@r2wa-org/eden 0.0.79 → 0.0.81

package/dist/market-pricing/errors/index.d.ts

@@ -1,14 +1,15 @@
-export * from "./locales/zh";
+export * from './locales/zh';
 export declare const MarketPricingErrorCodes: {
     readonly MARKET_PRICING_STRATEGY_NOT_FOUND: "MARKET_PRICING_STRATEGY_NOT_FOUND";
     readonly MARKET_PRICING_STRATEGY_DISABLED: "MARKET_PRICING_STRATEGY_DISABLED";
     readonly MARKET_PRICING_ASSET_NOT_FOUND: "MARKET_PRICING_ASSET_NOT_FOUND";
+    readonly MARKET_PRICING_BASE_ASSET_NOT_ALLOWED: "MARKET_PRICING_BASE_ASSET_NOT_ALLOWED";
     readonly MARKET_PRICING_INVALID_PRICE: "MARKET_PRICING_INVALID_PRICE";
     readonly MARKET_PRICING_TICK_CREATE_FAILED: "MARKET_PRICING_TICK_CREATE_FAILED";
 };
 type MarketPricingErrorCodesType = typeof MarketPricingErrorCodes;
 export type MarketPricingErrorCode = keyof MarketPricingErrorCodesType;
-declare module "../../error/errorcode" {
+declare module '../../error/errorcode' {
     interface ErrorCodeRegistry extends MarketPricingErrorCodesType {
     }
 }

package/dist/market-pricing/errors/locales/zh.d.ts

@@ -2,11 +2,12 @@ export declare const zh: {
     MARKET_PRICING_STRATEGY_NOT_FOUND: string;
     MARKET_PRICING_STRATEGY_DISABLED: string;
     MARKET_PRICING_ASSET_NOT_FOUND: string;
+    MARKET_PRICING_BASE_ASSET_NOT_ALLOWED: string;
     MARKET_PRICING_INVALID_PRICE: string;
     MARKET_PRICING_TICK_CREATE_FAILED: string;
 };
 type ZHType = typeof zh;
-declare module "../../../error/messages" {
+declare module '../../../error/messages' {
     interface ErrorMessageRegistry extends ZHType {
     }
 }

package/dist/market-pricing/internal/service.d.ts

@@ -1,8 +1,22 @@
-import type { TransactionTx } from "../../db/transaction";
-import { marketPricingStrategy } from "../schema";
+import Decimal from 'decimal.js';
+import type { TransactionTx } from '../../db/transaction';
+import { marketPricingStrategy, marketPricingStrategyState } from '../schema';
+type TrendDirection = 'up' | 'flat' | 'down';
 export declare abstract class BaseMarketPricingService {
-    protected static normalizeMinuteBucket(date: Date): Date;
-    protected static calcNextPrice(basePrice: string, maxStepBps: string, driftBps: string, minPrice: string | null, maxPrice: string | null): string;
+    protected static randomBetween(min: number, max: number): number;
+    protected static randomIntBetween(min: number, max: number): number;
+    protected static randomNormal(): number;
+    protected static normalizeIntervalBucket(date: Date, intervalSeconds: number): Date;
+    protected static resolveTrendDirection(strategy: typeof marketPricingStrategy.$inferSelect, state: typeof marketPricingStrategyState.$inferSelect | undefined): {
+        trendDirection: "flat" | "up" | "down";
+        trendTicksLeft: number;
+    };
+    protected static driftByTrend(strategy: typeof marketPricingStrategy.$inferSelect, trendDirection: TrendDirection): Decimal;
+    protected static sessionNoiseFactor(session: (typeof marketPricingStrategy.$inferSelect)['liquiditySession']): Decimal;
+    protected static calcNextPrice(basePrice: string, strategy: typeof marketPricingStrategy.$inferSelect, trendDirection: TrendDirection, anchorPrice: string | null): {
+        nextPrice: string;
+        lastReturnBps: string;
+    };
     protected static ensureStrategyAssets(tx: TransactionTx, strategy: typeof marketPricingStrategy.$inferSelect): Promise<{
         baseAssetEntity: {
             id: string;
@@ -13,7 +27,15 @@ export declare abstract class BaseMarketPricingService {
             code: string;
         };
     }>;
-    protected static upsertStateOnSuccess(tx: TransactionTx, strategyId: string, lastRunAt: Date, lastPrice: string): Promise<void>;
+    protected static upsertStateOnSuccess(tx: TransactionTx, strategyId: string, payload: {
+        lastRunAt: Date;
+        lastPrice: string;
+        currentTrendMode: TrendDirection;
+        trendTicksLeft: number;
+        lastReturnBps?: string | null;
+        emaVolatilityBps: string;
+        anchorPrice?: string | null;
+    }): Promise<void>;
     protected static upsertStateOnFailure(tx: TransactionTx, strategyId: string, errorMessage: string): Promise<void>;
 }
 export declare abstract class InternalMarketPricingService extends BaseMarketPricingService {
@@ -33,3 +55,4 @@ export declare abstract class InternalMarketPricingService extends BaseMarketPri
         failedStrategyIds: string[];
     }>;
 }
+export {};

