@elizaos/plugin-auto-trader 2.0.0-alpha.5 → 2.0.0-alpha.7

package/dist/MeanReversionStrategy-OIZBZHQS.js

@@ -0,0 +1,8 @@
+import {
+  MeanReversionStrategy
+} from "./chunk-MTAQ364B.js";
+import "./chunk-DVZ7FRKE.js";
+export {
+  MeanReversionStrategy
+};
+//# sourceMappingURL=MeanReversionStrategy-OIZBZHQS.js.map

package/dist/MomentumBreakoutStrategy-24SLLRUG.js

@@ -0,0 +1,8 @@
+import {
+  MomentumBreakoutStrategy
+} from "./chunk-6QBYU4NX.js";
+import "./chunk-DVZ7FRKE.js";
+export {
+  MomentumBreakoutStrategy
+};
+//# sourceMappingURL=MomentumBreakoutStrategy-24SLLRUG.js.map

package/dist/RandomStrategy-MW4XS7CM.js

@@ -0,0 +1,8 @@
+import {
+  RandomStrategy
+} from "./chunk-HTFXFKAF.js";
+import "./chunk-DVZ7FRKE.js";
+export {
+  RandomStrategy
+};
+//# sourceMappingURL=RandomStrategy-MW4XS7CM.js.map

package/dist/RuleBasedStrategy-7JDDIKO5.js

@@ -0,0 +1,8 @@
+import {
+  RuleBasedStrategy
+} from "./chunk-HXJTH4SS.js";
+import "./chunk-DVZ7FRKE.js";
+export {
+  RuleBasedStrategy
+};
+//# sourceMappingURL=RuleBasedStrategy-7JDDIKO5.js.map

package/dist/{chunk-Z6SUPK5O.js → chunk-6QBYU4NX.js}

@@ -36,7 +36,9 @@ var MomentumBreakoutStrategy = class {
     if (potentialToken) {
       return potentialToken;
     }
-    console.warn("[MomentumBreakout] Could not infer trading pair from portfolio");
+    console.warn(
+      "[MomentumBreakout] Could not infer trading pair from portfolio"
+    );
     return "UNKNOWN";
   }
   async decide(params) {
@@ -53,43 +55,58 @@ var MomentumBreakoutStrategy = class {
     }
     if (!priceData || priceData.length < 100) {
       if (this.debugMode && this.tradeAttempts === 0) {
-        console.log(`[MomentumBreakout] Not enough data: ${priceData?.length || 0} candles`);
+        console.log(
+          `[MomentumBreakout] Not enough data: ${priceData?.length || 0} candles`
+        );
       }
       return null;
     }
     const tradingPair = this.inferTradingPair(portfolioSnapshot);
     const indicators = this.calculateMomentumIndicators(priceData);
     const holdings = Object.entries(portfolioSnapshot.holdings);
-    const assetHolding = holdings.find(([key, value]) => key !== "USDC" && value > 0);
+    const assetHolding = holdings.find(
+      ([key, value]) => key !== "USDC" && value > 0
+    );
     const hasPosition = assetHolding && assetHolding[1] > 0;
     const assetSymbol = assetHolding ? assetHolding[0] : null;
     if (hasPosition && this.activePosition && assetSymbol) {
-      return this.managePosition(currentPrice, indicators, assetSymbol, portfolioSnapshot);
+      return this.managePosition(
+        currentPrice,
+        indicators,
+        assetSymbol,
+        portfolioSnapshot
+      );
     }
     const shouldEnter = this.shouldEnter(indicators, currentPrice);
     if (this.debugMode && this.tradeAttempts < 5) {
       const conditions = this.evaluateEntryConditions(indicators);
-      console.log(`[MomentumBreakout] Early evaluation #${this.tradeAttempts + 1}:`, {
-        shouldEnter,
-        price: currentPrice.toFixed(6),
-        indicators: {
-          priceChange5m: `${(indicators.priceChange5m * 100).toFixed(3)}%`,
-          priceChange15m: `${(indicators.priceChange15m * 100).toFixed(3)}%`,
-          volumeRatio: indicators.volumeRatio.toFixed(2),
-          trend: indicators.trendDirection,
-          adx: indicators.adx.toFixed(1)
-        },
-        conditions: {
-          momentum: conditions.hasMomentum,
-          volume: conditions.hasVolume,
-          trend: conditions.trendAligned,
-          notAtResistance: conditions.goodEntry,
-          metCount: `${conditions.metConditions}/4`
+      console.log(
+        `[MomentumBreakout] Early evaluation #${this.tradeAttempts + 1}:`,
+        {
+          shouldEnter,
+          price: currentPrice.toFixed(6),
+          indicators: {
+            priceChange5m: `${(indicators.priceChange5m * 100).toFixed(3)}%`,
+            priceChange15m: `${(indicators.priceChange15m * 100).toFixed(3)}%`,
+            volumeRatio: indicators.volumeRatio.toFixed(2),
+            trend: indicators.trendDirection,
+            adx: indicators.adx.toFixed(1)
+          },
+          conditions: {
+            momentum: conditions.hasMomentum,
+            volume: conditions.hasVolume,
+            trend: conditions.trendAligned,
+            notAtResistance: conditions.goodEntry,
+            metCount: `${conditions.metConditions}/4`
+          }
         }
-      });
+      );
     }
     if (!hasPosition && shouldEnter) {
-      const positionSize = this.calculatePositionSize(portfolioSnapshot.totalValue, currentPrice);
+      const positionSize = this.calculatePositionSize(
+        portfolioSnapshot.totalValue,
+        currentPrice
+      );
       if (positionSize > 1e-3) {
         this.activePosition = {
           entryPrice: currentPrice,
@@ -122,17 +139,20 @@ var MomentumBreakoutStrategy = class {
     this.tradeAttempts++;
     if (this.debugMode && this.tradeAttempts % 200 === 0) {
       const conditions = this.evaluateEntryConditions(indicators);
-      console.log(`[MomentumBreakout] Periodic evaluation #${this.tradeAttempts}:`, {
-        shouldEnter: conditions.metConditions >= 2,
-        price: currentPrice.toFixed(6),
-        conditions: {
-          momentum: conditions.hasMomentum,
-          volume: conditions.hasVolume,
-          trend: conditions.trendAligned,
-          notAtResistance: conditions.goodEntry,
-          metCount: `${conditions.metConditions}/4`
+      console.log(
+        `[MomentumBreakout] Periodic evaluation #${this.tradeAttempts}:`,
+        {
+          shouldEnter: conditions.metConditions >= 2,
+          price: currentPrice.toFixed(6),
+          conditions: {
+            momentum: conditions.hasMomentum,
+            volume: conditions.hasVolume,
+            trend: conditions.trendAligned,
+            notAtResistance: conditions.goodEntry,
+            metCount: `${conditions.metConditions}/4`
+          }
         }
-      });
+      );
     }
     return null;
   }
@@ -297,7 +317,9 @@ var MomentumBreakoutStrategy = class {
     if (candles.length < period + 1) return 0;
     const priceChanges = [];
     for (let i = 1; i < candles.length; i++) {
-      priceChanges.push(Math.abs(candles[i].close - candles[i - 1].close) / candles[i - 1].close);
+      priceChanges.push(
+        Math.abs(candles[i].close - candles[i - 1].close) / candles[i - 1].close
+      );
     }
     const avgChange = priceChanges.reduce((a, b) => a + b) / priceChanges.length;
     return Math.min(avgChange * 1e3, 100);
@@ -307,4 +329,4 @@ var MomentumBreakoutStrategy = class {
 export {
   MomentumBreakoutStrategy
 };
-//# sourceMappingURL=chunk-Z6SUPK5O.js.map
+//# sourceMappingURL=chunk-6QBYU4NX.js.map

