@oracle-agent/oracle 0.35.30 → 0.35.32

package/dist/strategy/index.mjs

@@ -1,3 +1,3 @@
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r=t.hostname.toLowerCase().replace(/^\[|\]$/g,"").replace(/\.+$/,"");if(fn.has(r)||r.endsWith(".localhost")||r.endsWith(".internal"))return{ok:!1,error:`refused internal host ${r}`};let n=fe.isIP(r);return n!==0&&!st(r)?{ok:!1,error:`refused private address ${r}`}:{ok:!0,url:t,host:r,isLiteralIp:n!==0}}async function it(e,{lookupFn:t=un.promises.lookup}={}){let r=dn(e);if(!r.ok)return r;if(r.isLiteralIp)return{ok:!0,url:r.url,addresses:[{address:r.host,family:fe.isIPv6(r.host)?6:4}]};let n;try{n=await t(r.host,{all:!0,verbatim:!0})}catch{return{ok:!1,error:`refused: ${r.host} did not resolve`}}return!Array.isArray(n)||n.length===0||n.some(o=>!st(o.address))?{ok:!1,error:`refused: ${r.host} resolves to a non-public address`}:{ok:!0,url:r.url,addresses:n}}async function at({requireUndici:e=!1,importUndici:t=()=>import("undici")}={}){let r,n;try{let c=await t();r=c.Agent,n=c.fetch}catch(c){if(e)throw new Error(`egress-guard: untrustedUrl pinning requires the undici package, which failed 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k=d[w];f=h*a[k]+(1-h)*f,l[k]=f,u[k]=a[k]-f}}return{line:a,signal:l,histogram:u}}function ht(e,t={}){ve(e);let r=t.period,n=t.stdDev;if(ce(r),typeof n!="number"||!Number.isFinite(n)||n<=0)throw new TypeError("stdDev must be a finite number > 0");let o=new Array(e.length).fill(null),s=new Array(e.length).fill(null),i=new Array(e.length).fill(null);if(e.length<r)return{upper:s,middle:o,lower:i};let a=0,l=0;for(let u=0;u<e.length;u++){let d=e[u];if(a+=d,l+=d*d,u>=r){let c=e[u-r];a-=c,l-=c*c}if(u>=r-1){let c=a/r,f=l/r-c*c;f<0&&f>-1e-12&&(f=0);let p=Math.sqrt(f);o[u]=c,s[u]=c+n*p,i[u]=c-n*p}}return{upper:s,middle:o,lower:i}}function yt(e,t){Mn(e),ce(t);let r=new Array(e.length).fill(null);if(e.length<t)return r;let n=new Array(e.length);for(let i=0;i<e.length;i++){let a=e[i];if(i===0)n[i]=a.h-a.l;else{let l=e[i-1].c;n[i]=Math.max(a.h-a.l,Math.abs(a.h-l),Math.abs(a.l-l))}}let o=0;for(let i=0;i<t;i++)o+=n[i];let s=o/t;r[t-1]=s;for(let i=t;i<e.length;i++)s=(s*(t-1)+n[i])/t,r[i]=s;return r}import{createHash as Rn}from"node:crypto";var wt=3,Ln="7477966facc4ef928a94e6221c8fd238eef4fcbeec46b96ae1b89178e13c2d5f",Fn="68f5b412a9975f04024cf9b9b6209b4bccedd52f176e95f34f786b3f53479c6a",jn="967fd45ecddd0d59ac0f662fe92ea813c32620ba751f249b4ace6cb6b809fb5e",gr=Rn("sha256").update(JSON.stringify({version:wt,compilerSourceHash:Ln,indicatorsSourceHash:Fn,schemaSourceHash:jn})).digest("hex");var we=wt,le=gr,Hn=Object.freeze({open:"o",high:"h",low:"l",close:"c",volume:"v",fundingRate:"fundingRate",openInterest:"openInterest",premium:"premium",oiDelta:"oiDelta",bookImbalance:"bookImbalance"}),Cn=Object.freeze({"1m":6e4,"3m":18e4,"5m":3e5,"15m":9e5,"30m":18e5,"1h":36e5,"2h":72e5,"4h":144e5,"8h":288e5,"12h":432e5,"1d":864e5});function W(e){return typeof e=="number"&&Number.isFinite(e)}function qn(e){let t=new Map(e.map(a=>[a.id,a])),r=a=>{switch(a.type){case"indicator":return 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d={perStrategyNotionalUsd:n.perStrategyNotionalUsd,maxLeverage:n.maxLeverage,dailyLossCapUsd:n.dailyLossCapUsd,chainAllowlist:[...n.chainAllowlist],assetAllowlist:[...n.assetAllowlist],expiresAt:n.expiresAt,killSwitchRequired:!0},c={strategyHash:a.strategyHash,compilerHash:a.compilerHash,evidence:JSON.parse(JSON.stringify(t)),shadow:{id:r.id,stateHash:r.stateHash,status:r.status,cursor:r.cursor,updatedAt:r.updatedAt},compiled:{strategyHash:a.strategyHash,compilerHash:a.compilerHash,compilerVersion:we,venue:"hyperliquid",market:{coin:a.strategy.market.coin,kind:"perp",interval:a.strategy.market.interval},risk:{...a.strategy.risk},strategy:JSON.parse(JSON.stringify(a.strategy))},arming:{liveBroadcast:!1,requiresExplicitUserArm:!0,caps:d},requiresUserSignature:!0,signingReady:!1,broadcastReady:!1,executionReady:!1};return Tr(c,{provider:"hl-strategy",kind:"strategy-live-handoff",env:s})}var 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l=[{id:"c",type:"input",field:"close"},{id:"emaLeft",type:"indicator",indicator:"ema",input:"c",period:{param:"ema_left_period"}},{id:"emaRight",type:"indicator",indicator:"ema",input:"c",period:{param:"ema_right_period"}},{id:"cross",type:"cross",direction:a.direction,left:"emaLeft",right:"emaRight"}],u={entryLong:null,entryShort:null,exitLong:null,exitShort:null};if(e==="long"?u.entryLong="cross":u.entryShort="cross",a.reverse){let