@gbozee/ultimate 0.0.2-204 → 0.0.2-207

package/dist/index.cjs

@@ -55873,6 +55873,7 @@ class Signal {
   budget;
   percent_change = 0.02;
   price_places = "%.5f";
+  distribution_params = {};
   decimal_places = "%.0f";
   zone_risk = 1;
   fee = 0.08 / 100;
@@ -55928,11 +55929,13 @@ class Signal {
     kelly_minimum_risk = 0.2,
     kelly_func = "theoretical",
     full_distribution,
-    max_quantity = 0.03
+    max_quantity = 0.03,
+    distribution_params = {}
   }) {
     if (full_distribution) {
       this.distribution = full_distribution;
     }
+    this.distribution_params = distribution_params;
     this.symbol = symbol;
     this.minimum_size = minimum_size;
     this.first_order_size = first_order_size;
@@ -55970,7 +55973,8 @@ class Signal {
     risk,
     no_of_trades = 1,
     take_profit,
-    distribution
+    distribution,
+    distribution_params = {}
   }) {
     let _stop_loss = stop_loss;
     if (!_stop_loss && stop_percent) {
@@ -55994,7 +55998,8 @@ class Signal {
       full_distribution: distribution ? {
         ...this.distribution,
         [kind]: distribution
-      } : undefined
+      } : undefined,
+      distribution_params
     };
     const instance = new Signal(derivedConfig);
     if (kind === "short") {}
@@ -56222,7 +56227,8 @@ class Signal {
       kind: _kind,
       distribution,
       risk_reward: this.risk_reward,
-      price_places: this.price_places
+      price_places: this.price_places,
+      distribution_params: this.distribution_params
     });
     return entries.sort((a, b) => a - b);
   }
@@ -56892,7 +56898,8 @@ function buildConfig(app_config, {
   kelly_prediction_model = "exponential",
   kelly_func = "theoretical",
   min_avg_size = 0,
-  distribution
+  distribution,
+  distribution_params
 }) {
   let fee = app_config.fee / 100;
   let working_risk = risk || app_config.risk_per_trade;
@@ -56923,7 +56930,8 @@ function buildConfig(app_config, {
     kelly_prediction_model: kelly_prediction_model || app_config.kelly?.kelly_prediction_model,
     kelly_func: kelly_func || app_config.kelly?.kelly_func,
     symbol: app_config.symbol,
-    max_quantity: app_config.max_quantity
+    max_quantity: app_config.max_quantity,
+    distribution_params: distribution_params || app_config.distribution_params
   };
   const instance = new Signal(config2);
   if (raw_instance) {
@@ -56940,7 +56948,8 @@ function buildConfig(app_config, {
     risk: working_risk,
     kind: kind || app_config.kind,
     no_of_trades: trade_no,
-    distribution
+    distribution,
+    distribution_params
   }) || [] : [];
   const new_trades = computeTotalAverageForEachTrade(result, config2);
   let filtered = new_trades.filter((o) => o.avg_size > min_avg_size);
@@ -57010,7 +57019,8 @@ function get_app_config_and_max_size(config2, payload) {
     kelly_minimum_risk: payload.kelly_minimum_risk,
     kelly_prediction_model: payload.kelly_prediction_model,
     kelly_func: payload.kelly_func,
-    distribution: payload.distribution
+    distribution: payload.distribution,
+    distribution_params: payload.distribution_params
   });
   const max_size = initialResult[0]?.avg_size;
   const last_value = initialResult[0];
@@ -57049,7 +57059,8 @@ function buildAppConfig(config2, payload) {
     kelly_minimum_risk: payload.kelly_minimum_risk,
     kelly_prediction_model: payload.kelly_prediction_model,
     kelly_func: payload.kelly_func,
-    distribution: payload.distribution
+    distribution: payload.distribution,
+    distribution_params: payload.distribution_params
   });
   app_config.max_size = max_size;
   app_config.entry = payload.entry || app_config.entry;
@@ -57063,10 +57074,12 @@ function buildAppConfig(config2, payload) {
     kelly_prediction_model: payload.kelly_prediction_model,
     kelly_func: payload.kelly_func
   };
