@gbozee/ultimate 0.0.2-148 → 0.0.2-149
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/index.cjs +30 -3
- package/dist/index.d.ts +5 -0
- package/dist/index.js +30 -3
- package/dist/mcp-server.cjs +30 -3
- package/dist/mcp-server.js +30 -3
- package/package.json +1 -1
package/dist/index.cjs
CHANGED
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@@ -58512,6 +58512,13 @@ class ExchangeAccount {
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|
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58512
58512
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app_config.risk_per_trade = solution.risk_per_trade;
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58513
58513
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app_config.min_size = solution.min_size;
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58514
58514
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app_config.risk_reward = solution.risk_reward;
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58515
|
+
app_config.kelly = {
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58516
|
+
use_kelly: solution.use_kelly,
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|
58517
|
+
kelly_confidence_factor: solution.kelly_confidence_factor,
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58518
|
+
kelly_minimum_risk: solution.kelly_minimum_risk,
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58519
|
+
kelly_prediction_model: solution.kelly_prediction_model,
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58520
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+
kelly_func: solution.kelly_func
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58521
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+
};
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58515
58522
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const options = {
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58516
58523
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take_profit: null,
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58517
58524
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entry: app_config.entry,
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@@ -58525,7 +58532,12 @@ class ExchangeAccount {
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58525
58532
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gap: app_config.gap,
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58526
58533
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rr: app_config.rr,
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58527
58534
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price_places: app_config.price_places,
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58528
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-
decimal_places: app_config.decimal_places
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58535
|
+
decimal_places: app_config.decimal_places,
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58536
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+
use_kelly: solution.use_kelly,
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58537
|
+
kelly_confidence_factor: solution.kelly_confidence_factor,
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58538
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+
kelly_minimum_risk: solution.kelly_minimum_risk,
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58539
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+
kelly_prediction_model: solution.kelly_prediction_model,
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58540
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+
kelly_func: solution.kelly_func
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58529
58541
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};
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58530
58542
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const trades = sortedBuildConfig(app_config, options);
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58531
58543
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const entry_orders = {
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@@ -58642,6 +58654,11 @@ class ExchangeAccount {
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58642
58654
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}
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58643
58655
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async placeSharedOrder(action, payload) {
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58644
58656
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const { stop_percent = 100 } = payload;
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58657
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+
const kind = payload.entry > payload.stop ? "long" : "short";
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58658
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+
const config2 = await this.getPositionConfig({
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58659
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+
symbol: payload.symbol,
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58660
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+
kind
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58661
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+
});
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58645
58662
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const app_config = await this.buildAppConfig({
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58646
58663
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entry: payload.entry,
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58647
58664
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stop: payload.stop,
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@@ -58649,7 +58666,12 @@ class ExchangeAccount {
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58649
58666
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risk: payload.risk,
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58650
58667
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symbol: payload.symbol,
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58651
58668
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profit: 0,
