@gbozee/ultimate 0.0.2-21 → 0.0.2-211

package/dist/frontend-index.d.ts

@@ -0,0 +1,1747 @@
+// Generated by dts-bundle-generator v9.5.1
+
+export declare function profitHelper(longPosition: any, shortPosition: any, config?: any, contract_size?: number, balance?: number): {
+	long: any;
+	short: any;
+};
+export declare function getParamForField(self: any, configs: any[], field: string, isGroup?: string): any | any[];
+export declare function getTradeEntries(entry: number, min_size: number, kind: "long" | "short", size: number, spread?: number): {
+	entry: number;
+	size: number;
+}[];
+export declare function extractValue(_param: any, condition: boolean): any;
+export declare function asCoins(symbol: string): string;
+export declare const SpecialCoins: string[];
+export declare function allCoins(symbols: string[]): string[];
+export declare function formatPrice(value: number, opts?: {
+	locale?: string;
+	currency?: string;
+}): string;
+export declare function to_f(value: string | number, places?: string): number;
+export declare function determine_stop_and_size(entry: number, pnl: number, take_profit: number, kind?: string): number;
+export declare const range: (start: number, stop: number, step?: number) => number[];
+export declare function determine_amount_to_sell(entry: number, quantity: number, sell_price: number, pnl: number, kind: "long" | "short", places?: string): number;
+export declare function determine_position_size({ entry, stop, budget, percent, min_size, notional_value, as_coin, places, }: {
+	entry: number;
+	stop?: number;
+	budget?: number;
+	percent?: number;
+	notional_value?: number;
+	min_size?: number;
+	as_coin?: boolean;
+	places?: string;
+}): number;
+export declare function determine_remaining_entry({ risk, max_size, stop_loss, kind, position, }: {
+	risk: number;
+	max_size: number;
+	stop_loss: number;
+	kind: string;
+	position: {
+		quantity: number;
+		entry: number;
+	};
+}): number;
+export declare function determine_average_entry_and_size(orders: Array<{
+	price: number;
+	quantity: number;
+}>, places?: string, price_places?: string): {
+	entry: number;
+	price: number;
+	quantity: number;
+};
+export declare const createArray: (start: number, stop: number, step: number) => number[];
+export declare const groupBy: (xs: any[], key: string) => any;
+export declare function fibonacci_analysis({ support, resistance, kind, trend, places, }: {
+	support: number;
+	resistance: number;
+	kind?: string;
+	trend?: string;
+	places?: string;
+}): number[];
+export declare const groupIntoPairs: (arr: any[], size: number) => any[][];
+export declare const groupIntoPairsWithSumLessThan: (arr: any[], targetSum: number, key?: string, firstSize?: number) => any[][];
+/**
+ *  This function computes the cummulative entry and size for each trade
+ * @param trades The trades for which the cummulative entry and size will be computed
+ * @param config The current config
+ * @returns An array of trades with the cummulative entry and size
+ */
+export declare const computeTotalAverageForEachTrade: (trades: any[], config: any) => any[];
+export declare function getDecimalPlaces(numberString: string | number): number;
+export declare function createGapPairs<T>(arr: T[], gap: number, item?: T): [
+	T,
+	T
+][];
+export declare function logWithLineNumber(...args: any[]): void;
+export declare function computeSellZones(payload: {
+	entry: number;
+	exit: number;
+	zones?: number;
+}): number[];
+export type RawPosition = {
+	entry: number;
+	quantity: number;
+	price_places: string;
+	decimal_places?: string;
+};
+export type ConfigOptionType = {
+	reduce_ratio: number | string;
+	profit_percent: number | string;
+};
+/**
+ * This function determines the take profit price for a given position based of the profit percent and the reduce ratio
+ * @param payload
+ * @returns {
+ *  tp_price: number;
+ *  pnl: number;
+ *  quantity: number;
+ *  reduce_quantity: number;
+ *  expected_loss: number;
+ * }
+ */
+export declare function determineTPSl(payload: {
+	sell_ratio?: number;
+	positions: {
+		long: RawPosition;
+		short: RawPosition;
+	};
+	configs: {
+		long: ConfigOptionType;
+		short: ConfigOptionType;
+	};
+	kind: "long" | "short";
+	decimal_places?: string;
+}): {
+	tp_price: number;
+	pnl: number;
+	quantity: number;
+	reduce_quantity: number;
+	expected_loss: number;
+};
+export interface GetEntriesParams {
+	kind: "long" | "short";
+	distribution: "arithmetic" | "geometric" | "normal" | "exponential" | "inverse-exponential";
+	margin_range: [
+		number,
+		number
+	];
+	risk_reward: number;
+	price_places?: string;
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
+}
+export type SignalConfigType = {
+	symbol?: string;
+	focus: number;
+	budget: number;
+	percent_change?: number;
+	price_places?: string;
+	decimal_places?: string;
+	zone_risk?: number;
+	fee?: number;
+	support?: number;
