@gbozee/ultimate 0.0.2-9 → 0.0.2-90

package/dist/frontend/frontend-index.js

@@ -0,0 +1,1318 @@
+// src/helpers/pnl.ts
+function determine_position_size(entry, stop, budget) {
+  let stop_percent = Math.abs(entry - stop) / entry;
+  let size = budget / stop_percent / entry;
+  return size;
+}
+function determine_risk(entry, stop, quantity) {
+  let stop_percent = Math.abs(entry - stop) / entry;
+  let risk = quantity * stop_percent * entry;
+  return risk;
+}
+function determine_close_price(entry, pnl, quantity, kind, single = false, leverage = 1) {
+  const dollar_value = entry / leverage;
+  const position = dollar_value * quantity;
+  if (position) {
+    let percent = pnl / position;
+    let difference = position * percent / quantity;
+    let result;
+    if (kind === "long") {
+      result = difference + entry;
+    } else {
+      result = entry - difference;
+    }
+    if (single) {
+      return result;
+    }
+    return result;
+  }
+  return 0;
+}
+function determine_amount_to_sell(entry, quantity, sell_price, pnl, kind, places = "%.3f") {
+  const _pnl = determine_pnl(entry, sell_price, quantity, kind);
+  const ratio = pnl / to_f(Math.abs(_pnl), places);
+  quantity = quantity * ratio;
+  return to_f(quantity, places);
+}
+function determine_pnl(entry, close_price, quantity, kind, contract_size, places = "%.2f") {
+  if (contract_size) {
+    const direction = kind === "long" ? 1 : -1;
+    return quantity * contract_size * direction * (1 / entry - 1 / close_price);
+  }
+  let difference = entry - close_price;
+  if (kind === "long") {
+    difference = close_price - entry;
+  }
+  return to_f(difference * quantity, places);
+}
+function position(entry, quantity, kind, leverage = 1) {
+  const direction = { long: 1, short: -1 };
+  return parseFloat((direction[kind] * quantity * (entry / leverage)).toFixed(3));
+}
+function to_f(value, places) {
+  if (value) {
+    let pp = parseInt(places.replace("%.", "").replace("f", ""));
+    return parseFloat(value.toFixed(pp));
+  }
+  return value;
+}
+var value = {
+  determine_risk,
+  determine_position_size,
+  determine_close_price,
+  determine_pnl,
+  position,
+  determine_amount_to_sell,
+  to_f
+};
+var pnl_default = value;
+
+// src/helpers/trade_utils.ts
+function to_f2(value2, places = "%.1f") {
+  let v = typeof value2 === "string" ? parseFloat(value2) : value2;
+  const formattedValue = places.replace("%.", "").replace("f", "");
+  return parseFloat(v.toFixed(parseInt(formattedValue)));
+}
+function determine_position_size2({
+  entry,
+  stop,
+  budget,
+  percent,
+  min_size,
+  notional_value,
+  as_coin = true,
+  places = "%.3f"
+}) {
+  let stop_percent = stop ? Math.abs(entry - stop) / entry : percent;
+  if (stop_percent && budget) {
+    let size = budget / stop_percent;
+    let notion_value = size * entry;
+    if (notional_value && notional_value > notion_value) {
+      size = notional_value / entry;
+    }
+    if (as_coin) {
+      size = size / entry;
+      if (min_size && min_size === 1) {
+        return to_f2(Math.round(size), places);
+      }
+    }
+    return to_f2(size, places);
+  }
+  return;
+}
+function determine_average_entry_and_size(orders, places = "%.3f", price_places = "%.1f") {
+  const sum_values = orders.reduce((sum, order) => sum + order.price * order.quantity, 0);
+  const total_quantity = orders.reduce((sum, order) => sum + order.quantity, 0);
+  const avg_price = total_quantity ? to_f2(sum_values / total_quantity, price_places) : 0;
+  return {
+    entry: avg_price,
+    price: avg_price,
+    quantity: to_f2(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);
+    const remainingSize = totalSize - firstSize;
+    let newSum = 0;
+    let newArray = [];
+    let lastIndex = 0;
+    for (let i = 0;i < arr.length; i++) {
+      if (newSum < remainingSize) {
+        newSum += arr[i][key];
+        newArray.push(arr[i]);
+        lastIndex = i;
+      }
+    }
+    const lastGroup = arr.slice(lastIndex + 1);
+    const previousPair = groupInPairs(newArray, key, targetSum);
+    if (lastGroup.length > 0) {
+      previousPair.push(lastGroup);
+    }
+    return previousPair;
+  }
+  return groupInPairs(arr, key, targetSum);
+};
+function groupInPairs(_arr, key, targetSum) {
+  const result = [];
+  let currentSum = 0;
+  let currentGroup = [];
+  for (let i = 0;i < _arr.length; i++) {
+    currentSum += _arr[i][key];
+    currentGroup.push(_arr[i]);
+    if (currentSum >= targetSum) {
+      result.push(currentGroup);
+      currentGroup = [];
+      currentSum = 0;
+    }
+  }
+  return result;
+}
+var computeTotalAverageForEachTrade = (trades, config) => {
+  let _take_profit = config.take_profit;
+  let kind = config.kind;
+  let entryToUse = kind === "short" ? Math.min(config.entry, config.stop) : Math.max(config.entry, config.stop);
+  let _currentEntry = config.currentEntry || entryToUse;
+  let less = trades.filter((p) => kind === "long" ? p.entry <= _currentEntry : p.entry >= _currentEntry);
+  let rrr = trades.map((r, i) => {
+    let considered = [];
+    if (kind === "long") {
+      considered = trades.filter((p) => p.entry > _currentEntry);
+    } else {
+      considered = trades.filter((p) => p.entry < _currentEntry);
+    }
+    const x_pnl = 0;
+    const remaining = less.filter((o) => {
+      if (kind === "long") {