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58652
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-
update_db: payload.update_db
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58669
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+
update_db: payload.update_db,
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58670
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+
use_kelly: config2.kelly?.use_kelly,
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58671
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+
kelly_confidence_factor: config2.kelly?.kelly_confidence_factor,
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58672
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+
kelly_minimum_risk: config2.kelly?.kelly_minimum_risk,
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58673
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+
kelly_prediction_model: config2.kelly?.kelly_prediction_model,
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58674
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+
kelly_func: config2.kelly?.kelly_func
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58653
58675
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});
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58654
58676
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const { entry_orders, stop_orders, trades } = await this.placeConfigOrders(app_config, {
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58655
58677
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risk_reward: payload.risk_reward,
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@@ -58660,7 +58682,12 @@ class ExchangeAccount {
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58660
58682
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neg_pnl: 0,
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58661
58683
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min_size: app_config.min_size,
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58662
58684
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symbol: payload.symbol,
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58663
|
-
stop_percent
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58685
|
+
stop_percent,
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58686
|
+
use_kelly: config2.kelly?.use_kelly,
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58687
|
+
kelly_confidence_factor: config2.kelly?.kelly_confidence_factor,
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58688
|
+
kelly_minimum_risk: config2.kelly?.kelly_minimum_risk,
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58689
|
+
kelly_prediction_model: config2.kelly?.kelly_prediction_model,
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|
58690
|
+
kelly_func: config2.kelly?.kelly_func
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58664
58691
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}, false);
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58665
58692
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if (payload.raw) {
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58666
58693
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let actual_orders_to_buy = await this.determineAmountToBuy({
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package/dist/index.d.ts
CHANGED
|
@@ -1946,6 +1946,11 @@ declare class ExchangeAccount$1 {
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1946
1946
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min_size: number;
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1947
1947
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symbol: string;
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1948
1948
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stop_percent?: number;
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1949
|
+
use_kelly?: boolean;
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1950
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+
kelly_confidence_factor?: number;
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1951
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+
kelly_minimum_risk?: number;
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1952
|
+
kelly_prediction_model?: "exponential" | "normal" | "uniform";
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1953
|
+
kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
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1949
1954
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}, place?: boolean, skip_stop?: boolean): Promise<{
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1950
1955
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entry_orders: {
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1951
1956
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orders: {
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package/dist/index.js
CHANGED
|
@@ -58460,6 +58460,13 @@ class ExchangeAccount {
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|
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58460
58460
|
app_config.risk_per_trade = solution.risk_per_trade;
|
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58461
58461
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app_config.min_size = solution.min_size;
|
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58462
58462
|
app_config.risk_reward = solution.risk_reward;
|
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58463
|
+
app_config.kelly = {
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58464
|
+
use_kelly: solution.use_kelly,
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58465
|
+
kelly_confidence_factor: solution.kelly_confidence_factor,
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|
58466
|
+
kelly_minimum_risk: solution.kelly_minimum_risk,
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58467
|
+
kelly_prediction_model: solution.kelly_prediction_model,
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|
58468
|
+
kelly_func: solution.kelly_func
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|
58469
|
+
};
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58463
58470
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const options = {
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58464
