@exagent/agent 0.3.3 → 0.3.4

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Files changed (148) hide show
  1. package/dist/{chunk-F4TCYYTD.js → chunk-WTECTX2Z.js} +13 -1
  2. package/dist/cli.js +155 -78
  3. package/dist/index.js +1 -1
  4. package/package.json +1 -1
  5. package/src/cli.ts +122 -3
  6. package/src/config.ts +18 -1
  7. package/src/setup.ts +46 -64
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@@ -1,1574 +0,0 @@
1
- // src/config.ts
2
- import { readFileSync, existsSync, writeFileSync } from "fs";
3
- import { z } from "zod";
4
- var configSchema = z.object({
5
- agentId: z.string(),
6
- apiUrl: z.string().url(),
7
- apiToken: z.string(),
8
- wallet: z.object({
9
- privateKey: z.string()
10
- }).optional(),
11
- llm: z.object({
12
- provider: z.enum(["openai", "anthropic", "google", "deepseek", "mistral", "groq", "together", "ollama"]),
13
- model: z.string().optional(),
14
- apiKey: z.string().optional(),
15
- endpoint: z.string().optional(),
16
- temperature: z.number().min(0).max(2).optional(),
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- maxTokens: z.number().optional()
18
- }),
19
- strategy: z.object({
20
- file: z.string().optional(),
21
- template: z.string().optional()
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- }),
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- trading: z.object({
24
- mode: z.enum(["live", "paper"]).default("paper"),
25
- timeHorizon: z.enum(["intraday", "swing", "position"]).default("swing"),
26
- maxPositionSizeBps: z.number().min(100).max(1e4).default(2e3),
27
- maxDailyLossBps: z.number().min(0).max(1e4).default(500),
28
- maxConcurrentPositions: z.number().min(1).max(100).default(5),
29
- tradingIntervalMs: z.number().min(1e3).default(6e4),
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- maxSlippageBps: z.number().min(10).max(1e3).default(100),
31
- minTradeValueUSD: z.number().min(0).default(10),
32
- initialCapitalUSD: z.number().optional()
33
- }),
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- venues: z.object({
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- hyperliquid_perp: z.object({
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- enabled: z.boolean().default(false),
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- apiUrl: z.string().default("https://api.hyperliquid.xyz"),
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- wsUrl: z.string().default("wss://api.hyperliquid.xyz/ws"),
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- maxLeverage: z.number().min(1).max(50).default(10),
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- maxNotionalUSD: z.number().default(5e4),
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- allowedInstruments: z.array(z.string()).optional()
42
- }).optional(),
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- polymarket: z.object({
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- enabled: z.boolean().default(false),
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- clobApiUrl: z.string().default("https://clob.polymarket.com"),
46
- gammaApiUrl: z.string().default("https://gamma-api.polymarket.com"),
47
- maxNotionalUSD: z.number().default(1e3),
48
- maxTotalExposureUSD: z.number().default(5e3),
49
- allowedCategories: z.array(z.string()).optional()
50
- }).optional()
51
- }).optional(),
52
- relay: z.object({
53
- url: z.string(),
54
- heartbeatIntervalMs: z.number().default(3e4),
55
- reconnectMaxAttempts: z.number().default(50)
56
- })
57
- });
58
- function loadConfig(path = "agent-config.json") {
59
- if (!existsSync(path)) {
60
- throw new Error(`Config file not found: ${path}. Run 'exagent init' first.`);
61
- }
62
- const raw = readFileSync(path, "utf-8");
63
- let parsed;
64
- try {
65
- parsed = JSON.parse(raw);
66
- } catch {
67
- throw new Error(`Invalid JSON in ${path}`);
68
- }
69
- const config = parsed;
70
- const llm = config.llm || {};
71
- if (process.env.EXAGENT_LLM_PROVIDER) llm.provider = process.env.EXAGENT_LLM_PROVIDER;
72
- if (process.env.EXAGENT_LLM_MODEL) llm.model = process.env.EXAGENT_LLM_MODEL;
73
- if (process.env.EXAGENT_LLM_API_KEY) llm.apiKey = process.env.EXAGENT_LLM_API_KEY;
74
- if (process.env.EXAGENT_API_URL) config.apiUrl = process.env.EXAGENT_API_URL;
75
- if (process.env.EXAGENT_API_TOKEN) config.apiToken = process.env.EXAGENT_API_TOKEN;
76
- if (process.env.EXAGENT_WALLET_PRIVATE_KEY) {
77
- config.wallet = { privateKey: process.env.EXAGENT_WALLET_PRIVATE_KEY };
78
- }
79
- config.llm = llm;
80
- const result = configSchema.safeParse(config);
81
- if (!result.success) {
82
- const issues = result.error.issues.map((i) => ` ${i.path.join(".")}: ${i.message}`).join("\n");
83
- throw new Error(`Invalid config:
84
- ${issues}`);
85
- }
86
- return result.data;
87
- }
88
- function generateSampleConfig(agentId, apiUrl) {
89
- const config = {
90
- agentId,
91
- apiUrl,
92
- apiToken: "<your-jwt-token>",
93
- wallet: {
94
- privateKey: "<your-hex-private-key>"
95
- },
96
- llm: {
97
- provider: "openai",
98
- model: "gpt-4o",
99
- apiKey: "<your-api-key>"
100
- },
101
- strategy: {
102
- template: "momentum"
103
- },
104
- trading: {
105
- mode: "paper",
106
- timeHorizon: "swing",
107
- maxPositionSizeBps: 2e3,
108
- maxDailyLossBps: 500,
109
- maxConcurrentPositions: 5,
110
- tradingIntervalMs: 6e4,
111
- maxSlippageBps: 100,
112
- minTradeValueUSD: 10,
113
- initialCapitalUSD: 1e4
114
- },
115
- venues: {
116
- hyperliquid_perp: {
117
- enabled: false,
118
- apiUrl: "https://api.hyperliquid.xyz",
119
- wsUrl: "wss://api.hyperliquid.xyz/ws",
120
- maxLeverage: 10,
121
- maxNotionalUSD: 5e4
122
- },
123
- polymarket: {
124
- enabled: false,
125
- clobApiUrl: "https://clob.polymarket.com",
126
- gammaApiUrl: "https://gamma-api.polymarket.com",
127
- maxNotionalUSD: 1e3,
128
- maxTotalExposureUSD: 5e3
129
- }
130
- },
131
- relay: {
132
- url: apiUrl.replace(/^http/, "ws") + "/ws/agent",
133
- heartbeatIntervalMs: 3e4,
134
- reconnectMaxAttempts: 50
135
- }
136
- };
137
- return JSON.stringify(config, null, 2);
138
- }
139
- function writeSampleConfig(agentId, apiUrl, path = "agent-config.json") {
140
- writeFileSync(path, generateSampleConfig(agentId, apiUrl));
141
- }
142
-
143
- // src/relay.ts
144
- import WebSocket from "ws";
145
- var RelayClient = class {
146
- ws = null;
147
- config;
148
- heartbeatTimer = null;
149
- reconnectTimer = null;
150
- reconnectAttempts = 0;
151
- intentionalClose = false;
152
- authenticated = false;
153
- lastStatus = null;
154
- onCommand;
155
- onConnected;
156
- onDisconnected;
157
- constructor(config) {
158
- this.config = {
159
- url: config.url,
160
- agentId: config.agentId,
161
- token: config.token,
162
- heartbeatIntervalMs: config.heartbeatIntervalMs ?? 3e4,
163
- reconnectMaxAttempts: config.reconnectMaxAttempts ?? 50
164
- };
165
- this.onCommand = config.onCommand;
166
- this.onConnected = config.onConnected;
167
- this.onDisconnected = config.onDisconnected;
168
- }
169
- get isConnected() {
170
- return this.ws?.readyState === WebSocket.OPEN && this.authenticated;
171
- }
172
- async connect() {
173
- return new Promise((resolve2, reject) => {
174
- try {
175
- this.intentionalClose = false;
176