+        return o.entry >= r.entry;
+      }
+      return o.entry <= r.entry;
+    });
+    if (remaining.length === 0) {
+      return { ...r, pnl: x_pnl };
+    }
+    const start = kind === "long" ? Math.max(...remaining.map((o) => o.entry)) : Math.min(...remaining.map((o) => o.entry));
+    considered = considered.map((o) => ({ ...o, entry: start }));
+    considered = considered.concat(remaining);
+    let avg_entry = determine_average_entry_and_size([
+      ...considered.map((o) => ({
+        price: o.entry,
+        quantity: o.quantity
+      })),
+      {
+        price: _currentEntry,
+        quantity: config.currentQty || 0
+      }
+    ], config.decimal_places, config.price_places);
+    let _pnl = r.pnl;
+    let sell_price = r.sell_price;
+    let entry_pnl = r.pnl;
+    if (_take_profit) {
+      _pnl = pnl_default.determine_pnl(avg_entry.price, _take_profit, avg_entry.quantity, kind);
+      sell_price = _take_profit;
+      entry_pnl = pnl_default.determine_pnl(r.entry, _take_profit, avg_entry.quantity, kind);
+    }
+    const loss = pnl_default.determine_pnl(avg_entry.price, r.stop, avg_entry.quantity, kind);
+    let new_stop = r.new_stop;
+    const entry_loss = pnl_default.determine_pnl(r.entry, new_stop, avg_entry.quantity, kind);
+    let min_profit = 0;
+    let min_entry_profit = 0;
+    if (config.min_profit) {
+      min_profit = pnl_default.determine_close_price(avg_entry.price, config.min_profit, avg_entry.quantity, kind);
+      min_entry_profit = pnl_default.determine_close_price(r.entry, config.min_profit, avg_entry.quantity, kind);
+    }
+    let x_fee = r.fee;
+    if (config.fee) {
+      x_fee = config.fee * r.stop * avg_entry.quantity;
+    }
+    let tp_close = pnl_default.determine_close_price(r.entry, Math.abs(entry_loss) * (config.rr || 1) + x_fee, avg_entry.quantity, kind);
+    return {
+      ...r,
+      x_fee: to_f2(x_fee, "%.2f"),
+      avg_entry: avg_entry.price,
+      avg_size: avg_entry.quantity,
+      entry_pnl: to_f2(entry_pnl, "%.2f"),
+      entry_loss: to_f2(entry_loss, "%.2f"),
+      min_entry_pnl: to_f2(min_entry_profit, "%.2f"),
+      pnl: _pnl,
+      neg_pnl: to_f2(loss, "%.2f"),
+      sell_price,
+      close_p: to_f2(tp_close, "%.2f"),
+      min_pnl: to_f2(min_profit, "%.2f"),
+      new_stop
+    };
+  });
+  return rrr;
+};
+function createGapPairs(arr, gap, item) {
+  if (arr.length === 0) {
+    return [];
+  }
+  const result = [];
+  const firstElement = arr[0];
+  for (let i = arr.length - 1;i >= 0; i--) {
+    const current = arr[i];
+    const gapIndex = i - gap;
+    const pairedElement = gapIndex < 0 ? firstElement : arr[gapIndex];
+    if (current !== pairedElement) {
+      result.push([current, pairedElement]);
+    }
+  }
+  if (item) {
+    let r = result.find((o) => o[0] === item);
+    return r ? [r] : [];
+  }
+  return result;
+}
+
+// src/helpers/trade_signal.ts
+function determine_close_price2({
+  entry,
+  pnl,
+  quantity,
+  leverage = 1,
+  kind = "long"
+}) {
+  const dollar_value = entry / leverage;
+  const position2 = dollar_value * quantity;
+  if (position2) {
+    const percent = pnl / position2;
+    const difference = position2 * percent / quantity;
+    const result = kind === "long" ? difference + entry : entry - difference;
+    return result;
+  }
+  return 0;
+}
+function determine_pnl2(entry, close_price, quantity, kind = "long", contract_size) {
+  if (contract_size) {
+    const direction = kind === "long" ? 1 : -1;
+    return quantity * contract_size * direction * (1 / entry - 1 / close_price);
+  }
+  const difference = kind === "long" ? close_price - entry : entry - close_price;
+  return difference * quantity;
+}
+function* _get_zones({
+  current_price,
+  focus,
+  percent_change,
+  places = "%.5f"
+}) {
+  let last = focus;
+  let focus_high = last * (1 + percent_change);
+  let focus_low = last * Math.pow(1 + percent_change, -1);
+  if (focus_high > current_price) {
+    while (focus_high > current_price) {
+      yield to_f2(last, places);
+      focus_high = last;
+      last = focus_high * Math.pow(1 + percent_change, -1);
+      focus_low = last * Math.pow(1 + percent_change, -1);
+    }
+  } else {
+    if (focus_high <= current_price) {
+      while (focus_high <= current_price) {
+        yield to_f2(focus_high, places);
+        focus_low = focus_high;
+        last = focus_low * (1 + percent_change);
+        focus_high = last * (1 + percent_change);
+      }
+    } else {
+      while (focus_low <= current_price) {
+        yield to_f2(focus_high, places);
+        focus_low = focus_high;
+        last = focus_low * (1 + percent_change);
+        focus_high = last * (1 + percent_change);
+      }
+    }
+  }
+}
+
+class Signal {
+  focus;
+  budget;
+  percent_change = 0.02;
+  price_places = "%.5f";
+  decimal_places = "%.0f";
+  zone_risk = 1;
+  fee = 0.08 / 100;
+  support;
+  risk_reward = 4;
+  resistance;
+  risk_per_trade;
+  increase_size = false;
+  additional_increase = 0;
+  minimum_pnl = 0;
+  take_profit;
+  increase_position = false;
+  minimum_size;
+  first_order_size;
+  gap = 10;
+  max_size = 0;
+  constructor({
+    focus,
+    budget,
+    percent_change = 0.02,
+    price_places = "%.5f",
+    decimal_places = "%.0f",
+    zone_risk = 1,
+    fee = 0.06 / 100,
+    support,
+    risk_reward = 4,
+    resistance,
+    risk_per_trade,
