@gbozee/ultimate 0.0.2-21 → 0.0.2-210
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/frontend/frontend-index.js +1318 -0
- package/dist/frontend-index.d.ts +1747 -0
- package/dist/frontend-index.js +3884 -0
- package/dist/index.cjs +65374 -0
- package/dist/index.d.ts +3147 -271
- package/dist/index.js +48714 -21177
- package/dist/mcp-client.cjs +8845 -0
- package/dist/mcp-client.d.ts +5 -0
- package/dist/mcp-client.js +8819 -0
- package/dist/mcp-server.cjs +72447 -0
- package/dist/mcp-server.d.ts +5 -0
- package/dist/mcp-server.js +72423 -0
- package/dist/mcp.d.ts +5 -0
- package/package.json +33 -7
package/dist/index.d.ts
CHANGED
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@@ -2,9 +2,243 @@
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import { HttpsProxyAgent } from 'https-proxy-agent';
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import PocketBase from 'pocketbase';
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import { RecordModel } from 'pocketbase';
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import { RecordModel as PocketBaseRecordModel } from 'pocketbase';
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import { SocksProxyAgent } from 'socks-proxy-agent';
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export interface GetEntriesParams {
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kind: "long" | "short";
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distribution: "arithmetic" | "geometric" | "normal" | "exponential" | "inverse-exponential";
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margin_range: [
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number,
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number
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];
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risk_reward: number;
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price_places?: string;
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distribution_params?: {
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curveFactor?: number;
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stdDevFactor?: number;
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lambda?: number;
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};
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}
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export type RecordModel = PocketBaseRecordModel;
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export interface BaseSystemFields {
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id: string;
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created: string;
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updated: string;
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}
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export interface ExchangeAccount extends BaseSystemFields {
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exchange: "binance" | "bybit";
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owner: string;
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email?: string;
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user?: string;
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usdt?: number;
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usdc?: number;
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proxy?: string;
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bullish?: boolean;
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bearish?: boolean;
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movePercent?: number;
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totalRisk?: number;
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max_non_essential?: number;
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profit_percent?: number;
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risk_reward?: number;
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exclude_coins?: {
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bullish?: string[];
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};
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include_delisted?: boolean;
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}
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export interface Order extends BaseSystemFields {
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symbol: string;
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account: string;
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kind: "long" | "short";
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price: number;
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quantity: number;
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side: "sell" | "buy";
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stop: number;
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order_id: string;
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}
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export interface SymbolConfig extends BaseSystemFields {
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symbol: string;
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support?: number;
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resistance?: number;
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stop_percent?: number;
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price_places?: string;
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decimal_places?: string;
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min_size?: number;
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weight?: number;
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leverage?: number;
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candle_count?: number;
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interval?: any;
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fee_percent?: number;
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}
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export interface ScheduledTrade extends BaseSystemFields {
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symbol: string;
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account: string;
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profit?: number;
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risk?: number;
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entry?: number;
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stop?: number;
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risk_reward?: number;
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profit_percent?: number;
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place_tp?: boolean;
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kind?: "long" | "short";
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follow?: boolean | 1 | 0;
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reduce_ratio?: number;
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sell_ratio?: number;
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threshold_qty?: number;
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pause_tp?: boolean;
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stop_percent?: number;
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kelly?: {
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use_kelly?: boolean;
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kelly_confidence_factor?: number;
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kelly_minimum_risk?: number;
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kelly_prediction_model?: "exponential" | "normal" | "uniform";
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};
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distribution?: GetEntriesParams["distribution"];
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distribution_params?: {
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curveFactor?: number;
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stdDevFactor?: number;
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lambda?: number;
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};
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settings?: {
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gap_trading?: {
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entry_risk?: number;
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hedge_stop_ratio?: number;
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};
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bad_hedge?: {
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hedges_distribution?: GetEntriesParams["distribution"];
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hedges_ratio?: number;
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opposite_trade_distribution?: GetEntriesParams["distribution"];
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opposite_trade_ratio?: number;
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stop_loss?: number;
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};
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};
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}
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export interface AccountStrategy extends BaseSystemFields {
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account: string;
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symbol: string;
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risk?: number;
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reward_factor?: number;
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kind?: "long" | "short";
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support?: number;
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resistance?: number;
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running?: boolean;
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max_reward_factor?: number;
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follow?: boolean;
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risk_reward?: number;
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dynamic?: boolean;
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}
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interface Proxy$1 extends BaseSystemFields {
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ip_address?: string;
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type?: "http" | "socks5";
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}
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export interface PositionsView {
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id: string;
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symbol?: any;
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entry?: any;
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quantity?: any;
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take_profit?: any;
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account?: any;
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kind?: any;
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target_pnl?: number;
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liquidation?: number;
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avg_price?: number;
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avg_qty?: number;
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next_order?: number;
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last_order?: number;
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config?: any;
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stop_loss?: {
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price: number;
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quantity: number;
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};
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stop_pnl?: any;
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leverage?: any;
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avg_liquidation?: any;
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balance?: any;
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reduce_ratio?: number;
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sell_ratio?: number;
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threshold_qty?: number;
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follow?: boolean | 1 | 0;
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current_price?: number;
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usd_balance?: number;
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tp?: {
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price: number;
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quantity: number;
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};
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next_risk?: number;
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proxy?: string;
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expand?: {
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p_account?: ExchangeAccount;
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b_config?: ScheduledTrade;
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proxy?: Proxy$1;
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account_strategy?: AccountStrategy;
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compound_instance?: CompoundInstance;
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support?: SupportTable;
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symbol_config: SymbolConfig;
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resistance?: SupportTable;
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anchor?: Omit<PositionsView, "expand">;
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};
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pnl?: number;
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support_price?: number;
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}
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export interface BullishMarket extends RecordModel {
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id: string;
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symbol: string;
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risk: number;
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}
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export interface WindingDownMarket extends RecordModel {
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id: string;
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symbol: string;
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risk_reward: number;
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}
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export interface Compounder extends BaseSystemFields {
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risk?: number;
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profit_percent?: number;
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owner?: string;
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completed?: boolean;
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start_balance?: number;
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starting_risk?: number;
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fee_rate?: number;
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}
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export interface CompoundInstance extends BaseSystemFields {
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ref?: string;
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position?: string;
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risk?: number;
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hedged?: boolean;
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loss?: number;
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expand?: {
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ref?: Compounder;
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};
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}
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export interface SupportTable extends BaseSystemFields {
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symbol?: string;
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price?: number;
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counter?: number;
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last_updated?: string;
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kind?: "long" | "short";
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}
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export type GlobalConfig = {
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profit_percent?: number;
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symbol: string;
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profit?: number;
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risk?: number;
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stop_percent?: number;
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kind: "long" | "short";
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reduce_percent?: number;
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support: number;
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resistance: number;
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price_places: string;
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decimal_places: string;
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min_size?: number;
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accounts?: {
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owner: string;
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exchange?: string;
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}[];
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risk_reward?: number;
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reverse_factor?: number;
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leverage?: number;
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max_quantity?: number;
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fee_percent?: number;
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};
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interface Position$1 {
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id: number;
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kind: "long" | "short";
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@@ -20,6 +254,7 @@ interface Position$1 {
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target_pnl?: number;
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reduce_ratio?: number;