- this.ws = new WebSocket(this.config.url);
177
- const timeout = setTimeout(() => {
178
- if (this.ws && this.ws.readyState !== WebSocket.OPEN) {
179
- this.ws.terminate();
180
- reject(new Error("Connection timeout (15s)"));
181
- }
182
- }, 15e3);
183
- this.ws.on("open", () => {
184
- clearTimeout(timeout);
185
- this.reconnectAttempts = 0;
186
- this.authenticate();
187
- });
188
- this.ws.on("message", (data) => {
189
- try {
190
- const msg = JSON.parse(data.toString());
191
- this.handleMessage(msg, resolve2);
192
- } catch {
193
- console.error("[relay] Failed to parse message");
194
- }
195
- });
196
- this.ws.on("close", () => {
197
- this.cleanup();
198
- this.onDisconnected?.();
199
- if (!this.intentionalClose) {
200
- this.scheduleReconnect();
201
- }
202
- });
203
- this.ws.on("error", (err) => {
204
- console.error("[relay] WebSocket error:", err.message);
205
- if (!this.authenticated) {
206
- clearTimeout(timeout);
207
- reject(err);
208
- }
209
- });
210
- } catch (err) {
211
- reject(err);
212
- }
213
- });
214
- }
215
- disconnect() {
216
- this.intentionalClose = true;
217
- this.cleanup();
218
- if (this.ws) {
219
- this.ws.close();
220
- this.ws = null;
221
- }
222
- }
223
- authenticate() {
224
- this.send({
225
- type: "auth",
226
- agentId: this.config.agentId,
227
- token: this.config.token
228
- });
229
- }
230
- handleMessage(msg, onAuth) {
231
- switch (msg.type) {
232
- case "auth_success":
233
- this.authenticated = true;
234
- this.startHeartbeat();
235
- this.onConnected?.();
236
- onAuth?.();
237
- console.log(`[relay] Authenticated as agent ${this.config.agentId}`);
238
- break;
239
- case "auth_error":
240
- console.error("[relay] Auth failed:", msg.error);
241
- this.disconnect();
242
- break;
243
- case "command":
244
- this.onCommand?.(msg.command);
245
- break;
246
- case "pong":
247
- break;
248
- }
249
- }
250
- send(msg) {
251
- if (this.ws?.readyState === WebSocket.OPEN) {
252
- this.ws.send(JSON.stringify(msg));
253
- }
254
- }
255
- sendHeartbeat(status) {
256
- this.lastStatus = status;
257
- this.send({
258
- type: "heartbeat",
259
- agentId: this.config.agentId,
260
- status,
261
- timestamp: Date.now()
262
- });
263
- }
264
- sendMessage(messageType, level, title, body, data) {
265
- this.send({
266
- type: "message",
267
- agentId: this.config.agentId,
268
- messageType,
269
- level,
270
- title,
271
- body,
272
- data,
273
- timestamp: Date.now()
274
- });
275
- }
276
- sendTradeSignal(signal) {
277
- this.send({
278
- type: "trade_signal",
279
- agentId: this.config.agentId,
280
- signal,
281
- timestamp: Date.now()
282
- });
283
- }
284
- startHeartbeat() {
285
- this.stopHeartbeat();
286
- this.heartbeatTimer = setInterval(() => {
287
- if (this.lastStatus) {
288
- this.sendHeartbeat(this.lastStatus);
289
- }
290
- }, this.config.heartbeatIntervalMs);
291
- }
292
- stopHeartbeat() {
293
- if (this.heartbeatTimer) {
294
- clearInterval(this.heartbeatTimer);
295
- this.heartbeatTimer = null;
296
- }
297
- }
298
- cleanup() {
299
- this.stopHeartbeat();
300
- this.authenticated = false;
301
- if (this.reconnectTimer) {
302
- clearTimeout(this.reconnectTimer);
303
- this.reconnectTimer = null;
304
- }
305
- }
306
- scheduleReconnect() {
307
- if (this.reconnectAttempts >= this.config.reconnectMaxAttempts) {
308
- console.error(`[relay] Max reconnect attempts (${this.config.reconnectMaxAttempts}) reached`);
309
- return;
310
- }
311
- const delay = Math.min(1e3 * Math.pow(2, this.reconnectAttempts), 3e4);
312
- this.reconnectAttempts++;
313
- console.log(`[relay] Reconnecting in ${delay}ms (attempt ${this.reconnectAttempts})`);
314
- this.reconnectTimer = setTimeout(async () => {
315
- try {
316
- await this.connect();
317
- } catch (err) {
318
- console.error("[relay] Reconnect failed:", err.message);
319
- }
320
- }, delay);
321
- }
322
- };
323
-
324
- // src/signal.ts
325
- var SignalReporter = class {
326
- relay;
327
- constructor(relay) {
328
- this.relay = relay;
329
- }
330
- reportTrade(signal) {
331
- if (!this.relay.isConnected) {
332
- console.warn("[signal] Not connected to relay \u2014 trade signal queued locally");
333
- return;
334
- }
335
- this.relay.sendTradeSignal(signal);
336
- this.relay.sendMessage(
337
- "trade_executed",
338
- "success",
339
- `${signal.side.toUpperCase()} ${signal.symbol}`,
340
- `${signal.side} ${signal.size} ${signal.symbol} @ $${signal.price.toFixed(2)} on ${signal.venue}`,
341
- { signal }
342
- );
343
- }
344
- reportPerpFill(signal) {
345
- if (!this.relay.isConnected) return;
346
- this.relay.sendTradeSignal(signal);
347
- this.relay.sendMessage(
348
- "perp_fill",
349
- "success",
350
- `Perp ${signal.side.toUpperCase()} ${signal.symbol}`,
351
- `${signal.side} ${signal.size} ${signal.symbol} @ $${signal.price.toFixed(2)} (${signal.leverage ?? 1}x)`,
352
- { signal }
353
- );
354
- }
355
- reportPredictionFill(signal) {
356
- if (!this.relay.isConnected) return;
357
- this.relay.sendTradeSignal(signal);
358
- this.relay.sendMessage(
359
- "prediction_fill",
360
- "success",
361
- `Prediction ${signal.side.toUpperCase()}`,
362
- `${signal.side} $${signal.size.toFixed(2)} on ${signal.symbol} @ ${signal.price.toFixed(4)}`,
363
- { signal }
364
- );
365
- }
366
- reportError(title, body, data) {
367
- if (!this.relay.isConnected) return;
368
- this.relay.sendMessage("error", "error", title, body, data);
369
- }
370
- reportInfo(title, body, data) {
371
- if (!this.relay.isConnected) return;
372
- this.relay.sendMessage("info", "info", title, body, data);
373
- }
374
- };
375
-
376
- // src/store.ts
377
- import { readFileSync as readFileSync2, writeFileSync as writeFileSync2, mkdirSync, existsSync as existsSync2 } from "fs";
378
- import { dirname } from "path";
379
- var FileStore = class {
380
- data = {};
381
- filePath;
382
- constructor(filePath = "data/strategy-store.json") {
383
- this.filePath = filePath;
384
- this.load();
385
- }
386
- load() {
387
- try {
388
- if (existsSync2(this.filePath)) {
389
- const raw = readFileSync2(this.filePath, "utf-8");
390
- this.data = JSON.parse(raw);
391
- }
392
- } catch {
393
- this.data = {};
394
- }
395
- }
396
- flush() {
397
- const dir = dirname(this.filePath);
398
- if (!existsSync2(dir)) {
399
- mkdirSync(dir, { recursive: true });
400
- }
401
- writeFileSync2(this.filePath, JSON.stringify(this.data, null, 2));
402
- }
403
- get(key) {
404
- return this.data[key];
405
- }
406
- set(key, value) {
407
- this.data[key] = value;
408
- this.flush();
409
- }
410
- delete(key) {
411
- delete this.data[key];
412
- this.flush();
413
- }
414
- keys() {
415
- return Object.keys(this.data);
416
- }
417
- };
418
-
419
- // src/position-tracker.ts
420
- var BASE_ASSETS = /* @__PURE__ */ new Set(["ETH", "WETH", "USDC", "USDbC", "DAI", "USDT", "EURC"]);
421
- var PositionTracker = class {
422
- positions = /* @__PURE__ */ new Map();
423
- trades = [];
424
- realizedPnL = 0;
425
- store;
426
- constructor(store) {
427
- this.store = store;
428
- this.load();
429
- }
430
- load() {
431
- const saved = this.store.get("position_tracker");
432
- if (saved) {
433
- this.positions = new Map(saved.positions);
434
- this.trades = saved.trades;
435
- this.realizedPnL = saved.realizedPnL;