+    increase_size = false,
+    additional_increase = 0,
+    minimum_pnl = 0,
+    take_profit,
+    increase_position = false,
+    minimum_size = 0,
+    first_order_size = 0,
+    gap = 10,
+    max_size = 0
+  }) {
+    this.minimum_size = minimum_size;
+    this.first_order_size = first_order_size;
+    this.focus = focus;
+    this.budget = budget;
+    this.percent_change = percent_change;
+    this.price_places = price_places;
+    this.decimal_places = decimal_places;
+    this.zone_risk = zone_risk;
+    this.fee = fee;
+    this.support = support;
+    this.risk_reward = risk_reward;
+    this.resistance = resistance;
+    this.risk_per_trade = risk_per_trade;
+    this.increase_size = increase_size;
+    this.additional_increase = additional_increase;
+    this.minimum_pnl = minimum_pnl;
+    this.take_profit = take_profit;
+    this.increase_position = increase_position;
+    this.gap = gap;
+    this.max_size = max_size;
+  }
+  build_entry({
+    current_price,
+    stop_loss,
+    pnl,
+    stop_percent,
+    kind = "long",
+    risk,
+    no_of_trades = 1,
+    take_profit
+  }) {
+    let _stop_loss = stop_loss;
+    if (!_stop_loss && stop_percent) {
+      _stop_loss = kind === "long" ? current_price * Math.pow(1 + stop_percent, -1) : current_price * Math.pow(1 + stop_percent, 1);
+    }
+    const percent_change = _stop_loss ? Math.max(current_price, _stop_loss) / Math.min(current_price, _stop_loss) - 1 : this.percent_change;
+    const _no_of_trades = no_of_trades || this.risk_reward;
+    let _resistance = current_price * Math.pow(1 + percent_change, 1);
+    const derivedConfig = {
+      ...this,
+      percent_change,
+      focus: current_price,
+      resistance: _resistance,
+      risk_per_trade: risk / this.risk_reward,
+      minimum_pnl: pnl,
+      risk_reward: _no_of_trades,
+      take_profit: take_profit || this.take_profit,
+      support: kind === "long" ? _stop_loss : this.support
+    };
+    const instance = new Signal(derivedConfig);
+    if (kind === "short") {
+    }
+    let result = instance.get_bulk_trade_zones({ current_price, kind });
+    return result;
+    return result?.filter((x) => {
+      let pp = parseFloat(this.decimal_places.replace("%.", "").replace("f", ""));
+      if (pp < 3) {
+        return true;
+      }
+      if (kind === "long") {
+        return x.entry > x.stop + 0.5;
+      }
+      return x.entry + 0.5 < x.stop;
+    });
+  }
+  get risk() {
+    return this.budget * this.percent_change;
+  }
+  get min_trades() {
+    return parseInt(this.risk.toString());
+  }
+  get min_price() {
+    const number = this.price_places.replace("%.", "").replace("f", "");
+    return 1 * Math.pow(10, -parseInt(number));
+  }
+  build_opposite_order({
+    current_price,
+    kind = "long"
+  }) {
+    let _current_price = current_price;
+    if (kind === "long") {
+      _current_price = current_price * Math.pow(1 + this.percent_change, -1);
+    }
+    const result = this.special_build_orders({
+      current_price: _current_price,
+      kind
+    });
+    const first_price = result[result.length - 1].entry;
+    const stop = result[0].stop;
+    const instance = new Signal({ ...this, take_profit: stop });
+    const new_kind = kind === "long" ? "short" : "long";
+    return instance.build_orders({
+      current_price: first_price,
+      kind: new_kind
+    });
+  }
+  special_build_orders({
+    current_price,
+    kind = "long"
+  }) {
+    let orders = this.build_orders({ current_price, kind });
+    if (orders?.length > 1) {
+      orders = this.build_orders({ current_price: orders[1].entry, kind });
+    }
+    if (orders.length > 0) {
+      const new_kind = kind === "long" ? "short" : "long";
+      let opposite_order = this.build_orders({
+        current_price: orders[orders.length - 1].entry,
+        kind: new_kind
+      });
+      this.take_profit = opposite_order[0].stop;
+      orders = this.build_orders({
+        current_price: orders[orders.length - 1].entry,
+        kind
+      });
+    }
+    return orders;
+  }
+  build_orders({
+    current_price,
+    kind = "long",
+    limit = false,
+    replace_focus = false,
+    max_index = 0,
+    min_index = 2
+  }) {
+    const focus = this.focus;
+    if (replace_focus) {
+      this.focus = current_price;
+    }
+    const new_kind = kind === "long" ? "short" : "long";
+    const take_profit = this.take_profit;
+    this.take_profit = undefined;
+    let result = this.get_bulk_trade_zones({
+      current_price,
+      kind: new_kind,
+      limit
+    });
+    if (result?.length) {
+      let oppositeStop = result[0]["sell_price"];
+      let oppositeEntry = result[result.length - 1]["entry"];
+      let tradeLength = this.risk_reward + 1;
+      let percentChange = Math.abs(1 - Math.max(oppositeEntry, oppositeStop) / Math.min(oppositeEntry, oppositeStop)) / tradeLength;
+      let newTrades = [];
+      for (let x = 0;x < tradeLength; x++) {
+        newTrades.push(oppositeStop * Math.pow(1 + percentChange, x));
+      }
+      if (kind === "short") {
+        newTrades = [];
+        for (let x = 0;x < tradeLength; x++) {
+          newTrades.push(oppositeStop * Math.pow(1 + percentChange, x * -1));
+        }
+      }
+      this.take_profit = take_profit;
+      newTrades = newTrades.map((r) => this.to_f(r));
+      if (kind === "long") {