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use_full?: boolean;
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liquidation?: number;
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}
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export interface Account {
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id: number | string;
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@@ -59,8 +294,70 @@ export interface Account {
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short: any;
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};
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}
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-
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interface Order$1 {
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order_id?: string;
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symbol?: string;
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price: number;
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quantity: number;
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kind: "long" | "short";
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side: "buy" | "sell";
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stop: number;
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triggerPrice?: number;
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}
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export interface CandlestickAnalysisResult {
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candlesticks: {
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[key: string]: any[];
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};
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resistance: {
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[key: string]: number;
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};
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support: {
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[key: string]: number;
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};
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current_price: number;
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minimum_weekly: number;
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}
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declare abstract class BaseExchange {
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client: any;
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name: string;
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getCredentials: (payload: {
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account: string;
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}) => Promise<{
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api_key: string;
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api_secret: string;
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email: string;
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}>;
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proxyAgent?: any;
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remoteActionBaseUrl?: string;
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constructor(client: any);
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protected abstract getPositionInfo(symbol: string): Promise<any>;
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abstract cancelAllOrders(symbol: string, payload: {
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type?: "limit" | "stop" | "tp";
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side?: "buy" | "sell";
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kind?: "long" | "short";
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}): Promise<any>;
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protected abstract getCurrentPrice(symbol: string): Promise<any>;
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protected abstract getExchangeInfo(options: {
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price_places?: string;
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decimal_places?: string;
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account: {
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owner: string;
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exchange: string;
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};
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symbol: string;
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}): Promise<any>;
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protected abstract _createLimitPurchaseOrders(payload: {
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symbol: string;
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orders: any[];
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price_places?: string;
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decimal_places?: string;
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}): Promise<any>;
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rawCreateLimitPurchaseOrders(payload: {
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symbol: string;
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orders: Order$1[];
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price_places?: string;
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decimal_places?: string;
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}): Promise<any>;
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placeStopOrders(payload: {
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symbol: string;
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66
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quantity: number;
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@@ -68,21 +365,22 @@ export interface BaseExchange {
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stop: number;
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price_places?: string;
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decimal_places?: string;
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368
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hedge?: boolean;
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place?: boolean;
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}): Promise<any>;
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bulkPlaceLimitOrders(payload: {
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74
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-
orders:
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orders: Order$1[];
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kind: "long" | "short";
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374
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decimal_places?: string;
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77
375
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price_places?: string;
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78
376
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symbol: string;
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79
377
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place?: boolean;
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80
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-
}): Promise<any>;
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378
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}): Promise<any[]>;
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81
379
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get_current_price(symbol: string): Promise<any>;
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82
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-
analyzeCharts(payload: {
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380
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+
abstract analyzeCharts(payload: {
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83
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symbol: string;
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84
382
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chartType: any;
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limit: number;
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};
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symbol: string;
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protected abstract _cancelOrders(payload: {
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cancelOrders(payload: {
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protected abstract _placeTpOrder(payload: {
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protected abstract placeLimitOrders(payload: {
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protected abstract _placeStopOrder(payload: {
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stop: number;
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final_stop: number;
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is_limit?: boolean;
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hedge?: boolean;
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placeStopOrder(payload: {
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setLeverage(payload: {
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abstract setLeverage(payload: {
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leverage: number;
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generateConfig(payload: {
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abstract generateConfig(payload: {
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checkDelistedMovers(payload: {
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abstract checkDelistedMovers(payload: {
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include_delisted?: boolean;
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closePosition(payload: {
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@@ -140,7 +481,8 @@ export interface BaseExchange {
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}): Promise<any>;
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|
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protected abstract getAllOpenOrders(): Promise<any>;
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|
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getAllOpenSymbols(): Promise<unknown[]>;
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createLimitPurchaseOrders(payload: {
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orders: any[];
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kind: "long" | "short";
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|
@@ -148,123 +490,124 @@ export interface BaseExchange {
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}): Promise<any>;
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|
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getDelistedSpotSymbols(): Promise<any>;
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|
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abstract getDelistedSpotSymbols(): Promise<any>;
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|
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abstract getOpenPositions(): Promise<any>;
|
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|
+
abstract crossAccountTransfer(payload: {
|
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|
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from: {
|
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|
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owner: string;
|
|
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|
+
wallet: string;
|
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|
+
};
|
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|
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to: {
|
|
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|
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owner: string;
|
|
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|
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wallet: string;
|
|
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|
+
};
|
|
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|
+
asset: string;
|
|
505
|
+
amount: number;
|
|
506
|
+
}): Promise<any>;
|
|
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|
+
placeMarketOrder(payload: {
|
|
508
|
+
symbol: string;
|
|
509
|
+
kind: "long" | "short";
|
|
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|
+
quantity: number;
|
|
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|
+
price_places?: string;
|
|
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|
+
decimal_places?: string;
|
|
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|
+
close?: boolean;
|
|
514
|
+
}): Promise<any>;
|
|
515
|
+
customStopLoss(payload: {
|
|
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|
+
price_places: string;
|
|
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|
+
decimal_places: string;
|
|
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|
+
symbol: string;
|
|
519
|
+
kind: "long" | "short";
|
|
520
|
+
stop: number;
|
|
521
|
+
quantity: number;
|
|
522
|
+
increase?: boolean;
|
|
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|
+
place?: boolean;
|
|
524
|
+
increase_ratio?: number;
|
|
525
|
+
}): Promise<any>;
|
|
526
|
+
abstract getOpenOrders(payload: {
|
|
527
|
+
symbol: string;
|
|
528
|
+
}): Promise<any>;
|
|
529
|
+
placeBadStopEntry(payload: {
|
|
530
|
+
symbol: string;
|
|
531
|
+
orders: Order$1[];
|
|
532
|
+
price_places?: string;
|
|
533
|
+
decimal_places?: string;
|
|
534
|
+
}): Promise<any>;
|
|
535
|
+
analyzeCandlesticks(payload: {
|
|
536
|
+
symbol: string;
|
|
537
|
+
}): Promise<CandlestickAnalysisResult>;
|
|
538
|
+
setAccountDetails(payload: {
|
|
539
|
+
getCredentials: (payload: {
|
|
540
|
+
account: string;
|
|
541
|
+
}) => Promise<{
|
|
542
|
+
api_key: string;
|
|
543
|
+
api_secret: string;
|
|
544
|
+
email: string;
|
|
545
|
+
}>;
|
|
546
|
+
proxyAgent?: any;
|
|
547
|
+
remoteActionBaseUrl?: string;
|
|
548
|
+
}): void;
|
|
549
|
+
getSymbolInformation(payload: {
|
|
550
|
+
symbol: string;
|
|
551
|
+
variant?: "full" | "short";
|
|
552
|
+
}): Promise<{
|
|
553
|
+
candlesticks: Record<string, any[]>;
|
|
554
|
+
resistance: Record<string, number>;
|
|
555
|
+
support: Record<string, number>;
|
|
556
|
+
currentPrice: number;
|
|
557
|
+
minimumWeekly?: number;
|
|
558
|
+
lowest?: number;
|
|
559
|
+
}>;
|
|
157
560
|
}
|
|
158
|
-
|
|
159
|
-
|
|
561
|
+
declare function encryptObject(obj: any, password: string): string;
|
|
562
|
+
declare function decryptObject(encryptedString: string, password: string): any;
|
|
563
|
+
declare function initPocketBaseClient(proxy_credentials: {
|
|
564
|
+
host: string;
|
|
565
|
+
email: string;
|
|
566
|
+
password: string;
|
|
567
|
+
auto_cancellation?: boolean;
|
|
568
|
+
}): Promise<PocketBase>;
|
|
569
|
+
export type ExchangeType = {
|
|
160
570
|
owner: string;
|
|
571
|
+
exchange: string;
|
|
572
|
+
};
|
|
573
|
+
export declare class AppDatabase {
|
|
574
|
+
pb: PocketBase;
|
|
161
575
|
email?: string;
|
|
162
|
-
|
|
163
|
-
|
|
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|
-
|
|
165
|
-
|
|
166
|
-
|
|
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|
-
|
|
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|
-
|
|
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|
-
|
|
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|
-
|
|
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|
-
|
|
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|
-
|
|
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|
-
|
|
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|
-
|
|
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|
-
|
|
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|
-
|
|
177
|
-
|
|
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|
-
|
|
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|
-
|
|
180
|
-
|
|
181
|
-
|
|
182
|
-
|
|
183
|
-
|
|
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|
-
|
|
185
|
-
|
|
186
|
-
|
|
187
|
-
|
|
188
|
-
|
|
189
|
-
|
|
190
|
-
|
|
191
|
-
|
|
192
|
-
|
|
193
|
-
|
|
194
|
-
|
|
195
|
-
|
|
196
|
-
|
|
197
|
-
profit_percent?: number;
|
|
198
|
-
place_tp?: boolean;
|
|
199
|
-
kind?: "long" | "short";
|
|
200
|
-
current_price?: number;
|
|
201
|
-
}
|
|
202
|
-
export interface Strategy extends BaseSystemFields {
|
|
203
|
-
name: string;
|
|
204
|
-
short_risk_factor?: number;
|
|
205
|
-
long_risk_factor?: number;
|
|
206
|
-
profit_percent?: number;
|
|
207
|
-
cancel_short?: boolean;
|
|
208
|
-
cancel_long?: boolean;
|
|
209
|
-
recompute_short_config?: boolean;
|
|
210
|
-
update_stop_loss?: boolean;
|
|
211
|
-
liquidation_as_entry?: boolean;
|
|
212
|
-
stop_as_entry?: boolean;
|
|
213
|
-
tp_as_stop?: boolean;
|
|
214
|
-
entry_as_stop?: boolean;
|
|
215
|
-
place_stop?: boolean;
|
|
216
|
-
save_config?: boolean;
|
|
217
|
-
}
|
|
218
|
-
interface Proxy$1 extends BaseSystemFields {
|
|
219
|
-
ip_address?: string;
|
|
220
|
-
type?: "http" | "socks5";
|
|
221
|
-
}
|
|
222
|
-
export interface TradeBlockTracking extends BaseSystemFields {
|
|
223
|
-
account?: string;
|
|
224
|
-
symbol?: string;
|
|
225
|
-
running?: boolean;
|
|
226
|
-
}
|
|
227
|
-
export interface PositionsView {
|
|
228
|
-
id: string;
|
|
229
|
-
symbol?: any;
|
|
230
|
-
entry?: any;
|
|
231
|
-
quantity?: any;
|
|
232
|
-
take_profit?: any;
|
|
233
|
-
account?: any;
|
|
234
|
-
kind?: any;
|
|
235
|
-
target_pnl?: number;
|
|
236
|
-
liquidation?: number;
|
|
237
|
-
avg_price?: number;
|
|
238
|
-
avg_qty?: number;
|
|
239
|
-
next_order?: number;
|
|
240
|
-
last_order?: number;
|
|
241
|
-
config?: any;
|
|
242
|
-
stop_loss?: {
|
|
243
|
-
price: number;
|
|
244
|
-
quantity: number;
|
|
245
|
-
};
|
|
246
|
-
stop_pnl?: any;
|
|
247
|
-
leverage?: any;
|
|
248
|
-
avg_liquidation?: any;
|
|
249
|
-
balance?: any;
|
|
250
|
-
}
|
|
251
|
-
export interface BullishMarket extends RecordModel {
|
|
252
|
-
id: string;
|
|
253
|
-
symbol: string;
|
|
254
|
-
risk: number;
|
|
255
|
-
}
|
|
256
|
-
export interface WindingDownMarket extends RecordModel {
|
|
257
|
-
id: string;
|
|
258
|
-
symbol: string;
|
|
259
|
-
risk_reward: number;
|
|
260
|
-
}
|
|
261
|
-
export type ExchangeType = {
|
|
262
|
-
owner: string;
|
|
263
|
-
exchange: string;
|
|
264
|
-
};
|
|
265
|
-
export declare class AppDatabase {
|
|
266
|
-
private pb;
|
|
267
|
-
constructor(pb: PocketBase);
|
|
576
|
+
salt?: string;
|
|
577
|
+
constructor(pb: PocketBase, payload: {
|
|
578
|
+
email?: string;
|
|
579
|
+
salt?: string;
|
|
580
|
+
});
|
|
581
|
+
getUserByEmail(): Promise<import("pocketbase").RecordModel>;
|
|
582
|
+
verifyUserPassword(password: string): Promise<boolean>;
|
|
583
|
+
generateUserPassword(): Promise<boolean>;