436
- }
437
- }
438
- save() {
439
- this.store.set("position_tracker", {
440
- positions: Array.from(this.positions.entries()),
441
- trades: this.trades.slice(-1e3),
442
- realizedPnL: this.realizedPnL
443
- });
444
- }
445
- recordBuy(token, quantity, price, fee, venue, chain, venueFillId) {
446
- if (BASE_ASSETS.has(token)) return;
447
- const existing = this.positions.get(token);
448
- if (existing) {
449
- const totalQty = existing.quantity + quantity;
450
- const totalCost = existing.costBasisPerUnit * existing.quantity + price * quantity;
451
- existing.costBasisPerUnit = totalCost / totalQty;
452
- existing.quantity = totalQty;
453
- } else {
454
- this.positions.set(token, {
455
- token,
456
- quantity,
457
- costBasisPerUnit: price,
458
- entryTimestamp: Date.now(),
459
- venue,
460
- chain
461
- });
462
- }
463
- this.trades.push({
464
- token,
465
- action: "buy",
466
- quantity,
467
- price,
468
- fee,
469
- timestamp: Date.now(),
470
- venue,
471
- chain,
472
- venueFillId
473
- });
474
- this.save();
475
- }
476
- recordSell(token, quantity, price, fee, venue, chain, venueFillId) {
477
- if (BASE_ASSETS.has(token)) return;
478
- const existing = this.positions.get(token);
479
- if (existing) {
480
- const pnl = (price - existing.costBasisPerUnit) * quantity - fee;
481
- this.realizedPnL += pnl;
482
- existing.quantity -= quantity;
483
- if (existing.quantity <= 1e-6) {
484
- this.positions.delete(token);
485
- }
486
- }
487
- this.trades.push({
488
- token,
489
- action: "sell",
490
- quantity,
491
- price,
492
- fee,
493
- timestamp: Date.now(),
494
- venue,
495
- chain,
496
- venueFillId
497
- });
498
- this.save();
499
- }
500
- getSummary(prices) {
501
- let totalUnrealizedPnL = 0;
502
- const openPositions = Array.from(this.positions.values());
503
- for (const pos of openPositions) {
504
- const currentPrice = prices[pos.token];
505
- if (currentPrice) {
506
- totalUnrealizedPnL += (currentPrice - pos.costBasisPerUnit) * pos.quantity;
507
- }
508
- }
509
- return {
510
- openPositions,
511
- totalUnrealizedPnL,
512
- totalRealizedPnL: this.realizedPnL
513
- };
514
- }
515
- getPositions() {
516
- return Array.from(this.positions.values());
517
- }
518
- getTrades(limit) {
519
- if (limit) return this.trades.slice(-limit);
520
- return [...this.trades];
521
- }
522
- getRealizedPnL() {
523
- return this.realizedPnL;
524
- }
525
- reset() {
526
- this.positions.clear();
527
- this.trades = [];
528
- this.realizedPnL = 0;
529
- this.save();
530
- }
531
- };
532
-
533
- // src/llm/base.ts
534
- var BaseLLMAdapter = class {
535
- config;
536
- constructor(config) {
537
- this.config = config;
538
- }
539
- getTemperature() {
540
- return this.config.temperature ?? 0.7;
541
- }
542
- getMaxTokens() {
543
- return this.config.maxTokens ?? 4096;
544
- }
545
- };
546
-
547
- // src/llm/openai.ts
548
- var OpenAIAdapter = class extends BaseLLMAdapter {
549
- endpoint;
550
- constructor(config) {
551
- super(config);
552
- this.endpoint = config.endpoint || "https://api.openai.com/v1";
553
- }
554
- async chat(messages) {
555
- const res = await fetch(`${this.endpoint}/chat/completions`, {
556
- method: "POST",
557
- headers: {
558
- "Content-Type": "application/json",
559
- Authorization: `Bearer ${this.config.apiKey}`
560
- },
561
- body: JSON.stringify({
562
- model: this.config.model || "gpt-4o",
563
- messages: messages.map((m) => ({ role: m.role, content: m.content })),
564
- temperature: this.getTemperature(),
565
- max_tokens: this.getMaxTokens()
566
- })
567
- });
568
- if (!res.ok) {
569
- const body = await res.text();
570
- throw new Error(`OpenAI API error ${res.status}: ${body}`);
571
- }
572
- const data = await res.json();
573
- return {
574
- content: data.choices[0]?.message?.content || "",
575
- tokens: data.usage ? { input: data.usage.prompt_tokens, output: data.usage.completion_tokens } : void 0
576
- };
577
- }
578
- getMetadata() {
579
- return {
580
- provider: "openai",
581
- model: this.config.model || "gpt-4o"
582
- };
583
- }
584
- };
585
-
586
- // src/llm/anthropic.ts
587
- var AnthropicAdapter = class extends BaseLLMAdapter {
588
- endpoint;
589
- constructor(config) {
590
- super(config);
591
- this.endpoint = config.endpoint || "https://api.anthropic.com";
592
- }
593
- async chat(messages) {
594
- const systemMessage = messages.find((m) => m.role === "system");
595
- const nonSystemMessages = messages.filter((m) => m.role !== "system");
596
- const body = {
597
- model: this.config.model || "claude-sonnet-4-20250514",
598
- messages: nonSystemMessages.map((m) => ({ role: m.role, content: m.content })),
599
- max_tokens: this.getMaxTokens(),
600
- temperature: this.getTemperature()
601
- };
602
- if (systemMessage) {
603
- body.system = systemMessage.content;
604
- }
605
- const res = await fetch(`${this.endpoint}/v1/messages`, {
606
- method: "POST",
607
- headers: {
608
- "Content-Type": "application/json",
609
- "x-api-key": this.config.apiKey || "",
610
- "anthropic-version": "2023-06-01"
611
- },
612
- body: JSON.stringify(body)
613
- });
614
- if (!res.ok) {
615
- const text = await res.text();
616
- throw new Error(`Anthropic API error ${res.status}: ${text}`);
617
- }
618
- const data = await res.json();
619
- const textContent = data.content.find((c) => c.type === "text");
620
- return {
621
- content: textContent?.text || "",
622
- tokens: data.usage ? { input: data.usage.input_tokens, output: data.usage.output_tokens } : void 0
623
- };
624
- }
625
- getMetadata() {
626
- return {
627
- provider: "anthropic",
628
- model: this.config.model || "claude-sonnet-4-20250514"
629
- };
630
- }
631
- };
632
-
633
- // src/llm/google.ts
634
- var GoogleAdapter = class extends BaseLLMAdapter {
635
- constructor(config) {
636
- super(config);
637
- }
638
- async chat(messages) {
639
- const model = this.config.model || "gemini-2.5-flash";
640
- const url = `https://generativelanguage.googleapis.com/v1beta/models/${model}:generateContent?key=${this.config.apiKey}`;
641
- const systemMessage = messages.find((m) => m.role === "system");
642
- const nonSystemMessages = messages.filter((m) => m.role !== "system");
643
- const body = {
644
- contents: nonSystemMessages.map((m) => ({
645
- role: m.role === "assistant" ? "model" : "user",
646
- parts: [{ text: m.content }]
647
- })),
648
- generationConfig: {
649
- temperature: this.getTemperature(),
650
- maxOutputTokens: this.getMaxTokens()
651
- }
652
- };
653
- if (systemMessage) {
654
- body.systemInstruction = { parts: [{ text: systemMessage.content }] };
655
- }
656
- const res = await fetch(url, {
657
- method: "POST",
658
- headers: { "Content-Type": "application/json" },
659
- body: JSON.stringify(body)
660
- });
661
- if (!res.ok) {
662
- const text2 = await res.text();
663
- throw new Error(`Google AI error ${res.status}: ${text2}`);
664
- }
665
- const data = await res.json();
666
- const text = data.candidates[0]?.content?.parts[0]?.text || "";
667
- return {
668
- content: text,
669
- tokens: data.usageMetadata ? { input: data.usageMetadata.promptTokenCount, output: data.usageMetadata.candidatesTokenCount } : void 0
670
- };
671
- }
672
- getMetadata() {
673
- return {
674
- provider: "google",
