@reefclaw/connect 0.1.10 → 0.1.12

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (396) hide show
  1. package/assets/bridge/gateway/event-parser.d.ts +6 -1
  2. package/assets/bridge/gateway/event-parser.js +19 -2
  3. package/assets/bridge/gateway/heartbeat-cron.d.ts +27 -0
  4. package/assets/bridge/gateway/heartbeat-cron.js +85 -0
  5. package/assets/bridge/gateway/poller.d.ts +1 -0
  6. package/assets/bridge/gateway/poller.js +14 -2
  7. package/assets/bridge/providers/gateway.d.ts +24 -2
  8. package/assets/bridge/providers/gateway.js +124 -25
  9. package/assets/bridge/setup.js +6 -51
  10. package/assets/shared/signals/conditions/registry.js +11 -2
  11. package/assets/shared/signals/strategy-adapter.js +17 -7
  12. package/assets/skill/SKILL.md +2 -0
  13. package/dist/deps.js +2 -2
  14. package/dist/plugin.js +35 -7
  15. package/package.json +1 -1
  16. package/assets/plugin/audit/mode-transition-audit.d.ts +0 -11
  17. package/assets/plugin/audit/mode-transition-audit.js +0 -29
  18. package/assets/plugin/balance-utils.d.ts +0 -36
  19. package/assets/plugin/balance-utils.js +0 -98
  20. package/assets/plugin/ccxt/binance-ban-gate.d.ts +0 -47
  21. package/assets/plugin/ccxt/binance-ban-gate.js +0 -420
  22. package/assets/plugin/ccxt/binance-private.d.ts +0 -346
  23. package/assets/plugin/ccxt/binance-private.js +0 -1525
  24. package/assets/plugin/ccxt/binance-public.d.ts +0 -34
  25. package/assets/plugin/ccxt/binance-public.js +0 -180
  26. package/assets/plugin/ccxt/intel-public.d.ts +0 -25
  27. package/assets/plugin/ccxt/intel-public.js +0 -80
  28. package/assets/plugin/ccxt/public-market-data-api.d.ts +0 -12
  29. package/assets/plugin/ccxt/public-market-data-api.js +0 -9
  30. package/assets/plugin/config/agent-config-client.d.ts +0 -77
  31. package/assets/plugin/config/agent-config-client.js +0 -188
  32. package/assets/plugin/config/agent-config-poller.d.ts +0 -32
  33. package/assets/plugin/config/agent-config-poller.js +0 -101
  34. package/assets/plugin/config/brackets-config.d.ts +0 -22
  35. package/assets/plugin/config/brackets-config.js +0 -58
  36. package/assets/plugin/config/entitlement-gate.d.ts +0 -51
  37. package/assets/plugin/config/entitlement-gate.js +0 -137
  38. package/assets/plugin/config/gate-store.d.ts +0 -18
  39. package/assets/plugin/config/gate-store.js +0 -61
  40. package/assets/plugin/config/plugin-config-io.d.ts +0 -215
  41. package/assets/plugin/config/plugin-config-io.js +0 -111
  42. package/assets/plugin/config/position-review-config.d.ts +0 -35
  43. package/assets/plugin/config/position-review-config.js +0 -105
  44. package/assets/plugin/config/tool-gate.d.ts +0 -53
  45. package/assets/plugin/config/tool-gate.js +0 -128
  46. package/assets/plugin/config/user-data-stream-config.d.ts +0 -89
  47. package/assets/plugin/config/user-data-stream-config.js +0 -239
  48. package/assets/plugin/connector-supervisor.d.ts +0 -36
  49. package/assets/plugin/connector-supervisor.js +0 -149
  50. package/assets/plugin/exchange-adapter.d.ts +0 -65
  51. package/assets/plugin/exchange-adapter.js +0 -4
  52. package/assets/plugin/index.d.ts +0 -30
  53. package/assets/plugin/index.js +0 -2678
  54. package/assets/plugin/ingest/pending-entry-metadata.d.ts +0 -74
  55. package/assets/plugin/ingest/pending-entry-metadata.js +0 -236
  56. package/assets/plugin/ingest/position-auto-capture.d.ts +0 -103
  57. package/assets/plugin/ingest/position-auto-capture.js +0 -411
  58. package/assets/plugin/ingest/position-decisions-client.d.ts +0 -322
  59. package/assets/plugin/ingest/position-decisions-client.js +0 -296
  60. package/assets/plugin/ingest/readiness-reporter.d.ts +0 -42
  61. package/assets/plugin/ingest/readiness-reporter.js +0 -163
  62. package/assets/plugin/ingest/reconcile-db-vs-exchange.d.ts +0 -13
  63. package/assets/plugin/ingest/reconcile-db-vs-exchange.js +0 -114
  64. package/assets/plugin/ingest/reconciler-cleanup.d.ts +0 -37
  65. package/assets/plugin/ingest/reconciler-cleanup.js +0 -147
  66. package/assets/plugin/ingest/rest-gap-filler.d.ts +0 -191
  67. package/assets/plugin/ingest/rest-gap-filler.js +0 -565
  68. package/assets/plugin/ingest/touched-symbols-store.d.ts +0 -25
  69. package/assets/plugin/ingest/touched-symbols-store.js +0 -96
  70. package/assets/plugin/ingest/trade-store-client.d.ts +0 -40
  71. package/assets/plugin/ingest/trade-store-client.js +0 -125
  72. package/assets/plugin/ingest/ws-ingest.d.ts +0 -43
  73. package/assets/plugin/ingest/ws-ingest.js +0 -126
  74. package/assets/plugin/learning/setup-family.d.ts +0 -21
  75. package/assets/plugin/learning/setup-family.js +0 -103
  76. package/assets/plugin/lifecycle/install-signal-handlers.d.ts +0 -33
  77. package/assets/plugin/lifecycle/install-signal-handlers.js +0 -112
  78. package/assets/plugin/lifecycle/shutdown-coordinator.d.ts +0 -43
  79. package/assets/plugin/lifecycle/shutdown-coordinator.js +0 -131
  80. package/assets/plugin/lifecycle/trading-operation-lock.d.ts +0 -17
  81. package/assets/plugin/lifecycle/trading-operation-lock.js +0 -14
  82. package/assets/plugin/live/bracket-id.d.ts +0 -26
  83. package/assets/plugin/live/bracket-id.js +0 -112
  84. package/assets/plugin/live/bracket-ledger.d.ts +0 -54
  85. package/assets/plugin/live/bracket-ledger.js +0 -267
  86. package/assets/plugin/live/bracket-manager.d.ts +0 -82
