@gonzih/polymarket-arb 1.0.5 → 1.0.6
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/feeds.d.ts +4 -0
- package/dist/feeds.d.ts.map +1 -1
- package/dist/feeds.js +15 -0
- package/dist/feeds.js.map +1 -1
- package/dist/signal.d.ts +1 -0
- package/dist/signal.d.ts.map +1 -1
- package/dist/signal.js +10 -1
- package/dist/signal.js.map +1 -1
- package/package.json +1 -1
package/dist/feeds.d.ts
CHANGED
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@@ -14,6 +14,10 @@ export declare class FeedManager {
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14
14
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private stopped;
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15
15
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private coinbaseLastMessageAt;
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16
16
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private coinbaseHeartbeatTimer;
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17
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+
private totalTicks;
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18
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+
private lastBtcPrice;
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19
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+
private lastEthPrice;
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20
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+
private lastTickHeartbeatAt;
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17
21
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onPrice(handler: PriceUpdateHandler): void;
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22
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private emit;
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23
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start(): void;
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package/dist/feeds.d.ts.map
CHANGED
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"feeds.d.ts","sourceRoot":"","sources":["../src/feeds.ts"],"names":[],"mappings":"AAGA,MAAM,MAAM,SAAS,GAAG;IACtB,MAAM,EAAE,KAAK,GAAG,KAAK,CAAC;IACtB,KAAK,EAAE,MAAM,CAAC;IACd,SAAS,EAAE,MAAM,CAAC;IAClB,MAAM,EAAE,SAAS,GAAG,UAAU,CAAC;CAChC,CAAC;AAEF,MAAM,MAAM,kBAAkB,GAAG,CAAC,IAAI,EAAE,SAAS,KAAK,IAAI,CAAC;AAS3D,qBAAa,WAAW;IACtB,OAAO,CAAC,QAAQ,CAA4B;IAC5C,OAAO,CAAC,SAAS,CAA0B;IAC3C,OAAO,CAAC,UAAU,CAA0B;IAC5C,OAAO,CAAC,cAAc,CAAS;IAC/B,OAAO,CAAC,iBAAiB,CAA+B;IACxD,OAAO,CAAC,OAAO,CAAS;IACxB,OAAO,CAAC,qBAAqB,CAAK;IAClC,OAAO,CAAC,sBAAsB,CAA+B;
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1
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+