675
- model: this.config.model || "gemini-2.5-flash"
676
- };
677
- }
678
- };
679
-
680
- // src/llm/deepseek.ts
681
- var DeepSeekAdapter = class extends BaseLLMAdapter {
682
- constructor(config) {
683
- super(config);
684
- }
685
- async chat(messages) {
686
- const res = await fetch("https://api.deepseek.com/chat/completions", {
687
- method: "POST",
688
- headers: {
689
- "Content-Type": "application/json",
690
- Authorization: `Bearer ${this.config.apiKey}`
691
- },
692
- body: JSON.stringify({
693
- model: this.config.model || "deepseek-chat",
694
- messages: messages.map((m) => ({ role: m.role, content: m.content })),
695
- temperature: this.getTemperature(),
696
- max_tokens: this.getMaxTokens()
697
- })
698
- });
699
- if (!res.ok) {
700
- const body = await res.text();
701
- throw new Error(`DeepSeek API error ${res.status}: ${body}`);
702
- }
703
- const data = await res.json();
704
- return {
705
- content: data.choices[0]?.message?.content || "",
706
- tokens: data.usage ? { input: data.usage.prompt_tokens, output: data.usage.completion_tokens } : void 0
707
- };
708
- }
709
- getMetadata() {
710
- return {
711
- provider: "deepseek",
712
- model: this.config.model || "deepseek-chat"
713
- };
714
- }
715
- };
716
-
717
- // src/llm/mistral.ts
718
- var MistralAdapter = class extends BaseLLMAdapter {
719
- constructor(config) {
720
- super(config);
721
- }
722
- async chat(messages) {
723
- const res = await fetch("https://api.mistral.ai/v1/chat/completions", {
724
- method: "POST",
725
- headers: {
726
- "Content-Type": "application/json",
727
- Authorization: `Bearer ${this.config.apiKey}`
728
- },
729
- body: JSON.stringify({
730
- model: this.config.model || "mistral-large-latest",
731
- messages: messages.map((m) => ({ role: m.role, content: m.content })),
732
- temperature: this.getTemperature(),
733
- max_tokens: this.getMaxTokens()
734
- })
735
- });
736
- if (!res.ok) {
737
- const body = await res.text();
738
- throw new Error(`Mistral API error ${res.status}: ${body}`);
739
- }
740
- const data = await res.json();
741
- return {
742
- content: data.choices[0]?.message?.content || "",
743
- tokens: data.usage ? { input: data.usage.prompt_tokens, output: data.usage.completion_tokens } : void 0
744
- };
745
- }
746
- getMetadata() {
747
- return {
748
- provider: "mistral",
749
- model: this.config.model || "mistral-large-latest"
750
- };
751
- }
752
- };
753
-
754
- // src/llm/groq.ts
755
- var GroqAdapter = class extends BaseLLMAdapter {
756
- constructor(config) {
757
- super(config);
758
- }
759
- async chat(messages) {
760
- const res = await fetch("https://api.groq.com/openai/v1/chat/completions", {
761
- method: "POST",
762
- headers: {
763
- "Content-Type": "application/json",
764
- Authorization: `Bearer ${this.config.apiKey}`
765
- },
766
- body: JSON.stringify({
767
- model: this.config.model || "llama-3.3-70b-versatile",
768
- messages: messages.map((m) => ({ role: m.role, content: m.content })),
769
- temperature: this.getTemperature(),
770
- max_tokens: this.getMaxTokens()
771
- })
772
- });
773
- if (!res.ok) {
774
- const body = await res.text();
775
- throw new Error(`Groq API error ${res.status}: ${body}`);
776
- }
777
- const data = await res.json();
778
- return {
779
- content: data.choices[0]?.message?.content || "",
780
- tokens: data.usage ? { input: data.usage.prompt_tokens, output: data.usage.completion_tokens } : void 0
781
- };
782
- }
783
- getMetadata() {
784
- return {
785
- provider: "groq",
786
- model: this.config.model || "llama-3.3-70b-versatile"
787
- };
788
- }
789
- };
790
-
791
- // src/llm/together.ts
792
- var TogetherAdapter = class extends BaseLLMAdapter {
793
- constructor(config) {
794
- super(config);
795
- }
796
- async chat(messages) {
797
- const res = await fetch("https://api.together.xyz/v1/chat/completions", {
798
- method: "POST",
799
- headers: {
800
- "Content-Type": "application/json",
801
- Authorization: `Bearer ${this.config.apiKey}`
802
- },
803
- body: JSON.stringify({
804
- model: this.config.model || "meta-llama/Llama-3.3-70B-Instruct-Turbo",
805
- messages: messages.map((m) => ({ role: m.role, content: m.content })),
806
- temperature: this.getTemperature(),
807
- max_tokens: this.getMaxTokens()
808
- })
809
- });
810
- if (!res.ok) {
811
- const body = await res.text();
812
- throw new Error(`Together API error ${res.status}: ${body}`);
813
- }
814
- const data = await res.json();
815
- return {
816
- content: data.choices[0]?.message?.content || "",
817
- tokens: data.usage ? { input: data.usage.prompt_tokens, output: data.usage.completion_tokens } : void 0
818
- };
819
- }
820
- getMetadata() {
821
- return {
822
- provider: "together",
823
- model: this.config.model || "meta-llama/Llama-3.3-70B-Instruct-Turbo"
824
- };
825
- }
826
- };
827
-
828
- // src/llm/ollama.ts
829
- var OllamaAdapter = class extends BaseLLMAdapter {
830
- endpoint;
831
- constructor(config) {
832
- super(config);
833
- this.endpoint = config.endpoint || "http://localhost:11434";
834
- }
835
- async chat(messages) {
836
- const res = await fetch(`${this.endpoint}/api/chat`, {
837
- method: "POST",
838
- headers: { "Content-Type": "application/json" },
839
- body: JSON.stringify({
840
- model: this.config.model || "llama3.3",
841
- messages: messages.map((m) => ({ role: m.role, content: m.content })),
842
- stream: false,
843
- options: {
844
- temperature: this.getTemperature(),
845
- num_predict: this.getMaxTokens()
846
- }
847
- })
848
- });
849
- if (!res.ok) {
850
- const body = await res.text();
851
- throw new Error(`Ollama error ${res.status}: ${body}`);
852
- }
853
- const data = await res.json();
854
- return {
855
- content: data.message?.content || "",
856
- tokens: data.prompt_eval_count ? { input: data.prompt_eval_count, output: data.eval_count || 0 } : void 0
857
- };
858
- }
859
- getMetadata() {
860
- return {
861
- provider: "ollama",
862
- model: this.config.model || "llama3.3"
863
- };
864
- }
865
- };
866
-
867
- // src/llm/index.ts
868
- function createLLMAdapter(config) {
869
- switch (config.provider) {
870
- case "openai":
871
- return new OpenAIAdapter(config);
872
- case "anthropic":
873
- return new AnthropicAdapter(config);
874
- case "google":
875
- return new GoogleAdapter(config);
876
- case "deepseek":
877
- return new DeepSeekAdapter(config);
878
- case "mistral":
879
- return new MistralAdapter(config);
880
- case "groq":
881
- return new GroqAdapter(config);
882
- case "together":
883
- return new TogetherAdapter(config);
884
- case "ollama":
885
- return new OllamaAdapter(config);
886
- default:
887
- throw new Error(`Unknown LLM provider: ${config.provider}`);
888
- }
889
- }
890
-
891
- // src/strategy/templates.ts
892
- var templates = [
893
- {
894
- id: "momentum",
895
- name: "Momentum Trader",
896
- description: "Identifies tokens with strong upward price momentum and rides the trend. Uses LLM to analyze price action and market sentiment.",
897
- category: "momentum",
898
- venues: ["hyperliquid_perp", "hyperliquid_spot"],
899
- riskLevel: "moderate",
900
- systemPrompt: `You are a momentum trading agent. Analyze the provided market data and identify tokens with strong upward momentum.