  87. package/assets/plugin/live/bracket-manager.js +0 -478
  88. package/assets/plugin/live/bracket-params.d.ts +0 -22
  89. package/assets/plugin/live/bracket-params.js +0 -124
  90. package/assets/plugin/live/bracket-reconciler.d.ts +0 -95
  91. package/assets/plugin/live/bracket-reconciler.js +0 -573
  92. package/assets/plugin/live/bracket-types.d.ts +0 -102
  93. package/assets/plugin/live/bracket-types.js +0 -8
  94. package/assets/plugin/live/deposit-tracker.d.ts +0 -62
  95. package/assets/plugin/live/deposit-tracker.js +0 -97
  96. package/assets/plugin/live/emergency-controls.d.ts +0 -32
  97. package/assets/plugin/live/emergency-controls.js +0 -226
  98. package/assets/plugin/live/exchange-errors.d.ts +0 -12
  99. package/assets/plugin/live/exchange-errors.js +0 -130
  100. package/assets/plugin/live/exchange-info-cache.d.ts +0 -37
  101. package/assets/plugin/live/exchange-info-cache.js +0 -134
  102. package/assets/plugin/live/fact-subscriber.d.ts +0 -78
  103. package/assets/plugin/live/fact-subscriber.js +0 -182
  104. package/assets/plugin/live/intent-journal.d.ts +0 -42
  105. package/assets/plugin/live/intent-journal.js +0 -122
  106. package/assets/plugin/live/listen-key-manager.d.ts +0 -70
  107. package/assets/plugin/live/listen-key-manager.js +0 -169
  108. package/assets/plugin/live/live-adapter.d.ts +0 -287
  109. package/assets/plugin/live/live-adapter.js +0 -1777
  110. package/assets/plugin/live/live-balance-enricher.d.ts +0 -32
  111. package/assets/plugin/live/live-balance-enricher.js +0 -104
  112. package/assets/plugin/live/live-bracket-api.d.ts +0 -13
  113. package/assets/plugin/live/live-bracket-api.js +0 -20
  114. package/assets/plugin/live/live-state-store.d.ts +0 -194
  115. package/assets/plugin/live/live-state-store.js +0 -450
  116. package/assets/plugin/live/local-signal-service.d.ts +0 -57
  117. package/assets/plugin/live/local-signal-service.js +0 -151
  118. package/assets/plugin/live/local-strategy-evaluator.d.ts +0 -62
  119. package/assets/plugin/live/local-strategy-evaluator.js +0 -131
  120. package/assets/plugin/live/microstructure-assembler.d.ts +0 -54
  121. package/assets/plugin/live/microstructure-assembler.js +0 -148
  122. package/assets/plugin/live/order-poller.d.ts +0 -29
  123. package/assets/plugin/live/order-poller.js +0 -125
  124. package/assets/plugin/live/position-state-store.d.ts +0 -83
  125. package/assets/plugin/live/position-state-store.js +0 -237
  126. package/assets/plugin/live/proposal-decision-listener.d.ts +0 -70
  127. package/assets/plugin/live/proposal-decision-listener.js +0 -292
  128. package/assets/plugin/live/proposal-manager.d.ts +0 -76
  129. package/assets/plugin/live/proposal-manager.js +0 -140
  130. package/assets/plugin/live/rate-limiter.d.ts +0 -47
  131. package/assets/plugin/live/rate-limiter.js +0 -159
  132. package/assets/plugin/live/reconciler.d.ts +0 -39
  133. package/assets/plugin/live/reconciler.js +0 -175
  134. package/assets/plugin/live/setup-buckets.d.ts +0 -7
  135. package/assets/plugin/live/setup-buckets.js +0 -33
  136. package/assets/plugin/live/slippage-tracker.d.ts +0 -45
  137. package/assets/plugin/live/slippage-tracker.js +0 -78
  138. package/assets/plugin/live/stop-watcher.d.ts +0 -60
  139. package/assets/plugin/live/stop-watcher.js +0 -215
  140. package/assets/plugin/live/user-data-active-probe.d.ts +0 -54
  141. package/assets/plugin/live/user-data-active-probe.js +0 -180
  142. package/assets/plugin/live/user-data-stream-controller.d.ts +0 -200
  143. package/assets/plugin/live/user-data-stream-controller.js +0 -579
  144. package/assets/plugin/live/user-data-stream-ws.d.ts +0 -22
  145. package/assets/plugin/live/user-data-stream-ws.js +0 -63
  146. package/assets/plugin/live/user-data-stream.d.ts +0 -243
  147. package/assets/plugin/live/user-data-stream.js +0 -704
  148. package/assets/plugin/logger.d.ts +0 -2
  149. package/assets/plugin/logger.js +0 -2
  150. package/assets/plugin/mfe.d.ts +0 -21
  151. package/assets/plugin/mfe.js +0 -68
  152. package/assets/plugin/onboarding/mode-ladder.d.ts +0 -1
  153. package/assets/plugin/onboarding/mode-ladder.js +0 -3
  154. package/assets/plugin/onboarding/runtime.d.ts +0 -84
  155. package/assets/plugin/onboarding/runtime.js +0 -173
  156. package/assets/plugin/openclaw.plugin.json +0 -92
  157. package/assets/plugin/paper-adapter.d.ts +0 -24
  158. package/assets/plugin/paper-adapter.js +0 -91
  159. package/assets/plugin/persistence/state-manager.d.ts +0 -66
  160. package/assets/plugin/persistence/state-manager.js +0 -222
  161. package/assets/plugin/pinned-plan.d.ts +0 -9
  162. package/assets/plugin/pinned-plan.js +0 -23
  163. package/assets/plugin/portfolio/wave9-admission.d.ts +0 -67
  164. package/assets/plugin/portfolio/wave9-admission.js +0 -262
  165. package/assets/plugin/portfolio/wave9-policy.d.ts +0 -36
  166. package/assets/plugin/portfolio/wave9-policy.js +0 -183
  167. package/assets/plugin/risk/pre-trade-check.d.ts +0 -38
  168. package/assets/plugin/risk/pre-trade-check.js +0 -345
  169. package/assets/plugin/risk/pre-trade-types.d.ts +0 -60
  170. package/assets/plugin/risk/pre-trade-types.js +0 -3
  171. package/assets/plugin/shadow/shadow-tracker.d.ts +0 -36
  172. package/assets/plugin/shadow/shadow-tracker.js +0 -151
  173. package/assets/plugin/shadow/types.d.ts +0 -42