+	risk_reward?: number;
+	resistance?: number;
+	risk_per_trade?: number;
+	increase_size?: boolean;
+	additional_increase?: number;
+	minimum_pnl?: number;
+	take_profit?: number;
+	increase_position?: boolean;
+	minimum_size?: number;
+	first_order_size?: number;
+	gap?: number;
+	max_size?: number;
+	use_kelly?: boolean;
+	kelly_prediction_model?: "exponential" | "normal" | "uniform";
+	kelly_confidence_factor?: number;
+	kelly_minimum_risk?: number;
+	kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
+	full_distribution?: {
+		long: GetEntriesParams["distribution"];
+		short: GetEntriesParams["distribution"];
+	};
+	max_quantity?: number;
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
+};
+declare class Signal {
+	focus: number;
+	budget: number;
+	percent_change: number;
+	price_places: string;
+	distribution_params: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
+	decimal_places: string;
+	zone_risk: number;
+	fee: number;
+	support?: number;
+	risk_reward: number;
+	resistance?: number;
+	risk_per_trade?: number;
+	increase_size: boolean;
+	additional_increase: number;
+	minimum_pnl: number;
+	take_profit?: number;
+	increase_position: boolean;
+	minimum_size: any;
+	first_order_size: number;
+	gap: number;
+	max_size: number;
+	use_kelly: boolean;
+	kelly_prediction_model: "exponential" | "normal" | "uniform";
+	kelly_confidence_factor: number;
+	kelly_minimum_risk: number;
+	kelly_func: "theoretical" | "position_based" | "theoretical_fixed";
+	symbol?: string;
+	distribution: {
+		long: GetEntriesParams["distribution"];
+		short: GetEntriesParams["distribution"];
+	};
+	max_quantity: number;
+	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);
+	build_entry({ current_price, stop_loss, pnl, stop_percent, kind, risk, no_of_trades, take_profit, distribution, distribution_params, }: {
+		take_profit?: number;
+		no_of_trades?: number;
+		current_price: number;
+		stop_loss?: number;
+		kind?: "long" | "short";
+		risk: number;
+		stop_percent?: number;
+		pnl?: number;
+		distribution?: GetEntriesParams["distribution"];
+		distribution_params?: {
+			curveFactor?: number;
+			stdDevFactor?: number;
+			lambda?: number;
+		};
+	}): any;
+	get risk(): number;
+	get min_trades(): number;
+	get min_price(): number;
+	build_opposite_order({ current_price, kind, }: {
+		current_price: number;
+		kind?: "long" | "short";
+	}): any;
+	special_build_orders({ current_price, kind, }: {
+		current_price: number;
+		kind?: "long" | "short";
+	}): any;
+	build_orders({ current_price, kind, limit, replace_focus, max_index, min_index, }: {
+		current_price: number;
+		kind?: "long" | "short";
+		limit?: boolean;
+		replace_focus?: boolean;
+		max_index?: number;
+		min_index?: number;
+	}): any;
+	build_orders_old({ current_price, kind, limit, replace_focus, max_index, min_index, }: {
+		current_price: number;
+		kind?: "long" | "short";
+		limit?: boolean;
+		replace_focus?: boolean;
+		max_index?: number;
+		min_index?: number;
+	}): any;
+	get_bulk_trade_zones({ current_price, kind, limit, }: {
+		current_price: number;
+		kind?: "long" | "short";
+		limit?: boolean;
+	}): any;
+	get_future_zones_simple({ current_price, kind, raw, }: {
+		raw?: boolean;
+		current_price: number;
+		kind?: "long" | "short";
+	}): number[];
+	get_future_zones({ current_price, kind, raw, }: {
+		raw?: boolean;
+		current_price: number;
+		kind?: "long" | "short";
+	}): number[];
+	to_f(value: number, places?: string): number;
+	get_margin_zones({ current_price, kind, }: {
+		current_price: number;
+		kind?: "long" | "short";
+	}): number[][];
+	get_margin_range(current_price: number, kind?: string): number[];
+	process_orders({ current_price, stop_loss, trade_zones, kind, }: {
+		current_price: number;
+		stop_loss: number;
+		trade_zones: number[];
+		kind?: "long" | "short";
+	}): any[];
+	get_risk_per_trade(number_of_orders: number): number;
+	build_trade_dict({ entry, stop, risk, arr, index, new_fees, kind, start, take_profit, }: {
+		entry: number;
+		stop: number;
+		risk: number;
+		arr: number[];
+		index: number;
+		new_fees?: number;
+		kind?: "long" | "short";
+		start?: number;
+		take_profit?: number;
+	}): {
+		entry: number;
+		risk: number;
+		quantity: number;
+		sell_price: number;
+		risk_sell: number;
+		stop: number;
+		pnl: number;
+		fee: number;
+		net: number;
+		incurred: number;
+		stop_percent: number;
+	};
+	to_df(currentPrice: number, places?: string): number;
+}
+export type GlobalConfig = {
+	profit_percent?: number;
+	symbol: string;
+	profit?: number;
+	risk?: number;
+	stop_percent?: number;
+	kind: "long" | "short";
+	reduce_percent?: number;
+	support: number;
+	resistance: number;
+	price_places: string;
+	decimal_places: string;
+	min_size?: number;
+	accounts?: {
+		owner: string;
+		exchange?: string;
+	}[];
+	risk_reward?: number;
+	reverse_factor?: number;
+	leverage?: number;
+	max_quantity?: number;
