@gbozee/ultimate 0.0.2-99 → 0.0.2-next.0

package/dist/frontend-index.d.ts

@@ -78,7 +78,63 @@ export declare function computeSellZones(payload: {
 	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;
@@ -99,12 +155,32 @@ export type SignalConfigType = {
 	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;
@@ -121,8 +197,19 @@ declare class Signal {
 	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, }: {
+	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;
@@ -131,6 +218,12 @@ declare class Signal {
 		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;
@@ -164,6 +257,11 @@ declare class Signal {
 		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;
@@ -208,26 +306,204 @@ declare class Signal {
 	to_df(currentPrice: number, places?: string): number;
 }
 export type GlobalConfig = {
-	profit_percent: number;
+	profit_percent?: number;
 	symbol: string;
-	profit: number;
-	risk: number;
-	stop_percent: number;
+	profit?: number;
+	risk?: number;
+	stop_percent?: number;
 	kind: "long" | "short";
-	reduce_percent: number;
+	reduce_percent?: number;
 	support: number;
 	resistance: number;
 	price_places: string;
 	decimal_places: string;
-	min_size: number;
-	accounts: {
+	min_size?: number;
+	accounts?: {
 		owner: string;
 		exchange?: string;
 	}[];
-	risk_reward: number;
-	reverse_factor: number;
+	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">;
+		record?: any;
+	};
+	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;
@@ -255,6 +531,20 @@ export type AppConfig = {
 	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;
@@ -271,8 +561,20 @@ export type ExtendConfigType = {
 	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, }: ExtendConfigType): any[] | Signal;
+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";
@@ -282,6 +584,17 @@ export declare function get_app_config_and_max_size(config: GlobalConfig, payloa
 	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;
@@ -301,11 +614,28 @@ export declare function buildAppConfig(config: GlobalConfig, payload: {
 	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;
@@ -362,26 +692,82 @@ export declare function generateOptimumAppConfig(config: GlobalConfig, payload:
 	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(app_config: AppConfig, increase?: boolean, low_range?: number, high_range?: number): number | {
+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;
@@ -389,6 +775,7 @@ export declare function computeRiskReward(payload: {
 	risk_per_trade: number;
 	max: number;
 	min: number;
+	avg_size: any;
 	neg_pnl: any;
 	entry: any;
 };
@@ -397,6 +784,17 @@ export declare function getRiskReward(payload: {
 	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: {
@@ -406,11 +804,12 @@ export declare function computeProfitDetail(payload: {
 		avg_qty: number;
 		avg_price: number;
 	};
-	strategy: {
+	strategy?: {
 		reward_factor: number;
 		max_reward_factor: number;
 		risk: number;
 	};
+	pnl: number;
 	reduce_position?: {
 		kind: "long" | "short";
 		entry: number;
@@ -427,11 +826,13 @@ export declare function computeProfitDetail(payload: {
 			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;
@@ -450,21 +851,251 @@ export declare function generateGapTp(payload: {
 		entry: number;
 		quantity: number;
 	};
+	risk?: number;
+	kind?: "long" | "short";
 	factor?: number;
+	sell_factor?: number;
 	price_places?: string;
 	decimal_places?: string;
 }): {
-	long_tp: number;
-	short_tp: number;
-	short_to_reduce: number;
-	long_to_reduce: number;
-	to_sell: {
+	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;
@@ -650,15 +1281,48 @@ export declare class Strategy {
 		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;
 	}): {
-		long_tp: number;
-		short_tp: number;
-		short_to_reduce: number;
-		long_to_reduce: number;
-		to_sell: {
+		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;
 		};
@@ -673,6 +1337,7 @@ export declare class Strategy {
 	}): {
 		pnl: number;
 		loss: number;
+		full_loss: number;
 		original_pnl: number;
 		reward_factor: number;
 		profit_percent: number;
@@ -682,6 +1347,402 @@ export declare class Strategy {
 		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 {};