|
|
584
|
+
getUserCredentials(): Promise<any>;
|
|
585
|
+
getCredentials(payload: {
|
|
586
|
+
password?: string;
|
|
587
|
+
}): Promise<any>;
|
|
588
|
+
saveCredentials(params: {
|
|
589
|
+
password?: string;
|
|
590
|
+
credentials: any;
|
|
591
|
+
}): Promise<import("pocketbase").RecordModel>;
|
|
592
|
+
changeUserPassword(payload: {
|
|
593
|
+
password: string;
|
|
594
|
+
}): Promise<boolean>;
|
|
595
|
+
verifyAdminPassword(password: string): Promise<boolean>;
|
|
596
|
+
setAdminPassword(payload: {
|
|
597
|
+
password: string;
|
|
598
|
+
salt: string;
|
|
599
|
+
}): Promise<boolean>;
|
|
600
|
+
addNewCredential(params: {
|
|
601
|
+
password?: string;
|
|
602
|
+
payload: {
|
|
603
|
+
name: string;
|
|
604
|
+
email: string;
|
|
605
|
+
exchange: string;
|
|
606
|
+
api_key: string;
|
|
607
|
+
api_secret: string;
|
|
608
|
+
};
|
|
609
|
+
}): Promise<void>;
|
|
610
|
+
getAccountWithActivePositions(): Promise<import("pocketbase").RecordModel[]>;
|
|
268
611
|
getAllSymbolsFromPositions(options?: {
|
|
269
612
|
no_position?: boolean;
|
|
270
613
|
kind?: "long" | "short";
|
|
@@ -291,6 +634,12 @@ export declare class AppDatabase {
|
|
|
291
634
|
proxy: Proxy$1;
|
|
292
635
|
};
|
|
293
636
|
}>;
|
|
637
|
+
get positionExpand(): string;
|
|
638
|
+
fetchCentralPositions(payload: {
|
|
639
|
+
asset?: string;
|
|
640
|
+
symbol?: string;
|
|
641
|
+
customFilter?: string;
|
|
642
|
+
}): Promise<import("pocketbase").RecordModel[]>;
|
|
294
643
|
getPositions(options: {
|
|
295
644
|
account?: ExchangeType;
|
|
296
645
|
symbol?: string;
|
|
@@ -300,6 +649,7 @@ export declare class AppDatabase {
|
|
|
300
649
|
expand?: {
|
|
301
650
|
config: ScheduledTrade;
|
|
302
651
|
account: ExchangeAccount;
|
|
652
|
+
proxy: Proxy$1;
|
|
303
653
|
};
|
|
304
654
|
})[]>;
|
|
305
655
|
private _createOrUpdatePosition;
|
|
@@ -312,18 +662,15 @@ export declare class AppDatabase {
|
|
|
312
662
|
expand?: {
|
|
313
663
|
config: ScheduledTrade;
|
|
314
664
|
account: ExchangeAccount;
|
|
665
|
+
proxy: Proxy$1;
|
|
315
666
|
};
|
|
316
667
|
})[]>;
|
|
317
668
|
update_db_position(position: any, payload: any): Promise<import("pocketbase").RecordModel>;
|
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318
669
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getSymbolConfigFromDB(symbol: string): Promise<SymbolConfig>;
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|
-
getRunningInstanceFromDB(account: ExchangeType, symbol: string, options?: {
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|
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delay?: number;
|
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}): Promise<TradeBlockTracking>;
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|
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updateRunningInstance(id: string, running: boolean): Promise<import("pocketbase").RecordModel>;
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670
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getOrders(account: ExchangeType, options: {
|
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671
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symbol: string;
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325
672
|
kind: "long" | "short";
|
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|
-
}): Promise<
|
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+
}): Promise<Order[]>;
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674
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deleteAndRecreateOrders(account: ExchangeType, options: {
|
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328
675
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symbol: string;
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329
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|
kind: "long" | "short";
|
|
@@ -336,7 +683,34 @@ export declare class AppDatabase {
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336
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stop: number;
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order_id: string;
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338
685
|
triggerPrice?: number;
|
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339
|
-
}>): Promise<
|
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686
|
+
}>): Promise<Order[]>;
|
|
687
|
+
deleteAndBulCreateAllOrders(payload: {
|
|
688
|
+
account: ExchangeType & {
|
|
689
|
+
id: string;
|
|
690
|
+
};
|
|
691
|
+
symbol: string;
|
|
692
|
+
all_orders: Array<{
|
|
693
|
+
symbol: string;
|
|
694
|
+
price: number;
|
|
695
|
+
quantity: number;
|
|
696
|
+
kind: "long" | "short";
|
|
697
|
+
side: "buy" | "sell";
|
|
698
|
+
stop: number;
|
|
699
|
+
order_id: string;
|
|
700
|
+
triggerPrice?: number;
|
|
701
|
+
clientOrderId?: string;
|
|
702
|
+
}>;
|
|
703
|
+
}): Promise<void>;
|
|
704
|
+
cancelLimitOrders(payload: {
|
|
705
|
+
symbol: string;
|
|
706
|
+
kind: "long" | "short";
|
|
707
|
+
account: ExchangeType;
|
|
708
|
+
raw?: boolean;
|
|
709
|
+
cancelExchangeOrders: (payload: {
|
|
710
|
+
symbol: string;
|
|
711
|
+
orders: number[];
|
|
712
|
+
}) => Promise<any>;
|
|
713
|
+
}): Promise<any[]>;
|
|
340
714
|
cancelOrders(payload: {
|
|
341
715
|
cancelExchangeOrders: (payload: {
|
|
342
716
|
symbol: string;
|
|
@@ -366,6 +740,11 @@ export declare class AppDatabase {
|
|
|
366
740
|
}>;
|
|
367
741
|
getMoverExchangeInstances(): Promise<ExchangeAccount[]>;
|
|
368
742
|
updateScheduledTrade(id: string, payload: any): Promise<import("pocketbase").RecordModel>;
|
|
743
|
+
getPositionsToAutoFollow(): Promise<(Position$1 & {
|
|
744
|
+
expand: {
|
|
745
|
+
account: ExchangeAccount;
|
|
746
|
+
};
|
|
747
|
+
})[]>;
|
|
369
748
|
createOrUpdatePositionConfig(db_position: any, payload: {
|
|
370
749
|
entry: number;
|
|
371
750
|
stop: number;
|
|
@@ -374,17 +753,26 @@ export declare class AppDatabase {
|
|
|
374
753
|
profit_percent?: number;
|
|
375
754
|
place_tp?: boolean;
|
|
376
755
|
profit?: number;
|
|
377
|
-
|
|
756
|
+
reduce_ratio?: number;
|
|
757
|
+
}): Promise<import("pocketbase").RecordModel | ScheduledTrade>;
|
|
378
758
|
getPositionConfig(payload: {
|
|
379
759
|
symbol: string;
|
|
380
760
|
kind: "long" | "short";
|
|
381
761
|
account: ExchangeType;
|
|
382
762
|
}): Promise<ScheduledTrade | null>;
|
|
383
|
-
|
|
384
|
-
|
|
385
|
-
|
|
386
|
-
|
|
387
|
-
|
|
763
|
+
getRunningAccountStrategies(filter?: string): Promise<(AccountStrategy & {
|
|
764
|
+
expand?: {
|
|
765
|
+
account: ExchangeAccount;
|
|
766
|
+
};
|
|
767
|
+
})[]>;
|
|
768
|
+
getAccountStrategy(payload: {
|
|
769
|
+
symbol: string;
|
|
770
|
+
account: ExchangeType;
|
|
771
|
+
}): Promise<AccountStrategy>;
|
|
772
|
+
createOrUpdateWindingDownMarket(payload: {
|
|
773
|
+
symbol: string;
|
|
774
|
+
risk_reward?: number;
|
|
775
|
+
}): Promise<import("pocketbase").RecordModel>;
|
|
388
776
|
getWindingDownMarkets(symbol?: string): Promise<WindingDownMarket[]>;
|
|
389
777
|
getBullishMarket(symbol: string): Promise<BullishMarket>;
|
|
390
778
|
getBullishMarkets(options?: {
|
|
@@ -414,103 +802,1542 @@ export declare class AppDatabase {
|
|
|
414
802
|
} | SymbolConfig[]>;
|
|
415
803
|
unwindSymbolFromDB(symbol: string): Promise<boolean>;
|
|
416
804
|
hasExistingPosition(symbol: string): Promise<import("pocketbase").RecordModel[]>;
|
|
805
|
+
getPositionWithLowestNextOrder(options: {
|
|
806
|
+
symbol?: string;
|
|
807
|
+
kind: "long" | "short";
|
|
808
|
+
asset?: string;
|
|
809
|
+
exclude?: ExchangeType[];
|
|
810
|
+
}): Promise<PositionsView | null>;
|
|
417
811
|
hasExistingOrders(symbol: string): Promise<import("pocketbase").RecordModel[]>;
|
|
418
812
|
removeSymbolFromUnwindingMarkets(symbol: string): Promise<boolean>;
|
|
419
813
|
removePosition(position: any): Promise<void>;
|
|
420
814
|
removePositionConfig(position: any): Promise<void>;
|
|
815
|
+
getConfigProfiles(payload: {
|
|
816
|
+
config_id: string;
|
|
817
|
+
}): Promise<{
|
|
818
|
+
id: any;
|
|
819
|
+
entry: any;
|
|
820
|
+
stop: any;
|
|
821
|
+
kind: "long" | "short";
|
|
822
|
+
risk_reward: any;
|
|
823
|
+
risk: any;
|
|
824
|
+
profit_percent: any;
|
|
825
|
+
}[]>;
|
|
826
|
+
editConfigProfile(payload: {
|
|
827
|
+
id: string;
|
|
828
|
+
params: {
|
|
829
|
+
entry?: number;
|
|
830
|
+
stop?: number;
|
|
831
|
+
risk_reward?: number;
|
|
832
|
+
risk?: number;
|
|
833
|
+
profit_percent?: number;
|
|
834
|
+
};
|
|
835
|
+
}): Promise<void>;
|
|
836
|
+
createConfigProfile(payload: {
|
|
837
|
+
config_id: string;
|
|
838
|
+
symbol: string;
|
|
839
|
+
params: {
|
|
840
|
+
entry: number;
|
|
841
|
+
stop: number;
|
|
842
|
+
kind: "long" | "short";
|
|
843
|
+
risk_reward: number;
|
|
844
|
+
risk: number;
|
|
845
|
+
profit_percent: number;
|
|
846
|
+
};
|
|
847
|
+
}): Promise<void>;
|
|
848
|
+
getCompoundInstance(payload: {
|
|
849
|
+
position: Position$1;
|
|
850
|
+
}): Promise<CompoundInstance & {
|
|
851
|
+
expand: {
|
|
852
|
+
ref: Compounder;
|
|
853
|
+
};
|
|
854
|
+
}>;
|
|
855
|
+
getSupportTable(payload: {
|
|
856
|
+
symbol: string;
|
|
857
|
+
kind: "long" | "short";
|
|
858
|
+
}): Promise<SupportTable>;
|
|
859
|
+
updateCompoundInstance(payload: {
|
|
860
|
+
id: string;
|
|
861
|
+
params: any;
|
|
862
|
+
}): Promise<import("pocketbase").RecordModel>;
|
|
863
|
+
getPositionsByAssetPair(payload: {
|
|
864
|
+
asset: string;
|
|
865
|
+
symbol?: string;
|
|
866
|
+
isCompound?: boolean;
|
|
867
|
+
}): Promise<{
|
|
868
|
+
pairObject: any;
|
|
869
|
+
asset: string;
|
|
870
|
+
}>;
|
|
421
871
|
}
|
|
422
|
-
export type
|
|
423
|
-
fee: number;
|
|
424
|
-
risk_per_trade: number;
|
|
425
|
-
risk_reward: number;
|
|
426
|
-
symbol?: string;
|
|
427
|
-
focus: number;
|
|
428
|
-
budget: number;
|
|
429
|
-
support: number;
|
|
430
|
-
resistance: number;
|
|
431
|
-
percent_change: number;
|
|
432
|
-
tradeSplit?: number;
|
|
433
|
-
take_profit?: number;
|
|
434
|
-
kind: "long" | "short";
|
|
872
|
+
export type StrategyPosition = {
|
|
435
873
|
entry: number;
|
|
874
|
+
quantity: number;
|
|
875
|
+
avg_price?: number;
|
|
876
|
+
avg_qty?: number;
|
|
877
|
+
};
|
|
878
|
+
export type GapCloserResult = {
|
|
879
|
+
avg_entry: number;
|
|
880
|
+
avg_size: number;
|
|
881
|
+
loss: number;
|
|
436
882
|
stop: number;
|
|
437
|
-
|
|
438
|
-
|
|
439
|
-
|
|
440
|
-
|
|
441
|
-
|
|
442
|
-
|
|
443
|
-
|
|
444
|
-
gap?: number;
|
|
445
|
-
rr?: number;
|
|
446
|
-
max_size?: number;
|
|
447
|
-
last_value?: any;
|
|
448
|
-
entries?: any[];
|
|
883
|
+
stop_quantity: number;
|
|
884
|
+
re_entry_quantity: number;
|
|
885
|
+
initial_pnl: number;
|
|
886
|
+
tp: number;
|
|
887
|
+
incurred_loss: number;
|
|
888
|
+
pnl: number;
|
|
889
|
+
remaining_quantity: number;
|
|
449
890
|
};
|
|
450
|
-
|
|
451
|
-
|
|
452
|
-
|
|
453
|
-
|
|
454
|
-
|
|
455
|
-
|
|
456
|
-
|
|
457
|
-
|
|
458
|
-
|
|
891
|
+
export type Config = {
|
|
892
|
+
tp_percent: number;
|
|
893
|
+
short_tp_factor: number;
|
|
894
|
+
fee_percent?: number;
|
|
895
|
+
budget: number;
|
|
896
|
+
risk_reward: number;
|
|
897
|
+
reduce_ratio: number;
|
|
898
|
+
global_config: GlobalConfig;
|
|
899
|
+
};
|
|
900
|
+
export declare class Strategy {
|
|
901
|
+
position: {
|
|
902
|
+
long: StrategyPosition;
|
|
903
|
+
short: StrategyPosition;
|
|
904
|
+
};
|
|
905
|
+
dominant_position?: "long" | "short";
|
|
906
|
+
config: Config;
|
|
907
|
+
constructor(payload: {
|
|
908
|
+
long: StrategyPosition;
|
|
909
|
+
short: StrategyPosition;
|
|
910
|
+
config: Config;
|
|
911
|
+
dominant_position?: "long" | "short";
|
|
459
912
|
});
|
|
460
|
-
|
|
461
|
-
|
|
462
|
-
|
|
463
|
-
|
|
464
|
-
|
|
465
|
-
|
|
466
|
-
|
|
467
|
-
|
|
468
|
-
|
|
469
|
-
}):
|
|
470
|
-
|
|
471
|
-
|
|
472
|
-
|
|
473
|
-
|
|
474
|
-
|
|
475
|
-
|
|
476
|
-
|
|
477
|
-
|
|
913
|
+
get price_places(): string;
|
|
914
|
+
get decimal_places(): string;
|
|
915
|
+
to_f(price: number): number;
|
|
916
|
+
to_df(quantity: number): number;
|
|
917
|
+
pnl(kind: "long" | "short", _position?: StrategyPosition): number;
|
|
918
|
+
tp(kind: "long" | "short"): number;
|
|
919
|
+
calculate_fee(position: {
|
|
920
|
+
price: number;
|
|
921
|
+
quantity: number;
|
|
922
|
+
}): number;
|
|
923
|
+
get long_tp(): number;
|
|
924
|
+
get short_tp(): number;
|
|
925
|
+
generateGapClosingAlgorithm(payload: {
|
|
926
|
+
kind: "long" | "short";
|
|
927
|
+
ignore_entries?: boolean;
|
|
928
|
+
reduce_ratio?: number;
|
|
929
|
+
sell_factor?: number;
|
|
930
|
+
}): {
|
|
931
|
+
last_entry: any;
|
|
932
|
+
first_entry: any;
|
|
933
|
+
threshold: any;
|
|
934
|
+
risk: number;
|
|
935
|
+
risk_reward: number;
|
|
936
|
+
spread: number;
|
|
937
|
+
gap_loss: number;
|
|
938
|
+
net_profit: number;
|
|
939
|
+
long: GapCloserResult;
|
|
940
|
+
short: GapCloserResult;
|
|
941
|
+
};
|
|
942
|
+
gapCloserHelper(payload: {
|
|
943
|
+
risk: number;
|
|
944
|
+
entries?: any[];
|
|
945
|
+
kind: "long" | "short";
|
|
946
|
+
sell_factor?: number;
|
|
947
|
+
reduce_ratio?: number;
|
|
948
|
+
}): {
|
|
949
|
+
risk: number;
|
|
950
|
+
risk_reward: number;
|
|
951
|
+
spread: number;
|
|
952
|
+
gap_loss: number;
|
|
953
|
+
net_profit: number;
|
|
954
|
+
long: GapCloserResult;
|
|
955
|
+
short: GapCloserResult;
|
|
956
|
+
};
|
|
957
|
+
runIterations(payload: {
|
|
958
|
+
kind: "long" | "short";
|
|
959
|
+
iterations: number;
|
|
960
|
+
risk_reward?: number;
|
|
961
|
+
ignore_entries?: boolean;
|
|
962
|
+
reduce_ratio?: number;
|
|
963
|
+
sell_factor?: number;
|
|
964
|
+
}): {
|
|
965
|
+
last_entry: any;
|
|
966
|
+
first_entry: any;
|
|
967
|
+
threshold: any;
|
|
968
|
+
risk: number;
|
|
969
|
+
risk_reward: number;
|
|
970
|
+
spread: number;
|
|
971
|
+
gap_loss: number;
|
|
972
|
+
net_profit: number;
|
|
973
|
+
long: GapCloserResult;
|
|
974
|
+
short: GapCloserResult;
|
|
975
|
+
}[];
|
|
976
|
+
getPositionAfterTp(payload: {
|
|
977
|
+
kind: "long" | "short";
|
|
978
|
+
include_fees?: boolean;
|
|
979
|
+
}): {
|
|
980
|
+
[x: string]: number | {
|
|
981
|
+
entry: number;
|
|
982
|
+
quantity: number;
|
|
983
|
+
diff?: undefined;
|
|
984
|
+
} | {
|
|
985
|
+
[x: string]: number;
|
|
986
|
+
diff: number;
|
|
987
|
+
entry?: undefined;
|
|
988
|
+
quantity?: undefined;
|
|
478
989
|
};
|
|
479
|
-
|
|
480
|
-
|
|
481
|
-
|
|
482
|
-
}>;
|
|
483
|
-
syncAccount(options: {
|
|
484
|
-
symbol: string;
|
|
485
|
-
kind?: "long" | "short";
|
|
486
|
-
update?: boolean;
|
|
487
|
-
as_view?: boolean;
|
|
488
|
-
leverage?: number;
|
|
489
|
-
live_refresh?: boolean;
|
|
490
|
-
}): Promise<PositionsView | (PositionsView & {
|
|
491
|
-
expand?: {
|
|
492
|
-
config: ScheduledTrade;
|
|
493
|
-
account: ExchangeAccount;
|
|
990
|
+
pnl: {
|
|
991
|
+
[x: string]: number;
|
|
992
|
+
diff: number;
|
|
494
993
|
};
|
|
495
|
-
|
|
496
|
-
|
|
497
|
-
|
|
498
|
-
symbol: string;
|
|
499
|
-
kind: "long" | "short";
|
|
500
|
-
update?: boolean;
|
|
501
|
-
}): Promise<import("pocketbase").RecordModel[]>;
|
|
502
|
-
toggleStopBuying(payload: {
|
|
503
|
-
symbol: string;
|
|
994
|
+
spread: number;
|
|
995
|
+
};
|
|
996
|
+
getPositionAfterIteration(payload: {
|
|
504
997
|
kind: "long" | "short";
|
|
505
|
-
|
|
506
|
-
|
|
507
|
-
|
|
508
|
-
|
|
998
|
+
iterations: number;
|
|
999
|
+
with_fees?: boolean;
|
|
1000
|
+
}): {
|
|
1001
|
+
[x: string]: number | {
|
|
1002
|
+
entry: number;
|
|
1003
|
+
quantity: number;
|
|
1004
|
+
diff?: undefined;
|
|
1005
|
+
} | {
|
|
1006
|
+
[x: string]: number;
|
|
1007
|
+
diff: number;
|
|
1008
|
+
entry?: undefined;
|
|
1009
|
+
quantity?: undefined;
|
|
1010
|
+
};
|
|
1011
|
+
pnl: {
|
|
1012
|
+
[x: string]: number;
|
|
1013
|
+
diff: number;
|
|
1014
|
+
};
|
|
1015
|
+
spread: number;
|
|
1016
|
+
}[];
|
|
1017
|
+
/**To be used as one of the agent tools eventually since
|
|
1018
|
+
* it is something that can be triggered continously without
|
|
1019
|
+
* any risk
|
|
1020
|
+
*/
|
|
1021
|
+
generateOppositeTrades(payload: {
|
|
509
1022
|
kind: "long" | "short";
|
|
1023
|
+
risk_factor?: number;
|
|
1024
|
+
avg_entry?: number;
|
|
1025
|
+
}): {
|
|
1026
|
+
avg: {
|
|
1027
|
+
entry: number;
|
|
1028
|
+
price: number;
|
|
1029
|
+
quantity: number;
|
|
1030
|
+
};
|
|
1031
|
+
loss: number;
|
|
1032
|
+
profit_percent: number;
|
|
1033
|
+
fee: number;
|
|
1034
|
+
risk_per_trade: number;
|
|
1035
|
+
risk_reward: number;
|
|
1036
|
+
symbol?: string;
|
|
1037
|
+
focus: number;
|
|
1038
|
+
budget: number;
|
|
1039
|
+
support: number;
|
|
1040
|
+
resistance: number;
|
|
1041
|
+
percent_change: number;
|
|
1042
|
+
tradeSplit?: number;
|
|
1043
|
+
take_profit?: number;
|
|
1044
|
+
kind: "long" | "short";
|
|
1045
|
+
entry: number;
|
|
1046
|
+
stop: number;
|
|
1047
|
+
min_size: number;
|
|
1048
|
+
price_places?: string;
|
|
1049
|
+
strategy?: "quantity" | "entry";
|
|
1050
|
+
as_array?: boolean;
|
|
1051
|
+
decimal_places?: string;
|
|
1052
|
+
min_profit?: number;
|
|
1053
|
+
raw?: boolean;
|
|
1054
|
+
gap?: number;
|
|
1055
|
+
rr?: number;
|
|
1056
|
+
max_size?: number;
|
|
1057
|
+
max_quantity?: number;
|
|
1058
|
+
kelly?: {
|
|
1059
|
+
use_kelly?: boolean;
|
|
1060
|
+
kelly_confidence_factor?: number;
|
|
1061
|
+
kelly_minimum_risk?: number;
|
|
1062
|
+
kelly_prediction_model?: "exponential" | "normal" | "uniform";
|
|
1063
|
+
kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
|
|
1064
|
+
};
|
|
1065
|
+
distribution?: GetEntriesParams["distribution"];
|
|
1066
|
+
distribution_params?: {
|
|
1067
|
+
curveFactor?: number;
|
|
1068
|
+
stdDevFactor?: number;
|
|
1069
|
+
lambda?: number;
|
|
1070
|
+
};
|
|
1071
|
+
};
|
|
1072
|
+
identifyGapConfig(payload: {
|
|
1073
|
+
factor?: number;
|
|
1074
|
+
sell_factor?: number;
|
|
1075
|
+
kind?: "long" | "short";
|
|
1076
|
+
risk?: number;
|
|
1077
|
+
}): {
|
|
1078
|
+
profit_percent: {
|
|
1079
|
+
long: number;
|
|
1080
|
+
short: number;
|
|
1081
|
+
};
|
|
1082
|
+
risk: {
|
|
1083
|
+
short: number;
|
|
1084
|
+
long: number;
|
|
1085
|
+
};
|
|
1086
|
+
take_profit: {
|
|
1087
|
+
long: number;
|
|
1088
|
+
short: number;
|
|
1089
|
+
};
|
|
1090
|
+
to_reduce: {
|
|
1091
|
+
short: number;
|
|
1092
|
+
long: number;
|
|
1093
|
+
};
|
|
1094
|
+
full_reduce: {
|
|
1095
|
+
short: number;
|
|
1096
|
+
long: number;
|
|
1097
|
+
};
|
|
1098
|
+
sell_quantity: {
|
|
1099
|
+
short: number;
|
|
1100
|
+
long: number;
|
|
1101
|
+
};
|
|
1102
|
+
gap: number;
|
|
1103
|
+
gap_loss: number;
|
|
1104
|
+
};
|
|
1105
|
+
analyzeProfit(payload: {
|
|
1106
|
+
reward_factor?: number;
|
|
1107
|
+
max_reward_factor: number;
|
|
1108
|
+
risk: number;
|
|
1109
|
+
kind: "long" | "short";
|
|
1110
|
+
}): {
|
|
1111
|
+
pnl: number;
|
|
1112
|
+
loss: number;
|
|
1113
|
+
full_loss: number;
|
|
1114
|
+
original_pnl: number;
|
|