{"version":3,"file":"feeds.d.ts","sourceRoot":"","sources":["../src/feeds.ts"],"names":[],"mappings":"AAGA,MAAM,MAAM,SAAS,GAAG;IACtB,MAAM,EAAE,KAAK,GAAG,KAAK,CAAC;IACtB,KAAK,EAAE,MAAM,CAAC;IACd,SAAS,EAAE,MAAM,CAAC;IAClB,MAAM,EAAE,SAAS,GAAG,UAAU,CAAC;CAChC,CAAC;AAEF,MAAM,MAAM,kBAAkB,GAAG,CAAC,IAAI,EAAE,SAAS,KAAK,IAAI,CAAC;AAS3D,qBAAa,WAAW;IACtB,OAAO,CAAC,QAAQ,CAA4B;IAC5C,OAAO,CAAC,SAAS,CAA0B;IAC3C,OAAO,CAAC,UAAU,CAA0B;IAC5C,OAAO,CAAC,cAAc,CAAS;IAC/B,OAAO,CAAC,iBAAiB,CAA+B;IACxD,OAAO,CAAC,OAAO,CAAS;IACxB,OAAO,CAAC,qBAAqB,CAAK;IAClC,OAAO,CAAC,sBAAsB,CAA+B;IAC7D,OAAO,CAAC,UAAU,CAAK;IACvB,OAAO,CAAC,YAAY,CAAK;IACzB,OAAO,CAAC,YAAY,CAAK;IACzB,OAAO,CAAC,mBAAmB,CAAK;IAEhC,OAAO,CAAC,OAAO,EAAE,kBAAkB,GAAG,IAAI;IAI1C,OAAO,CAAC,IAAI;IAIZ,KAAK,IAAI,IAAI;IAKb,IAAI,IAAI,IAAI;IAQZ,OAAO,CAAC,cAAc;IAoDtB,OAAO,CAAC,qBAAqB;IAQ7B,OAAO,CAAC,sBAAsB;IAY9B,OAAO,CAAC,eAAe;CA4DxB"}
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package/dist/feeds.js
CHANGED
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@@ -13,6 +13,10 @@ export class FeedManager {
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stopped = false;
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coinbaseLastMessageAt = 0;
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coinbaseHeartbeatTimer = null;
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16
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+
totalTicks = 0;
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17
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+
lastBtcPrice = 0;
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18
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+
lastEthPrice = 0;
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19
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+
lastTickHeartbeatAt = 0;
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onPrice(handler) {
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this.handlers.push(handler);
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}
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@@ -131,10 +135,21 @@ export class FeedManager {
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131
135
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const symbol = trade.product_id.startsWith("BTC") ? "BTC" : "ETH";
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132
136
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const price = parseFloat(trade.price);
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133
137
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if (!isNaN(price)) {
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138
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+
if (symbol === "BTC")
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139
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+
this.lastBtcPrice = price;
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140
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+
else
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141
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+
this.lastEthPrice = price;
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142
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+
this.totalTicks++;
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134
143
