@gbozee/ultimate 0.0.2-next.66 → 0.0.2-next.68

package/dist/index.cjs

@@ -4,39 +4,60 @@ var __defProp = Object.defineProperty;
 var __getOwnPropNames = Object.getOwnPropertyNames;
 var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
 var __hasOwnProp = Object.prototype.hasOwnProperty;
+function __accessProp(key) {
+  return this[key];
+}
+var __toESMCache_node;
+var __toESMCache_esm;
 var __toESM = (mod, isNodeMode, target) => {
+  var canCache = mod != null && typeof mod === "object";
+  if (canCache) {
+    var cache = isNodeMode ? __toESMCache_node ??= new WeakMap : __toESMCache_esm ??= new WeakMap;
+    var cached = cache.get(mod);
+    if (cached)
+      return cached;
+  }
   target = mod != null ? __create(__getProtoOf(mod)) : {};
   const to = isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target;
   for (let key of __getOwnPropNames(mod))
     if (!__hasOwnProp.call(to, key))
       __defProp(to, key, {
-        get: () => mod[key],
+        get: __accessProp.bind(mod, key),
         enumerable: true
       });
+  if (canCache)
+    cache.set(mod, to);
   return to;
 };
-var __moduleCache = /* @__PURE__ */ new WeakMap;
 var __toCommonJS = (from) => {
-  var entry = __moduleCache.get(from), desc;
+  var entry = (__moduleCache ??= new WeakMap).get(from), desc;
   if (entry)
     return entry;
   entry = __defProp({}, "__esModule", { value: true });
-  if (from && typeof from === "object" || typeof from === "function")
-    __getOwnPropNames(from).map((key) => !__hasOwnProp.call(entry, key) && __defProp(entry, key, {
-      get: () => from[key],
-      enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable
-    }));
+  if (from && typeof from === "object" || typeof from === "function") {
+    for (var key of __getOwnPropNames(from))
+      if (!__hasOwnProp.call(entry, key))
+        __defProp(entry, key, {
+          get: __accessProp.bind(from, key),
+          enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable
+        });
+  }
   __moduleCache.set(from, entry);
   return entry;
 };
+var __moduleCache;
 var __commonJS = (cb, mod) => () => (mod || cb((mod = { exports: {} }).exports, mod), mod.exports);
+var __returnValue = (v) => v;
+function __exportSetter(name2, newValue) {
+  this[name2] = __returnValue.bind(null, newValue);
+}
 var __export = (target, all) => {
   for (var name2 in all)
     __defProp(target, name2, {
       get: all[name2],
       enumerable: true,
       configurable: true,
-      set: (newValue) => all[name2] = () => newValue
+      set: __exportSetter.bind(all, name2)
     });
 };
 var __esm = (fn, res) => () => (fn && (res = fn(fn = 0)), res);
@@ -23872,7 +23893,7 @@ var require_round = __commonJS((exports2, module2) => {
 
 // node_modules/math-intrinsics/isNaN.js
 var require_isNaN = __commonJS((exports2, module2) => {
-  module2.exports = Number.isNaN || function isNaN(a) {
+  module2.exports = Number.isNaN || function isNaN2(a) {
     return a !== a;
   };
 });
@@ -23880,7 +23901,7 @@ var require_isNaN = __commonJS((exports2, module2) => {
 // node_modules/math-intrinsics/sign.js
 var require_sign = __commonJS((exports2, module2) => {
   var $isNaN = require_isNaN();
-  module2.exports = function sign(number) {
+  module2.exports = function sign3(number) {
     if ($isNaN(number) || number === 0) {
       return number;
     }
@@ -24006,7 +24027,7 @@ var require_implementation = __commonJS((exports2, module2) => {
   var toStr = Object.prototype.toString;
   var max = Math.max;
   var funcType = "[object Function]";
-  var concatty = function concatty(a, b) {
+  var concatty = function concatty2(a, b) {
     var arr = [];