1115
|
+
reward_factor: number;
|
|
1116
|
+
profit_percent: number;
|
|
1117
|
+
kind: "long" | "short";
|
|
1118
|
+
sell_price: number;
|
|
1119
|
+
quantity: number;
|
|
1120
|
+
price_places: string;
|
|
1121
|
+
decimal_places: string;
|
|
1122
|
+
};
|
|
1123
|
+
simulateGapReduction(payload: {
|
|
1124
|
+
iterations?: number;
|
|
1125
|
+
factor?: number;
|
|
1126
|
+
direction: "long" | "short";
|
|
1127
|
+
kind?: "long" | "short";
|
|
1128
|
+
risk?: number;
|
|
1129
|
+
sell_factor?: number;
|
|
1130
|
+
}): {
|
|
1131
|
+
results: {
|
|
1132
|
+
profit_percent: {
|
|
1133
|
+
long: number;
|
|
1134
|
+
short: number;
|
|
1135
|
+
};
|
|
1136
|
+
risk: {
|
|
1137
|
+
short: number;
|
|
1138
|
+
long: number;
|
|
1139
|
+
};
|
|
1140
|
+
take_profit: {
|
|
1141
|
+
long: number;
|
|
1142
|
+
short: number;
|
|
1143
|
+
};
|
|
1144
|
+
sell_quantity: {
|
|
1145
|
+
short: number;
|
|
1146
|
+
long: number;
|
|
1147
|
+
};
|
|
1148
|
+
gap_loss: number;
|
|
1149
|
+
position: {
|
|
1150
|
+
long: {
|
|
1151
|
+
entry: number;
|
|
1152
|
+
quantity: number;
|
|
1153
|
+
};
|
|
1154
|
+
short: {
|
|
1155
|
+
entry: number;
|
|
1156
|
+
quantity: number;
|
|
1157
|
+
};
|
|
1158
|
+
};
|
|
1159
|
+
}[];
|
|
1160
|
+
quantity: number;
|
|
1161
|
+
};
|
|
1162
|
+
}
|
|
1163
|
+
export declare function determine_average_entry_and_size(orders: Array<{
|
|
1164
|
+
price: number;
|
|
1165
|
+
quantity: number;
|
|
1166
|
+
}>, places?: string, price_places?: string): {
|
|
1167
|
+
entry: number;
|
|
1168
|
+
price: number;
|
|
1169
|
+
quantity: number;
|
|
1170
|
+
};
|
|
1171
|
+
export declare const createArray: (start: number, stop: number, step: number) => number[];
|
|
1172
|
+
export type SignalConfigType = {
|
|
1173
|
+
symbol?: string;
|
|
1174
|
+
focus: number;
|
|
1175
|
+
budget: number;
|
|
1176
|
+
percent_change?: number;
|
|
1177
|
+
price_places?: string;
|
|
1178
|
+
decimal_places?: string;
|
|
1179
|
+
zone_risk?: number;
|
|
1180
|
+
fee?: number;
|
|
1181
|
+
support?: number;
|
|
1182
|
+
risk_reward?: number;
|
|
1183
|
+
resistance?: number;
|
|
1184
|
+
risk_per_trade?: number;
|
|
1185
|
+
increase_size?: boolean;
|
|
1186
|
+
additional_increase?: number;
|
|
1187
|
+
minimum_pnl?: number;
|
|
1188
|
+
take_profit?: number;
|
|
1189
|
+
increase_position?: boolean;
|
|
1190
|
+
minimum_size?: number;
|
|
1191
|
+
first_order_size?: number;
|
|
1192
|
+
gap?: number;
|
|
1193
|
+
max_size?: number;
|
|
1194
|
+
use_kelly?: boolean;
|
|
1195
|
+
kelly_prediction_model?: "exponential" | "normal" | "uniform";
|
|
1196
|
+
kelly_confidence_factor?: number;
|
|
1197
|
+
kelly_minimum_risk?: number;
|
|
1198
|
+
kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
|
|
1199
|
+
full_distribution?: {
|
|
1200
|
+
long: GetEntriesParams["distribution"];
|
|
1201
|
+
short: GetEntriesParams["distribution"];
|
|
1202
|
+
};
|
|
1203
|
+
max_quantity?: number;
|
|
1204
|
+
distribution_params?: {
|
|
1205
|
+
curveFactor?: number;
|
|
1206
|
+
stdDevFactor?: number;
|
|
1207
|
+
lambda?: number;
|
|
1208
|
+
};
|
|
1209
|
+
};
|
|
1210
|
+
declare class Signal {
|
|
1211
|
+
focus: number;
|
|
1212
|
+
budget: number;
|
|
1213
|
+
percent_change: number;
|
|
1214
|
+
price_places: string;
|
|
1215
|
+
distribution_params: {
|
|
1216
|
+
curveFactor?: number;
|
|
1217
|
+
stdDevFactor?: number;
|
|
1218
|
+
lambda?: number;
|
|
1219
|
+
};
|
|
1220
|
+
decimal_places: string;
|
|
1221
|
+
zone_risk: number;
|
|
1222
|
+
fee: number;
|
|
1223
|
+
support?: number;
|
|
1224
|
+
risk_reward: number;
|
|
1225
|
+
resistance?: number;
|
|
1226
|
+
risk_per_trade?: number;
|
|
1227
|
+
increase_size: boolean;
|
|
1228
|
+
additional_increase: number;
|
|
1229
|
+
minimum_pnl: number;
|
|
1230
|
+
take_profit?: number;
|
|
1231
|
+
increase_position: boolean;
|
|
1232
|
+
minimum_size: any;
|
|
1233
|
+
first_order_size: number;
|
|
1234
|
+
gap: number;
|
|
1235
|
+
max_size: number;
|
|
1236
|
+
use_kelly: boolean;
|
|
1237
|
+
kelly_prediction_model: "exponential" | "normal" | "uniform";
|
|
1238
|
+
kelly_confidence_factor: number;
|
|
1239
|
+
kelly_minimum_risk: number;
|
|
1240
|
+
kelly_func: "theoretical" | "position_based" | "theoretical_fixed";
|
|
1241
|
+
symbol?: string;
|
|
1242
|
+
distribution: {
|
|
1243
|
+
long: GetEntriesParams["distribution"];
|
|
1244
|
+
short: GetEntriesParams["distribution"];
|
|
1245
|
+
};
|
|
1246
|
+
max_quantity: number;
|
|
1247
|
+
constructor({ focus, symbol, budget, percent_change, price_places, decimal_places, zone_risk, fee, support, risk_reward, resistance, risk_per_trade, increase_size, additional_increase, minimum_pnl, take_profit, increase_position, minimum_size, first_order_size, gap, max_size, use_kelly, kelly_prediction_model, kelly_confidence_factor, kelly_minimum_risk, kelly_func, full_distribution, max_quantity, distribution_params, }: SignalConfigType);
|
|
1248
|
+
build_entry({ current_price, stop_loss, pnl, stop_percent, kind, risk, no_of_trades, take_profit, distribution, distribution_params, }: {
|
|
1249
|
+
take_profit?: number;
|
|
1250
|
+
no_of_trades?: number;
|
|
1251
|
+
current_price: number;
|
|
1252
|
+
stop_loss?: number;
|
|
1253
|
+
kind?: "long" | "short";
|
|
1254
|
+
risk: number;
|
|
1255
|
+
stop_percent?: number;
|
|
1256
|
+
pnl?: number;
|
|
1257
|
+
distribution?: GetEntriesParams["distribution"];
|
|
1258
|
+
distribution_params?: {
|
|
1259
|
+
curveFactor?: number;
|
|
1260
|
+
stdDevFactor?: number;
|
|
1261
|
+
lambda?: number;
|
|
1262
|
+
};
|
|
1263
|
+
}): any;
|
|
1264
|
+
get risk(): number;
|
|
1265
|
+
get min_trades(): number;
|
|
1266
|
+
get min_price(): number;
|
|
1267
|
+
build_opposite_order({ current_price, kind, }: {
|
|
1268
|
+
current_price: number;
|
|
1269
|
+
kind?: "long" | "short";
|
|
1270
|
+
}): any;
|
|
1271
|
+
special_build_orders({ current_price, kind, }: {
|
|
1272
|
+
current_price: number;
|
|
1273
|
+
kind?: "long" | "short";
|
|
1274
|
+
}): any;
|
|
1275
|
+
build_orders({ current_price, kind, limit, replace_focus, max_index, min_index, }: {
|
|
1276
|
+
current_price: number;
|
|
1277
|
+
kind?: "long" | "short";
|
|
1278
|
+
limit?: boolean;
|
|
1279
|
+
replace_focus?: boolean;
|
|
1280
|
+
max_index?: number;
|
|
1281
|
+
min_index?: number;
|
|
1282
|
+
}): any;
|
|
1283
|
+
build_orders_old({ current_price, kind, limit, replace_focus, max_index, min_index, }: {
|
|
1284
|
+
current_price: number;
|
|
1285
|
+
kind?: "long" | "short";
|
|
1286
|
+
limit?: boolean;
|
|
1287
|
+
replace_focus?: boolean;
|
|
1288
|
+
max_index?: number;
|
|
1289
|
+
min_index?: number;
|
|
1290
|
+
}): any;
|
|
1291
|
+
get_bulk_trade_zones({ current_price, kind, limit, }: {
|
|
1292
|
+
current_price: number;
|
|
1293
|
+
kind?: "long" | "short";
|
|
1294
|
+
limit?: boolean;
|
|
1295
|
+
}): any;
|
|
1296
|
+
get_future_zones_simple({ current_price, kind, raw, }: {
|
|
1297
|
+
raw?: boolean;
|
|
1298
|
+
current_price: number;
|
|
1299
|
+
kind?: "long" | "short";
|
|
1300
|
+
}): number[];
|
|
1301
|
+
get_future_zones({ current_price, kind, raw, }: {
|
|
1302
|
+
raw?: boolean;
|
|
1303
|
+
current_price: number;
|
|
1304
|
+
kind?: "long" | "short";
|
|
1305
|
+
}): number[];
|
|
1306
|
+
to_f(value: number, places?: string): number;
|
|
1307
|
+
get_margin_zones({ current_price, kind, }: {
|
|
1308
|
+
current_price: number;
|
|
1309
|
+
kind?: "long" | "short";
|
|
1310
|
+
}): number[][];
|
|
1311
|
+
get_margin_range(current_price: number, kind?: string): number[];
|
|
1312
|
+
process_orders({ current_price, stop_loss, trade_zones, kind, }: {
|
|
1313
|
+
current_price: number;
|
|
1314
|
+
stop_loss: number;
|
|
1315
|
+
trade_zones: number[];
|
|
1316
|
+
kind?: "long" | "short";
|
|
1317
|
+
}): any[];
|
|
1318
|
+
get_risk_per_trade(number_of_orders: number): number;
|
|
1319
|
+
build_trade_dict({ entry, stop, risk, arr, index, new_fees, kind, start, take_profit, }: {
|
|
1320
|
+
entry: number;
|
|
1321
|
+
stop: number;
|
|
1322
|
+
risk: number;
|
|
1323
|
+
arr: number[];
|
|
1324
|
+
index: number;
|
|
1325
|
+
new_fees?: number;
|
|
1326
|
+
kind?: "long" | "short";
|
|
1327
|
+
start?: number;
|
|
1328
|
+
take_profit?: number;
|
|
1329
|
+
}): {
|
|
1330
|
+
entry: number;
|
|
1331
|
+
risk: number;
|
|
1332
|
+
quantity: number;
|
|
1333
|
+
sell_price: number;
|
|
1334
|
+
risk_sell: number;
|
|
1335
|
+
stop: number;
|
|
1336
|
+
pnl: number;
|
|
1337
|
+
fee: number;
|
|
1338
|
+
net: number;
|
|
1339
|
+
incurred: number;
|
|
1340
|
+
stop_percent: number;
|
|
1341
|
+
};
|
|
1342
|
+
to_df(currentPrice: number, places?: string): number;
|
|
1343
|
+
}
|
|
1344
|
+
export type AppConfig = {
|
|
1345
|
+
fee: number;
|
|
1346
|
+
risk_per_trade: number;
|
|
1347
|
+
risk_reward: number;
|
|
1348
|
+
symbol?: string;
|
|
1349
|
+
focus: number;
|
|
1350
|
+
budget: number;
|
|
1351
|
+
support: number;
|
|
1352
|
+
resistance: number;
|
|
1353
|
+
percent_change: number;
|
|
1354
|
+
tradeSplit?: number;
|
|
1355
|
+
take_profit?: number;
|
|
1356
|
+
kind: "long" | "short";
|
|
1357
|
+
entry: number;
|
|
1358
|
+
stop: number;
|
|
1359
|
+
min_size: number;
|
|
1360
|
+
price_places?: string;
|
|
1361
|
+
strategy?: "quantity" | "entry";
|
|
1362
|
+
as_array?: boolean;
|
|
1363
|
+
decimal_places?: string;
|
|
1364
|
+
min_profit?: number;
|
|
1365
|
+
raw?: boolean;
|
|
1366
|
+
gap?: number;
|
|
1367
|
+
rr?: number;
|
|
1368
|
+
max_size?: number;
|
|
1369
|
+
last_value?: any;
|
|
1370
|
+
entries?: any[];
|
|
1371
|
+
max_quantity?: number;
|
|
1372
|
+
kelly?: {
|
|
1373
|
+
use_kelly?: boolean;
|
|
1374
|
+
kelly_confidence_factor?: number;
|
|
1375
|
+
kelly_minimum_risk?: number;
|
|
1376
|
+
kelly_prediction_model?: "exponential" | "normal" | "uniform";
|
|
1377
|
+
kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
|
|
1378
|
+
};
|
|
1379
|
+
distribution?: GetEntriesParams["distribution"];
|
|
1380
|
+
distribution_params?: {
|
|
1381
|
+
curveFactor?: number;
|
|
1382
|
+
stdDevFactor?: number;
|
|
1383
|
+
lambda?: number;
|
|
1384
|
+
};
|
|
1385
|
+
};
|
|
1386
|
+
export type ExtendConfigType = {
|
|
1387
|
+
take_profit?: number;
|
|
1388
|
+
entry: number;
|
|
1389
|
+
risk?: number;
|
|
1390
|
+
stop?: number;
|
|
1391
|
+
risk_reward?: number;
|
|
1392
|
+
raw_instance?: boolean;
|
|
1393
|
+
no_of_trades?: number;
|
|
1394
|
+
increase?: boolean;
|
|
1395
|
+
price_places?: string;
|
|
1396
|
+
decimal_places?: string;
|
|
1397
|
+
min_profit?: number;
|
|
1398
|
+
kind?: "long" | "short";
|
|
1399
|
+
gap?: number;
|
|
1400
|
+
rr?: number;
|
|
1401
|
+
min_avg_size?: number;
|
|
1402
|
+
use_kelly?: boolean;
|
|
1403
|
+
kelly_confidence_factor?: number;
|
|
1404
|
+
kelly_minimum_risk?: number;
|
|
1405
|
+
kelly_prediction_model?: "exponential" | "normal" | "uniform";
|
|
1406
|
+
kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
|
|
1407
|
+
distribution?: GetEntriesParams["distribution"];
|
|
1408
|
+
distribution_params?: {
|
|
1409
|
+
curveFactor?: number;
|
|
1410
|
+
stdDevFactor?: number;
|
|
1411
|
+
lambda?: number;
|
|
1412
|
+
};
|
|
1413
|
+
};
|
|
1414
|
+
export declare function buildConfig(app_config: AppConfig, { take_profit, entry, stop, raw_instance, risk, no_of_trades, min_profit, risk_reward, kind, increase, gap, rr, price_places, decimal_places, use_kelly, kelly_confidence_factor, kelly_minimum_risk, kelly_prediction_model, kelly_func, min_avg_size, distribution, distribution_params, }: ExtendConfigType): any[] | Signal;
|
|
1415
|
+
export declare function buildAvg({ _trades, kind, }: {
|
|
1416
|
+
_trades: any[];
|
|
1417
|
+
kind: "long" | "short";
|
|
1418
|
+
}): any;
|
|
1419
|
+
export declare function sortedBuildConfig(app_config: AppConfig, options: any): any[];
|
|
1420
|
+
export declare function get_app_config_and_max_size(config: GlobalConfig, payload: {
|
|
1421
|
+
entry: number;
|
|
1422
|
+
stop: number;
|
|
1423
|
+
kind: "long" | "short";
|
|
1424
|
+
use_kelly?: boolean;
|
|
1425
|
+
kelly_confidence_factor?: number;
|
|
1426
|
+
kelly_minimum_risk?: number;
|
|
1427
|
+
kelly_prediction_model?: "exponential" | "normal" | "uniform";
|
|
1428
|
+
kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
|
|
1429
|
+
distribution?: GetEntriesParams["distribution"];
|
|
1430
|
+
distribution_params?: {
|
|
1431
|
+
curveFactor?: number;
|
|
1432
|
+
stdDevFactor?: number;
|
|
1433
|
+
lambda?: number;
|
|
1434
|
+
};
|
|
1435
|
+
}): {
|
|
1436
|
+
app_config: AppConfig;
|
|
1437
|
+
max_size: any;
|
|
1438
|
+
last_value: any;
|
|
1439
|
+
entries: {
|
|
1440
|
+
entry: any;
|
|
1441
|
+
avg_entry: any;
|
|
1442
|
+
avg_size: any;
|
|
1443
|
+
neg_pnl: any;
|
|
1444
|
+
quantity: any;
|
|
1445
|
+
}[];
|
|
1446
|
+
};
|
|
1447
|
+
export declare function buildAppConfig(config: GlobalConfig, payload: {
|
|
1448
|
+
entry: number;
|
|
1449
|
+
stop: number;
|
|
1450
|
+
risk_reward: number;
|
|
1451
|
+
risk: number;
|
|
1452
|
+
symbol: string;
|
|
1453
|
+
profit?: number;
|
|
1454
|
+
use_kelly?: boolean;
|
|
1455
|
+
kelly_confidence_factor?: number;
|
|
1456
|
+
kelly_minimum_risk?: number;
|
|
1457
|
+
kelly_prediction_model?: "exponential" | "normal" | "uniform";
|
|
1458
|
+
kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
|
|
1459
|
+
distribution?: GetEntriesParams["distribution"];
|
|
1460
|
+
distribution_params?: {
|
|
1461
|
+
curveFactor?: number;
|
|
1462
|
+
stdDevFactor?: number;
|
|
1463
|
+
lambda?: number;
|
|
1464
|
+
};
|
|
1465
|
+
}): AppConfig;
|
|
1466
|
+
export declare function getOptimumStopAndRisk(app_config: AppConfig, params: {
|
|
1467
|
+
max_size: number;
|
|
1468
|
+
target_stop: number;
|
|
1469
|
+
highest_risk?: number;
|
|
1470
|
+
distribution?: GetEntriesParams["distribution"];
|
|
1471
|
+
distribution_params?: {
|
|
1472
|
+
curveFactor?: number;
|
|
1473
|
+
stdDevFactor?: number;
|
|
1474
|
+
lambda?: number;
|
|
1475
|
+
};
|
|
1476
|
+
}): {
|
|
1477
|
+
optimal_stop: number;
|
|
1478
|
+
optimal_risk: number;
|
|
1479
|
+
avg_size: any;
|
|
1480
|
+
avg_entry: any;
|
|
1481
|
+
result: any[];
|
|
1482
|
+
first_entry: any;
|
|
1483
|
+
neg_pnl: any;
|
|
1484
|
+
risk_reward: number;
|
|
1485
|
+
size_diff: number;
|
|
1486
|
+
entry_diff: number;
|
|
1487
|
+
};
|
|
1488
|
+
export declare function generate_config_params(app_config: AppConfig, payload: {
|
|
1489
|
+
entry: number;
|
|
1490
|
+
stop: number;
|
|
1491
|
+
risk_reward: number;
|
|
1492
|
+
risk: number;
|
|
1493
|
+
symbol: string;
|
|
1494
|
+
}): {
|
|
1495
|
+
entry: number;
|
|
1496
|
+
stop: number;
|
|
1497
|
+
avg_size: any;
|
|
1498
|
+
avg_entry: any;
|
|
1499
|
+
risk_reward: number;
|
|
1500
|
+
neg_pnl: any;
|
|
1501
|
+
risk: number;
|
|
1502
|
+
};
|
|
1503
|
+
export declare function determine_break_even_price(payload: {
|
|
1504
|
+
long_position: {
|
|
1505
|
+
entry: number;
|
|
1506
|
+
quantity: number;
|
|
1507
|
+
};
|
|
1508
|
+
short_position: {
|
|
1509
|
+
entry: number;
|
|
1510
|
+
quantity: number;
|
|
1511
|
+
};
|
|
1512
|
+
fee_percent?: number;
|
|
1513
|
+
}): {
|
|
1514
|
+
price: number;
|
|
1515
|
+
direction: string;
|
|
1516
|
+
};
|
|
1517
|
+
export declare function determine_amount_to_buy(payload: {
|
|
1518
|
+
orders: any[];
|
|
1519
|
+
kind: "long" | "short";
|
|
1520
|
+
decimal_places?: string;
|
|
1521
|
+
price_places?: string;
|
|
1522
|
+
place?: boolean;
|
|
1523
|
+
position: any;
|
|
1524
|
+
existingOrders: any[];
|
|
1525
|
+
}): any[];
|
|
1526
|
+
export declare function generateOptimumAppConfig(config: GlobalConfig, payload: {
|
|
1527
|
+
entry: number;
|
|
1528
|
+
stop: number;
|
|
1529
|
+
risk_reward: number;
|
|
1530
|
+
start_risk: number;
|
|
1531
|
+
max_risk?: number;
|
|
1532
|
+
distribution?: GetEntriesParams["distribution"];
|
|
1533
|
+
distribution_params?: {
|
|
1534
|
+
curveFactor?: number;
|
|
1535
|
+
stdDevFactor?: number;
|
|
1536
|
+
lambda?: number;
|
|
1537
|
+
};
|
|
1538
|
+
}, position: {
|
|
1539
|
+
entry: number;
|
|
1540
|
+
quantity: number;
|
|
1541
|
+
kind: "long" | "short";
|
|
1542
|
+
}): AppConfig | null;
|
|
1543
|
+
export declare function determineOptimumReward(payload: {
|
|
1544
|
+
app_config: AppConfig;
|
|
1545
|
+
increase?: boolean;
|
|
1546
|
+
low_range?: number;
|
|
1547
|
+
high_range?: number;
|
|
1548
|
+
target_loss?: number;
|
|
1549
|
+
distribution?: GetEntriesParams["distribution"];
|
|
1550
|
+
distribution_params?: {
|
|
1551
|
+
curveFactor?: number;
|
|
1552
|
+
stdDevFactor?: number;
|
|
1553
|
+
lambda?: number;
|
|
1554
|
+
};
|
|
1555
|
+
max_size?: number;
|
|
1556
|
+
}): number | {
|
|
1557
|
+
result: any[];
|
|
1558
|
+
value: number;
|
|
1559
|
+
total: number;
|
|
1560
|
+
risk_per_trade: number;
|
|
1561
|
+
max: number;
|
|
1562
|
+
min: number;
|
|
1563
|
+
avg_size: any;
|
|
1564
|
+
neg_pnl: any;
|
|
1565
|
+
entry: any;
|
|
1566
|
+
};
|
|
1567
|
+
export declare function determineOptimumRisk(config: GlobalConfig, payload: {
|
|
1568
|
+
entry: number;
|
|
1569
|
+
stop: number;
|
|
1570
|
+
risk_reward: number;
|
|
1571
|
+
risk: number;
|
|
1572
|
+
symbol: string;
|
|
1573
|
+
distribution?: GetEntriesParams["distribution"];
|
|
1574
|
+
distribution_params?: {
|
|
1575
|
+
curveFactor?: number;
|
|
1576
|
+
stdDevFactor?: number;
|
|
1577
|
+
lambda?: number;
|
|
1578
|
+
};
|
|
1579
|
+
}, params: {
|
|
1580
|
+
highest_risk: number;
|
|
1581
|
+
tolerance?: number;
|
|
1582
|
+
max_iterations?: number;
|
|
1583
|
+
}): {
|
|
1584
|
+
optimal_risk: number;
|
|
1585
|
+
achieved_neg_pnl: number;
|
|
1586
|
+
target_neg_pnl: number;
|
|
1587
|
+
difference: number;
|
|
1588
|
+
iterations: number;
|
|
1589
|
+
converged: boolean;
|
|
1590
|
+
last_value: any;
|
|
1591
|
+
entries: any[];
|
|
1592
|
+
app_config: AppConfig;
|
|
1593
|
+
};
|
|
1594
|
+
export declare function computeRiskReward(payload: {
|
|
1595
|
+
app_config: AppConfig;
|
|
1596
|
+
entry: number;
|
|
1597
|
+
stop: number;
|
|
1598
|
+
risk_per_trade: number;
|
|
1599
|
+
target_loss?: number;
|
|
1600
|
+
distribution?: GetEntriesParams["distribution"];
|
|
1601
|
+
distribution_params?: {
|
|
1602
|
+
curveFactor?: number;
|
|
1603
|
+
stdDevFactor?: number;
|
|
1604
|
+
lambda?: number;
|
|
1605
|
+
};
|
|
1606
|
+
high_range?: number;
|
|
1607
|
+
max_size?: number;
|
|
1608
|
+
}): number | {
|
|
1609
|
+
result: any[];
|
|
1610
|
+
value: number;
|
|
1611
|
+
total: number;
|
|
1612
|
+
risk_per_trade: number;
|
|
1613
|
+
max: number;
|
|
1614
|
+
min: number;
|
|
1615
|
+
avg_size: any;
|
|
1616
|
+
neg_pnl: any;
|
|
1617
|
+
entry: any;
|
|
1618
|
+
};
|
|
1619
|
+
export declare function getRiskReward(payload: {
|
|
1620
|
+
entry: number;
|
|
1621
|
+
stop: number;
|
|
1622
|
+
risk: number;
|
|
1623
|
+
global_config: GlobalConfig;
|
|
1624
|
+
force_exact_risk?: boolean;
|
|
1625
|
+
target_loss?: number;
|
|
1626
|
+