58471
|
take_profit: null,
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58465
58472
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entry: app_config.entry,
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@@ -58473,7 +58480,12 @@ class ExchangeAccount {
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58473
58480
|
gap: app_config.gap,
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58474
58481
|
rr: app_config.rr,
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|
58475
58482
|
price_places: app_config.price_places,
|
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58476
|
-
decimal_places: app_config.decimal_places
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|
58483
|
+
decimal_places: app_config.decimal_places,
|
|
58484
|
+
use_kelly: solution.use_kelly,
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|
58485
|
+
kelly_confidence_factor: solution.kelly_confidence_factor,
|
|
58486
|
+
kelly_minimum_risk: solution.kelly_minimum_risk,
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|
58487
|
+
kelly_prediction_model: solution.kelly_prediction_model,
|
|
58488
|
+
kelly_func: solution.kelly_func
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|
58477
58489
|
};
|
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58478
58490
|
const trades = sortedBuildConfig(app_config, options);
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|
58479
58491
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const entry_orders = {
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@@ -58590,6 +58602,11 @@ class ExchangeAccount {
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58590
58602
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}
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|
58591
58603
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async placeSharedOrder(action, payload) {
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58592
58604
|
const { stop_percent = 100 } = payload;
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58605
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+
const kind = payload.entry > payload.stop ? "long" : "short";
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|
58606
|
+
const config2 = await this.getPositionConfig({
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|
58607
|
+
symbol: payload.symbol,
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58608
|
+
kind
|
|
58609
|
+
});
|
|
58593
58610
|
const app_config = await this.buildAppConfig({
|
|
58594
58611
|
entry: payload.entry,
|
|
58595
58612
|
stop: payload.stop,
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|
@@ -58597,7 +58614,12 @@ class ExchangeAccount {
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|
|
58597
58614
|
risk: payload.risk,
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|
58598
58615
|
symbol: payload.symbol,
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|
58599
58616
|
profit: 0,
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|
58600
|
-
update_db: payload.update_db
|
|
58617
|
+
update_db: payload.update_db,
|
|
58618
|
+
use_kelly: config2.kelly?.use_kelly,
|
|
58619
|
+
kelly_confidence_factor: config2.kelly?.kelly_confidence_factor,
|
|
58620
|
+
kelly_minimum_risk: config2.kelly?.kelly_minimum_risk,
|
|
58621
|
+
kelly_prediction_model: config2.kelly?.kelly_prediction_model,
|
|
58622
|
+
kelly_func: config2.kelly?.kelly_func
|
|
58601
58623
|
});
|
|
58602
58624
|
const { entry_orders, stop_orders, trades } = await this.placeConfigOrders(app_config, {
|
|
58603
58625
|
risk_reward: payload.risk_reward,
|
|
@@ -58608,7 +58630,12 @@ class ExchangeAccount {
|
|
|
58608
58630
|
neg_pnl: 0,
|
|
58609
58631
|
min_size: app_config.min_size,
|
|
58610
58632
|
symbol: payload.symbol,
|
|
58611
|
-
stop_percent
|
|
58633
|
+
stop_percent,
|
|
58634
|
+
use_kelly: config2.kelly?.use_kelly,
|
|
58635
|
+
kelly_confidence_factor: config2.kelly?.kelly_confidence_factor,
|
|
58636
|
+
kelly_minimum_risk: config2.kelly?.kelly_minimum_risk,
|
|
58637
|
+
kelly_prediction_model: config2.kelly?.kelly_prediction_model,
|
|
58638
|
+
kelly_func: config2.kelly?.kelly_func
|
|
58612
58639
|
}, false);
|
|
58613
58640
|
if (payload.raw) {
|
|
58614
58641
|
let actual_orders_to_buy = await this.determineAmountToBuy({
|
package/dist/mcp-server.cjs
CHANGED
|
@@ -65188,6 +65188,13 @@ class ExchangeAccount {
|
|
|
65188
65188
|
app_config.risk_per_trade = solution.risk_per_trade;
|
|
65189
65189
|
app_config.min_size = solution.min_size;
|
|
65190
65190
|
app_config.risk_reward = solution.risk_reward;
|
|
65191
|
+
app_config.kelly = {
|
|
65192
|
+
use_kelly: solution.use_kelly,
|
|
65193
|
+
kelly_confidence_factor: solution.kelly_confidence_factor,
|
|
65194
|
+
kelly_minimum_risk: solution.kelly_minimum_risk,
|
|
65195
|
+
kelly_prediction_model: solution.kelly_prediction_model,
|
|
65196
|
+
kelly_func: solution.kelly_func
|
|
65197
|
+
};
|
|
65191
65198
|
const options = {
|
|
65192
65199
|
take_profit: null,
|
|
65193
65200
|
entry: app_config.entry,
|
|
@@ -65201,7 +65208,12 @@ class ExchangeAccount {
|
|
|
65201
65208
|
gap: app_config.gap,
|
|
65202
65209
|
rr: app_config.rr,
|
|
65203
65210
|
price_places: app_config.price_places,
|
|
65204
|
-
decimal_places: app_config.decimal_places
|
|
65211
|
+
decimal_places: app_config.decimal_places,
|
|
65212
|
+
use_kelly: solution.use_kelly,
|
|
65213
|
+
kelly_confidence_factor: solution.kelly_confidence_factor,
|
|
65214
|
+
kelly_minimum_risk: solution.kelly_minimum_risk,
|
|
65215
|
+
kelly_prediction_model: solution.kelly_prediction_model,
|
|
65216
|
+
kelly_func: solution.kelly_func
|
|
65205
65217
|
};
|
|
65206
65218
|
const trades = sortedBuildConfig(app_config, options);
|
|
65207
65219
|
const entry_orders = {
|
|
@@ -65318,6 +65330,11 @@ class ExchangeAccount {
|
|
|
65318
65330
|
}
|
|
65319
65331
|
async placeSharedOrder(action, payload) {
|
|
65320
65332
|
const { stop_percent = 100 } = payload;
|
|
65333
|
+
const kind = payload.entry > payload.stop ? "long" : "short";
|
|
65334
|
+
const config2 = await this.getPositionConfig({
|
|
65335
|
+
symbol: payload.symbol,
|
|
65336
|
+
kind
|
|
65337
|
+
});
|
|
65321
65338
|
const app_config = await this.buildAppConfig({
|
|
65322
65339
|
entry: payload.entry,
|
|
65323
65340
|