d=a.direction==="above"?"below":"above";l.push({id:"crossRev",type:"cross",direction:d,left:"emaLeft",right:"emaRight"}),e==="long"?u.exitLong="crossRev":u.exitShort="crossRev"}return{version:1,id:s,name:i,venue:"hyperliquid",market:{coin:t,interval:r},parameters:{ema_left_period:Gr(a.fast),ema_right_period:Gr(a.slow)},nodes:l,rules:u,risk:{...n,expiresAt:o}}}function Ss({side:e,coin:t,interval:r,risk:n,expiresAt:o,id:s,name:i,spec:a}){let l=[{id:"c",type:"input",field:"close"},{id:"rsi",type:"indicator",indicator:"rsi",input:"c",period:a.period},{id:"thr",type:"constant",value:a.threshold},{id:"sig",type:"compare",op:a.op==="above"?"gt":"lt",left:"rsi",right:"thr"}];return{version:1,id:s,name:i,venue:"hyperliquid",market:{coin:t,interval:r},parameters:{},nodes:l,rules:{entryLong:e==="long"?"sig":null,entryShort:e==="short"?"sig":null,exitLong:null,exitShort:null},risk:{...n,expiresAt:o}}}function As({side:e,coin:t,interval:r,risk:n,expiresAt:o,id:s,name:i,spec:a}){let l=[{id:"fr",type:"input",field:"fundingRate"},{id:"thr",type:"constant",value:a.threshold},{id:"sig",type:"compare",op:a.op==="above"?"gt":"lt",left:"fr",right:"thr"}];return{version:1,id:s,name:i,venue:"hyperliquid",market:{coin:t,interval:r},parameters:{},nodes:l,rules:{entryLong:e==="long"?"sig":null,entryShort:e==="short"?"sig":null,exitLong:null,exitShort:null},risk:{...n,expiresAt:o}}}function $s({side:e,coin:t,interval:r,risk:n,expiresAt:o,id:s,name:i,spec:a}){let l=[{id:"oi",type:"input",field:"openInterest"},{id:"thr",type:"constant",value:a.threshold},{id:"sig",type:"compare",op:a.op==="above"?"gt":"lt",left:"oi",right:"thr"}];return{version:1,id:s,name:i,venue:"hyperliquid",market:{coin:t,interval:r},parameters:{},nodes:l,rules:{entryLong:e==="long"?"sig":null,entryShort:e==="short"?"sig":null,exitLong:null,exitShort:null},risk:{...n,expiresAt:o}}}var Ps=Object.freeze({funding:"fundingRate",open_interest:"openInterest",premium:"premium",oi_delta:"oiDelta",book_imbalance:"bookImbalance"});function Ts({side:e,coin:t,interval:r,risk:n,expiresAt:o,id:s,name:i,spec:a}){let u=[{id:"sig_input",type:"input",field:Ps[a.kind]},{id:"thr",type:"constant",value:a.threshold},{id:"sig",type:"compare",op:a.op==="above"?"gt":"lt",left:"sig_input",right:"thr"}];return{version:1,id:s,name:i,venue:"hyperliquid",market:{coin:t,interval:r},parameters:{},nodes:u,rules:{entryLong:e==="long"?"sig":null,entryShort:e==="short"?"sig":null,exitLong:null,exitShort:null},risk:{...n,expiresAt:o}}}function qt(e,t={}){if(typeof e!="string")throw new V("prompt must be a string");if(e.length>1e3)throw new V("prompt length must be <= 1000");if(!is(t))throw new V("options must be a plain object");if(!Number.isInteger(t.nowMs))throw new V("options.nowMs is required integer epoch ms");let r=t.nowMs,n=ss;if("expiresInMs"in t){if(!Number.isInteger(t.expiresInMs))throw new V("expiresInMs must be an integer");if(n=t.expiresInMs,n<ns||n>os)throw new V("expiresInMs must be between 1h and 30d")}if(ts.test(e))throw new V(`prompt appears to contain secrets and is rejected. ${xe}`);let o=as(e);if(!o)throw new V(`empty prompt. ${xe}`);if(ds(o))throw new V(`duplicate interval or risk clause. ${xe}`);let s=cs(o),i=ls(o),a=us(o);if(!s||!i||!a)throw new V(`could not parse side/coin/interval. ${xe}`);let l=fs(o);if(!(l.maxLeverage>0)||l.maxLeverage>50)throw new V("leverage out of range");if(!(l.positionSizePct>0)||l.positionSizePct>100)throw new V("position size out of range");let u=r+n,d=ps(o),c=`Draft ${i} ${s}`.slice(0,100),f=ms(o),p=hs(o),h=ys(o),w=ws(o),k=gs(o),S=bs(o),I=Es(o),_=[f,p,h,w,k,S,I].filter(Boolean);if(_.length!==1)throw new V(`unsupported or ambiguous prompt. ${xe}`);if(!ks(o,_[0]))throw new V(`unsupported or ambiguous prompt. ${xe}`);let g,P=_[0],x={side:s,coin:i,interval:a,risk:l,expiresAt:u,id:d,name:c,spec:P};P.kind==="ema_cross"?g=xs(x):P.kind==="rsi"?g=Ss(x):P.kind==="open_interest"?g=$s(x):P.kind==="funding"?g=As(x):g=Ts(x);let m=Ye(g,{nowMs:r});if(!m.ok)throw new V(`draft failed validation: ${m.errors.map(M=>M.message).join("; ")}`);return Ct(Y(g,{nowMs:r}))}import ae from"node:fs";import We from"node:path";var Dt=1,Is=["privatekey","secretkey","seed","mnemonic","passphrase","password","keystore","keymaterial","apikey","authtoken","accesstoken","refreshtoken","credential","bearer","signature","authorization","xprv","xpriv","wif"];function Xe(e){return e!=null&&typeof e=="object"&&!Array.isArray(e)}function oe(e){return e==null?e:JSON.parse(JSON.stringify(e))}function _s(e){return String(e).toLowerCase().replace(/[^a-z0-9]/g,"")}function Se(e,t="record"){if(Array.isArray(e)){e.forEach((r,n)=>Se(r,`${t}[${n}]`));return}if(Xe(e))for(let[r,n]of Object.entries(e)){let o=_s(r);if(Is.some(s=>o.includes(s)))throw new Error(`shadow-store: forbidden secret-like field at ${t}.