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this.emit({ symbol, price, timestamp: Date.now(), source: "coinbase" });
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135
144
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}
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136
145
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}
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137
146
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}
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147
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+
// log heartbeat every 100 ticks or every 60 seconds
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148
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+
const now = Date.now();
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149
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+
if (this.totalTicks > 0 && (this.totalTicks % 100 === 0 || now - this.lastTickHeartbeatAt >= 60_000)) {
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150
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+
log("info", { source: "coinbase", event: "tick_heartbeat", btcPrice: this.lastBtcPrice, ethPrice: this.lastEthPrice, tickCount: this.totalTicks });
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151
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+
this.lastTickHeartbeatAt = now;
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152
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+
}
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}
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catch {
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// ignore malformed
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package/dist/feeds.js.map
CHANGED
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"feeds.js","sourceRoot":"","sources":["../src/feeds.ts"],"names":[],"mappings":"AAAA,OAAO,SAAS,MAAM,IAAI,CAAC;AAC3B,OAAO,EAAE,GAAG,EAAE,MAAM,aAAa,CAAC;AAWlC,MAAM,UAAU,GACd,gFAAgF,CAAC;AACnF,MAAM,WAAW,GAAG,sCAAsC,CAAC;AAE3D,8CAA8C;AAC9C,MAAM,gBAAgB,GAAG,CAAC,GAAG,EAAE,GAAG,EAAE,GAAG,IAAI,CAAC;AAE5C,MAAM,OAAO,WAAW;IACd,QAAQ,GAAyB,EAAE,CAAC;IACpC,SAAS,GAAqB,IAAI,CAAC;IACnC,UAAU,GAAqB,IAAI,CAAC;IACpC,cAAc,GAAG,KAAK,CAAC;IACvB,iBAAiB,GAA0B,IAAI,CAAC;IAChD,OAAO,GAAG,KAAK,CAAC;IAChB,qBAAqB,GAAG,CAAC,CAAC;IAC1B,sBAAsB,GAA0B,IAAI,CAAC;
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1
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+
{"version":3,"file":"feeds.js","sourceRoot":"","sources":["../src/feeds.ts"],"names":[],"mappings":"AAAA,OAAO,SAAS,MAAM,IAAI,CAAC;AAC3B,OAAO,EAAE,GAAG,EAAE,MAAM,aAAa,CAAC;AAWlC,MAAM,UAAU,GACd,gFAAgF,CAAC;AACnF,MAAM,WAAW,GAAG,sCAAsC,CAAC;AAE3D,8CAA8C;AAC9C,MAAM,gBAAgB,GAAG,CAAC,GAAG,EAAE,GAAG,EAAE,GAAG,IAAI,CAAC;AAE5C,MAAM,OAAO,WAAW;IACd,QAAQ,GAAyB,EAAE,CAAC;IACpC,SAAS,GAAqB,IAAI,CAAC;IACnC,UAAU,GAAqB,IAAI,CAAC;IACpC,cAAc,GAAG,KAAK,CAAC;IACvB,iBAAiB,GAA0B,IAAI,CAAC;IAChD,OAAO,GAAG,KAAK,CAAC;IAChB,qBAAqB,GAAG,CAAC,CAAC;