  174. package/assets/plugin/shadow/types.js +0 -20
  175. package/assets/plugin/shared/indicators-extended.d.ts +0 -52
  176. package/assets/plugin/shared/indicators-extended.js +0 -291
  177. package/assets/plugin/shared/indicators.d.ts +0 -15
  178. package/assets/plugin/shared/indicators.js +0 -114
  179. package/assets/plugin/signals/conditions/registry.d.ts +0 -16
  180. package/assets/plugin/signals/conditions/registry.js +0 -1324
  181. package/assets/plugin/signals/conditions/types.d.ts +0 -1
  182. package/assets/plugin/signals/conditions/types.js +0 -4
  183. package/assets/plugin/signals/direction-rules.d.ts +0 -3
  184. package/assets/plugin/signals/direction-rules.js +0 -24
  185. package/assets/plugin/signals/entry-rules.d.ts +0 -6
  186. package/assets/plugin/signals/entry-rules.js +0 -33
  187. package/assets/plugin/signals/serialize-context.d.ts +0 -4
  188. package/assets/plugin/signals/serialize-context.js +0 -39
  189. package/assets/plugin/signals/stop-rules.d.ts +0 -3
  190. package/assets/plugin/signals/stop-rules.js +0 -48
  191. package/assets/plugin/signals/strategy-adapter.d.ts +0 -47
  192. package/assets/plugin/signals/strategy-adapter.js +0 -199
  193. package/assets/plugin/signals/types.d.ts +0 -1
  194. package/assets/plugin/signals/types.js +0 -8
  195. package/assets/plugin/simulator/exchange-simulator.d.ts +0 -93
  196. package/assets/plugin/simulator/exchange-simulator.js +0 -689
  197. package/assets/plugin/simulator/fill-engine.d.ts +0 -53
  198. package/assets/plugin/simulator/fill-engine.js +0 -280
  199. package/assets/plugin/simulator/paper-market-feed.d.ts +0 -26
  200. package/assets/plugin/simulator/paper-market-feed.js +0 -104
  201. package/assets/plugin/simulator/realistic-fills.d.ts +0 -59
  202. package/assets/plugin/simulator/realistic-fills.js +0 -175
  203. package/assets/plugin/simulator/types.d.ts +0 -224
  204. package/assets/plugin/simulator/types.js +0 -43
  205. package/assets/plugin/strategy/builtin-strategies.d.ts +0 -2
  206. package/assets/plugin/strategy/builtin-strategies.js +0 -113
  207. package/assets/plugin/strategy/condition-registry.d.ts +0 -3
  208. package/assets/plugin/strategy/condition-registry.js +0 -153
  209. package/assets/plugin/strategy/evaluator.d.ts +0 -70
  210. package/assets/plugin/strategy/evaluator.js +0 -98
  211. package/assets/plugin/tools/assessment-validation.d.ts +0 -120
  212. package/assets/plugin/tools/assessment-validation.js +0 -415
  213. package/assets/plugin/tools/attach-brackets.d.ts +0 -39
  214. package/assets/plugin/tools/attach-brackets.js +0 -399
  215. package/assets/plugin/tools/audit-bracket-protection.d.ts +0 -49
  216. package/assets/plugin/tools/audit-bracket-protection.js +0 -527
  217. package/assets/plugin/tools/cancel-all-orders.d.ts +0 -9
  218. package/assets/plugin/tools/cancel-all-orders.js +0 -8
  219. package/assets/plugin/tools/cancel-order.d.ts +0 -14
  220. package/assets/plugin/tools/cancel-order.js +0 -60
  221. package/assets/plugin/tools/check-position-health.d.ts +0 -46
  222. package/assets/plugin/tools/check-position-health.js +0 -194
  223. package/assets/plugin/tools/clear-exchange-credentials.d.ts +0 -24
  224. package/assets/plugin/tools/clear-exchange-credentials.js +0 -70
  225. package/assets/plugin/tools/close-position.d.ts +0 -45
  226. package/assets/plugin/tools/close-position.js +0 -722
  227. package/assets/plugin/tools/create-order.d.ts +0 -82
  228. package/assets/plugin/tools/create-order.js +0 -1516
  229. package/assets/plugin/tools/exit-gate.d.ts +0 -58
  230. package/assets/plugin/tools/exit-gate.js +0 -162
  231. package/assets/plugin/tools/fetch-balance.d.ts +0 -5
  232. package/assets/plugin/tools/fetch-balance.js +0 -4
  233. package/assets/plugin/tools/fetch-ohlcv.d.ts +0 -11
  234. package/assets/plugin/tools/fetch-ohlcv.js +0 -8
  235. package/assets/plugin/tools/fetch-open-orders.d.ts +0 -7
  236. package/assets/plugin/tools/fetch-open-orders.js +0 -4
  237. package/assets/plugin/tools/fetch-positions.d.ts +0 -7
  238. package/assets/plugin/tools/fetch-positions.js +0 -4
  239. package/assets/plugin/tools/fetch-ticker.d.ts +0 -11
  240. package/assets/plugin/tools/fetch-ticker.js +0 -5
  241. package/assets/plugin/tools/get-agent-profile.d.ts +0 -4
  242. package/assets/plugin/tools/get-agent-profile.js +0 -6
  243. package/assets/plugin/tools/get-analytics.d.ts +0 -6
  244. package/assets/plugin/tools/get-analytics.js +0 -7
  245. package/assets/plugin/tools/get-backtest.d.ts +0 -12
  246. package/assets/plugin/tools/get-backtest.js +0 -91
  247. package/assets/plugin/tools/get-basis.d.ts +0 -7
  248. package/assets/plugin/tools/get-basis.js +0 -7
  249. package/assets/plugin/tools/get-bracket-config.d.ts +0 -11
  250. package/assets/plugin/tools/get-bracket-config.js +0 -24
  251. package/assets/plugin/tools/get-cascade-risk.d.ts +0 -7
  252. package/assets/plugin/tools/get-cascade-risk.js +0 -8
  253. package/assets/plugin/tools/get-crypto-metrics.d.ts +0 -18
  254. package/assets/plugin/tools/get-crypto-metrics.js +0 -62
  255. package/assets/plugin/tools/get-cvd.d.ts +0 -6
  256. package/assets/plugin/tools/get-cvd.js +0 -6
  257. package/assets/plugin/tools/get-divergences.d.ts +0 -6
  258. package/assets/plugin/tools/get-divergences.js +0 -6
  259. package/assets/plugin/tools/get-funding-context.d.ts +0 -6
  260. package/assets/plugin/tools/get-funding-context.js +0 -16