max_size?: number;
|
|
1627
|
+
distribution?: GetEntriesParams["distribution"];
|
|
1628
|
+
distribution_params?: {
|
|
1629
|
+
curveFactor?: number;
|
|
1630
|
+
stdDevFactor?: number;
|
|
1631
|
+
lambda?: number;
|
|
1632
|
+
};
|
|
1633
|
+
risk_factor?: number;
|
|
1634
|
+
high_range?: number;
|
|
1635
|
+
}): any;
|
|
1636
|
+
export declare function computeProfitDetail(payload: {
|
|
1637
|
+
focus_position: {
|
|
1638
|
+
kind: "long" | "short";
|
|
1639
|
+
entry: number;
|
|
1640
|
+
quantity: number;
|
|
1641
|
+
avg_qty: number;
|
|
1642
|
+
avg_price: number;
|
|
1643
|
+
};
|
|
1644
|
+
strategy?: {
|
|
1645
|
+
reward_factor: number;
|
|
1646
|
+
max_reward_factor: number;
|
|
1647
|
+
risk: number;
|
|
1648
|
+
};
|
|
1649
|
+
pnl: number;
|
|
1650
|
+
reduce_position?: {
|
|
1651
|
+
kind: "long" | "short";
|
|
1652
|
+
entry: number;
|
|
1653
|
+
quantity: number;
|
|
1654
|
+
avg_qty: number;
|
|
1655
|
+
avg_price: number;
|
|
1656
|
+
};
|
|
1657
|
+
reverse_position?: {
|
|
1658
|
+
kind: "long" | "short";
|
|
1659
|
+
avg_qty: number;
|
|
1660
|
+
avg_price: number;
|
|
1661
|
+
stop_loss: {
|
|
1662
|
+
price: number;
|
|
1663
|
+
quantity: number;
|
|
1664
|
+
};
|
|
1665
|
+
};
|
|
1666
|
+
full_ratio?: number;
|
|
1667
|
+
price_places?: string;
|
|
1668
|
+
decimal_places?: string;
|
|
1669
|
+
}): {
|
|
1670
|
+
pnl: number;
|
|
1671
|
+
loss: number;
|
|
1672
|
+
full_loss: number;
|
|
1673
|
+
original_pnl: number;
|
|
1674
|
+
reward_factor: number;
|
|
1675
|
+
profit_percent: number;
|
|
1676
|
+
kind: "long" | "short";
|
|
1677
|
+
sell_price: number;
|
|
1678
|
+
quantity: number;
|
|
1679
|
+
price_places: string;
|
|
1680
|
+
decimal_places: string;
|
|
1681
|
+
};
|
|
1682
|
+
export declare function generateGapTp(payload: {
|
|
1683
|
+
long: {
|
|
1684
|
+
entry: number;
|
|
1685
|
+
quantity: number;
|
|
1686
|
+
};
|
|
1687
|
+
short: {
|
|
1688
|
+
entry: number;
|
|
1689
|
+
quantity: number;
|
|
1690
|
+
};
|
|
1691
|
+
risk?: number;
|
|
1692
|
+
kind?: "long" | "short";
|
|
1693
|
+
factor?: number;
|
|
1694
|
+
sell_factor?: number;
|
|
1695
|
+
price_places?: string;
|
|
1696
|
+
decimal_places?: string;
|
|
1697
|
+
}): {
|
|
1698
|
+
profit_percent: {
|
|
1699
|
+
long: number;
|
|
1700
|
+
short: number;
|
|
1701
|
+
};
|
|
1702
|
+
risk: {
|
|
1703
|
+
short: number;
|
|
1704
|
+
long: number;
|
|
1705
|
+
};
|
|
1706
|
+
take_profit: {
|
|
1707
|
+
long: number;
|
|
1708
|
+
short: number;
|
|
1709
|
+
};
|
|
1710
|
+
to_reduce: {
|
|
1711
|
+
short: number;
|
|
1712
|
+
long: number;
|
|
1713
|
+
};
|
|
1714
|
+
full_reduce: {
|
|
1715
|
+
short: number;
|
|
1716
|
+
long: number;
|
|
1717
|
+
};
|
|
1718
|
+
sell_quantity: {
|
|
1719
|
+
short: number;
|
|
1720
|
+
long: number;
|
|
1721
|
+
};
|
|
1722
|
+
gap: number;
|
|
1723
|
+
gap_loss: number;
|
|
1724
|
+
};
|
|
1725
|
+
export declare function calculateFactorFromTakeProfit(payload: {
|
|
1726
|
+
long: {
|
|
1727
|
+
entry: number;
|
|
1728
|
+
quantity: number;
|
|
1729
|
+
};
|
|
1730
|
+
short: {
|
|
1731
|
+
entry: number;
|
|
1732
|
+
quantity: number;
|
|
1733
|
+
};
|
|
1734
|
+
knownTp: number;
|
|
1735
|
+
tpType: "long" | "short";
|
|
1736
|
+
price_places?: string;
|
|
1737
|
+
}): number;
|
|
1738
|
+
export declare function calculateFactorFromSellQuantity(payload: {
|
|
1739
|
+
long: {
|
|
1740
|
+
entry: number;
|
|
1741
|
+
quantity: number;
|
|
1742
|
+
};
|
|
1743
|
+
short: {
|
|
1744
|
+
entry: number;
|
|
1745
|
+
quantity: number;
|
|
1746
|
+
};
|
|
1747
|
+
knownSellQuantity: number;
|
|
1748
|
+
sellType: "long" | "short";
|
|
1749
|
+
sell_factor?: number;
|
|
1750
|
+
price_places?: string;
|
|
1751
|
+
decimal_places?: string;
|
|
1752
|
+
}): number;
|
|
1753
|
+
export declare function determineRewardFactor(payload: {
|
|
1754
|
+
quantity: number;
|
|
1755
|
+
avg_qty: number;
|
|
1756
|
+
minimum_pnl: number;
|
|
1757
|
+
risk: number;
|
|
1758
|
+
}): number;
|
|
1759
|
+
export type BotPosition = {
|
|
1760
|
+
kind: "long" | "short";
|
|
1761
|
+
entry: number;
|
|
1762
|
+
quantity: number;
|
|
1763
|
+
tp: {
|
|
1764
|
+
price: number;
|
|
1765
|
+
};
|
|
1766
|
+
};
|
|
1767
|
+
export declare function getHedgeZone(payload: {
|
|
1768
|
+
symbol_config: GlobalConfig;
|
|
1769
|
+
risk: number;
|
|
1770
|
+
position: BotPosition;
|
|
1771
|
+
reward_factor?: number;
|
|
1772
|
+
risk_factor?: number;
|
|
1773
|
+
support?: number;
|
|
1774
|
+
}): {
|
|
1775
|
+
support: number;
|
|
1776
|
+
resistance: number;
|
|
1777
|
+
risk: number;
|
|
1778
|
+
profit_percent: number;
|
|
1779
|
+
};
|
|
1780
|
+
export declare function getOptimumHedgeFactor(payload: {
|
|
1781
|
+
target_support: number;
|
|
1782
|
+
tolerance?: number;
|
|
1783
|
+
max_iterations?: number;
|
|
1784
|
+
min_factor?: number;
|
|
1785
|
+
max_factor?: number;
|
|
1786
|
+
symbol_config: GlobalConfig;
|
|
1787
|
+
risk: number;
|
|
1788
|
+
position: BotPosition;
|
|
1789
|
+
}): {
|
|
1790
|
+
reward_factor: number;
|
|
1791
|
+
achieved_support: number;
|
|
1792
|
+
target_support: number;
|
|
1793
|
+
difference: number;
|
|
1794
|
+
iterations: number;
|
|
1795
|
+
converged?: undefined;
|
|
1796
|
+
} | {
|
|
1797
|
+
reward_factor: number;
|
|
1798
|
+
achieved_support: number;
|
|
1799
|
+
target_support: number;
|
|
1800
|
+
difference: number;
|
|
1801
|
+
iterations: number;
|
|
1802
|
+
converged: boolean;
|
|
1803
|
+
};
|
|
1804
|
+
export type CType = {
|
|
1805
|
+
next_order: number;
|
|
1806
|
+
take_profit: number;
|
|
1807
|
+
};
|
|
1808
|
+
export declare function determineCompoundLongTrade(payload: {
|
|
1809
|
+
focus_short_position: CType;
|
|
1810
|
+
focus_long_position: CType;
|
|
1811
|
+
shortConfig: {
|
|
1812
|
+
entry: number;
|
|
1813
|
+
stop: number;
|
|
1814
|
+
risk_reward: number;
|
|
1815
|
+
risk: number;
|
|
1816
|
+
symbol: string;
|
|
1817
|
+
profit_percent: number;
|
|
1818
|
+
};
|
|
1819
|
+
rr?: number;
|
|
1820
|
+
global_config: GlobalConfig;
|
|
1821
|
+
}): {
|
|
1822
|
+
start_risk: number;
|
|
1823
|
+
short_profit: number;
|
|
1824
|
+
support: number;
|
|
1825
|
+
resistance: number;
|
|
1826
|
+
long_v: any;
|
|
1827
|
+
profit_percent: number;
|
|
1828
|
+
result: any;
|
|
1829
|
+
short_max_size: any;
|
|
1830
|
+
};
|
|
1831
|
+
export declare function generateOppositeTradeConfig(payload: {
|
|
1832
|
+
kind: "long" | "short";
|
|
1833
|
+
entry: number;
|
|
1834
|
+
quantity: number;
|
|
1835
|
+
target_pnl: number;
|
|
1836
|
+
global_config: GlobalConfig;
|
|
1837
|
+
ratio?: number;
|
|
1838
|
+
}): {
|
|
1839
|
+
entry: number;
|
|
1840
|
+
stop: number;
|
|
1841
|
+
risk: number;
|
|
1842
|
+
risk_reward: number | {
|
|
1843
|
+
result: any[];
|
|
1844
|
+
value: number;
|
|
1845
|
+
total: number;
|
|
1846
|
+
risk_per_trade: number;
|
|
1847
|
+
max: number;
|
|
1848
|
+
min: number;
|
|
1849
|
+
avg_size: any;
|
|
1850
|
+
neg_pnl: any;
|
|
1851
|
+
entry: any;
|
|
1852
|
+
};
|
|
1853
|
+
};
|
|
1854
|
+
export declare function constructAppConfig(payload: {
|
|
1855
|
+
account: PositionsView;
|
|
1856
|
+
global_config: GlobalConfig;
|
|
1857
|
+
kelly_config?: {
|
|
1858
|
+
use_kelly: boolean;
|
|
1859
|
+
kelly_confidence_factor: number;
|
|
1860
|
+
kelly_minimum_risk: number;
|
|
1861
|
+
kelly_prediction_model: string;
|
|
1862
|
+
};
|
|
1863
|
+
distribution_config?: {
|
|
1864
|
+
distribution?: GetEntriesParams["distribution"];
|
|
1865
|
+
distribution_params?: {
|
|
1866
|
+
curveFactor?: number;
|
|
1867
|
+
stdDevFactor?: number;
|
|
1868
|
+
lambda?: number;
|
|
1869
|
+
};
|
|
1870
|
+
};
|
|
1871
|
+
}): {
|
|
1872
|
+
fee: number;
|
|
1873
|
+
risk_per_trade: number;
|
|
1874
|
+
risk_reward: number;
|
|
1875
|
+
symbol?: string;
|
|
1876
|
+
focus: number;
|
|
1877
|
+
budget: number;
|
|
1878
|
+
support: number;
|
|
1879
|
+
resistance: number;
|
|
1880
|
+
percent_change: number;
|
|
1881
|
+
tradeSplit?: number;
|
|
1882
|
+
take_profit?: number;
|
|
1883
|
+
kind: "long" | "short";
|
|
1884
|
+
entry: number;
|
|
1885
|
+
stop: number;
|
|
1886
|
+
min_size: number;
|
|
1887
|
+
price_places?: string;
|
|
1888
|
+
strategy?: "quantity" | "entry";
|
|
1889
|
+
as_array?: boolean;
|
|
1890
|
+
decimal_places?: string;
|
|
1891
|
+
min_profit?: number;
|
|
1892
|
+
raw?: boolean;
|
|
1893
|
+
gap?: number;
|
|
1894
|
+
rr?: number;
|
|
1895
|
+
max_size?: number;
|
|
1896
|
+
last_value?: any;
|
|
1897
|
+
max_quantity?: number;
|
|
1898
|
+
kelly?: {
|
|
1899
|
+
use_kelly?: boolean;
|
|
1900
|
+
kelly_confidence_factor?: number;
|
|
1901
|
+
kelly_minimum_risk?: number;
|
|
1902
|
+
kelly_prediction_model?: "exponential" | "normal" | "uniform";
|
|
1903
|
+
kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
|
|
1904
|
+
};
|
|
1905
|
+
distribution?: GetEntriesParams["distribution"];
|
|
1906
|
+
distribution_params?: {
|
|
1907
|
+
curveFactor?: number;
|
|
1908
|
+
stdDevFactor?: number;
|
|
1909
|
+
lambda?: number;
|
|
1910
|
+
};
|
|
1911
|
+
};
|
|
1912
|
+
export declare function generateDangerousConfig(payload: {
|
|
1913
|
+
account: PositionsView;
|
|
1914
|
+
global_config: GlobalConfig;
|
|
1915
|
+
config: {
|
|
1916
|
+
quantity: number;
|
|
1917
|
+
stop: number;
|
|
1918
|
+
entry: number;
|
|
1919
|
+
};
|
|
1920
|
+
}): {
|
|
1921
|
+
entry: number;
|
|
1922
|
+
risk: number;
|
|
1923
|
+
stop: number;
|
|
1924
|
+
risk_reward: number | {
|
|
1925
|
+
result: any[];
|
|
1926
|
+
value: number;
|
|
1927
|
+
total: number;
|
|
1928
|
+
risk_per_trade: number;
|
|
1929
|
+
max: number;
|
|
1930
|
+
min: number;
|
|
1931
|
+
avg_size: any;
|
|
1932
|
+
neg_pnl: any;
|
|
1933
|
+
entry: any;
|
|
1934
|
+
};
|
|
1935
|
+
};
|
|
1936
|
+
export interface ComputedTrade {
|
|
1937
|
+
entry: number;
|
|
1938
|
+
quantity: number;
|
|
1939
|
+
avg_size: number;
|
|
1940
|
+
neg_pnl: number;
|
|
1941
|
+
avg_entry: number;
|
|
1942
|
+
stop: number;
|
|
1943
|
+
reverse_avg_entry: number;
|
|
1944
|
+
reverse_avg_quantity: number;
|
|
1945
|
+
fee: number;
|
|
1946
|
+
}
|
|
1947
|
+
export type TradeConfig = {
|
|
1948
|
+
entry: number;
|
|
1949
|
+
stop: number;
|
|
1950
|
+
risk_reward: number;
|
|
1951
|
+
risk: number;
|
|
1952
|
+
symbol: string;
|
|
1953
|
+
distribution?: GetEntriesParams["distribution"];
|
|
1954
|
+
distribution_params?: {
|
|
1955
|
+
curveFactor?: number;
|
|
1956
|
+
stdDevFactor?: number;
|
|
1957
|
+
lambda?: number;
|
|
1958
|
+
};
|
|
1959
|
+
};
|
|
1960
|
+
declare function constructAppConfig$1({ config, global_config, }: {
|
|
1961
|
+
config: TradeConfig;
|
|
1962
|
+
global_config: GlobalConfig;
|
|
1963
|
+
}): {
|
|
1964
|
+
fee: number;
|
|
1965
|
+
risk_per_trade: number;
|
|
1966
|
+
risk_reward: number;
|
|
1967
|
+
symbol?: string;
|
|
1968
|
+
focus: number;
|
|
1969
|
+
budget: number;
|
|
1970
|
+
support: number;
|
|
1971
|
+
resistance: number;
|
|
1972
|
+
percent_change: number;
|
|
1973
|
+
tradeSplit?: number;
|
|
1974
|
+
take_profit?: number;
|
|
1975
|
+
kind: "long" | "short";
|
|
1976
|
+
entry: number;
|
|
1977
|
+
stop: number;
|
|
1978
|
+
min_size: number;
|
|
1979
|
+
price_places?: string;
|
|
1980
|
+
strategy?: "quantity" | "entry";
|
|
1981
|
+
as_array?: boolean;
|
|
1982
|
+
decimal_places?: string;
|
|
1983
|
+
min_profit?: number;
|
|
1984
|
+
raw?: boolean;
|
|
1985
|
+
gap?: number;
|
|
1986
|
+
rr?: number;
|
|
1987
|
+
max_size?: number;
|
|
1988
|
+
last_value?: any;
|
|
1989
|
+
max_quantity?: number;
|
|
1990
|
+
kelly?: {
|
|
1991
|
+
use_kelly?: boolean;
|
|
1992
|
+
kelly_confidence_factor?: number;
|
|
1993
|
+
kelly_minimum_risk?: number;
|
|
1994
|
+
kelly_prediction_model?: "exponential" | "normal" | "uniform";
|
|
1995
|
+
kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
|
|
1996
|
+
};
|
|
1997
|
+
distribution?: GetEntriesParams["distribution"];
|
|
1998
|
+
distribution_params?: {
|
|
1999
|
+
curveFactor?: number;
|
|
2000
|
+
stdDevFactor?: number;
|
|
2001
|
+
lambda?: number;
|
|
2002
|
+
};
|
|
2003
|
+
};
|
|
2004
|
+
declare function buildWithOptimumReward({ config, settings, global_config, force_exact, }: {
|
|
2005
|
+
config: TradeConfig;
|
|
2006
|
+
global_config: GlobalConfig;
|
|
2007
|
+
settings: {
|
|
2008
|
+
entry?: number;
|
|
2009
|
+
stop?: number;
|
|
2010
|
+
risk: number;
|
|
2011
|
+
stop_ratio?: number;
|
|
2012
|
+
risk_reward?: number;
|
|
2013
|
+
distribution?: GetEntriesParams["distribution"];
|
|
2014
|
+
distribution_params?: {
|
|
2015
|
+
curveFactor?: number;
|
|
2016
|
+
stdDevFactor?: number;
|
|
2017
|
+
lambda?: number;
|
|
2018
|
+
};
|
|
2019
|
+
};
|
|
2020
|
+
force_exact?: boolean;
|
|
2021
|
+
}): {
|
|
2022
|
+
trades: any[];
|
|
2023
|
+
summary: {
|
|
2024
|
+
entry: number;
|
|
2025
|
+
stop: number;
|
|
2026
|
+
risk: number;
|
|
2027
|
+
risk_reward: any;
|
|
2028
|
+
avg_entry: number;
|
|
2029
|
+
avg_size: number;
|
|
2030
|
+
first_entry: number;
|
|
2031
|
+
pnl: number;
|
|
2032
|
+
fee: number;
|
|
2033
|
+
loss: number;
|
|
2034
|
+
last_entry: number;
|
|
2035
|
+
margin: number;
|
|
2036
|
+
};
|
|
2037
|
+
config: any;
|
|
2038
|
+
stop_order: {
|
|
2039
|
+
quantity: number;
|
|
2040
|
+
price: number;
|
|
2041
|
+
};
|
|
2042
|
+
kind: string;
|
|
2043
|
+
};
|
|
2044
|
+
declare function generateOppositeOptimum({ config, global_config, settings, ratio, distribution, distribution_params, risk_factor, }: {
|
|
2045
|
+
settings: {
|
|
2046
|
+
entry: number;
|
|
2047
|
+
stop: number;
|
|
2048
|
+
risk: number;
|
|
2049
|
+
};
|
|
2050
|
+
config: TradeConfig;
|
|
2051
|
+
global_config: GlobalConfig;
|
|
2052
|
+
fee_percent?: number;
|
|
2053
|
+
ratio?: number;
|
|
2054
|
+
distribution?: any;
|
|
2055
|
+
distribution_params?: {
|
|
2056
|
+
curveFactor?: number;
|
|
2057
|
+
stdDevFactor?: number;
|
|
2058
|
+
lambda?: number;
|
|
2059
|
+
};
|
|
2060
|
+
risk_factor?: number;
|
|
2061
|
+
}): {
|
|
2062
|
+
trades: any[];
|
|
2063
|
+
summary: any;
|
|
2064
|
+
config: {
|
|
2065
|
+
entry: number;
|
|
2066
|
+
stop: number;
|
|
2067
|
+
risk: number;
|
|
2068
|
+
distribution: any;
|
|
2069
|
+
distribution_params: {
|
|
2070
|
+
curveFactor?: number;
|
|
2071
|
+
stdDevFactor?: number;
|
|
2072
|
+
lambda?: number;
|
|
2073
|
+
};
|
|
2074
|
+
risk_factor: number;
|
|
2075
|
+
};
|
|
2076
|
+
kind: string;
|
|
2077
|
+
} | {
|
|
2078
|
+
trades: any[];
|
|
2079
|
+
summary: {
|
|
2080
|
+
entry: number;
|
|
2081
|
+
stop: number;
|
|
2082
|
+
risk: number;
|
|
2083
|
+
risk_reward: any;
|
|
2084
|
+
avg_entry: number;
|
|
2085
|
+
avg_size: number;
|
|
2086
|
+
first_entry: number;
|
|
2087
|
+
pnl: number;
|
|
2088
|
+
fee: number;
|
|
2089
|
+
loss: number;
|
|
2090
|
+
last_entry: number;
|
|
2091
|
+
defaultEntry: number;
|
|
2092
|
+
};
|
|
2093
|
+
config: any;
|
|
2094
|
+
kind: string;
|
|
2095
|
+
};
|
|
2096
|
+
declare function increaseTradeHelper({ increase_qty, stop, config, global_config, style, entry, position, stop_ratio, distribution: default_distribution, distribution_params: default_distribution_params, }: {
|
|
2097
|
+
position: {
|
|
2098
|
+
entry: number;
|
|
2099
|
+
quantity: number;
|
|
2100
|
+
};
|
|
2101
|
+
entry: number;
|
|
2102
|
+
stop: number;
|
|
2103
|
+
config: TradeConfig;
|
|
2104
|
+
global_config: GlobalConfig;
|
|
2105
|
+
increase_qty: number;
|
|
2106
|
+
style: "minimum" | "optimum";
|
|
2107
|
+
stop_ratio?: number;
|
|
2108
|
+
distribution?: any;
|
|
2109
|
+
distribution_params?: {
|
|
2110
|
+
curveFactor?: number;
|
|
2111
|
+
stdDevFactor?: number;
|
|
2112
|
+
lambda?: number;
|
|
2113
|
+
};
|
|
2114
|
+
}): {
|
|
2115
|
+
trades: any[];
|
|
2116
|
+
summary: any;
|
|
2117
|
+
config: any;
|
|
2118
|
+
kind: string;
|
|
2119
|
+
current: {
|
|
2120
|
+
trades: any[];
|
|
2121
|
+
summary: {
|
|
2122
|
+
first_entry: number;
|
|
2123
|
+
last_entry: number;
|
|
2124
|
+
quantity: number;
|
|
2125
|
+
entry: number;
|
|
2126
|
+
loss: number;
|
|
2127
|
+
number_of_trades: number;
|
|
2128
|
+
fee: number;
|
|
2129
|
+
anchor_pnl: any;
|
|
2130
|
+
};
|
|
2131
|
+
};
|
|
2132
|
+
stop_order?: undefined;
|
|
2133
|
+
} | {
|
|
2134
|
+
trades: any[];
|
|
2135
|
+
summary: {
|
|
2136
|
+
entry: number;
|
|
2137
|
+
stop: number;
|
|
2138
|
+
risk: number;
|
|
2139
|
+
risk_reward: any;
|
|
2140
|
+
avg_entry: number;
|
|
2141
|
+
avg_size: number;
|
|
2142
|
+
first_entry: number;
|
|
2143
|
+
pnl: number;
|
|
2144
|
+
fee: number;
|
|
2145
|
+
loss: number;
|
|
2146
|
+
last_entry: number;
|
|
2147
|
+
margin: number;
|
|
2148
|
+
};
|
|
2149
|
+
stop_order: {
|
|
2150
|
+
quantity: number;
|
|
2151
|
+
price: number;
|
|
2152
|
+
};
|
|
2153
|
+
config: any;
|
|
2154
|
+
kind: string;
|
|
2155
|
+
current: {
|
|
2156
|
+
trades: any[];
|
|
2157
|
+
summary: {
|
|
2158
|
+
first_entry: number;
|
|
2159
|
+
last_entry: number;
|
|
2160
|
+
quantity: number;
|
|
2161
|
+
entry: number;
|
|
2162
|
+
loss: number;
|
|
2163
|
+
number_of_trades: number;
|
|
2164
|
+
fee: number;
|
|
2165
|
+
anchor_pnl: any;
|
|
2166
|
+
};
|
|
2167
|
+
};
|
|
2168
|
+
};
|
|
2169
|
+
declare function generatePositionIncreaseTrade({ account, zoneAccount, ratio, config, global_config, style, distribution, distribution_params, }: {
|
|
2170
|
+
style?: "optimum" | "minimum";
|
|
2171
|
+
account: {
|
|
2172
|
+
long: {
|
|
2173
|
+
entry: number;
|
|
2174
|
+
quantity: number;
|
|
2175
|
+
};
|
|
2176
|
+
short: {
|
|
2177
|
+
entry: number;
|
|
2178
|
+
quantity: number;
|
|
2179
|
+
};
|
|
2180
|
+
};
|
|
2181
|
+
config: TradeConfig;
|
|
2182
|
+
global_config: GlobalConfig;
|
|
2183
|
+
zoneAccount: {
|
|
2184
|
+
entry: number;
|
|
2185
|
+
stop: number;
|
|
2186
|
+
};
|
|
2187
|
+
ratio?: number;
|
|
2188
|
+
distribution?: any;
|
|
2189
|
+
distribution_params?: {
|
|
2190
|
+
curveFactor?: number;
|
|
2191
|
+
stdDevFactor?: number;
|
|
2192
|
+
lambda?: number;
|
|
2193
|
+
};
|
|
2194
|
+
}): {
|
|
2195
|
+
trades: any[];
|
|
2196
|
+
summary: any;
|
|
2197
|
+
config: any;
|
|
2198
|
+
kind: string;
|
|
2199
|
+
current: {
|
|
2200
|
+
trades: any[];
|
|
2201
|
+
summary: {
|
|
2202
|
+
first_entry: number;
|
|
2203
|
+
last_entry: number;
|
|
2204
|
+
quantity: number;
|
|
2205
|
+
entry: number;
|
|
2206
|
+
loss: number;
|
|
2207
|
+
number_of_trades: number;
|
|
2208
|
+
fee: number;
|
|
2209
|
+
anchor_pnl: any;
|
|
2210
|
+
};
|
|
2211
|
+
};
|
|
2212
|
+
stop_order?: undefined;
|
|
2213
|
+
} | {
|
|
2214
|
+
trades: any[];
|
|
2215
|
+
summary: {
|
|
2216
|
+
entry: number;
|
|
2217
|
+
stop: number;
|
|
2218
|
+
risk: number;
|
|
2219
|
+
risk_reward: any;
|
|
2220
|
+
avg_entry: number;
|
|
2221
|
+
avg_size: number;
|
|
2222
|
+
first_entry: number;
|
|
2223
|
+
pnl: number;
|
|
2224
|
+
fee: number;
|
|
2225
|
+
loss: number;
|
|
2226
|
+
last_entry: number;
|
|
2227
|
+
margin: number;
|
|
2228
|
+
};
|
|
2229
|
+
stop_order: {
|
|
2230
|
+
quantity: number;
