@oracle-agent/oracle 0.14.1 → 0.16.0

package/src/equities/index.mjs

@@ -1,166 +0,0 @@
-// Public API for cross-chain on-chain equities best execution.
-// Prepare-only. Fixtures-backed offline by default; live probes are separate.
-
-import { parseDecimal } from './num.mjs';
-import { rank as rankQuotes } from './rank.mjs';
-import { prepare as prepareRh } from './prepare.mjs';
-import { filterQuotes } from './liveness.mjs';
-import { quoteAll as hip3All, quote as hip3Quote, listDexs } from './venues/hyperliquid-hip3.mjs';
-import { quoteAll as spotAll } from './venues/arcus-spot.mjs';
-import { quoteAll as perpAll } from './venues/arcus-perp.mjs';
-import { quoteAll as rhAll, quote as rhQuote, listPools } from './venues/rh-uniswap.mjs';
-import { quoteAll as solAll, quote as solQuote, listTokens as solTokens } from './venues/solana-xstocks.mjs';
-import { quoteAll as tonAll, quote as tonQuote, listTokens as tonTokens } from './venues/ton-stonfi.mjs';
-import { getVenues } from './fixtures.mjs';
-
-export { rank as rankEquityQuotes } from './rank.mjs';
-export { prepare as prepareEquity } from './prepare.mjs';
-export { validateQuote, validateRankResult } from './types.mjs';
-export { loadFixtures, getVenues, getUniverse } from './fixtures.mjs';
-
-function sizeArg(sizeUsd) {
-  if (sizeUsd == null || sizeUsd === '') return null;
-  if (typeof sizeUsd === 'object' && sizeUsd && typeof sizeUsd.mantissa === 'bigint') return sizeUsd;
-  return parseDecimal(String(sizeUsd));
-}
-
-/**
- * Collect fixture-backed quotes for one equity ticker across all venues.
- */
-export function collectEquityQuotes(ticker, { sizeUsd = null } = {}) {
-  if (typeof ticker !== 'string' || !ticker.trim()) {
-    throw new TypeError('ticker is required');
-  }
-  const t = ticker.trim().toUpperCase();
-  const size = sizeArg(sizeUsd);
-  const out = [];
-
-  const xyz = hip3Quote({ symbol: `xyz:${t}`, sizeUsd: size });
-  if (xyz) out.push(xyz);
-  else {
-    for (const q of hip3All({ ticker: t, sizeUsd: size })) out.push(q);
-  }
-  for (const q of perpAll({ sizeUsd: size })) if (q.symbol === t) out.push(q);
-  for (const q of spotAll({ sizeUsd: size })) if (q.symbol === t) out.push(q);
-  const rh = rhQuote({ symbol: t, sizeUsd: size });
-  if (rh) out.push(rh);
-  const sol = solQuote({ symbol: t, sizeUsd: size });
-  if (sol) out.push(sol);
-  const ton = tonQuote({ symbol: t, sizeUsd: size });
-  if (ton) out.push(ton);
-  return out;
-}
-
-/**
- * Rank equities venues for a ticker. Offline/fixtures by default.
- *
- * @param {object} p
- * @param {string} p.ticker  e.g. NVDA, SPY, TSLA
- * @param {string|number} [p.sizeUsd]
- * @param {number} [p.horizonHours]  funding-adjusted heterogeneous ranking
- */
-export function bestEquityRoute(p = {}) {
-  const ticker = String(p.ticker || p.symbol || '').trim().toUpperCase();
-  if (!ticker) throw new Error('bestEquityRoute requires ticker');
-  const sizeUsd = sizeArg(p.sizeUsd ?? p.size ?? null);
-  const quotes = collectEquityQuotes(ticker, { sizeUsd });
-  if (quotes.length === 0) {
-    return {
-      ticker,
-      rankedOn: 'gross',
-      ranked: [],
-      winner: null,
-      runnersUp: [],
-      improvementBps: null,
-      sourcesAnswered: 0,
-      sourcesTried: 0,
-      failed: [],
-      excluded: [],
-      bestPreparable: null,
-      instrumentMix: 'homogeneous',
-      note: 'no venue answered for this ticker in the pinned fixture capture',
-    };
-  }
-  // Offline fixtures use their own capturedAt. Advance 1s so freshness passes.