package/dist/chunk-6QBYU4NX.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../src/strategies/MomentumBreakoutStrategy.ts"],"sourcesContent":["import {\n\ttype AgentState,\n\ttype OHLCV,\n\tOrderType,\n\ttype PortfolioSnapshot,\n\ttype StrategyContextMarketData,\n\ttype TradeOrder,\n\tTradeType,\n\ttype TradingStrategy,\n} from \"../types.ts\";\n\ninterface MomentumIndicators {\n\t// Price momentum\n\tpriceChange1h: number;\n\tpriceChange5m: number;\n\tpriceChange15m: number;\n\n\t// Volume analysis\n\tvolumeRatio: number;\n\tvolumeSpike: boolean;\n\tvolumeTrend: \"increasing\" | \"decreasing\" | \"stable\";\n\n\t// Volatility\n\tatr: number;\n\tvolatilityPercentile: number;\n\n\t// Trend strength\n\tadx: number;\n\ttrendDirection: \"bullish\" | \"bearish\" | \"neutral\";\n\ttrendStrength: number;\n\n\t// Market structure\n\tresistance: number;\n\tsupport: number;\n\tnearResistance: boolean;\n\tnearSupport: boolean;\n}\n\nexport class MomentumBreakoutStrategy implements TradingStrategy {\n\tpublic readonly id = \"momentum-breakout-v1\";\n\tpublic readonly name = \"Momentum Breakout Strategy\";\n\tpublic readonly description =\n\t\t\"Captures momentum moves in volatile meme coins with volume confirmation\";\n\n\t// Strategy parameters - adjusted for more realistic trading\n\tprivate readonly minVolumeRatio = 1.1; // Further reduced\n\tprivate readonly minPriceChange = 0.002; // Reduced to 0.2%\n\tprivate readonly maxRiskPerTrade = 0.02; // Increased to 2% for more trades\n\tprivate readonly profitTarget = 0.01; // Reduced to 1%\n\tprivate readonly stopLoss = 0.005; // Reduced to 0.5%\n\n\t// Position tracking\n\tprivate activePosition: {\n\t\tentryPrice: number;\n\t\tentryTime: number;\n\t\thighestPrice: number;\n\t\tpair: string; // Add pair tracking\n\t} | null = null;\n\n\t// Add debug mode\n\tprivate debugMode = true; // Enable by default for testing\n\tprivate tradeAttempts = 0;\n\tprivate hasLoggedStart = false;\n\n\tisReady(): boolean {\n\t\treturn true;\n\t}\n\n\tprivate inferTradingPair(portfolioSnapshot: PortfolioSnapshot): string {\n\t\t// The SimulationService uses token addresses as keys in holdings\n\t\t// We need to find the non-USDC key which represents the token being traded\n\t\tconst holdings = Object.keys(portfolioSnapshot.holdings);\n\n\t\t// Look for existing position first\n\t\tconst existingPosition = holdings.find(\n\t\t\t(key) => key !== \"USDC\" && portfolioSnapshot.holdings[key] > 0,\n\t\t);\n\n\t\tif (existingPosition) {\n\t\t\treturn existingPosition;\n\t\t}\n\n\t\t// If no position, look for any non-USDC key (even with 0 balance)\n\t\t// This happens when we have historical trades but currently flat\n\t\tconst potentialToken = holdings.find((key) => key !== \"USDC\");\n\n\t\tif (potentialToken) {\n\t\t\treturn potentialToken;\n\t\t}\n\n\t\t// If we only have USDC, we're likely at the start of a simulation\n\t\t// The token address should be inferred from the context\n\t\t// For now, we'll return a placeholder that will be replaced\n\t\tconsole.warn(\n\t\t\t\"[MomentumBreakout] Could not infer trading pair from portfolio\",\n\t\t);\n\t\treturn \"UNKNOWN\";\n\t}\n\n\tasync decide(params: {\n\t\tmarketData: StrategyContextMarketData;\n\t\tagentState: AgentState;\n\t\tportfolioSnapshot: PortfolioSnapshot;\n\t\tagentRuntime?: any;\n\t}): Promise<TradeOrder | null> {\n\t\tconst { marketData, portfolioSnapshot } = params;\n\t\tconst { priceData, currentPrice } = marketData;\n\n\t\t// Log initial info once\n\t\tif (!this.hasLoggedStart && this.debugMode) {\n\t\t\tconsole.log(`[MomentumBreakout] Strategy started:`, {\n\t\t\t\tminPriceChange: `${(this.minPriceChange * 100).toFixed(1)}%`,\n\t\t\t\tminVolumeRatio: this.minVolumeRatio,\n\t\t\t\tdataPoints: priceData?.length || 0,\n\t\t\t\tinitialPrice: currentPrice,\n\t\t\t});\n\t\t\tthis.hasLoggedStart = true;\n\t\t}\n\n\t\t// Need at least 100 candles for analysis\n\t\tif (!priceData || priceData.length < 100) {\n\t\t\tif (this.debugMode && this.tradeAttempts === 0) {\n\t\t\t\tconsole.log(\n\t\t\t\t\t`[MomentumBreakout] Not enough data: ${priceData?.length || 0} candles`,\n\t\t\t\t);\n\t\t\t}\n\t\t\treturn null;\n\t\t}\n\n\t\t// Infer the trading pair from the portfolio\n\t\tconst tradingPair = this.inferTradingPair(portfolioSnapshot);\n\n\t\t// Calculate momentum indicators\n\t\tconst indicators = this.calculateMomentumIndicators(priceData);\n\n\t\t// Get current position - look for any non-USDC holding\n\t\tconst holdings = Object.entries(portfolioSnapshot.holdings);\n\t\tconst assetHolding = holdings.find(\n\t\t\t([key, value]) => key !== \"USDC\" && value > 0,\n\t\t);\n\t\tconst hasPosition = assetHolding && assetHolding[1] > 0;\n\t\tconst assetSymbol = assetHolding ? assetHolding[0] : null;\n\n\t\t// Position management\n\t\tif (hasPosition && this.activePosition && assetSymbol) {\n\t\t\treturn this.managePosition(\n\t\t\t\tcurrentPrice,\n\t\t\t\tindicators,\n\t\t\t\tassetSymbol,\n\t\t\t\tportfolioSnapshot,\n\t\t\t);\n\t\t}\n\n\t\t// Entry logic - look for momentum breakout\n\t\tconst shouldEnter = this.shouldEnter(indicators, currentPrice);\n\n\t\t// Log first few evaluations for debugging\n\t\tif (this.debugMode && this.tradeAttempts < 5) {\n\t\t\tconst conditions = this.evaluateEntryConditions(indicators);\n\t\t\tconsole.log(\n\t\t\t\t`[MomentumBreakout] Early evaluation #${this.tradeAttempts + 1}:`,\n\t\t\t\t{\n\t\t\t\t\tshouldEnter,\n\t\t\t\t\tprice: currentPrice.toFixed(6),\n\t\t\t\t\tindicators: {\n\t\t\t\t\t\tpriceChange5m: `${(indicators.priceChange5m * 100).toFixed(3)}%`,\n\t\t\t\t\t\tpriceChange15m: `${(indicators.priceChange15m * 100).toFixed(3)}%`,\n\t\t\t\t\t\tvolumeRatio: indicators.volumeRatio.toFixed(2),\n\t\t\t\t\t\ttrend: indicators.trendDirection,\n\t\t\t\t\t\tadx: indicators.adx.toFixed(1),\n\t\t\t\t\t},\n\t\t\t\t\tconditions: {\n\t\t\t\t\t\tmomentum: conditions.hasMomentum,\n\t\t\t\t\t\tvolume: conditions.hasVolume,\n\t\t\t\t\t\ttrend: conditions.trendAligned,\n\t\t\t\t\t\tnotAtResistance: conditions.goodEntry,\n\t\t\t\t\t\tmetCount: `${conditions.metConditions}/4`,\n\t\t\t\t\t},\n\t\t\t\t},\n\t\t\t);\n\t\t}\n\n\t\tif (!hasPosition && shouldEnter) {\n\t\t\tconst positionSize = this.calculatePositionSize(\n\t\t\t\tportfolioSnapshot.totalValue,\n\t\t\t\tcurrentPrice,\n\t\t\t);\n\n\t\t\tif (positionSize > 0.001) {\n\t\t\t\tthis.activePosition = {\n\t\t\t\t\tentryPrice: currentPrice,\n\t\t\t\t\tentryTime: Date.now(),\n\t\t\t\t\thighestPrice: currentPrice,\n\t\t\t\t\tpair: tradingPair,\n\t\t\t\t};\n\n\t\t\t\tconsole.log(`[MomentumBreakout] 🎯 BUY SIGNAL:`, {\n\t\t\t\t\tprice: currentPrice,\n\t\t\t\t\tpositionSize: positionSize.toFixed(4),\n\t\t\t\t\ttotalValue: portfolioSnapshot.totalValue.toFixed(2),\n\t\t\t\t\tindicators: {\n\t\t\t\t\t\tpriceChange5m: `${(indicators.priceChange5m * 100).toFixed(2)}%`,\n\t\t\t\t\t\tpriceChange15m: `${(indicators.priceChange15m * 100).toFixed(2)}%`,\n\t\t\t\t\t\tvolumeRatio: indicators.volumeRatio.toFixed(2),\n\t\t\t\t\t\ttrend: indicators.trendDirection,\n\t\t\t\t\t\tadx: indicators.adx.toFixed(1),\n\t\t\t\t\t},\n\t\t\t\t});\n\n\t\t\t\treturn {\n\t\t\t\t\taction: TradeType.BUY,\n\t\t\t\t\tpair: tradingPair,\n\t\t\t\t\tquantity: positionSize,\n\t\t\t\t\torderType: OrderType.MARKET,\n\t\t\t\t\ttimestamp: Date.now(),\n\t\t\t\t\treason: `Momentum breakout: ${(indicators.priceChange5m * 100).toFixed(1)}% move on ${indicators.volumeRatio.toFixed(1)}x volume`,\n\t\t\t\t};\n\t\t\t}\n\t\t}\n\n\t\t// Log entry evaluation periodically for debugging\n\t\tthis.tradeAttempts++;\n\t\tif (this.debugMode && this.tradeAttempts % 200 === 0) {\n\t\t\tconst conditions = this.evaluateEntryConditions(indicators);\n\t\t\tconsole.log(\n\t\t\t\t`[MomentumBreakout] Periodic evaluation #${this.tradeAttempts}:`,\n\t\t\t\t{\n\t\t\t\t\tshouldEnter: conditions.metConditions >= 2,\n\t\t\t\t\tprice: currentPrice.toFixed(6),\n\t\t\t\t\tconditions: {\n\t\t\t\t\t\tmomentum: conditions.hasMomentum,\n\t\t\t\t\t\tvolume: conditions.hasVolume,\n\t\t\t\t\t\ttrend: conditions.trendAligned,\n\t\t\t\t\t\tnotAtResistance: conditions.goodEntry,\n\t\t\t\t\t\tmetCount: `${conditions.metConditions}/4`,\n\t\t\t\t\t},\n\t\t\t\t},\n\t\t\t);\n\t\t}\n\n\t\treturn null;\n\t}\n\n\tprivate evaluateEntryConditions(indicators: MomentumIndicators) {\n\t\tconst hasMomentum =\n\t\t\tindicators.priceChange5m > this.minPriceChange &&\n\t\t\tindicators.priceChange15m > -0.01; // Allow more negative 15m\n\n\t\tconst hasVolume =\n\t\t\tindicators.volumeRatio > this.minVolumeRatio ||\n\t\t\t(indicators.volumeRatio > 1.0 && indicators.volumeTrend === \"increasing\");\n\n\t\tconst trendAligned =\n\t\t\t(indicators.trendDirection === \"bullish\" && indicators.adx > 15) || // Reduced ADX requirement\n\t\t\tindicators.priceChange5m > this.minPriceChange * 1.5; // Lower threshold\n\n\t\tconst goodEntry =\n\t\t\t!indicators.nearResistance || indicators.priceChange5m > 0.005; // Allow entry near resistance if strong momentum\n\n\t\tconst conditions = [hasMomentum, hasVolume, trendAligned, goodEntry];\n\t\tconst metConditions = conditions.filter((c) => c).length;\n\n\t\treturn {\n\t\t\thasMomentum,\n\t\t\thasVolume,\n\t\t\ttrendAligned,\n\t\t\tgoodEntry,\n\t\t\tmetConditions,\n\t\t};\n\t}\n\n\tprivate calculateMomentumIndicators(priceData: OHLCV[]): MomentumIndicators {\n\t\tconst currentPrice = priceData[priceData.length - 1].close;\n\n\t\t// Price momentum over different timeframes\n\t\tconst price5mAgo =\n\t\t\tpriceData[Math.max(0, priceData.length - 5)]?.close || currentPrice;\n\t\tconst price15mAgo =\n\t\t\tpriceData[Math.max(0, priceData.length - 15)]?.close || currentPrice;\n\t\tconst price60mAgo =\n\t\t\tpriceData[Math.max(0, priceData.length - 60)]?.close || currentPrice;\n\n\t\tconst priceChange5m = (currentPrice - price5mAgo) / price5mAgo;\n\t\tconst priceChange15m = (currentPrice - price15mAgo) / price15mAgo;\n\t\tconst priceChange1h = (currentPrice - price60mAgo) / price60mAgo;\n\n\t\t// Volume analysis\n\t\tconst recentVolumes = priceData.slice(-20).map((c) => c.volume);\n\t\tconst avgVolume =\n\t\t\trecentVolumes.reduce((a, b) => a + b) / recentVolumes.length;\n\t\tconst currentVolume = priceData[priceData.length - 1].volume;\n\t\tconst volumeRatio = currentVolume / avgVolume;\n\n\t\t// Volume trend\n\t\tconst volumeTrend5 = recentVolumes.slice(-5).reduce((a, b) => a + b) / 5;\n\t\tconst volumeTrend10 = recentVolumes.slice(-10).reduce((a, b) => a + b) / 10;\n\t\tlet volumeTrend: \"increasing\" | \"decreasing\" | \"stable\";\n\n\t\tif (volumeTrend5 > volumeTrend10 * 1.2) {\n\t\t\tvolumeTrend = \"increasing\";\n\t\t} else if (volumeTrend5 < volumeTrend10 * 0.8) {\n\t\t\tvolumeTrend = \"decreasing\";\n\t\t} else {\n\t\t\tvolumeTrend = \"stable\";\n\t\t}\n\n\t\t// ATR for volatility\n\t\tconst atr = this.calculateATR(priceData.slice(-14));\n\t\tconst atrPercentage = atr / currentPrice;\n\n\t\t// ADX for trend strength\n\t\tconst adx = this.calculateADX(priceData.slice(-20));\n\n\t\t// Market structure\n\t\tconst recentHighs = priceData.slice(-20).map((c) => c.high);\n\t\tconst recentLows = priceData.slice(-20).map((c) => c.low);\n\t\tconst resistance = Math.max(...recentHighs);\n\t\tconst support = Math.min(...recentLows);\n\n\t\t// Trend direction\n\t\tconst ema9 = this.calculateEMA(\n\t\t\tpriceData.slice(-20).map((c) => c.close),\n\t\t\t9,\n\t\t);\n\t\tconst ema21 = this.calculateEMA(\n\t\t\tpriceData.slice(-30).map((c) => c.close),\n\t\t\t21,\n\t\t);\n\n\t\tlet trendDirection: \"bullish\" | \"bearish\" | \"neutral\";\n\t\tif (ema9 > ema21 * 1.01 && priceChange15m > 0) {\n\t\t\ttrendDirection = \"bullish\";\n\t\t} else if (ema9 < ema21 * 0.99 && priceChange15m < 0) {\n\t\t\ttrendDirection = \"bearish\";\n\t\t} else {\n\t\t\ttrendDirection = \"neutral\";\n\t\t}\n\n\t\treturn {\n\t\t\tpriceChange1h,\n\t\t\tpriceChange5m,\n\t\t\tpriceChange15m,\n\t\t\tvolumeRatio,\n\t\t\tvolumeSpike: volumeRatio > 3,\n\t\t\tvolumeTrend,\n\t\t\tatr,\n\t\t\tvolatilityPercentile: atrPercentage > 0.02 ? 0.8 : 0.5,\n\t\t\tadx,\n\t\t\ttrendDirection,\n\t\t\ttrendStrength: (Math.abs(priceChange15m) * adx) / 25,\n\t\t\tresistance,\n\t\t\tsupport,\n\t\t\tnearResistance: (resistance - currentPrice) / currentPrice < 0.01,\n\t\t\tnearSupport: (currentPrice - support) / currentPrice < 0.01,\n\t\t};\n\t}\n\n\tprivate shouldEnter(\n\t\tindicators: MomentumIndicators,\n\t\t_currentPrice: number,\n\t): boolean {\n\t\tconst conditions = this.evaluateEntryConditions(indicators);\n\t\treturn conditions.metConditions >= 2; // Reduced from 3 to 2 out of 4\n\t}\n\n\tprivate managePosition(\n\t\tcurrentPrice: number,\n\t\tindicators: MomentumIndicators,\n\t\tassetSymbol: string,\n\t\tportfolio: PortfolioSnapshot,\n\t): TradeOrder | null {\n\t\tif (!this.activePosition) return null;\n\n\t\tconst { entryPrice, highestPrice } = this.activePosition;\n\t\tconst profitPercent = (currentPrice - entryPrice) / entryPrice;\n\t\tconst drawdownFromHigh = (highestPrice - currentPrice) / highestPrice;\n\n\t\t// Update highest price\n\t\tif (currentPrice > highestPrice) {\n\t\t\tthis.activePosition.highestPrice = currentPrice;\n\t\t}\n\n\t\t// Exit conditions\n\t\tlet shouldExit = false;\n\t\tlet exitReason = \"\";\n\n\t\t// 1. Hit profit target\n\t\tif (profitPercent >= this.profitTarget) {\n\t\t\tshouldExit = true;\n\t\t\texitReason = `Profit target reached: +${(profitPercent * 100).toFixed(1)}%`;\n\t\t}\n\n\t\t// 2. Stop loss\n\t\telse if (profitPercent <= -this.stopLoss) {\n\t\t\tshouldExit = true;\n\t\t\texitReason = `Stop loss triggered: ${(profitPercent * 100).toFixed(1)}%`;\n\t\t}\n\n\t\t// 3. Trailing stop (if profit > 1.5%)\n\t\telse if (profitPercent > 0.015 && drawdownFromHigh > 0.01) {\n\t\t\tshouldExit = true;\n\t\t\texitReason = `Trailing stop: -${(drawdownFromHigh * 100).toFixed(1)}% from high`;\n\t\t}\n\n\t\t// 4. 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package/dist/{chunk-AS6N6A3H.js → chunk-DVZ7FRKE.js}

