@gbozee/ultimate 0.0.2-next.67 → 0.0.2-next.69

package/dist/index.js

@@ -4,25 +4,43 @@ var __getProtoOf = Object.getPrototypeOf;
 var __defProp = Object.defineProperty;
 var __getOwnPropNames = Object.getOwnPropertyNames;
 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 __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);
@@ -23486,17 +23504,6 @@ var require_db = __commonJS((exports, module) => {
   };
 });
 
-// node_modules/form-data/node_modules/mime-types/node_modules/mime-db/index.js
-var require_mime_db = __commonJS((exports, module) => {
-  /*!
-   * mime-db
-   * Copyright(c) 2014 Jonathan Ong
-   * Copyright(c) 2015-2022 Douglas Christopher Wilson
-   * MIT Licensed
-   */
-  module.exports = require_db();
-});
-
 // node_modules/form-data/node_modules/mime-types/index.js
 var require_mime_types = __commonJS((exports) => {
   /*!
@@ -23505,7 +23512,7 @@ var require_mime_types = __commonJS((exports) => {
    * Copyright(c) 2015 Douglas Christopher Wilson
    * MIT Licensed
    */
-  var db = require_mime_db();
+  var db = require_db();
   var extname = __require("path").extname;
   var EXTRACT_TYPE_REGEXP = /^\s*([^;\s]*)(?:;|\s|$)/;
   var TEXT_TYPE_REGEXP = /^text\//i;
@@ -23852,7 +23859,7 @@ var require_round = __commonJS((exports, module) => {
 