package/dist/market-pricing/permissions.d.ts

@@ -1,4 +1,4 @@
 export declare const marketPricingPermissions: {
-    readonly "market_pricing:strategy": readonly ["create", "read", "update", "delete", "list", "run"];
+    readonly 'market_pricing:strategy': readonly ["create", "read", "update", "delete", "list", "run"];
 };
 export type MarketPricingPermission = keyof typeof marketPricingPermissions;

package/dist/market-pricing/schema.d.ts

@@ -1,5 +1,9 @@
 /** 报价策略类型 */
-export declare const marketPricingStrategyTypeEnum: import("drizzle-orm/pg-core").PgEnum<["random_walk"]>;
+export declare const marketPricingTrendModeEnum: import("drizzle-orm/pg-core").PgEnum<["up", "flat", "down", "auto"]>;
+/** 运行时趋势方向 */
+export declare const marketPricingTrendDirectionEnum: import("drizzle-orm/pg-core").PgEnum<["up", "flat", "down"]>;
+/** 流动性会话 */
+export declare const marketPricingLiquiditySessionEnum: import("drizzle-orm/pg-core").PgEnum<["low", "normal", "high"]>;
 /** 报价策略 */
 export declare const marketPricingStrategy: import("drizzle-orm/pg-core").PgTableWithColumns<{
     name: "market_pricing_strategy";
@@ -107,25 +111,25 @@ export declare const marketPricingStrategy: import("drizzle-orm/pg-core").PgTabl
             identity: undefined;
             generated: undefined;
         }, {}, {}>;
-        strategyType: import("drizzle-orm/pg-core").PgColumn<{
-            name: "strategy_type";
+        trendMode: import("drizzle-orm/pg-core").PgColumn<{
+            name: "trend_mode";
             tableName: "market_pricing_strategy";
             dataType: "string";
             columnType: "PgEnumColumn";
-            data: "random_walk";
+            data: "flat" | "up" | "down" | "auto";
             driverParam: string;
             notNull: true;
             hasDefault: true;
             isPrimaryKey: false;
             isAutoincrement: false;
             hasRuntimeDefault: false;
-            enumValues: ["random_walk"];
+            enumValues: ["up", "flat", "down", "auto"];
             baseColumn: never;
             identity: undefined;
             generated: undefined;
         }, {}, {}>;
-        driftBps: import("drizzle-orm/pg-core").PgColumn<{
-            name: "drift_bps";
+        trendDriftUpBps: import("drizzle-orm/pg-core").PgColumn<{
+            name: "trend_drift_up_bps";
             tableName: "market_pricing_strategy";
             dataType: "string";
             columnType: "PgNumeric";
@@ -141,15 +145,15 @@ export declare const marketPricingStrategy: import("drizzle-orm/pg-core").PgTabl
             identity: undefined;
             generated: undefined;
         }, {}, {}>;
-        minPrice: import("drizzle-orm/pg-core").PgColumn<{
-            name: "min_price";
+        trendDriftFlatBps: import("drizzle-orm/pg-core").PgColumn<{
+            name: "trend_drift_flat_bps";
             tableName: "market_pricing_strategy";
             dataType: "string";
             columnType: "PgNumeric";
             data: string;
             driverParam: string;
-            notNull: false;
-            hasDefault: false;
+            notNull: true;
+            hasDefault: true;
             isPrimaryKey: false;
             isAutoincrement: false;
             hasRuntimeDefault: false;
@@ -158,15 +162,15 @@ export declare const marketPricingStrategy: import("drizzle-orm/pg-core").PgTabl
             identity: undefined;
             generated: undefined;
         }, {}, {}>;
-        maxPrice: import("drizzle-orm/pg-core").PgColumn<{
-            name: "max_price";
+        trendDriftDownBps: import("drizzle-orm/pg-core").PgColumn<{
+            name: "trend_drift_down_bps";
             tableName: "market_pricing_strategy";
             dataType: "string";
             columnType: "PgNumeric";
             data: string;
             driverParam: string;
-            notNull: false;
-            hasDefault: false;
+            notNull: true;
+            hasDefault: true;
             isPrimaryKey: false;
             isAutoincrement: false;
             hasRuntimeDefault: false;
@@ -175,25 +179,25 @@ export declare const marketPricingStrategy: import("drizzle-orm/pg-core").PgTabl
             identity: undefined;
             generated: undefined;