@@ -15,4 +15,4 @@ export {
   TradeType,
   OrderType
 };
-//# sourceMappingURL=chunk-AS6N6A3H.js.map
+//# sourceMappingURL=chunk-DVZ7FRKE.js.map

package/dist/chunk-DVZ7FRKE.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../src/types.ts"],"sourcesContent":["// Import core types\nimport type { IAgentRuntime as AgentRuntime, UUID } from \"@elizaos/core\";\n\n// Define wallet and token types locally since they're not exported from @elizaos/core\nexport interface TokenBalance {\n\tmint: string;\n\tbalance: string;\n\tdecimals: number;\n\tuiAmount: number;\n}\n\nexport interface TokenData {\n\taddress: string;\n\tsymbol: string;\n\tname: string;\n\tdecimals: number;\n\tprice?: number;\n\tvolume24h?: number;\n\tliquidity?: number;\n}\n\nexport interface WalletAsset {\n\tmint: string;\n\tbalance: number;\n\tdecimals: number;\n\tuiAmount: number;\n}\n\nexport interface IWalletService {\n\tgetBalance(): Promise<number>;\n\tgetTokenBalances(): Promise<TokenBalance[]>;\n}\n\n// #region --- Portfolio and Trading Data Interfaces ---\n\n/**\n * Core types for simulations and backtesting\n */\n\nexport interface OHLCV {\n\ttimestamp: number;\n\topen: number;\n\thigh: number;\n\tlow: number;\n\tclose: number;\n\tvolume: number;\n}\n\nexport interface StrategyContextMarketData {\n\tcurrentPrice: number;\n\tlastPrices: number[];\n\tindicators?: { [indicatorName: string]: number };\n\tpriceData?: OHLCV[]; // Full price data for custom analysis\n}\n\nexport interface AgentState {\n\tportfolioValue: number;\n\tvolatility: number;\n\tconfidenceLevel: number;\n\trecentTrades: number;\n\tlastAction?: string;\n\tsentiment?: number;\n}\n\nexport interface TradingStrategy {\n\tid: string;\n\tname: string;\n\tdescription: string;\n\tdecide(params: {\n\t\tmarketData: StrategyContextMarketData;\n\t\tagentState: AgentState;\n\t\tportfolioSnapshot: PortfolioSnapshot;\n\t\tagentRuntime?: AgentRuntime;\n\t}): Promise<TradeOrder | null>;\n\tinitialize?(agentRuntime?: AgentRuntime): Promise<void>;\n\tisReady(): boolean;\n\tconfigure?(params: any): void;\n}\n\nexport enum TradeType {\n\tBUY = \"BUY\",\n\tSELL = \"SELL\",\n}\n\nexport enum OrderType {\n\tMARKET = \"MARKET\",\n\tLIMIT = \"LIMIT\",\n\tSTOP = \"STOP\",\n}\n\nexport interface TradeOrder {\n\tpair: string;\n\taction: TradeType;\n\tquantity: number;\n\torderType: OrderType;\n\tprice?: number;\n\tstopPrice?: number;\n\ttimestamp: number;\n\treason?: string;\n}\n\nexport interface Trade extends TradeOrder {\n\texecutedPrice: number;\n\texecutedTimestamp: number;\n\tfees: number;\n\tfeeCurrency?: string; // Add optional feeCurrency\n\ttradeId?: string; // Add optional tradeId\n\trealizedPnl?: number; // Profit or loss realized on this trade (typically for SELL trades)\n}\n\nexport interface PortfolioSnapshot {\n\ttimestamp: number;\n\tholdings: { [assetSymbol: string]: number };\n\ttotalValue: number;\n}\n\nexport interface PerformanceMetrics {\n\ttotalPnlAbsolute: number;\n\ttotalPnlPercentage: number;\n\tsharpeRatio?: number;\n\tsortinoRatio?: number;\n\twinLossRatio: number;\n\taverageWinAmount: number;\n\taverageLossAmount: number;\n\tmaxDrawdown: number;\n\ttotalTrades: number;\n\twinningTrades: number;\n\tlosingTrades: number;\n\tfirstAssetPrice?: number;\n\tlastAssetPrice?: number;\n\tbuyAndHoldPnlPercentage?: number;\n}\n\nexport interface SimulationReport {\n\tstrategy: string;\n\tpair: string;\n\tstartDate: number;\n\tendDate: number;\n\ttrades: Trade[];\n\tportfolioSnapshots: PortfolioSnapshot[];\n\tfinalPortfolioValue: number;\n\tmetrics: PerformanceMetrics;\n}\n\n// HistoricalDataService\nexport interface HistoricalDataService {\n\tfetchData(\n\t\tpair: string,\n\t\tinterval: string,\n\t\tstartDate: Date,\n\t\tendDate: Date,\n\t\tdataSource: string,\n\t): Promise<OHLCV[]>;\n}\n\n// #endregion --- Portfolio and Trading Data Interfaces ---\n\n// #region --- Service & Other Interfaces ---\n\nexport interface TradeSimulationResult {\n\tisValid: boolean;\n\treason?: string;\n\tupdatedBalance?: number;\n\tupdatedPortfolio?: { [assetSymbol: string]: PortfolioAssetHolding };\n}\n\n// Wallet portfolio for auto-trader\nexport interface WalletPortfolio {\n\ttotalUsd: string;\n\ttotalSol?: string;\n\titems: Array<{\n\t\tname: string;\n\t\taddress: string;\n\t\tsymbol: string;\n\t\tdecimals: number;\n\t\tbalance: string;\n\t\tuiAmount: string;\n\t\tpriceUsd: string;\n\t\tvalueUsd: string;\n\t\tvalueSol?: string;\n\t}>;\n}\n\nexport interface PortfolioAssetHolding {\n\tmint: string;\n\tbalance: number;\n\tdecimals: number;\n\tuiAmount: number;\n\taveragePrice: number;\n\tsymbol?: string;\n\tassetAddress: string;\n}\n\nexport interface Position {\n\tid: UUID;\n\ttokenAddress: string;\n\tamount: number;\n\tentryPrice: number;\n\tcurrentPrice?: number;\n\tunrealizedPnl?: number;\n\trealizedPnl?: number;\n}\n\nexport interface WalletOperationResult {\n\tsuccess: boolean;\n\ttransactionHash?: string;\n\terror?: string;\n}\n\nexport interface PortfolioHolding {\n\ttokenAddress: string;\n\ttokenSymbol: string;\n\ttokenName: string;\n\tamount: number;\n\tdecimals: number;\n\tusdValue: number;\n\ttokenPriceUsd: number;\n}\n\nexport interface TrackedPosition {\n\ttokenAddress: string;\n\tsymbol: string;\n\tentryPrice: number;\n\tcurrentPrice: number;\n\tquantity: number;\n\tvalue: number;\n\tpnl: number;\n\tpnlPercentage: number;\n}\n\n// Strategy-specific parameters\nexport interface RandomStrategyParams {\n\tbuyProbability?: number;\n\tsellProbability?: number;\n\tmaxTradeSize?: number;\n\tminTradeSize?: number;\n\trandomSeed?: number;\n}\n\nexport interface RuleBasedStrategyParams {\n\tindicators?: string[];\n\tbuyConditions?: {\n\t\t[indicator: string]: { threshold: number; condition: \"above\" | \"below\" };\n\t};\n\tsellConditions?: {\n\t\t[indicator: string]: { threshold: number; condition: \"above\" | \"below\" };\n\t};\n\triskSettings?: {\n\t\tmaxPositionSize?: number;\n\t\tstopLossPercentage?: number;\n\t\ttakeProfitPercentage?: number;\n\t};\n}\n\nexport interface LLMStrategyParams {\n\tmodelName?: string;\n\tcustomPromptPrefix?: string;\n\tcustomPromptSuffix?: string;\n\tmaxTokens?: number;\n\ttemperature?: number;\n\tdefaultTradeSizePercentage?: number;\n\tdefaultFixedTradeQuantity?: number;\n\tstructuredOutputSchema?: any;\n\tsystemPrompt?: string;\n}\n\n// #endregion --- Service & Other Interfaces ---\n"],"mappings":";AA+EO,IAAK,YAAL,kBAAKA,eAAL;AACN,EAAAA,WAAA,SAAM;AACN,EAAAA,WAAA,UAAO;AAFI,SAAAA;AAAA,GAAA;AAKL,IAAK,YAAL,kBAAKC,eAAL;AACN,EAAAA,WAAA,YAAS;AACT,EAAAA,WAAA,WAAQ;AACR,EAAAA,WAAA,UAAO;AAHI,SAAAA;AAAA,GAAA;","names":["TradeType","OrderType"]}

package/dist/{chunk-KB2EBQUN.js → chunk-HTFXFKAF.js}

@@ -97,4 +97,4 @@ var RandomStrategy = class {
 export {
   RandomStrategy
 };
-//# sourceMappingURL=chunk-KB2EBQUN.js.map
+//# sourceMappingURL=chunk-HTFXFKAF.js.map

