@oracle-agent/oracle 0.14.0 → 0.15.0

package/src/equities/fixtures.mjs

@@ -1,405 +0,0 @@
-import { readFileSync } from 'node:fs';
-import { fileURLToPath } from 'node:url';
-import { dirname, join } from 'node:path';
-
-// Path join (not new URL('./fixtures/')) so bundlers that cannot resolve bare
-// directory URLs (Next/Turbopack) still find the JSON fixtures next to this module.
-const DEFAULT_FIXTURE_DIR = join(dirname(fileURLToPath(import.meta.url)), 'fixtures');
-const FILES = Object.freeze({
-  venues: 'venues.json',
-  universe: 'universe.json',
-  oracles: 'oracles.json',
-  nyseHolidays: 'nyse_holidays.json',
-  dstTransitions: 'dst_transitions.json',
-  equityDexPools: 'equity_dex_pools.json',
-  rhPoolState: 'rh_pool_state.json',
-  solanaXstocks: 'solana_xstocks.json',
-  tonXstocks: 'ton_xstocks.json',
-  hip3L2Books: 'hip3_l2books.json',
-});
-
-function isRecord(value) {
-  return value !== null && typeof value === 'object' && !Array.isArray(value);
-}
-
-function fixtureError(filename, message) {
-  throw new TypeError(`Fixture fixtures/${filename}: ${message}`);
-}
-
-function requireRecord(value, filename, path) {
-  if (!isRecord(value)) fixtureError(filename, `${path} must be an object`);
-}
-
-function requireString(value, filename, path) {
-  if (typeof value !== 'string' || value.length === 0) {
-    fixtureError(filename, `${path} must be a nonempty string`);
-  }
-}
-
-function requireSafeInteger(value, filename, path) {
-  if (!Number.isSafeInteger(value)) fixtureError(filename, `${path} must be a safe integer`);
-}
-
-function requireMapOfRecords(value, filename, path) {
-  requireRecord(value, filename, path);
-  for (const [key, entry] of Object.entries(value)) {
-    requireString(key, filename, `${path} key`);
-    requireRecord(entry, filename, `${path}.${key}`);
-  }
-}
-
-function validateVenues(data, filename) {
-  requireRecord(data, filename, 'root');
-  requireSafeInteger(data.capturedAt, filename, 'capturedAt');
-  requireRecord(data.venues, filename, 'venues');
-
-  const required = [
-    ['hyperliquid_hip3', 'dexs'],
-    ['arcus', 'markets'],
-    ['arcus_spot', 'pairs'],
-    ['rh_uniswap', 'pools'],
-    ['rh_chainlink_oracles', 'assets'],
-  ];
-  for (const [venueName, collection] of required) {
-    const venue = data.venues[venueName];
-    requireRecord(venue, filename, `venues.${venueName}`);
-    requireString(venue.type, filename, `venues.${venueName}.type`);
-    requireString(venue.chain, filename, `venues.${venueName}.chain`);
-    requireString(venue.tier, filename, `venues.${venueName}.tier`);
-    requireMapOfRecords(
-      venue[collection],
-      filename,
-      `venues.${venueName}.${collection}`,
-    );
-  }
-
-  for (const [dex, markets] of Object.entries(data.venues.hyperliquid_hip3.dexs)) {
-    requireMapOfRecords(markets, filename, `venues.hyperliquid_hip3.dexs.${dex}`);
-  }
-}
-
-function validateUniverse(data, filename) {
-  requireMapOfRecords(data, filename, 'root');
-  if (Object.keys(data).length === 0) fixtureError(filename, 'root must not be empty');
-
-  for (const [symbol, entry] of Object.entries(data)) {
-    if (!Array.isArray(entry.venues)) {
-      fixtureError(filename, `${symbol}.venues must be an array`);
-    }
-    entry.venues.forEach((venue, index) =>
-      requireString(venue, filename, `${symbol}.venues[${index}]`),
-    );
-  }
-}
-
-function validateOracles(data, filename) {
-  requireRecord(data, filename, 'root');
-  for (const key of [
-    'chainId',
-    'block',
-    'oracleScaleExp',
-    'usdgDecimals',
-    'equityDecimals',
-  ]) {