+	fee_percent?: number;
+};
+export interface BaseSystemFields {
+	id: string;
+	created: string;
+	updated: string;
+}
+export interface ExchangeAccount extends BaseSystemFields {
+	exchange: "binance" | "bybit";
+	owner: string;
+	email?: string;
+	user?: string;
+	usdt?: number;
+	usdc?: number;
+	proxy?: string;
+	bullish?: boolean;
+	bearish?: boolean;
+	movePercent?: number;
+	totalRisk?: number;
+	max_non_essential?: number;
+	profit_percent?: number;
+	risk_reward?: number;
+	exclude_coins?: {
+		bullish?: string[];
+	};
+	include_delisted?: boolean;
+}
+export interface SymbolConfig extends BaseSystemFields {
+	symbol: string;
+	support?: number;
+	resistance?: number;
+	stop_percent?: number;
+	price_places?: string;
+	decimal_places?: string;
+	min_size?: number;
+	weight?: number;
+	leverage?: number;
+	candle_count?: number;
+	interval?: any;
+	fee_percent?: number;
+}
+export interface ScheduledTrade extends BaseSystemFields {
+	symbol: string;
+	account: string;
+	profit?: number;
+	risk?: number;
+	entry?: number;
+	stop?: number;
+	risk_reward?: number;
+	profit_percent?: number;
+	place_tp?: boolean;
+	kind?: "long" | "short";
+	follow?: boolean | 1 | 0;
+	reduce_ratio?: number;
+	sell_ratio?: number;
+	threshold_qty?: number;
+	pause_tp?: boolean;
+	stop_percent?: number;
+	kelly?: {
+		use_kelly?: boolean;
+		kelly_confidence_factor?: number;
+		kelly_minimum_risk?: number;
+		kelly_prediction_model?: "exponential" | "normal" | "uniform";
+	};
+	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
+	settings?: {
+		gap_trading?: {
+			entry_risk?: number;
+			hedge_stop_ratio?: number;
+		};
+		bad_hedge?: {
+			hedges_distribution?: GetEntriesParams["distribution"];
+			hedges_ratio?: number;
+			opposite_trade_distribution?: GetEntriesParams["distribution"];
+			opposite_trade_ratio?: number;
+			stop_loss?: number;
+		};
+	};
+}
+export interface AccountStrategy extends BaseSystemFields {
+	account: string;
+	symbol: string;
+	risk?: number;
+	reward_factor?: number;
+	kind?: "long" | "short";
+	support?: number;
+	resistance?: number;
+	running?: boolean;
+	max_reward_factor?: number;
+	follow?: boolean;
+	risk_reward?: number;
+	dynamic?: boolean;
+}
+interface Proxy$1 extends BaseSystemFields {
+	ip_address?: string;
+	type?: "http" | "socks5";
+}
+export interface PositionsView {
+	id: string;
+	symbol?: any;
+	entry?: any;
+	quantity?: any;
+	take_profit?: any;
+	account?: any;
+	kind?: any;
+	target_pnl?: number;
+	liquidation?: number;
+	avg_price?: number;
+	avg_qty?: number;
+	next_order?: number;
+	last_order?: number;
+	config?: any;
+	stop_loss?: {
+		price: number;
+		quantity: number;
+	};
+	stop_pnl?: any;
+	leverage?: any;
+	avg_liquidation?: any;
+	balance?: any;
+	reduce_ratio?: number;
+	sell_ratio?: number;
+	threshold_qty?: number;
+	follow?: boolean | 1 | 0;
+	current_price?: number;
+	usd_balance?: number;
+	tp?: {
+		price: number;
+		quantity: number;
+	};
+	next_risk?: number;
+	proxy?: string;
+	expand?: {
+		p_account?: ExchangeAccount;
+		b_config?: ScheduledTrade;
+		proxy?: Proxy$1;
+		account_strategy?: AccountStrategy;
+		compound_instance?: CompoundInstance;
+		support?: SupportTable;
+		symbol_config: SymbolConfig;
+		resistance?: SupportTable;
+		anchor?: Omit<PositionsView, "expand">;
+	};
+	pnl?: number;
+	support_price?: number;
+}
+export interface Compounder extends BaseSystemFields {
+	risk?: number;
+	profit_percent?: number;
+	owner?: string;
+	completed?: boolean;
+	start_balance?: number;
+	starting_risk?: number;
+	fee_rate?: number;
+}
+export interface CompoundInstance extends BaseSystemFields {
+	ref?: string;
+	position?: string;
+	risk?: number;
+	hedged?: boolean;
+	loss?: number;
+	expand?: {
+		ref?: Compounder;
+	};
+}
+export interface SupportTable extends BaseSystemFields {
+	symbol?: string;
+	price?: number;
+	counter?: number;
+	last_updated?: string;
+	kind?: "long" | "short";
+}
+export type AppConfig = {
+	fee: number;
+	risk_per_trade: number;
+	risk_reward: number;
+	symbol?: string;
+	focus: number;
+	budget: number;
+	support: number;
+	resistance: number;
+	percent_change: number;
+	tradeSplit?: number;
+	take_profit?: number;
+	kind: "long" | "short";
+	entry: number;
+	stop: number;
+	min_size: number;
+	price_places?: string;
+	strategy?: "quantity" | "entry";
+	as_array?: boolean;
+	decimal_places?: string;
+	min_profit?: number;
+	raw?: boolean;
+	gap?: number;
+	rr?: number;
+	max_size?: number;
+	last_value?: any;
+	entries?: any[];
+	max_quantity?: number;
+	kelly?: {
+		use_kelly?: boolean;
+		kelly_confidence_factor?: number;
+		kelly_minimum_risk?: number;
+		kelly_prediction_model?: "exponential" | "normal" | "uniform";
+		kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
+	};
+	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
+};
+export type ExtendConfigType = {
+	take_profit?: number;
+	entry: number;