         }, {}, {}>;
-        source: import("drizzle-orm/pg-core").PgColumn<{
-            name: "source";
+        trendSwitchMinTicks: import("drizzle-orm/pg-core").PgColumn<{
+            name: "trend_switch_min_ticks";
             tableName: "market_pricing_strategy";
-            dataType: "string";
-            columnType: "PgText";
-            data: string;
-            driverParam: string;
+            dataType: "number";
+            columnType: "PgInteger";
+            data: number;
+            driverParam: string | number;
             notNull: true;
             hasDefault: true;
             isPrimaryKey: false;
             isAutoincrement: false;
             hasRuntimeDefault: false;
-            enumValues: [string, ...string[]];
+            enumValues: undefined;
             baseColumn: never;
             identity: undefined;
             generated: undefined;
         }, {}, {}>;
-        intervalSeconds: import("drizzle-orm/pg-core").PgColumn<{
-            name: "interval_seconds";
+        trendSwitchMaxTicks: import("drizzle-orm/pg-core").PgColumn<{
+            name: "trend_switch_max_ticks";
             tableName: "market_pricing_strategy";
             dataType: "number";
             columnType: "PgInteger";
@@ -209,8 +213,144 @@ export declare const marketPricingStrategy: import("drizzle-orm/pg-core").PgTabl
             identity: undefined;
             generated: undefined;
         }, {}, {}>;
-        maxStepBps: import("drizzle-orm/pg-core").PgColumn<{
-            name: "max_step_bps";
+        trendUpWeight: import("drizzle-orm/pg-core").PgColumn<{
+            name: "trend_up_weight";
+            tableName: "market_pricing_strategy";
+            dataType: "number";
+            columnType: "PgInteger";
+            data: number;
+            driverParam: string | number;
+            notNull: true;
+            hasDefault: true;
+            isPrimaryKey: false;
+            isAutoincrement: false;
+            hasRuntimeDefault: false;
+            enumValues: undefined;
+            baseColumn: never;
+            identity: undefined;
+            generated: undefined;
+        }, {}, {}>;
+        trendFlatWeight: import("drizzle-orm/pg-core").PgColumn<{
+            name: "trend_flat_weight";
+            tableName: "market_pricing_strategy";
+            dataType: "number";
+            columnType: "PgInteger";
+            data: number;
+            driverParam: string | number;
+            notNull: true;
+            hasDefault: true;
+            isPrimaryKey: false;
+            isAutoincrement: false;
+            hasRuntimeDefault: false;
+            enumValues: undefined;
+            baseColumn: never;
+            identity: undefined;
+            generated: undefined;
+        }, {}, {}>;
+        trendDownWeight: import("drizzle-orm/pg-core").PgColumn<{
+            name: "trend_down_weight";
+            tableName: "market_pricing_strategy";
+            dataType: "number";
+            columnType: "PgInteger";
+            data: number;
+            driverParam: string | number;
+            notNull: true;
+            hasDefault: true;
+            isPrimaryKey: false;
+            isAutoincrement: false;
+            hasRuntimeDefault: false;
+            enumValues: undefined;
+            baseColumn: never;
+            identity: undefined;
+            generated: undefined;
+        }, {}, {}>;
+        noiseSigmaBps: import("drizzle-orm/pg-core").PgColumn<{
+            name: "noise_sigma_bps";
+            tableName: "market_pricing_strategy";
+            dataType: "string";
+            columnType: "PgNumeric";
+            data: string;
+            driverParam: string;
+            notNull: true;
+            hasDefault: true;
+            isPrimaryKey: false;
+            isAutoincrement: false;
+            hasRuntimeDefault: false;
+            enumValues: undefined;
+            baseColumn: never;
+            identity: undefined;
+            generated: undefined;
+        }, {}, {}>;
+        jumpChanceBps: import("drizzle-orm/pg-core").PgColumn<{
+            name: "jump_chance_bps";
+            tableName: "market_pricing_strategy";
+            dataType: "string";
+            columnType: "PgNumeric";