901
-
902
- Rules:
903
- - Only trade tokens with clear directional momentum (avoid choppy markets)
904
- - Use trailing stops to protect gains
905
- - Size positions based on conviction (higher confidence = larger position)
906
- - Cut losses quickly if momentum reverses
907
- - Consider volume as confirmation of momentum
908
-
909
- Return a JSON array of trade signals.`,
910
- code: `
911
- const prices = context.market.getPrices();
912
- const positions = context.position.openPositions;
913
-
914
- const messages = [
915
- { role: 'system', content: 'You are a momentum trading agent. Analyze market data and return trade signals as a JSON array. Each signal: { symbol, side: "buy"|"sell", confidence: 0-1, reasoning }. Return [] if no opportunities.' },
916
- { role: 'user', content: 'Current prices: ' + JSON.stringify(prices) + '\\nOpen positions: ' + JSON.stringify(positions.map(p => p.token)) + '\\nAnalyze for momentum opportunities.' }
917
- ];
918
-
919
- const response = await context.llm.chat(messages);
920
- try {
921
- const signals = JSON.parse(response.content);
922
- return Array.isArray(signals) ? signals : [];
923
- } catch {
924
- return [];
925
- }
926
- `
927
- },
928
- {
929
- id: "value",
930
- name: "Value Investor",
931
- description: "Identifies undervalued tokens based on fundamental analysis. Buys dips and holds for mean reversion.",
932
- category: "value",
933
- venues: ["hyperliquid_spot"],
934
- riskLevel: "conservative",
935
- systemPrompt: `You are a value investing agent. Identify tokens trading below their intrinsic value.
936
-
937
- Rules:
938
- - Focus on established tokens with strong fundamentals
939
- - Buy on significant dips (>10% from recent highs)
940
- - Hold positions longer (swing/position timeframe)
941
- - Avoid chasing pumps
942
- - Diversify across sectors
943
-
944
- Return a JSON array of trade signals.`,
945
- code: `
946
- const prices = context.market.getPrices();
947
- const positions = context.position.openPositions;
948
-
949
- const messages = [
950
- { role: 'system', content: 'You are a value investing agent. Identify undervalued tokens. Return trade signals as JSON array: { symbol, side: "buy"|"sell", confidence: 0-1, reasoning }. Return [] if nothing is compelling.' },
951
- { role: 'user', content: 'Current prices: ' + JSON.stringify(prices) + '\\nPositions: ' + JSON.stringify(positions.map(p => ({ token: p.token, entry: p.costBasisPerUnit }))) + '\\nLook for value opportunities.' }
952
- ];
953
-
954
- const response = await context.llm.chat(messages);
955
- try {
956
- const signals = JSON.parse(response.content);
957
- return Array.isArray(signals) ? signals : [];
958
- } catch {
959
- return [];
960
- }
961
- `
962
- },
963
- {
964
- id: "arbitrage",
965
- name: "Arbitrage Hunter",
966
- description: "Scans for price discrepancies across venues and chains. Executes quickly to capture spreads.",
967
- category: "arbitrage",
968
- venues: ["hyperliquid_perp", "hyperliquid_spot", "uniswap", "aerodrome"],
969
- riskLevel: "aggressive",
970
- systemPrompt: `You are an arbitrage agent. Find price discrepancies between venues.