  261. package/assets/plugin/tools/get-liquidation-levels.d.ts +0 -7
  262. package/assets/plugin/tools/get-liquidation-levels.js +0 -7
  263. package/assets/plugin/tools/get-liquidation-pulse.d.ts +0 -9
  264. package/assets/plugin/tools/get-liquidation-pulse.js +0 -22
  265. package/assets/plugin/tools/get-market-breadth.d.ts +0 -6
  266. package/assets/plugin/tools/get-market-breadth.js +0 -8
  267. package/assets/plugin/tools/get-market-intel.d.ts +0 -19
  268. package/assets/plugin/tools/get-market-intel.js +0 -116
  269. package/assets/plugin/tools/get-market-structure.d.ts +0 -47
  270. package/assets/plugin/tools/get-market-structure.js +0 -198
  271. package/assets/plugin/tools/get-my-mined-patterns.d.ts +0 -20
  272. package/assets/plugin/tools/get-my-mined-patterns.js +0 -61
  273. package/assets/plugin/tools/get-my-proposed-learnings.d.ts +0 -20
  274. package/assets/plugin/tools/get-my-proposed-learnings.js +0 -55
  275. package/assets/plugin/tools/get-my-recent-reviews.d.ts +0 -22
  276. package/assets/plugin/tools/get-my-recent-reviews.js +0 -66
  277. package/assets/plugin/tools/get-orderbook.d.ts +0 -21
  278. package/assets/plugin/tools/get-orderbook.js +0 -32
  279. package/assets/plugin/tools/get-pattern-scan.d.ts +0 -7
  280. package/assets/plugin/tools/get-pattern-scan.js +0 -8
  281. package/assets/plugin/tools/get-regime.d.ts +0 -6
  282. package/assets/plugin/tools/get-regime.js +0 -7
  283. package/assets/plugin/tools/get-relevant-learnings.d.ts +0 -21
  284. package/assets/plugin/tools/get-relevant-learnings.js +0 -65
  285. package/assets/plugin/tools/get-resting-liquidity.d.ts +0 -6
  286. package/assets/plugin/tools/get-resting-liquidity.js +0 -11
  287. package/assets/plugin/tools/get-risk-scenario.d.ts +0 -29
  288. package/assets/plugin/tools/get-risk-scenario.js +0 -47
  289. package/assets/plugin/tools/get-risk-summary.d.ts +0 -51
  290. package/assets/plugin/tools/get-risk-summary.js +0 -118
  291. package/assets/plugin/tools/get-sentiment.d.ts +0 -4
  292. package/assets/plugin/tools/get-sentiment.js +0 -6
  293. package/assets/plugin/tools/get-session-review.d.ts +0 -7
  294. package/assets/plugin/tools/get-session-review.js +0 -8
  295. package/assets/plugin/tools/get-setup-detail.d.ts +0 -7
  296. package/assets/plugin/tools/get-setup-detail.js +0 -311
  297. package/assets/plugin/tools/get-signals.d.ts +0 -15
  298. package/assets/plugin/tools/get-signals.js +0 -54
  299. package/assets/plugin/tools/get-sizing.d.ts +0 -6
  300. package/assets/plugin/tools/get-sizing.js +0 -6
  301. package/assets/plugin/tools/get-trade-feedback.d.ts +0 -7
  302. package/assets/plugin/tools/get-trade-feedback.js +0 -8
  303. package/assets/plugin/tools/get-trade-flow.d.ts +0 -7
  304. package/assets/plugin/tools/get-trade-flow.js +0 -7
  305. package/assets/plugin/tools/get-volume-analysis.d.ts +0 -21
  306. package/assets/plugin/tools/get-volume-analysis.js +0 -74
  307. package/assets/plugin/tools/get-volume-profile.d.ts +0 -7
  308. package/assets/plugin/tools/get-volume-profile.js +0 -7
  309. package/assets/plugin/tools/get-wave9-status.d.ts +0 -127
  310. package/assets/plugin/tools/get-wave9-status.js +0 -796
  311. package/assets/plugin/tools/helpers.d.ts +0 -26
  312. package/assets/plugin/tools/helpers.js +0 -39
  313. package/assets/plugin/tools/intel-api.d.ts +0 -34
  314. package/assets/plugin/tools/intel-api.js +0 -119
  315. package/assets/plugin/tools/intel-cache.d.ts +0 -25
  316. package/assets/plugin/tools/intel-cache.js +0 -148
  317. package/assets/plugin/tools/list-strategies.d.ts +0 -17
  318. package/assets/plugin/tools/list-strategies.js +0 -23
  319. package/assets/plugin/tools/modify-stop.d.ts +0 -21
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  321. package/assets/plugin/tools/modify-target.d.ts +0 -21
  322. package/assets/plugin/tools/modify-target.js +0 -110
  323. package/assets/plugin/tools/propose-learning.d.ts +0 -22
  324. package/assets/plugin/tools/propose-learning.js +0 -65
  325. package/assets/plugin/tools/query-review-outcomes.d.ts +0 -30
  326. package/assets/plugin/tools/query-review-outcomes.js +0 -64
  327. package/assets/plugin/tools/query-trades.d.ts +0 -21
  328. package/assets/plugin/tools/query-trades.js +0 -37
  329. package/assets/plugin/tools/record-position-reviews.d.ts +0 -38
  330. package/assets/plugin/tools/record-position-reviews.js +0 -147
  331. package/assets/plugin/tools/save-strategy.d.ts +0 -16
  332. package/assets/plugin/tools/save-strategy.js +0 -46
  333. package/assets/plugin/tools/scan-pairs.d.ts +0 -18
  334. package/assets/plugin/tools/scan-pairs.js +0 -231
  335. package/assets/plugin/tools/score-setup.d.ts +0 -31
  336. package/assets/plugin/tools/score-setup.js +0 -268
  337. package/assets/plugin/tools/set-bracket-requirement.d.ts +0 -18
  338. package/assets/plugin/tools/set-bracket-requirement.js +0 -81
  339. package/assets/plugin/tools/set-exchange-credentials.d.ts +0 -25
  340. package/assets/plugin/tools/set-exchange-credentials.js +0 -80
  341. package/assets/plugin/tools/set-trading-mode.d.ts +0 -26
  342. package/assets/plugin/tools/set-trading-mode.js +0 -135
  343. package/assets/plugin/tools/test-exchange-credentials.d.ts +0 -16
  344. package/assets/plugin/tools/test-exchange-credentials.js +0 -100
  345. package/assets/plugin/tools/toggle-strategy.d.ts +0 -8