+            data: string;
+            driverParam: string;
+            notNull: true;
+            hasDefault: true;
+            isPrimaryKey: false;
+            isAutoincrement: false;
+            hasRuntimeDefault: false;
+            enumValues: undefined;
+            baseColumn: never;
+            identity: undefined;
+            generated: undefined;
+        }, {}, {}>;
+        jumpMinBps: import("drizzle-orm/pg-core").PgColumn<{
+            name: "jump_min_bps";
+            tableName: "market_pricing_strategy";
+            dataType: "string";
+            columnType: "PgNumeric";
+            data: string;
+            driverParam: string;
+            notNull: true;
+            hasDefault: true;
+            isPrimaryKey: false;
+            isAutoincrement: false;
+            hasRuntimeDefault: false;
+            enumValues: undefined;
+            baseColumn: never;
+            identity: undefined;
+            generated: undefined;
+        }, {}, {}>;
+        jumpMaxBps: import("drizzle-orm/pg-core").PgColumn<{
+            name: "jump_max_bps";
+            tableName: "market_pricing_strategy";
+            dataType: "string";
+            columnType: "PgNumeric";
+            data: string;
+            driverParam: string;
+            notNull: true;
+            hasDefault: true;
+            isPrimaryKey: false;
+            isAutoincrement: false;
+            hasRuntimeDefault: false;
+            enumValues: undefined;
+            baseColumn: never;
+            identity: undefined;
+            generated: undefined;
+        }, {}, {}>;
+        meanReversionBps: import("drizzle-orm/pg-core").PgColumn<{
+            name: "mean_reversion_bps";
+            tableName: "market_pricing_strategy";
+            dataType: "string";
+            columnType: "PgNumeric";
+            data: string;
+            driverParam: string;
+            notNull: true;
+            hasDefault: true;
+            isPrimaryKey: false;
+            isAutoincrement: false;
+            hasRuntimeDefault: false;
+            enumValues: undefined;
+            baseColumn: never;
+            identity: undefined;
+            generated: undefined;
+        }, {}, {}>;
+        roundNumberMagnetBps: import("drizzle-orm/pg-core").PgColumn<{
+            name: "round_number_magnet_bps";
             tableName: "market_pricing_strategy";
             dataType: "string";
             columnType: "PgNumeric";
@@ -226,13 +366,64 @@ export declare const marketPricingStrategy: import("drizzle-orm/pg-core").PgTabl
             identity: undefined;
             generated: undefined;
         }, {}, {}>;
-        fallbackPrice: import("drizzle-orm/pg-core").PgColumn<{
-            name: "fallback_price";
+        liquiditySession: import("drizzle-orm/pg-core").PgColumn<{
+            name: "liquidity_session";
+            tableName: "market_pricing_strategy";
+            dataType: "string";
+            columnType: "PgEnumColumn";
+            data: "normal" | "low" | "high";
+            driverParam: string;
+            notNull: true;
+            hasDefault: true;
+            isPrimaryKey: false;
+            isAutoincrement: false;
+            hasRuntimeDefault: false;
+            enumValues: ["low", "normal", "high"];
+            baseColumn: never;
+            identity: undefined;
+            generated: undefined;
+        }, {}, {}>;
+        minPrice: import("drizzle-orm/pg-core").PgColumn<{
+            name: "min_price";
             tableName: "market_pricing_strategy";
             dataType: "string";
             columnType: "PgNumeric";
             data: string;
             driverParam: string;
+            notNull: false;
+            hasDefault: false;
+            isPrimaryKey: false;
+            isAutoincrement: false;
+            hasRuntimeDefault: false;
+            enumValues: undefined;
+            baseColumn: never;
+            identity: undefined;
+            generated: undefined;
+        }, {}, {}>;
+        maxPrice: import("drizzle-orm/pg-core").PgColumn<{
+            name: "max_price";
+            tableName: "market_pricing_strategy";
+            dataType: "string";
+            columnType: "PgNumeric";
+            data: string;