-    requireSafeInteger(data[key], filename, key);
-  }
-  requireString(data.usdg, filename, 'usdg');
-  requireMapOfRecords(data.assets, filename, 'assets');
-
-  for (const [symbol, asset] of Object.entries(data.assets)) {
-    requireString(asset.oracle, filename, `assets.${symbol}.oracle`);
-    requireString(asset.token, filename, `assets.${symbol}.token`);
-    if (typeof asset.rawPrice !== 'string' || !/^\d+$/.test(asset.rawPrice)) {
-      fixtureError(filename, `assets.${symbol}.rawPrice must be an integer string`);
-    }
-    if (typeof asset.usd !== 'number' || !Number.isFinite(asset.usd) || asset.usd < 0) {
-      fixtureError(filename, `assets.${symbol}.usd must be a nonnegative finite source number`);
-    }
-  }
-}
-
-function validateNyseHolidays(data, filename) {
-  requireRecord(data, filename, 'root');
-  for (const key of ['holidayDayIndex', 'names', 'dates']) {
-    if (!Array.isArray(data[key])) fixtureError(filename, `${key} must be an array`);
-  }
-  const count = data.holidayDayIndex.length;
-  if (data.names.length !== count || data.dates.length !== count) {
-    fixtureError(filename, 'holidayDayIndex, names, and dates must have equal lengths');
-  }
-  data.holidayDayIndex.forEach((value, index) =>
-    requireSafeInteger(value, filename, `holidayDayIndex[${index}]`),
-  );
-  data.names.forEach((value, index) => requireString(value, filename, `names[${index}]`));
-  data.dates.forEach((value, index) => {
-    if (typeof value !== 'string' || !/^\d{4}-\d{2}-\d{2}$/.test(value)) {
-      fixtureError(filename, `dates[${index}] must use YYYY-MM-DD`);
-    }
-  });
-}
-
-function validateDstTransitions(data, filename) {
-  requireRecord(data, filename, 'root');
-  if (!Array.isArray(data.dstTransitions) || data.dstTransitions.length === 0) {
-    fixtureError(filename, 'dstTransitions must be a nonempty array');
-  }
-  const years = new Set();
-  data.dstTransitions.forEach((entry, index) => {
-    requireRecord(entry, filename, `dstTransitions[${index}]`);
-    for (const key of ['year', 'startUtc', 'endUtc']) {
-      requireSafeInteger(entry[key], filename, `dstTransitions[${index}].${key}`);
-    }
-    if (entry.startUtc >= entry.endUtc) {
-      fixtureError(filename, `dstTransitions[${index}] startUtc must be before endUtc`);
-    }
-    if (years.has(entry.year)) {
-      fixtureError(filename, `dstTransitions contains duplicate year ${entry.year}`);
-    }
-    years.add(entry.year);
-  });
-}
-
-function validateEquityDexPools(data, filename) {
-  requireMapOfRecords(data, filename, 'root');
-  if (Object.keys(data).length === 0) fixtureError(filename, 'root must not be empty');
-
-  for (const [symbol, pool] of Object.entries(data)) {
-    for (const key of ['addr', 'quote', 'quoteAddr', 'dex', 'pair']) {
-      requireString(pool[key], filename, `${symbol}.${key}`);
-    }
-    if (typeof pool.liq !== 'number' || !Number.isFinite(pool.liq) || pool.liq < 0) {
-      fixtureError(filename, `${symbol}.liq must be a nonnegative finite source number`);
-    }
-  }
-}
-
-// The original capture recorded pool ADDRESSES and USD liquidity but NO price field,
-// so a pool price could not be derived from it at all. This state file closes that gap:
-// sqrtPriceX96 read live from chain 4663 via pair.slot0() for V3 and
-// StateView.getSlot0(poolId) for V4. quoteIsToken0 records currency orientation, which
-// for V4 is derived from the currency0 < currency1 address ordering invariant rather
-// than guessed, because four pools (GOOGL, AMZN, SPY, TSLA) sort the equity below USDG
-// and would otherwise price inverted by a factor of ~1e19.