     for (var i2 = 0;i2 < a.length; i2 += 1) {
       arr[i2] = a[i2];
@@ -24016,7 +24037,7 @@ var require_implementation = __commonJS((exports2, module2) => {
     }
     return arr;
   };
-  var slicy = function slicy(arrLike, offset) {
+  var slicy = function slicy2(arrLike, offset) {
     var arr = [];
     for (var i2 = offset || 0, j = 0;i2 < arrLike.length; i2 += 1, j += 1) {
       arr[j] = arrLike[i2];
@@ -24057,7 +24078,7 @@ var require_implementation = __commonJS((exports2, module2) => {
     }
     bound = Function("binder", "return function (" + joiny(boundArgs, ",") + "){ return binder.apply(this,arguments); }")(binder);
     if (target.prototype) {
-      var Empty = function Empty() {};
+      var Empty = function Empty2() {};
       Empty.prototype = target.prototype;
       bound.prototype = new Empty;
       Empty.prototype = null;
@@ -24296,7 +24317,7 @@ var require_get_intrinsic = __commonJS((exports2, module2) => {
     }
   }
   var errorProto;
-  var doEval = function doEval(name2) {
+  var doEval = function doEval2(name2) {
     var value;
     if (name2 === "%AsyncFunction%") {
       value = getEvalledConstructor("async function () {}");
@@ -24305,12 +24326,12 @@ var require_get_intrinsic = __commonJS((exports2, module2) => {
     } else if (name2 === "%AsyncGeneratorFunction%") {
       value = getEvalledConstructor("async function* () {}");
     } else if (name2 === "%AsyncGenerator%") {
-      var fn = doEval("%AsyncGeneratorFunction%");
+      var fn = doEval2("%AsyncGeneratorFunction%");
       if (fn) {
         value = fn.prototype;
       }
     } else if (name2 === "%AsyncIteratorPrototype%") {
-      var gen = doEval("%AsyncGenerator%");
+      var gen = doEval2("%AsyncGenerator%");
       if (gen && getProto) {
         value = getProto(gen.prototype);
       }
@@ -24381,7 +24402,7 @@ var require_get_intrinsic = __commonJS((exports2, module2) => {
   var $exec = bind.call($call, RegExp.prototype.exec);
   var rePropName = /[^%.[\]]+|\[(?:(-?\d+(?:\.\d+)?)|(["'])((?:(?!\2)[^\\]|\\.)*?)\2)\]|(?=(?:\.|\[\])(?:\.|\[\]|%$))/g;
   var reEscapeChar = /\\(\\)?/g;
-  var stringToPath = function stringToPath(string) {
+  var stringToPath = function stringToPath2(string) {
     var first = $strSlice(string, 0, 1);
     var last = $strSlice(string, -1);
     if (first === "%" && last !== "%") {
@@ -24395,7 +24416,7 @@ var require_get_intrinsic = __commonJS((exports2, module2) => {
     });
     return result;
   };
-  var getBaseIntrinsic = function getBaseIntrinsic(name2, allowMissing) {
+  var getBaseIntrinsic = function getBaseIntrinsic2(name2, allowMissing) {
     var intrinsicName = name2;
     var alias;
     if (hasOwn(LEGACY_ALIASES, intrinsicName)) {
@@ -25423,7 +25444,7 @@ var require_axios = __commonJS((exports2, module2) => {
   var zlib__default = /* @__PURE__ */ _interopDefaultLegacy(zlib);
   var stream__default = /* @__PURE__ */ _interopDefaultLegacy(stream2);
   function bind(fn, thisArg) {
-    return function wrap() {
+    return function wrap3() {
       return fn.apply(thisArg, arguments);
     };
   }
@@ -26005,7 +26026,7 @@ var require_axios = __commonJS((exports2, module2) => {
   prototype.append = function append(name2, value) {
     this._pairs.push([name2, value]);
   };
-  prototype.toString = function toString(encoder2) {
+  prototype.toString = function toString2(encoder2) {
     const _encode = encoder2 ? function(value) {
       return encoder2.call(this, value, encode$1);
     } : encode$1;
@@ -27218,7 +27239,7 @@ var require_axios = __commonJS((exports2, module2) => {
       return req;
     }
   };
-  var httpAdapter = isHttpAdapterSupported && function httpAdapter(config2) {