${r}`);Se(n,`${t}.${r}`)}}function vs(e){if(typeof e!="string"||!e||!We.isAbsolute(e))throw new Error("shadow-store: path must be an absolute path")}function Wr(e){let t;try{t=ae.lstatSync(e)}catch(n){if(n&&n.code==="ENOENT")return;throw n}if(t.isSymbolicLink())throw new Error("shadow-store: store path must not be a symlink");if(!t.isFile())throw new Error("shadow-store: store path must be a regular file");if(t.mode&511&18)throw new Error("shadow-store: store file must not be group or world writable")}function Os(){return{version:Dt,runners:[]}}function Xr(e,t){let r;try{r=JSON.parse(e)}catch{throw new Error("shadow-store: malformed JSON")}if(!Xe(r))throw new Error("shadow-store: malformed JSON root");if(r.version!==Dt)throw new Error(`shadow-store: unsupported version ${r.version}`);if(!Array.isArray(r.runners))throw new Error("shadow-store: runners must be an array");return Se(r,We.basename(t)),{version:Dt,runners:r.runners.map(n=>oe(n))}}function Zr(e,t){Se(t,"store");let r=We.dirname(e);ae.mkdirSync(r,{recursive:!0,mode:448});let n=We.join(r,`.shadow-store.${process.pid}.${Date.now()}.tmp`),o=`${JSON.stringify(t)}
-`;try{ae.writeFileSync(n,o,{mode:384,flag:"wx"}),ae.renameSync(n,e);try{ae.chmodSync(e,384)}catch{}}catch(s){try{ae.unlinkSync(n)}catch{}throw s}}var Ut=new Map;function Bt(e={}){let t=e.path;if(vs(t),Wr(t),ae.existsSync(t)?Xr(ae.readFileSync(t,"utf8"),t):Zr(t,Os()),Ut.has(t))return Ut.get(t);let r=!1,n=[];function o(){if(r)return;let h=n.shift();if(h){r=!0;try{let w=h.fn();r=!1,h.resolve(w),o()}catch(w){r=!1,h.reject(w),o()}}}function s(h){if(!r&&n.length===0){r=!0;try{return h()}finally{r=!1,queueMicrotask(o)}}return new Promise((w,k)=>{n.push({fn:h,resolve:w,reject:k}),queueMicrotask(o)})}function i(){return Wr(t),Xr(ae.readFileSync(t,"utf8"),t)}function a(h){Zr(t,h)}function l(h){if(!Xe(h)||typeof h.id!="string"||!h.id)throw new Error("shadow-store: create requires record with string id");Se(h,"record");let w=i();if(w.runners.some(S=>S.id===h.id))throw new Error(`shadow-store: runner id already exists: ${h.id}`);let k=oe(h);return w.runners.push(k),a(w),oe(k)}function u(h){let w=i().runners.find(k=>k.id===h);return w?oe(w):null}function d(){return i().runners.map(h=>oe(h))}function c(h,w){if(typeof w!="function")throw new Error("shadow-store: updater must be a function");let k=i(),S=k.runners.findIndex(g=>g.id===h);if(S<0)throw new Error(`shadow-store: runner not found: ${h}`);let I=oe(k.runners[S]),_=w(I);if(!Xe(_)||_.id!==h)throw new Error("shadow-store: updater must return record with same id");return Se(_,"record"),k.runners[S]=oe(_),a(k),oe(k.runners[S])}function f(h){let w=i(),k=w.runners.findIndex(I=>I.id===h);if(k<0)throw new Error(`shadow-store: runner not found: ${h}`);let S=oe(w.runners[k]);return S.status!=="stopped"&&(S.status="stopped",w.runners[k]=S,a(w)),oe(w.runners[k])}let p={create(h){return s(()=>l(h))},get(h){return u(h)},list(){return d()},update(h,w){return s(()=>c(h,w))},stop(h){return s(()=>f(h))}};return Ut.set(t,p),p}import{createHash as Jt}from"node:crypto";function zt(e){return e==null?e:JSON.parse(JSON.stringify(e))}function Vt(e){return Array.isArray(e)?e.map(Vt):e&&typeof e=="object"?Object.fromEntries(Object.keys(e).sort().map(t=>[t,Vt(e[t])])):e}function en(e){if(!e||typeof e!="object"||Array.isArray(e))throw new TypeError("shadow-runner: record must be an object");return Jt("sha256").update(JSON.stringify(Vt(e))).digest("hex")}function Ns(e,t,r,n,o){return Jt("sha256").update(`${e}|${t}|${r}|${n}|${o}`).digest("hex")}function Ms(e,t,r,n){return Jt("sha256").update(`shadow|${e}|${t}|${r}|${n??""}`).digest("hex")}function Rs(e){return e==="entryLong"||e==="exitShort"?"buy":e==="entryShort"||e==="exitLong"?"sell":e}function Qr(e){return e==="entryLong"||e==="entryShort"}function Ze({storePath:e,clock:t=Date.now}={}){if(typeof e!="string"||!e)throw new Error("shadow-runner: storePath required");let r=Bt({path:e});function n({strategy:l,evidenceId:u=null}={}){let d=K(l),c=u==null?null:String(u),f=r.list().filter(S=>S.status==="running"&&S.strategyHash===d.strategyHash&&S.compilerHash===d.compilerHash&&S.evidenceId===c).sort((S,I)=>S.createdAt-I.createdAt||S.id.localeCompare(I.id))[0];if(f)return zt(f);let p=t(),h=Ms(p,d.strategyHash,d.compilerHash,c),w=r.get(h);if(w)return zt(w);let k={id:h,strategy:zt(d.strategy),strategyHash:d.strategyHash,compilerHash:d.compilerHash,evidenceId:c,status:"running",cursor:null,intendedOrders:[],fills:[],missedFills:[],markouts:[],createdAt:p,updatedAt:p,position:null,cooldownBarsRemaining:0,cooldownStartT:null,lastProcessedBarIndex:-1};return r.create(k)}function o(l){return r.get(l)}function s(){return r.list()}function i(l){return r.stop(l)}function a(l,u,{markoutHorizons:d=[1,4,12]}={}){if(!Array.isArray(u))throw new TypeError("shadow-runner: bars must be an array");return r.update(l,c=>{if(c.status!