-function validateRhPoolState(data, filename) {
-  requireRecord(data, filename, 'root');
-  requireSafeInteger(data.capturedAt, filename, 'capturedAt');
-  requireSafeInteger(data.block, filename, 'block');
-  requireSafeInteger(data.chainId, filename, 'chainId');
-  requireString(data.gasPriceWei, filename, 'gasPriceWei');
-  requireString(data.stateView, filename, 'stateView');
-  requireMapOfRecords(data.pools, filename, 'pools');
-  if (Object.keys(data.pools).length === 0) fixtureError(filename, 'pools must not be empty');
-
-  for (const [symbol, pool] of Object.entries(data.pools)) {
-    for (const key of ['pair', 'version', 'quote', 'token', 'sqrtPriceX96']) {
-      requireString(pool[key], filename, `pools.${symbol}.${key}`);
-    }
-    if (pool.version !== 'v3' && pool.version !== 'v4') {
-      fixtureError(filename, `pools.${symbol}.version must be v3 or v4`);
-    }
-    if (typeof pool.quoteIsToken0 !== 'boolean') {
-      fixtureError(filename, `pools.${symbol}.quoteIsToken0 must be a boolean`);
-    }
-    if (!/^[0-9]+$/.test(pool.sqrtPriceX96) || BigInt(pool.sqrtPriceX96) <= 0n) {
-      fixtureError(filename, `pools.${symbol}.sqrtPriceX96 must be a positive integer string`);
-    }
-  }
-}
-
-// Live HIP-3 l2Book snapshots. Unlocks size-aware impact for coins that have a book.
-function validateHip3L2Books(data, filename) {
-  requireRecord(data, filename, 'root');
-  requireSafeInteger(data.capturedAt, filename, 'capturedAt');
-  requireString(data.source, filename, 'source');
-  requireRecord(data.books, filename, 'books');
-  if (Object.keys(data.books).length === 0) fixtureError(filename, 'books must not be empty');
-  for (const [coin, book] of Object.entries(data.books)) {
-    requireRecord(book, filename, `books.${coin}`);
-    if (!Array.isArray(book.bids) || !Array.isArray(book.asks)) {
-      fixtureError(filename, `books.${coin} must have bids and asks arrays`);
-    }
-    for (const [i, lvl] of book.bids.entries()) {
-      requireRecord(lvl, filename, `books.${coin}.bids[${i}]`);
-      requireString(lvl.px, filename, `books.${coin}.bids[${i}].px`);
-      requireString(lvl.sz, filename, `books.${coin}.bids[${i}].sz`);
-    }
-    for (const [i, lvl] of book.asks.entries()) {
-      requireRecord(lvl, filename, `books.${coin}.asks[${i}]`);
-      requireString(lvl.px, filename, `books.${coin}.asks[${i}].px`);
-      requireString(lvl.sz, filename, `books.${coin}.asks[${i}].sz`);
-    }
-  }
-}
-
-// Solana xStocks capture from DexScreener. liquidity.usd and priceUsd are
-// third party floats: converting them to fixed point does not make them exact.
-// Impact at size is modeled, never measured from these fields alone.