package/dist/chunk-HTFXFKAF.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../src/strategies/RandomStrategy.ts"],"sourcesContent":["import {\n\ttype AgentState,\n\tOrderType,\n\ttype PortfolioSnapshot,\n\ttype StrategyContextMarketData,\n\ttype TradeOrder,\n\tTradeType,\n\ttype TradingStrategy,\n} from \"../types.ts\";\n\nexport interface RandomStrategyParams {\n\t/**\n\t * Probability (0.0 to 1.0) of attempting a trade at any given `shouldExecute` call.\n\t * Default: 0.1 (10% chance)\n\t */\n\ttradeAttemptProbability?: number;\n\t/**\n\t * Probability (0.0 to 1.0) of the attempted trade being a BUY order. SELL is 1 - this value.\n\t * Default: 0.5 (50% chance of BUY, 50% chance of SELL)\n\t */\n\tbuyProbability?: number;\n\t/**\n\t * Maximum percentage of available capital to use for a single trade.\n\t * Expressed as a decimal (e.g., 0.05 for 5%).\n\t * Default: 0.01 (1% of available capital)\n\t * Requires `agentState.availableCapital` to be set.\n\t */\n\tmaxTradeSizePercentage?: number;\n\t/**\n\t * Fixed quantity to trade if `maxTradeSizePercentage` is not used or capital is not available.\n\t * If this is set, `maxTradeSizePercentage` might be ignored or used as a cap.\n\t * Default: 1 (e.g., 1 unit of the base asset)\n\t */\n\tfixedTradeQuantity?: number;\n}\n\nconst DEFAULT_TRADE_ATTEMPT_PROBABILITY = 0.1;\nconst DEFAULT_BUY_PROBABILITY = 0.5;\nconst DEFAULT_MAX_TRADE_SIZE_PERCENTAGE = 0.01; // 1%\nconst DEFAULT_FIXED_TRADE_QUANTITY = 1;\nconst MIN_TRADE_QUANTITY_THRESHOLD = 1e-8; // Define a threshold for minimum tradeable quantity\n\nexport class RandomStrategy implements TradingStrategy {\n\tpublic readonly id = \"random-v1\";\n\tpublic readonly name = \"Random Trading Strategy\";\n\tpublic readonly description =\n\t\t\"Makes random buy or sell decisions based on configured probabilities.\";\n\n\tprivate params: RandomStrategyParams = {\n\t\ttradeAttemptProbability: DEFAULT_TRADE_ATTEMPT_PROBABILITY,\n\t\tbuyProbability: DEFAULT_BUY_PROBABILITY,\n\t\tmaxTradeSizePercentage: DEFAULT_MAX_TRADE_SIZE_PERCENTAGE,\n\t\tfixedTradeQuantity: DEFAULT_FIXED_TRADE_QUANTITY,\n\t};\n\n\tprivate useFixedQuantity = false;\n\n\tconfigure(params: RandomStrategyParams): void {\n\t\tif (params.tradeAttemptProbability !== undefined) {\n\t\t\tif (\n\t\t\t\tparams.tradeAttemptProbability < 0 ||\n\t\t\t\tparams.tradeAttemptProbability > 1\n\t\t\t) {\n\t\t\t\tthrow new Error(\"tradeAttemptProbability must be between 0 and 1.\");\n\t\t\t}\n\t\t\tthis.params.tradeAttemptProbability = params.tradeAttemptProbability;\n\t\t}\n\t\tif (params.buyProbability !== undefined) {\n\t\t\tif (params.buyProbability < 0 || params.buyProbability > 1) {\n\t\t\t\tthrow new Error(\"buyProbability must be between 0 and 1.\");\n\t\t\t}\n\t\t\tthis.params.buyProbability = params.buyProbability;\n\t\t}\n\t\tif (params.maxTradeSizePercentage !== undefined) {\n\t\t\tif (\n\t\t\t\tparams.maxTradeSizePercentage < 0 ||\n\t\t\t\tparams.maxTradeSizePercentage > 1\n\t\t\t) {\n\t\t\t\tthrow new Error(\"maxTradeSizePercentage must be between 0 and 1.\");\n\t\t\t}\n\t\t\tthis.params.maxTradeSizePercentage = params.maxTradeSizePercentage;\n\t\t\t// If percentage is explicitly set, prefer it over fixed quantity\n\t\t\tthis.useFixedQuantity = false;\n\t\t}\n\t\tif (params.fixedTradeQuantity !== undefined) {\n\t\t\tif (params.fixedTradeQuantity <= 0) {\n\t\t\t\tthrow new Error(\"fixedTradeQuantity must be positive.\");\n\t\t\t}\n\t\t\tthis.params.fixedTradeQuantity = params.fixedTradeQuantity;\n\t\t\t// Only use fixed quantity if percentage is not explicitly set in this configure call\n\t\t\tif (params.maxTradeSizePercentage === undefined) {\n\t\t\t\tthis.useFixedQuantity = true;\n\t\t\t}\n\t\t}\n\t}\n\n\tisReady(): boolean {\n\t\treturn true; // Random strategy is always ready\n\t}\n\n\tasync decide(params: {\n\t\tmarketData: StrategyContextMarketData;\n\t\tagentState: AgentState;\n\t\tportfolioSnapshot: PortfolioSnapshot;\n\t\tagentRuntime?: any;\n\t}): Promise<TradeOrder | null> {\n\t\tconst { marketData, portfolioSnapshot } = params;\n\n\t\tif (\n\t\t\tMath.random() >=\n\t\t\t(this.params.tradeAttemptProbability ?? DEFAULT_TRADE_ATTEMPT_PROBABILITY)\n\t\t) {\n\t\t\treturn null; // No trade attempt this time\n\t\t}\n\n\t\tconst tradeType: TradeType =\n\t\t\tMath.random() < (this.params.buyProbability ?? DEFAULT_BUY_PROBABILITY)\n\t\t\t\t? TradeType.BUY\n\t\t\t\t: TradeType.SELL;\n\n\t\t// Calculate quantity\n\t\tlet quantity: number | undefined;\n\t\tif (\n\t\t\tthis.useFixedQuantity &&\n\t\t\tthis.params.fixedTradeQuantity &&\n\t\t\tthis.params.fixedTradeQuantity > 0\n\t\t) {\n\t\t\t// Use fixed quantity when explicitly set\n\t\t\tquantity = this.params.fixedTradeQuantity;\n\t\t} else if (\n\t\t\t!this.useFixedQuantity &&\n\t\t\tthis.params.maxTradeSizePercentage &&\n\t\t\tportfolioSnapshot.totalValue > 0 &&\n\t\t\tmarketData.currentPrice &&\n\t\t\tmarketData.currentPrice > 0\n\t\t) {\n\t\t\t// Calculate percentage-based quantity\n\t\t\tconst tradeValue =\n\t\t\t\tportfolioSnapshot.totalValue * this.params.maxTradeSizePercentage;\n\t\t\tquantity = tradeValue / marketData.currentPrice;\n\t\t} else {\n\t\t\t// Default: 1% of portfolio or minimal amount\n\t\t\tconst defaultPercentage = 0.01;\n\t\t\tconst tradeValue = portfolioSnapshot.totalValue * defaultPercentage;\n\t\t\tquantity =\n\t\t\t\tmarketData.currentPrice > 0\n\t\t\t\t\t? tradeValue / marketData.currentPrice\n\t\t\t\t\t: 0.01;\n\t\t}\n\n\t\t// Check minimum quantity threshold\n\t\tif (!quantity || quantity <= MIN_TRADE_QUANTITY_THRESHOLD) {\n\t\t\treturn null;\n\t\t}\n\n\t\t// Extract asset from portfolio snapshot or use a default\n\t\tconst assetSymbol =\n\t\t\tObject.keys(portfolioSnapshot.holdings).find(\n\t\t\t\t(key) => key !== \"USDC\" && portfolioSnapshot.holdings[key] > 0,\n\t\t\t) || \"SOL\";\n\n\t\tconst pair = `${assetSymbol}/USDC`;\n\n\t\t// For SELL orders, check if we have sufficient holdings\n\t\tif (tradeType === TradeType.SELL) {\n\t\t\tconst holding = portfolioSnapshot.holdings[assetSymbol] || 0;\n\t\t\tif (holding < quantity) {\n\t\t\t\treturn null;\n\t\t\t}\n\t\t}\n\n\t\t// Apply precision limit\n\t\tconst roundedQuantity = parseFloat(quantity.toFixed(8));\n\n\t\t// Check again after rounding\n\t\tif (roundedQuantity <= MIN_TRADE_QUANTITY_THRESHOLD) {\n\t\t\treturn null;\n\t\t}\n\n\t\treturn {\n\t\t\tpair,\n\t\t\taction: tradeType,\n\t\t\tquantity: roundedQuantity,\n\t\t\torderType: OrderType.MARKET, // Random strategy uses market orders for simplicity\n\t\t\ttimestamp: Date.now(),\n\t\t\treason: \"Random trading decision\",\n\t\t};\n\t}\n}\n"],"mappings":";AAoCA,IAAM,oCAAoC;AAC1C,IAAM,0BAA0B;AAChC,IAAM,oCAAoC;AAC1C,IAAM,+BAA+B;AACrC,IAAM,+BAA+B;AAE9B,IAAM,iBAAN,MAAgD;AAAA,EACtC,KAAK;AAAA,EACL,OAAO;AAAA,EACP,cACf;AAAA,EAEO,SAA+B;AAAA,IACtC,yBAAyB;AAAA,IACzB,gBAAgB;AAAA,IAChB,wBAAwB;AAAA,IACxB,oBAAoB;AAAA,EACrB;AAAA,EAEQ,mBAAmB;AAAA,EAE3B,UAAU,QAAoC;AAC7C,QAAI,OAAO,4BAA4B,QAAW;AACjD,UACC,OAAO,0BAA0B,KACjC,OAAO,0BAA0B,GAChC;AACD,cAAM,IAAI,MAAM,kDAAkD;AAAA,MACnE;AACA,WAAK,OAAO,0BAA0B,OAAO;AAAA,IAC9C;AACA,QAAI,OAAO,mBAAmB,QAAW;AACxC,UAAI,OAAO,iBAAiB,KAAK,OAAO,iBAAiB,GAAG;AAC3D,cAAM,IAAI,MAAM,yCAAyC;AAAA,MAC1D;AACA,WAAK,OAAO,iBAAiB,OAAO;AAAA,IACrC;AACA,QAAI,OAAO,2BAA2B,QAAW;AAChD,UACC,OAAO,yBAAyB,KAChC,OAAO,yBAAyB,GAC/B;AACD,cAAM,IAAI,MAAM,iDAAiD;AAAA,MAClE;AACA,WAAK,OAAO,yBAAyB,OAAO;AAE5C,WAAK,mBAAmB;AAAA,IACzB;AACA,QAAI,OAAO,uBAAuB,QAAW;AAC5C,UAAI,OAAO,sBAAsB,GAAG;AACnC,cAAM,IAAI,MAAM,sCAAsC;AAAA,MACvD;AACA,WAAK,OAAO,qBAAqB,OAAO;AAExC,UAAI,OAAO,2BAA2B,QAAW;AAChD,aAAK,mBAAmB;AAAA,MACzB;AAAA,IACD;AAAA,EACD;AAAA,EAEA,UAAmB;AAClB,WAAO;AAAA,EACR;AAAA,EAEA,MAAM,OAAO,QAKkB;AAC9B,UAAM,EAAE,YAAY,kBAAkB,IAAI;AAE1C,QACC,KAAK,OAAO,MACX,KAAK,OAAO,2BAA2B,oCACvC;AACD,aAAO;AAAA,IACR;AAEA,UAAM,YACL,KAAK,OAAO,KAAK,KAAK,OAAO,kBAAkB;AAKhD,QAAI;AACJ,QACC,KAAK,oBACL,KAAK,OAAO,sBACZ,KAAK,OAAO,qBAAqB,GAChC;AAED,iBAAW,KAAK,OAAO;AAAA,IACxB,WACC,CAAC,KAAK,oBACN,KAAK,OAAO,0BACZ,kBAAkB,aAAa,KAC/B,WAAW,gBACX,WAAW,eAAe,GACzB;AAED,YAAM,aACL,kBAAkB,aAAa,KAAK,OAAO;AAC5C,iBAAW,aAAa,WAAW;AAAA,IACpC,OAAO;AAEN,YAAM,oBAAoB;AAC1B,YAAM,aAAa,kBAAkB,aAAa;AAClD,iBACC,WAAW,eAAe,IACvB,aAAa,WAAW,eACxB;AAAA,IACL;AAGA,QAAI,CAAC,YAAY,YAAY,8BAA8B;AAC1D,aAAO;AAAA,IACR;AAGA,UAAM,cACL,OAAO,KAAK,kBAAkB,QAAQ,EAAE;AAAA,MACvC,CAAC,QAAQ,QAAQ,UAAU,kBAAkB,SAAS,GAAG,IAAI;AAAA,IAC9D,KAAK;AAEN,UAAM,OAAO,GAAG,WAAW;AAG3B,QAAI,iCAA8B;AACjC,YAAM,UAAU,kBAAkB,SAAS,WAAW,KAAK;AAC3D,UAAI,UAAU,UAAU;AACvB,eAAO;AAAA,MACR;AAAA,IACD;AAGA,UAAM,kBAAkB,WAAW,SAAS,QAAQ,CAAC,CAAC;AAGtD,QAAI,mBAAmB,8BAA8B;AACpD,aAAO;AAAA,IACR;AAEA,WAAO;AAAA,MACN;AAAA,MACA,QAAQ;AAAA,MACR,UAAU;AAAA,MACV;AAAA;AAAA,MACA,WAAW,KAAK,IAAI;AAAA,MACpB,QAAQ;AAAA,IACT;AAAA,EACD;AACD;","names":[]}