IAC1B,sBAAsB,GAA0B,IAAI,CAAC;IACrD,UAAU,GAAG,CAAC,CAAC;IACf,YAAY,GAAG,CAAC,CAAC;IACjB,YAAY,GAAG,CAAC,CAAC;IACjB,mBAAmB,GAAG,CAAC,CAAC;IAEhC,OAAO,CAAC,OAA2B;QACjC,IAAI,CAAC,QAAQ,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;IAC9B,CAAC;IAEO,IAAI,CAAC,IAAe;QAC1B,KAAK,MAAM,CAAC,IAAI,IAAI,CAAC,QAAQ;YAAE,CAAC,CAAC,IAAI,CAAC,CAAC;IACzC,CAAC;IAED,KAAK;QACH,IAAI,CAAC,cAAc,EAAE,CAAC;QACtB,IAAI,CAAC,eAAe,EAAE,CAAC;IACzB,CAAC;IAED,IAAI;QACF,IAAI,CAAC,OAAO,GAAG,IAAI,CAAC;QACpB,IAAI,IAAI,CAAC,iBAAiB;YAAE,YAAY,CAAC,IAAI,CAAC,iBAAiB,CAAC,CAAC;QACjE,IAAI,IAAI,CAAC,sBAAsB;YAAE,aAAa,CAAC,IAAI,CAAC,sBAAsB,CAAC,CAAC;QAC5E,IAAI,CAAC,SAAS,EAAE,KAAK,EAAE,CAAC;QACxB,IAAI,CAAC,UAAU,EAAE,KAAK,EAAE,CAAC;IAC3B,CAAC;IAEO,cAAc;QACpB,IAAI,IAAI,CAAC,OAAO,IAAI,IAAI,CAAC,cAAc;YAAE,OAAO;QAEhD,MAAM,EAAE,GAAG,IAAI,SAAS,CAAC,UAAU,CAAC,CAAC;QACrC,IAAI,CAAC,SAAS,GAAG,EAAE,CAAC;QAEpB,EAAE,CAAC,EAAE,CAAC,MAAM,EAAE,GAAG,EAAE;YACjB,GAAG,CAAC,MAAM,EAAE,EAAE,MAAM,EAAE,SAAS,EAAE,KAAK,EAAE,WAAW,EAAE,CAAC,CAAC;QACzD,CAAC,CAAC,CAAC;QAEH,EAAE,CAAC,EAAE,CAAC,SAAS,EAAE,CAAC,GAAW,EAAE,EAAE;YAC/B,IAAI,CAAC;gBACH,MAAM,GAAG,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC;gBACvC,MAAM,MAAM,GAAW,GAAG,CAAC,MAAM,IAAI,EAAE,CAAC;gBACxC,MAAM,KAAK,GAAG,GAAG,CAAC,IAAI,EAAE,CAAC,CAAC;gBAC1B,IAAI,CAAC,KAAK,IAAI,CAAC,KAAK,CAAC,CAAC;oBAAE,OAAO,CAAC,kDAAkD;gBAClF,MAAM,MAAM,GAAkB,MAAM,CAAC,UAAU,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC;gBACvE,MAAM,KAAK,GAAG,UAAU,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;gBAClC,IAAI,CAAC,IAAI,CAAC,EAAE,MAAM,EAAE,KAAK,EAAE,SAAS,EAAE,IAAI,CAAC,GAAG,EAAE,EAAE,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC;YACzE,CAAC;YAAC,MAAM,CAAC;gBACP,mBAAmB;YACrB,CAAC;QACH,CAAC,CAAC,CAAC;QAEH,EAAE,CAAC,EAAE,CAAC,OAAO,EAAE,CAAC,GAA8B,EAAE,EAAE;YAChD,0BAA0B;YAC1B,IAAI,GAAG,CAAC,OAAO,EAAE,QAAQ,CAAC,KAAK,CAAC,IAAK,GAA6B,CAAC,IAAI,KAAK,KAAK,EAAE,CAAC;gBAClF,GAAG,CAAC,MAAM,EAAE,EAAE,MAAM,EAAE,SAAS,EAAE,KAAK,EAAE,iBAAiB,EAAE,OAAO,EAAE,GAAG,CAAC,OAAO,EAAE,CAAC,CAAC;gBACnF,IAAI,CAAC,cAAc,GAAG,IAAI,CAAC;gBAC3B,EAAE,CAAC,KAAK,EAAE,CAAC;gBACX,IAAI,CAAC,qBAAqB,EAAE,CAAC;YAC/B,CAAC;iBAAM,CAAC;gBACN,GAAG,CAAC,MAAM,EAAE,EAAE,MAAM,EAAE,SAAS,EAAE,KAAK,EAAE,OAAO,EAAE,OAAO,EAAE,GAAG,CAAC,OAAO,EAAE,CAAC,CAAC;YAC3E,CAAC;QACH,CAAC,CAAC,CAAC;QAEH,EAAE,CAAC,EAAE,CAAC,qBAAqB,EAAE,CAAC,IAAa,EAAE,GAA2B,EAAE,EAAE;YAC1E,IAAI,GAAG,CAAC,UAAU,KAAK,GAAG,EAAE,CAAC;gBAC3B,GAAG,CAAC,MAAM,EAAE,EAAE,MAAM,EAAE,SAAS,EAAE,KAAK,EAAE,iBAAiB,EAAE,UAAU,EAAE,GAAG,EAAE,CAAC,CAAC;gBAC9E,IAAI,CAAC,cAAc,GAAG,IAAI,CAAC;gBAC3B,EAAE,CAAC,KAAK,EAAE,CAAC;gBACX,IAAI,CAAC,qBAAqB,EAAE,CAAC;YAC/B,CAAC;QACH,CAAC,CAAC,CAAC;QAEH,EAAE,CAAC,EAAE,CAAC,OAAO,EAAE,GAAG,EAAE;YAClB,IAAI,IAAI,CAAC,OAAO,IAAI,IAAI,CAAC,cAAc;gBAAE,OAAO;YAChD,GAAG,CAAC,MAAM,EAAE,EAAE,MAAM,EAAE,SAAS,EAAE,KAAK,EAAE,cAAc,EAAE,CAAC,CAAC;YAC1D,UAAU,CAAC,GAAG,EAAE,CAAC,IAAI,CAAC,cAAc,EAAE,EAAE,IAAI,CAAC,CAAC;QAChD,CAAC,CAAC,CAAC;IACL,CAAC;IAEO,qBAAqB;QAC3B,GAAG,CAAC,MAAM,EAAE,EAAE,MAAM,EAAE,SAAS,EAAE,KAAK,EAAE,oBAAoB,EAAE,CAAC,CAAC;QAChE,IAAI,