+  app_config.distribution = payload.distribution;
+  app_config.distribution_params = payload.distribution_params;
   return app_config;
 }
 function getOptimumStopAndRisk(app_config, params) {
-  const { max_size, target_stop, distribution } = params;
+  const { max_size, target_stop, distribution, distribution_params: _distribution_params } = params;
   const isLong = app_config.kind === "long";
   const stopRange = Math.abs(app_config.entry - target_stop) * 0.5;
   let low_stop = isLong ? target_stop - stopRange : Math.max(target_stop - stopRange, app_config.entry);
@@ -57090,7 +57103,8 @@ function getOptimumStopAndRisk(app_config, params) {
       gap: app_config.gap,
       price_places: app_config.price_places,
       decimal_places: app_config.decimal_places,
-      distribution
+      distribution,
+      distribution_params: _distribution_params
     });
     if (result.length === 0) {
       if (isLong) {
@@ -57145,7 +57159,8 @@ function getOptimumStopAndRisk(app_config, params) {
       gap: app_config.gap,
       price_places: app_config.price_places,
       decimal_places: app_config.decimal_places,
-      distribution
+      distribution,
+      distribution_params: _distribution_params
     });
     if (result.length === 0) {
       high_risk = mid_risk;
@@ -57191,7 +57206,8 @@ function getOptimumStopAndRisk(app_config, params) {
         gap: app_config.gap,
         price_places: app_config.price_places,
         decimal_places: app_config.decimal_places,
-        distribution
+        distribution,
+        distribution_params: _distribution_params
       });
       if (result.length === 0)
         continue;
@@ -57412,7 +57428,8 @@ function determineOptimumReward(payload) {
       kind: app_config.kind,
       gap: app_config.gap,
       decimal_places: app_config.decimal_places,
-      distribution
+      distribution,
+      distribution_params: payload.distribution_params
     });
     let total = 0;
     let max = -Infinity;
@@ -57601,6 +57618,7 @@ function computeRiskReward(payload) {
     app_config,
     target_loss,
     distribution,
+    distribution_params: payload.distribution_params,
     high_range,
     max_size
   });
@@ -57625,7 +57643,8 @@ function getRiskReward(payload) {
     risk_reward: 30,
     risk,
     symbol: global_config.symbol,
-    distribution
+    distribution,
+    distribution_params: payload.distribution_params
   });
   const risk_reward = computeRiskReward({
     app_config,
@@ -57635,6 +57654,7 @@ function getRiskReward(payload) {
     high_range,
     target_loss,
     distribution,
+    distribution_params: payload.distribution_params,
     max_size
   });
   if (force_exact_risk) {
@@ -57644,7 +57664,8 @@ function getRiskReward(payload) {
       risk_reward,
       risk,
       symbol: global_config.symbol,
-      distribution
+      distribution,
+      distribution_params: payload.distribution_params
     }, {
       highest_risk: risk * risk_factor
     }).optimal_risk;
@@ -58065,7 +58086,8 @@ function generateOppositeTradeConfig(payload) {
         }
       }
     },
-    global_config
+    global_config,
+    distribution_config: {}
   });
   const risk_reward = computeRiskReward({
     app_config,
@@ -58082,7 +58104,7 @@ function generateOppositeTradeConfig(payload) {
   };
 }
 function constructAppConfig(payload) {
-  const { account, global_config, kelly_config } = payload;
+  const { account, global_config, kelly_config, distribution_config } = payload;
   const config2 = account.expand?.b_config;
   if (!config2) {
     return null;
@@ -58097,7 +58119,9 @@ function constructAppConfig(payload) {
     use_kelly: kelly_config?.use_kelly ?? kelly?.use_kelly,
     kelly_confidence_factor: kelly_config?.kelly_confidence_factor ?? kelly?.kelly_confidence_factor,
     kelly_minimum_risk: kelly_config?.kelly_minimum_risk ?? kelly?.kelly_minimum_risk,