-  const nowMs = p.nowMs ?? (quotes[0].capturedAt + 1000);
-  const result = rankQuotes(quotes, {
-    nowMs,
-    horizonHours: p.horizonHours != null ? Number(p.horizonHours) : undefined,
-    skipLiveness: p.skipLiveness === true,
-  });
-  return { ticker, ...result };
-}
-
-/**
- * Inventory + liveness snapshot for equities venues (fixtures).
- */
-export function equityVenues() {
-  const inventory = [
-    { venue: 'hyperliquid_hip3', tier: 'quote-only', chain: 'hyperliquid', n: hip3All().length },
-    { venue: 'arcus_perp', tier: 'quote-only', chain: 'robinhood-4663', n: perpAll().length },
-    { venue: 'arcus_spot', tier: 'quote-only', chain: 'robinhood-4663', n: spotAll().length },
-    { venue: 'rh_uniswap', tier: 'prepare', chain: 4663, n: listPools().length },
-    { venue: 'solana_xstocks', tier: 'quote-only', chain: 'solana', n: solTokens().length },
-    { venue: 'ton_stonfi', tier: 'quote-only', chain: 'ton', n: tonTokens().length },
-  ];
-  const all = [...hip3All(), ...perpAll(), ...spotAll(), ...rhAll(), ...solAll(), ...tonAll()];
-  const nowMs = (all[0]?.capturedAt ?? Date.now()) + 1000;
-  const { survivors, excluded } = filterQuotes(all, { nowMs });
-  return {
-    inventory,
-    hip3Dexs: listDexs(),
-    liveness: {
-      survivors: survivors.length,
-      excluded: excluded.length,
-      byReason: excluded.reduce((acc, e) => {
-        acc[e.reason] = (acc[e.reason] ?? 0) + 1;
-        return acc;
-      }, {}),
-    },
-    capturedAt: getVenues().capturedAt,
-    custody: 'prepare-only',
-    note: 'quote-only venues are ranked for discovery; only rh_uniswap is preparable in v1',
-  };
-}
-
-/**
- * Prepare unsigned RH Uniswap artifact for an equity ticker.
- * Requires a real recipient wallet. Never signs.
- */
-export function prepareEquityRoute(p = {}) {
-  const ticker = String(p.ticker || p.symbol || '').trim().toUpperCase();
-  const recipient = p.recipient || p.taker;
-  if (!ticker) throw new Error('prepareEquityRoute requires ticker');
-  if (!recipient) throw new Error('prepareEquityRoute requires recipient (signing wallet)');
-  const sizeUsd = sizeArg(p.sizeUsd ?? p.size ?? null);
-  const q = rhQuote({ symbol: ticker, sizeUsd });
-  if (!q) {
-    return {
-      ok: false,
-      failureKind: 'no-prepare-path',
-      ticker,
-      note: 'no RH Uniswap prepare-tier route for this ticker in fixtures',
-    };
-  }
-  try {
-    const artifact = prepareRh({
-      symbol: ticker,
-      sizeUsd,
-      recipient,
-      nowMs: p.nowMs ?? q.capturedAt + 1000,
-    });
-    return { ok: true, ticker, artifact, bestPreparableVenue: 'rh_uniswap' };
-  } catch (err) {
-    return {
-      ok: false,
-      failureKind: 'prepare-refused',
-      ticker,
-      error: String(err.message || err),
-    };
-  }
-}
-
-/** JSON-safe clone (bigint -> string). */
-export function toJsonSafe(value) {
-  return JSON.parse(JSON.stringify(value, (_, v) => (typeof v === 'bigint' ? v.toString() : v)));
-}

package/src/equities/liveness.mjs

@@ -1,148 +0,0 @@
-// Liveness gate. This is the data integrity layer that adapters deliberately
-// do not implement. Adapters report source truth, including dormant venues and
-// crossed books. This module decides what is trustworthy enough to rank.
-//
-// Three outcome buckets (never collapse them):
-//   ranked-eligible quotes  -> survive
-//   excluded[]              -> answered, but untrustworthy (dormant, crossed, stale)
-//   failed[]                -> reserved for sources that did not answer (not used here)
-//
-// Every exclusion carries a machine readable reason and evidence.