+            driverParam: string;
+            notNull: false;
+            hasDefault: false;
+            isPrimaryKey: false;
+            isAutoincrement: false;
+            hasRuntimeDefault: false;
+            enumValues: undefined;
+            baseColumn: never;
+            identity: undefined;
+            generated: undefined;
+        }, {}, {}>;
+        intervalSeconds: import("drizzle-orm/pg-core").PgColumn<{
+            name: "interval_seconds";
+            tableName: "market_pricing_strategy";
+            dataType: "number";
+            columnType: "PgInteger";
+            data: number;
+            driverParam: string | number;
             notNull: true;
             hasDefault: true;
             isPrimaryKey: false;
@@ -370,6 +561,91 @@ export declare const marketPricingStrategyState: import("drizzle-orm/pg-core").P
             identity: undefined;
             generated: undefined;
         }, {}, {}>;
+        currentTrendMode: import("drizzle-orm/pg-core").PgColumn<{
+            name: "current_trend_mode";
+            tableName: "market_pricing_strategy_state";
+            dataType: "string";
+            columnType: "PgEnumColumn";
+            data: "flat" | "up" | "down";
+            driverParam: string;
+            notNull: true;
+            hasDefault: true;
+            isPrimaryKey: false;
+            isAutoincrement: false;
+            hasRuntimeDefault: false;
+            enumValues: ["up", "flat", "down"];
+            baseColumn: never;
+            identity: undefined;
+            generated: undefined;
+        }, {}, {}>;
+        trendTicksLeft: import("drizzle-orm/pg-core").PgColumn<{
+            name: "trend_ticks_left";
+            tableName: "market_pricing_strategy_state";
+            dataType: "number";
+            columnType: "PgInteger";
+            data: number;
+            driverParam: string | number;
+            notNull: true;
+            hasDefault: true;
+            isPrimaryKey: false;
+            isAutoincrement: false;
+            hasRuntimeDefault: false;
+            enumValues: undefined;
+            baseColumn: never;
+            identity: undefined;
+            generated: undefined;
+        }, {}, {}>;
+        lastReturnBps: import("drizzle-orm/pg-core").PgColumn<{
+            name: "last_return_bps";
+            tableName: "market_pricing_strategy_state";
+            dataType: "string";
+            columnType: "PgNumeric";
+            data: string;
+            driverParam: string;
+            notNull: false;
+            hasDefault: false;
+            isPrimaryKey: false;
+            isAutoincrement: false;
+            hasRuntimeDefault: false;
+            enumValues: undefined;
+            baseColumn: never;
+            identity: undefined;
+            generated: undefined;
+        }, {}, {}>;
+        emaVolatilityBps: import("drizzle-orm/pg-core").PgColumn<{
+            name: "ema_volatility_bps";
+            tableName: "market_pricing_strategy_state";
+            dataType: "string";
+            columnType: "PgNumeric";
+            data: string;
+            driverParam: string;
+            notNull: true;
+            hasDefault: true;
+            isPrimaryKey: false;
+            isAutoincrement: false;
+            hasRuntimeDefault: false;
+            enumValues: undefined;
+            baseColumn: never;
+            identity: undefined;
+            generated: undefined;
+        }, {}, {}>;
+        anchorPrice: import("drizzle-orm/pg-core").PgColumn<{
+            name: "anchor_price";
+            tableName: "market_pricing_strategy_state";
+            dataType: "string";
+            columnType: "PgNumeric";
+            data: string;
+            driverParam: string;
+            notNull: false;
+            hasDefault: false;
+            isPrimaryKey: false;
+            isAutoincrement: false;
+            hasRuntimeDefault: false;
+            enumValues: undefined;
+            baseColumn: never;
+            identity: undefined;
+            generated: undefined;
+        }, {}, {}>;
         consecutiveFailures: import("drizzle-orm/pg-core").PgColumn<{
             name: "consecutive_failures";
             tableName: "market_pricing_strategy_state";