+        if (newTrades[1] > current_price) {
+          const start = newTrades[0];
+          newTrades = [];
+          for (let x = 0;x < tradeLength; x++) {
+            newTrades.push(start * Math.pow(1 + percentChange, x * -1));
+          }
+          newTrades.sort();
+        }
+      }
+      const newR = this.process_orders({
+        current_price,
+        stop_loss: newTrades[0],
+        trade_zones: newTrades,
+        kind
+      });
+      return newR;
+    }
+    this.focus = focus;
+    return result;
+  }
+  build_orders_old({
+    current_price,
+    kind = "long",
+    limit = false,
+    replace_focus = false,
+    max_index = 0,
+    min_index = 2
+  }) {
+    const focus = this.focus;
+    if (replace_focus) {
+      this.focus = current_price;
+    }
+    const result = this.get_bulk_trade_zones({ current_price, kind, limit });
+    if (result?.length) {
+      let next_focus;
+      if (kind == "long") {
+        next_focus = current_price * (1 + this.percent_change);
+      } else {
+        next_focus = current_price * Math.pow(1 + this.percent_change, -1);
+      }
+      let new_result = this.get_bulk_trade_zones({
+        current_price: next_focus,
+        kind,
+        limit
+      });
+      if (new_result?.length) {
+        for (let i of result) {
+          let condition = kind === "long" ? (a, b) => a >= b : (a, b) => a <= b;
+          let potentials = new_result.filter((x) => condition(x["entry"], i["risk_sell"])).map((x) => x["entry"]);
+          if (potentials.length && max_index) {
+            if (kind === "long") {
+              console.log("slice: ", potentials.slice(0, max_index));
+              i["risk_sell"] = Math.max(...potentials.slice(0, max_index));
+            } else {
+              i["risk_sell"] = Math.min(...potentials.slice(0, max_index));
+            }
+            i["pnl"] = this.to_df(determine_pnl2(i["entry"], i["risk_sell"], i["quantity"], kind));
+          }
+        }
+      }
+    }
+    this.focus = focus;
+    return result;
+  }
+  get_bulk_trade_zones({
+    current_price,
+    kind = "long",
+    limit = false
+  }) {
+    const futures = this.get_future_zones({ current_price, kind });
+    const original = this.zone_risk;
+    if (futures) {
+      const values = futures;
+      if (values) {
+        let trade_zones = values.sort();
+        if (this.resistance) {
+          trade_zones = trade_zones.filter((x) => this.resistance ? x <= this.resistance : true);
+          if (kind === "short") {
+            trade_zones = trade_zones.sort((a, b) => b - a);
+          }
+        }
+        if (trade_zones.length > 0) {
+          const stop_loss = trade_zones[0];
+          const result = this.process_orders({
+            current_price,
+            stop_loss,
+            trade_zones,
+            kind
+          });
+          if (!result.length) {
+            if (kind === "long") {
+              let m_z = this.get_margin_range(futures[0]);
+              if (m_z && m_z[0] < current_price && current_price !== m_z[1]) {
+                return this.get_bulk_trade_zones({
+                  current_price: m_z[1],
+                  kind,
+                  limit
+                });
+              }
+            }
+          }
+          this.zone_risk = original;
+          return result;
+        }
+      }
+    }
+    this.zone_risk = original;
+  }
+  get_future_zones({
+    current_price,
+    kind = "long",
+    raw
+  }) {
+    if (raw) {
+    }
+    const margin_range = this.get_margin_range(current_price, kind);
+    let margin_zones = this.get_margin_zones({ current_price });
+    let remaining_zones = margin_zones.filter((x) => JSON.stringify(x) != JSON.stringify(margin_range));
+    if (margin_range) {
+      const difference = Math.abs(margin_range[0] - margin_range[1]);
+      const spread = to_f2(difference / this.risk_reward, this.price_places);
+      let entries;
+      const percent_change = this.percent_change / this.risk_reward;
+      if (kind === "long") {
+        entries = Array.from({ length: Math.floor(this.risk_reward) + 1 }, (_, x) => to_f2(margin_range[1] - spread * x, this.price_places));
+      } else {
+        entries = Array.from({ length: Math.floor(this.risk_reward) + 1 }, (_, x) => to_f2(margin_range[1] * Math.pow(1 + percent_change, x), this.price_places));
+      }
+      if (Math.min(...entries) < this.to_f(current_price) && this.to_f(current_price) < Math.max(...entries)) {
+        return entries.sort((a, b) => a - b);
+      }
+      if (remaining_zones.length > 0) {
+        let new_range = remaining_zones[0];
+        let entries2 = [];
+        let x = 0;
+        if (new_range) {
+          while (entries2.length < this.risk_reward + 1) {
+            if (kind === "long") {
+              let value2 = this.to_f(new_range[1] - spread * x);
+              if (value2 <= current_price) {
+                entries2.push(value2);
+              }
+            } else {
+              let value2 = this.to_f(new_range[1] * Math.pow(1 + percent_change, x));
+              if (value2 >= current_price) {
+                entries2.push(value2);
+              }
+            }
+            x += 1;
+          }
+        }
+        return entries2.sort((a, b) => a - b);
+      }
+      if (remaining_zones.length === 0 && this.to_f(current_price) <= Math.min(...entries)) {