=="running")throw new Error("shadow-runner: runner is stopped");if(u.length===0)return c;let p=K(c.strategy).evaluateAll(u),h=new Map;for(let y=0;y<u.length;y++)h.set(u[y].t,y);let w=c.cursor,k=[];for(let y=0;y<u.length;y++){let $=u[y].t;(w==null||$>w)&&k.push(y)}if(k.length===0)return c;let S=new Map(c.intendedOrders.map(y=>[y.id,y])),I=new Set(c.fills.map(y=>y.orderId)),_=new Map(c.missedFills.map(y=>[y.orderId,y])),g=(y,$)=>`${y}|${$}`,P=new Map(c.markouts.map(y=>[g(y.orderId,y.horizon),y])),x=c.position?{...c.position}:null,m=Number.isInteger(c.cooldownBarsRemaining)?Math.max(0,c.cooldownBarsRemaining):0,M=Number.isFinite(c.cooldownStartT)?c.cooldownStartT:null;function G({action:y,signalBarT:$,signalIndex:T}){let L=Rs(y),j=Ns(c.id,c.strategyHash,$,L,y);if(S.has(j))return S.get(j);let O=T+1,R=O<u.length,J={id:j,action:y,type:y,side:L,signalBarT:$,fillBarT:R?u[O].t:null,status:R?"open":"missed"};return S.set(j,J),c.intendedOrders.push(J),J}function U(y,$,T){if(I.has(y.id))return;let L={orderId:y.id,action:Qr(y.action)?"entry":"exit",side:y.side,price:$.o,barT:$.t,signalBarT:y.signalBarT,barIndex:T};if(c.fills.push(L),I.add(y.id),y.status="filled",y.fillBarT=$.t,_.has(y.id)&&(_.delete(y.id),c.missedFills=c.missedFills.filter(j=>j.orderId!==y.id)),Qr(y.action)){x={side:y.action==="entryLong"?"long":"short",entryOrderId:y.id,entryBarT:$.t,entryPrice:$.o,entryBarIndex:T};for(let j of d){let O=g(y.id,j);if(P.has(O))continue;let R={orderId:y.id,horizon:j,entryBarT:$.t,entryPrice:$.o,side:x.side,status:"pending",close:null,barT:null};P.set(O,R),c.markouts.push(R)}}else x=null,m=Number(c.strategy?.risk?.cooldownBars)||0,M=$.t}function z(y){if(I.has(y.id)||_.has(y.id))return;let $={orderId:y.id,action:y.action,side:y.side,signalBarT:y.signalBarT,status:"missed"};_.set(y.id,$),c.missedFills.push($),y.status="missed"}for(let y of c.intendedOrders){if(y.status==="filled"||I.has(y.id))continue;let $=h.get(y.signalBarT);if($==null)continue;let T=$+1;T<u.length&&(w==null||u[T].t>w)&&U(y,u[T],T)}for(let y of k){let $=u[y],T=p[y].signals,L=x,j=R=>{if(x||m>0&&(M==null||$.t>=M))return;let D=G({action:R,signalBarT:$.t,signalIndex:y}),Q=y+1;Q<u.length?U(D,u[Q],Q):z(D)},O=R=>{if(!x||x.side==="long"&&R!=="exitLong"||x.side==="short"&&R!=="exitShort")return;let J=G({action:R,signalBarT:$.t,signalIndex:y}),D=y+1;D<u.length?U(J,u[D],D):z(J)};L?(T.exitLong&&O("exitLong"),T.exitShort&&O("exitShort")):T.entryLong&&T.entryShort||(T.entryLong&&j("entryLong"),T.entryShort&&j("entryShort")),m>0&&M!=null&&$.t>=M&&(m-=1,m===0&&(M=null)),c.cursor=$.t,c.lastProcessedBarIndex=y}for(let y of c.markouts){if(y.status!=="pending")continue;let $=c.fills.find(j=>j.orderId===y.orderId&&j.action==="entry");if(!$)continue;let T=h.get($.barT);if(T==null)continue;let L=T+y.horizon;if(L<u.length){y.close=u[L].c,y.barT=u[L].t,y.status="filled";let j=y.entryPrice;y.markout=y.side==="long"?(y.close-j)/j:(j-y.close)/j}}return c.position=x,c.cooldownBarsRemaining=m,c.cooldownStartT=M,c.updatedAt=t(),c})}return{start:n,step:a,list:s,get:o,stop:i}}import Ls from"node:os";import Fs from"node:path";var js=["privatekey","secretkey","seed","mnemonic","passphrase","password","keystore","keymaterial","apikey","authtoken","accesstoken","refreshtoken","credential","bearer","signature","authorization","xprv","xpriv","wif"];function Fe(e){return e!=null&&typeof e=="object"&&!Array.isArray(e)}function Hs(e){return String(e).toLowerCase().replace(/[^a-z0-9]/g,"")}function Yt(e){if(Array.isArray(e)){for(let t of e)Yt(t);return}if(Fe(e))for(let[t,r]of Object.entries(e)){if(js.some(n=>Hs(t).includes(n)))throw new Error(`strategy service: secret-like field "${t}" is forbidden`);Yt(r)}}function Cs(e){if(!Fe(e))throw new TypeError("strategy input must be a plain object");return Yt(e),e}function qs(e,t={}){if(t.nowMs!==void 0){if(!Number.isInteger(t.nowMs))throw new TypeError("nowMs must be an integer epoch milliseconds");return t.nowMs}let r=Date.now();if(e.nowMs===void 0||e.nowMs===null)return r;if(!Number.isInteger(e.nowMs))throw new TypeError("nowMs must be an integer epoch milliseconds");if(Math.abs(e.nowMs-r)>12e4)throw new Error("nowMs outside allowed wall-clock skew (120s); omit nowMs to use server time");return e.nowMs}async function Kt(e,t,r,n){if(Array.isArray(t.bars))return t.bars;let o=Ve(e.venue),s=r.fetchBars??o.fetchBars;if(typeof s!