-
-import { cmp } from './num.mjs';
-import { sessionState } from './marketHours.mjs';
-
-export const REASONS = Object.freeze({
-  DORMANT_VENUE: 'dormant-venue',
-  CROSSED_BOOK: 'crossed-book',
-  STALE_QUOTE: 'stale-quote',
-  STALE_ORACLE: 'stale-oracle',
-});
-
-// Defaults. Live quotes older than this are excluded. Fixtures carry a pinned
-// capturedAt so offline tests are deterministic against a frozen "now".
-export const DEFAULT_QUOTE_FRESHNESS_MS = 120_000;
-// Oracle maxStaleness on chain is 86400s (lending grade). Far too loose for
-// ranking. We apply our own bound during core session.
-export const DEFAULT_ORACLE_FRESHNESS_MS = 600_000;
-
-function exclude(list, entry) {
-  list.push(Object.freeze({
-    venue: entry.venue,
-    symbol: entry.symbol ?? null,
-    reason: entry.reason,
-    evidence: entry.evidence ?? null,
-  }));
-}
-
-function isDormantQuote(quote) {
-  // HIP-3: vol24h in raw. Arcus: vol24h in raw. Spot: vol24h in raw.
-  // A missing volume is treated as unknown, not dormant. Only an explicit zero
-  // (or sub-epsilon) volume marks the venue/market dormant.
-  const vol = quote.raw?.vol24h;
-  if (vol === 0 || vol === 0.0) return true;
-  if (typeof vol === 'number' && Number.isFinite(vol) && vol <= 0) return true;
-  return false;
-}
-
-function isCrossed(quote) {
-  if (!quote.bid || !quote.ask) return false;
-  return cmp(quote.bid, quote.ask) > 0;
-}
-
-function isStale(quote, nowMs, freshnessMs) {
-  if (!Number.isSafeInteger(quote.capturedAt)) return false;
-  return nowMs - quote.capturedAt > freshnessMs;
-}
-
-/**
- * Filter a list of validating Quotes into survivors and exclusions.
- *
- * @param {object[]} quotes
- * @param {object} [opts]
- * @param {number} [opts.nowMs]               clock, defaults to Date.now(); tests inject
- * @param {number} [opts.quoteFreshnessMs]
- * @param {number} [opts.oracleFreshnessMs]
- * @param {boolean} [opts.includeDormant]     if true, dormant markets pass with a tag
- * @returns {{ survivors: object[], excluded: object[] }}
- */
-export function filterQuotes(quotes, opts = {}) {
-  if (!Array.isArray(quotes)) throw new TypeError('quotes must be an array');
-
-  const nowMs = opts.nowMs ?? Date.now();
-  const quoteFreshnessMs = opts.quoteFreshnessMs ?? DEFAULT_QUOTE_FRESHNESS_MS;
-  const oracleFreshnessMs = opts.oracleFreshnessMs ?? DEFAULT_ORACLE_FRESHNESS_MS;
-  const includeDormant = opts.includeDormant === true;
-
-  const survivors = [];
-  const excluded = [];
-
-  for (const quote of quotes) {
-    // Dormant venue / market.
-    if (isDormantQuote(quote)) {
-      if (includeDormant) {
-        survivors.push(Object.freeze({ ...quote, staleData: true }));
-      } else {
-        exclude(excluded, {
-          venue: quote.venue,
-          symbol: quote.symbolRaw ?? quote.symbol,
-          reason: REASONS.DORMANT_VENUE,
-          evidence: { vol24h: quote.raw?.vol24h ?? null },
-        });
-      }
-      continue;
-    }
-
-    // Crossed book.
-    if (isCrossed(quote)) {
-      exclude(excluded, {
-        venue: quote.venue,
-        symbol: quote.symbolRaw ?? quote.symbol,
-        reason: REASONS.CROSSED_BOOK,
-        evidence: {
-          bid: quote.bid ? String(quote.bid.mantissa) + 'e-' + quote.bid.scale : null,
-          ask: quote.ask ? String(quote.ask.mantissa) + 'e-' + quote.ask.scale : null,
-        },
-      });
-      continue;
-    }
-
-    // Stale quote.