971
-
972
- Rules:
973
- - Speed is critical \u2014 execute quickly before spreads close
974
- - Account for fees and slippage in profitability calculations
975
- - Only trade when net profit > 0.5% after all costs
976
- - Monitor cross-chain opportunities (CEX vs DEX spreads)
977
-
978
- Return a JSON array of trade signals.`,
979
- code: `
980
- const prices = context.market.getPrices();
981
-
982
- const messages = [
983
- { role: 'system', content: 'You are an arbitrage agent. Find price discrepancies. Return trade signals as JSON array: { symbol, side: "buy"|"sell", venue, confidence: 0-1, reasoning }. Return [] if no arb opportunities.' },
984
- { role: 'user', content: 'Market prices: ' + JSON.stringify(prices) + '\\nScan for cross-venue arbitrage opportunities.' }
985
- ];
986
-
987
- const response = await context.llm.chat(messages);
988
- try {
989
- const signals = JSON.parse(response.content);
990
- return Array.isArray(signals) ? signals : [];
991
- } catch {
992
- return [];
993
- }
994
- `
995
- },
996
- {
997
- id: "hold",
998
- name: "Hold (No Trading)",
999
- description: "Passive strategy that makes no trades. Useful for monitoring only.",
1000
- category: "custom",
1001
- venues: [],
1002
- riskLevel: "conservative",
1003
- systemPrompt: "",
1004
- code: `return [];`
1005
- }
1006
- ];
1007
- function getTemplate(id) {
1008
- return templates.find((t) => t.id === id);
1009
- }
1010
- function listTemplates() {
1011
- return [...templates];
1012
- }
1013
-
1014
- // src/strategy/loader.ts
1015
- import { existsSync as existsSync3 } from "fs";
1016
- import { resolve } from "path";
1017
- async function loadStrategy(config) {
1018
- if (config.file) {
1019
- return loadFromFile(config.file);
1020
- }
1021
- if (config.template) {
1022
- const template = getTemplate(config.template);
1023
- if (!template) {
1024
- throw new Error(`Unknown strategy template: ${config.template}. Available: momentum, value, arbitrage, hold`);
1025
- }
1026
- return loadFromCode(template.code);
1027
- }
1028
- return holdStrategy;
1029
- }
1030
- async function loadFromFile(filePath) {
1031
- const resolved = resolve(filePath);
1032
- if (!existsSync3(resolved)) {
1033
- throw new Error(`Strategy file not found: ${resolved}`);
1034
- }
1035
- try {
1036
- const mod = await import(resolved);
1037
- const fn = mod.default || mod.strategy;
1038
- if (typeof fn !== "function") {
1039
- throw new Error(`Strategy file must export a default function or 'strategy' function`);
1040
- }
1041
- return fn;
1042
- } catch (err) {
1043
- throw new Error(`Failed to load strategy from ${resolved}: ${err.message}`);
1044
- }
1045
- }
1046
- async function loadFromCode(code) {
1047
- const AsyncFunction = Object.getPrototypeOf(async function() {
1048
- }).constructor;
1049
- const fn = new AsyncFunction("context", code);
1050
- return fn;
1051
- }
1052
- var holdStrategy = async (_context) => {
1053
- return [];
1054
- };
1055
-
1056
- // src/trading/risk.ts
1057
- var RiskManager = class {
1058
- params;
1059
- dailyPnL = 0;
1060
- dailyFees = 0;
1061
- lastResetDate = "";
1062
- initialCapitalUSD;
1063
- constructor(params, initialCapitalUSD = 1e4) {
1064
- this.params = params;
1065
- this.initialCapitalUSD = initialCapitalUSD;
1066
- this.resetIfNewDay();
1067
- }
1068
- filterSignals(signals, market, openPositionCount) {
1069
- this.resetIfNewDay();
1070
- if (this.isDailyLossLimitHit()) {
1071
- console.log("[risk] Daily loss limit hit \u2014 blocking all trades");
1072
- return [];
1073
- }
1074
- return signals.filter((signal) => this.validateSignal(signal, market, openPositionCount));
1075
- }
1076
- validateSignal(signal, market, openPositionCount) {
1077
- const threshold = this.params.confidenceThreshold ?? 0.5;
1078
- if (signal.confidence !== void 0 && signal.confidence < threshold) {
1079
- console.log(`[risk] Blocked ${signal.symbol}: confidence ${signal.confidence} < ${threshold}`);
1080
- return false;
1081
- }
1082
- const tradeValue = signal.size * signal.price;
1083
- const maxPositionValue = this.params.maxPositionSizeBps / 1e4 * this.initialCapitalUSD;
1084
- if (tradeValue > maxPositionValue) {
1085
- console.log(`[risk] Blocked ${signal.symbol}: trade $${tradeValue.toFixed(0)} > max $${maxPositionValue.toFixed(0)}`);
1086
- return false;
1087
- }
1088
- if (tradeValue < this.params.minTradeValueUSD) {
1089
- console.log(`[risk] Blocked ${signal.symbol}: trade $${tradeValue.toFixed(2)} < min $${this.params.minTradeValueUSD}`);
1090
- return false;
1091
- }
1092
- if ((signal.side === "buy" || signal.side === "long") && openPositionCount >= this.params.maxConcurrentPositions) {
1093
- console.log(`[risk] Blocked ${signal.symbol}: ${openPositionCount} positions >= max ${this.params.maxConcurrentPositions}`);
1094
- return false;
1095
- }
1096
- if (signal.orderType === "market") {
1097
- const currentPrice = market.getPrice(signal.symbol);
1098
- if (currentPrice) {
1099
- const slippageBps = Math.abs(signal.price - currentPrice) / currentPrice * 1e4;
1100
- if (slippageBps > this.params.maxSlippageBps) {
1101
- console.log(`[risk] Blocked ${signal.symbol}: slippage ${slippageBps.toFixed(0)}bps > max ${this.params.maxSlippageBps}bps`);
1102
- return false;
1103
- }
1104
- }
1105
- }
1106
- return true;
1107
- }
1108
- recordTrade(pnl, fee) {
1109
- this.dailyPnL += pnl;
1110
- this.dailyFees += fee;
1111
- }
1112
- isDailyLossLimitHit() {
1113
- const limit = this.params.maxDailyLossBps / 1e4 * this.initialCapitalUSD;
1114
- return this.dailyPnL < -limit;
1115
- }
1116
- getDailyPnL() {
1117
- return this.dailyPnL;
1118
- }
1119
- getDailyLossLimit() {
1120
- return this.params.maxDailyLossBps / 1e4 * this.initialCapitalUSD;
1121
- }
1122
- resetIfNewDay() {
1123
- const today = (/* @__PURE__ */ new Date()).toISOString().slice(0, 10);
1124
- if (today !== this.lastResetDate) {
1125
- this.dailyPnL = 0;
1126
- this.dailyFees = 0;
1127
- this.lastResetDate = today;
1128
- }
1129
- }
1130
- };
1131
-
1132
- // src/trading/market.ts
1133
- var MarketDataService = class {
1134
- prices = {};
1135
- lastFetch = 0;
1136
- cacheTTL;
1137
- constructor(cacheTTLMs = 3e4) {
1138
- this.cacheTTL = cacheTTLMs;
1139
- }
1140
- async refreshPrices(symbols) {
1141
- if (symbols.length === 0) return this.prices;
1142
- const now = Date.now();
1143
- if (now - this.lastFetch < this.cacheTTL && Object.keys(this.prices).length > 0) {
1144
- return this.prices;
1145
- }
1146
- try {
1147
- const ids = symbols.map((s) => s.toLowerCase()).join(",");
1148
- const res = await fetch(
1149
- `https://api.coingecko.com/api/v3/simple/price?ids=${ids}&vs_currencies=usd`
1150
- );
1151
- if (res.ok) {
1152
- const data = await res.json();
1153
- for (const [id, price] of Object.entries(data)) {
1154
- this.prices[id.toUpperCase()] = price.usd;
1155
- }
1156
- this.lastFetch = now;
1157
- }
1158
- } catch (err) {
1159
- console.warn("[market] Price fetch failed:", err.message);
1160
- }
1161
- return this.prices;
1162
- }
1163
- getPrice(symbol) {