|
|
2231
|
+
price: number;
|
|
2232
|
+
};
|
|
2233
|
+
config: any;
|
|
2234
|
+
kind: string;
|
|
2235
|
+
current: {
|
|
2236
|
+
trades: any[];
|
|
2237
|
+
summary: {
|
|
2238
|
+
first_entry: number;
|
|
2239
|
+
last_entry: number;
|
|
2240
|
+
quantity: number;
|
|
2241
|
+
entry: number;
|
|
2242
|
+
loss: number;
|
|
2243
|
+
number_of_trades: number;
|
|
2244
|
+
fee: number;
|
|
2245
|
+
anchor_pnl: any;
|
|
2246
|
+
};
|
|
2247
|
+
};
|
|
2248
|
+
};
|
|
2249
|
+
declare function determineHedgeTradeToPlace({ position, config, global_config, profit_risk, allowable_loss, }: {
|
|
2250
|
+
position: {
|
|
2251
|
+
entry: number;
|
|
2252
|
+
quantity: number;
|
|
2253
|
+
kind: "long" | "short";
|
|
2254
|
+
};
|
|
2255
|
+
config: TradeConfig;
|
|
2256
|
+
global_config: GlobalConfig;
|
|
2257
|
+
profit_risk?: number;
|
|
2258
|
+
allowable_loss?: number;
|
|
2259
|
+
}): {
|
|
2260
|
+
opposite: {
|
|
2261
|
+
trades: any[];
|
|
2262
|
+
summary: {
|
|
2263
|
+
entry: number;
|
|
2264
|
+
stop: number;
|
|
2265
|
+
risk: number;
|
|
2266
|
+
risk_reward: any;
|
|
2267
|
+
avg_entry: number;
|
|
2268
|
+
avg_size: number;
|
|
2269
|
+
first_entry: number;
|
|
2270
|
+
pnl: number;
|
|
2271
|
+
fee: number;
|
|
2272
|
+
loss: number;
|
|
2273
|
+
last_entry: number;
|
|
2274
|
+
margin: number;
|
|
2275
|
+
};
|
|
2276
|
+
config: any;
|
|
2277
|
+
stop_order: {
|
|
2278
|
+
quantity: number;
|
|
2279
|
+
price: number;
|
|
2280
|
+
};
|
|
2281
|
+
kind: string;
|
|
2282
|
+
};
|
|
2283
|
+
take_profit: number;
|
|
2284
|
+
};
|
|
2285
|
+
export declare const compoundAPI: {
|
|
2286
|
+
determineHedgeTradeToPlace: typeof determineHedgeTradeToPlace;
|
|
2287
|
+
buildWithOptimumReward: typeof buildWithOptimumReward;
|
|
2288
|
+
constructAppConfig: typeof constructAppConfig$1;
|
|
2289
|
+
generateOppositeOptimum: typeof generateOppositeOptimum;
|
|
2290
|
+
increaseTradeHelper: typeof increaseTradeHelper;
|
|
2291
|
+
generatePositionIncreaseTrade: typeof generatePositionIncreaseTrade;
|
|
2292
|
+
};
|
|
2293
|
+
export type ExchangeOrder = {
|
|
2294
|
+
symbol: string;
|
|
2295
|
+
price: number;
|
|
2296
|
+
quantity: number;
|
|
2297
|
+
kind: "long" | "short";
|
|
2298
|
+
side: "buy" | "sell";
|
|
2299
|
+
stop: number;
|
|
2300
|
+
order_id: string;
|
|
2301
|
+
triggerPrice?: number;
|
|
2302
|
+
};
|
|
2303
|
+
export declare class ExchangePosition {
|
|
2304
|
+
exchange: BaseExchange;
|
|
2305
|
+
exchange_account: ExchangeAccount$1;
|
|
2306
|
+
private app_db;
|
|
2307
|
+
private instance;
|
|
2308
|
+
orders: {
|
|
2309
|
+
entries: ExchangeOrder[];
|
|
2310
|
+
stop_orders: ExchangeOrder[];
|
|
2311
|
+
tp_orders: ExchangeOrder[];
|
|
2312
|
+
};
|
|
2313
|
+
constructor(payload: {
|
|
2314
|
+
exchange: BaseExchange;
|
|
2315
|
+
app_db: AppDatabase;
|
|
2316
|
+
instance: PositionsView;
|
|
2317
|
+
exchange_account: ExchangeAccount$1;
|
|
2318
|
+
without_view?: PositionsView;
|
|
2319
|
+
orders?: {
|
|
2320
|
+
entries: any[];
|
|
2321
|
+
stop_orders: any[];
|
|
2322
|
+
tp_orders: any[];
|
|
2323
|
+
};
|
|
2324
|
+
});
|
|
2325
|
+
get symbol_config(): SymbolConfig;
|
|
2326
|
+
initialize(): Promise<void>;
|
|
2327
|
+
getInstance(): PositionsView;
|
|
2328
|
+
get symbol(): any;
|
|
2329
|
+
get kind(): any;
|
|
2330
|
+
get account(): ExchangeAccount;
|
|
2331
|
+
get compound(): CompoundInstance & {
|
|
2332
|
+
amount_to_risk?: number;
|
|
2333
|
+
profit_percent?: number;
|
|
2334
|
+
};
|
|
2335
|
+
getProxyForAccount(): Promise<HttpsProxyAgent<`http://${string}`> | SocksProxyAgent>;
|
|
2336
|
+
cancelOrders(payload: {
|
|
2337
|
+
limit?: boolean;
|
|
510
2338
|
price?: number;
|
|
511
|
-
|
|
512
|
-
|
|
513
|
-
}): Promise<{
|
|
2339
|
+
raw?: boolean;
|
|
2340
|
+
}): Promise<any[] | {
|
|
514
2341
|
success: boolean;
|
|
515
2342
|
message: string;
|
|
516
2343
|
exchange_result?: undefined;
|
|
@@ -526,19 +2353,69 @@ declare class ExchangeAccount$1 {
|
|
|
526
2353
|
message?: undefined;
|
|
527
2354
|
exchange_result?: undefined;
|
|
528
2355
|
}>;
|
|
529
|
-
|
|
530
|
-
|
|
531
|
-
|
|
2356
|
+
getConfig(payload?: {
|
|
2357
|
+
params?: {
|
|
2358
|
+
entry?: number;
|
|
2359
|
+
stop?: number;
|
|
2360
|
+
risk_reward?: number;
|
|
2361
|
+
risk?: number;
|
|
2362
|
+
profit_percent?: number;
|
|
2363
|
+
place_tp?: boolean;
|
|
2364
|
+
profit?: number;
|
|
2365
|
+
reduce_ratio?: number;
|
|
2366
|
+
};
|
|
2367
|
+
}): Promise<import("pocketbase").RecordModel | ScheduledTrade>;
|
|
2368
|
+
updateTargetPnl(): Promise<any>;
|
|
2369
|
+
updateConfigPnl(): Promise<void>;
|
|
2370
|
+
triggerTradeFromConfig(payload: {
|
|
2371
|
+
place?: boolean;
|
|
2372
|
+
raw?: boolean;
|
|
2373
|
+
tp?: boolean;
|
|
2374
|
+
stop?: boolean;
|
|
2375
|
+
use_current?: boolean;
|
|
2376
|
+
ignore_config?: boolean;
|
|
2377
|
+
risky?: boolean;
|
|
2378
|
+
hedge?: boolean;
|
|
2379
|
+
stop_ratio?: number;
|
|
2380
|
+
}): Promise<any>;
|
|
2381
|
+
placeSharedOrder(action: "place_limit_orders" | "place_stop_orders" | "place_tp_orders" | "dangerous_entry_orders", payload: {
|
|
2382
|
+
entry: number;
|
|
2383
|
+
stop: number;
|
|
2384
|
+
risk_reward: number;
|
|
2385
|
+
risk: number;
|
|
2386
|
+
place?: boolean;
|
|
2387
|
+
update_db?: boolean;
|
|
2388
|
+
raw?: boolean;
|
|
2389
|
+
use_current?: boolean;
|
|
2390
|
+
stop_percent?: number;
|
|
2391
|
+
distribution?: GetEntriesParams["distribution"];
|
|
2392
|
+
distribution_params?: {
|
|
2393
|
+
curveFactor?: number;
|
|
2394
|
+
stdDevFactor?: number;
|
|
2395
|
+
lambda?: number;
|
|
2396
|
+
};
|
|
2397
|
+
hedge?: boolean;
|
|
2398
|
+
stop_ratio?: number;
|
|
532
2399
|
}): Promise<any>;
|
|
533
2400
|
buildAppConfig(payload: {
|
|
534
2401
|
entry: number;
|
|
535
2402
|
stop: number;
|
|
536
2403
|
risk_reward: number;
|
|
537
2404
|
risk: number;
|
|
538
|
-
symbol: string;
|
|
539
2405
|
profit?: number;
|
|
540
2406
|
update_db?: boolean;
|
|
541
2407
|
profit_percent?: number;
|
|
2408
|
+
use_kelly?: boolean;
|
|
2409
|
+
kelly_confidence_factor?: number;
|
|
2410
|
+
kelly_minimum_risk?: number;
|
|
2411
|
+
kelly_prediction_model?: "exponential" | "normal" | "uniform";
|
|
2412
|
+
kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
|
|
2413
|
+
distribution?: GetEntriesParams["distribution"];
|
|
2414
|
+
distribution_params?: {
|
|
2415
|
+
curveFactor?: number;
|
|
2416
|
+
stdDevFactor?: number;
|
|
2417
|
+
lambda?: number;
|
|
2418
|
+
};
|
|
542
2419
|
}): Promise<AppConfig>;
|
|
543
2420
|
placeConfigOrders(app_config: AppConfig, solution: {
|
|
544
2421
|
risk_reward: number;
|
|
@@ -549,6 +2426,18 @@ declare class ExchangeAccount$1 {
|
|
|
549
2426
|
neg_pnl: number;
|
|
550
2427
|
min_size: number;
|
|
551
2428
|
symbol: string;
|
|
2429
|
+
stop_percent?: number;
|
|
2430
|
+
use_kelly?: boolean;
|
|
2431
|
+
kelly_confidence_factor?: number;
|
|
2432
|
+
kelly_minimum_risk?: number;
|
|
2433
|
+
kelly_prediction_model?: "exponential" | "normal" | "uniform";
|
|
2434
|
+
kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
|
|
2435
|
+
distribution?: GetEntriesParams["distribution"];
|
|
2436
|
+
distribution_params?: {
|
|
2437
|
+
curveFactor?: number;
|
|
2438
|
+
stdDevFactor?: number;
|
|
2439
|
+
lambda?: number;
|
|
2440
|
+
};
|
|
552
2441
|
}, place?: boolean, skip_stop?: boolean): Promise<{
|
|
553
2442
|
entry_orders: {
|
|
554
2443
|
orders: {
|
|
@@ -571,15 +2460,476 @@ declare class ExchangeAccount$1 {
|
|
|
571
2460
|
};
|
|
572
2461
|
trades: any[];
|
|
573
2462
|
}>;
|
|
574
|
-
determineAmountToBuy(payload: {
|
|
575
|
-
orders: any[];
|
|
2463
|
+
determineAmountToBuy(payload: {
|
|
2464
|
+
orders: any[];
|
|
2465
|
+
kind: "long" | "short";
|
|
2466
|
+
refresh?: boolean;
|
|
2467
|
+
decimal_places?: string;
|
|
2468
|
+
price_places?: string;
|
|
2469
|
+
cancel?: boolean;
|
|
2470
|
+
place?: boolean;
|
|
2471
|
+
}): Promise<any[]>;
|
|
2472
|
+
refresh(live_refresh?: boolean): Promise<{
|
|
2473
|
+
instance: PositionsView;
|
|
2474
|
+
existingOrders: void | Order[];
|
|
2475
|
+
}>;
|
|
2476
|
+
placeTrade(payload: {
|
|
2477
|
+
place?: boolean;
|
|
2478
|
+
tp?: boolean;
|
|
2479
|
+
stop?: boolean;
|
|
2480
|
+
raw?: boolean;
|
|
2481
|
+
limit?: boolean;
|
|
2482
|
+
cancel?: boolean;
|
|
2483
|
+
ignore_config?: boolean;
|
|
2484
|
+
risky?: boolean;
|
|
2485
|
+
target_pnl?: number;
|
|
2486
|
+
hedge?: boolean;
|
|
2487
|
+
stop_ratio?: number;
|
|
2488
|
+
}): Promise<any>;
|
|
2489
|
+
placeStopLimit(payload: {
|
|
2490
|
+
place?: boolean;
|
|
2491
|
+
stop: number;
|
|
2492
|
+
quantity?: number;
|
|
2493
|
+
}): Promise<any>;
|
|
2494
|
+
computeTargetPnl(payload: {
|
|
2495
|
+
secondary: ExchangePosition;
|
|
2496
|
+
}): Promise<number>;
|
|
2497
|
+
runSimulation(payload: {
|
|
2498
|
+
iterations?: number;
|
|
2499
|
+
long_position: ExchangePosition;
|
|
2500
|
+
short_position: ExchangePosition;
|
|
2501
|
+
raw?: boolean;
|
|
2502
|
+
}): Promise<Strategy | {
|
|
2503
|
+
last_entry: any;
|
|
2504
|
+
first_entry: any;
|
|
2505
|
+
threshold: any;
|
|
2506
|
+
risk: number;
|
|
2507
|
+
risk_reward: number;
|
|
2508
|
+
spread: number;
|
|
2509
|
+
gap_loss: number;
|
|
2510
|
+
net_profit: number;
|
|
2511
|
+
long: {
|
|
2512
|
+
avg_entry: number;
|
|
2513
|
+
avg_size: number;
|
|
2514
|
+
loss: number;
|
|
2515
|
+
stop: number;
|
|
2516
|
+
stop_quantity: number;
|
|
2517
|
+
re_entry_quantity: number;
|
|
2518
|
+
initial_pnl: number;
|
|
2519
|
+
tp: number;
|
|
2520
|
+
incurred_loss: number;
|
|
2521
|
+
pnl: number;
|
|
2522
|
+
remaining_quantity: number;
|
|
2523
|
+
};
|
|
2524
|
+
short: {
|
|
2525
|
+
avg_entry: number;
|
|
2526
|
+
avg_size: number;
|
|
2527
|
+
loss: number;
|
|
2528
|
+
stop: number;
|
|
2529
|
+
stop_quantity: number;
|
|
2530
|
+
re_entry_quantity: number;
|
|
2531
|
+
initial_pnl: number;
|
|
2532
|
+
tp: number;
|
|
2533
|
+
incurred_loss: number;
|
|
2534
|
+
pnl: number;
|
|
2535
|
+
remaining_quantity: number;
|
|
2536
|
+
};
|
|
2537
|
+
}[]>;
|
|
2538
|
+
rawConfigUpdate(payload: any): Promise<void>;
|
|
2539
|
+
/**
|
|
2540
|
+
* This method is used to place the opposite trade action
|
|
2541
|
+
*/
|
|
2542
|
+
placeOppositeTradeAction(payload: {
|
|
2543
|
+
data: {
|
|
2544
|
+
avg: {
|
|
2545
|
+
quantity: number;
|
|
2546
|
+
price: number;
|
|
2547
|
+
};
|
|
2548
|
+
entry: number;
|
|
2549
|
+
stop: number;
|
|
2550
|
+
risk_per_trade: number;
|
|
2551
|
+
profit_percent: number;
|
|
2552
|
+
risk_reward: number;
|
|
2553
|
+
};
|
|
2554
|
+
}): Promise<void>;
|
|
2555
|
+
/**
|
|
2556
|
+
* Updates the risk configuration for an empty position using the next_risk value.
|
|
2557
|
+
* This implements progressive risk management where successful trades increase future risk tolerance.
|
|
2558
|
+
*
|
|
2559
|
+
* @param payload.symbol - The trading symbol (e.g., "BTCUSDT")
|
|
2560
|
+
* @param payload.kind - Position type: "long" or "short"
|
|
2561
|
+
* @returns Object indicating if update was successful with old/new risk values
|
|
2562
|
+
*/
|
|
2563
|
+
updateRiskOnEmpty(): Promise<{
|
|
2564
|
+
updated: boolean;
|
|
2565
|
+
symbol: any;
|
|
2566
|
+
kind: any;
|
|
2567
|
+
old_risk: number;
|
|
2568
|
+
new_risk: number;
|
|
2569
|
+
reason?: undefined;
|
|
2570
|
+
} | {
|
|
2571
|
+
updated: boolean;
|
|
2572
|
+
symbol: any;
|
|
2573
|
+
kind: any;
|
|
2574
|
+
reason: string;
|
|
2575
|
+
old_risk?: undefined;
|
|
2576
|
+
new_risk?: undefined;
|
|
2577
|
+
}>;
|
|
2578
|
+
increasePositionAtStop(payload: {
|
|
2579
|
+
place?: boolean;
|
|
2580
|
+
price?: number;
|
|
2581
|
+
quantity?: number;
|
|
2582
|
+
increase?: boolean;
|
|
2583
|
+
ratio_to_loose?: number;
|
|
2584
|
+
reverse_position?: ExchangePosition;
|
|
2585
|
+
increase_ratio?: number;
|
|
2586
|
+
}): Promise<any>;
|
|
2587
|
+
lockReduction({ pnl, place, pause_tp, }: {
|
|
2588
|
+
pnl: number;
|
|
2589
|
+
place?: boolean;
|
|
2590
|
+
pause_tp?: boolean;
|
|
2591
|
+
}): Promise<{
|
|
2592
|
+
sell_ratio: number;
|
|
2593
|
+
current_pnl: number;
|
|
2594
|
+
profit_percent: number;
|
|
2595
|
+
current_price: number;
|
|
2596
|
+
notional_value: number;
|
|
2597
|
+
}>;
|
|
2598
|
+
placeSingleOrder(payload: {
|
|
2599
|
+
long_position: ExchangePosition;
|
|
2600
|
+
short_position: ExchangePosition;
|
|
2601
|
+
}): Promise<string>;
|
|
2602
|
+
placeMarketOrder(payload: {
|
|
2603
|
+
quantity?: number;
|
|
2604
|
+
close?: boolean;
|
|
2605
|
+
}): Promise<void>;
|
|
2606
|
+
generate_config_params(payload: {
|
|
2607
|
+
entry: number;
|
|
2608
|
+
stop: number;
|
|
2609
|
+
risk_reward: number;
|
|
2610
|
+
risk: number;
|
|
2611
|
+
with_trades?: boolean;
|
|
2612
|
+
}): Promise<any>;
|
|
2613
|
+
extrapolateConfig(payload: {
|
|
2614
|
+
risk_reward?: number;
|
|
2615
|
+
risk?: number;
|
|
2616
|
+
kind?: "long" | "short";
|
|
2617
|
+
}): Promise<any>;
|
|
2618
|
+
build_short_order(): Promise<any>;
|
|
2619
|
+
/**
|
|
2620
|
+
* This function builds a config for a symbol
|
|
2621
|
+
* @param payload
|
|
2622
|
+
* @returns
|
|
2623
|
+
*/
|
|
2624
|
+
buildConfigForSymbol(payload: {
|
|
2625
|
+
risk: number;
|
|
2626
|
+
risk_reward?: number;
|
|
2627
|
+
as_config?: boolean;
|
|
2628
|
+
with_trades?: boolean;
|
|
2629
|
+
}): Promise<any>;
|
|
2630
|
+
buildTrades(payload: {
|
|
2631
|
+
risk?: number;
|
|
2632
|
+
}): Promise<{
|
|
2633
|
+
trades: any[];
|
|
2634
|
+
max_size: any;
|
|
2635
|
+
last_price: any;
|
|
2636
|
+
total_size: number;
|
|
2637
|
+
avg_entry: number;
|
|
2638
|
+
}>;
|
|
2639
|
+
tradeConfig(payload: {
|
|
2640
|
+
override?: any;
|
|
2641
|
+
}): Promise<AppConfig>;
|
|
2642
|
+
getOrCreatePositionConfig(payload: {
|
|
2643
|
+
risk?: number;
|
|
2644
|
+
risk_reward?: number;
|
|
2645
|
+
}): Promise<import("pocketbase").RecordModel | ScheduledTrade>;
|
|
2646
|
+
getOppositeConfig(payload: {
|
|
2647
|
+
ratio?: number;
|
|
2648
|
+
}): {
|
|
2649
|
+
entry: number;
|
|
2650
|
+
stop: number;
|
|
2651
|
+
risk: number;
|
|
2652
|
+
risk_reward: number | {
|
|
2653
|
+
result: any[];
|
|
2654
|
+
value: number;
|
|
2655
|
+
total: number;
|
|
2656
|
+
risk_per_trade: number;
|
|
2657
|
+
max: number;
|
|
2658
|
+
min: number;
|
|
2659
|
+
avg_size: any;
|
|
2660
|
+
neg_pnl: any;
|
|
2661
|
+
entry: any;
|
|
2662
|
+
};
|
|
2663
|
+
};
|
|
2664
|
+
getOptimumRiskReward(): Promise<number | {
|
|
2665
|
+
result: any[];
|
|
2666
|
+
value: number;
|
|
2667
|
+
total: number;
|
|
2668
|
+
risk_per_trade: number;
|
|
2669
|
+
max: number;
|
|
2670
|
+
min: number;
|
|
2671
|
+
avg_size: any;
|
|
2672
|
+
neg_pnl: any;
|
|
2673
|
+
entry: any;
|
|
2674
|
+
}>;
|
|
2675
|
+
get appConfig(): {
|
|
2676
|
+
fee: number;
|
|
2677
|
+
risk_per_trade: number;
|
|
2678
|
+
risk_reward: number;
|
|
2679
|
+
symbol?: string;
|
|
2680
|
+
focus: number;
|
|
2681
|
+
budget: number;
|
|
2682
|
+
support: number;
|
|
2683
|
+
resistance: number;
|
|
2684
|
+
percent_change: number;
|
|
2685
|
+
tradeSplit?: number;
|
|
2686
|
+
take_profit?: number;
|
|
2687
|
+
kind: "long" | "short";
|
|
2688
|
+
entry: number;
|
|
2689
|
+
stop: number;
|
|
2690
|
+
min_size: number;
|
|
2691
|
+
price_places?: string;
|
|
2692
|
+
strategy?: "quantity" | "entry";
|
|
2693
|
+
as_array?: boolean;
|
|
2694
|
+
decimal_places?: string;
|
|
2695
|
+
min_profit?: number;
|
|
2696
|
+
raw?: boolean;
|
|
2697
|
+
gap?: number;
|
|
2698
|
+
rr?: number;
|
|
2699
|
+
max_size?: number;
|
|
2700
|
+
last_value?: any;
|
|
2701
|
+
max_quantity?: number;
|
|
2702
|
+
kelly?: {
|
|
2703
|
+
use_kelly?: boolean;
|
|
2704
|
+
kelly_confidence_factor?: number;
|
|
2705
|
+
kelly_minimum_risk?: number;
|
|
2706
|
+
kelly_prediction_model?: "exponential" | "normal" | "uniform";
|
|
2707
|
+
kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
|
|
2708
|
+
};
|
|
2709
|
+
distribution?: GetEntriesParams["distribution"];
|
|
2710
|
+
distribution_params?: {
|
|
2711
|
+
curveFactor?: number;
|
|
2712
|
+
stdDevFactor?: number;
|
|
2713
|
+
lambda?: number;
|
|
2714
|
+
};
|
|
2715
|
+
};
|
|
2716
|
+
updateProfitPercentWithRisk(payload: {
|
|
2717
|
+
focus_position: ExchangePosition;
|
|
2718
|
+
}): Promise<{
|
|
2719
|
+
profit_percent: number;
|
|
2720
|
+
take_profit: number;
|
|
2721
|
+
last_order: number;
|
|
2722
|
+
}>;
|
|
2723
|
+
getOrders(payload: {
|
|
2724
|
+
type?: "limit" | "stop" | "tp";
|
|
2725
|
+
}): {
|
|
2726
|
+
symbol: any;
|
|
2727
|
+
price: any;
|
|
2728
|
+
quantity: any;
|
|
2729
|
+
kind: any;
|
|
2730
|
+
side: any;
|
|
2731
|
+
stop: any;
|
|
2732
|
+
order_id: any;
|
|
2733
|
+
triggerPrice: any;
|
|
2734
|
+
client_order_id: any;
|
|
2735
|
+
}[];
|
|
2736
|
+
cancelExchangeOrder(payload: {
|
|
2737
|
+
type: "limit" | "stop" | "tp";
|
|
2738
|
+
refresh?: boolean;
|
|
2739
|
+
}): Promise<any>;
|
|
2740
|
+
placeDangerousTrade(payload: {
|
|
2741
|
+
entry: number;
|
|
2742
|
+
quantity: number;
|
|
2743
|
+
stop?: number;
|
|
2744
|
+
}): {
|
|
2745
|
+
entry: number;
|
|
2746
|
+
risk: number;
|
|
2747
|
+
stop: number;
|
|
2748
|
+
risk_reward: number | {
|
|
2749
|
+
result: any[];
|
|
2750
|
+
value: number;
|
|
2751
|
+
total: number;
|
|
2752
|
+
risk_per_trade: number;
|
|
2753
|
+
max: number;
|
|
2754
|
+
min: number;
|
|
2755
|
+
avg_size: any;
|
|
2756
|
+
neg_pnl: any;
|
|
2757
|
+
entry: any;
|
|
2758
|
+
};
|
|
2759
|
+
};
|
|
2760
|
+
followStop(payload: {
|
|
2761
|
+
focus_position: ExchangePosition;
|
|
2762
|
+
fee_percent?: number;
|
|
2763
|
+
place?: boolean;
|
|
2764
|
+
}): Promise<any>;
|
|
2765
|
+
get support(): SupportTable;
|
|
2766
|
+
get linkedConfig(): ScheduledTrade;
|
|
2767
|
+
get isActiveTrade(): {
|
|
2768
|
+
config: ScheduledTrade;
|
|
2769
|
+
condition: boolean;
|
|
2770
|
+
};
|
|
2771
|
+
updateCompound(payload?: {
|
|
2772
|
+
place?: boolean;
|
|
2773
|
+
}): Promise<{
|
|
2774
|
+
support: number;
|
|
2775
|
+
counter: number;
|
|
2776
|
+
new_risk: number;
|
|
2777
|
+
condition: boolean;
|
|
2778
|
+
stop: number;
|
|
2779
|
+
}>;
|
|
2780
|
+
cleanOnActiveCompoundInstance(): Promise<void>;
|
|
2781
|
+
}
|
|
2782
|
+
declare class ExchangeAccount$1 {
|
|
2783
|
+
instance: {
|
|
2784
|
+
owner: string;
|
|
2785
|
+
exchange: string;
|
|
2786
|
+
};
|
|
2787
|
+
exchange: BaseExchange;
|
|
2788
|
+
main_exchange?: BaseExchange;
|
|
2789
|
+
private app_db;
|
|
2790
|
+
long_position?: ExchangePosition;
|
|
2791
|
+
short_position?: ExchangePosition;
|
|
2792
|
+
raw_positions?: PositionsView[];
|
|
2793
|
+
constructor(payload: ExchangeType, options: {
|
|
2794
|
+
exchange: BaseExchange;
|
|
2795
|
+
app_db: AppDatabase;
|
|
2796
|
+
main_exchange?: BaseExchange;
|
|
2797
|
+
});
|
|
2798
|
+
/**
|
|
2799
|
+
*In order to avoid rate limiting issues, we cache the live exchange
|
|
2800
|
+
details for each symbol for an account in the database with an option
|
|
2801
|
+
to refresh.