+        const next_focus = margin_range[0] * Math.pow(1 + this.percent_change, -1);
+        let entries2 = [];
+        let x = 0;
+        while (entries2.length < this.risk_reward + 1) {
+          if (kind === "long") {
+            let value2 = this.to_f(next_focus - spread * x);
+            if (value2 <= this.to_f(current_price)) {
+              entries2.push(value2);
+            }
+          } else {
+            let value2 = this.to_f(next_focus * Math.pow(1 + percent_change, x));
+            if (value2 >= this.to_f(current_price)) {
+              entries2.push(value2);
+            }
+          }
+          x += 1;
+        }
+        return entries2.sort((a, b) => a - b);
+      }
+      return entries.sort((a, b) => a - b);
+    }
+    return [];
+  }
+  to_f(value2, places) {
+    return to_f2(value2, places || this.price_places);
+  }
+  get_margin_zones({
+    current_price,
+    kind = "long"
+  }) {
+    if (this.support && kind === "long") {
+      let result = [];
+      let start = current_price;
+      let counter = 0;
+      while (start > this.support) {
+        let v = this.get_margin_range(start);
+        if (v) {
+          result.push(v);
+          start = v[0] - this.min_price;
+          counter += 1;
+        }
+        if (counter > 10) {
+          break;
+        }
+      }
+      return result;
+    }
+    if (this.resistance) {
+      let result = [];
+      let start = current_price;
+      let counter = 0;
+      while (start < this.resistance) {
+        let v = this.get_margin_range(start);
+        if (v) {
+          result.push(v);
+          start = v[1] + this.min_price;
+        }
+        if (counter > 10) {
+          break;
+        }
+      }
+      return result;
+    }
+    return [this.get_margin_range(current_price)];
+  }
+  get_margin_range(current_price, kind = "long") {
+    const diff = -this.min_price;
+    const zones = _get_zones({
+      current_price: current_price + diff,
+      focus: this.focus,
+      percent_change: this.percent_change,
+      places: this.price_places
+    }) || [];
+    const top_zones = [];
+    for (const i of zones) {
+      if (i < 0.00000001) {
+        break;
+      }
+      top_zones.push(this.to_f(i));
+    }
+    if (top_zones.length > 0) {
+      const result = top_zones[top_zones.length - 1];
+      return [this.to_f(result), this.to_f(result * (1 + this.percent_change))];
+    }
+    return null;
+  }
+  process_orders({
+    current_price,
+    stop_loss,
+    trade_zones,
+    kind = "long"
+  }) {
+    const number_of_orders = trade_zones.slice(1).length;
+    let take_profit = stop_loss * (1 + 2 * this.percent_change);
+    if (kind === "short") {
+      take_profit = stop_loss * Math.pow(1 + 2 * this.percent_change, -1);
+    }
+    if (this.take_profit) {
+      take_profit = this.take_profit;
+    }
+    if (number_of_orders > 0) {
+      const risk_per_trade = this.get_risk_per_trade(number_of_orders);
+      let limit_orders = trade_zones.slice(1).filter((x) => x <= this.to_f(current_price));
+      let market_orders = trade_zones.slice(1).filter((x) => x > this.to_f(current_price));
+      if (kind === "short") {
+        limit_orders = trade_zones.slice(1).filter((x) => x >= this.to_f(current_price));
+        market_orders = trade_zones.slice(1).filter((x) => x < this.to_f(current_price));
+      }
+      if (market_orders.length === 1) {
+        limit_orders = limit_orders.concat(market_orders);
+        market_orders = [];
+      }
+      const increase_position = Boolean(this.support) && this.increase_position;
+      const market_trades = limit_orders.length > 0 ? market_orders.map((x, i) => {
+        const defaultStopLoss = i === 0 ? limit_orders[limit_orders.length - 1] : market_orders[i - 1];
+        const y = this.build_trade_dict({
+          entry: x,
+          stop: increase_position ? this.support : defaultStopLoss,
+          risk: risk_per_trade,
+          arr: market_orders,
+          index: i,
+          kind,
+          start: market_orders.length + limit_orders.length,
+          take_profit
+        });
+        return y;
+      }).filter((y) => y) : [];
+      let total_incurred_market_fees = 0;
+      if (market_trades.length > 0) {
+        let first = market_trades[0];
+        if (first) {
+          total_incurred_market_fees += first.incurred;
+          total_incurred_market_fees += first.fee;
+        }
+      }
+      const default_gap = this.gap;
+      const gap_pairs = createGapPairs(limit_orders, default_gap);
+      const limit_trades = (limit_orders.map((x, i) => {
+        let _base = limit_orders[i - 1];
+        let _stops = gap_pairs.find((o) => o[0] === x);
+        if (!_stops) {
+          return;
+        }
+        if (_stops) {
+          _base = _stops[1];
+        }
+        const defaultStopLoss = i === 0 ? stop_loss : _base;
+        const new_stop = kind === "long" ? this.support : stop_loss;
+        const y = this.build_trade_dict({
+          entry: x,
+          stop: (this.increase_position ? new_stop : defaultStopLoss) || defaultStopLoss,
+          risk: risk_per_trade,
+          arr: limit_orders,
+          index: i,
+          new_fees: total_incurred_market_fees,
+          kind,
+          start: market_orders.length + limit_orders.length,
+          take_profit