="function")throw new Error(`strategy venue ${o.id} does not support history`);r.signal?.throwIfAborted?.();let i=await s({coin:e.market.coin,interval:e.market.interval,count:t.count??1500,endTime:t.endTime??n},{signal:r.signal});r.signal?.throwIfAborted?.();let a=Array.isArray(i)?i:i?.bars;if(!Array.isArray(a))throw new Error("strategy history provider returned no bars");return a}function Gt(e,t){let r=e.backtestOptions??{};if(!Fe(r))throw new TypeError("backtestOptions must be a plain object");return{...r,nowMs:t}}function tn(e,t,r,n,o={}){let s=e.evidenceOptions??{};if(!Fe(s))throw new TypeError("evidenceOptions must be a plain object");return{...s,...o,strategy:t,bars:r,backtestOptions:Gt(e,n)}}function rn(){return Fs.join(Ls.homedir(),".oracle","strategy-shadow.json")}function Us(e,t){return{perStrategyNotionalUsd:e.risk.maxNotionalUsd,maxLeverage:e.risk.maxLeverage,dailyLossCapUsd:e.risk.maxNotionalUsd*(e.risk.maxDailyLossPct/100),chainAllowlist:[e.venue],assetAllowlist:[e.market.coin],expiresAt:Math.min(e.risk.expiresAt,t+864e5),killSwitchRequired:!0}}async function Ds(e,t={},r={}){r.signal?.throwIfAborted?.();let n=Cs(t),o=qs(n,r);if(e==="draft")return{strategy:qt(n.prompt,{nowMs:o})};if(e==="validate"){let s=K(n.strategy);if(s.strategy.risk.expiresAt<=o)throw new Error("strategy is expired");return{valid:!0,strategy:s.strategy,strategyHash:s.strategyHash,compilerHash:s.compilerHash,compilerVersion:s.compilerVersion,requiredSeries:s.requiredSeries}}if(e==="backtest"||e==="evidence"){let s=K(n.strategy),i=await Kt(s.strategy,n,r,o);Ne(s,i);let a=Be(tn(n,s.strategy,i,o));return e==="evidence"?a:{backtest:ie(s.strategy,i,Gt(n,o)),evidence:a}}if(e==="optimize"){let s=K(n.strategy),i=await Kt(s.strategy,n,r,o);Ne(s,i);let a=n.trainFraction,l=n.evidenceOptions?.trainFraction;if(a!=null&&l!=null&&a!==l)throw new TypeError("conflicting trainFraction controls are forbidden");let u=a??l??.7;if(typeof u!="number"||u<=0||u>=1)throw new TypeError("trainFraction must be in (0,1)");let d=i.slice(0,Math.floor(i.length*u)),c=n.options??{};if(!Fe(c))throw new TypeError("options must be a plain object");let f=Ht(s.strategy,d,{...c,...n.maxTrials==null?{}:{maxTrials:n.maxTrials},backtestOptions:Gt(n,o)}),p=f.bestStrategy;return{strategy:p,optimization:f,evidence:Be(tn(n,p,i,o,{trainFraction:u}))}}if(e==="shadow"){let s=Ze({storePath:r.storePath??rn(),clock:()=>o}),i=n.action;if(i==="start")return await s.start({strategy:n.strategy,evidenceId:n.evidenceId??n.evidence?.id??null});if(i==="list")return await s.list();if(i==="get")return await s.get(n.id);if(i==="stop")return await s.stop(n.id);if(i==="step"){let a=await s.get(n.id);if(!a)throw new Error(`shadow runner not found: ${n.id}`);let l=await Kt(a.strategy,n,r,o);return Ne(K(a.strategy),l),await s.step(n.id,l,n.stepOptions??{})}throw new Error(`unknown shadow action: ${i}`)}if(e==="prepare"){let s=K(n.strategy),i=Ve(s.strategy.venue);if(typeof n.shadowId!="string"||!n.shadowId)throw new Error("strategy prepare requires a matching shadow runner id");let l=await Ze({storePath:r.storePath??rn(),clock:()=>o}).get(n.shadowId);if(!l)throw new Error("strategy prepare shadow runner not found");if(l.status!=="running")throw new Error("strategy prepare requires an active shadow runner");if(!Number.isFinite(l.cursor))throw new Error("strategy prepare requires a stepped shadow runner");if(l.strategyHash!==s.strategyHash||l.compilerHash!==s.compilerHash)throw new Error("strategy prepare shadow runner does not match strategy artifacts");if(l.evidenceId!==n.evidence?.id)throw new Error("strategy prepare shadow runner does not match evidence artifact");let u=n.caps??Us(s.strategy,o);return i.prepareIntent({strategy:s.strategy,evidence:n.evidence,shadow:{id:l.id,stateHash:en(l),status:l.status,cursor:l.cursor,updatedAt:l.updatedAt},caps:u,nowMs:o,env:r.env??process.env})}throw new Error(`unknown strategy operation: ${e}`)}export{Sr as EVIDENCE_STATUSES,Ft as MAX_OPTIMIZER_TRIALS,le as STRATEGY_COMPILER_HASH,we as STRATEGY_COMPILER_VERSION,Je as STRATEGY_VERSION,V as StrategyDraftError,he as StrategyValidationError,ge as applyParameterOverrides,At as assertEvidenceArtifact,yt as atr,Yo as attachDerivedSeries,ie as backtestStrategy,ht as bollinger,zr as canonicalStrategyJson,K as compileStrategy,St as computeEvidenceArtifactId,Ze as createShadowRunner,Ko as deriveSeries,qt as draftStrategyFromPrompt,_e as ema,Be as evaluateEvidence,_t as fetchHyperliquidStrategyBars,Ir as intervalToMs,mt as macd,_r as normalizeHyperliquidCandles,Y as normalizeStrategy,Bt as openShadowStore,Ht as optimizeStrategy,It as prepareStrategyLiveHandoff,Ve as requireStrategyVenue,ze as resolveStrategyVenue,pt as rsi,Ds as runStrategyOperation,Jo as sampleLiveSeries,dt as sma,pe as strategyHash,Oo as strategyVenues,Ye as validateStrategy};