+  var httpAdapter = isHttpAdapterSupported && function httpAdapter2(config2) {
     return wrapAsync(async function dispatchHttpRequest(resolve, reject, onDone) {
       let { data, lookup, family, httpVersion = 1, http2Options } = config2;
       const { responseType, responseEncoding } = config2;
@@ -28274,7 +28295,7 @@ var require_axios = __commonJS((exports2, module2) => {
   }
   var validators$1 = {};
   ["object", "boolean", "number", "function", "string", "symbol"].forEach((type, i2) => {
-    validators$1[type] = function validator(thing) {
+    validators$1[type] = function validator2(thing) {
       return typeof thing === type || "a" + (i2 < 1 ? "n " : " ") + type;
     };
   });
@@ -28570,7 +28591,7 @@ var require_axios = __commonJS((exports2, module2) => {
   }
   var CancelToken$1 = CancelToken;
   function spread(callback) {
-    return function wrap(arr) {
+    return function wrap3(arr) {
       return callback.apply(null, arr);
     };
   }
@@ -32153,7 +32174,7 @@ var require_stream = __commonJS((exports2, module2) => {
       objectMode: false,
       writableObjectMode: false
     });
-    ws.on("message", function message(msg, isBinary) {
+    ws.on("message", function message2(msg, isBinary) {
       const data = !isBinary && duplex._readableState.objectMode ? msg.toString() : msg;
       if (!duplex.push(data))
         ws.pause();
@@ -40852,7 +40873,7 @@ var require_axios2 = __commonJS((exports2, module2) => {
   var zlib__default = /* @__PURE__ */ _interopDefaultLegacy(zlib);
   var stream__default = /* @__PURE__ */ _interopDefaultLegacy(stream2);
   function bind(fn, thisArg) {
-    return function wrap() {
+    return function wrap3() {
       return fn.apply(thisArg, arguments);
     };
   }
@@ -41430,7 +41451,7 @@ var require_axios2 = __commonJS((exports2, module2) => {
   prototype.append = function append(name2, value2) {
     this._pairs.push([name2, value2]);
   };
-  prototype.toString = function toString(encoder2) {
+  prototype.toString = function toString2(encoder2) {
     const _encode = encoder2 ? function(value2) {
       return encoder2.call(this, value2, encode$1);
     } : encode$1;
@@ -42490,7 +42511,7 @@ var require_axios2 = __commonJS((exports2, module2) => {
     };
   };
   var buildAddressEntry = (address, family) => resolveFamily(utils$1.isObject(address) ? address : { address, family });
-  var httpAdapter = isHttpAdapterSupported && function httpAdapter(config2) {
+  var httpAdapter = isHttpAdapterSupported && function httpAdapter2(config2) {
     return wrapAsync(async function dispatchHttpRequest(resolve, reject, onDone) {
       let { data, lookup, family } = config2;
       const { responseType, responseEncoding } = config2;
@@ -43441,7 +43462,7 @@ var require_axios2 = __commonJS((exports2, module2) => {
   }
   var validators$1 = {};
   ["object", "boolean", "number", "function", "string", "symbol"].forEach((type, i2) => {
-    validators$1[type] = function validator(thing) {
+    validators$1[type] = function validator2(thing) {
       return typeof thing === type || "a" + (i2 < 1 ? "n " : " ") + type;
     };
   });
@@ -43738,7 +43759,7 @@ var require_axios2 = __commonJS((exports2, module2) => {
   }
   var CancelToken$1 = CancelToken;
   function spread(callback) {
-    return function wrap(arr) {
+    return function wrap3(arr) {
       return callback.apply(null, arr);
     };
   }
@@ -65309,7 +65330,7 @@ function cookieSerialize(t, s, i) {
     a += "; Path=" + n.path;
   }
   if (n.expires) {
-    if (!function isDate(e2) {
+    if (!function isDate2(e2) {
