk-BSXTWI5Q.js";
+} from "./chunk-7GI4G3ZN.js";
 import "./chunk-AS6N6A3H.js";
 import "./chunk-PZ5AY32C.js";
 export {
   MeanReversionStrategy
 };
-//# sourceMappingURL=MeanReversionStrategy-4ZBKT4XN.js.map
+//# sourceMappingURL=MeanReversionStrategy-VQJGG3DE.js.map

package/dist/{chunk-BSXTWI5Q.js → chunk-7GI4G3ZN.js}

@@ -6,7 +6,6 @@ var MeanReversionStrategy = class {
   description = "A strategy that trades on mean reversion patterns using Bollinger Bands and RSI";
   config;
   initialized = false;
-  runtime = null;
   constructor(config) {
     this.config = {
       // Default configuration
@@ -159,4 +158,4 @@ var MeanReversionStrategy = class {
 export {
   MeanReversionStrategy
 };
-//# sourceMappingURL=chunk-BSXTWI5Q.js.map
+//# sourceMappingURL=chunk-7GI4G3ZN.js.map

package/dist/chunk-7GI4G3ZN.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../src/strategies/MeanReversionStrategy.ts"],"sourcesContent":["import type { AgentRuntime } from \"@elizaos/core\";\nimport * as talib from \"technicalindicators\";\nimport {\n  type AgentState,\n  type OHLCV,\n  OrderType,\n  type PortfolioSnapshot,\n  type StrategyContextMarketData,\n  type TradeOrder,\n  TradeType,\n  type TradingStrategy,\n} from \"../types.ts\";\n\nexport interface MeanReversionConfig {\n  // Bollinger Bands settings\n  bbPeriod: number;\n  bbStdDev: number;\n\n  // RSI settings\n  rsiPeriod: number;\n  rsiOversold: number;\n  rsiOverbought: number;\n\n  // Risk management\n  positionSizePercent: number;\n  stopLossPercent: number;\n  takeProfitPercent: number;\n\n  // Market condition filters\n  minVolatility: number;\n  maxVolatility: number;\n  minVolumeRatio: number;\n\n  // Entry/exit thresholds\n  bbEntryThreshold: number; // How far outside BB for entry\n  rsiConfirmation: boolean;\n}\n\nexport class MeanReversionStrategy implements TradingStrategy {\n  public readonly id = \"mean-reversion-strategy\";\n  public readonly name = \"MeanReversionStrategy\";\n  public readonly description =\n    \"A strategy that trades on mean reversion patterns using Bollinger Bands and RSI\";\n  private config: MeanReversionConfig;\n  private initialized = false;\n\n  constructor(config?: Partial<MeanReversionConfig>) {\n    this.config = {\n      // Default configuration\n      bbPeriod: 20,\n      bbStdDev: 2,\n      rsiPeriod: 14,\n      rsiOversold: 30,\n      rsiOverbought: 70,\n      positionSizePercent: 0.02,\n      stopLossPercent: 0.03,\n      takeProfitPercent: 0.02,\n      minVolatility: 0.01,\n      maxVolatility: 0.05,\n      minVolumeRatio: 1.2,\n      bbEntryThreshold: 0.95,\n      rsiConfirmation: true,\n      ...config,\n    };\n  }\n\n  async initialize(runtime: AgentRuntime): Promise<void> {\n    this.runtime = runtime;\n    this.initialized = true;\n    console.log(`[${this.name}] Initialized with config:`, this.config);\n  }\n\n  isReady(): boolean {\n    return this.initialized;\n  }\n\n  async decide(params: {\n    marketData: StrategyContextMarketData;\n    agentState: AgentState;\n    portfolioSnapshot: PortfolioSnapshot;\n    agentRuntime?: AgentRuntime;\n  }): Promise<TradeOrder | null> {\n    const { marketData, agentState, portfolioSnapshot } = params;\n    const { priceData, currentPrice } = marketData;\n\n    if (\n      !priceData ||\n      priceData.length < Math.max(this.config.bbPeriod, this.config.rsiPeriod) + 10\n    ) {\n      return null;\n    }\n\n    // Extract price arrays\n    const closes = priceData.map((c: OHLCV) => c.close);\n    const _highs = priceData.map((c: OHLCV) => c.high);\n    const _lows = priceData.map((c: OHLCV) => c.low);\n    const volumes = priceData.map((c: OHLCV) => c.volume);\n\n    // Calculate indicators\n    const bb = this.calculateBollingerBands(closes);\n    const rsi = this.calculateRSI(closes);\n    const volatility = agentState.volatility;\n    const volumeRatio = this.calculateVolumeRatio(volumes);\n\n    if (!bb || !rsi || rsi.length === 0) return null;\n\n    const currentRSI = rsi[rsi.length - 1];\n    const { upper, lower, middle } = bb;\n\n    // Market condition checks\n    if (volatility < this.config.minVolatility || volatility > this.config.maxVolatility) {\n      console.log(\n        `[${this.name}] Volatility ${volatility.toFixed(4)} outside range [${this.config.minVolatility}, ${this.config.maxVolatility}]`,\n      );\n      return null;\n    }\n\n    if (volumeRatio < this.config.minVolumeRatio) {\n      console.log(\n        `[${this.name}] Volume ratio ${volumeRatio.toFixed(2)} below minimum ${this.config.minVolumeRatio}`,\n      );\n      return null;\n    }\n\n    // Check for mean reversion opportunities\n    const distanceFromUpper = (upper - currentPrice) / currentPrice;\n    const distanceFromLower = (currentPrice - lower) / currentPrice;\n    const distanceFromMiddle = Math.abs(currentPrice - middle) / middle;\n\n    // Buy signal: Price near lower band + RSI oversold\n    if (currentPrice <= lower * (1 + (1 - this.config.bbEntryThreshold))) {\n      const rsiCondition = !this.config.rsiConfirmation || currentRSI < this.config.rsiOversold;\n\n      if (rsiCondition) {\n        const positionSize = this.calculatePositionSize(portfolioSnapshot.totalValue, currentPrice);\n\n        console.log(`[${this.name}] BUY