+	risk?: number;
+	stop?: number;
+	risk_reward?: number;
+	raw_instance?: boolean;
+	no_of_trades?: number;
+	increase?: boolean;
+	price_places?: string;
+	decimal_places?: string;
+	min_profit?: number;
+	kind?: "long" | "short";
+	gap?: number;
+	rr?: number;
+	min_avg_size?: number;
+	use_kelly?: boolean;
+	kelly_confidence_factor?: number;
+	kelly_minimum_risk?: number;
+	kelly_prediction_model?: "exponential" | "normal" | "uniform";
+	kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
+	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
+};
+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;
+export declare function buildAvg({ _trades, kind, }: {
+	_trades: any[];
+	kind: "long" | "short";
+}): any;
+export declare function sortedBuildConfig(app_config: AppConfig, options: any): any[];
+export declare function get_app_config_and_max_size(config: GlobalConfig, payload: {
+	entry: number;
+	stop: number;
+	kind: "long" | "short";
+	use_kelly?: boolean;
+	kelly_confidence_factor?: number;
+	kelly_minimum_risk?: number;
+	kelly_prediction_model?: "exponential" | "normal" | "uniform";
+	kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
+	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
+}): {
+	app_config: AppConfig;
+	max_size: any;
+	last_value: any;
+	entries: {
+		entry: any;
+		avg_entry: any;
+		avg_size: any;
+		neg_pnl: any;
+		quantity: any;
+	}[];
+};
+export declare function buildAppConfig(config: GlobalConfig, payload: {
+	entry: number;
+	stop: number;
+	risk_reward: number;
+	risk: number;
+	symbol: string;
+	profit?: number;
+	use_kelly?: boolean;
+	kelly_confidence_factor?: number;
+	kelly_minimum_risk?: number;
+	kelly_prediction_model?: "exponential" | "normal" | "uniform";
+	kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
+	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
+}): AppConfig;
+export declare function getOptimumStopAndRisk(app_config: AppConfig, params: {
+	max_size: number;
+	target_stop: number;
+	highest_risk?: number;
+	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
+}): {
+	optimal_stop: number;
+	optimal_risk: number;
+	avg_size: any;
+	avg_entry: any;
+	result: any[];
+	first_entry: any;
+	neg_pnl: any;
+	risk_reward: number;
+	size_diff: number;
+	entry_diff: number;
+};
+export declare function generate_config_params(app_config: AppConfig, payload: {
+	entry: number;
+	stop: number;
+	risk_reward: number;
+	risk: number;
+	symbol: string;
+}): {
+	entry: number;
+	stop: number;
+	avg_size: any;
+	avg_entry: any;
+	risk_reward: number;
+	neg_pnl: any;
+	risk: number;
+};
+export declare function determine_break_even_price(payload: {
+	long_position: {
+		entry: number;
+		quantity: number;
+	};
+	short_position: {
+		entry: number;
+		quantity: number;
+	};
+	fee_percent?: number;
+}): {
+	price: number;
+	direction: string;
+};
+export declare function determine_amount_to_buy(payload: {
+	orders: any[];
+	kind: "long" | "short";
+	decimal_places?: string;
+	price_places?: string;
+	place?: boolean;
+	position: any;
+	existingOrders: any[];
+}): any[];
+export declare function generateOptimumAppConfig(config: GlobalConfig, payload: {
+	entry: number;
+	stop: number;
+	risk_reward: number;
+	start_risk: number;
+	max_risk?: number;
+	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
+}, position: {
+	entry: number;
+	quantity: number;
+	kind: "long" | "short";
+}): AppConfig | null;
+export declare function determineOptimumReward(payload: {
+	app_config: AppConfig;
+	increase?: boolean;
+	low_range?: number;
+	high_range?: number;
+	target_loss?: number;
+	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
+	max_size?: number;
+}): number | {
+	result: any[];
+	value: number;
+	total: number;
+	risk_per_trade: number;
+	max: number;
+	min: number;
+	avg_size: any;
+	neg_pnl: any;
+	entry: any;
+};
+export declare function determineOptimumRisk(config: GlobalConfig, payload: {
+	entry: number;
+	stop: number;
+	risk_reward: number;
+	risk: number;
+	symbol: string;
+	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
+}, params: {
+	highest_risk: number;
+	tolerance?: number;
+	max_iterations?: number;
+}): {
+	optimal_risk: number;
+	achieved_neg_pnl: number;
+	target_neg_pnl: number;
+	difference: number;
+	iterations: number;
+	converged: boolean;
+	last_value: any;
+	entries: any[];
+	app_config: AppConfig;
+};
+export declare function computeRiskReward(payload: {
+	app_config: AppConfig;
+	entry: number;
+	stop: number;
+	risk_per_trade: number;
+	target_loss?: number;
+	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
+	high_range?: number;
+	max_size?: number;
+}): number | {
+	result: any[];
+	value: number;
+	total: number;
+	risk_per_trade: number;
+	max: number;
+	min: number;
+	avg_size: any;
+	neg_pnl: any;
+	entry: any;
+};
+export declare function getRiskReward(payload: {
+	entry: number;
+	stop: number;