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a=Z(e),l=xe(a),f=Ce(t),u=t.length,c=(j=[],O={})=>vr({status:"fail",strategy:a,sHash:l,barsHash:f,split:O.split||{trainStartIndex:0,trainEndIndex:-1,trainBarCount:0,holdoutStartIndex:0,holdoutEndIndex:-1,holdoutBarCount:0,trainFraction:n},train:O.train||null,holdout:O.holdout||null,walkForward:O.walkForward||{windows:[],passRate:0},flags:[...i,...j]});if(u<10)return c([{type:"insufficient_bars",message:"need at least 10 bars for evidence"}]);let d=Math.floor(u*n),m=d,p=u-m;if(d<5||p<3)return c([{type:"invalid_windowing",message:"train/holdout split too small",trainCount:d,holdoutCount:p}]);let w=t.slice(0,d),x=t.slice(m),S,v;try{S=ue(a,w,r),v=ue(a,x,r)}catch(j){return c([{type:"backtest_error",message:String(j.message||j)}])}let 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u={perStrategyNotionalUsd:n.perStrategyNotionalUsd,maxLeverage:n.maxLeverage,dailyLossCapUsd:n.dailyLossCapUsd,chainAllowlist:[...n.chainAllowlist],assetAllowlist:[...n.assetAllowlist],expiresAt:n.expiresAt,killSwitchRequired:!0},c={strategyHash:a.strategyHash,compilerHash:a.compilerHash,evidence:JSON.parse(JSON.stringify(t)),shadow:{id:r.id,stateHash:r.stateHash,status:r.status,cursor:r.cursor,updatedAt:r.updatedAt},compiled:{strategyHash:a.strategyHash,compilerHash:a.compilerHash,compilerVersion:Pe,venue:"hyperliquid",market:{coin:a.strategy.market.coin,kind:"perp",interval:a.strategy.market.interval},risk:{...a.strategy.risk},strategy:JSON.parse(JSON.stringify(a.strategy))},arming:{liveBroadcast:!1,requiresExplicitUserArm:!0,caps:u},requiresUserSignature:!0,signingReady:!1,broadcastReady:!1,executionReady:!1};return Lr(c,{provider:"hl-strategy",kind:"strategy-live-handoff",env:s})}var Ho=Object.freeze({"1m":6e4,"3m":18e4,"5m":3e5,"15m":9e5,"30m":18e5,"1h":36e5,"2h":72e5,"4h":144e5,"8h":288e5,"12h":432e5,"1d":864e5});function _e(e,t){let r=Number(e);if(!Number.isFinite(r))throw new TypeError(`${t} must be finite`);return r}function ve(e,t){if(!Number.isSafeInteger(e)||e<0)throw new TypeError(`${t} must be a non-negative safe integer`);return e}function qe(e){if(Array.isArray(e))for(let t of e)qe(t);else if(e&&typeof e=="object")for(let t of Object.values(e))qe(t);return Object.freeze(e)}function Hr(e){let t=Ho[e];if(!t)throw new TypeError(`unsupported strategy interval: ${e}`);return t}function Fr(e,{endTime:t=Number.MAX_SAFE_INTEGER}={}){if(!Array.isArray(e))throw new TypeError("Hyperliquid candles must be an array");ve(t,"endTime");let r=new Map;for(let n=0;n<e.length;n++){let o=e[n];if(!o||typeof o!="object"||Array.isArray(o))throw new TypeError(`candles[${n}] must be an object`);let 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x={...p.parameters},S=$e(a,x),v={strategyHash:xe(a),compilerHash:he,trainBarsHash:Ce(t),backtestConfig:w,objective:s,maxTrials:o,trialsRun:m.length,candidates:m,bestParameters:x,bestStrategy:S},k={id:ds("sha256").update(JSON.stringify(Be(v)),"utf8").digest("hex"),...v};return Wt(Be(JSON.parse(JSON.stringify(k))))}import{createHash as hs}from"node:crypto";var K=class extends Error{constructor(t){super(t),this.name="StrategyDraftError"}},ys=new Set(["1m","3m","5m","15m","30m","1h","2h","4h","8h","12h","1d"]),ws=new Set(["BTC","ETH","SOL","HYPE"]),gs=/\b(mnemonic|private\s*key|privkey|seed\s*phrase|seed\b|api[_-]?key|secret\s*key|wallet\s*key|passphrase)\b/i,je="Supported grammar: (1) EMA cross: <long|short> <COIN> when EMA <n> crosses <above|below> EMA <m> [on <interval>] [, exit on reverse] [, risk knobs]; (2) RSI: <long|short> <COIN> when RSI <n> <above|below> <threshold> [on <interval>] [, risk knobs]; (3) funding: <long|short> <COIN> when funding rate <above|below> <decimal|percent%> [on <interval>] [, risk knobs]; (4) open interest: <long|short> <COIN> when open interest <above|below> <non-negative number> [on <interval>] [, risk knobs]; (5) premium: <long|short> <COIN> when premium <above|below> <decimal|percent%> [on <interval>] [, risk knobs]; (6) oi delta: <long|short> <COIN> when oi delta <above|below> <number> [on <interval>] [, risk knobs]; (7) book imbalance: <long|short> <COIN> when book imbalance <above|below> <-1..1> [on <interval>] [, risk knobs]. 