SIGNAL - Price at lower BB, RSI: ${currentRSI.toFixed(2)}`);\n\n        return {\n          action: TradeType.BUY,\n          orderType: OrderType.MARKET,\n          pair: \"SOL/USDC\", // This should come from context\n          quantity: positionSize,\n          reason: `Mean reversion buy: Price ${distanceFromLower.toFixed(2)}% below lower BB, RSI: ${currentRSI.toFixed(2)}`,\n          timestamp: Date.now(),\n        };\n      }\n    }\n\n    // Sell signal: Price near upper band + RSI overbought\n    if (currentPrice >= upper * (1 - (1 - this.config.bbEntryThreshold))) {\n      const rsiCondition = !this.config.rsiConfirmation || currentRSI > this.config.rsiOverbought;\n\n      if (rsiCondition) {\n        const currentHolding = portfolioSnapshot.holdings.SOL || 0;\n\n        if (currentHolding > 0) {\n          console.log(\n            `[${this.name}] SELL SIGNAL - Price at upper BB, RSI: ${currentRSI.toFixed(2)}`,\n          );\n\n          return {\n            action: TradeType.SELL,\n            orderType: OrderType.MARKET,\n            pair: \"SOL/USDC\",\n            quantity: currentHolding,\n            reason: `Mean reversion sell: Price ${distanceFromUpper.toFixed(2)}% above upper BB, RSI: ${currentRSI.toFixed(2)}`,\n            timestamp: Date.now(),\n          };\n        }\n      }\n    }\n\n    // Exit position if price returns to mean\n    const currentHolding = portfolioSnapshot.holdings.SOL || 0;\n    if (currentHolding > 0 && distanceFromMiddle < 0.01) {\n      console.log(`[${this.name}] Price returned to mean, exiting position`);\n\n      return {\n        action: TradeType.SELL,\n        orderType: OrderType.MARKET,\n        pair: \"SOL/USDC\",\n        quantity: currentHolding,\n        reason: `Price returned to mean (${distanceFromMiddle.toFixed(2)}% from middle BB)`,\n        timestamp: Date.now(),\n      };\n    }\n\n    return null;\n  }\n\n  private calculateBollingerBands(\n    closes: number[],\n  ): { upper: number; middle: number; lower: number } | null {\n    if (closes.length < this.config.bbPeriod) return null;\n\n    const bb = talib.BollingerBands.calculate({\n      period: this.config.bbPeriod,\n      values: closes,\n      stdDev: this.config.bbStdDev,\n    });\n\n    if (!bb || bb.length === 0) return null;\n\n    const lastBB = bb[bb.length - 1];\n    return {\n      upper: lastBB.upper,\n      middle: lastBB.middle,\n      lower: lastBB.lower,\n    };\n  }\n\n  private calculateRSI(closes: number[]): number[] {\n    const rsi = talib.RSI.calculate({\n      period: this.config.rsiPeriod,\n      values: closes,\n    });\n    return rsi;\n  }\n\n  private calculateVolumeRatio(volumes: number[]): number {\n    if (volumes.length < 20) return 0;\n\n    const recentVolume = volumes.slice(-5).reduce((a, b) => a + b, 0) / 5;\n    const avgVolume = volumes.slice(-20).reduce((a, b) => a + b, 0) / 20;\n\n    return avgVolume > 0 ? recentVolume / avgVolume : 0;\n  }\n\n  private calculatePositionSize(portfolioValue: number, price: number): number {\n    const positionValue = portfolioValue * this.config.positionSizePercent;\n    return positionValue / price;\n  }\n\n  updateConfig(config: Partial<MeanReversionConfig>): void {\n    this.config = { ...this.config, ...config };\n    console.log(`[${this.name}] Config updated:`, this.config);\n  }\n\n  getConfig(): MeanReversionConfig {\n    return { ...this.config };\n  }\n}\n"],"mappings":";AACA,YAAY,WAAW;AAqChB,IAAM,wBAAN,MAAuD;AAAA,EAC5C,KAAK;AAAA,EACL,OAAO;AAAA,EACP,cACd;AAAA,EACM;AAAA,EACA,cAAc;AAAA,EAEtB,YAAY,QAAuC;AACjD,SAAK,SAAS;AAAA;AAAA,MAEZ,UAAU;AAAA,MACV,UAAU;AAAA,MACV,WAAW;AAAA,MACX,aAAa;AAAA,MACb,eAAe;AAAA,MACf,qBAAqB;AAAA,MACrB,iBAAiB;AAAA,MACjB,mBAAmB;AAAA,MACnB,eAAe;AAAA,MACf,eAAe;AAAA,MACf,gBAAgB;AAAA,MAChB,kBAAkB;AAAA,MAClB,iBAAiB;AAAA,MACjB,GAAG;AAAA,IACL;AAAA,EACF;AAAA,EAEA,MAAM,WAAW,SAAsC;AACrD,SAAK,UAAU;AACf,SAAK,cAAc;AACnB,YAAQ,IAAI,IAAI,KAAK,IAAI,8BAA8B,KAAK,MAAM;AAAA,EACpE;AAAA,EAEA,UAAmB;AACjB,WAAO,KAAK;AAAA,EACd;AAAA,EAEA,MAAM,OAAO,QAKkB;AAC7B,UAAM,EAAE,YAAY,YAAY,kBAAkB,IAAI;AACtD,UAAM,EAAE,WAAW,aAAa,IAAI;AAEpC,QACE,CAAC,aACD,UAAU,SAAS,KAAK,IAAI,KAAK,OAAO,UAAU,KAAK,OAAO,SAAS,IAAI,IAC3E;AACA,aAAO;AAAA,IACT;AAGA,UAAM,SAAS,UAAU,IAAI,CAAC,MAAa,EAAE,KAAK;AAClD,UAAM,SAAS,UAAU,IAAI,CAAC,MAAa,EAAE,IAAI;AACjD,UAAM,QAAQ,UAAU,IAAI,CAAC,MAAa,EAAE,GAAG;AAC/C,UAAM,UAAU,UAAU,IAAI,CAAC,MAAa,EAAE,MAAM;AAGpD,UAAM,KAAK,KAAK,wBAAwB,MAAM;AAC9C,UAAM,MAAM,KAAK,aAAa,MAAM;AACpC,UAAM,aAAa,WAAW;AAC9B,UAAM,cAAc,KAAK,qBAAqB,OAAO;AAErD,QAAI,CAAC,MAAM,CAAC,OAAO,IAAI,WAAW,EAAG,QAAO;AAE5C,UAAM,aAAa,IAAI,IAAI,SAAS,CAAC;AACrC,UAAM,EAAE,OAAO,OAAO,OAAO,IAAI;AAGjC,QAAI,aAAa,KAAK,OAAO,iBAAiB,aAAa,KAAK,OAAO,eAAe;AACpF,cAAQ;AAAA,QACN,IAAI,KAAK,IAAI,gBAAgB,WAAW,QAAQ,CAAC,CAAC,mBAAmB,KAAK,OAAO,aAAa,KAAK,KAAK,OAAO,aAAa;AAAA,MAC9H;AACA,aAAO;AAAA,IACT;AAEA,QAAI,cAAc,KAAK,OAAO,gBAAgB;AAC5C,cAAQ;AAAA,QACN,IAAI,KAAK,IAAI,kBAAkB,YAAY,QAAQ,CAAC,CAAC,kBAAkB,KAAK,OAAO,cAAc;AAAA,MACnG;AACA,aAAO;AAAA,IACT;AAGA,UAAM,qBAAqB,QAAQ,gBAAgB;AACnD,UAAM,qBAAqB,eAAe,SAAS;AACnD,UAAM,qBAAqB,KAAK,IAAI,eAAe,MAAM,IAAI;AAG7D,QAAI,gBAAgB,SAAS,KAAK,IAAI,KAAK,OAAO,oBAAoB;AACpE,YAAM,eAAe,CAAC,KAAK,OAAO,mBAAmB,aAAa,KAAK,OAAO;AAE9E,UAAI,cAAc;AAChB,cAAM,eAAe,KAAK,sBAAsB,kBAAkB,YAAY,YAAY;AAE1F,gBAAQ,IAAI,IAAI,KAAK,IAAI,0CAA0C,WAAW,QAAQ,CAAC,CAAC,EAAE;AAE1F,eAAO;AAAA,UACL;AAAA,UACA;AAAA,UACA,MAAM;AAAA;AAAA,UACN,UAAU;AAAA,UACV,QAAQ,6BAA6B,kBAAkB,QAAQ,CAAC,CAAC,0BAA0B,WAAW,QAAQ,CAAC,CAAC;AAAA,UAChH,WAAW,KAAK,IAAI;AAAA,QACtB;AAAA,MACF;AAAA,IACF;AAGA,QAAI,gBAAgB,SAAS,KAAK,IAAI,KAAK,OAAO,oBAAoB;AACpE,YAAM,eAAe,CAAC,KAAK,OAAO,mBAAmB,aAAa,KAAK,OAAO;AAE9E,UAAI,cAAc;AAChB,cAAMA,kBAAiB,kBAAkB,SAAS,OAAO;AAEzD,YAAIA,kBAAiB,GAAG;AACtB,kBAAQ;AAAA,YACN,IAAI,KAAK,IAAI,2CAA2C,WAAW,QAAQ,CAAC,CAAC;AAAA,UAC/E;AAEA,iBAAO;AAAA,YACL;AAAA,YACA;AAAA,YACA,MAAM;AAAA,YACN,UAAUA;AAAA,YACV,QAAQ,8BAA8B,kBAAkB,QAAQ,CAAC,CAAC,0BAA0B,WAAW,QAAQ,CAAC,CAAC;AAAA,YACjH,WAAW,KAAK,IAAI;AAAA,UACtB;AAAA,QACF;AAAA,MACF;AAAA,IACF;AAGA,UAAM,iBAAiB,kBAAkB,SAAS,OAAO;AACzD,QAAI,iBAAiB,KAAK,qBAAqB,MAAM;AACnD,cAAQ,IAAI,IAAI,KAAK,IAAI,4CAA4C;AAErE,aAAO;AAAA,QACL;AAAA,QACA;AAAA,QACA,MAAM;AAAA,QACN,UAAU;AAAA,QACV,QAAQ,2BAA2B,mBAAmB,QAAQ,CAAC,CAAC;AAAA,QAChE,WAAW,KAAK,IAAI;AAAA,MACtB;AAAA,IACF;AAEA,WAAO;AAAA,EACT;AAAA,EAEQ,wBACN,QACyD;AACzD,QAAI,OAAO,SAAS,KAAK,OAAO,SAAU,QAAO;AAEjD,UAAM,KAAW,qBAAe,UAAU;AAAA,MACxC,QAAQ,KAAK,OAAO;AAAA,MACpB,QAAQ;AAAA,MACR,QAAQ,KAAK,OAAO;AAAA,IACtB,CAAC;AAED,QAAI,CAAC,MAAM,GAAG,WAAW,EAAG,QAAO;AAEnC,UAAM,SAAS,GAAG,GAAG,SAAS,CAAC;AAC/B,WAAO;AAAA,MACL,OAAO,OAAO;AAAA,MACd,QAAQ,OAAO;AAAA,MACf,OAAO,OAAO;AAAA,IAChB;AAAA,EACF;AAAA,EAEQ,aAAa,QAA4B;AAC/C,UAAM,MAAY,UAAI,UAAU;AAAA,MAC9B,QAAQ,KAAK,OAAO;AAAA,MACpB,QAAQ;AAAA,IACV,CAAC;AACD,WAAO;AAAA,EACT;AAAA,EAEQ,qBAAqB,SAA2B;AACtD,QAAI,QAAQ,SAAS,GAAI,QAAO;AAEhC,UAAM,eAAe,QAAQ,MAAM,EAAE,EAAE,OAAO,CAAC,GAAG,MAAM,IAAI,GAAG,CAAC,IAAI;AACpE,UAAM,YAAY,QAAQ,MAAM,GAAG,EAAE,OAAO,CAAC,GAAG,MAAM,IAAI,GAAG,CAAC,IAAI;AAElE,WAAO,YAAY,IAAI,eAAe,YAAY;AAAA,EACpD;AAAA,EAEQ,sBAAsB,gBAAwB,OAAuB;AAC3E,UAAM,gBAAgB,iBAAiB,KAAK,OAAO;AACnD,WAAO,gBAAgB;AAAA,EACzB;AAAA,EAEA,aAAa,QAA4C;AACvD,SAAK,SAAS,EAAE,GAAG,KAAK,QAAQ,GAAG,OAAO;AAC1C,YAAQ,IAAI,IAAI,KAAK,IAAI,qBAAqB,KAAK,MAAM;AAAA,EAC3D;AAAA,EAEA,YAAiC;AAC/B,WAAO,EAAE,GAAG,KAAK,OAAO;AAAA,EAC1B;AACF;","names":["currentHolding"]}

package/dist/index.js

@@ -3,7 +3,7 @@ import {
 } from "./chunk-Z6SUPK5O.js";
 import {
   MeanReversionStrategy
-} from "./chunk-BSXTWI5Q.js";
+} from "./chunk-7GI4G3ZN.js";
 import {
   RuleBasedStrategy
 } from "./chunk-GYTZTIWK.js";
@@ -6623,7 +6623,7 @@ var AutoTradingManager = class _AutoTradingManager extends Service2 {
       { RandomStrategy: RandomStrategy2 }
     ] = await Promise.all([
       import("./MomentumBreakoutStrategy-O7I3EMGB.js"),
-      import("./MeanReversionStrategy-4ZBKT4XN.js"),
+      import("./MeanReversionStrategy-VQJGG3DE.js"),
       import("./RuleBasedStrategy-7O47DGTU.js"),
       import("./RandomStrategy-GPGG56MV.js")
     ]);