       return Object.prototype.toString.call(e2) === "[object Date]" || e2 instanceof Date;
     }(n.expires) || isNaN(n.expires.valueOf()))
       throw new TypeError("option expires is invalid");
@@ -71707,6 +71728,7 @@ function transformTradesToExchangeType({
   trades,
   take_profit,
   stop_loss,
+  stop_losses,
   kind
 }) {
   const currentTime = Date.now();
@@ -71791,7 +71813,8 @@ function transformTradesToExchangeType({
     });
     nextOrderId++;
   }
-  if (stop_loss && stop_loss.quantity > 0) {
+  const effectiveStops = stop_losses && stop_losses.length > 0 ? stop_losses : stop_loss && stop_loss.quantity > 0 ? [stop_loss] : [];
+  for (const sl of effectiveStops) {
     const slSide = kind === "long" ? "sell" : "buy";
     const slPositionSide = kind.toUpperCase();
     result.push({
@@ -71807,28 +71830,29 @@ function transformTradesToExchangeType({
       orderId: nextOrderId,
       order_id: nextOrderId,
       order_type: "future",
-      origQty: stop_loss.quantity,
+      origQty: sl.quantity,
       origType: "LIMIT",
       positionSide: slPositionSide,
-      price: stop_loss.price,
+      price: sl.price,
       priceMatch: "NONE",
       priceProtect: false,
-      qty: stop_loss.quantity,
-      quantity: stop_loss.quantity,
+      qty: sl.quantity,
+      quantity: sl.quantity,
       reduceOnly: true,
       selfTradePreventionMode: "EXPIRE_MAKER",
       side: slSide,
       status: "NEW",
-      stop: stop_loss.price,
-      stopPrice: stop_loss.price,
+      stop: sl.price,
+      stopPrice: sl.price,
       symbol: undefined,
       time: currentTime,
       timeInForce: "GTC",
-      triggerPrice: stop_loss.price,
+      triggerPrice: sl.price,
       type: "LIMIT",
       updateTime: currentTime,
       workingType: "CONTRACT_PRICE"
     });
+    nextOrderId++;
   }
   return result;
 }
@@ -71846,7 +71870,7 @@ function transformExchangeOrderToTradeWithValidation(orders, options) {
   } = options || {};
   const trades = [];
   let take_profit;
-  let stop_loss;
+  const stop_losses = [];
   orders.forEach((order, index) => {
     if (validatePrice && (typeof order.price !== "number" || order.price <= 0)) {
       throw new Error(`Invalid price at index ${index}: ${order.price}. Price must be a positive number`);
@@ -71864,11 +71888,11 @@ function transformExchangeOrderToTradeWithValidation(orders, options) {
       };
       return;
     }
-    if (isStopLossOrder(order) && !stop_loss) {
-      stop_loss = {
+    if (isStopLossOrder(order)) {
+      stop_losses.push({
         price: order.price,
         quantity: order.quantity
-      };
+      });
       return;
     }
     trades.push({
@@ -71877,7 +71901,7 @@ function transformExchangeOrderToTradeWithValidation(orders, options) {
       avg_size: order.quantity,
       neg_pnl: 0,
       avg_entry: order.price,
-      stop: stop_loss?.price || order.stop || defaultStop,
+      stop: stop_losses[0]?.price || order.stop || defaultStop,
       reverse_avg_entry: order.price,
       reverse_avg_quantity: order.quantity,
       fee: 0,
@@ -71887,7 +71911,8 @@ function transformExchangeOrderToTradeWithValidation(orders, options) {
   return {
     trades,
     take_profit,
-    stop_loss
+    stop_loss: stop_losses[0],
+    stop_losses
   };
 }
 function updatePositionBasedOffTpOrSl({
@@ -71898,7 +71923,7 @@ function updatePositionBasedOffTpOrSl({
 }) {
   const position2 = positions[kind];
   const side_orders = orders.filter((o) => o.positionSide.toLowerCase() === kind);
-  const { trades, take_profit, stop_loss } = transformExchangeOrderToTradeWithValidation(side_orders, {
+  const { trades, take_profit, stop_loss, stop_losses } = transformExchangeOrderToTradeWithValidation(side_orders, {