 // node_modules/math-intrinsics/isNaN.js
 var require_isNaN = __commonJS((exports, module) => {
-  module.exports = Number.isNaN || function isNaN(a) {
+  module.exports = Number.isNaN || function isNaN2(a) {
     return a !== a;
   };
 });
@@ -23860,7 +23867,7 @@ var require_isNaN = __commonJS((exports, module) => {
 // node_modules/math-intrinsics/sign.js
 var require_sign = __commonJS((exports, module) => {
   var $isNaN = require_isNaN();
-  module.exports = function sign(number) {
+  module.exports = function sign3(number) {
     if ($isNaN(number) || number === 0) {
       return number;
     }
@@ -23986,7 +23993,7 @@ var require_implementation = __commonJS((exports, module) => {
   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];
@@ -23996,7 +24003,7 @@ var require_implementation = __commonJS((exports, module) => {
     }
     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];
@@ -24037,7 +24044,7 @@ var require_implementation = __commonJS((exports, module) => {
     }
     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;
@@ -24276,7 +24283,7 @@ var require_get_intrinsic = __commonJS((exports, module) => {
     }
   }
   var errorProto;
-  var doEval = function doEval(name2) {
+  var doEval = function doEval2(name2) {
     var value;
     if (name2 === "%AsyncFunction%") {
       value = getEvalledConstructor("async function () {}");
@@ -24285,12 +24292,12 @@ var require_get_intrinsic = __commonJS((exports, module) => {
     } 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);
       }
@@ -24361,7 +24368,7 @@ var require_get_intrinsic = __commonJS((exports, module) => {
   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 !== "%") {
@@ -24375,7 +24382,7 @@ var require_get_intrinsic = __commonJS((exports, module) => {
     });
     return result;
   };
-  var getBaseIntrinsic = function getBaseIntrinsic(name2, allowMissing) {
+  var getBaseIntrinsic = function getBaseIntrinsic2(name2, allowMissing) {
     var intrinsicName = name2;
     var alias;
     if (hasOwn(LEGACY_ALIASES, intrinsicName)) {
@@ -25403,7 +25410,7 @@ var require_axios = __commonJS((exports, module) => {
   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);
     };
   }
@@ -25985,7 +25992,7 @@ var require_axios = __commonJS((exports, module) => {
   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;
@@ -27198,7 +27205,7 @@ var require_axios = __commonJS((exports, module) => {
       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;
@@ -28254,7 +28261,7 @@ var require_axios = __commonJS((exports, module) => {
   }
   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;
     };
   });
@@ -28550,7 +28557,7 @@ var require_axios = __commonJS((exports, module) => {
   }
   var CancelToken$1 = CancelToken;
   function spread(callback) {
-    return function wrap(arr) {
+    return function wrap3(arr) {
       return callback.apply(null, arr);
     };
   }
@@ -32133,7 +32140,7 @@ var require_stream = __commonJS((exports, module) => {
       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();
@@ -40827,7 +40834,7 @@ var require_axios2 = __commonJS((exports, module) => {
   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);
     };
   }
@@ -41405,7 +41412,7 @@ var require_axios2 = __commonJS((exports, module) => {
   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;
@@ -42465,7 +42472,7 @@ var require_axios2 = __commonJS((exports, module) => {
     };
   };
   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;
@@ -43416,7 +43423,7 @@ var require_axios2 = __commonJS((exports, module) => {
   }
   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;
     };
   });
@@ -43713,7 +43720,7 @@ var require_axios2 = __commonJS((exports, module) => {
   }
   var CancelToken$1 = CancelToken;
   function spread(callback) {
-    return function wrap(arr) {
+    return function wrap3(arr) {
       return callback.apply(null, arr);
     };
   }
@@ -65221,7 +65228,7 @@ 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");
@@ -71619,6 +71626,7 @@ function transformTradesToExchangeType({
   trades,
   take_profit,
   stop_loss,
+  stop_losses,
   kind
 }) {
   const currentTime = Date.now();
@@ -71703,7 +71711,8 @@ 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({
@@ -71719,28 +71728,29 @@ 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;
 }
@@ -71758,7 +71768,7 @@ 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`);
@@ -71776,11 +71786,11 @@ 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({
@@ -71789,7 +71799,7 @@ 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,
@@ -71799,7 +71809,8 @@ function transformExchangeOrderToTradeWithValidation(orders, options) {
   return {
     trades,
     take_profit,
-    stop_loss
+    stop_loss: stop_losses[0],
+    stop_losses
   };
 }
 function updatePositionBasedOffTpOrSl({
@@ -71810,7 +71821,7 @@ 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
@@ -71836,25 +71847,41 @@ 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
@@ -76671,11 +76698,13 @@ 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) => {
@@ -76772,6 +76801,19 @@ async function fetchDBExchangeData(client, symbol, options) {
       short: short_result.trades
     };
   }
+  const stop_losses_by_kind = {
+    long: [],
+    short: []
+  };
+  for (const o of orders) {
+    const k = o.positionSide?.toLowerCase();
+    if (k && (o.isStop || o.stopPrice > 0)) {
+      stop_losses_by_kind[k].push({
+        price: o.stopPrice || o.stop || o.price,
+        quantity: o.origQty || o.quantity
+      });
+    }
+  }
   return {
     orders,
     symbol_config,
@@ -76781,11 +76823,12 @@ async function fetchDBExchangeData(client, symbol, options) {
     trades,
     drift,
     priceChanged,
+    stop_losses_by_kind,
     raw_data: live_exchange_details?.data
   };
 }
 async function reconcileEngineState(client, symbol, options) {
-  const { positions, symbol_config, current_price, raw_data, trades, drift, priceChanged } = await fetchDBExchangeData(client, symbol, options);
+  const { positions, symbol_config, current_price, raw_data, trades, drift, priceChanged, stop_losses_by_kind } = await fetchDBExchangeData(client, symbol, options);
   const long_generator = new TradeEngine({
     position: {
       kind: "long",
@@ -76830,7 +76873,13 @@ async function reconcileEngineState(client, symbol, options) {
           state.position.quantity = 0;
           tp = { price: 0, quantity: 0 };
         }
-        await updateDbDetails(client, { kind, symbol }, raw_data, { take_profit: tp, position: _position, orders: state_trades });
+        const kind_stops = stop_losses_by_kind[kind];
+        await updateDbDetails(client, { kind, symbol }, raw_data, {
+          take_profit: tp,
+          position: _position,
+          orders: state_trades,
+          stop_losses: kind_stops.length > 0 ? kind_stops : undefined
+        });
         changed = true;
       }
     }
@@ -76998,10 +77047,14 @@ 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,
@@ -77010,7 +77063,7 @@ async function placeStopOrder3(client, payload) {
   }, {
     position: {},
     orders: trades,
-    stop_loss
+    stop_losses: all_stop_losses
   });
 }
 async function placeTpOrder3(client, payload) {