|
|
2802
|
+
*/
|
|
2803
|
+
getDBInstance(): AppDatabase;
|
|
2804
|
+
getLiveExchangeInstance(payload: {
|
|
2805
|
+
symbol: string;
|
|
2806
|
+
refresh?: boolean;
|
|
2807
|
+
refresh_symbol_config?: boolean;
|
|
2808
|
+
}): Promise<import("pocketbase").RecordModel>;
|
|
2809
|
+
initializePositions(payload: {
|
|
2810
|
+
symbol: string;
|
|
2811
|
+
kind: "long" | "short";
|
|
2812
|
+
update?: boolean;
|
|
2813
|
+
}): Promise<ExchangePosition>;
|
|
2814
|
+
getActiveAccount(payload: {
|
|
2815
|
+
symbol: string;
|
|
2816
|
+
full?: boolean;
|
|
2817
|
+
refresh?: boolean;
|
|
2818
|
+
}): Promise<Account | {
|
|
2819
|
+
liquidation: {
|
|
2820
|
+
long: number;
|
|
2821
|
+
short: number;
|
|
2822
|
+
};
|
|
2823
|
+
active_account: Account;
|
|
2824
|
+
current_price: any;
|
|
2825
|
+
exchange: any;
|
|
2826
|
+
}>;
|
|
2827
|
+
refreshAccount(payload: {
|
|
2828
|
+
symbol: string;
|
|
2829
|
+
live_refresh?: boolean;
|
|
2830
|
+
leverage?: number;
|
|
2831
|
+
}): Promise<(PositionsView & {
|
|
2832
|
+
expand?: {
|
|
2833
|
+
config: ScheduledTrade;
|
|
2834
|
+
account: ExchangeAccount;
|
|
2835
|
+
proxy: Proxy$1;
|
|
2836
|
+
};
|
|
2837
|
+
})[]>;
|
|
2838
|
+
syncAccount(options: {
|
|
2839
|
+
symbol: string;
|
|
2840
|
+
kind?: "long" | "short";
|
|
2841
|
+
update?: boolean;
|
|
2842
|
+
as_view?: boolean;
|
|
2843
|
+
leverage?: number;
|
|
2844
|
+
live_refresh?: boolean;
|
|
2845
|
+
}): Promise<PositionsView | (PositionsView & {
|
|
2846
|
+
expand?: {
|
|
2847
|
+
config: ScheduledTrade;
|
|
2848
|
+
account: ExchangeAccount;
|
|
2849
|
+
proxy: Proxy$1;
|
|
2850
|
+
};
|
|
2851
|
+
})[]>;
|
|
2852
|
+
syncOrders(options: {
|
|
2853
|
+
symbol: string;
|
|
2854
|
+
kind?: "long" | "short";
|
|
2855
|
+
update?: boolean;
|
|
2856
|
+
}): Promise<void | Order[]>;
|
|
2857
|
+
toggleStopBuying(payload: {
|
|
2858
|
+
symbol: string;
|
|
2859
|
+
kind: "long" | "short";
|
|
2860
|
+
should_stop?: boolean;
|
|
2861
|
+
}): Promise<import("pocketbase").RecordModel>;
|
|
2862
|
+
getFocusPosition(payload: {
|
|
2863
|
+
symbol: string;
|
|
2864
|
+
kind: "long" | "short";
|
|
2865
|
+
update?: boolean;
|
|
2866
|
+
}): Promise<ExchangePosition>;
|
|
2867
|
+
cancelOrders(payload: {
|
|
2868
|
+
symbol: string;
|
|
2869
|
+
kind: "long" | "short";
|
|
2870
|
+
price?: number;
|
|
2871
|
+
all?: boolean;
|
|
2872
|
+
stop?: boolean;
|
|
2873
|
+
limit?: boolean;
|
|
2874
|
+
raw?: boolean;
|
|
2875
|
+
}): Promise<any[] | {
|
|
2876
|
+
success: boolean;
|
|
2877
|
+
message: string;
|
|
2878
|
+
exchange_result?: undefined;
|
|
2879
|
+
error?: undefined;
|
|
2880
|
+
} | {
|
|
2881
|
+
success: boolean;
|
|
2882
|
+
exchange_result: any;
|
|
2883
|
+
message?: undefined;
|
|
2884
|
+
error?: undefined;
|
|
2885
|
+
} | {
|
|
2886
|
+
success: boolean;
|
|
2887
|
+
error: any;
|
|
2888
|
+
message?: undefined;
|
|
2889
|
+
exchange_result?: undefined;
|
|
2890
|
+
}>;
|
|
2891
|
+
cancelExchangeOrders(payload: {
|
|
2892
|
+
symbol: string;
|
|
2893
|
+
orders: number[];
|
|
2894
|
+
}): Promise<any>;
|
|
2895
|
+
getBreakEvenPrice(payload: {
|
|
2896
|
+
symbol: string;
|
|
2897
|
+
}): Promise<{
|
|
2898
|
+
price: number;
|
|
2899
|
+
direction: string;
|
|
2900
|
+
}>;
|
|
2901
|
+
tradeConfig(payload: {
|
|
2902
|
+
symbol: string;
|
|
576
2903
|
kind: "long" | "short";
|
|
577
|
-
|
|
578
|
-
|
|
2904
|
+
override?: any;
|
|
2905
|
+
}): Promise<AppConfig>;
|
|
2906
|
+
justInTimeProfit(payload: {
|
|
579
2907
|
symbol: string;
|
|
2908
|
+
target_pnl: number;
|
|
2909
|
+
kind: "long" | "short";
|
|
2910
|
+
refresh?: boolean;
|
|
580
2911
|
place?: boolean;
|
|
581
|
-
|
|
582
|
-
|
|
2912
|
+
take_profit?: number;
|
|
2913
|
+
pause_tp?: boolean;
|
|
2914
|
+
}): Promise<{
|
|
2915
|
+
sell_ratio: number;
|
|
2916
|
+
current_pnl: number;
|
|
2917
|
+
profit_percent: number;
|
|
2918
|
+
current_price: number;
|
|
2919
|
+
notional_value: number;
|
|
2920
|
+
}>;
|
|
2921
|
+
buildTrades(payload: {
|
|
2922
|
+
symbol: string;
|
|
2923
|
+
kind: "long" | "short";
|
|
2924
|
+
risk?: number;
|
|
2925
|
+
}): Promise<{
|
|
2926
|
+
trades: any[];
|
|
2927
|
+
max_size: any;
|
|
2928
|
+
last_price: any;
|
|
2929
|
+
total_size: number;
|
|
2930
|
+
avg_entry: number;
|
|
2931
|
+
}>;
|
|
2932
|
+
placeSharedOrder(action: "place_limit_orders" | "place_stop_orders" | "place_tp_orders" | "dangerous_entry_orders", payload: {
|
|
583
2933
|
symbol: string;
|
|
584
2934
|
entry: number;
|
|
585
2935
|
stop: number;
|
|
@@ -588,7 +2938,15 @@ declare class ExchangeAccount$1 {
|
|
|
588
2938
|
place?: boolean;
|
|
589
2939
|
update_db?: boolean;
|
|
590
2940
|
raw?: boolean;
|
|
2941
|
+
use_current?: boolean;
|
|
2942
|
+
stop_percent?: number;
|
|
591
2943
|
}): Promise<any>;
|
|
2944
|
+
getOrCreatePositionConfig(payload: {
|
|
2945
|
+
symbol: string;
|
|
2946
|
+
kind: "long" | "short";
|
|
2947
|
+
risk?: number;
|
|
2948
|
+
risk_reward?: number;
|
|
2949
|
+
}): Promise<import("pocketbase").RecordModel | ScheduledTrade>;
|
|
592
2950
|
getPositionConfig(payload: {
|
|
593
2951
|
symbol: string;
|
|
594
2952
|
kind: "long" | "short";
|
|
@@ -601,16 +2959,16 @@ declare class ExchangeAccount$1 {
|
|
|
601
2959
|
place_tp?: boolean;
|
|
602
2960
|
profit?: number;
|
|
603
2961
|
};
|
|
604
|
-
}): Promise<
|
|
2962
|
+
}): Promise<import("pocketbase").RecordModel | ScheduledTrade>;
|
|
605
2963
|
getCurrentPrice(symbol: string): Promise<any>;
|
|
606
|
-
|
|
607
|
-
|
|
608
|
-
|
|
609
|
-
}>;
|
|
2964
|
+
getAccountStrategy(payload: {
|
|
2965
|
+
symbol: string;
|
|
2966
|
+
}): Promise<AccountStrategy>;
|
|
610
2967
|
buildReduceConfig(payload: {
|
|
611
2968
|
symbol: string;
|
|
612
2969
|
kind?: "long" | "short";
|
|
613
2970
|
as_dict?: boolean;
|
|
2971
|
+
target_pnl?: number;
|
|
614
2972
|
trigger?: {
|
|
615
2973
|
long: boolean;
|
|
616
2974
|
short: boolean;
|
|
@@ -640,6 +2998,7 @@ declare class ExchangeAccount$1 {
|
|
|
640
2998
|
not_reduce: boolean;
|
|
641
2999
|
ratio: any;
|
|
642
3000
|
use_full: boolean;
|
|
3001
|
+
sell_ratio: any;
|
|
643
3002
|
};
|
|
644
3003
|
short: {
|
|
645
3004
|
minimum_pnl: number;
|
|
@@ -649,6 +3008,7 @@ declare class ExchangeAccount$1 {
|
|
|
649
3008
|
not_reduce: boolean;
|
|
650
3009
|
ratio: any;
|
|
651
3010
|
use_full: boolean;
|
|
3011
|
+
sell_ratio: number;
|
|
652
3012
|
};
|
|
653
3013
|
trigger: {
|
|
654
3014
|
long: boolean;
|
|
@@ -678,16 +3038,9 @@ declare class ExchangeAccount$1 {
|
|
|
678
3038
|
trigger?: boolean;
|
|
679
3039
|
refresh?: boolean;
|
|
680
3040
|
kind?: "long" | "short";
|
|
3041
|
+
target_pnl?: number;
|
|
681
3042
|
}): Promise<any>;
|
|
682
3043
|
reEnterPositionOnEmpty(symbol: string): Promise<void>;
|
|
683
|
-
generate_config_params(payload: {
|
|
684
|
-
entry: number;
|
|
685
|
-
stop: number;
|
|
686
|
-
risk_reward: number;
|
|
687
|
-
risk: number;
|
|
688
|
-
symbol: string;
|
|
689
|
-
with_trades?: boolean;
|
|
690
|
-
}): Promise<any>;
|
|
691
3044
|
build_short_order(payload: {
|
|
692
3045
|
symbol: string;
|
|
693
3046
|
kind: "long" | "short";
|
|
@@ -698,18 +3051,48 @@ declare class ExchangeAccount$1 {
|
|
|
698
3051
|
risk_reward?: number;
|
|
699
3052
|
risk?: number;
|
|
700
3053
|
}): Promise<any>;
|
|
3054
|
+
placeMarketOrder(payload: {
|
|
3055
|
+
symbol: string;
|
|
3056
|
+
kind: "long" | "short";
|
|
3057
|
+
quantity?: number;
|
|
3058
|
+
close?: boolean;
|
|
3059
|
+
}): Promise<void>;
|
|
3060
|
+
placeSingleOrder(payload: {
|
|
3061
|
+
symbol: string;
|
|
3062
|
+
kind: "long" | "short";
|
|
3063
|
+
}): Promise<string>;
|
|
3064
|
+
followStop(payload: {
|
|
3065
|
+
symbol: string;
|
|
3066
|
+
kind: "long" | "short";
|
|
3067
|
+
fee_percent?: number;
|
|
3068
|
+
focus_position: ExchangePosition;
|
|
3069
|
+
place?: boolean;
|
|
3070
|
+
}): Promise<any>;
|
|
3071
|
+
increasePositionAtStop(payload: {
|
|
3072
|
+
symbol: string;
|
|
3073
|
+
kind: "long" | "short";
|
|
3074
|
+
place?: boolean;
|
|
3075
|
+
price?: number;
|
|
3076
|
+
quantity?: number;
|
|
3077
|
+
increase?: boolean;
|
|
3078
|
+
ratio_to_loose?: number;
|
|
3079
|
+
}): Promise<any>;
|
|
701
3080
|
triggerTradeFromConfig(payload: {
|
|
702
3081
|
symbol: string;
|
|
703
3082
|
kind: "long" | "short";
|
|
704
3083
|
place?: boolean;
|
|
705
3084
|
raw?: boolean;
|
|
706
3085
|
tp?: boolean;
|
|
3086
|
+
stop?: boolean;
|
|
3087
|
+
use_current?: boolean;
|
|
3088
|
+
ignore_config?: boolean;
|
|
3089
|
+
risky?: boolean;
|
|
707
3090
|
}): Promise<any>;
|
|
708
3091
|
verifyStopLoss(payload: {
|
|
709
3092
|
symbol: string;
|
|
710
3093
|
kind: "long" | "short";
|
|
711
3094
|
revert?: boolean;
|
|
712
|
-
}): Promise<
|
|
3095
|
+
}): Promise<void | Order[]>;
|
|
713
3096
|
windDownSymbol(payload: {
|
|
714
3097
|
symbol: string;
|
|
715
3098
|
risk_reward?: number;
|
|
@@ -718,7 +3101,159 @@ declare class ExchangeAccount$1 {
|
|
|
718
3101
|
updateTargetPnl(payload: {
|
|
719
3102
|
symbol: string;
|
|
720
3103
|
kind: "long" | "short";
|
|
721
|
-
}): Promise<
|
|
3104
|
+
}): Promise<any>;
|
|
3105
|
+
updateRiskOnEmpty(payload: {
|
|
3106
|
+
symbol: string;
|
|
3107
|
+
kind: "long" | "short";
|
|
3108
|
+
}): Promise<{
|
|
3109
|
+
updated: boolean;
|
|
3110
|
+
symbol: any;
|
|
3111
|
+
kind: any;
|
|
3112
|
+
old_risk: number;
|
|
3113
|
+
new_risk: number;
|
|
3114
|
+
reason?: undefined;
|
|
3115
|
+
} | {
|
|
3116
|
+
updated: boolean;
|
|
3117
|
+
symbol: any;
|
|
3118
|
+
kind: any;
|
|
3119
|
+
reason: string;
|
|
3120
|
+
old_risk?: undefined;
|
|
3121
|
+
new_risk?: undefined;
|
|
3122
|
+
}>;
|
|
3123
|
+
updateGoodHedgeConfig(payload: {
|
|
3124
|
+
symbol: string;
|
|
3125
|
+
params?: {
|
|
3126
|
+
support: number;
|
|
3127
|
+
resistance: number;
|
|
3128
|
+
risk: number;
|
|
3129
|
+
profit_percent: number;
|
|
3130
|
+
};
|
|
3131
|
+
risk_factor?: number;
|
|
3132
|
+
update?: boolean;
|
|
3133
|
+
place?: boolean;
|
|
3134
|
+
update_tp?: boolean;
|
|
3135
|
+
}): Promise<{
|
|
3136
|
+
support: number;
|
|
3137
|
+
resistance: number;
|
|
3138
|
+
risk: number;
|
|
3139
|
+
profit_percent: number;
|
|
3140
|
+
}>;
|
|
3141
|
+
/**
|
|
3142
|
+
* This method is used to place the opposite trade action
|
|
3143
|
+
*/
|
|
3144
|
+
placeOppositeTradeAction(payload: {
|
|
3145
|
+
symbol: string;
|
|
3146
|
+
kind: "long" | "short";
|
|
3147
|
+
data: {
|
|
3148
|
+
avg: {
|
|
3149
|
+
quantity: number;
|
|
3150
|
+
price: number;
|
|
3151
|
+
};
|
|
3152
|
+
entry: number;
|
|
3153
|
+
stop: number;
|
|
3154
|
+
risk_per_trade: number;
|
|
3155
|
+
profit_percent: number;
|
|
3156
|
+
risk_reward: number;
|
|
3157
|
+
};
|
|
3158
|
+
}): Promise<void>;
|
|
3159
|
+
buildOppositeTrades(payload: {
|
|
3160
|
+
symbol: string;
|
|
3161
|
+
kind: "long" | "short";
|
|
3162
|
+
place?: boolean;
|
|
3163
|
+
place_symbol?: string;
|
|
3164
|
+
}): Promise<{
|
|
3165
|
+
avg: {
|
|
3166
|
+
entry: number;
|
|
3167
|
+
price: number;
|
|
3168
|
+
quantity: number;
|
|
3169
|
+
};
|
|
3170
|
+
loss: number;
|
|
3171
|
+
profit_percent: number;
|
|
3172
|
+
fee: number;
|
|
3173
|
+
risk_per_trade: number;
|
|
3174
|
+
risk_reward: number;
|
|
3175
|
+
symbol?: string;
|
|
3176
|
+
focus: number;
|
|
3177
|
+
budget: number;
|
|
3178
|
+
support: number;
|
|
3179
|
+
resistance: number;
|
|
3180
|
+
percent_change: number;
|
|
3181
|
+
tradeSplit?: number;
|
|
3182
|
+
take_profit?: number;
|
|
3183
|
+
kind: "long" | "short";
|
|
3184
|
+
entry: number;
|
|
3185
|
+
stop: number;
|
|
3186
|
+
min_size: number;
|
|
3187
|
+
price_places?: string;
|
|
3188
|
+
strategy?: "quantity" | "entry";
|
|
3189
|
+
as_array?: boolean;
|
|
3190
|
+
decimal_places?: string;
|
|
3191
|
+
min_profit?: number;
|
|
3192
|
+
raw?: boolean;
|
|
3193
|
+
gap?: number;
|
|
3194
|
+
rr?: number;
|
|
3195
|
+
max_size?: number;
|
|
3196
|
+
max_quantity?: number;
|
|
3197
|
+
kelly?: {
|
|
3198
|
+
use_kelly?: boolean;
|
|
3199
|
+
kelly_confidence_factor?: number;
|
|
3200
|
+
kelly_minimum_risk?: number;
|
|
3201
|
+
kelly_prediction_model?: "exponential" | "normal" | "uniform";
|
|
3202
|
+
kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
|
|
3203
|
+
};
|
|
3204
|
+
distribution?: GetEntriesParams["distribution"];
|
|
3205
|
+
distribution_params?: {
|
|
3206
|
+
curveFactor?: number;
|
|
3207
|
+
stdDevFactor?: number;
|
|
3208
|
+
lambda?: number;
|
|
3209
|
+
};
|
|
3210
|
+
}>;
|
|
3211
|
+
runSimulation(payload: {
|
|
3212
|
+
symbol: string;
|
|
3213
|
+
kind: "long" | "short";
|
|
3214
|
+
iterations?: number;
|
|
3215
|
+
raw?: boolean;
|
|
3216
|
+
}): Promise<Strategy | {
|
|
3217
|
+
last_entry: any;
|
|
3218
|
+
first_entry: any;
|
|
3219
|
+
threshold: any;
|
|
3220
|
+
risk: number;
|
|
3221
|
+
risk_reward: number;
|
|
3222
|
+
spread: number;
|
|
3223
|
+
gap_loss: number;
|
|
3224
|
+
net_profit: number;
|
|
3225
|
+
long: {
|
|
3226
|
+
avg_entry: number;
|
|
3227
|
+
avg_size: number;
|
|
3228
|
+
loss: number;
|
|
3229
|
+
stop: number;
|
|
3230
|
+
stop_quantity: number;
|
|
3231
|
+
re_entry_quantity: number;
|
|
3232
|
+
initial_pnl: number;
|
|
3233
|
+
tp: number;
|
|
3234
|
+
incurred_loss: number;
|
|
3235
|
+
pnl: number;
|
|
3236
|
+
remaining_quantity: number;
|
|
3237
|
+
};
|
|
3238
|
+
short: {
|
|
3239
|
+
avg_entry: number;
|
|
3240
|
+
avg_size: number;
|
|
3241
|
+
loss: number;
|
|
3242
|
+
stop: number;
|
|
3243
|
+
stop_quantity: number;
|
|
3244
|
+
re_entry_quantity: number;
|
|
3245
|
+
initial_pnl: number;
|
|
3246
|
+
tp: number;
|
|
3247
|
+
incurred_loss: number;
|
|
3248
|
+
pnl: number;
|
|
3249
|
+
remaining_quantity: number;
|
|
3250
|
+
};
|
|
3251
|
+
}[]>;
|
|
3252
|
+
getCurrentRun(payload: {
|
|
3253
|
+
symbol: string;
|
|
3254
|
+
kind?: "long" | "short";
|
|
3255
|
+
pnl?: number;
|
|
3256
|
+
}): Promise<true | import("pocketbase").RecordModel>;
|
|
722
3257
|
recomputeSymbolConfig(payload: {
|
|
723
3258
|
symbol: string;
|
|
724
3259
|
refresh?: boolean;
|
|
@@ -756,8 +3291,7 @@ declare class ExchangeAccount$1 {
|
|
|
756
3291
|
symbol: string;
|
|
757
3292
|
kind: "long" | "short";
|
|
758
3293
|
type: "limit" | "stop" | "tp";
|
|
759
|
-
|
|
760
|
-
}): Promise<import("pocketbase").RecordModel[]>;
|
|
3294
|
+
}): Promise<Order[]>;
|
|
761
3295
|
syncPositionConfigs(payload: {
|
|
762
3296
|
symbol: string;
|
|
763
3297
|
kind: "long" | "short";
|
|
@@ -774,20 +3308,235 @@ declare class ExchangeAccount$1 {
|
|
|
774
3308
|
symbol: string;
|
|
775
3309
|
kind: "long" | "short";
|
|
776
3310
|
}): Promise<number>;
|
|
3311
|
+
placeStopLimit(payload: {
|
|
3312
|
+
symbol: string;
|
|
3313
|
+
kind: "long" | "short";
|
|
3314
|
+
place?: boolean;
|
|
3315
|
+
stop: number;
|
|
3316
|
+
quantity?: number;
|
|
3317
|
+
}): Promise<any>;
|
|
3318
|
+
placeDangerousTrade(payload: {
|
|
3319
|
+
symbol: string;
|
|
3320
|
+
config: {
