@gbozee/ultimate 0.0.2-next.7 → 0.0.2-next.70

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@@ -120,7 +120,7 @@ export declare function determineTPSl(payload: {
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  };
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  export interface GetEntriesParams {
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  kind: "long" | "short";
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- distribution: "arithmetic" | "geometric" | "normal" | "exponential" | "inverse-exponential";
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+ distribution: "arithmetic" | "geometric" | "normal" | "exponential" | "lognormal" | "inverse-exponential";
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  margin_range: [
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  number,
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  number
@@ -133,6 +133,7 @@ export interface GetEntriesParams {
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  lambda?: number;
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  };
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  }
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+ export declare function determine_pnl(entry: number, close_price: number, quantity: number, kind?: string, contract_size?: number): number;
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  export type SignalConfigType = {
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  symbol?: string;
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  focus: number;
@@ -181,7 +182,7 @@ export type SignalConfigType = {
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  }>;
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  };
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  };
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- declare class Signal {
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+ export declare class Signal {
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  focus: number;
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  budget: number;
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  percent_change: number;
@@ -1135,6 +1136,33 @@ export declare function generateDangerousConfig(payload: {
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  entry: any;
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  };
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  };
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+ export declare function computeMarginProtection({ entry, quantity, tp, stop_loss, avg_price, avg_qty, next_order, base_asset, symbol, }: {
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+ symbol: string;
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+ base_asset: number;
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+ next_order: number;
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+ entry: number;
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+ quantity: number;
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+ tp: {
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+ price: number;
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+ };
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+ stop_loss: {
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+ price: number;
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+ };
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+ avg_price: number;
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+ avg_qty: number;
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+ }): {
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+ existing_quantity: number;
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+ quantity_to_place: number;
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+ quantity: number;
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+ price: number;
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+ tp: number;
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+ risk: number;
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+ protect_quantity: number;
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+ ideal_protect_quantity: number;
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+ hedge: number;
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+ price_place: string;
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+ decimal_place: string;
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+ };
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  export type StrategyPosition = {
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  entry: number;
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  quantity: number;
@@ -1494,7 +1522,8 @@ declare function constructAppConfig$1({ config, global_config, }: {
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  lambda?: number;
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  };
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  };
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- declare function buildWithOptimumReward({ config, settings, global_config, force_exact, }: {
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+ declare function buildWithOptimumReward({ config, settings, global_config, force_exact, use_default, }: {
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+ use_default?: boolean;
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  config: TradeConfig;
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  global_config: GlobalConfig;
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  settings: {
@@ -1783,5 +1812,60 @@ export declare const compoundAPI: {
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  increaseTradeHelper: typeof increaseTradeHelper;
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  generatePositionIncreaseTrade: typeof generatePositionIncreaseTrade;
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  };
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+ export interface OptimumRewardTradeResult {
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+ trades: ComputedTrade[];
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+ summary: any;
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+ config: any;
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+ kind: "long" | "short";
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+ }
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+ export declare class TradeEngine {
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+ trade_details: OptimumRewardTradeResult | null;
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+ position: {
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+ entry: number;
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+ quantity: number;
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+ kind: "long" | "short";
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+ };
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+ global_config: GlobalConfig;
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+ constructor({ global_config, position, }: {
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+ position?: {
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+ kind: "long" | "short";
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+ entry: number;
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+ quantity: number;
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+ };
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+ global_config: GlobalConfig;
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+ });
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+ generateShortTrades(config: TradeConfig): void;
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+ positionAt({ price, dangerous, trades: existingTrades, }: {
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+ trades?: ComputedTrade[];
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+ price: number;
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+ dangerous?: boolean;
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+ }): {
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+ trades: ComputedTrade[];
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+ position: {
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+ entry: number;
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+ quantity: number;
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+ kind: "long" | "short";
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+ };
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+ entry_fees: number;
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+ fee_percent: number;
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+ global_config: GlobalConfig;
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+ };
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+ initializeEngine({ price, dangerous, trades, config, }: {
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+ config?: TradeConfig;
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+ trades?: ComputedTrade[];
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+ price: number;
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+ dangerous?: boolean;
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+ }): {
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+ trades: ComputedTrade[];
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+ position: {
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+ entry: number;
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+ quantity: number;
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+ kind: "long" | "short";
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+ };
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+ entry_fees: number;
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+ fee_percent: number;
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+ global_config: GlobalConfig;
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+ };
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+ }
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  export {};