-    if (isStale(quote, nowMs, quoteFreshnessMs)) {
-      exclude(excluded, {
-        venue: quote.venue,
-        symbol: quote.symbolRaw ?? quote.symbol,
-        reason: REASONS.STALE_QUOTE,
-        evidence: {
-          capturedAt: quote.capturedAt,
-          nowMs,
-          ageMs: nowMs - quote.capturedAt,
-          freshnessMs: quoteFreshnessMs,
-        },
-      });
-      continue;
-    }
-
-    // Stale oracle reference (only when the quote carries one as its mid/mark source
-    // identity is the oracle itself). RH oracle-only reads are reference tier and
-    // ranked separately; when a quote's only price is an oracle print past our
-    // bound during core session, exclude it.
-    if (quote.tier === 'read-only' && quote.raw?.oracleRaw !== undefined) {
-      const session = sessionState(nowMs);
-      const bound = session === 'core' ? oracleFreshnessMs : oracleFreshnessMs * 2;
-      if (isStale(quote, nowMs, bound)) {
-        exclude(excluded, {
-          venue: quote.venue,
-          symbol: quote.symbolRaw ?? quote.symbol,
-          reason: REASONS.STALE_ORACLE,
-          evidence: { capturedAt: quote.capturedAt, nowMs, session },
-        });
-        continue;
-      }
-    }
-
-    survivors.push(quote);
-  }
-
-  return { survivors, excluded };
-}

package/src/equities/marketHours.mjs

@@ -1,249 +0,0 @@
-// US equity market session classification.
-//
-// A price printed at 3am is not the same quality of fact as a price printed at
-// noon. This module says which of three sessions an instant falls in so the
-// rest of the product can price staleness risk honestly.
-//
-//   'core'     [09:30, 16:00) ET  real price discovery, tightest spreads
-//   'extended' [04:00, 09:30) ET  pre market, and [16:00, 20:00) ET post market
-//                                 thin books, wider spreads, higher staleness risk
-//   'dark'     everything else, plus every weekend and every NYSE holiday
-//
-// The original brief modelled 04:00 to 20:00 as one uniform lit window. That is
-// wrong: it matches the Arcus regularTradingHours flag but not market reality,
-// because staleness risk differs materially between core and pre/post. Core and
-// extended are therefore distinct states here.
-//
-// BOUNDARY CONVENTION: every interval is half open, [start, end), in ET wall
-// clock. 09:30:00.000 ET exactly is 'core'; 16:00:00.000 ET exactly is
-// 'extended'; 04:00:00.000 ET is 'extended' and 20:00:00.000 ET is 'dark'.
-//
-// ET is derived from UTC using fixtures/dst_transitions.json only. No UTC offset
-// is hardcoded and no host timezone database is consulted, so this module is
-// deterministic and offline. Instants outside the fixture's coverage throw
-// rather than guess an offset: unknown is not zero.
-
-import { getDstTransitions, getNyseHolidays } from './fixtures.mjs';
-
-const MS_PER_SECOND = 1000;
-const MS_PER_MINUTE = 60 * MS_PER_SECOND;
-const MS_PER_HOUR = 60 * MS_PER_MINUTE;
-const MS_PER_DAY = 24 * MS_PER_HOUR;
-
-// Eastern Standard Time is UTC-5, Eastern Daylight Time is UTC-4. These are the
-// two possible ET offsets, selected per instant by the fixture, never assumed.
-const EST_OFFSET_MS = -5 * MS_PER_HOUR;
-const EDT_OFFSET_MS = -4 * MS_PER_HOUR;
-
-// ET wall clock minutes since midnight.
-const PRE_MARKET_OPEN_MIN = 4 * 60; // 04:00
-const CORE_OPEN_MIN = 9 * 60 + 30; // 09:30
-const CORE_CLOSE_MIN = 16 * 60; // 16:00
-const POST_MARKET_CLOSE_MIN = 20 * 60; // 20:00
-
-const SESSION_EDGES_MIN = Object.freeze([
-  PRE_MARKET_OPEN_MIN,
-  CORE_OPEN_MIN,
-  CORE_CLOSE_MIN,
-  POST_MARKET_CLOSE_MIN,
-]);
-
-export const SESSION_STATES = Object.freeze(['core', 'extended', 'dark']);
-
-// The fixture stores startUtc / endUtc as epoch SECONDS (verified: 1772953200
-// decodes to 2026-03-08T07:00:00Z, the 2026 spring forward; as milliseconds it
-// would decode to 1970). Normalized to milliseconds once, at load.