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m=W(c.strategy).evaluateAll(f),p=new Map;for(let y=0;y<f.length;y++)p.set(f[y].t,y);let w=c.cursor,x=[];for(let y=0;y<f.length;y++){let $=f[y].t;(w==null||$>w)&&x.push(y)}if(x.length===0)return c;let S=new Map(c.intendedOrders.map(y=>[y.id,y])),v=new Set(c.fills.map(y=>y.orderId)),k=new Map(c.missedFills.map(y=>[y.orderId,y])),E=(y,$)=>`${y}|${$}`,R=new Map(c.markouts.map(y=>[E(y.orderId,y.horizon),y])),P=c.position?{...c.position}:null,h=Number.isInteger(c.cooldownBarsRemaining)?Math.max(0,c.cooldownBarsRemaining):0,M=Number.isFinite(c.cooldownStartT)?c.cooldownStartT:null;function D({action:y,signalBarT:$,signalIndex:_}){let C=Zs(y),L=Ys(c.id,c.strategyHash,$,C,y);if(S.has(L))return S.get(L);let j=_+1,O=j<f.length,N={id:L,action:y,type:y,side:C,signalBarT:$,fillBarT:O?f[j].t:null,status:O?"open":"missed"};return S.set(L,N),c.intendedOrders.push(N),N}function Y(y,$,_){if(v.has(y.id))return;let C={orderId:y.id,action:ln(y.action)?"entry":"exit",side:y.side,price:$.o,barT:$.t,signalBarT:y.signalBarT,barIndex:_};if(c.fills.push(C),v.add(y.id),y.status="filled",y.fillBarT=$.t,k.has(y.id)&&(k.delete(y.id),c.missedFills=c.missedFills.filter(L=>L.orderId!==y.id)),ln(y.action)){P={side:y.action==="entryLong"?"long":"short",entryOrderId:y.id,entryBarT:$.t,entryPrice:$.o,entryBarIndex:_};for(let L of u){let j=E(y.id,L);if(R.has(j))continue;let O={orderId:y.id,horizon:L,entryBarT:$.t,entryPrice:$.o,side:P.side,status:"pending",close:null,barT:null};R.set(j,O),c.markouts.push(O)}}else P=null,h=Number(c.strategy?.risk?.cooldownBars)||0,M=$.t}function T(y){if(v.has(y.id)||k.has(y.id))return;let $={orderId:y.id,action:y.action,side:y.side,signalBarT:y.signalBarT,status:"missed"};k.set(y.id,$),c.missedFills.push($),y.status="missed"}for(let y of c.intendedOrders){if(y.status==="filled"||v.has(y.id))continue;let $=p.get(y.signalBarT);if($==null)continue;let _=$+1;_<f.length&&(w==null||f[_].t>w)&&Y(y,f[_],_)}for(let y of x){let $=f[y],_=m[y].signals,C=P,L=O=>{if(P||h>0&&(M==null||$.t>=M))return;let I=D({action:O,signalBarT:$.t,signalIndex:y}),G=y+1;G<f.length?Y(I,f[G],G):T(I)},j=O=>{if(!P||P.side==="long"&&O!=="exitLong"||P.side==="short"&&O!=="exitShort")return;let N=D({action:O,signalBarT:$.t,signalIndex:y}),I=y+1;I<f.length?Y(N,f[I],I):T(N)};C?(_.exitLong&&j("exitLong"),_.exitShort&&j("exitShort")):_.entryLong&&_.entryShort||(_.entryLong&&L("entryLong"),_.entryShort&&L("entryShort")),h>0&&M!=null&&$.t>=M&&(h-=1,h===0&&(M=null)),c.cursor=$.t,c.lastProcessedBarIndex=y}for(let y of c.markouts){if(y.status!=="pending")continue;let $=c.fills.find(L=>L.orderId===y.orderId&&L.action==="entry");if(!$)continue;let _=p.get($.barT);if(_==null)continue;let C=_+y.horizon;if(C<f.length){y.close=f[C].c,y.barT=f[C].t,y.status="filled";let L=y.entryPrice;y.markout=y.side==="long"?(y.close-L)/L:(L-y.close)/L}}return c.position=P,c.cooldownBarsRemaining=h,c.cooldownStartT=M,c.updatedAt=t(),c})}return{start:n,step:a,list:s,get:o,stop:i}}import Xs from"node:os";import Qs from"node:path";var ei=["privatekey","secretkey","seed","mnemonic","passphrase","password","keystore","keymaterial","apikey","authtoken","accesstoken","refreshtoken","credential","bearer","signature","authorization","xprv","xpriv","wif"];function ze(e){return e!=null&&typeof e=="object"&&!Array.isArray(e)}function ti(e){return String(e).toLowerCase().replace(/[^a-z0-9]/g,"")}function ar(e){if(Array.isArray(e)){for(let t of e)ar(t);return}if(ze(e))for(let[t,r]of Object.entries(e)){if(ei.some(n=>ti(t).includes(n)))throw new Error(`strategy service: secret-like field "${t}" is forbidden`);ar(r)}}function ri(e){if(!ze(e))throw new TypeError("strategy input must be a plain object");return ar(e),e}function ni(e,t={}){if(t.nowMs!==void 0){if(!Number.isInteger(t.nowMs))throw new TypeError("nowMs must be an integer epoch milliseconds");return t.nowMs}let r=Date.now();if(e.nowMs===void 0||e.nowMs===null)return r;if(!Number.isInteger(e.nowMs))throw new TypeError("nowMs must be an integer epoch milliseconds");if(Math.abs(e.nowMs-r)>12e4)throw new Error("nowMs outside allowed wall-clock skew (120s); omit nowMs to use server time");return e.nowMs}async function ir(e,t,r,n){if(Array.isArray(t.bars))return t.bars;let o=rt(e.venue),s=r.fetchBars??o.fetchBars;if(typeof s!="function")throw new Error(`strategy venue ${o.id} does not support history`);r.signal?.throwIfAborted?.();let i=await s({coin:e.market.coin,interval:e.market.interval,count:t.count??1500,endTime:t.endTime??n},{signal:r.signal});r.signal?.throwIfAborted?.