stop: payload.stop,
|
|
@@ -65325,7 +65342,12 @@ class ExchangeAccount {
|
|
|
65325
65342
|
risk: payload.risk,
|
|
65326
65343
|
symbol: payload.symbol,
|
|
65327
65344
|
profit: 0,
|
|
65328
|
-
update_db: payload.update_db
|
|
65345
|
+
update_db: payload.update_db,
|
|
65346
|
+
use_kelly: config2.kelly?.use_kelly,
|
|
65347
|
+
kelly_confidence_factor: config2.kelly?.kelly_confidence_factor,
|
|
65348
|
+
kelly_minimum_risk: config2.kelly?.kelly_minimum_risk,
|
|
65349
|
+
kelly_prediction_model: config2.kelly?.kelly_prediction_model,
|
|
65350
|
+
kelly_func: config2.kelly?.kelly_func
|
|
65329
65351
|
});
|
|
65330
65352
|
const { entry_orders, stop_orders, trades } = await this.placeConfigOrders(app_config, {
|
|
65331
65353
|
risk_reward: payload.risk_reward,
|
|
@@ -65336,7 +65358,12 @@ class ExchangeAccount {
|
|
|
65336
65358
|
neg_pnl: 0,
|
|
65337
65359
|
min_size: app_config.min_size,
|
|
65338
65360
|
symbol: payload.symbol,
|
|
65339
|
-
stop_percent
|
|
65361
|
+
stop_percent,
|
|
65362
|
+
use_kelly: config2.kelly?.use_kelly,
|
|
65363
|
+
kelly_confidence_factor: config2.kelly?.kelly_confidence_factor,
|
|
65364
|
+
kelly_minimum_risk: config2.kelly?.kelly_minimum_risk,
|
|
65365
|
+
kelly_prediction_model: config2.kelly?.kelly_prediction_model,
|
|
65366
|
+
kelly_func: config2.kelly?.kelly_func
|
|
65340
65367
|
}, false);
|
|
65341
65368
|
if (payload.raw) {
|
|
65342
65369
|
let actual_orders_to_buy = await this.determineAmountToBuy({
|
package/dist/mcp-server.js
CHANGED
|
@@ -65165,6 +65165,13 @@ class ExchangeAccount {
|
|
|
65165
65165
|
app_config.risk_per_trade = solution.risk_per_trade;
|
|
65166
65166
|
app_config.min_size = solution.min_size;
|
|
65167
65167
|
app_config.risk_reward = solution.risk_reward;
|
|
65168
|
+
app_config.kelly = {
|
|
65169
|
+
use_kelly: solution.use_kelly,
|
|
65170
|
+
kelly_confidence_factor: solution.kelly_confidence_factor,
|
|
65171
|
+
kelly_minimum_risk: solution.kelly_minimum_risk,
|
|
65172
|
+
kelly_prediction_model: solution.kelly_prediction_model,
|
|
65173
|
+
kelly_func: solution.kelly_func
|
|
65174
|
+
};
|
|
65168
65175
|
const options = {
|
|
65169
65176
|
take_profit: null,
|
|
65170
65177
|
entry: app_config.entry,
|
|
@@ -65178,7 +65185,12 @@ class ExchangeAccount {
|
|
|
65178
65185
|
gap: app_config.gap,
|
|
65179
65186
|
rr: app_config.rr,
|
|
65180
65187
|
price_places: app_config.price_places,
|
|
65181
|
-
decimal_places: app_config.decimal_places
|
|
65188
|
+
decimal_places: app_config.decimal_places,
|
|
65189
|
+
use_kelly: solution.use_kelly,
|
|
65190
|
+
kelly_confidence_factor: solution.kelly_confidence_factor,
|
|
65191
|
+
kelly_minimum_risk: solution.kelly_minimum_risk,
|
|
65192
|
+
kelly_prediction_model: solution.kelly_prediction_model,
|
|
65193
|
+
kelly_func: solution.kelly_func
|
|
65182
65194
|
};
|
|
65183
65195
|
const trades = sortedBuildConfig(app_config, options);
|
|
65184
65196
|
const entry_orders = {
|
|
@@ -65295,6 +65307,11 @@ class ExchangeAccount {
|
|
|
65295
65307
|
}
|
|
65296
65308
|
async placeSharedOrder(action, payload) {
|
|
65297
65309
|
const { stop_percent = 100 } = payload;
|
|
65310
|
+
const kind = payload.entry > payload.stop ? "long" : "short";
|
|
65311
|
+
const config2 = await this.getPositionConfig({
|
|
65312
|
+
symbol: payload.symbol,
|
|
65313
|
+
kind
|
|
65314
|
+
});
|
|
65298
65315
|
const app_config = await this.buildAppConfig({
|
|
65299
65316
|
entry: payload.entry,
|
|
65300
65317
|
stop: payload.stop,
|
|
@@ -65302,7 +65319,12 @@ class ExchangeAccount {
|
|
|
65302
65319
|
risk: payload.risk,
|
|
65303
65320
|
symbol: payload.symbol,
|
|
65304
65321
|
profit: 0,
|
|
65305
|
-
update_db: payload.update_db
|
|
65322
|
+
update_db: payload.update_db,
|
|
65323
|
+
use_kelly: config2.kelly?.use_kelly,
|
|
65324
|
+
kelly_confidence_factor: config2.kelly?.kelly_confidence_factor,
|
|
65325
|
+
kelly_minimum_risk: config2.kelly?.kelly_minimum_risk,
|
|
65326
|
+
kelly_prediction_model: config2.kelly?.kelly_prediction_model,
|
|
65327
|
+
kelly_func: config2.kelly?.kelly_func
|
|
65306
65328
|
});
|
|
65307
65329
|
const { entry_orders, stop_orders, trades } = await this.placeConfigOrders(app_config, {
|
|
65308
65330
|
risk_reward: payload.risk_reward,
|
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@@ -65313,7 +65335,12 @@ class ExchangeAccount {
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65313
65335
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neg_pnl: 0,
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65314
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min_size: app_config.min_size,
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65315
65337
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symbol: payload.symbol,
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65316
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-
stop_percent
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65338
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+
stop_percent,
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65339
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+
use_kelly: config2.kelly?.use_kelly,
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65340
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+
kelly_confidence_factor: config2.kelly?.kelly_confidence_factor,
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65341
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+
kelly_minimum_risk: config2.kelly?.kelly_minimum_risk,
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65342
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+
kelly_prediction_model: config2.kelly?.kelly_prediction_model,
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65343
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+
kelly_func: config2.kelly?.kelly_func
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65317
65344
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}, false);
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65318
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if (payload.raw) {
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65319
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let actual_orders_to_buy = await this.determineAmountToBuy({
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