-let dstIndex;
-let holidaySet;
-
-function buildDstIndex() {
-  const rows = getDstTransitions().dstTransitions.map((entry) => ({
-    year: entry.year,
-    startMs: entry.startUtc * MS_PER_SECOND,
-    endMs: entry.endUtc * MS_PER_SECOND,
-  }));
-  rows.sort((a, b) => a.startMs - b.startMs);
-
-  // Coverage runs from the start of the first covered year to the end of the
-  // last covered year, in UTC. Outside that range we have no ground truth.
-  const firstYear = rows[0].year;
-  const lastYear = rows[rows.length - 1].year;
-  return Object.freeze({
-    rows: Object.freeze(rows),
-    firstYear,
-    lastYear,
-    coverageStartMs: Date.UTC(firstYear, 0, 1),
-    coverageEndMs: Date.UTC(lastYear + 1, 0, 1),
-  });
-}
-
-function dst() {
-  dstIndex ??= buildDstIndex();
-  return dstIndex;
-}
-
-// holidayDayIndex entries are epoch days counted in UTC: 20454 * 86400000 is
-// 1970-01-01 + 20454 days = 2026-01-01, which matches the aligned dates[0].
-// Verified positionally against all 50 entries of the dates array.
-function holidays() {
-  if (holidaySet === undefined) {
-    holidaySet = new Set(getNyseHolidays().holidayDayIndex);
-  }
-  return holidaySet;
-}
-
-function assertEpochMs(epochMs, label) {
-  if (!Number.isSafeInteger(epochMs)) {
-    throw new TypeError(`${label}: epochMs must be a safe integer number of milliseconds`);
-  }
-}
-
-function assertCovered(epochMs, label) {
-  const { coverageStartMs, coverageEndMs, firstYear, lastYear } = dst();
-  if (epochMs < coverageStartMs || epochMs >= coverageEndMs) {
-    throw new RangeError(
-      `${label}: ${new Date(epochMs).toISOString()} is outside DST fixture coverage ` +
-        `(${firstYear} through ${lastYear}). Refusing to assume a UTC offset.`,
-    );
-  }
-}
-
-// True when the instant falls inside a fixture daylight saving window. The
-// fixture boundaries are the exact UTC instants the offset changes, so the
-// comparison is half open on both ends of the DST window too.
-function isDaylightTime(epochMs) {
-  for (const row of dst().rows) {
-    if (epochMs >= row.startMs && epochMs < row.endMs) return true;
-  }
-  return false;
-}
-
-function etOffsetMs(epochMs) {
-  return isDaylightTime(epochMs) ? EDT_OFFSET_MS : EST_OFFSET_MS;
-}
-
-// Decompose an instant into ET civil fields without any host timezone lookup.
-// Shifting the epoch by the ET offset and then reading UTC getters yields ET
-// wall clock, which is exactly what the session rules are written against.
-function etFields(epochMs) {
-  const shifted = epochMs + etOffsetMs(epochMs);
-  const dayIndex = Math.floor(shifted / MS_PER_DAY);
-  const msIntoDay = shifted - dayIndex * MS_PER_DAY;
-  const date = new Date(shifted);
-  return {
-    dayIndex,
-    minuteOfDay: Math.floor(msIntoDay / MS_PER_MINUTE),
-    msIntoDay,
-    weekday: date.getUTCDay(), // 0 Sunday through 6 Saturday, in ET
-  };
-}
-
-function isTradingDay({ dayIndex, weekday }) {
-  if (weekday === 0 || weekday === 6) return false;
-  return !holidays().has(dayIndex);
-}
-
-function stateForMinuteOfDay(minuteOfDay) {
-  if (minuteOfDay < PRE_MARKET_OPEN_MIN) return 'dark';
-  if (minuteOfDay < CORE_OPEN_MIN) return 'extended';
-  if (minuteOfDay < CORE_CLOSE_MIN) return 'core';
-  if (minuteOfDay < POST_MARKET_CLOSE_MIN) return 'extended';
-  return 'dark';
-}
-
-/**
- * Which session the instant falls in.