-    kelly_prediction_model: kelly_config?.kelly_prediction_model ?? kelly?.kelly_prediction_model
+    kelly_prediction_model: kelly_config?.kelly_prediction_model ?? kelly?.kelly_prediction_model,
+    distribution: distribution_config?.distribution ?? config2?.distribution,
+    distribution_params: distribution_config?.distribution_params ?? config2?.distribution_params
   };
   const { entries: _entries, ...appConfig } = buildAppConfig(global_config, options);
   return appConfig;
@@ -58107,7 +58131,8 @@ function generateDangerousConfig(payload) {
   const app_config = constructAppConfig({
     account,
     global_config,
-    kelly_config: {}
+    kelly_config: {},
+    distribution_config: {}
   });
   const { optimal_risk, optimal_stop } = getOptimumStopAndRisk(app_config, {
     max_size: config2.quantity,
@@ -58630,6 +58655,7 @@ class Strategy {
 function buildTrades(payload) {
   const { appConfig, settings, kind } = payload;
   const kelly_config = settings.kelly;
+  const distribution_params = settings.distribution_params;
   const current_app_config = { ...appConfig[kind] };
   const entryNum = parseFloat(settings.entry);
   const stopNum = parseFloat(settings.stop);
@@ -58639,6 +58665,7 @@ function buildTrades(payload) {
   current_app_config.risk_reward = parseFloat(settings.risk_reward);
   current_app_config.kind = kind;
   current_app_config.kelly = kelly_config;
+  current_app_config.distribution_params = distribution_params;
   const options = {
     take_profit: null,
     entry: current_app_config.entry,
@@ -58756,11 +58783,13 @@ function buildWithOptimumReward({
   const risk = settings.risk;
   const stop_ratio = settings.stop_ratio || 1;
   const distribution = settings.distribution || config2?.distribution;
+  const distribution_params = settings.distribution_params || config2?.distribution_params;
   const custom_b_config = {
     entry,
     stop,
     risk,
-    distribution
+    distribution,
+    distribution_params
   };
   const appConfig = constructAppConfig2({
     config: config2,
@@ -58810,6 +58839,7 @@ function generateOppositeOptimum({
   settings,
   ratio = 1,
   distribution,
+  distribution_params,
   risk_factor = 1
 }) {
   const configKind = config2.entry > config2.stop ? "long" : "short";
@@ -58830,6 +58860,7 @@ function generateOppositeOptimum({
     stop: settings.stop,
     risk: risk * ratio,
     distribution: distribution || "inverse-exponential",
+    distribution_params: distribution_params || config2?.distribution_params,
     risk_factor
   };
   const appConfig = constructAppConfig2({
@@ -58916,11 +58947,13 @@ function increaseTradeHelper({
   entry,
   position: position2,
   stop_ratio = 1,
-  distribution: default_distribution
+  distribution: default_distribution,
+  distribution_params: default_distribution_params
 }) {
   const symbol_config = global_config;
   const kind = config2.entry > config2.stop ? "long" : "short";
   const distribution = default_distribution || config2.distribution || "inverse-exponential";
+  const distribution_params = default_distribution_params || config2.distribution_params;
   const appConfig = constructAppConfig2({
     config: config2,
     global_config
@@ -58947,7 +58980,8 @@ function increaseTradeHelper({
     entry,
     stop,
     risk: style === "minimum" ? Math.abs(neg_pnl) : optimal_risk,
-    distribution
+    distribution,
+    distribution_params
   };
   const { result, trades, summary } = helperFuncToBuildTrades({
     custom_b_config,
@@ -59016,7 +59050,8 @@ function generatePositionIncreaseTrade({
   config: config2,
   global_config,
   style = "minimum",
-  distribution = "inverse-exponential"
+  distribution = "inverse-exponential",
+  distribution_params
 }) {
   const kind = config2.entry > config2.stop ? "long" : "short";