     validatePrice: false,
     validateQuantity: false,
     defaultStop: 0
@@ -71924,25 +71949,41 @@ function updatePositionBasedOffTpOrSl({
         orders: transformTradesToExchangeType({
           trades,
           kind,
-          stop_loss
+          stop_loss,
+          stop_losses
         }),
         changed: "tp"
       };
     }
   }
-  if (stop_loss && stop_loss.quantity) {
-    const should_close = kind === "long" ? current_price <= stop_loss.price : current_price >= stop_loss.price;
-    if (should_close) {
-      position2.quantity = Math.max(0, position2.quantity - stop_loss.quantity);
+  const all_stops = stop_losses && stop_losses.length > 0 ? stop_losses : stop_loss && stop_loss.quantity ? [stop_loss] : [];
+  if (all_stops.length > 0) {
+    const sorted_stops = [...all_stops].sort((a, b) => kind === "long" ? b.price - a.price : a.price - b.price);
+    const triggered = [];
+    const remaining = [];
+    for (const sl of sorted_stops) {
+      const should_close = kind === "long" ? current_price <= sl.price : current_price >= sl.price;
+      if (should_close) {
+        triggered.push(sl);
+      } else {
+        remaining.push(sl);
+      }
+    }
+    if (triggered.length > 0) {
+      const totalStopQty = triggered.reduce((sum, sl) => sum + sl.quantity, 0);
+      position2.quantity = Math.max(0, position2.quantity - totalStopQty);
       if (position2.quantity === 0) {
         position2.entry = 0;
       }
+      const furthestTriggered = kind === "long" ? Math.min(...triggered.map((sl) => sl.price)) : Math.max(...triggered.map((sl) => sl.price));
+      const remainingTrades = trades.filter((t2) => kind === "long" ? t2.entry < furthestTriggered : t2.entry > furthestTriggered);
       return {
         position: position2,
         orders: transformTradesToExchangeType({
-          trades: trades.filter((t2) => kind === "long" ? t2.entry < stop_loss.price : t2.entry > stop_loss.price),
+          trades: remainingTrades,
           kind,
-          take_profit
+          take_profit,
+          stop_losses: remaining.length > 0 ? remaining : undefined
         }),
         changed: "sl",
         trades
@@ -76759,11 +76800,13 @@ async function updateDbDetails(client, payload, current_account_info, new_payloa
     price: position2.stop_loss,
     quantity: position2.stop_quantity
   } : undefined);
+  const stop_losses = new_payload.stop_losses;
   const as_exchange_orders = new_payload.raw ? new_payload.orders : transformTradesToExchangeType({
     trades: new_payload.orders,
     kind: payload.kind,
     take_profit,
-    stop_loss
+    stop_loss,
+    stop_losses
   });
   const reverse_kind = payload.kind === "long" ? "short" : "long";
   const reverse_orders = current_account_info.config.trades.exchange_info.open_orders.filter((o) => {
@@ -77086,10 +77129,14 @@ async function placeStopOrder3(client, payload) {
     price: order.stop,
     quantity: order.quantity
   };
-  const { trades } = transformExchangeOrderToTradeWithValidation(sameKindOrders, {
+  const { trades, stop_losses: existingStops } = transformExchangeOrderToTradeWithValidation(sameKindOrders, {
     validateQuantity: false,
     validatePrice: false
   });
+  const all_stop_losses = [
+    ...existingStops || [],
+    stop_loss
+  ];
   return savePaperDetails(client, {
     kind: order.kind,
     symbol: payload.symbol,
@@ -77098,7 +77145,7 @@ async function placeStopOrder3(client, payload) {
   }, {
     position: {},
     orders: trades,
-    stop_loss
+    stop_losses: all_stop_losses
   });
 }
 async function placeTpOrder3(client, payload) {