  346. package/assets/plugin/tools/toggle-strategy.js +0 -15
  347. package/assets/plugin/trading-params-cache.d.ts +0 -26
  348. package/assets/plugin/trading-params-cache.js +0 -52
  349. package/assets/plugin/types.d.ts +0 -134
  350. package/assets/plugin/types.js +0 -7
  351. package/assets/plugin/util/plugin-paths.d.ts +0 -3
  352. package/assets/plugin/util/plugin-paths.js +0 -15
  353. package/assets/plugin/venues/hyperliquid/hl-balance.d.ts +0 -116
  354. package/assets/plugin/venues/hyperliquid/hl-balance.js +0 -145
  355. package/assets/plugin/venues/hyperliquid/hl-brackets.d.ts +0 -102
  356. package/assets/plugin/venues/hyperliquid/hl-brackets.js +0 -172
  357. package/assets/plugin/venues/hyperliquid/hl-cloid.d.ts +0 -22
  358. package/assets/plugin/venues/hyperliquid/hl-cloid.js +0 -82
  359. package/assets/plugin/venues/hyperliquid/hl-info-cache.d.ts +0 -46
  360. package/assets/plugin/venues/hyperliquid/hl-info-cache.js +0 -125
  361. package/assets/plugin/venues/hyperliquid/hl-live-adapter.d.ts +0 -88
  362. package/assets/plugin/venues/hyperliquid/hl-live-adapter.js +0 -353
  363. package/assets/plugin/venues/hyperliquid/hl-precision.d.ts +0 -61
  364. package/assets/plugin/venues/hyperliquid/hl-precision.js +0 -176
  365. package/assets/plugin/venues/hyperliquid/hl-private.d.ts +0 -88
  366. package/assets/plugin/venues/hyperliquid/hl-private.js +0 -357
  367. package/assets/plugin/venues/hyperliquid/hl-public.d.ts +0 -79
  368. package/assets/plugin/venues/hyperliquid/hl-public.js +0 -429
  369. package/assets/plugin/venues/hyperliquid/hl-rate-gate.d.ts +0 -57
  370. package/assets/plugin/venues/hyperliquid/hl-rate-gate.js +0 -220
  371. package/assets/plugin/venues/hyperliquid/hl-user-stream.d.ts +0 -90
  372. package/assets/plugin/venues/hyperliquid/hl-user-stream.js +0 -220
  373. package/assets/plugin/venues/registry.d.ts +0 -38
  374. package/assets/plugin/venues/registry.js +0 -46
  375. package/assets/plugin/venues/symbols.d.ts +0 -43
  376. package/assets/plugin/venues/symbols.js +0 -107
  377. package/assets/plugin/wave9/live-account-capture.d.ts +0 -67
  378. package/assets/plugin/wave9/live-account-capture.js +0 -435
  379. package/assets/plugin/wave9/live-autonomous-protection.d.ts +0 -39
  380. package/assets/plugin/wave9/live-autonomous-protection.js +0 -112
  381. package/assets/plugin/wave9/live-durable-reconciliation-scheduler.d.ts +0 -33
  382. package/assets/plugin/wave9/live-durable-reconciliation-scheduler.js +0 -115
  383. package/assets/plugin/wave9/live-execution-ledger.d.ts +0 -107
  384. package/assets/plugin/wave9/live-execution-ledger.js +0 -498
  385. package/assets/plugin/wave9/live-position-confirmation.d.ts +0 -18
  386. package/assets/plugin/wave9/live-position-confirmation.js +0 -111
  387. package/assets/plugin/wave9/live-residual-protection.d.ts +0 -18
  388. package/assets/plugin/wave9/live-residual-protection.js +0 -250
  389. package/assets/plugin/wave9/live-startup-reconciliation.d.ts +0 -38
  390. package/assets/plugin/wave9/live-startup-reconciliation.js +0 -454
  391. package/assets/plugin/wave9/live-symbol-ownership.d.ts +0 -20
  392. package/assets/plugin/wave9/live-symbol-ownership.js +0 -132
  393. package/assets/plugin/wave9/paper-admission-guard.d.ts +0 -199
  394. package/assets/plugin/wave9/paper-admission-guard.js +0 -650
  395. package/assets/plugin/wave9/usdm-evidence-provider.d.ts +0 -42
  396. package/assets/plugin/wave9/usdm-evidence-provider.js +0 -133
@@ -1,140 +0,0 @@
1
- // ProposalManager — posts agent-emitted trade proposals to the webapp.
2
- //
3
- // Phase A scope: propose-only. Plugin generates `proposal_uuid` (v4)
4
- // client-side and POSTs the proposal to /api/internal/proposed_orders.
5
- // Fire-and-forget under the hood (same shape as TradeStoreClient) — the agent
6
- // turn doesn't block on this. Idempotency: the webapp upserts on
7
- // `proposal_uuid` so retries collapse to no-op.
8
- //
9
- // Phase B will add: ProposalDecisionListener (background relay subscriber)
10
- // that consumes proposed_order_decision events and fires the order via the
11
- // same backend path toggle-off mode uses.
12
- //
13
- // See docs/APPROVAL_MODE_DESIGN.md §2 (Architecture) + §6 (DB schema)
14
- // + Locked Decisions #16 (fire-and-listen) and #17 (idempotency).
15
- import { randomUUID } from 'node:crypto';
16
- import { logger, formatError } from '../logger.js';
17
- import { setupBucketFor, HARD_EXPIRY_MS } from './setup-buckets.js';
18
- const TAG = 'proposal-manager';
19
- export class ProposalManager {
20
- opts;
21
- inFlight = new Set();
22
- totalPosted = 0;
23
- totalSucceeded = 0;
24
- totalDroppedTerminal = 0;
25
- totalDroppedRetriesExhausted = 0;
26
- constructor(options) {
27
- this.opts = {
28
- baseUrl: options.baseUrl.replace(/\/+$/, ''),
29
- ingestToken: options.ingestToken,
30
- fetchImpl: options.fetchImpl ?? fetch,
31
- requestTimeoutMs: options.requestTimeoutMs ?? 10_000,
32
- maxAttempts: options.maxAttempts ?? 4,
33
- baseBackoffMs: options.baseBackoffMs ?? 250,
34
- backoffCapMs: options.backoffCapMs ?? 5_000,
35
- now: options.now ?? (() => new Date()),
36
- uuid: options.uuid ?? (() => randomUUID()),
37
- };
38
- }
39
- /** Submit a proposal. Generates the proposal_uuid + computes the bucket
40
- * + hard expiry synchronously; the actual POST runs in the background.