   const target_max_quantity = kind === "long" ? account.short.quantity : account.long.quantity;
@@ -59031,10 +59066,46 @@ function generatePositionIncreaseTrade({
     stop,
     style,
     increase_qty,
-    distribution
+    distribution,
+    distribution_params
   });
 }
+function determineHedgeTradeToPlace({
+  position: position2,
+  config: config2,
+  global_config,
+  profit_risk = 200,
+  allowable_loss = 1000
+}) {
+  const diff = profit_risk / position2.quantity;
+  const kind = position2.kind === "long" ? "short" : "long";
+  const tp_price = position2.kind === "long" ? diff + position2.entry : position2.entry - diff;
+  const loss_diff = allowable_loss / position2.quantity;
+  const loss_price = position2.kind === "long" ? position2.entry - loss_diff : position2.entry + loss_diff;
+  const entry = kind === "short" ? loss_price : tp_price;
+  const stop = kind === "short" ? tp_price : loss_price;
+  const result = buildWithOptimumReward({
+    config: {
+      ...config2,
+      entry,
+      stop
+    },
+    global_config,
+    force_exact: true,
+    settings: {
+      entry,
+      stop,
+      risk: profit_risk,
+      distribution: config2.distribution
+    }
+  });
+  return {
+    opposite: result,
+    take_profit: to_f(tp_price, global_config.price_places)
+  };
+}
 var compoundAPI = {
+  determineHedgeTradeToPlace,
   buildWithOptimumReward,
   constructAppConfig: constructAppConfig2,
   generateOppositeOptimum,
@@ -59047,8 +59118,10 @@ class BaseExchange {
   name;
   getCredentials;
   proxyAgent;
+  remoteActionBaseUrl;
   constructor(client) {
     this.client = client;
+    this.remoteActionBaseUrl = "https://app-dev.beeola.me";
   }
   async rawCreateLimitPurchaseOrders(payload) {
     const { symbol, orders, price_places, decimal_places } = payload;
@@ -59382,6 +59455,51 @@ class BaseExchange {
   setAccountDetails(payload) {
     this.getCredentials = payload.getCredentials;
     this.proxyAgent = payload.proxyAgent;
+    if (payload.remoteActionBaseUrl) {
+      this.remoteActionBaseUrl = payload.remoteActionBaseUrl;
+    }
+  }
+  async getSymbolInformation(payload) {
+    const { symbol, variant = "full" } = payload;
+    if (!this.remoteActionBaseUrl) {
+      throw new Error("Remote action base URL is not configured");
+    }
+    const url = `${this.remoteActionBaseUrl}/api/main_account/remote-actions`;
+    const analysisType = variant === "short" ? "analyze_candlesticks_short" : "analyze_candlesticks";
+    const requestPayload = {
+      action: "base_model",
+      symbol,
+      name: "base_model",
+      params: {
+        args: [analysisType],
+        kwargs: { symbol }
+      }
+    };
+    try {
+      const response = await fetch(url, {
+        method: "POST",
+        headers: {
+          "Content-Type": "application/json"
+        },
+        body: JSON.stringify(requestPayload)
+      });
+      if (!response.ok) {
+        throw new Error(`HTTP error! status: ${response.status}`);
+      }
+      const result = await response.json();
+      const data = result.data;
+      return {
+        candlesticks: data.candlesticks || {},
+        resistance: data.resistance || {},
+        support: data.support || {},
+        currentPrice: data.current_price || 0,
+        minimumWeekly: data.minimum_weekly,
+        lowest: data.lowest
+      };
+    } catch (error) {
+      console.error("Error fetching symbol information:", error);
+      throw error;
+    }
   }
 }
 
@@ -62016,6 +62134,7 @@ class ExchangePosition {
     if (condition) {
       let entry = payload.tp ? position2.entry || config2.entry : config2.entry;
       const v = stop ? "place_stop_orders" : risky ? "dangerous_entry_orders" : "place_limit_orders";
+      console.log("distribution_params", config2.distribution_params);
       return await this.placeSharedOrder(v, {