();let a=Array.isArray(i)?i:i?.bars;if(!Array.isArray(a))throw new Error("strategy history provider returned no bars");return a}function cr(e,t){let r=e.backtestOptions??{};if(!ze(r))throw new TypeError("backtestOptions must be a plain object");return{...r,nowMs:t}}function fn(e,t,r,n,o={}){let s=e.evidenceOptions??{};if(!ze(s))throw new TypeError("evidenceOptions must be a plain object");return{...s,...o,strategy:t,bars:r,backtestOptions:cr(e,n)}}function dn(){return Qs.join(Xs.homedir(),".oracle","strategy-shadow.json")}function oi(e,t){return{perStrategyNotionalUsd:e.risk.maxNotionalUsd,maxLeverage:e.risk.maxLeverage,dailyLossCapUsd:e.risk.maxNotionalUsd*(e.risk.maxDailyLossPct/100),chainAllowlist:[e.venue],assetAllowlist:[e.market.coin],expiresAt:Math.min(e.risk.expiresAt,t+864e5),killSwitchRequired:!0}}async function si(e,t={},r={}){r.signal?.throwIfAborted?.();let n=ri(t),o=ni(n,r);if(e==="draft")return{strategy:Qt(n.prompt,{nowMs:o})};if(e==="validate"){let s=W(n.strategy);if(s.strategy.risk.expiresAt<=o)throw new Error("strategy is expired");return{valid:!0,strategy:s.strategy,strategyHash:s.strategyHash,compilerHash:s.compilerHash,compilerVersion:s.compilerVersion,requiredSeries:s.requiredSeries}}if(e==="backtest"||e==="evidence"){let s=W(n.strategy),i=await ir(s.strategy,n,r,o);De(s,i);let a=et(fn(n,s.strategy,i,o));return e==="evidence"?a:{backtest:ue(s.strategy,i,cr(n,o)),evidence:a}}if(e==="optimize"){let s=W(n.strategy),i=await ir(s.strategy,n,r,o);De(s,i);let a=n.trainFraction,l=n.evidenceOptions?.trainFraction;if(a!=null&&l!=null&&a!==l)throw new TypeError("conflicting trainFraction controls are forbidden");let f=a??l??.7;if(typeof f!="number"||f<=0||f>=1)throw new TypeError("trainFraction must be in (0,1)");let u=i.slice(0,Math.floor(i.length*f)),c=n.options??{};if(!ze(c))throw new TypeError("options must be a plain object");let d=Zt(s.strategy,u,{...c,...n.maxTrials==null?{}:{maxTrials:n.maxTrials},backtestOptions:cr(n,o)}),m=d.bestStrategy;return{strategy:m,optimization:d,evidence:et(fn(n,m,i,o,{trainFraction:f}))}}if(e==="shadow"){let s=lt({storePath:r.storePath??dn(),clock:()=>o}),i=n.action;if(i==="start")return await s.start({strategy:n.strategy,evidenceId:n.evidenceId??n.evidence?.id??null});if(i==="list")return await s.list();if(i==="get")return await s.get(n.id);if(i==="stop")return await s.stop(n.id);if(i==="step"){let a=await s.get(n.id);if(!a)throw new Error(`shadow runner not found: ${n.id}`);let l=await ir(a.strategy,n,r,o);return De(W(a.strategy),l),await s.step(n.id,l,n.stepOptions??{})}throw new Error(`unknown shadow action: ${i}`)}if(e==="prepare"){let s=W(n.strategy),i=rt(s.strategy.venue);if(typeof n.shadowId!="string"||!n.shadowId)throw new Error("strategy prepare requires a matching shadow runner id");let l=await lt({storePath:r.storePath??dn(),clock:()=>o}).get(n.shadowId);if(!l)throw new Error("strategy prepare shadow runner not found");if(l.status!=="running")throw new Error("strategy prepare requires an active shadow runner");if(!Number.isFinite(l.cursor))throw new Error("strategy prepare requires a stepped shadow runner");if(l.strategyHash!==s.strategyHash||l.compilerHash!==s.compilerHash)throw new Error("strategy prepare shadow runner does not match strategy artifacts");if(l.evidenceId!==n.evidence?.id)throw new Error("strategy prepare shadow runner does not match evidence artifact");let f=n.caps??oi(s.strategy,o);return i.prepareIntent({strategy:s.strategy,evidence:n.evidence,shadow:{id:l.id,stateHash:un(l),status:l.status,cursor:l.cursor,updatedAt:l.updatedAt},caps:f,nowMs:o,env:r.env??process.env})}throw new Error(`unknown strategy operation: ${e}`)}export{jr as EVIDENCE_STATUSES,Yt as MAX_OPTIMIZER_TRIALS,he as STRATEGY_COMPILER_HASH,Pe as STRATEGY_COMPILER_VERSION,nt as STRATEGY_VERSION,K as StrategyDraftError,ke as StrategyValidationError,$e as applyParameterOverrides,Ht as assertEvidenceArtifact,It as atr,fs as attachDerivedSeries,ue as backtestStrategy,$t as bollinger,Qr as canonicalStrategyJson,W as compileStrategy,Lt as computeEvidenceArtifactId,lt as createShadowRunner,us as deriveSeries,Qt as draftStrategyFromPrompt,He as ema,et as evaluateEvidence,qt as fetchHyperliquidStrategyBars,Hr as intervalToMs,Pt as macd,Fr as normalizeHyperliquidCandles,Z as normalizeStrategy,rr as openShadowStore,Zt as optimizeStrategy,Ut as prepareStrategyLiveHandoff,rt as requireStrategyVenue,tt as resolveStrategyVenue,Ot as rsi,si as runStrategyOperation,ls as sampleLiveSeries,At as sma,xe as strategyHash,Ko as strategyVenues,st as validateStrategy};