+        });
+        if (y) {
+          y.new_stop = defaultStopLoss;
+        }
+        return y !== null ? y : undefined;
+      }) || []).filter((y) => y !== undefined).filter((y) => {
+        const min_options = [0.001, 0.002, 0.003];
+        if (min_options.includes(this.minimum_size)) {
+          return y.quantity <= 0.03;
+        }
+        return true;
+      });
+      let total_orders = limit_trades.concat(market_trades);
+      if (kind === "short") {
+      }
+      if (this.minimum_size && total_orders.length > 0) {
+        let payload = total_orders;
+        let greater_than_min_size = total_orders.filter((o) => o ? o.quantity >= this.minimum_size : true);
+        let less_than_min_size = total_orders.filter((o) => o ? o.quantity < this.minimum_size : true) || total_orders;
+        less_than_min_size = groupIntoPairsWithSumLessThan(less_than_min_size, this.minimum_size, "quantity", this.first_order_size);
+        less_than_min_size = less_than_min_size.map((q, i) => {
+          let avg_entry = determine_average_entry_and_size(q.map((o) => ({
+            price: o.entry,
+            quantity: o.quantity
+          })), this.decimal_places, this.price_places);
+          let candidate = q[0];
+          candidate.entry = avg_entry.price;
+          candidate.quantity = avg_entry.quantity;
+          return candidate;
+        });
+        less_than_min_size = less_than_min_size.map((q, i) => {
+          let new_stop = q.new_stop;
+          if (i > 0) {
+            new_stop = less_than_min_size[i - 1].entry;
+          }
+          return {
+            ...q,
+            new_stop
+          };
+        });
+        if (greater_than_min_size.length !== less_than_min_size.length) {
+          payload = greater_than_min_size.concat(less_than_min_size);
+        }
+        return payload;
+      }
+      return total_orders;
+    }
+    return [];
+  }
+  get_risk_per_trade(number_of_orders) {
+    if (this.risk_per_trade) {
+      return this.risk_per_trade;
+    }
+    return this.zone_risk / number_of_orders;
+  }
+  build_trade_dict({
+    entry,
+    stop,
+    risk,
+    arr,
+    index,
+    new_fees = 0,
+    kind = "long",
+    start = 0,
+    take_profit
+  }) {
+    const considered = arr.map((x, i) => i).filter((i) => i > index);
+    const with_quantity = considered.map((x) => {
+      const q = determine_position_size2({
+        entry: arr[x],
+        stop: arr[x - 1],
+        budget: risk,
+        places: this.decimal_places
+      });
+      if (!q) {
+        return;
+      }
+      if (this.minimum_size) {
+        if (q < this.minimum_size) {
+          return;
+        }
+      }
+      return { quantity: q, entry: arr[x] };
+    }).filter((x) => x);
+    if (this.increase_size) {
+      const arr_length = with_quantity.length;
+      with_quantity.forEach((x, i) => {
+        if (x) {
+          x.quantity = x.quantity * (arr_length - i);
+        }
+      });
+    }
+    const fees = with_quantity.map((x) => {
+      return this.to_df(this.fee * x.quantity * x.entry);
+    });
+    const previous_risks = with_quantity.map((x) => {
+      return this.to_df(risk);
+    });
+    const multiplier = start - index;
+    const incurred_fees = fees.reduce((a, b) => a + b, 0) + previous_risks.reduce((a, b) => a + b, 0);
+    if (index === 0) {
+    }
+    let quantity = determine_position_size2({
+      entry,
+      stop,
+      budget: risk,
+      places: this.decimal_places,
+      min_size: this.minimum_size
+    });
+    if (!quantity) {
+      return;
+    }
+    if (this.increase_size) {
+      quantity = quantity * multiplier;
+      const new_risk = determine_pnl2(entry, stop, quantity, kind);
+      risk = Math.abs(new_risk);
+    }
+    const fee = this.to_df(this.fee * quantity * entry);
+    const increment = Math.abs(arr.length - (index + 1));
+    let pnl = this.to_df(risk) * (this.risk_reward + increment);
+    if (this.minimum_pnl) {
+      pnl = this.minimum_pnl + fee;
+    }
+    let sell_price = determine_close_price2({ entry, pnl, quantity, kind });
+    if (take_profit && !this.minimum_pnl) {
+      sell_price = take_profit;
+      pnl = this.to_df(determine_pnl2(entry, sell_price, quantity, kind));
+      pnl = pnl + fee;
+      sell_price = determine_close_price2({ entry, pnl, quantity, kind });
+    }
+    let risk_sell = sell_price;
+    return {
+      entry,
+      risk: this.to_df(risk),
+      quantity,
+      sell_price: this.to_f(sell_price),
+      risk_sell: this.to_f(risk_sell),
+      stop,
+      pnl,
+      fee,
+      net: this.to_df(pnl - fee),
+      incurred: this.to_df(incurred_fees + new_fees),
+      stop_percent: this.to_df(Math.abs(entry - stop) / entry)
+    };
+  }
+  to_df(currentPrice, places = "%.3f") {
+    return to_f2(currentPrice, places);
+  }
+}
+
+// src/helpers/shared.ts
+function buildConfig(app_config, {
+  take_profit,
+  entry,
+  stop,
+  raw_instance,
+  risk,
+  no_of_trades,
+  min_profit = 0,
+  risk_reward,
+  kind,
+  increase,
+  gap,
+  rr = 1,
+  price_places = "%.1f",
+  decimal_places = "%.3f"
+}) {
+  let fee = app_config.fee / 100;
+  let working_risk = risk || app_config.risk_per_trade;
+  let trade_no = no_of_trades || app_config.risk_reward;
+  const config = {
+    focus: app_config.focus,
+    fee,
+    budget: app_config.budget,