1164
- return this.prices[symbol.toUpperCase()];
1165
- }
1166
- getPrices() {
1167
- return { ...this.prices };
1168
- }
1169
- setPrice(symbol, price) {
1170
- this.prices[symbol.toUpperCase()] = price;
1171
- }
1172
- setPrices(prices) {
1173
- for (const [symbol, price] of Object.entries(prices)) {
1174
- this.prices[symbol.toUpperCase()] = price;
1175
- }
1176
- }
1177
- getOHLCV(_symbol, _timeframe) {
1178
- return [];
1179
- }
1180
- };
1181
-
1182
- // src/paper/executor.ts
1183
- import { randomUUID } from "crypto";
1184
- var PaperExecutor = class {
1185
- cash;
1186
- positions = /* @__PURE__ */ new Map();
1187
- trades = [];
1188
- equityCurve = [];
1189
- slippageBps;
1190
- feeRate;
1191
- peakEquity;
1192
- maxDrawdown = 0;
1193
- constructor(initialCash = 1e4, slippageBps = 50, feeRate = 2e-3) {
1194
- this.cash = initialCash;
1195
- this.slippageBps = slippageBps;
1196
- this.feeRate = feeRate;
1197
- this.peakEquity = initialCash;
1198
- this.recordEquity();
1199
- }
1200
- execute(signal, market) {
1201
- const marketPrice = market.getPrice(signal.symbol);
1202
- if (!marketPrice) {
1203
- console.warn(`[paper] No price for ${signal.symbol}`);
1204
- return null;
1205
- }
1206
- const isBuy = signal.side === "buy" || signal.side === "long";
1207
- const slippage = this.slippageBps / 1e4 * marketPrice;
1208
- const executedPrice = isBuy ? marketPrice + slippage : marketPrice - slippage;
1209
- const fee = signal.size * executedPrice * this.feeRate;
1210
- if (isBuy) {
1211
- const totalCost = signal.size * executedPrice + fee;
1212
- if (totalCost > this.cash) {
1213
- console.warn(`[paper] Insufficient funds: need $${totalCost.toFixed(2)}, have $${this.cash.toFixed(2)}`);
1214
- return null;
1215
- }
1216
- this.cash -= totalCost;
1217
- const existing = this.positions.get(signal.symbol);
1218
- if (existing) {
1219
- const totalQty = existing.quantity + signal.size;
1220
- existing.avgPrice = (existing.avgPrice * existing.quantity + executedPrice * signal.size) / totalQty;
1221
- existing.quantity = totalQty;
1222
- } else {
1223
- this.positions.set(signal.symbol, { quantity: signal.size, avgPrice: executedPrice });
1224
- }
1225
- } else {
1226
- const existing = this.positions.get(signal.symbol);
1227
- if (!existing || existing.quantity < signal.size) {
1228
- console.warn(`[paper] No position to sell: ${signal.symbol}`);
1229
- return null;
1230
- }
1231
- const proceeds = signal.size * executedPrice - fee;
1232
- this.cash += proceeds;
1233
- existing.quantity -= signal.size;
1234
- if (existing.quantity <= 1e-6) {
1235
- this.positions.delete(signal.symbol);
1236
- }
1237
- }
1238
- const trade = {
1239
- id: randomUUID(),
1240
- symbol: signal.symbol,
1241
- side: isBuy ? "buy" : "sell",
1242
- size: signal.size,
1243
- entryPrice: executedPrice,
1244
- fee,
1245
- timestamp: Date.now(),
1246
- venue: `paper_${signal.venue}`
1247
- };
1248
- this.trades.push(trade);
1249
- this.recordEquity();
1250
- return trade;
1251
- }
1252
- recordEquity() {
1253
- const equity = this.getEquity();
1254
- this.equityCurve.push({ timestamp: Date.now(), equity });
1255
- if (equity > this.peakEquity) this.peakEquity = equity;
1256
- const drawdown = (this.peakEquity - equity) / this.peakEquity;
1257
- if (drawdown > this.maxDrawdown) this.maxDrawdown = drawdown;
1258
- }
1259
- getEquity() {
1260
- let positionValue = 0;
1261
- for (const [, pos] of this.positions) {
1262
- positionValue += pos.quantity * pos.avgPrice;
1263
- }
1264
- return this.cash + positionValue;
1265
- }
1266
- getCash() {
1267
- return this.cash;
1268
- }
1269
- getPositions() {
1270
- return new Map(this.positions);
1271
- }
1272
- getTrades() {
1273
- return [...this.trades];
1274
- }
1275
- getEquityCurve() {
1276
- return [...this.equityCurve];
1277
- }
1278
- getMetrics() {
1279
- const initialEquity = this.equityCurve[0]?.equity || 0;
1280
- const currentEquity = this.getEquity();
1281
- const totalReturn = initialEquity > 0 ? (currentEquity - initialEquity) / initialEquity : 0;
1282
- const dailyReturns = this.calculateDailyReturns();
1283
- const sharpeRatio = this.calculateSharpe(dailyReturns);
1284
- let wins = 0;
1285
- let losses = 0;
1286
- let grossProfit = 0;
1287
- let grossLoss = 0;
1288
- const sellTrades = this.trades.filter((t) => t.side === "sell");
1289
- for (const sell of sellTrades) {
1290
- const buyTrades = this.trades.filter((t) => t.side === "buy" && t.symbol === sell.symbol);
1291
- const avgEntry = buyTrades.reduce((sum, t) => sum + t.entryPrice, 0) / (buyTrades.length || 1);
1292
- const pnl = (sell.entryPrice - avgEntry) * sell.size - sell.fee;
1293
- if (pnl > 0) {
1294
- wins++;
1295
- grossProfit += pnl;
1296
- } else {
1297
- losses++;
1298
- grossLoss += Math.abs(pnl);
1299
- }
1300
- }
1301
- return {
1302
- totalReturn,
1303
- sharpeRatio,
1304
- maxDrawdown: this.maxDrawdown,
1305
- winRate: wins + losses > 0 ? wins / (wins + losses) : 0,
1306
- profitFactor: grossLoss > 0 ? grossProfit / grossLoss : grossProfit > 0 ? Infinity : 0,
1307
- totalTrades: this.trades.length
1308
- };
1309
- }
1310
- calculateDailyReturns() {
1311
- if (this.equityCurve.length < 2) return [];
1312
- const dailyEquity = /* @__PURE__ */ new Map();
1313
- for (const point of this.equityCurve) {
1314
- const date = new Date(point.timestamp).toISOString().slice(0, 10);
1315
- dailyEquity.set(date, point.equity);
1316
- }
1317
- const dates = Array.from(dailyEquity.keys()).sort();
1318
- const returns = [];
1319
- for (let i = 1; i < dates.length; i++) {
1320
- const prev = dailyEquity.get(dates[i - 1]);
1321
- const curr = dailyEquity.get(dates[i]);
1322
- if (prev > 0) returns.push((curr - prev) / prev);
1323
- }
1324
- return returns;
1325
- }
1326
- calculateSharpe(returns) {
1327
- if (returns.length < 2) return 0;
1328
- const mean = returns.reduce((a, b) => a + b, 0) / returns.length;
1329
- const variance = returns.reduce((sum, r) => sum + (r - mean) ** 2, 0) / (returns.length - 1);
1330
- const std = Math.sqrt(variance);
1331
- if (std === 0) return 0;
1332
- return mean / std * Math.sqrt(365);
1333
- }
1334
- };
1335
-
1336
- // src/runtime.ts
1337
- var SDK_VERSION = "0.1.0";
1338
- var AgentRuntime = class {
1339
- config;
1340
- relay;
1341
- signal;
1342
- store;
1343
- positions;
1344
- llm;
1345
- strategy = null;
1346
- risk;
1347
- market;
1348
- paper = null;
1349
- mode = "idle";
1350
- cycleCount = 0;
1351
- lastCycleAt = 0;
1352
- tradingInterval = null;
1353
- running = false;
1354
- constructor(config) {
1355
- this.config = config;
1356
- this.store = new FileStore(`data/${config.agentId}-store.json`);
1357
- this.positions = new PositionTracker(this.store);
1358
- this.market = new MarketDataService();
1359
- this.risk = new RiskManager(
1360
- {
1361
- maxPositionSizeBps: config.trading.maxPositionSizeBps,
1362
- maxDailyLossBps: config.trading.maxDailyLossBps,
1363
- maxConcurrentPositions: config.trading.maxConcurrentPositions,
1364
- maxSlippageBps: config.trading.maxSlippageBps,
1365