package/dist/{chunk-GYTZTIWK.js → chunk-HXJTH4SS.js}

@@ -54,10 +54,14 @@ var RuleBasedStrategy = class {
         throw new Error("Long MA period must be positive.");
       if (rule.type === "SMA_CROSSOVER" || rule.type === "EMA_CROSSOVER") {
         if (!rule.shortMAPeriod || !rule.longMAPeriod) {
-          throw new Error("Short and Long MA periods are required for crossover rules.");
+          throw new Error(
+            "Short and Long MA periods are required for crossover rules."
+          );
         }
         if (rule.shortMAPeriod >= rule.longMAPeriod) {
-          throw new Error("Short MA period must be less than Long MA period for crossovers.");
+          throw new Error(
+            "Short MA period must be less than Long MA period for crossovers."
+          );
         }
         if (!rule.maType) {
           console.warn(
@@ -74,7 +78,9 @@ var RuleBasedStrategy = class {
         throw new Error("RSI oversold must be less than RSI overbought");
     });
     if (params.tradeSizePercentage !== void 0 && (params.tradeSizePercentage <= 0 || params.tradeSizePercentage > 1)) {
-      throw new Error("tradeSizePercentage must be between 0 (exclusive) and 1 (inclusive).");
+      throw new Error(
+        "tradeSizePercentage must be between 0 (exclusive) and 1 (inclusive)."
+      );
     }
     if (params.fixedTradeQuantity !== void 0 && params.fixedTradeQuantity <= 0) {
       throw new Error("fixedTradeQuantity must be positive.");
@@ -126,7 +132,11 @@ var RuleBasedStrategy = class {
   }
   calculateIndicators(ohlcvData, rules) {
     const minDataPointsForAnyCalc = rules.reduce((minOverall, r) => {
-      const periodReq = Math.max(r.longMAPeriod || 0, r.rsiPeriod || 0, r.macdSlowPeriod || 0);
+      const periodReq = Math.max(
+        r.longMAPeriod || 0,
+        r.rsiPeriod || 0,
+        r.macdSlowPeriod || 0
+      );
       return Math.min(minOverall, periodReq > 0 ? periodReq + 1 : Infinity);
     }, Infinity);
     if (ohlcvData.length < (this.params.minIndicatorDataPoints ?? DEFAULT_MIN_INDICATOR_DATA_POINTS) || ohlcvData.length < minDataPointsForAnyCalc) {
@@ -195,7 +205,10 @@ var RuleBasedStrategy = class {
     if (!marketData.priceData || marketData.priceData.length < 20) {
       return null;
     }
-    const indicators = this.calculateIndicators(marketData.priceData, this.params.rules);
+    const indicators = this.calculateIndicators(
+      marketData.priceData,
+      this.params.rules
+    );
     let shouldBuy = false;
     let shouldSell = false;
     let buyReason = "";
@@ -225,7 +238,10 @@ var RuleBasedStrategy = class {
     if (shouldBuy) {
       const cashHolding = portfolioSnapshot.holdings.USDC || 0;
       if (cashHolding > 10 && marketData.currentPrice) {
-        const quantity = this.calculateTradeQuantity(marketData, portfolioSnapshot);
+        const quantity = this.calculateTradeQuantity(
+          marketData,
+          portfolioSnapshot
+        );
         if (quantity && quantity > MIN_TRADE_QUANTITY_THRESHOLD) {
           return {
             pair,
@@ -273,4 +289,4 @@ var RuleBasedStrategy = class {
 export {
   RuleBasedStrategy
 };
-//# sourceMappingURL=chunk-GYTZTIWK.js.map
+//# sourceMappingURL=chunk-HXJTH4SS.js.map