+    risk_reward: risk_reward || trade_no,
+    support: app_config.support,
+    resistance: app_config.resistance,
+    price_places: app_config.price_places || price_places,
+    decimal_places,
+    percent_change: app_config.percent_change / app_config.tradeSplit,
+    risk_per_trade: working_risk,
+    take_profit: take_profit || app_config.take_profit,
+    increase_position: increase,
+    minimum_size: app_config.min_size,
+    entry,
+    stop,
+    kind: app_config.kind,
+    gap,
+    min_profit: min_profit || app_config.min_profit,
+    rr: rr || 1
+  };
+  const instance = new Signal(config);
+  if (raw_instance) {
+    return instance;
+  }
+  if (!stop) {
+    return [];
+  }
+  const condition = (kind === "long" ? entry > app_config.support : entry >= app_config.support) && stop >= app_config.support * 0.999;
+  if (kind === "short") {
+    console.log("condition", condition, entry === stop);
+  }
+  console.log({ entry, support: app_config.support, stop });
+  const result = entry === stop ? [] : condition ? instance.build_entry({
+    current_price: entry,
+    stop_loss: stop,
+    risk: working_risk,
+    kind: kind || app_config.kind,
+    no_of_trades: trade_no
+  }) || [] : [];
+  return computeTotalAverageForEachTrade(result, config);
+}
+function buildAvg({
+  _trades,
+  kind
+}) {
+  let avg = determine_average_entry_and_size(_trades?.map((r) => ({
+    price: r.entry,
+    quantity: r.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") {
+      return x.quantity <= 0.03;
+    }
+    return true;
+  });
+  return sorted.map((k, i) => {
+    const arrSet = sorted.slice(0, i + 1);
+    const avg_values = determine_average_entry_and_size(arrSet.map((u) => ({ price: u.entry, quantity: u.quantity })), app_config.decimal_places, app_config.price_places);
+    return {
+      ...k,
+      reverse_avg_entry: avg_values.price,
+      reverse_avg_quantity: avg_values.quantity
+    };
+  });
+}
+function get_app_config_and_max_size(config, payload) {
+  const app_config = {
+    kind: payload.kind,
+    entry: payload.entry,
+    stop: payload.stop,
+    risk_per_trade: config.risk,
+    risk_reward: config.risk_reward || 199,
+    support: to_f2(config.support, config.price_places),
+    resistance: to_f2(config.resistance, config.price_places),
+    focus: payload.entry,
+    fee: 0,
+    percent_change: config.stop_percent / 100,
+    tradeSplit: 1,
+    gap: 1,
+    min_size: config.min_size,
+    budget: 0,
+    price_places: config.price_places,
+    decimal_places: config.decimal_places,
+    min_profit: config.profit_percent * config.profit / 100
+  };
+  const initialResult = sortedBuildConfig(app_config, {
+    entry: app_config.entry,
+    stop: app_config.stop,
+    kind: app_config.kind,
+    risk: app_config.risk_per_trade,
+    risk_reward: app_config.risk_reward,
+    increase: true,
+    gap: app_config.gap,
+    price_places: app_config.price_places,
+    decimal_places: app_config.decimal_places
+  });
+  const max_size = initialResult[0]?.avg_size;
+  const last_value = initialResult[0];
+  const entries = initialResult.map((x) => ({
+    entry: x.entry,
+    avg_entry: x.avg_entry,
+    avg_size: x.avg_size,
+    neg_pnl: x.neg_pnl,
+    quantity: x.quantity
+  }));
+  return {
+    app_config,
+    max_size,
+    last_value,
+    entries
+  };
+}
+function buildAppConfig(config, payload) {
+  const { app_config, max_size, last_value, entries } = get_app_config_and_max_size({
+    ...config,
+    risk: payload.risk,
+    profit: payload.profit || 500,
+    risk_reward: payload.risk_reward,
+    accounts: [],
+    reduce_percent: 90,
+    reverse_factor: 1,
+    profit_percent: 0,
+    kind: payload.entry > payload.stop ? "long" : "short",
+    symbol: payload.symbol
+  }, {
+    entry: payload.entry,
+    stop: payload.stop,
+    kind: payload.entry > payload.stop ? "long" : "short"
+  });
+  app_config.max_size = max_size;
+  app_config.entry = payload.entry || app_config.entry;
+  app_config.stop = payload.stop || app_config.stop;
+  app_config.last_value = last_value;
+  app_config.entries = entries;
+  return app_config;
+}
+function getOptimumStopAndRisk(app_config, params) {
+  const { max_size, target_stop } = params;
+  const isLong = app_config.kind === "long";
+  const stopRange = Math.abs(app_config.entry - target_stop) * 0.5;
+  let low_stop = isLong ? target_stop - stopRange : Math.max(target_stop - stopRange, app_config.entry);
+  let high_stop = isLong ? Math.min(target_stop + stopRange, app_config.entry) : target_stop + stopRange;
+  let optimal_stop = target_stop;
+  let best_stop_result = null;
+  let best_entry_diff = Infinity;
+  console.log(`Finding optimal stop for ${isLong ? "LONG" : "SHORT"} position. Target: ${target_stop}, Search range: ${low_stop} to ${high_stop}`);
+  let iterations = 0;
+  const MAX_ITERATIONS = 50;
+  while (Math.abs(high_stop - low_stop) > 0.1 && iterations < MAX_ITERATIONS) {
+    iterations++;
+    const mid_stop = (low_stop + high_stop) / 2;
+    const result = sortedBuildConfig(app_config, {
+      entry: app_config.entry,
+      stop: mid_stop,
+      kind: app_config.kind,
+      risk: app_config.risk_per_trade,
+      risk_reward: app_config.risk_reward,
+      increase: true,
+      gap: app_config.gap,
+      price_places: app_config.price_places,
+      decimal_places: app_config.decimal_places