CAAC,iBAAiB,GAAG,UAAU,CAAC,GAAG,EAAE;YACvC,IAAI,CAAC,cAAc,GAAG,KAAK,CAAC;YAC5B,IAAI,CAAC,cAAc,EAAE,CAAC;QACxB,CAAC,EAAE,gBAAgB,CAAC,CAAC;IACvB,CAAC;IAEO,sBAAsB;QAC5B,IAAI,IAAI,CAAC,sBAAsB;YAAE,aAAa,CAAC,IAAI,CAAC,sBAAsB,CAAC,CAAC;QAC5E,IAAI,CAAC,sBAAsB,GAAG,WAAW,CAAC,GAAG,EAAE;YAC7C,IAAI,IAAI,CAAC,OAAO;gBAAE,OAAO;YACzB,MAAM,OAAO,GAAG,IAAI,CAAC,GAAG,EAAE,GAAG,IAAI,CAAC,qBAAqB,CAAC;YACxD,IAAI,IAAI,CAAC,qBAAqB,GAAG,CAAC,IAAI,OAAO,GAAG,MAAM,EAAE,CAAC;gBACvD,GAAG,CAAC,MAAM,EAAE,EAAE,MAAM,EAAE,UAAU,EAAE,KAAK,EAAE,uBAAuB,EAAE,MAAM,EAAE,gBAAgB,EAAE,OAAO,EAAE,CAAC,CAAC;gBACvG,IAAI,CAAC,UAAU,EAAE,KAAK,EAAE,CAAC;YAC3B,CAAC;QACH,CAAC,EAAE,MAAM,CAAC,CAAC;IACb,CAAC;IAEO,eAAe;QACrB,IAAI,IAAI,CAAC,OAAO;YAAE,OAAO;QAEzB,MAAM,EAAE,GAAG,IAAI,SAAS,CAAC,WAAW,CAAC,CAAC;QACtC,IAAI,CAAC,UAAU,GAAG,EAAE,CAAC;QAErB,EAAE,CAAC,EAAE,CAAC,MAAM,EAAE,GAAG,EAAE;YACjB,GAAG,CAAC,MAAM,EAAE,EAAE,MAAM,EAAE,UAAU,EAAE,KAAK,EAAE,WAAW,EAAE,CAAC,CAAC;YACxD,IAAI,CAAC,qBAAqB,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;YACxC,IAAI,CAAC,sBAAsB,EAAE,CAAC;YAC9B,EAAE,CAAC,IAAI,CACL,IAAI,CAAC,SAAS,CAAC;gBACb,IAAI,EAAE,WAAW;gBACjB,WAAW,EAAE,CAAC,SAAS,EAAE,SAAS,CAAC;gBACnC,OAAO,EAAE,eAAe;aACzB,CAAC,CACH,CAAC;QACJ,CAAC,CAAC,CAAC;QAEH,EAAE,CAAC,EAAE,CAAC,SAAS,EAAE,CAAC,GAAW,EAAE,EAAE;YAC/B,IAAI,CAAC,qBAAqB,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;YACxC,IAAI,CAAC;gBACH,MAAM,GAAG,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC;gBACvC,IAAI,GAAG,CAAC,OAAO,KAAK,eAAe;oBAAE,OAAO;gBAC5C,MAAM,MAAM,GAAqE,GAAG,CAAC,MAAM,IAAI,EAAE,CAAC;gBAClG,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE,CAAC;oBAC3B,MAAM,MAAM,GAAG,KAAK,CAAC,MAAM,IAAI,EAAE,CAAC;oBAClC,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE,CAAC;wBAC3B,MAAM,MAAM,GAAkB,KAAK,CAAC,UAAU,CAAC,UAAU,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC;wBACjF,MAAM,KAAK,GAAG,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC;wBACtC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC;4BAClB,IAAI,MAAM,KAAK,KAAK;gCAAE,IAAI,CAAC,YAAY,GAAG,KAAK,CAAC;;gCAC3C,IAAI,CAAC,YAAY,GAAG,KAAK,CAAC;4BAC/B,IAAI,CAAC,UAAU,EAAE,CAAC;4BAClB,IAAI,CAAC,IAAI,CAAC,EAAE,MAAM,EAAE,KAAK,EAAE,SAAS,EAAE,IAAI,CAAC,GAAG,EAAE,EAAE,MAAM,EAAE,UAAU,EAAE,CAAC,CAAC;wBAC1E,CAAC;oBACH,CAAC;gBACH,CAAC;gBACD,oDAAoD;gBACpD,MAAM,GAAG,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;gBACvB,IAAI,IAAI,CAAC,UAAU,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,UAAU,GAAG,GAAG,KAAK,CAAC,IAAI,GAAG,GAAG,IAAI,CAAC,mBAAmB,IAAI,MAAM,CAAC,EAAE,CAAC;oBACrG,GAAG,CAAC,MAAM,EAAE,EAAE,MAAM,EAAE,UAAU,EAAE,KAAK,EAAE,gBAAgB,EAAE,QAAQ,EAAE,IAAI,CAAC,YAAY,EAAE,QAAQ,EAAE,IAAI,CAAC,YAAY,EAAE,SAAS,EAAE,IAAI,CAAC,UAAU,EAAE,CAAC,CAAC;oBACnJ,IAAI,CAAC,mBAAmB,GAAG,GAAG,CAAC;gBACjC,CAAC;YACH,CAAC;YAAC,MAAM,CAAC;gBACP,mBAAmB;YACrB,CAAC;QACH,CAAC,CAAC,CAAC;QAEH,EAAE,CAAC,EAAE,CAAC,OAAO,EAAE,CAAC,GAAU,EAAE,EAAE;YAC5B,GAAG,CAAC,MAAM,EAAE,EAAE,MAAM,EAAE,UAAU,EAAE,KAAK,EAAE,OAAO,EAAE,OAAO,EAAE,GAAG,CAAC,OAAO,EAAE,CAAC,CAAC;QAC5E,CAAC,CAAC,CAAC;QAEH,EAAE,CAAC,EAAE,CAAC,OAAO,EAAE,GAAG,EAAE;YAClB,IAAI,IAAI,CAAC,sBAAsB;gBAAE,aAAa,CAAC,IAAI,CAAC,sBAAsB,CAAC,CAAC;YAC5E,IAAI,IAAI,CAAC,OAAO;gBAAE,OAAO;YACzB,GAAG,CAAC,MAAM,EAAE,EAAE,MAAM,EAAE,UAAU,EAAE,KAAK,EAAE,cAAc,EAAE,CAAC,CAAC;YAC3D,UAAU,CAAC,GAAG,EAAE,CAAC,IAAI,CAAC,eAAe,EAAE,EAAE,IAAI,CAAC,CAAC;QACjD,CAAC,CAAC,CAAC;IACL,CAAC;CACF"}