package/dist/news/admin/dto.schemas.d.ts

@@ -33,13 +33,13 @@ export declare const newsListItemModel: import("@sinclair/typebox").TObject<{
     expiresAt: import("@sinclair/typebox").TUnion<[import("@sinclair/typebox").TDate, import("@sinclair/typebox").TNull]>;
     scope: import("@sinclair/typebox").TArray<import("@sinclair/typebox").TString>;
     sortOrder: import("@sinclair/typebox").TInteger;
+    createdBy: import("@sinclair/typebox").TString;
     status: import("@sinclair/typebox").TEnum<{
         archived: "archived";
         draft: "draft";
         published: "published";
     }>;
     isHot: import("@sinclair/typebox").TBoolean;
-    createdBy: import("@sinclair/typebox").TString;
     title: import("@sinclair/typebox").TString;
     content: import("@sinclair/typebox").TString;
     summary: import("@sinclair/typebox").TUnion<[import("@sinclair/typebox").TString, import("@sinclair/typebox").TNull]>;
@@ -65,13 +65,13 @@ export declare const newsListResponse: import("@sinclair/typebox").TObject<{
         expiresAt: import("@sinclair/typebox").TUnion<[import("@sinclair/typebox").TDate, import("@sinclair/typebox").TNull]>;
         scope: import("@sinclair/typebox").TArray<import("@sinclair/typebox").TString>;
         sortOrder: import("@sinclair/typebox").TInteger;
+        createdBy: import("@sinclair/typebox").TString;
         status: import("@sinclair/typebox").TEnum<{
             archived: "archived";
             draft: "draft";
             published: "published";
         }>;
         isHot: import("@sinclair/typebox").TBoolean;
-        createdBy: import("@sinclair/typebox").TString;
         title: import("@sinclair/typebox").TString;
         content: import("@sinclair/typebox").TString;
         summary: import("@sinclair/typebox").TUnion<[import("@sinclair/typebox").TString, import("@sinclair/typebox").TNull]>;