+	risk: number;
+	global_config: GlobalConfig;
+	force_exact_risk?: boolean;
+	target_loss?: number;
+	max_size?: number;
+	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
+	risk_factor?: number;
+	high_range?: number;
+}): any;
+export declare function computeProfitDetail(payload: {
+	focus_position: {
+		kind: "long" | "short";
+		entry: number;
+		quantity: number;
+		avg_qty: number;
+		avg_price: number;
+	};
+	strategy?: {
+		reward_factor: number;
+		max_reward_factor: number;
+		risk: number;
+	};
+	pnl: number;
+	reduce_position?: {
+		kind: "long" | "short";
+		entry: number;
+		quantity: number;
+		avg_qty: number;
+		avg_price: number;
+	};
+	reverse_position?: {
+		kind: "long" | "short";
+		avg_qty: number;
+		avg_price: number;
+		stop_loss: {
+			price: number;
+			quantity: number;
+		};
+	};
+	full_ratio?: number;
+	price_places?: string;
+	decimal_places?: string;
+}): {
+	pnl: number;
+	loss: number;
+	full_loss: number;
+	original_pnl: number;
+	reward_factor: number;
+	profit_percent: number;
+	kind: "long" | "short";
+	sell_price: number;
+	quantity: number;
+	price_places: string;
+	decimal_places: string;
+};
+export declare function generateGapTp(payload: {
+	long: {
+		entry: number;
+		quantity: number;
+	};
+	short: {
+		entry: number;
+		quantity: number;
+	};
+	risk?: number;
+	kind?: "long" | "short";
+	factor?: number;
+	sell_factor?: number;
+	price_places?: string;
+	decimal_places?: string;
+}): {
+	profit_percent: {
+		long: number;
+		short: number;
+	};
+	risk: {
+		short: number;
+		long: number;
+	};
+	take_profit: {
+		long: number;
+		short: number;
+	};
+	to_reduce: {
+		short: number;
+		long: number;
+	};
+	full_reduce: {
+		short: number;
+		long: number;
+	};
+	sell_quantity: {
+		short: number;
+		long: number;
+	};
+	gap: number;
+	gap_loss: number;
+};
+export declare function calculateFactorFromTakeProfit(payload: {
+	long: {
+		entry: number;
+		quantity: number;
+	};
+	short: {
+		entry: number;
+		quantity: number;
+	};
+	knownTp: number;
+	tpType: "long" | "short";
+	price_places?: string;
+}): number;
+export declare function calculateFactorFromSellQuantity(payload: {
+	long: {
+		entry: number;
+		quantity: number;
+	};
+	short: {
+		entry: number;
+		quantity: number;
+	};
+	knownSellQuantity: number;
+	sellType: "long" | "short";
+	sell_factor?: number;
+	price_places?: string;
+	decimal_places?: string;
+}): number;
+export declare function determineRewardFactor(payload: {
+	quantity: number;
+	avg_qty: number;
+	minimum_pnl: number;
+	risk: number;
+}): number;
+export type BotPosition = {
+	kind: "long" | "short";
+	entry: number;
+	quantity: number;
+	tp: {
+		price: number;
+	};
+};
+export declare function getHedgeZone(payload: {
+	symbol_config: GlobalConfig;
+	risk: number;
+	position: BotPosition;
+	reward_factor?: number;
+	risk_factor?: number;
+	support?: number;
+}): {
+	support: number;
+	resistance: number;
+	risk: number;
+	profit_percent: number;
+};
+export declare function getOptimumHedgeFactor(payload: {
+	target_support: number;
+	tolerance?: number;
+	max_iterations?: number;
+	min_factor?: number;
+	max_factor?: number;
+	symbol_config: GlobalConfig;
+	risk: number;
+	position: BotPosition;
+}): {
+	reward_factor: number;
+	achieved_support: number;
+	target_support: number;
+	difference: number;
+	iterations: number;
+	converged?: undefined;
+} | {
+	reward_factor: number;
+	achieved_support: number;
+	target_support: number;
+	difference: number;
+	iterations: number;
+	converged: boolean;
+};
+export type CType = {
+	next_order: number;
+	take_profit: number;
+};
+export declare function determineCompoundLongTrade(payload: {
+	focus_short_position: CType;
+	focus_long_position: CType;
+	shortConfig: {
+		entry: number;
+		stop: number;
+		risk_reward: number;
+		risk: number;
+		symbol: string;
+		profit_percent: number;
+	};
+	rr?: number;
+	global_config: GlobalConfig;
+}): {
+	start_risk: number;
+	short_profit: number;
+	support: number;
+	resistance: number;
+	long_v: any;
+	profit_percent: number;
+	result: any;
+	short_max_size: any;
+};
+export declare function generateOppositeTradeConfig(payload: {
+	kind: "long" | "short";
+	entry: number;
+	quantity: number;
+	target_pnl: number;
+	global_config: GlobalConfig;
+	ratio?: number;
+}): {
+	entry: number;
+	stop: number;
+	risk: number;
+	risk_reward: number | {
+		result: any[];
+		value: number;
+		total: number;
+		risk_per_trade: number;
+		max: number;
+		min: number;
+		avg_size: any;
+		neg_pnl: any;
+		entry: any;
+	};
+};
+export declare function constructAppConfig(payload: {
+	account: PositionsView;
+	global_config: GlobalConfig;
+	kelly_config?: {
+		use_kelly: boolean;
+		kelly_confidence_factor: number;
+		kelly_minimum_risk: number;
+		kelly_prediction_model: string;
+	};
+	distribution_config?: {
+		distribution?: GetEntriesParams["distribution"];
+		distribution_params?: {