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package/dist/signal.d.ts
CHANGED
package/dist/signal.d.ts.map
CHANGED
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"signal.d.ts","sourceRoot":"","sources":["../src/signal.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,SAAS,EAAE,MAAM,YAAY,CAAC;
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1
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+
{"version":3,"file":"signal.d.ts","sourceRoot":"","sources":["../src/signal.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,SAAS,EAAE,MAAM,YAAY,CAAC;AAG5C,MAAM,MAAM,cAAc,GAAG;IAC3B,MAAM,EAAE,KAAK,GAAG,KAAK,CAAC;IACtB,SAAS,EAAE,IAAI,GAAG,MAAM,CAAC;IACzB,QAAQ,EAAE,MAAM,CAAC;IACjB,YAAY,EAAE,MAAM,CAAC;IACrB,WAAW,EAAE,MAAM,EAAE,CAAC;IACtB,SAAS,EAAE,MAAM,CAAC;CACnB,CAAC;AAQF,qBAAa,YAAY;IACvB,OAAO,CAAC,KAAK,CAAuC;IACpD,OAAO,CAAC,WAAW,CAAkC;IAErD,OAAO,CAAC,IAAI,EAAE,SAAS,GAAG,cAAc,GAAG,IAAI;IAe/C,OAAO,CAAC,QAAQ;IAkChB,cAAc,CAAC,MAAM,EAAE,KAAK,GAAG,KAAK,EAAE,CAAC,SAAI,GAAG,MAAM,EAAE;CAIvD"}
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package/dist/signal.js
CHANGED
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@@ -1,8 +1,11 @@
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1
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+
import { log } from "./logger.js";
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1
2
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const WINDOW_MS = 30_000; // 30 seconds
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2
3
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const MOMENTUM_THRESHOLD = 0.0035; // 0.35%
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3
4
|
const MAX_TICKS = 20; // keep last N ticks per symbol for history
|
|
5
|
+
const DEBUG_HEARTBEAT_MS = 5 * 60_000; // 5 minutes
|
|
4
6
|
export class SignalEngine {
|
|
5
7
|
ticks = new Map();
|
|
8
|
+
lastDebugAt = new Map();
|
|
6
9
|
addTick(tick) {
|
|
7
10
|
const key = tick.symbol;
|
|
8
11
|
if (!this.ticks.has(key))
|
|
@@ -29,8 +32,14 @@ export class SignalEngine {
|
|
|
29
32
|
const oldest = recent[0].price;
|
|
30
33
|
const newest = recent[recent.length - 1].price;
|
|
31
34
|
const momentum = (newest - oldest) / oldest;
|
|
32
|
-
if (Math.abs(momentum) < MOMENTUM_THRESHOLD)
|
|
35
|
+
if (Math.abs(momentum) < MOMENTUM_THRESHOLD) {
|
|
36
|
+
const lastDebug = this.lastDebugAt.get(symbol) ?? 0;
|
|
37
|
+
if (now - lastDebug >= DEBUG_HEARTBEAT_MS) {
|
|
38
|
+
log("info", { event: "signal_evaluated", symbol, momentum, threshold: MOMENTUM_THRESHOLD, fired: false });
|
|
39
|
+
this.lastDebugAt.set(symbol, now);
|
|
40
|
+
}
|
|
33
41
|
return null;
|
|
42
|
+
}
|
|