-function validateSolanaXstocks(data, filename) {
-  requireRecord(data, filename, 'root');
-  requireSafeInteger(data.capturedAt, filename, 'capturedAt');
-  requireString(data.source, filename, 'source');
-  requireString(data.chain, filename, 'chain');
-  requireMapOfRecords(data.tokens, filename, 'tokens');
-  requireRecord(data.pairs, filename, 'pairs');
-  if (Object.keys(data.tokens).length === 0) fixtureError(filename, 'tokens must not be empty');
-
-  for (const [symbol, token] of Object.entries(data.tokens)) {
-    requireString(token.symbolRaw, filename, `tokens.${symbol}.symbolRaw`);
-    requireString(token.mint, filename, `tokens.${symbol}.mint`);
-    if (!Object.hasOwn(data.pairs, symbol)) {
-      fixtureError(filename, `pairs.${symbol} is required for token ${symbol}`);
-    }
-    if (!Array.isArray(data.pairs[symbol]) || data.pairs[symbol].length === 0) {
-      fixtureError(filename, `pairs.${symbol} must be a nonempty array`);
-    }
-    for (const [i, pair] of data.pairs[symbol].entries()) {
-      requireRecord(pair, filename, `pairs.${symbol}[${i}]`);
-      requireString(pair.pairAddress, filename, `pairs.${symbol}[${i}].pairAddress`);
-      requireString(pair.dexId, filename, `pairs.${symbol}[${i}].dexId`);
-      if (typeof pair.priceUsd !== 'number' || !Number.isFinite(pair.priceUsd) || pair.priceUsd <= 0) {
-        fixtureError(filename, `pairs.${symbol}[${i}].priceUsd must be a positive finite number`);
-      }
-      if (typeof pair.liquidityUsd !== 'number' || !Number.isFinite(pair.liquidityUsd) || pair.liquidityUsd < 0) {
-        fixtureError(filename, `pairs.${symbol}[${i}].liquidityUsd must be a nonnegative finite number`);
-      }
-    }
-  }
-}
-
-// TON xStocks (ston.fi and other TON dexs) via DexScreener. Same float caveats
-// as Solana. Live capture may be thin (SPY-only is a valid snapshot).
-function validateTonXstocks(data, filename) {
-  requireRecord(data, filename, 'root');
-  requireSafeInteger(data.capturedAt, filename, 'capturedAt');
-  requireString(data.source, filename, 'source');
-  requireString(data.chain, filename, 'chain');
-  if (data.chain !== 'ton') fixtureError(filename, 'chain must be "ton"');
-  requireMapOfRecords(data.tokens, filename, 'tokens');
-  requireRecord(data.pairs, filename, 'pairs');
-  if (Object.keys(data.tokens).length === 0) fixtureError(filename, 'tokens must not be empty');
-
-  for (const [symbol, token] of Object.entries(data.tokens)) {
-    requireString(token.symbolRaw, filename, `tokens.${symbol}.symbolRaw`);
-    requireString(token.mint, filename, `tokens.${symbol}.mint`);
-    if (!Object.hasOwn(data.pairs, symbol)) {
-      fixtureError(filename, `pairs.${symbol} is required for token ${symbol}`);
-    }
-    if (!Array.isArray(data.pairs[symbol]) || data.pairs[symbol].length === 0) {
-      fixtureError(filename, `pairs.${symbol} must be a nonempty array`);
-    }
-    for (const [i, pair] of data.pairs[symbol].entries()) {
-      requireRecord(pair, filename, `pairs.${symbol}[${i}]`);
-      requireString(pair.pairAddress, filename, `pairs.${symbol}[${i}].pairAddress`);
-      requireString(pair.dexId, filename, `pairs.${symbol}[${i}].dexId`);
-      if (typeof pair.priceUsd !== 'number' || !Number.isFinite(pair.priceUsd) || pair.priceUsd <= 0) {
-        fixtureError(filename, `pairs.${symbol}[${i}].priceUsd must be a positive finite number`);
-      }
-      if (typeof pair.liquidityUsd !== 'number' || !Number.isFinite(pair.liquidityUsd) || pair.liquidityUsd < 0) {
-        fixtureError(filename, `pairs.${symbol}[${i}].liquidityUsd must be a nonnegative finite number`);
-      }
-    }
-  }
-}
-
-const VALIDATORS = Object.freeze({
-  venues: validateVenues,
-  universe: validateUniverse,
-  oracles: validateOracles,
-  nyseHolidays: validateNyseHolidays,
-  dstTransitions: validateDstTransitions,
-  equityDexPools: validateEquityDexPools,
-  rhPoolState: validateRhPoolState,
-  solanaXstocks: validateSolanaXstocks,
-  tonXstocks: validateTonXstocks,