- minTradeValueUSD: config.trading.minTradeValueUSD
1366
- },
1367
- config.trading.initialCapitalUSD
1368
- );
1369
- this.llm = createLLMAdapter(config.llm);
1370
- this.relay = new RelayClient({
1371
- url: config.relay.url,
1372
- agentId: config.agentId,
1373
- token: config.apiToken,
1374
- heartbeatIntervalMs: config.relay.heartbeatIntervalMs,
1375
- reconnectMaxAttempts: config.relay.reconnectMaxAttempts,
1376
- onCommand: (cmd) => this.handleCommand(cmd),
1377
- onConnected: () => {
1378
- console.log(`[runtime] Connected to command center`);
1379
- this.sendStatus();
1380
- },
1381
- onDisconnected: () => {
1382
- console.log(`[runtime] Disconnected from command center`);
1383
- }
1384
- });
1385
- this.signal = new SignalReporter(this.relay);
1386
- if (config.trading.mode === "paper") {
1387
- this.paper = new PaperExecutor(config.trading.initialCapitalUSD ?? 1e4);
1388
- }
1389
- }
1390
- async start() {
1391
- console.log(`[runtime] Starting agent ${this.config.agentId}`);
1392
- console.log(`[runtime] Mode: ${this.config.trading.mode}`);
1393
- console.log(`[runtime] LLM: ${this.config.llm.provider}/${this.config.llm.model}`);
1394
- try {
1395
- this.strategy = await loadStrategy(this.config.strategy);
1396
- console.log(`[runtime] Strategy loaded`);
1397
- } catch (err) {
1398
- console.error(`[runtime] Failed to load strategy:`, err.message);
1399
- this.strategy = null;
1400
- }
1401
- try {
1402
- await this.relay.connect();
1403
- this.signal.reportInfo("Agent Started", `Agent ${this.config.agentId} connected to command center`);
1404
- } catch (err) {
1405
- console.error(`[runtime] Failed to connect to relay:`, err.message);
1406
- console.log(`[runtime] Will retry in background...`);
1407
- }
1408
- this.running = true;
1409
- this.mode = "idle";
1410
- this.sendStatus();
1411
- if (this.config.trading.mode === "paper" || this.config.trading.mode === "live") {
1412
- this.startTrading();
1413
- }
1414
- process.on("SIGTERM", () => this.stop());
1415
- process.on("SIGINT", () => this.stop());
1416
- }
1417
- async stop() {
1418
- console.log(`[runtime] Stopping agent ${this.config.agentId}`);
1419
- this.running = false;
1420
- this.stopTrading();
1421
- this.signal.reportInfo("Agent Stopped", `Agent ${this.config.agentId} shutting down`);
1422
- this.relay.disconnect();
1423
- console.log(`[runtime] Agent stopped`);
1424
- process.exit(0);
1425
- }
1426
- startTrading() {
1427
- if (this.tradingInterval) return;
1428
- this.mode = this.config.trading.mode === "paper" ? "paper" : "trading";
1429
- console.log(`[runtime] Trading started (${this.mode}, interval: ${this.config.trading.tradingIntervalMs}ms)`);
1430
- this.sendStatus();
1431
- this.signal.reportInfo("Trading Started", `Mode: ${this.mode}`);
1432
- this.runCycle();
1433
- this.tradingInterval = setInterval(() => {
1434
- this.runCycle();
1435
- }, this.config.trading.tradingIntervalMs);
1436
- }
1437
- stopTrading() {
1438
- if (this.tradingInterval) {
1439
- clearInterval(this.tradingInterval);
1440
- this.tradingInterval = null;
1441
- }
1442
- this.mode = "idle";
1443
- this.sendStatus();
1444
- console.log(`[runtime] Trading stopped`);
1445
- }
1446
- async runCycle() {
1447
- if (!this.running || !this.strategy) return;
1448
- this.cycleCount++;
1449
- this.lastCycleAt = Date.now();
1450
- try {
1451
- const prices = this.market.getPrices();
1452
- const positionSummary = this.positions.getSummary(prices);
1453
- const signals = await this.strategy({
1454
- llm: this.llm,
1455
- market: this.market,
1456
- position: positionSummary,
1457
- store: this.store,
1458
- config: this.config.trading,
1459
- log: (msg) => {
1460
- console.log(`[strategy] ${msg}`);
1461
- this.signal.reportInfo("Strategy Log", msg);
1462
- }
1463
- });
1464
- if (!Array.isArray(signals) || signals.length === 0) {
1465
- this.sendStatus();
1466
- return;
1467
- }
1468
- const filtered = this.risk.filterSignals(signals, this.market, positionSummary.openPositions.length);
1469
- for (const sig of filtered) {
1470
- try {
1471
- if (this.paper) {
1472
- const trade = this.paper.execute(sig, this.market);
1473
- if (trade) {
1474
- this.signal.reportTrade({
1475
- ...sig,
1476
- price: trade.entryPrice,
1477
- fee: trade.fee,
1478
- venue: trade.venue,
1479
- venueFillId: trade.id,
1480
- venueTimestamp: new Date(trade.timestamp).toISOString()
1481
- });
1482
- }
1483
- } else {
1484
- console.log(`[runtime] Live trade signal: ${sig.side} ${sig.size} ${sig.symbol}`);
1485
- }
1486
- } catch (err) {
1487
- console.error(`[runtime] Trade execution error:`, err.message);
1488
- this.signal.reportError("Trade Error", err.message);
1489
- }
1490
- }
1491
- } catch (err) {
1492
- console.error(`[runtime] Cycle error:`, err.message);
1493
- this.signal.reportError("Cycle Error", err.message);
1494
- this.mode = "idle";
1495
- }
1496
- this.sendStatus();
1497
- }
1498
- handleCommand(command) {
1499
- console.log(`[runtime] Command received: ${command.type}`);
1500
- switch (command.type) {
1501
- case "start_trading":
1502
- this.startTrading();
1503
- break;
1504
- case "stop_trading":
1505
- this.stopTrading();
1506
- break;
1507
- case "update_risk_params":
1508
- if (command.params) {
1509
- console.log(`[runtime] Risk params updated`);
1510
- }
1511
- break;
1512
- case "get_status":
1513
- this.sendStatus();
1514
- break;
1515
- case "reload_config":
1516
- console.log(`[runtime] Config reload requested`);
1517
- break;
1518
- default:
1519
- console.warn(`[runtime] Unknown command: ${command.type}`);
1520
- }
1521
- }
1522
- sendStatus() {
1523
- const status = {
1524
- mode: this.mode,
1525
- agentId: this.config.agentId,
1526
- sdkVersion: SDK_VERSION,
1527
- cycleCount: this.cycleCount,
1528
- lastCycleAt: this.lastCycleAt,
1529
- tradingIntervalMs: this.config.trading.tradingIntervalMs,
1530
- llm: {
1531
- provider: this.config.llm.provider,
1532
- model: this.config.llm.model || "default"
1533
- },
1534
- risk: {
1535
- dailyPnL: this.risk.getDailyPnL(),
1536
- dailyLossLimit: this.risk.getDailyLossLimit(),
1537
- isLimitHit: this.risk.isDailyLossLimitHit()
1538
- },
1539
- positions: {
1540
- openPositions: this.positions.getPositions().length,
1541
- totalUnrealizedPnL: 0,
1542
- totalRealizedPnL: this.positions.getRealizedPnL()
1543
- }
1544
- };
1545
- if (this.paper) {
1546
- const metrics = this.paper.getMetrics();
1547
- status.paper = {
1548
- active: true,
1549
- simulatedValue: this.paper.getEquity(),
1550
- simulatedPnLPct: metrics.totalReturn * 100
1551
- };
1552
- status.portfolioValue = this.paper.getEquity();
1553
- }
1554
- this.relay.sendHeartbeat(status);
1555
- }
1556
- };
1557
-
1558
- export {
1559
- loadConfig,
1560
- generateSampleConfig,
1561
- writeSampleConfig,
1562
- RelayClient,
1563
- SignalReporter,
1564
- FileStore,
1565
- PositionTracker,
1566
- createLLMAdapter,
1567
- getTemplate,
1568
- listTemplates,
1569
- loadStrategy,
1570
- RiskManager,
1571
- MarketDataService,
1572
- PaperExecutor,
1573
- AgentRuntime
1574
- };