         entry,
         stop: config2.stop,
@@ -62026,6 +62145,7 @@ class ExchangePosition {
         use_current,
         stop_percent: config2.stop_percent || 100,
         distribution: config2.distribution,
+        distribution_params: config2.distribution_params,
         hedge: payload.hedge,
         stop_ratio
       });
@@ -62045,7 +62165,9 @@ class ExchangePosition {
       kelly_confidence_factor: config2.kelly?.kelly_confidence_factor,
       kelly_minimum_risk: config2.kelly?.kelly_minimum_risk,
       kelly_prediction_model: config2.kelly?.kelly_prediction_model,
-      kelly_func: config2.kelly?.kelly_func
+      kelly_func: config2.kelly?.kelly_func,
+      distribution: payload.distribution || config2.distribution,
+      distribution_params: payload.distribution_params || config2.distribution_params
     });
     const { entry_orders, stop_orders, trades } = await this.placeConfigOrders(app_config, {
       risk_reward: payload.risk_reward,
@@ -62062,7 +62184,8 @@ class ExchangePosition {
       kelly_minimum_risk: config2.kelly?.kelly_minimum_risk,
       kelly_prediction_model: config2.kelly?.kelly_prediction_model,
       kelly_func: config2.kelly?.kelly_func,
-      distribution: config2.distribution
+      distribution: config2.distribution,
+      distribution_params: payload.distribution_params || config2.distribution_params
     }, false);
     if (payload.raw) {
       let actual_orders_to_buy = await this.determineAmountToBuy({
@@ -62187,7 +62310,8 @@ class ExchangePosition {
       kelly_minimum_risk: solution.kelly_minimum_risk,
       kelly_prediction_model: solution.kelly_prediction_model,
       kelly_func: solution.kelly_func,
-      distribution: solution.distribution
+      distribution: solution.distribution,
+      distribution_params: solution.distribution_params
     };
     const trades = sortedBuildConfig(app_config, options);
     const entry_orders = {
@@ -62622,7 +62746,9 @@ class ExchangePosition {
       entry,
       stop,
       risk_reward,
-      risk
+      risk,
+      distribution: db_config.distribution,
+      distribution_params: db_config.distribution_params
     });
     let config2 = generate_config_params(app_config, {
       entry,
@@ -62638,7 +62764,9 @@ class ExchangePosition {
         risk_reward: config2.risk_reward,
         risk: config2.risk,
         profit: 0,
-        update_db: false
+        update_db: false,
+        distribution: db_config.distribution,
+        distribution_params: db_config.distribution_params
       });
       const { trades } = await this.placeConfigOrders(app_config2, {
         risk_reward: config2.risk_reward,
@@ -62736,7 +62864,9 @@ class ExchangePosition {
       entry: config2.entry,
       stop: config2.stop,
       risk_reward: config2.risk_reward,
-      risk: risk || config2.risk
+      risk: risk || config2.risk,
+      distribution: config2.distribution,
+      distribution_params: config2.distribution_params
     });
     const { trades } = await this.placeConfigOrders(app_config, {
       risk_reward: config2.risk_reward,
@@ -62792,6 +62922,8 @@ class ExchangePosition {
       kelly_minimum_risk: config2.kelly?.kelly_minimum_risk,
       kelly_prediction_model: config2.kelly?.kelly_prediction_model,
       kelly_func: config2.kelly?.kelly_func,
+      distribution: config2.distribution,
+      distribution_params: config2.distribution_params,
       ...override
     });
     return app_config;
@@ -63366,7 +63498,7 @@ class ExchangeAccount {
       kind: "short"
     });
     const long_config = await long_position.getConfig();
-    const short_config = await short_position.getConfig();
+    const short_config = short_position.getInstance().expand.b_config;
     const config2 = build_reduce_config({
       account: this.instance,
       symbol: payload.symbol,