+			curveFactor?: number;
+			stdDevFactor?: number;
+			lambda?: number;
+		};
+	};
+}): {
+	fee: number;
+	risk_per_trade: number;
+	risk_reward: number;
+	symbol?: string;
+	focus: number;
+	budget: number;
+	support: number;
+	resistance: number;
+	percent_change: number;
+	tradeSplit?: number;
+	take_profit?: number;
+	kind: "long" | "short";
+	entry: number;
+	stop: number;
+	min_size: number;
+	price_places?: string;
+	strategy?: "quantity" | "entry";
+	as_array?: boolean;
+	decimal_places?: string;
+	min_profit?: number;
+	raw?: boolean;
+	gap?: number;
+	rr?: number;
+	max_size?: number;
+	last_value?: any;
+	max_quantity?: number;
+	kelly?: {
+		use_kelly?: boolean;
+		kelly_confidence_factor?: number;
+		kelly_minimum_risk?: number;
+		kelly_prediction_model?: "exponential" | "normal" | "uniform";
+		kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
+	};
+	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
+};
+export declare function generateDangerousConfig(payload: {
+	account: PositionsView;
+	global_config: GlobalConfig;
+	config: {
+		quantity: number;
+		stop: number;
+		entry: number;
+	};
+}): {
+	entry: number;
+	risk: number;
+	stop: number;
+	risk_reward: number | {
+		result: any[];
+		value: number;
+		total: number;
+		risk_per_trade: number;
+		max: number;
+		min: number;
+		avg_size: any;
+		neg_pnl: any;
+		entry: any;
+	};
+};
+export type StrategyPosition = {
+	entry: number;
+	quantity: number;
+	avg_price?: number;
+	avg_qty?: number;
+};
+export type GapCloserResult = {
+	avg_entry: number;
+	avg_size: number;
+	loss: number;
+	stop: number;
+	stop_quantity: number;
+	re_entry_quantity: number;
+	initial_pnl: number;
+	tp: number;
+	incurred_loss: number;
+	pnl: number;
+	remaining_quantity: number;
+};
+export type Config = {
+	tp_percent: number;
+	short_tp_factor: number;
+	fee_percent?: number;
+	budget: number;
+	risk_reward: number;
+	reduce_ratio: number;
+	global_config: GlobalConfig;
+};
+export declare class Strategy {
+	position: {
+		long: StrategyPosition;
+		short: StrategyPosition;
+	};
+	dominant_position?: "long" | "short";
+	config: Config;
+	constructor(payload: {
+		long: StrategyPosition;
+		short: StrategyPosition;
+		config: Config;
+		dominant_position?: "long" | "short";
+	});
+	get price_places(): string;
+	get decimal_places(): string;
+	to_f(price: number): number;
+	to_df(quantity: number): number;
+	pnl(kind: "long" | "short", _position?: StrategyPosition): number;
+	tp(kind: "long" | "short"): number;
+	calculate_fee(position: {
+		price: number;
+		quantity: number;
+	}): number;
+	get long_tp(): number;
+	get short_tp(): number;
+	generateGapClosingAlgorithm(payload: {
+		kind: "long" | "short";
+		ignore_entries?: boolean;
+		reduce_ratio?: number;
+		sell_factor?: number;
+	}): {
+		last_entry: any;
+		first_entry: any;
+		threshold: any;
+		risk: number;
+		risk_reward: number;
+		spread: number;
+		gap_loss: number;
+		net_profit: number;
+		long: GapCloserResult;
+		short: GapCloserResult;
+	};
+	gapCloserHelper(payload: {
+		risk: number;
+		entries?: any[];
+		kind: "long" | "short";
+		sell_factor?: number;
+		reduce_ratio?: number;
+	}): {
+		risk: number;
+		risk_reward: number;
+		spread: number;
+		gap_loss: number;
+		net_profit: number;
+		long: GapCloserResult;
+		short: GapCloserResult;
+	};
+	runIterations(payload: {
+		kind: "long" | "short";
+		iterations: number;
+		risk_reward?: number;
+		ignore_entries?: boolean;
+		reduce_ratio?: number;
+		sell_factor?: number;
+	}): {
+		last_entry: any;
+		first_entry: any;
+		threshold: any;
+		risk: number;
+		risk_reward: number;
+		spread: number;
+		gap_loss: number;
+		net_profit: number;
+		long: GapCloserResult;
+		short: GapCloserResult;
+	}[];
+	getPositionAfterTp(payload: {
+		kind: "long" | "short";
+		include_fees?: boolean;
+	}): {
+		[x: string]: number | {
+			entry: number;
+			quantity: number;
+			diff?: undefined;
+		} | {
+			[x: string]: number;
+			diff: number;
+			entry?: undefined;
+			quantity?: undefined;
+		};
+		pnl: {
+			[x: string]: number;
+			diff: number;
+		};
+		spread: number;
+	};
+	getPositionAfterIteration(payload: {
+		kind: "long" | "short";
+		iterations: number;
+		with_fees?: boolean;
+	}): {
+		[x: string]: number | {
+			entry: number;
+			quantity: number;
+			diff?: undefined;
+		} | {
+			[x: string]: number;
+			diff: number;
+			entry?: undefined;
+			quantity?: undefined;
+		};
+		pnl: {
+			[x: string]: number;
+			diff: number;
+		};
+		spread: number;
+	}[];
+	/**To be used as one of the agent tools eventually since
+	 * it is something that can be triggered continously without
+	 * any risk
+	 */
+	generateOppositeTrades(payload: {
+		kind: "long" | "short";
+		risk_factor?: number;
+		avg_entry?: number;
+	}): {
+		avg: {
+			entry: number;
+			price: number;
+			quantity: number;
+		};
+		loss: number;