34
43
|
return {
|
|
35
44
|
symbol,
|
|
36
45
|
direction: momentum > 0 ? "up" : "down",
|
package/dist/signal.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"signal.js","sourceRoot":"","sources":["../src/signal.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"signal.js","sourceRoot":"","sources":["../src/signal.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,GAAG,EAAE,MAAM,aAAa,CAAC;AAWlC,MAAM,SAAS,GAAG,MAAM,CAAC,CAAC,aAAa;AACvC,MAAM,kBAAkB,GAAG,MAAM,CAAC,CAAC,QAAQ;AAC3C,MAAM,SAAS,GAAG,EAAE,CAAC,CAAC,2CAA2C;AAEjE,MAAM,kBAAkB,GAAG,CAAC,GAAG,MAAM,CAAC,CAAC,YAAY;AAEnD,MAAM,OAAO,YAAY;IACf,KAAK,GAA6B,IAAI,GAAG,EAAE,CAAC;IAC5C,WAAW,GAAwB,IAAI,GAAG,EAAE,CAAC;IAErD,OAAO,CAAC,IAAe;QACrB,MAAM,GAAG,GAAG,IAAI,CAAC,MAAM,CAAC;QACxB,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,GAAG,CAAC;YAAE,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC;QAClD,MAAM,GAAG,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,GAAG,CAAE,CAAC;QACjC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;QAEf,4CAA4C;QAC5C,MAAM,MAAM,GAAG,IAAI,CAAC,GAAG,EAAE,GAAG,SAAS,GAAG,CAAC,CAAC;QAC1C,OAAO,GAAG,CAAC,MAAM,GAAG,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC,CAAC,SAAS,GAAG,MAAM,IAAI,GAAG,CAAC,MAAM,GAAG,SAAS,EAAE,CAAC;YAC7E,GAAG,CAAC,KAAK,EAAE,CAAC;QACd,CAAC;QAED,OAAO,IAAI,CAAC,QAAQ,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;IACpC,CAAC;IAEO,QAAQ,CAAC,MAAqB;QACpC,MAAM,GAAG,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;QACnC,IAAI,CAAC,GAAG,IAAI,GAAG,CAAC,MAAM,GAAG,CAAC;YAAE,OAAO,IAAI,CAAC;QAExC,MAAM,GAAG,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;QACvB,MAAM,WAAW,GAAG,GAAG,GAAG,SAAS,CAAC;QACpC,MAAM,MAAM,GAAG,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,SAAS,IAAI,WAAW,CAAC,CAAC;QAC7D,MAAM,GAAG,GAAG,GAAG,CAAC,KAAK,CAAC,CAAC,SAAS,CAAC,CAAC;QAElC,IAAI,MAAM,CAAC,MAAM,GAAG,CAAC;YAAE,OAAO,IAAI,CAAC;QAEnC,MAAM,MAAM,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC;QAC/B,MAAM,MAAM,GAAG,MAAM,CAAC,MAAM,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,KAAK,CAAC;QAC/C,MAAM,QAAQ,GAAG,CAAC,MAAM,GAAG,MAAM,CAAC,GAAG,MAAM,CAAC;QAE5C,IAAI,IAAI,CAAC,GAAG,CAAC,QAAQ,CAAC,GAAG,kBAAkB,EAAE,CAAC;YAC5C,MAAM,SAAS,GAAG,IAAI,CAAC,WAAW,CAAC,GAAG,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC;YACpD,IAAI,GAAG,GAAG,SAAS,IAAI,kBAAkB,EAAE,CAAC;gBAC1C,GAAG,CAAC,MAAM,EAAE,EAAE,KAAK,EAAE,kBAAkB,EAAE,MAAM,EAAE,QAAQ,EAAE,SAAS,EAAE,kBAAkB,EAAE,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC;gBAC1G,IAAI,CAAC,WAAW,CAAC,GAAG,CAAC,MAAM,EAAE,GAAG,CAAC,CAAC;YACpC,CAAC;YACD,OAAO,IAAI,CAAC;QACd,CAAC;QAED,OAAO;YACL,MAAM;YACN,SAAS,EAAE,QAAQ,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,MAAM;YACvC,QAAQ;YACR,YAAY,EAAE,MAAM;YACpB,WAAW,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;YAC9C,SAAS,EAAE,GAAG;SACf,CAAC;IACJ,CAAC;IAED,cAAc,CAAC,MAAqB,EAAE,CAAC,GAAG,CAAC;QACzC,MAAM,GAAG,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC;QACzC,OAAO,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC;IAC3C,CAAC;CACF"}
|