41
- * Caller may correlate via the returned proposalUuid before the post lands. */
42
- propose(userId, req) {
43
- const proposalUuid = this.opts.uuid();
44
- const setupBucket = setupBucketFor(req.setupType);
45
- const hardExpiresAt = new Date(this.opts.now().getTime() + HARD_EXPIRY_MS[setupBucket]);
46
- this.totalPosted++;
47
- const promise = this.run(userId, proposalUuid, setupBucket, hardExpiresAt, req).finally(() => {
48
- this.inFlight.delete(promise);
49
- });
50
- this.inFlight.add(promise);
51
- return { proposalUuid, setupBucket, hardExpiresAt };
52
- }
53
- /** Await all in-flight POSTs. Used at shutdown so we don't lose proposals. */
54
- async drain() {
55
- if (this.inFlight.size === 0)
56
- return;
57
- logger.info(TAG, `Draining ${this.inFlight.size} in-flight proposal post(s)...`);
58
- await Promise.allSettled(Array.from(this.inFlight));
59
- }
60
- getHealth() {
61
- return {
62
- inFlight: this.inFlight.size,
63
- totalPosted: this.totalPosted,
64
- totalSucceeded: this.totalSucceeded,
65
- totalDroppedTerminal: this.totalDroppedTerminal,
66
- totalDroppedRetriesExhausted: this.totalDroppedRetriesExhausted,
67
- };
68
- }
69
- // ---- Internals ----
70
- async run(userId, proposalUuid, setupBucket, hardExpiresAt, req) {
71
- const url = `${this.opts.baseUrl}/api/internal/proposed_orders`;
72
- const body = JSON.stringify({
73
- proposalUuid,
74
- hardExpiresAt: hardExpiresAt.toISOString(),
75
- symbol: req.symbol,
76
- side: req.side,
77
- orderType: req.orderType,
78
- size: req.size,
79
- proposedEntry: req.proposedEntry,
80
- stopPrice: req.stopPrice,
81
- targetPrice: req.targetPrice,
82
- riskUsd: req.riskUsd,
83
- thesis: req.thesis,
84
- setupType: req.setupType,
85
- setupBucket,
86
- regime: req.regime,
87
- regimeConfidence: req.regimeConfidence,
88
- scorecardVerdict: req.scorecardVerdict,
89
- confluenceScore: req.confluenceScore,
90
- ...(req.supersedesId ? { supersedesId: req.supersedesId } : {}),
91
- ...(req.origin ? { origin: req.origin } : {}),
92
- });
93
- for (let attempt = 1; attempt <= this.opts.maxAttempts; attempt++) {
94
- try {
95
- const ac = new AbortController();
96
- const tid = setTimeout(() => ac.abort(), this.opts.requestTimeoutMs);
97
- let res;
98
- try {
99
- res = await this.opts.fetchImpl(url, {
100
- method: 'POST',
101
- headers: {
102
- 'content-type': 'application/json',
103
- authorization: `Bearer ${this.opts.ingestToken}`,
104
- 'x-user-id': userId,
105
- },
106
- body,
107
- signal: ac.signal,
108
- });
109
- }
110
- finally {
111
- clearTimeout(tid);
112
- }
113
- if (res.status >= 200 && res.status < 300) {
114
- this.totalSucceeded++;
115
- return;
116
- }
117
- if (res.status >= 400 && res.status < 500) {
118
- this.totalDroppedTerminal++;
119
- logger.warn(TAG, `POST ${url} → ${res.status} (terminal, dropped). userId=${userId} proposalUuid=${proposalUuid}`);
120
- return;
121
- }
122
- logger.warn(TAG, `POST ${url} → ${res.status} (attempt ${attempt}/${this.opts.maxAttempts}).`);
123
- }
124
- catch (err) {
125
- logger.warn(TAG, `POST ${url} threw (attempt ${attempt}/${this.opts.maxAttempts}): ${formatError(err)}`);
126
- }
127
- if (attempt < this.opts.maxAttempts) {
128
- await this.sleepBackoff(attempt);
129
- }
130
- }
131
- this.totalDroppedRetriesExhausted++;
132
- logger.error(TAG, `POST ${url} dropped after ${this.opts.maxAttempts} attempts. userId=${userId} proposalUuid=${proposalUuid}.`);
133
- }
134
- async sleepBackoff(attempt) {
135
- const exp = Math.min(this.opts.baseBackoffMs * 2 ** (attempt - 1), this.opts.backoffCapMs);
136
- const jitter = exp * 0.2 * (Math.random() * 2 - 1);
137
- const delay = Math.max(0, Math.round(exp + jitter));
138
- await new Promise((resolve) => setTimeout(resolve, delay));
139
- }
140
- }
@@ -1,47 +0,0 @@
1
- /** Endpoint weight map (approximate, from Binance docs). */
2
- export declare const ENDPOINT_WEIGHTS: Record<string, number>;
3
- export interface RateLimitCheck {
4
- allowed: boolean;
5
- retryAfterMs?: number;
6
- reason?: string;
7
- }
8
- export declare class BinanceRateLimiter {
9
- private ipWeights;
10
- private readonly ipWeightCap;
11
- private orderCounts10s;
12
- private readonly orderCount10sCap;
13
- private orderCounts1m;
14
- private readonly orderCount1mCap;
15
- constructor(opts?: {
16
- ipWeightCap?: number;
17
- orderCount10sCap?: number;
18
- orderCount1mCap?: number;
19
- });
20
- /** Check all buckets before submitting a request. */
21
- canSubmitOrder(weight: number): RateLimitCheck;
22
- /** Check if a non-order request (query) is allowed. Only checks IP weight. */
23
- canSubmitQuery(weight: number): RateLimitCheck;
24
- /** Record an order request. Called after submission. */
25
- recordOrder(weight: number): void;
26
- /** Record a non-order request (e.g., fetchBalance). */
27
- recordQuery(weight: number): void;
28
- /**
29
- * Sync from Binance response headers (more accurate than local estimates).
30
- * Replaces local counters with exchange-reported values.
31
- * Call after every CCXT request.
32
- */
33
- syncFromHeaders(headers: Record<string, string>): void;
34
- /** Get current utilization stats. */
35
- getStats(): {
36
- ipWeight: number;
37
- ipWeightCap: number;
38
- orders10s: number;
39
- orders10sCap: number;
40
- orders1m: number;
41
- orders1mCap: number;
42
- };
43
- private prune;
44
- private oldestExpiry;
45
- private oldestExpiry10s;
46
- private oldestExpiry1m;
47
- }
@@ -1,159 +0,0 @@
1
- // Binance rate limiter — tracks three rate limit buckets to prevent 429 bans.
2
- // Uses local estimation + header-based sync after each request.