package/dist/chunk-HXJTH4SS.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../src/strategies/RuleBasedStrategy.ts"],"sourcesContent":["import * as ti from \"technicalindicators\";\nimport {\n\ttype AgentState,\n\ttype OHLCV,\n\tOrderType,\n\ttype PortfolioSnapshot,\n\ttype StrategyContextMarketData,\n\ttype TradeOrder,\n\tTradeType,\n\ttype TradingStrategy,\n} from \"../types.ts\";\n\n// Mock/placeholder for technical indicator calculation results\ninterface TAResults {\n\trsi?: number;\n\tsmaShort?: number;\n\tsmaLong?: number;\n\tprevSmaShort?: number;\n\tprevSmaLong?: number;\n\temaShort?: number;\n\temaLong?: number;\n\tprevEmaShort?: number;\n\tprevEmaLong?: number;\n\tmacd?: {\n\t\tMACD?: number;\n\t\tsignal?: number;\n\t\thistogram?: number;\n\t};\n\tprevMacd?: {\n\t\tMACD?: number;\n\t\tsignal?: number;\n\t\thistogram?: number;\n\t};\n\t// ema?: number[]; // Keep as array if EMA logic will also be array-based initially\n\t// macd?: { macd: number[]; signal: number[]; histogram: number[] };\n\t// Add other indicators as needed\n}\n\n// Assume a technicalindicators-like library structure\n// This is a conceptual placeholder for actual library usage.\n// REMOVED - no longer needed\n// interface TechnicalIndicatorsLib { ... }\n// const tiLibrary: TechnicalIndicatorsLib | null = null;\n\nexport interface RuleCondition {\n\ttype:\n\t\t| \"RSI\"\n\t\t| \"SMA_CROSSOVER\"\n\t\t| \"EMA_CROSSOVER\"\n\t\t| \"VOLUME\"\n\t\t| \"PRICE_ACTION\"\n\t\t| \"MACD_CROSS\";\n\t// RSI\n\trsiPeriod?: number;\n\trsiOverbought?: number; // e.g., 70 (for sell)\n\trsiOversold?: number; // e.g., 30 (for buy)\n\t// SMA/EMA\n\tshortMAPeriod?: number;\n\tlongMAPeriod?: number;\n\tmaType?: \"SMA\" | \"EMA\"; // Specify MA type for crossover rules\n\t// VOLUME\n\tminVolume24h?: number;\n\t// PRICE_ACTION\n\tpriceBreaksNDayHigh?: number; // N days for high (e.g., 7-day high)\n\tpriceBreaksNDayLow?: number; // N days for low\n\t// MACD\n\tmacdFastPeriod?: number;\n\tmacdSlowPeriod?: number;\n\tmacdSignalPeriod?: number;\n\n\taction: TradeType; // BUY or SELL if this condition is met\n}\n\nexport interface StopLossTakeProfitConfig {\n\tstopLossPercentage?: number; // e.g., 0.05 for 5%\n\ttakeProfitPercentage?: number; // e.g., 0.10 for 10%\n}\n\nexport interface RuleBasedStrategyParams {\n\trules: RuleCondition[];\n\tstopLossTakeProfit?: StopLossTakeProfitConfig;\n\t/** Percentage of available capital for a trade, or fixed quantity if capital/price info is missing */\n\ttradeSizePercentage?: number;\n\tfixedTradeQuantity?: number;\n\t/** Minimum number of data points required for indicators to be considered valid */\n\tminIndicatorDataPoints?: number;\n\tindicators?: string[];\n\tbuyConditions?: Record<string, { threshold: number; condition: string }>;\n\tsellConditions?: Record<string, { threshold: number; condition: string }>;\n\triskSettings?: {\n\t\tmaxPositionSize?: number;\n\t\tstopLossPercentage?: number;\n\t\ttakeProfitPercentage?: number;\n\t};\n}\n\nconst DEFAULT_TRADE_SIZE_PERCENTAGE = 0.01; // 1%\nconst DEFAULT_FIXED_TRADE_QUANTITY = 1;\nconst DEFAULT_MIN_INDICATOR_DATA_POINTS = 20;\nconst MIN_TRADE_QUANTITY_THRESHOLD = 1e-8; // Added threshold\n\nexport class RuleBasedStrategy implements TradingStrategy {\n\tpublic readonly id = \"rule-based-v1\";\n\tpublic readonly name = \"Rule-Based Trading Strategy\";\n\tpublic readonly description =\n\t\t\"Makes trading decisions based on technical indicators and thresholds.\";\n\n\tprivate params: RuleBasedStrategyParams = {\n\t\trules: [],\n\t\ttradeSizePercentage: DEFAULT_TRADE_SIZE_PERCENTAGE,\n\t\tfixedTradeQuantity: DEFAULT_FIXED_TRADE_QUANTITY,\n\t\tminIndicatorDataPoints: DEFAULT_MIN_INDICATOR_DATA_POINTS,\n\t\tindicators: [\"sma\", \"ema\", \"rsi\", \"macd\"],\n\t\tbuyConditions: {\n\t\t\trsi: { threshold: 30, condition: \"below\" },\n\t\t\tmacd: { threshold: 0, condition: \"above\" },\n\t\t},\n\t\tsellConditions: {\n\t\t\trsi: { threshold: 70, condition: \"above\" },\n\t\t\tmacd: { threshold: 0, condition: \"below\" },\n\t\t},\n\t\triskSettings: {\n\t\t\tmaxPositionSize: 0.05,\n\t\t\tstopLossPercentage: 0.02,\n\t\t\ttakeProfitPercentage: 0.05,\n\t\t},\n\t};\n\n\t// The actual TI library is now used directly.\n\tprivate indicators: typeof ti = ti;\n\n\tisReady(): boolean {\n\t\treturn true; // Rule-based strategy is always ready\n\t}\n\n\tconfigure(params: RuleBasedStrategyParams): void {\n\t\tconsole.error(\n\t\t\t\"[RuleBasedStrategy DIAG] configure called. Incoming params:\",\n\t\t\tJSON.stringify(params),\n\t\t);\n\t\tconsole.error(\n\t\t\t\"[RuleBasedStrategy DIAG] configure: this.params BEFORE merge:\",\n\t\t\tJSON.stringify(this.params),\n\t\t);\n\t\tif (!params.rules || params.rules.length === 0) {\n\t\t\tthrow new Error(\"At least one rule must be configured.\");\n\t\t}\n\n\t\t// Validate individual rule parameters first\n\t\tparams.rules.forEach((rule) => {\n\t\t\tif (rule.rsiPeriod !== undefined && rule.rsiPeriod <= 0)\n\t\t\t\tthrow new Error(\"RSI period must be positive.\");\n\t\t\tif (rule.shortMAPeriod !== undefined && rule.shortMAPeriod <= 0)\n\t\t\t\tthrow new Error(\"Short MA period must be positive.\");\n\t\t\tif (rule.longMAPeriod !== undefined && rule.longMAPeriod <= 0)\n\t\t\t\tthrow new Error(\"Long MA period must be positive.\");\n\t\t\tif (rule.type === \"SMA_CROSSOVER\" || rule.type === \"EMA_CROSSOVER\") {\n\t\t\t\tif (!rule.shortMAPeriod || !rule.longMAPeriod) {\n\t\t\t\t\tthrow new Error(\n\t\t\t\t\t\t\"Short and Long MA periods are required for crossover rules.\",\n\t\t\t\t\t);\n\t\t\t\t}\n\t\t\t\tif (rule.shortMAPeriod >= rule.longMAPeriod) {\n\t\t\t\t\tthrow new Error(\n\t\t\t\t\t\t\"Short MA period must be less than Long MA period for crossovers.\",\n\t\t\t\t\t);\n\t\t\t\t}\n\t\t\t\tif (!rule.maType) {\n\t\t\t\t\tconsole.warn(\n\t\t\t\t\t\t`[RuleBasedStrategy] maType not specified for crossover rule, defaulting to SMA.`,\n\t\t\t\t\t);\n\t\t\t\t\trule.maType = \"SMA\";\n\t\t\t\t}\n\t\t\t}\n\t\t\tif (\n\t\t\t\trule.rsiOverbought !== undefined &&\n\t\t\t\t(rule.rsiOverbought <= 0 || rule.rsiOverbought > 100)\n\t\t\t)\n\t\t\t\tthrow new Error(\"RSI overbought must be between 0 and 100\");\n\t\t\tif (\n\t\t\t\trule.rsiOversold !== undefined &&\n\t\t\t\t(rule.rsiOversold <= 0 || rule.rsiOversold > 100)\n\t\t\t)\n\t\t\t\tthrow new Error(\"RSI oversold must be between 0 and 100\");\n\t\t\tif (\n\t\t\t\trule.rsiOversold &&\n\t\t\t\trule.rsiOverbought &&\n\t\t\t\trule.rsiOversold >= rule.rsiOverbought\n\t\t\t)\n\t\t\t\tthrow new Error(\"RSI oversold must be less than RSI overbought\");\n\t\t});\n\n\t\t// Validate overall strategy parameters from input params\n\t\tif (\n\t\t\tparams.tradeSizePercentage !== undefined &&\n\t\t\t(params.tradeSizePercentage <= 0 || params.tradeSizePercentage > 1)\n\t\t) {\n\t\t\tthrow new Error(\n\t\t\t\t\"tradeSizePercentage must be between 0 (exclusive) and 1 (inclusive).\",\n\t\t\t);\n\t\t}\n\t\tif (\n\t\t\tparams.fixedTradeQuantity !== undefined &&\n\t\t\tparams.fixedTradeQuantity <= 0\n\t\t) {\n\t\t\tthrow new Error(\"fixedTradeQuantity must be positive.\");\n\t\t}\n\t\t// Validate minIndicatorDataPoints from input params before merging params\n\t\tif (\n\t\t\tparams.minIndicatorDataPoints !== undefined &&\n\t\t\tparams.minIndicatorDataPoints < 1\n\t\t) {\n\t\t\tthrow new Error(\"minIndicatorDataPoints must be at least 1.\");\n\t\t}\n\n\t\tconst tempParams = { ...this.params, ...params }; // Merge incoming params over current defaults/settings\n\n\t\tconst currentRulesLongestPeriod = tempParams.rules.reduce(\n\t\t\t(max, r) => Math.max(max, r.longMAPeriod || 0, r.rsiPeriod || 0),\n\t\t\t0,\n\t\t);\n\t\tconst pointsNeededByCurrentRules =\n\t\t\tcurrentRulesLongestPeriod > 0 ? currentRulesLongestPeriod + 1 : 1;\n\n\t\tif (params.minIndicatorDataPoints !== undefined) {\n\t\t\tif (params.minIndicatorDataPoints < pointsNeededByCurrentRules) {\n\t\t\t\tconsole.warn(\n\t\t\t\t\t`[RuleBasedStrategy] User-defined minIndicatorDataPoints (${params.minIndicatorDataPoints}) is less than required by current rules (${pointsNeededByCurrentRules}). Adjusting to ${pointsNeededByCurrentRules}.`,\n\t\t\t\t);\n\t\t\t\ttempParams.minIndicatorDataPoints = pointsNeededByCurrentRules;\n\t\t\t} else {\n\t\t\t\ttempParams.minIndicatorDataPoints = params.minIndicatorDataPoints;\n\t\t\t}\n\t\t} else {\n\t\t\ttempParams.minIndicatorDataPoints = Math.max(\n\t\t\t\tDEFAULT_MIN_INDICATOR_DATA_POINTS,\n\t\t\t\tpointsNeededByCurrentRules,\n\t\t\t);\n\t\t}\n\n\t\tif (params.indicators) {\n\t\t\tthis.params.indicators = params.indicators;\n\t\t}\n\t\tif (params.buyConditions) {\n\t\t\tthis.params.buyConditions = { ...params.buyConditions };\n\t\t}\n\t\tif (params.sellConditions) {\n\t\t\tthis.params.sellConditions = { ...params.sellConditions };\n\t\t}\n\t\tif (params.riskSettings) {\n\t\t\tthis.params.riskSettings = {\n\t\t\t\t...this.params.riskSettings,\n\t\t\t\t...params.riskSettings,\n\t\t\t};\n\t\t}\n\n\t\tthis.params = tempParams; // Assign fully validated and adjusted params\n\t\tconsole.error(\n\t\t\t\"[RuleBasedStrategy DIAG] configure: this.params AFTER merge and adjustments:\",\n\t\t\tJSON.stringify(this.params),\n\t\t);\n\t}\n\n\tprivate calculateIndicators(\n\t\tohlcvData: OHLCV[],\n\t\trules: RuleCondition[],\n\t): TAResults {\n\t\t// No need to check for this.indicators, we are using the imported library directly.\n\n\t\tconst minDataPointsForAnyCalc = rules.reduce((minOverall, r) => {\n\t\t\tconst periodReq = Math.max(\n\t\t\t\tr.longMAPeriod || 0,\n\t\t\t\tr.rsiPeriod || 0,\n\t\t\t\tr.macdSlowPeriod || 0,\n\t\t\t);\n\t\t\treturn Math.min(minOverall, periodReq > 0 ? periodReq + 1 : Infinity);\n\t\t}, Infinity);\n\n\t\tif (\n\t\t\tohlcvData.length <\n\t\t\t\t(this.params.minIndicatorDataPoints ??\n\t\t\t\t\tDEFAULT_MIN_INDICATOR_DATA_POINTS) ||\n\t\t\tohlcvData.length < minDataPointsForAnyCalc\n\t\t) {\n\t\t\treturn {};\n\t\t}\n\n\t\tconst closePrices = ohlcvData.map((d) => d.close);\n\t\tconst results: TAResults = {};\n\n\t\t// --- RSI Calculation ---\n\t\tconst rsiRule = rules.find((r) => r.type === \"RSI\" && r.rsiPeriod);\n\t\tif (rsiRule?.rsiPeriod && closePrices.length >= rsiRule.rsiPeriod) {\n\t\t\tconst rsiResult = this.indicators.rsi({\n\t\t\t\tvalues: closePrices,\n\t\t\t\tperiod: rsiRule.rsiPeriod,\n\t\t\t});\n\t\t\tif (rsiResult.length > 0) {\n\t\t\t\tresults.rsi = rsiResult[rsiResult.length - 1];\n\t\t\t}\n\t\t}\n\n\t\t// --- MA Crossover Calculation (SMA & EMA) ---\n\t\tconst crossoverRules = rules.filter(\n\t\t\t(r) =>\n\t\t\t\t(r.type === \"SMA_CROSSOVER\" || r.type === \"EMA_CROSSOVER\") &&\n\t\t\t\tr.shortMAPeriod &&\n\t\t\t\tr.longMAPeriod,\n\t\t);\n\n\t\tfor (const rule of crossoverRules) {\n\t\t\tif (\n\t\t\t\trule.shortMAPeriod &&\n\t\t\t\trule.longMAPeriod &&\n\t\t\t\tclosePrices.length >= rule.longMAPeriod + 1\n\t\t\t) {\n\t\t\t\tconst maIndicator =\n\t\t\t\t\trule.maType === \"EMA\" ? this.indicators.ema : this.indicators.sma;\n\n\t\t\t\tconst shortMA = maIndicator({\n\t\t\t\t\tvalues: closePrices,\n\t\t\t\t\tperiod: rule.shortMAPeriod,\n\t\t\t\t});\n\t\t\t\tconst longMA = maIndicator({\n\t\t\t\t\tvalues: closePrices,\n\t\t\t\t\tperiod: rule.longMAPeriod,\n\t\t\t\t});\n\n\t\t\t\tif (shortMA.length >= 2 && longMA.length >= 2) {\n\t\t\t\t\tif (rule.maType === \"EMA\") {\n\t\t\t\t\t\tresults.emaShort = shortMA[shortMA.length - 1];\n\t\t\t\t\t\tresults.prevEmaShort = shortMA[shortMA.length - 2];\n\t\t\t\t\t\tresults.emaLong = longMA[longMA.length - 1];\n\t\t\t\t\t\tresults.prevEmaLong = longMA[longMA.length - 2];\n\t\t\t\t\t} else {\n\t\t\t\t\t\tresults.smaShort = shortMA[shortMA.length - 1];\n\t\t\t\t\t\tresults.prevSmaShort = shortMA[shortMA.length - 2];\n\t\t\t\t\t\tresults.smaLong = longMA[longMA.length - 1];\n\t\t\t\t\t\tresults.prevSmaLong = longMA[longMA.length - 2];\n\t\t\t\t\t}\n\t\t\t\t}\n\t\t\t}\n\t\t}\n\n\t\t// --- MACD Calculation ---\n\t\tconst macdRule = rules.find((r) => r.type === \"MACD_CROSS\");\n\t\tif (\n\t\t\tmacdRule?.macdFastPeriod &&\n\t\t\tmacdRule.macdSlowPeriod &&\n\t\t\tmacdRule.macdSignalPeriod &&\n\t\t\tclosePrices.length >= macdRule.macdSlowPeriod\n\t\t) {\n\t\t\tconst macdResult = this.indicators.macd({\n\t\t\t\tvalues: closePrices,\n\t\t\t\tfastPeriod: macdRule.macdFastPeriod,\n\t\t\t\tslowPeriod: macdRule.macdSlowPeriod,\n\t\t\t\tsignalPeriod: macdRule.macdSignalPeriod,\n\t\t\t\tSimpleMAOscillator: false,\n\t\t\t\tSimpleMASignal: false,\n\t\t\t});\n\t\t\tif (macdResult.length >= 2) {\n\t\t\t\tresults.macd = macdResult[macdResult.length - 1];\n\t\t\t\tresults.prevMacd = macdResult[macdResult.length - 2];\n\t\t\t}\n\t\t}\n\n\t\treturn results;\n\t}\n\n\tasync decide(params: {\n\t\tmarketData: StrategyContextMarketData;\n\t\tagentState: AgentState;\n\t\tportfolioSnapshot: PortfolioSnapshot;\n\t\tagentRuntime?: any;\n\t}): Promise<TradeOrder | null> {\n\t\tconst { marketData, portfolioSnapshot } = params;\n\n\t\tif (!marketData.priceData || marketData.priceData.length < 20) {\n\t\t\treturn null; // Not enough data for indicators\n\t\t}\n\n\t\tconst indicators = this.calculateIndicators(\n\t\t\tmarketData.priceData,\n\t\t\tthis.params.rules,\n\t\t);\n\n\t\t// Check each rule to see if any conditions are met\n\t\tlet shouldBuy = false;\n\t\tlet shouldSell = false;\n\t\tlet buyReason = \"\";\n\t\tlet sellReason = \"\";\n\n\t\tfor (const rule of this.params.rules) {\n\t\t\tswitch (rule.type) {\n\t\t\t\tcase \"RSI\":\n\t\t\t\t\tif (indicators.rsi !== undefined) {\n\t\t\t\t\t\tif (\n\t\t\t\t\t\t\trule.rsiOversold &&\n\t\t\t\t\t\t\tindicators.rsi < rule.rsiOversold &&\n\t\t\t\t\t\t\trule.action === TradeType.BUY\n\t\t\t\t\t\t) {\n\t\t\t\t\t\t\tshouldBuy = true;\n\t\t\t\t\t\t\tbuyReason = `RSI oversold (${indicators.rsi.toFixed(2)} < ${rule.rsiOversold})`;\n\t\t\t\t\t\t}\n\t\t\t\t\t\tif (\n\t\t\t\t\t\t\trule.rsiOverbought &&\n\t\t\t\t\t\t\tindicators.rsi > rule.rsiOverbought &&\n\t\t\t\t\t\t\trule.action === TradeType.SELL\n\t\t\t\t\t\t) {\n\t\t\t\t\t\t\tshouldSell = true;\n\t\t\t\t\t\t\tsellReason = `RSI overbought (${indicators.rsi.toFixed(2)} > ${rule.rsiOverbought})`;\n\t\t\t\t\t\t}\n\t\t\t\t\t}\n\t\t\t\t\tbreak;\n\t\t\t\tcase \"VOLUME\":\n\t\t\t\t\t// Volume rules are not currently implemented in the indicator calculation\n\t\t\t\t\t// so they should not trigger\n\t\t\t\t\tbreak;\n\t\t\t\t// Add other rule types as needed\n\t\t\t}\n\t\t}\n\n\t\t// Extract asset from portfolio snapshot or use a default\n\t\tconst assetSymbol =\n\t\t\tObject.keys(portfolioSnapshot.holdings).find(\n\t\t\t\t(key) => key !== \"USDC\" && portfolioSnapshot.holdings[key] > 0,\n\t\t\t) || \"SOL\";\n\n\t\tconst pair = `${assetSymbol}/USDC`;\n\n\t\t// Execute buy if conditions are met\n\t\tif (shouldBuy) {\n\t\t\tconst cashHolding = portfolioSnapshot.holdings.USDC || 0;\n\t\t\tif (cashHolding > 10 && marketData.currentPrice) {\n\t\t\t\tconst quantity = this.calculateTradeQuantity(\n\t\t\t\t\tmarketData,\n\t\t\t\t\tportfolioSnapshot,\n\t\t\t\t);\n\n\t\t\t\tif (quantity && quantity > MIN_TRADE_QUANTITY_THRESHOLD) {\n\t\t\t\t\treturn {\n\t\t\t\t\t\tpair,\n\t\t\t\t\t\taction: TradeType.BUY,\n\t\t\t\t\t\tquantity: parseFloat(quantity.toFixed(8)),\n\t\t\t\t\t\torderType: OrderType.MARKET,\n\t\t\t\t\t\ttimestamp: Date.now(),\n\t\t\t\t\t\treason: buyReason || \"Technical indicators suggest buy signal\",\n\t\t\t\t\t};\n\t\t\t\t}\n\t\t\t}\n\t\t}\n\n\t\t// Execute sell if conditions are met\n\t\tif (shouldSell) {\n\t\t\tconst holding = portfolioSnapshot.holdings[assetSymbol] || 0;\n\t\t\tif (holding > 0) {\n\t\t\t\treturn {\n\t\t\t\t\tpair,\n\t\t\t\t\taction: TradeType.SELL,\n\t\t\t\t\tquantity: holding,\n\t\t\t\t\torderType: OrderType.MARKET,\n\t\t\t\t\ttimestamp: Date.now(),\n\t\t\t\t\treason: sellReason || \"Technical indicators suggest sell signal\",\n\t\t\t\t};\n\t\t\t}\n\t\t}\n\n\t\treturn null;\n\t}\n\n\tprivate calculateTradeQuantity(\n\t\tmarketData: StrategyContextMarketData,\n\t\tportfolioSnapshot: PortfolioSnapshot,\n\t): number | null {\n\t\t// Use USDC balance from portfolio snapshot\n\t\tconst usdcBalance = portfolioSnapshot.holdings.USDC || 0;\n\n\t\tif (\n\t\t\tthis.params.tradeSizePercentage &&\n\t\t\tusdcBalance > 0 &&\n\t\t\tmarketData.currentPrice &&\n\t\t\tmarketData.currentPrice > 0\n\t\t) {\n\t\t\tconst capitalToUse = usdcBalance * this.params.tradeSizePercentage;\n\t\t\tconst quantity = capitalToUse / marketData.currentPrice;\n\t\t\tif (quantity < MIN_TRADE_QUANTITY_THRESHOLD) {\n\t\t\t\treturn null;\n\t\t\t}\n\t\t\treturn quantity;\n\t\t} else if (\n\t\t\tthis.params.fixedTradeQuantity &&\n\t\t\tthis.params.fixedTradeQuantity > 0\n\t\t) {\n\t\t\treturn this.params.fixedTradeQuantity;\n\t\t} else {\n\t\t\t// Default to small fixed quantity\n\t\t\treturn 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package/dist/{chunk-7GI4G3ZN.js → chunk-MTAQ364B.js}