+		profit_percent: number;
+		fee: number;
+		risk_per_trade: number;
+		risk_reward: number;
+		symbol?: string;
+		focus: number;
+		budget: number;
+		support: number;
+		resistance: number;
+		percent_change: number;
+		tradeSplit?: number;
+		take_profit?: number;
+		kind: "long" | "short";
+		entry: number;
+		stop: number;
+		min_size: number;
+		price_places?: string;
+		strategy?: "quantity" | "entry";
+		as_array?: boolean;
+		decimal_places?: string;
+		min_profit?: number;
+		raw?: boolean;
+		gap?: number;
+		rr?: number;
+		max_size?: number;
+		max_quantity?: number;
+		kelly?: {
+			use_kelly?: boolean;
+			kelly_confidence_factor?: number;
+			kelly_minimum_risk?: number;
+			kelly_prediction_model?: "exponential" | "normal" | "uniform";
+			kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
+		};
+		distribution?: GetEntriesParams["distribution"];
+		distribution_params?: {
+			curveFactor?: number;
+			stdDevFactor?: number;
+			lambda?: number;
+		};
+	};
+	identifyGapConfig(payload: {
+		factor?: number;
+		sell_factor?: number;
+		kind?: "long" | "short";
+		risk?: number;
+	}): {
+		profit_percent: {
+			long: number;
+			short: number;
+		};
+		risk: {
+			short: number;
+			long: number;
+		};
+		take_profit: {
+			long: number;
+			short: number;
+		};
+		to_reduce: {
+			short: number;
+			long: number;
+		};
+		full_reduce: {
+			short: number;
+			long: number;
+		};
+		sell_quantity: {
+			short: number;
+			long: number;
+		};
+		gap: number;
+		gap_loss: number;
+	};
+	analyzeProfit(payload: {
+		reward_factor?: number;
+		max_reward_factor: number;
+		risk: number;
+		kind: "long" | "short";
+	}): {
+		pnl: number;
+		loss: number;
+		full_loss: number;
+		original_pnl: number;
+		reward_factor: number;
+		profit_percent: number;
+		kind: "long" | "short";
+		sell_price: number;
+		quantity: number;
+		price_places: string;
+		decimal_places: string;
+	};
+	simulateGapReduction(payload: {
+		iterations?: number;
+		factor?: number;
+		direction: "long" | "short";
+		kind?: "long" | "short";
+		risk?: number;
+		sell_factor?: number;
+	}): {
+		results: {
+			profit_percent: {
+				long: number;
+				short: number;
+			};
+			risk: {
+				short: number;
+				long: number;
+			};
+			take_profit: {
+				long: number;
+				short: number;
+			};
+			sell_quantity: {
+				short: number;
+				long: number;
+			};
+			gap_loss: number;
+			position: {
+				long: {
+					entry: number;
+					quantity: number;
+				};
+				short: {
+					entry: number;
+					quantity: number;
+				};
+			};
+		}[];
+		quantity: number;
+	};
+}
+export interface ComputedTrade {
+	entry: number;
+	quantity: number;
+	avg_size: number;
+	neg_pnl: number;
+	avg_entry: number;
+	stop: number;
+	reverse_avg_entry: number;
+	reverse_avg_quantity: number;
+	fee: number;
+}
+export type TradeConfig = {
+	entry: number;
+	stop: number;
+	risk_reward: number;
+	risk: number;
+	symbol: string;
+	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
+};
+declare function constructAppConfig$1({ config, global_config, }: {
+	config: TradeConfig;
+	global_config: GlobalConfig;
+}): {
+	fee: number;
+	risk_per_trade: number;
+	risk_reward: number;
+	symbol?: string;
+	focus: number;
+	budget: number;
+	support: number;
+	resistance: number;
+	percent_change: number;
+	tradeSplit?: number;
+	take_profit?: number;
+	kind: "long" | "short";
+	entry: number;
+	stop: number;
+	min_size: number;
+	price_places?: string;
+	strategy?: "quantity" | "entry";
+	as_array?: boolean;
+	decimal_places?: string;
+	min_profit?: number;
+	raw?: boolean;
+	gap?: number;
+	rr?: number;
+	max_size?: number;
+	last_value?: any;
+	max_quantity?: number;
+	kelly?: {
+		use_kelly?: boolean;
+		kelly_confidence_factor?: number;
+		kelly_minimum_risk?: number;
+		kelly_prediction_model?: "exponential" | "normal" | "uniform";
+		kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
+	};
+	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
+};
+declare function buildWithOptimumReward({ config, settings, global_config, force_exact, }: {
+	config: TradeConfig;
+	global_config: GlobalConfig;
+	settings: {
+		entry?: number;
+		stop?: number;
+		risk: number;
+		stop_ratio?: number;
+		risk_reward?: number;
+		distribution?: GetEntriesParams["distribution"];
+		distribution_params?: {
+			curveFactor?: number;
+			stdDevFactor?: number;
+			lambda?: number;
+		};
+	};
+	force_exact?: boolean;
+}): {
+	trades: any[];
+	summary: {
+		entry: number;
+		stop: number;
+		risk: number;
+		risk_reward: any;
+		avg_entry: number;
+		avg_size: number;
+		first_entry: number;
+		pnl: number;
+		fee: number;
+		loss: number;
+		last_entry: number;
+		margin: number;
+	};
+	config: any;
+	stop_order: {
+		quantity: number;
+		price: number;
+	};
+	kind: string;
+};
+declare function generateOppositeOptimum({ config, global_config, settings, ratio, distribution, distribution_params, risk_factor, }: {