3
- import { logger } from '../logger.js';
4
- const TAG = 'rate-limiter';
5
- /** Endpoint weight map (approximate, from Binance docs). */
6
- export const ENDPOINT_WEIGHTS = {
7
- 'createOrder': 1,
8
- 'cancelOrder': 1,
9
- 'cancelAllOrders': 1,
10
- 'fetchOrder': 1,
11
- 'fetchBalance': 5,
12
- 'fetchPositions': 5,
13
- // BinancePrivateApi.fetchOpenOrders merges regular + algo endpoints, each
14
- // 1 scoped / 40 unscoped (doc-verified 2026-05-15) → combined 2 / 80.
15
- 'fetchOpenOrders': 2, // regular(1) + algo(1), with symbol
16
- 'fetchOpenOrdersAll': 80, // regular(40) + algo(40), without symbol
17
- 'fetchTicker': 1,
18
- 'fetchOrderBook': 5,
19
- 'loadMarkets': 40,
20
- };
21
- export class BinanceRateLimiter {
22
- // IP weight tracking (1-minute window, cap 2400, safety margin at 2000)
23
- ipWeights = [];
24
- ipWeightCap;
25
- // Order count tracking (10-second window, cap 300, safety margin at 200)
26
- orderCounts10s = []; // timestamps
27
- orderCount10sCap;
28
- // Order count tracking (1-minute window, cap 1200, safety margin at 1000)
29
- orderCounts1m = []; // timestamps
30
- orderCount1mCap;
31
- constructor(opts) {
32
- this.ipWeightCap = opts?.ipWeightCap ?? 2000;
33
- this.orderCount10sCap = opts?.orderCount10sCap ?? 200;
34
- this.orderCount1mCap = opts?.orderCount1mCap ?? 1000;
35
- }
36
- /** Check all buckets before submitting a request. */
37
- canSubmitOrder(weight) {
38
- const now = Date.now();
39
- this.prune(now);
40
- // Check IP weight (1-minute window)
41
- const currentWeight = this.ipWeights.reduce((s, e) => s + e.w, 0);
42
- if (currentWeight + weight > this.ipWeightCap) {
43
- const retryAfterMs = this.oldestExpiry(this.ipWeights, 60_000, now);
44
- logger.warn(TAG, `IP weight limit approaching: ${currentWeight}/${this.ipWeightCap}`);
45
- return { allowed: false, retryAfterMs, reason: `IP weight ${currentWeight + weight} would exceed cap ${this.ipWeightCap}` };
46
- }
47
- // Check order count (10-second window)
48
- if (this.orderCounts10s.length >= this.orderCount10sCap) {
49
- const retryAfterMs = this.oldestExpiry10s(now);
50
- logger.warn(TAG, `Order/10s limit approaching: ${this.orderCounts10s.length}/${this.orderCount10sCap}`);
51
- return { allowed: false, retryAfterMs, reason: `Order count/10s ${this.orderCounts10s.length} at cap ${this.orderCount10sCap}` };
52
- }
53
- // Check order count (1-minute window)
54
- if (this.orderCounts1m.length >= this.orderCount1mCap) {
55
- const retryAfterMs = this.oldestExpiry1m(now);
56
- logger.warn(TAG, `Order/1m limit approaching: ${this.orderCounts1m.length}/${this.orderCount1mCap}`);
57
- return { allowed: false, retryAfterMs, reason: `Order count/1m ${this.orderCounts1m.length} at cap ${this.orderCount1mCap}` };
58
- }
59
- return { allowed: true };
60
- }
61
- /** Check if a non-order request (query) is allowed. Only checks IP weight. */
62
- canSubmitQuery(weight) {
63
- const now = Date.now();
64
- this.prune(now);
65
- const currentWeight = this.ipWeights.reduce((s, e) => s + e.w, 0);
66
- if (currentWeight + weight > this.ipWeightCap) {
67
- const retryAfterMs = this.oldestExpiry(this.ipWeights, 60_000, now);
68
- return { allowed: false, retryAfterMs, reason: `IP weight ${currentWeight + weight} would exceed cap ${this.ipWeightCap}` };
69
- }
70
- return { allowed: true };
71
- }
72
- /** Record an order request. Called after submission. */
73
- recordOrder(weight) {
74
- const now = Date.now();
75
- this.ipWeights.push({ ts: now, w: weight });
76
- this.orderCounts10s.push(now);
77
- this.orderCounts1m.push(now);
78
- }
79
- /** Record a non-order request (e.g., fetchBalance). */
80
- recordQuery(weight) {
81
- this.ipWeights.push({ ts: Date.now(), w: weight });
82
- }
83
- /**
84
- * Sync from Binance response headers (more accurate than local estimates).
85
- * Replaces local counters with exchange-reported values.
86
- * Call after every CCXT request.
87
- */
88
- syncFromHeaders(headers) {
89
- const now = Date.now();
90
- // Sync IP weight — replace local estimate with exchange's actual counter
91
- const usedWeight = headers['x-mbx-used-weight-1m'];
92
- if (usedWeight) {
93
- const actual = parseInt(usedWeight, 10);
94
- if (!isNaN(actual) && actual >= 0) {
95
- const local = this.ipWeights.reduce((s, e) => s + e.w, 0);
96
- if (actual !== local) {
97
- // Replace all local weight entries with one entry matching exchange truth
98
- this.ipWeights = [{ ts: now, w: actual }];
99
- if (Math.abs(actual - local) > 50) {
100
- logger.info(TAG, `IP weight sync: local=${local} → actual=${actual}`);
101
- }
102
- }
103
- }
104
- }
105
- // Sync 10s order count
106
- const orderCount10s = headers['x-mbx-order-count-10s'];
107
- if (orderCount10s) {
108
- const actual = parseInt(orderCount10s, 10);
109
- if (!isNaN(actual) && actual >= 0) {
110
- // Adjust local count to match. Overwrite timestamps with current time.