@@ -5,6 +5,7 @@ var MeanReversionStrategy = class {
   name = "MeanReversionStrategy";
   description = "A strategy that trades on mean reversion patterns using Bollinger Bands and RSI";
   config;
+  runtime;
   initialized = false;
   constructor(config) {
     this.config = {
@@ -68,8 +69,13 @@ var MeanReversionStrategy = class {
     if (currentPrice <= lower * (1 + (1 - this.config.bbEntryThreshold))) {
       const rsiCondition = !this.config.rsiConfirmation || currentRSI < this.config.rsiOversold;
       if (rsiCondition) {
-        const positionSize = this.calculatePositionSize(portfolioSnapshot.totalValue, currentPrice);
-        console.log(`[${this.name}] BUY SIGNAL - Price at lower BB, RSI: ${currentRSI.toFixed(2)}`);
+        const positionSize = this.calculatePositionSize(
+          portfolioSnapshot.totalValue,
+          currentPrice
+        );
+        console.log(
+          `[${this.name}] BUY SIGNAL - Price at lower BB, RSI: ${currentRSI.toFixed(2)}`
+        );
         return {
           action: "BUY" /* BUY */,
           orderType: "MARKET" /* MARKET */,
@@ -158,4 +164,4 @@ var MeanReversionStrategy = class {
 export {
   MeanReversionStrategy
 };
-//# sourceMappingURL=chunk-7GI4G3ZN.js.map
+//# sourceMappingURL=chunk-MTAQ364B.js.map

