@gbozee/ultimate 0.0.2-30 → 0.0.2-31

package/dist/index.d.ts

@@ -5,6 +5,26 @@ import PocketBase from 'pocketbase';
 import { RecordModel } from 'pocketbase';
 import { SocksProxyAgent } from 'socks-proxy-agent';
 
+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;
+};
 interface Position$1 {
 	id: number;
 	kind: "long" | "short";
@@ -446,6 +466,144 @@ export declare class AppDatabase {
 	removePosition(position: any): Promise<void>;
 	removePositionConfig(position: any): Promise<void>;
 }
+export type SignalConfigType = {
+	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;
+};
+declare class Signal {
+	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: any;
+	first_order_size: number;
+	gap: number;
+	max_size: number;
+	constructor({ focus, 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, }: SignalConfigType);
+	build_entry({ current_price, stop_loss, pnl, stop_percent, kind, risk, no_of_trades, take_profit, }: {
+		take_profit?: number;
+		no_of_trades?: number;
+		current_price: number;
+		stop_loss?: number;
+		kind?: "long" | "short";
+		risk: number;
+		stop_percent?: number;
+		pnl?: 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({ 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 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 type AppConfig = {
 	fee: number;
 	risk_per_trade: number;
@@ -474,6 +632,83 @@ export type AppConfig = {
 	last_value?: any;
 	entries?: any[];
 };
+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;
+};
+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, }: 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";
+}): {
+	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;
+}): AppConfig;
+export declare function getOptimumStopAndRisk(app_config: AppConfig, params: {
+	max_size: number;
+	target_stop: number;
+	highest_risk?: 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;
+};
 declare class ExchangeAccount$1 {
 	private instance;
 	exchange: BaseExchange;

package/dist/index.js

@@ -33660,6 +33660,15 @@ function determine_average_entry_and_size(orders, places = "%.3f", price_places
     quantity: to_f(total_quantity, places)
   };
 }
+var createArray = (start, stop, step) => {
+  const result = [];
+  let current = start;
+  while (current <= stop) {
+    result.push(current);
+    current += step;
+  }
+  return result;
+};
 var groupIntoPairsWithSumLessThan = (arr, targetSum, key = "quantity", firstSize = 0) => {
   if (firstSize) {
     const totalSize = arr.reduce((sum, order) => sum + order[key], 0);
@@ -35914,6 +35923,19 @@ function buildConfig(app_config, {
   }) || [] : [];
   return computeTotalAverageForEachTrade(result, config);
 }
+function buildAvg({
+  _trades,
+  kind
+}) {
+  let avg = determine_average_entry_and_size(_trades?.map((r2) => ({
+    price: r2.entry,
+    quantity: r2.quantity
+  })) || []);
+  const stop_prices = _trades.map((o) => o.stop);
+  const stop_loss = kind === "long" ? Math.min(...stop_prices) : Math.max(...stop_prices);
+  avg.pnl = pnl_default.determine_pnl(avg.price, stop_loss, avg.quantity, kind);
+  return avg;
+}
 function sortedBuildConfig(app_config, options) {
   const sorted = buildConfig(app_config, options).sort((a, b) => app_config.kind === "long" ? a.entry - b.entry : b.entry - b.entry).filter((x) => {
     if (app_config.symbol === "BTCUSDT") {
@@ -38213,8 +38235,17 @@ async function initialize(payload) {
   return app;
 }
 export {
+  sortedBuildConfig,
   initialize,
   initApp,
+  get_app_config_and_max_size,
+  getOptimumStopAndRisk,
+  generate_config_params,
+  determine_average_entry_and_size,
+  createArray,
+  buildConfig,
+  buildAvg,
+  buildAppConfig,
   ExchangeAccount,
   AppDatabase
 };

package/package.json

@@ -1,7 +1,7 @@
 {
   "name": "@gbozee/ultimate",
   "type": "module",
-  "version": "0.0.2-30",
+  "version": "0.0.2-31",
   "main": "./dist/index.cjs",
   "module": "./dist/index.js",
   "types": "./dist/index.d.ts",