+	settings: {
+		entry: number;
+		stop: number;
+		risk: number;
+	};
+	config: TradeConfig;
+	global_config: GlobalConfig;
+	fee_percent?: number;
+	ratio?: number;
+	distribution?: any;
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
+	risk_factor?: number;
+}): {
+	trades: any[];
+	summary: any;
+	config: {
+		entry: number;
+		stop: number;
+		risk: number;
+		distribution: any;
+		distribution_params: {
+			curveFactor?: number;
+			stdDevFactor?: number;
+			lambda?: number;
+		};
+		risk_factor: number;
+	};
+	kind: string;
+} | {
+	trades: any[];
+	summary: {
+		entry: number;
+		stop: number;
+		risk: number;
+		risk_reward: any;
+		avg_entry: number;
+		avg_size: number;
+		first_entry: number;
+		pnl: number;
+		fee: number;
+		loss: number;
+		last_entry: number;
+		defaultEntry: number;
+	};
+	config: any;
+	kind: string;
+};
+declare function increaseTradeHelper({ increase_qty, stop, config, global_config, style, entry, position, stop_ratio, distribution: default_distribution, distribution_params: default_distribution_params, }: {
+	position: {
+		entry: number;
+		quantity: number;
+	};
+	entry: number;
+	stop: number;
+	config: TradeConfig;
+	global_config: GlobalConfig;
+	increase_qty: number;
+	style: "minimum" | "optimum";
+	stop_ratio?: number;
+	distribution?: any;
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
+}): {
+	trades: any[];
+	summary: any;
+	config: any;
+	kind: string;
+	current: {
+		trades: any[];
+		summary: {
+			first_entry: number;
+			last_entry: number;
+			quantity: number;
+			entry: number;
+			loss: number;
+			number_of_trades: number;
+			fee: number;
+			anchor_pnl: any;
+		};
+	};
+	stop_order?: undefined;
+} | {
+	trades: any[];
+	summary: {
+		entry: number;
+		stop: number;
+		risk: number;
+		risk_reward: any;
+		avg_entry: number;
+		avg_size: number;
+		first_entry: number;
+		pnl: number;
+		fee: number;
+		loss: number;
+		last_entry: number;
+		margin: number;
+	};
+	stop_order: {
+		quantity: number;
+		price: number;
+	};
+	config: any;
+	kind: string;
+	current: {
+		trades: any[];
+		summary: {
+			first_entry: number;
+			last_entry: number;
+			quantity: number;
+			entry: number;
+			loss: number;
+			number_of_trades: number;
+			fee: number;
+			anchor_pnl: any;
+		};
+	};
+};
+declare function generatePositionIncreaseTrade({ account, zoneAccount, ratio, config, global_config, style, distribution, distribution_params, }: {
+	style?: "optimum" | "minimum";
+	account: {
+		long: {
+			entry: number;
+			quantity: number;
+		};
+		short: {
+			entry: number;
+			quantity: number;
+		};
+	};
+	config: TradeConfig;
+	global_config: GlobalConfig;
+	zoneAccount: {
+		entry: number;
+		stop: number;
+	};
+	ratio?: number;
+	distribution?: any;
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
+}): {
+	trades: any[];
+	summary: any;
+	config: any;
+	kind: string;
+	current: {
+		trades: any[];
+		summary: {
+			first_entry: number;
+			last_entry: number;
+			quantity: number;
+			entry: number;
+			loss: number;
+			number_of_trades: number;
+			fee: number;
+			anchor_pnl: any;
+		};
+	};
+	stop_order?: undefined;
+} | {
+	trades: any[];
+	summary: {
+		entry: number;
+		stop: number;
+		risk: number;
+		risk_reward: any;
+		avg_entry: number;
+		avg_size: number;
+		first_entry: number;
+		pnl: number;
+		fee: number;
+		loss: number;
+		last_entry: number;
+		margin: number;
+	};
+	stop_order: {
+		quantity: number;
+		price: number;
+	};
+	config: any;
+	kind: string;
+	current: {
+		trades: any[];
+		summary: {
+			first_entry: number;
+			last_entry: number;
+			quantity: number;
+			entry: number;
+			loss: number;
+			number_of_trades: number;
+			fee: number;
+			anchor_pnl: any;
+		};
+	};
+};
+declare function determineHedgeTradeToPlace({ position, config, global_config, profit_risk, allowable_loss, }: {
+	position: {
+		entry: number;
+		quantity: number;
+		kind: "long" | "short";
+	};
+	config: TradeConfig;
+	global_config: GlobalConfig;
+	profit_risk?: number;
+	allowable_loss?: number;
+}): {
+	opposite: {
+		trades: any[];
+		summary: {
+			entry: number;
+			stop: number;
+			risk: number;
+			risk_reward: any;
+			avg_entry: number;
+			avg_size: number;
+			first_entry: number;
+			pnl: number;
+			fee: number;
+			loss: number;
+			last_entry: number;
+			margin: number;
+		};
+		config: any;
+		stop_order: {
+			quantity: number;
+			price: number;
+		};
+		kind: string;
+	};
+	take_profit: number;
+};
+export declare const compoundAPI: {
+	determineHedgeTradeToPlace: typeof determineHedgeTradeToPlace;
+	buildWithOptimumReward: typeof buildWithOptimumReward;
+	constructAppConfig: typeof constructAppConfig$1;
+	generateOppositeOptimum: typeof generateOppositeOptimum;
+	increaseTradeHelper: typeof increaseTradeHelper;
+	generatePositionIncreaseTrade: typeof generatePositionIncreaseTrade;
+};
+
+export {};