package/dist/chunk-MTAQ364B.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\ttype AgentState,\n\ttype OHLCV,\n\tOrderType,\n\ttype PortfolioSnapshot,\n\ttype StrategyContextMarketData,\n\ttype TradeOrder,\n\tTradeType,\n\ttype TradingStrategy,\n} from \"../types.ts\";\n\nexport interface MeanReversionConfig {\n\t// Bollinger Bands settings\n\tbbPeriod: number;\n\tbbStdDev: number;\n\n\t// RSI settings\n\trsiPeriod: number;\n\trsiOversold: number;\n\trsiOverbought: number;\n\n\t// Risk management\n\tpositionSizePercent: number;\n\tstopLossPercent: number;\n\ttakeProfitPercent: number;\n\n\t// Market condition filters\n\tminVolatility: number;\n\tmaxVolatility: number;\n\tminVolumeRatio: number;\n\n\t// Entry/exit thresholds\n\tbbEntryThreshold: number; // How far outside BB for entry\n\trsiConfirmation: boolean;\n}\n\nexport class MeanReversionStrategy implements TradingStrategy {\n\tpublic readonly id = \"mean-reversion-strategy\";\n\tpublic readonly name = \"MeanReversionStrategy\";\n\tpublic readonly description =\n\t\t\"A strategy that trades on mean reversion patterns using Bollinger Bands and RSI\";\n\tprivate config: MeanReversionConfig;\n\tprivate runtime?: AgentRuntime;\n\tprivate initialized = false;\n\n\tconstructor(config?: Partial<MeanReversionConfig>) {\n\t\tthis.config = {\n\t\t\t// Default configuration\n\t\t\tbbPeriod: 20,\n\t\t\tbbStdDev: 2,\n\t\t\trsiPeriod: 14,\n\t\t\trsiOversold: 30,\n\t\t\trsiOverbought: 70,\n\t\t\tpositionSizePercent: 0.02,\n\t\t\tstopLossPercent: 0.03,\n\t\t\ttakeProfitPercent: 0.02,\n\t\t\tminVolatility: 0.01,\n\t\t\tmaxVolatility: 0.05,\n\t\t\tminVolumeRatio: 1.2,\n\t\t\tbbEntryThreshold: 0.95,\n\t\t\trsiConfirmation: true,\n\t\t\t...config,\n\t\t};\n\t}\n\n\tasync initialize(runtime: AgentRuntime): Promise<void> {\n\t\tthis.runtime = runtime;\n\t\tthis.initialized = true;\n\t\tconsole.log(`[${this.name}] Initialized with config:`, this.config);\n\t}\n\n\tisReady(): boolean {\n\t\treturn this.initialized;\n\t}\n\n\tasync decide(params: {\n\t\tmarketData: StrategyContextMarketData;\n\t\tagentState: AgentState;\n\t\tportfolioSnapshot: PortfolioSnapshot;\n\t\tagentRuntime?: AgentRuntime;\n\t}): Promise<TradeOrder | null> {\n\t\tconst { marketData, agentState, portfolioSnapshot } = params;\n\t\tconst { priceData, currentPrice } = marketData;\n\n\t\tif (\n\t\t\t!priceData ||\n\t\t\tpriceData.length <\n\t\t\t\tMath.max(this.config.bbPeriod, this.config.rsiPeriod) + 10\n\t\t) {\n\t\t\treturn null;\n\t\t}\n\n\t\t// Extract price arrays\n\t\tconst closes = priceData.map((c: OHLCV) => c.close);\n\t\tconst _highs = priceData.map((c: OHLCV) => c.high);\n\t\tconst _lows = priceData.map((c: OHLCV) => c.low);\n\t\tconst volumes = priceData.map((c: OHLCV) => c.volume);\n\n\t\t// Calculate indicators\n\t\tconst bb = this.calculateBollingerBands(closes);\n\t\tconst rsi = this.calculateRSI(closes);\n\t\tconst volatility = agentState.volatility;\n\t\tconst volumeRatio = this.calculateVolumeRatio(volumes);\n\n\t\tif (!bb || !rsi || rsi.length === 0) return null;\n\n\t\tconst currentRSI = rsi[rsi.length - 1];\n\t\tconst { upper, lower, middle } = bb;\n\n\t\t// Market condition checks\n\t\tif (\n\t\t\tvolatility < this.config.minVolatility ||\n\t\t\tvolatility > this.config.maxVolatility\n\t\t) {\n\t\t\tconsole.log(\n\t\t\t\t`[${this.name}] Volatility ${volatility.toFixed(4)} outside range [${this.config.minVolatility}, ${this.config.maxVolatility}]`,\n\t\t\t);\n\t\t\treturn null;\n\t\t}\n\n\t\tif (volumeRatio < this.config.minVolumeRatio) {\n\t\t\tconsole.log(\n\t\t\t\t`[${this.name}] Volume ratio ${volumeRatio.toFixed(2)} below minimum ${this.config.minVolumeRatio}`,\n\t\t\t);\n\t\t\treturn null;\n\t\t}\n\n\t\t// Check for mean reversion opportunities\n\t\tconst distanceFromUpper = (upper - currentPrice) / currentPrice;\n\t\tconst distanceFromLower = (currentPrice - lower) / currentPrice;\n\t\tconst distanceFromMiddle = Math.abs(currentPrice - middle) / middle;\n\n\t\t// Buy signal: Price near lower band + RSI oversold\n\t\tif (currentPrice <= lower * (1 + (1 - this.config.bbEntryThreshold))) {\n\t\t\tconst rsiCondition =\n\t\t\t\t!this.config.rsiConfirmation || currentRSI < this.config.rsiOversold;\n\n\t\t\tif (rsiCondition) {\n\t\t\t\tconst positionSize = this.calculatePositionSize(\n\t\t\t\t\tportfolioSnapshot.totalValue,\n\t\t\t\t\tcurrentPrice,\n\t\t\t\t);\n\n\t\t\t\tconsole.log(\n\t\t\t\t\t`[${this.name}] BUY SIGNAL - Price at lower BB, RSI: ${currentRSI.toFixed(2)}`,\n\t\t\t\t);\n\n\t\t\t\treturn {\n\t\t\t\t\taction: TradeType.BUY,\n\t\t\t\t\torderType: OrderType.MARKET,\n\t\t\t\t\tpair: \"SOL/USDC\", // This should come from context\n\t\t\t\t\tquantity: positionSize,\n\t\t\t\t\treason: `Mean reversion buy: Price ${distanceFromLower.toFixed(2)}% below lower BB, RSI: ${currentRSI.toFixed(2)}`,\n\t\t\t\t\ttimestamp: Date.now(),\n\t\t\t\t};\n\t\t\t}\n\t\t}\n\n\t\t// Sell signal: Price near upper band + RSI overbought\n\t\tif (currentPrice >= upper * (1 - (1 - this.config.bbEntryThreshold))) {\n\t\t\tconst rsiCondition =\n\t\t\t\t!this.config.rsiConfirmation || currentRSI > this.config.rsiOverbought;\n\n\t\t\tif (rsiCondition) {\n\t\t\t\tconst currentHolding = portfolioSnapshot.holdings.SOL || 0;\n\n\t\t\t\tif (currentHolding > 0) {\n\t\t\t\t\tconsole.log(\n\t\t\t\t\t\t`[${this.name}] SELL SIGNAL - Price at upper BB, RSI: ${currentRSI.toFixed(2)}`,\n\t\t\t\t\t);\n\n\t\t\t\t\treturn {\n\t\t\t\t\t\taction: TradeType.SELL,\n\t\t\t\t\t\torderType: OrderType.MARKET,\n\t\t\t\t\t\tpair: \"SOL/USDC\",\n\t\t\t\t\t\tquantity: currentHolding,\n\t\t\t\t\t\treason: `Mean reversion sell: Price ${distanceFromUpper.toFixed(2)}% above upper BB, RSI: ${currentRSI.toFixed(2)}`,\n\t\t\t\t\t\ttimestamp: Date.now(),\n\t\t\t\t\t};\n\t\t\t\t}\n\t\t\t}\n\t\t}\n\n\t\t// Exit position if price returns to mean\n\t\tconst currentHolding = portfolioSnapshot.holdings.SOL || 0;\n\t\tif (currentHolding > 0 && distanceFromMiddle < 0.01) {\n\t\t\tconsole.log(`[${this.name}] Price returned to mean, exiting position`);\n\n\t\t\treturn {\n\t\t\t\taction: TradeType.SELL,\n\t\t\t\torderType: OrderType.MARKET,\n\t\t\t\tpair: \"SOL/USDC\",\n\t\t\t\tquantity: currentHolding,\n\t\t\t\treason: `Price returned to mean (${distanceFromMiddle.toFixed(2)}% from middle BB)`,\n\t\t\t\ttimestamp: Date.now(),\n\t\t\t};\n\t\t}\n\n\t\treturn null;\n\t}\n\n\tprivate calculateBollingerBands(\n\t\tcloses: number[],\n\t): { upper: number; middle: number; lower: number } | null {\n\t\tif (closes.length < this.config.bbPeriod) return null;\n\n\t\tconst bb = talib.BollingerBands.calculate({\n\t\t\tperiod: this.config.bbPeriod,\n\t\t\tvalues: closes,\n\t\t\tstdDev: this.config.bbStdDev,\n\t\t});\n\n\t\tif (!bb || bb.length === 0) return null;\n\n\t\tconst lastBB = bb[bb.length - 1];\n\t\treturn {\n\t\t\tupper: lastBB.upper,\n\t\t\tmiddle: lastBB.middle,\n\t\t\tlower: lastBB.lower,\n\t\t};\n\t}\n\n\tprivate calculateRSI(closes: number[]): number[] {\n\t\tconst rsi = talib.RSI.calculate({\n\t\t\tperiod: this.config.rsiPeriod,\n\t\t\tvalues: closes,\n\t\t});\n\t\treturn rsi;\n\t}\n\n\tprivate calculateVolumeRatio(volumes: number[]): number {\n\t\tif (volumes.length < 20) return 0;\n\n\t\tconst recentVolume = volumes.slice(-5).reduce((a, b) => a + b, 0) / 5;\n\t\tconst avgVolume = volumes.slice(-20).reduce((a, b) => a + b, 0) / 20;\n\n\t\treturn avgVolume > 0 ? recentVolume / avgVolume : 0;\n\t}\n\n\tprivate calculatePositionSize(portfolioValue: number, price: number): number {\n\t\tconst positionValue = portfolioValue * this.config.positionSizePercent;\n\t\treturn positionValue / price;\n\t}\n\n\tupdateConfig(config: Partial<MeanReversionConfig>): void {\n\t\tthis.config = { ...this.config, ...config };\n\t\tconsole.log(`[${this.name}] Config updated:`, this.config);\n\t}\n\n\tgetConfig(): MeanReversionConfig {\n\t\treturn { ...this.config };\n\t}\n}\n"],"mappings":";AACA,YAAY,WAAW;AAqChB,IAAM,wBAAN,MAAuD;AAAA,EAC7C,KAAK;AAAA,EACL,OAAO;AAAA,EACP,cACf;AAAA,EACO;AAAA,EACA;AAAA,EACA,cAAc;AAAA,EAEtB,YAAY,QAAuC;AAClD,SAAK,SAAS;AAAA;AAAA,MAEb,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,IACJ;AAAA,EACD;AAAA,EAEA,MAAM,WAAW,SAAsC;AACtD,SAAK,UAAU;AACf,SAAK,cAAc;AACnB,YAAQ,IAAI,IAAI,KAAK,IAAI,8BAA8B,KAAK,MAAM;AAAA,EACnE;AAAA,EAEA,UAAmB;AAClB,WAAO,KAAK;AAAA,EACb;AAAA,EAEA,MAAM,OAAO,QAKkB;AAC9B,UAAM,EAAE,YAAY,YAAY,kBAAkB,IAAI;AACtD,UAAM,EAAE,WAAW,aAAa,IAAI;AAEpC,QACC,CAAC,aACD,UAAU,SACT,KAAK,IAAI,KAAK,OAAO,UAAU,KAAK,OAAO,SAAS,IAAI,IACxD;AACD,aAAO;AAAA,IACR;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,QACC,aAAa,KAAK,OAAO,iBACzB,aAAa,KAAK,OAAO,eACxB;AACD,cAAQ;AAAA,QACP,IAAI,KAAK,IAAI,gBAAgB,WAAW,QAAQ,CAAC,CAAC,mBAAmB,KAAK,OAAO,aAAa,KAAK,KAAK,OAAO,aAAa;AAAA,MAC7H;AACA,aAAO;AAAA,IACR;AAEA,QAAI,cAAc,KAAK,OAAO,gBAAgB;AAC7C,cAAQ;AAAA,QACP,IAAI,KAAK,IAAI,kBAAkB,YAAY,QAAQ,CAAC,CAAC,kBAAkB,KAAK,OAAO,cAAc;AAAA,MAClG;AACA,aAAO;AAAA,IACR;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;AACrE,YAAM,eACL,CAAC,KAAK,OAAO,mBAAmB,aAAa,KAAK,OAAO;AAE1D,UAAI,cAAc;AACjB,cAAM,eAAe,KAAK;AAAA,UACzB,kBAAkB;AAAA,UAClB;AAAA,QACD;AAEA,gBAAQ;AAAA,UACP,IAAI,KAAK,IAAI,0CAA0C,WAAW,QAAQ,CAAC,CAAC;AAAA,QAC7E;AAEA,eAAO;AAAA,UACN;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,QACrB;AAAA,MACD;AAAA,IACD;AAGA,QAAI,gBAAgB,SAAS,KAAK,IAAI,KAAK,OAAO,oBAAoB;AACrE,YAAM,eACL,CAAC,KAAK,OAAO,mBAAmB,aAAa,KAAK,OAAO;AAE1D,UAAI,cAAc;AACjB,cAAMA,kBAAiB,kBAAkB,SAAS,OAAO;AAEzD,YAAIA,kBAAiB,GAAG;AACvB,kBAAQ;AAAA,YACP,IAAI,KAAK,IAAI,2CAA2C,WAAW,QAAQ,CAAC,CAAC;AAAA,UAC9E;AAEA,iBAAO;AAAA,YACN;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,UACrB;AAAA,QACD;AAAA,MACD;AAAA,IACD;AAGA,UAAM,iBAAiB,kBAAkB,SAAS,OAAO;AACzD,QAAI,iBAAiB,KAAK,qBAAqB,MAAM;AACpD,cAAQ,IAAI,IAAI,KAAK,IAAI,4CAA4C;AAErE,aAAO;AAAA,QACN;AAAA,QACA;AAAA,QACA,MAAM;AAAA,QACN,UAAU;AAAA,QACV,QAAQ,2BAA2B,mBAAmB,QAAQ,CAAC,CAAC;AAAA,QAChE,WAAW,KAAK,IAAI;AAAA,MACrB;AAAA,IACD;AAEA,WAAO;AAAA,EACR;AAAA,EAEQ,wBACP,QAC0D;AAC1D,QAAI,OAAO,SAAS,KAAK,OAAO,SAAU,QAAO;AAEjD,UAAM,KAAW,qBAAe,UAAU;AAAA,MACzC,QAAQ,KAAK,OAAO;AAAA,MACpB,QAAQ;AAAA,MACR,QAAQ,KAAK,OAAO;AAAA,IACrB,CAAC;AAED,QAAI,CAAC,MAAM,GAAG,WAAW,EAAG,QAAO;AAEnC,UAAM,SAAS,GAAG,GAAG,SAAS,CAAC;AAC/B,WAAO;AAAA,MACN,OAAO,OAAO;AAAA,MACd,QAAQ,OAAO;AAAA,MACf,OAAO,OAAO;AAAA,IACf;AAAA,EACD;AAAA,EAEQ,aAAa,QAA4B;AAChD,UAAM,MAAY,UAAI,UAAU;AAAA,MAC/B,QAAQ,KAAK,OAAO;AAAA,MACpB,QAAQ;AAAA,IACT,CAAC;AACD,WAAO;AAAA,EACR;AAAA,EAEQ,qBAAqB,SAA2B;AACvD,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,EACnD;AAAA,EAEQ,sBAAsB,gBAAwB,OAAuB;AAC5E,UAAM,gBAAgB,iBAAiB,KAAK,OAAO;AACnD,WAAO,gBAAgB;AAAA,EACxB;AAAA,EAEA,aAAa,QAA4C;AACxD,SAAK,SAAS,EAAE,GAAG,KAAK,QAAQ,GAAG,OAAO;AAC1C,YAAQ,IAAI,IAAI,KAAK,IAAI,qBAAqB,KAAK,MAAM;AAAA,EAC1D;AAAA,EAEA,YAAiC;AAChC,WAAO,EAAE,GAAG,KAAK,OAAO;AAAA,EACzB;AACD;","names":["currentHolding"]}