+    });
+    if (result.length === 0) {
+      if (isLong) {
+        low_stop = mid_stop;
+      } else {
+        high_stop = mid_stop;
+      }
+      continue;
+    }
+    const first_entry = result[0].entry;
+    const entry_diff = Math.abs(first_entry - target_stop);
+    console.log(`Stop: ${mid_stop.toFixed(2)}, First Entry: ${first_entry.toFixed(2)}, Diff: ${entry_diff.toFixed(2)}`);
+    if (entry_diff < best_entry_diff) {
+      best_entry_diff = entry_diff;
+      optimal_stop = mid_stop;
+      best_stop_result = result;
+    }
+    if (first_entry < target_stop) {
+      if (isLong) {
+        low_stop = mid_stop;
+      } else {
+        low_stop = mid_stop;
+      }
+    } else {
+      if (isLong) {
+        high_stop = mid_stop;
+      } else {
+        high_stop = mid_stop;
+      }
+    }
+    if (entry_diff < 1)
+      break;
+  }
+  console.log(`Found optimal stop: ${optimal_stop.toFixed(2)} that gives first_entry: ${best_stop_result?.[0]?.entry?.toFixed(2)}, difference: ${best_entry_diff.toFixed(2)} after ${iterations} iterations`);
+  let low_risk = 10;
+  let high_risk = params.highest_risk || 2000;
+  let optimal_risk = app_config.risk_per_trade;
+  let best_size_result = best_stop_result;
+  let best_size_diff = Infinity;
+  console.log(`Finding optimal risk_per_trade for size target: ${max_size} (never exceeding it)`);
+  iterations = 0;
+  while (Math.abs(high_risk - low_risk) > 0.1 && iterations < MAX_ITERATIONS) {
+    iterations++;
+    const mid_risk = (low_risk + high_risk) / 2;
+    const result = sortedBuildConfig(app_config, {
+      entry: app_config.entry,
+      stop: optimal_stop,
+      kind: app_config.kind,
+      risk: mid_risk,
+      risk_reward: app_config.risk_reward,
+      increase: true,
+      gap: app_config.gap,
+      price_places: app_config.price_places,
+      decimal_places: app_config.decimal_places
+    });
+    if (result.length === 0) {
+      high_risk = mid_risk;
+      continue;
+    }
+    const first_entry = result[0];
+    const avg_size = first_entry.avg_size;
+    console.log(`Risk: ${mid_risk.toFixed(2)}, Avg Size: ${avg_size.toFixed(4)}, Target: ${max_size}`);
+    if (avg_size <= max_size) {
+      const size_diff = max_size - avg_size;
+      if (size_diff < best_size_diff) {
+        best_size_diff = size_diff;
+        optimal_risk = mid_risk;
+        best_size_result = result;
+      }
+      low_risk = mid_risk;
+    } else {
+      high_risk = mid_risk;
+    }
+    if (best_size_diff < 0.001)
+      break;
+  }
+  console.log(`Found optimal risk_per_trade: ${optimal_risk.toFixed(2)} that gives avg_size: ${best_size_result?.[0]?.avg_size?.toFixed(4)}, difference: ${best_size_diff.toFixed(4)} after ${iterations} iterations`);
+  let final_risk = optimal_risk;
+  let final_result = best_size_result;
+  if (best_size_result?.[0]?.avg_size < max_size) {
+    console.log(`Current avg_size (${best_size_result?.[0].avg_size.toFixed(4)}) is less than target (${max_size}). Increasing risk to reach target...`);
+    let current_risk = optimal_risk;
+    const risk_increment = 5;
+    iterations = 0;
+    while (iterations < MAX_ITERATIONS) {
+      iterations++;
+      current_risk += risk_increment;
+      if (current_risk > 5000)
+        break;
+      const result = sortedBuildConfig(app_config, {
+        entry: app_config.entry,
+        stop: optimal_stop,
+        kind: app_config.kind,
+        risk: current_risk,
+        risk_reward: app_config.risk_reward,
+        increase: true,
+        gap: app_config.gap,
+        price_places: app_config.price_places,
+        decimal_places: app_config.decimal_places
+      });
+      if (result.length === 0)
+        continue;
+      const avg_size = result[0].avg_size;
+      console.log(`Increased Risk: ${current_risk.toFixed(2)}, New Avg Size: ${avg_size.toFixed(4)}`);
+      if (avg_size >= max_size) {
+        final_risk = current_risk;
+        final_result = result;
+        console.log(`Target size reached! Final risk: ${final_risk.toFixed(2)}, Final avg_size: ${avg_size.toFixed(4)}`);
+        break;
+      }
+    }
+  }
+  return {
+    optimal_stop: to_f2(optimal_stop, app_config.price_places),
+    optimal_risk: to_f2(final_risk, app_config.price_places),
+    avg_size: final_result?.[0]?.avg_size || 0,
+    avg_entry: final_result?.[0]?.avg_entry || 0,
+    result: final_result,
+    first_entry: final_result?.[0]?.entry || 0,
+    neg_pnl: final_result?.[0]?.neg_pnl || 0,
+    risk_reward: app_config.risk_reward,
+    size_diff: Math.abs((final_result?.[0]?.avg_size || 0) - max_size),
+    entry_diff: best_entry_diff
+  };
+}
+function generate_config_params(app_config, payload) {
+  const { result, ...optimum } = getOptimumStopAndRisk(app_config, {
+    max_size: app_config.max_size,
+    highest_risk: payload.risk * 2,
+    target_stop: app_config.stop
+  });
+  return {
+    entry: payload.entry,
+    stop: optimum.optimal_stop,
+    avg_size: optimum.avg_size,
+    avg_entry: optimum.avg_entry,
+    risk_reward: payload.risk_reward,
+    neg_pnl: optimum.neg_pnl,
+    risk: payload.risk
+  };
+}
+export {
+  sortedBuildConfig,
+  get_app_config_and_max_size,
+  getOptimumStopAndRisk,
+  generate_config_params,
+  determine_average_entry_and_size,
+  createArray,
+  buildConfig,
+  buildAvg,
+  buildAppConfig
+};