-  hip3L2Books: validateHip3L2Books,
-});
-
-function readFixture(fixtureDir, key) {
-  const filename = FILES[key];
-  const path = join(fixtureDir, filename);
-  let source;
-  try {
-    source = readFileSync(path, 'utf8');
-  } catch (error) {
-    if (error?.code === 'ENOENT') {
-      throw new Error(`Fixture fixtures/${filename} is missing at ${path}`);
-    }
-    throw new Error(`Fixture fixtures/${filename} could not be read: ${error.message}`);
-  }
-
-  let data;
-  try {
-    data = JSON.parse(source);
-  } catch (error) {
-    throw new SyntaxError(`Fixture fixtures/${filename} contains invalid JSON: ${error.message}`);
-  }
-  VALIDATORS[key](data, filename);
-  return data;
-}
-
-function deepFreeze(value) {
-  if (value !== null && typeof value === 'object' && !Object.isFrozen(value)) {
-    Object.freeze(value);
-    for (const child of Object.values(value)) deepFreeze(child);
-  }
-  return value;
-}
-
-export function loadFixtures({ fixtureDir = DEFAULT_FIXTURE_DIR } = {}) {
-  if (typeof fixtureDir !== 'string' || fixtureDir.length === 0) {
-    throw new TypeError('fixtureDir must be a nonempty path string');
-  }
-
-  const fixtures = {};
-  for (const key of Object.keys(FILES)) {
-    fixtures[key] = readFixture(fixtureDir, key);
-  }
-  return deepFreeze(fixtures);
-}
-
-let defaultFixtures;
-
-function defaults() {
-  defaultFixtures ??= loadFixtures();
-  return defaultFixtures;
-}
-
-export function getVenues() {
-  return defaults().venues;
-}
-
-export function getUniverse() {
-  return defaults().universe;
-}
-
-export function getOracles() {
-  return defaults().oracles;
-}
-
-export function getNyseHolidays() {
-  return defaults().nyseHolidays;
-}
-
-export function getDstTransitions() {
-  return defaults().dstTransitions;
-}
-
-export function getEquityDexPools() {
-  return defaults().equityDexPools;
-}
-
-export function getRhPoolState() {
-  return defaults().rhPoolState;
-}
-
-export function getSolanaXstocks() {
-  return defaults().solanaXstocks;
-}
-
-export function getTonXstocks() {
-  return defaults().tonXstocks;
-}
-
-export function getHip3L2Books() {
-  return defaults().hip3L2Books;
-}

package/src/equities/funding.mjs

@@ -1,142 +0,0 @@
-// Funding and carry cost over a holding period.
-//
-// carryBps(hourlyFundingRate, horizonHours) uses simple hourly summation.
-// Compounding is ignored at these magnitudes; the error bound is documented in
-// the returned carry block. Funding held constant is a FORECAST and is always
-// labelled confidence: "estimate". It never silently flips a route to
-// costAccounted: true.
-//
-// Arcus dark windows use the locked SOFR + 0.5% hourly constant for dark hours
-// inside the horizon. That requires marketHours to count dark hours.
-
-import { div, fromScaledInteger, mul, parseDecimal, toString } from './num.mjs';
-import { DARK_WINDOW_FUNDING_HOURLY } from './venues/arcus-perp.mjs';
-import { isDark } from './marketHours.mjs';
-
-const MS_PER_HOUR = 3_600_000;
-const HOURS_PER_YEAR = 24 * 365;
-
-/**
- * Simple (non compounding) carry in basis points over a horizon.
- * carryBps = hourlyRate * horizonHours * 10000
- *
- * Truncation is toward zero via BigInt division. At a 30 day horizon and a
- * 1e-5 hourly rate the ignored compounding error is under 0.5bp, documented
- * in the returned block.
- */
-export function carryBps(hourlyFundingRate, horizonHours, resultScale = 8) {
-  if (hourlyFundingRate === null || hourlyFundingRate === undefined) {
-    throw new TypeError('hourlyFundingRate is required');
-  }
-  if (!Number.isFinite(horizonHours) || horizonHours < 0) {
-    throw new RangeError('horizonHours must be a nonnegative finite number');
-  }
-  if (horizonHours === 0) {
-    return parseDecimal('0');
-  }
-  const hours = parseDecimal(String(horizonHours));
-  const tenThousand = fromScaledInteger(10000n, 0);
-  return mul(mul(hourlyFundingRate, hours), tenThousand);
-}
-
-/**
- * Build a visible carry block for a quote over a horizon.