|
|
3321
|
+
entry: number;
|
|
3322
|
+
quantity: number;
|
|
3323
|
+
stop: number;
|
|
3324
|
+
};
|
|
3325
|
+
kind: "long" | "short";
|
|
3326
|
+
}): Promise<{
|
|
3327
|
+
entry: number;
|
|
3328
|
+
risk: number;
|
|
3329
|
+
stop: number;
|
|
3330
|
+
risk_reward: number | {
|
|
3331
|
+
result: any[];
|
|
3332
|
+
value: number;
|
|
3333
|
+
total: number;
|
|
3334
|
+
risk_per_trade: number;
|
|
3335
|
+
max: number;
|
|
3336
|
+
min: number;
|
|
3337
|
+
avg_size: any;
|
|
3338
|
+
neg_pnl: any;
|
|
3339
|
+
entry: any;
|
|
3340
|
+
};
|
|
3341
|
+
}>;
|
|
777
3342
|
placeTrade(payload: {
|
|
778
3343
|
symbol: string;
|
|
779
3344
|
kind: "long" | "short";
|
|
780
3345
|
place?: boolean;
|
|
3346
|
+
limit?: boolean;
|
|
781
3347
|
tp?: boolean;
|
|
3348
|
+
stop?: boolean;
|
|
3349
|
+
raw?: boolean;
|
|
3350
|
+
cancel?: boolean;
|
|
3351
|
+
ignore_config?: boolean;
|
|
3352
|
+
target_pnl?: number;
|
|
3353
|
+
risky?: boolean;
|
|
782
3354
|
}): Promise<any>;
|
|
3355
|
+
updateConfigPnl(payload: {
|
|
3356
|
+
symbol: string;
|
|
3357
|
+
kind: "long" | "short";
|
|
3358
|
+
}): Promise<void>;
|
|
3359
|
+
determineReduceTp(payload: {
|
|
3360
|
+
symbol: string;
|
|
3361
|
+
factor: number;
|
|
3362
|
+
}): Promise<{
|
|
3363
|
+
long_diff: number;
|
|
3364
|
+
short_diff: number;
|
|
3365
|
+
gap: number;
|
|
3366
|
+
gap_cost: number;
|
|
3367
|
+
long_tp: number;
|
|
3368
|
+
short_tp: number;
|
|
3369
|
+
long_percent: number;
|
|
3370
|
+
short_percent: number;
|
|
3371
|
+
}>;
|
|
3372
|
+
oppositeGapExists(payload: {
|
|
3373
|
+
symbol: string;
|
|
3374
|
+
kind: "long" | "short";
|
|
3375
|
+
}): Promise<void>;
|
|
3376
|
+
profitWithinGapStrategy(payload: {
|
|
3377
|
+
symbol: string;
|
|
3378
|
+
callback?: (params: {
|
|
3379
|
+
symbol: string;
|
|
3380
|
+
account: ExchangeType;
|
|
3381
|
+
kind: "long" | "short";
|
|
3382
|
+
}) => Promise<any>;
|
|
3383
|
+
}): Promise<{
|
|
3384
|
+
config_details: {
|
|
3385
|
+
app_config: {
|
|
3386
|
+
fee: number;
|
|
3387
|
+
risk_per_trade: number;
|
|
3388
|
+
risk_reward: number;
|
|
3389
|
+
symbol?: string;
|
|
3390
|
+
focus: number;
|
|
3391
|
+
budget: number;
|
|
3392
|
+
support: number;
|
|
3393
|
+
resistance: number;
|
|
3394
|
+
percent_change: number;
|
|
3395
|
+
tradeSplit?: number;
|
|
3396
|
+
take_profit?: number;
|
|
3397
|
+
kind: "long" | "short";
|
|
3398
|
+
entry: number;
|
|
3399
|
+
stop: number;
|
|
3400
|
+
min_size: number;
|
|
3401
|
+
price_places?: string;
|
|
3402
|
+
strategy?: "quantity" | "entry";
|
|
3403
|
+
as_array?: boolean;
|
|
3404
|
+
decimal_places?: string;
|
|
3405
|
+
min_profit?: number;
|
|
3406
|
+
raw?: boolean;
|
|
3407
|
+
gap?: number;
|
|
3408
|
+
rr?: number;
|
|
3409
|
+
max_size?: number;
|
|
3410
|
+
max_quantity?: number;
|
|
3411
|
+
kelly?: {
|
|
3412
|
+
use_kelly?: boolean;
|
|
3413
|
+
kelly_confidence_factor?: number;
|
|
3414
|
+
kelly_minimum_risk?: number;
|
|
3415
|
+
kelly_prediction_model?: "exponential" | "normal" | "uniform";
|
|
3416
|
+
kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
|
|
3417
|
+
};
|
|
3418
|
+
distribution?: GetEntriesParams["distribution"];
|
|
3419
|
+
distribution_params?: {
|
|
3420
|
+
curveFactor?: number;
|
|
3421
|
+
stdDevFactor?: number;
|
|
3422
|
+
lambda?: number;
|
|
3423
|
+
};
|
|
3424
|
+
};
|
|
3425
|
+
last_value: any;
|
|
3426
|
+
};
|
|
3427
|
+
}>;
|
|
3428
|
+
generateGapTp(payload: {
|
|
3429
|
+
symbol: string;
|
|
3430
|
+
factor?: number;
|
|
3431
|
+
}): Promise<{
|
|
3432
|
+
profit_percent: {
|
|
3433
|
+
long: number;
|
|
3434
|
+
short: number;
|
|
3435
|
+
};
|
|
3436
|
+
risk: {
|
|
3437
|
+
short: number;
|
|
3438
|
+
long: number;
|
|
3439
|
+
};
|
|
3440
|
+
take_profit: {
|
|
3441
|
+
long: number;
|
|
3442
|
+
short: number;
|
|
3443
|
+
};
|
|
3444
|
+
to_reduce: {
|
|
3445
|
+
short: number;
|
|
3446
|
+
long: number;
|
|
3447
|
+
};
|
|
3448
|
+
full_reduce: {
|
|
3449
|
+
short: number;
|
|
3450
|
+
long: number;
|
|
3451
|
+
};
|
|
3452
|
+
sell_quantity: {
|
|
3453
|
+
short: number;
|
|
3454
|
+
long: number;
|
|
3455
|
+
};
|
|
3456
|
+
gap: number;
|
|
3457
|
+
gap_loss: number;
|
|
3458
|
+
}>;
|
|
3459
|
+
getSellPriceFromStrategy(payload: {
|
|
3460
|
+
symbol: string;
|
|
3461
|
+
reduce_position: PositionsView;
|
|
3462
|
+
kind?: "long" | "short";
|
|
3463
|
+
full_ratio?: number;
|
|
3464
|
+
}): Promise<{
|
|
3465
|
+
pnl: number;
|
|
3466
|
+
loss: number;
|
|
3467
|
+
full_loss: number;
|
|
3468
|
+
original_pnl: number;
|
|
3469
|
+
reward_factor: number;
|
|
3470
|
+
profit_percent: number;
|
|
3471
|
+
kind: "long" | "short";
|
|
3472
|
+
sell_price: number;
|
|
3473
|
+
quantity: number;
|
|
3474
|
+
price_places: string;
|
|
3475
|
+
decimal_places: string;
|
|
3476
|
+
}>;
|
|
3477
|
+
placeCompoundShortTrade(payload: {}): Promise<void>;
|
|
3478
|
+
placeCompoundLongTrade(payload: {
|
|
3479
|
+
symbol: string;
|
|
3480
|
+
params: {
|
|
3481
|
+
resistance: number;
|
|
3482
|
+
support: number;
|
|
3483
|
+
profit_percent: number;
|
|
3484
|
+
risk_reward: number;
|
|
3485
|
+
risk: number;
|
|
3486
|
+
};
|
|
3487
|
+
place?: boolean;
|
|
3488
|
+
}): Promise<void>;
|
|
3489
|
+
getConfigProfiles(payload: {
|
|
3490
|
+
symbol: string;
|
|
3491
|
+
kind: "long" | "short";
|
|
3492
|
+
}): Promise<{
|
|
3493
|
+
id: any;
|
|
3494
|
+
entry: any;
|
|
3495
|
+
stop: any;
|
|
3496
|
+
kind: "long" | "short";
|
|
3497
|
+
risk_reward: any;
|
|
3498
|
+
risk: any;
|
|
3499
|
+
profit_percent: any;
|
|
3500
|
+
}[]>;
|
|
783
3501
|
}
|
|
3502
|
+
declare function getExchangeAccount(payload: {
|
|
3503
|
+
account: ExchangeType;
|
|
3504
|
+
app_db: AppDatabase;
|
|
3505
|
+
getCredentials: (payload: {
|
|
3506
|
+
account: string;
|
|
3507
|
+
exchange: string;
|
|
3508
|
+
app_db: AppDatabase;
|
|
3509
|
+
}) => Promise<{
|
|
3510
|
+
api_key: string;
|
|
3511
|
+
api_secret: string;
|
|
3512
|
+
email: string;
|
|
3513
|
+
}>;
|
|
3514
|
+
proxyOptions?: {
|
|
3515
|
+
proxy?: any;
|
|
3516
|
+
ignore_proxy?: boolean;
|
|
3517
|
+
};
|
|
3518
|
+
canWithdraw?: boolean;
|
|
3519
|
+
}): Promise<ExchangeAccount$1>;
|
|
784
3520
|
declare class App {
|
|
785
|
-
|
|
3521
|
+
app_db: AppDatabase;
|
|
3522
|
+
proxyOptions?: {
|
|
3523
|
+
proxy?: any;
|
|
3524
|
+
ignore_proxy?: boolean;
|
|
3525
|
+
canWithdraw?: boolean;
|
|
3526
|
+
};
|
|
786
3527
|
private getCredentials;
|
|
787
|
-
constructor(app_db: AppDatabase, getCredentials: (
|
|
3528
|
+
constructor(app_db: AppDatabase, getCredentials: (payload: {
|
|
3529
|
+
account: string;
|
|
3530
|
+
exchange: string;
|
|
3531
|
+
}) => Promise<{
|
|
788
3532
|
api_key: string;
|
|
789
3533
|
api_secret: string;
|
|
790
|
-
|
|
3534
|
+
email: string;
|
|
3535
|
+
}>, proxyOptions?: {
|
|
3536
|
+
proxy?: any;
|
|
3537
|
+
ignore_proxy?: boolean;
|
|
3538
|
+
canWithdraw?: boolean;
|
|
3539
|
+
});
|
|
791
3540
|
getExchangeAccount(account: ExchangeType): Promise<ExchangeAccount$1>;
|
|
792
3541
|
syncAccount(payload: {
|
|
793
3542
|
account: ExchangeType;
|
|
@@ -799,13 +3548,14 @@ declare class App {
|
|
|
799
3548
|
expand?: {
|
|
800
3549
|
config: ScheduledTrade;
|
|
801
3550
|
account: ExchangeAccount;
|
|
3551
|
+
proxy: Proxy$1;
|
|
802
3552
|
};
|
|
803
3553
|
})[]>;
|
|
804
3554
|
syncOrders(payload: {
|
|
805
3555
|
account: ExchangeType;
|
|
806
3556
|
symbol: string;
|
|
807
3557
|
kind: "long" | "short";
|
|
808
|
-
}): Promise<
|
|
3558
|
+
}): Promise<boolean>;
|
|
809
3559
|
cancelOrders(payload: {
|
|
810
3560
|
account: ExchangeType;
|
|
811
3561
|
symbol: string;
|
|
@@ -813,7 +3563,7 @@ declare class App {
|
|
|
813
3563
|
price?: number;
|
|
814
3564
|
all?: boolean;
|
|
815
3565
|
stop?: boolean;
|
|
816
|
-
}): Promise<{
|
|
3566
|
+
}): Promise<any[] | {
|
|
817
3567
|
success: boolean;
|
|
818
3568
|
message: string;
|
|
819
3569
|
exchange_result?: undefined;
|
|
@@ -829,23 +3579,6 @@ declare class App {
|
|
|
829
3579
|
message?: undefined;
|
|
830
3580
|
exchange_result?: undefined;
|
|
831
3581
|
}>;
|
|
832
|
-
generateConfig(payload: {
|
|
833
|
-
account: ExchangeType;
|
|
834
|
-
symbol: string;
|
|
835
|
-
kind: "long" | "short";
|
|
836
|
-
update_orders?: boolean;
|
|
837
|
-
place_orders?: boolean;
|
|
838
|
-
}): Promise<any>;
|
|
839
|
-
updateReduceRatio(payload: {
|
|
840
|
-
account: ExchangeType;
|
|
841
|
-
symbol: string;
|
|
842
|
-
}): Promise<{
|
|
843
|
-
long_position: any;
|
|
844
|
-
short_position: any;
|
|
845
|
-
long_db_position: any;
|
|
846
|
-
short_db_position: any;
|
|
847
|
-
balance: any;
|
|
848
|
-
}>;
|
|
849
3582
|
getWindingDownMarkets(): Promise<WindingDownMarket[]>;
|
|
850
3583
|
updateSymbolConfigs(payload: {
|
|
851
3584
|
configs: {
|
|
@@ -869,9 +3602,16 @@ declare class App {
|
|
|
869
3602
|
getNonEssentialSymbols(): Promise<Set<any>>;
|
|
870
3603
|
refreshAllPositionsWithSymbol(payload: {
|
|
871
3604
|
symbol: string;
|
|
3605
|
+
callback?: (payload: {
|
|
3606
|
+
symbol: string;
|
|
3607
|
+
account: ExchangeType;
|
|
3608
|
+
}) => Promise<any>;
|
|
872
3609
|
}): Promise<void>;
|
|
3610
|
+
autoFollowPositions(): Promise<void>;
|
|
873
3611
|
getMoverExchangeInstances(): Promise<ExchangeAccount[]>;
|
|
874
|
-
updateTpOnAllMarkets(
|
|
3612
|
+
updateTpOnAllMarkets(callback?: (payload: {
|
|
3613
|
+
account: ExchangeType;
|
|
3614
|
+
}) => Promise<any>): Promise<void>;
|
|
875
3615
|
triggerMoverTask(payload: {
|
|
876
3616
|
callback: (params: {
|
|
877
3617
|
symbol: string;
|
|
@@ -882,6 +3622,107 @@ declare class App {
|
|
|
882
3622
|
account: ExchangeType;
|
|
883
3623
|
}) => Promise<any>;
|
|
884
3624
|
}): Promise<void>;
|
|
3625
|
+
placeTrade(payload: {
|
|
3626
|
+
account: ExchangeType;
|
|
3627
|
+
symbol: string;
|
|
3628
|
+
kind: "long" | "short";
|
|
3629
|
+
place?: boolean;
|
|
3630
|
+
tp?: boolean;
|
|
3631
|
+
cancel?: boolean;
|
|
3632
|
+
raw?: boolean;
|
|
3633
|
+
}): Promise<any>;
|
|
3634
|
+
runDbStrategyAccounts(payload: {
|
|
3635
|
+
runningCallback: (params: {
|
|
3636
|
+
symbol: string;
|
|
3637
|
+
account: ExchangeType;
|
|
3638
|
+
}) => Promise<any>;
|
|
3639
|
+
notRunningCallback: (params: {
|
|
3640
|
+
symbol: string;
|
|
3641
|
+
account: ExchangeType;
|
|
3642
|
+
kind: "long" | "short";
|
|
3643
|
+
}) => Promise<any>;
|
|
3644
|
+
}): Promise<void>;
|
|
3645
|
+
profitWithinGapStrategy(payload: {
|
|
3646
|
+
account: ExchangeType;
|
|
3647
|
+
symbol: string;
|
|
3648
|
+
}): Promise<{
|
|
3649
|
+
config_details: {
|
|
3650
|
+
app_config: {
|
|
3651
|
+
fee: number;
|
|
3652
|
+
risk_per_trade: number;
|
|
3653
|
+
risk_reward: number;
|
|
3654
|
+
symbol?: string;
|
|
3655
|
+
focus: number;
|
|
3656
|
+
budget: number;
|
|
3657
|
+
support: number;
|
|
3658
|
+
resistance: number;
|
|
3659
|
+
percent_change: number;
|
|
3660
|
+
tradeSplit?: number;
|
|
3661
|
+
take_profit?: number;
|
|
3662
|
+
kind: "long" | "short";
|
|
3663
|
+
entry: number;
|
|
3664
|
+
stop: number;
|
|
3665
|
+
min_size: number;
|
|
3666
|
+
price_places?: string;
|
|
3667
|
+
strategy?: "quantity" | "entry";
|
|
3668
|
+
as_array?: boolean;
|
|
3669
|
+
decimal_places?: string;
|
|
3670
|
+
min_profit?: number;
|
|
3671
|
+
raw?: boolean;
|
|
3672
|
+
gap?: number;
|
|
3673
|
+
rr?: number;
|
|
3674
|
+
max_size?: number;
|
|
3675
|
+
max_quantity?: number;
|
|
3676
|
+
kelly?: {
|
|
3677
|
+
use_kelly?: boolean;
|
|
3678
|
+
kelly_confidence_factor?: number;
|
|
3679
|
+
kelly_minimum_risk?: number;
|
|
3680
|
+
kelly_prediction_model?: "exponential" | "normal" | "uniform";
|
|
3681
|
+
kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
|
|
3682
|
+
};
|
|
3683
|
+
distribution?: GetEntriesParams["distribution"];
|
|
3684
|
+
distribution_params?: {
|
|
3685
|
+
curveFactor?: number;
|
|
3686
|
+
stdDevFactor?: number;
|
|
3687
|
+
lambda?: number;
|
|
3688
|
+
};
|
|
3689
|
+
};
|
|
3690
|
+
last_value: any;
|
|
3691
|
+
};
|
|
3692
|
+
}>;
|
|
3693
|
+
compoundLongTrade(payload: {
|
|
3694
|
+
main_account: ExchangeType & {
|
|
3695
|
+
symbol: string;
|
|
3696
|
+
};
|
|
3697
|
+
focus_account: ExchangeType & {
|
|
3698
|
+
symbol: string;
|
|
3699
|
+
};
|
|
3700
|
+
place?: boolean;
|
|
3701
|
+
rr?: number;
|
|
3702
|
+
}): Promise<{
|
|
3703
|
+
start_risk: number;
|
|
3704
|
+
short_profit: number;
|
|
3705
|
+
support: number;
|
|
3706
|
+
resistance: number;
|
|
3707
|
+
long_v: any;
|
|
3708
|
+
profit_percent: number;
|
|
3709
|
+
result: any;
|
|
3710
|
+
short_max_size: any;
|
|
3711
|
+
}>;
|
|
3712
|
+
reduceExistingPosition(payload: {
|
|
3713
|
+
main_account: ExchangeType & {
|
|
3714
|
+
symbol: string;
|
|
3715
|
+
kind?: "long" | "short";
|
|
3716
|
+
};
|
|
3717
|
+
reduce_account: ExchangeType & {
|
|
3718
|
+
symbol: string;
|
|
3719
|
+
};
|
|
3720
|
+
kind: "long" | "short";
|
|
3721
|
+
place?: boolean;
|
|
3722
|
+
increase?: boolean;
|
|
3723
|
+
full_ratio?: number;
|
|
3724
|
+
cancel_limit?: boolean;
|
|
3725
|
+
}): Promise<any>;
|
|
885
3726
|
}
|
|
886
3727
|
export declare function initApp(payload: {
|
|
887
3728
|
db: {
|
|
@@ -889,15 +3730,50 @@ export declare function initApp(payload: {
|
|
|
889
3730
|
email: string;
|
|
890
3731
|
password: string;
|
|
891
3732
|
};
|
|
892
|
-
|
|
3733
|
+
password?: string;
|
|
3734
|
+
salt?: string;
|
|
3735
|
+
email?: string;
|
|
3736
|
+
getCredentials: (payload: {
|
|
3737
|
+
account: string;
|
|
3738
|
+
exchange: string;
|
|
3739
|
+
app_db: AppDatabase;
|
|
3740
|
+
}) => Promise<{
|
|
893
3741
|
api_key: string;
|
|
894
3742
|
api_secret: string;
|
|
3743
|
+
email: string;
|
|
895
3744
|
}>;
|
|
3745
|
+
proxy?: any;
|
|
3746
|
+
ignore_proxy?: boolean;
|
|
3747
|
+
canWithdraw?: boolean;
|
|
3748
|
+
triggerToken?: string;
|
|
3749
|
+
}): Promise<App>;
|
|
3750
|
+
declare function getCredentials(payload: {
|
|
3751
|
+
account: string;
|
|
3752
|
+
exchange: string;
|
|
3753
|
+
app_db: AppDatabase;
|
|
3754
|
+
}): Promise<any>;
|
|
3755
|
+
export declare function initialize(payload: {
|
|
3756
|
+
password?: string;
|
|
3757
|
+
proxy?: any;
|
|
3758
|
+
ignore_proxy?: boolean;
|
|
3759
|
+
canWithdraw?: boolean;
|
|
896
3760
|
}): Promise<App>;
|
|
897
|
-
|
|
3761
|
+
|
|
3762
|
+
declare namespace database {
|
|
3763
|
+
export { AppDatabase, ExchangeType, decryptObject, encryptObject, initPocketBaseClient };
|
|
3764
|
+
}
|
|
3765
|
+
declare namespace exchange_account {
|
|
3766
|
+
export { ExchangeAccount$1 as ExchangeAccount, getExchangeAccount };
|
|
3767
|
+
}
|
|
3768
|
+
declare namespace app {
|
|
3769
|
+
export { App, getCredentials, initApp, initialize };
|
|
3770
|
+
}
|
|
898
3771
|
|
|
899
3772
|
export {
|
|
900
3773
|
ExchangeAccount$1 as ExchangeAccount,
|
|
3774
|
+
app,
|
|
3775
|
+
database,
|
|
3776
|
+
exchange_account,
|
|
901
3777
|
};
|
|
902
3778
|
|
|
903
3779
|
export {};
|