- * @param {number} epochMs epoch milliseconds, UTC
- * @returns {'core'|'extended'|'dark'}
- */
-export function sessionState(epochMs) {
-  assertEpochMs(epochMs, 'sessionState');
-  assertCovered(epochMs, 'sessionState');
-
-  const fields = etFields(epochMs);
-  if (!isTradingDay(fields)) return 'dark';
-  return stateForMinuteOfDay(fields.minuteOfDay);
-}
-
-/**
- * Convenience predicate: no lit venue is quoting into real price discovery.
- * @param {number} epochMs epoch milliseconds, UTC
- * @returns {boolean}
- */
-export function isDark(epochMs) {
-  assertEpochMs(epochMs, 'isDark');
-  return sessionState(epochMs) === 'dark';
-}
-
-// Convert an ET civil day plus an ET minute of day back to an epoch instant.
-// The offset depends on the instant itself, so this resolves the offset by fixed
-// point: guess with one offset, recompute the offset at the candidate instant,
-// and re-derive. Two passes converge for every real ET wall time, and the
-// verify step below rejects the wall times that do not exist (the skipped hour
-// on spring forward day). Session edges are 04:00 and later so they are never
-// inside the 02:00 to 03:00 gap, but the guard is kept rather than assumed away.
-function etWallToEpochMs(dayIndex, minuteOfDay) {
-  const naive = dayIndex * MS_PER_DAY + minuteOfDay * MS_PER_MINUTE;
-  let candidate = naive - EST_OFFSET_MS;
-  for (let pass = 0; pass < 2; pass += 1) {
-    const next = naive - etOffsetMs(candidate);
-    if (next === candidate) break;
-    candidate = next;
-  }
-  const check = etFields(candidate);
-  if (check.dayIndex !== dayIndex || check.minuteOfDay !== minuteOfDay) return null;
-  return candidate;
-}
-
-/**
- * The next instant at which the session state changes, at or after epochMs.
- *
- * Scans forward day by day over real ET calendar days so weekends, holidays,
- * and DST changes are all handled by the same code path that classifies a
- * single instant. Returns { at, from, to } where `at` is the first millisecond
- * of the new state (edges are inclusive starts, matching sessionState).
- *
- * @param {number} epochMs epoch milliseconds, UTC
- * @returns {{at: number, from: 'core'|'extended'|'dark', to: 'core'|'extended'|'dark'}}
- */
-export function nextTransition(epochMs) {
-  assertEpochMs(epochMs, 'nextTransition');
-  assertCovered(epochMs, 'nextTransition');
-
-  const from = sessionState(epochMs);
-  const startFields = etFields(epochMs);
-
-  // A dark stretch can span a long weekend plus a holiday, and the fixture has
-  // no gap longer than a few days, so a bounded scan is enough. 400 days covers
-  // any run of dark days the calendar can produce inside fixture coverage.
-  const MAX_DAYS_SCANNED = 400;
-
-  for (let offset = 0; offset < MAX_DAYS_SCANNED; offset += 1) {
-    const dayIndex = startFields.dayIndex + offset;
-    const edges = [];
-
-    // Day boundary itself is a candidate edge: the state can change at ET
-    // midnight when a lit day rolls into a dark weekend day or vice versa.
-    if (offset > 0) edges.push(0);
-    for (const edgeMin of SESSION_EDGES_MIN) edges.push(edgeMin);
-
-    for (const edgeMin of edges) {
-      const at = etWallToEpochMs(dayIndex, edgeMin);
-      if (at === null) continue; // nonexistent wall time on a spring forward day
-      if (at <= epochMs) continue;
-      if (at >= dst().coverageEndMs) {
-        throw new RangeError(
-          `nextTransition: next boundary after ${new Date(epochMs).toISOString()} falls ` +
-            `outside DST fixture coverage (through ${dst().lastYear}).`,
-        );
-      }
-      const to = sessionState(at);
-      if (to !== from) return Object.freeze({ at, from, to });
-    }
-  }
-
-  throw new RangeError(
-    `nextTransition: no session change found within ${MAX_DAYS_SCANNED} days of ` +
-      `${new Date(epochMs).toISOString()}`,
-  );
-}