- *
- * @param {object} quote          a validating Quote (perp expected)
- * @param {number} horizonHours
- * @param {object} [opts]
- * @param {number} [opts.nowMs]   start of the horizon for dark-window counting
- * @param {boolean} [opts.applyDarkWindowLock]  when true, dark hours use SOFR lock
- */
-export function carryForQuote(quote, horizonHours, opts = {}) {
-  if (quote.instrument !== 'perp') {
-    return {
-      model: 'current-funding-held-constant',
-      horizonHours,
-      carryBps: parseDecimal('0'),
-      carryBpsDisplay: '0',
-      confidence: 'estimate',
-      note: 'spot has no funding carry',
-    };
-  }
-
-  const nowMs = opts.nowMs ?? Date.now();
-  const applyDark = opts.applyDarkWindowLock === true;
-  let rate = quote.fundingHourly;
-
-  if (applyDark && rate !== null) {
-    // Split the horizon into core/extended hours at the live rate and dark hours
-    // at the SOFR lock. Count dark hours by sampling each hour boundary.
-    const darkHours = countDarkHours(nowMs, horizonHours);
-    const litHours = horizonHours - darkHours;
-    const darkRate = parseDecimal(DARK_WINDOW_FUNDING_HOURLY);
-    const litCarry = carryBps(rate, litHours);
-    const darkCarry = carryBps(darkRate, darkHours);
-    // Sum the two carry components.
-    const scale = Math.max(litCarry.scale, darkCarry.scale);
-    const total = {
-      mantissa:
-        litCarry.mantissa * 10n ** BigInt(scale - litCarry.scale) +
-        darkCarry.mantissa * 10n ** BigInt(scale - darkCarry.scale),
-      scale,
-    };
-    return {
-      model: 'current-funding-held-constant',
-      horizonHours,
-      carryBps: total,
-      carryBpsDisplay: toString(total),
-      confidence: 'estimate',
-      darkHours,
-      litHours,
-      darkWindowRate: DARK_WINDOW_FUNDING_HOURLY,
-      compounding: 'ignored',
-      compoundingErrorBoundNote:
-        'simple sum; at 30d and 1e-5/h the ignored compound is under 0.5bp',
-    };
-  }
-
-  if (rate === null) {
-    return {
-      model: 'current-funding-held-constant',
-      horizonHours,
-      carryBps: null,
-      carryBpsDisplay: null,
-      confidence: 'estimate',
-      note: 'funding rate unknown',
-    };
-  }
-
-  const c = carryBps(rate, horizonHours);
-  return {
-    model: 'current-funding-held-constant',
-    horizonHours,
-    carryBps: c,
-    carryBpsDisplay: toString(c),
-    confidence: 'estimate',
-    compounding: 'ignored',
-    compoundingErrorBoundNote:
-      'simple sum; at 30d and 1e-5/h the ignored compound is under 0.5bp',
-  };
-}
-
-function countDarkHours(startMs, horizonHours) {
-  if (horizonHours <= 0) return 0;
-  let dark = 0;
-  const steps = Math.floor(horizonHours);
-  for (let i = 0; i < steps; i += 1) {
-    if (isDark(startMs + i * MS_PER_HOUR)) dark += 1;
-  }
-  // Fractional last hour: count it dark if the start of that hour is dark.
-  if (horizonHours > steps) {
-    if (isDark(startMs + steps * MS_PER_HOUR)) dark += horizonHours - steps;
-  }
-  return dark;
-}
-
-// Annualize an hourly rate for display.  rate * hoursPerYear * 100 for percent.
-export function annualizeHourly(hourlyRate, resultScale = 4) {
-  if (hourlyRate === null) return null;
-  const hours = fromScaledInteger(BigInt(HOURS_PER_YEAR), 0);
-  const hundred = fromScaledInteger(100n, 0);
-  return mul(mul(hourlyRate, hours), hundred);
-}