111
- this.orderCounts10s = Array(actual).fill(now);
112
- }
113
- }
114
- // Sync 1m order count
115
- const orderCount1m = headers['x-mbx-order-count-1m'];
116
- if (orderCount1m) {
117
- const actual = parseInt(orderCount1m, 10);
118
- if (!isNaN(actual) && actual >= 0) {
119
- this.orderCounts1m = Array(actual).fill(now);
120
- }
121
- }
122
- }
123
- /** Get current utilization stats. */
124
- getStats() {
125
- this.prune(Date.now());
126
- return {
127
- ipWeight: this.ipWeights.reduce((s, e) => s + e.w, 0),
128
- ipWeightCap: this.ipWeightCap,
129
- orders10s: this.orderCounts10s.length,
130
- orders10sCap: this.orderCount10sCap,
131
- orders1m: this.orderCounts1m.length,
132
- orders1mCap: this.orderCount1mCap,
133
- };
134
- }
135
- // ---- Internal ----
136
- prune(now) {
137
- const oneMinAgo = now - 60_000;
138
- const tenSecAgo = now - 10_000;
139
- this.ipWeights = this.ipWeights.filter(e => e.ts > oneMinAgo);
140
- this.orderCounts10s = this.orderCounts10s.filter(ts => ts > tenSecAgo);
141
- this.orderCounts1m = this.orderCounts1m.filter(ts => ts > oneMinAgo);
142
- }
143
- oldestExpiry(entries, windowMs, now) {
144
- if (entries.length === 0)
145
- return 0;
146
- const oldest = entries[0].ts;
147
- return Math.max(0, oldest + windowMs - now);
148
- }
149
- oldestExpiry10s(now) {
150
- if (this.orderCounts10s.length === 0)
151
- return 0;
152
- return Math.max(0, this.orderCounts10s[0] + 10_000 - now);
153
- }
154
- oldestExpiry1m(now) {
155
- if (this.orderCounts1m.length === 0)
156
- return 0;
157
- return Math.max(0, this.orderCounts1m[0] + 60_000 - now);
158
- }
159
- }
@@ -1,39 +0,0 @@
1
- import { EventEmitter } from 'node:events';
2
- import type { IExchangeAdapter } from '../exchange-adapter.js';
3
- import type { CcxtPosition, CcxtBalance, CcxtOrder } from '../types.js';
4
- export interface PositionDrift {
5
- symbol: string;
6
- localSide: string | null;
7
- exchangeSide: string | null;
8
- localContracts: number;
9
- exchangeContracts: number;
10
- type: 'new' | 'closed' | 'size_changed' | 'side_changed';
11
- }
12
- export interface ReconciliationResult {
13
- timestamp: string;
14
- drifts: PositionDrift[];
15
- hasDrift: boolean;
16
- exchangePositions: CcxtPosition[];
17
- exchangeBalance: CcxtBalance | null;
18
- exchangeOpenOrders: CcxtOrder[];
19
- }
20
- export declare class PositionReconciler extends EventEmitter {
21
- private adapter;
22
- private interval;
23
- private intervalMs;
24
- private lastExchangePositions;
25
- private lastReconciliation;
26
- constructor(adapter: IExchangeAdapter, intervalMs?: number);
27
- /** Run initial reconciliation (startup). Returns result for caller to act on. */
28
- reconcileOnce(): Promise<ReconciliationResult>;
29
- /** Start periodic reconciliation. */
30
- start(): void;
31
- /** Stop periodic reconciliation. */
32
- stop(): void;
33
- /** Get the last known exchange positions. */
34
- getLastExchangePositions(): CcxtPosition[];
35
- /** Get the timestamp of the last reconciliation. */
36
- getLastReconciliationTime(): string | null;
37
- /** Detect drifts between local (last known) and exchange (current) positions. */
38
- private detectDrifts;
39
- }
@@ -1,175 +0,0 @@
1
- // Position reconciler — periodically compares local state with exchange state.
2
- // In live mode, the EXCHANGE is the source of truth.
3
- import { EventEmitter } from 'node:events';
4
- import { logger, formatError } from '../logger.js';
5
- const TAG = 'reconciler';
6
- const DEFAULT_RECONCILE_INTERVAL_MS = 60_000; // 60 seconds
7
- export class PositionReconciler extends EventEmitter {
8
- adapter;
9
- interval = null;
10
- intervalMs;
11
- // Last known state from exchange
12
- lastExchangePositions = [];
13
- lastReconciliation = null;
14
- constructor(adapter, intervalMs = DEFAULT_RECONCILE_INTERVAL_MS) {
15
- super();
16
- this.adapter = adapter;
17
- this.intervalMs = intervalMs;
18
- }
19
- /** Run initial reconciliation (startup). Returns result for caller to act on. */
20
- async reconcileOnce() {
21
- try {
22
- // NOTE: this reconciler intentionally does NOT fetch open orders.
23
- // `detectDrifts` compares positions only, and NO `drift_detected`
24
- // consumer reads `ReconciliationResult.exchangeOpenOrders` (verified:
25
- // index.ts uses result.drifts; reconciler-cleanup.ts never references
26
- // it). The old unscoped `getOpenOrders()` here was pure dead weight —
27
- // 80 Binance weight (40 regular + 40 algo, symbol omitted) every 60s,
28
- // ~80/min permanent, on an IP weight budget already pinned at the
29
- // pacer ceiling 24/7. The bracket reconciler keeps the authoritative
30
- // unscoped orphan/naked sweep; this poller has no need for it.
31
- // Removing it provably changes no behaviour. See 2026-05-16 RCA.
32
- const [positions, balance] = await Promise.all([
33
- this.adapter.getPositionsOrNull(),
34
- this.adapter.getBalance(),
35
- ]);
36
- const openOrders = [];
37
- // null = positions fetch FAILED (429 / weight-paced / transient).
38
- // Pre-fix getPositions() collapsed null→[]; detectDrifts() then saw
39
- // every still-open local position as "disappeared from exchange" →
40
- // emitted a `closed`/disappeared drift → reconciler-cleanup posted a
41
- // SYNTHETIC CLOSE and wiped the state-store, mis-classifying the next
42
- // entry as a scale-in (phantom-close class). positions + openOrders
43
- // have INDEPENDENT rate-limit windows, so positions can 429 while the
44
- // parallel getOpenOrders() succeeds (it throws on its own null) —
45
- // i.e. this is reachable. Skip the cycle untrusted, leave
46
- // lastExchangePositions intact, re-evaluate next pass. Same
47
- // untrusted-snapshot-skip contract as the bracket reconciler.
48
- if (positions === null) {
49
- logger.warn(TAG, 'Reconcile skipped — position fetch unavailable (exchange data ' +
50
- 'unavailable / 429); NOT treating as flat. Re-evaluating next cycle.');
51
- return {
52
- timestamp: new Date().toISOString(),
53
- drifts: [],
54
- hasDrift: false,
55
- exchangePositions: this.lastExchangePositions,
56
- exchangeBalance: balance,
57
- exchangeOpenOrders: openOrders,
58
- };
59
- }
60
- const drifts = this.detectDrifts(this.lastExchangePositions, positions);
61
- this.lastExchangePositions = positions;
62
- this.lastReconciliation = new Date().toISOString();
63
- const result = {
64
- timestamp: this.lastReconciliation,
65
- drifts,
66
- hasDrift: drifts.length > 0,
67
- exchangePositions: positions,
68
- exchangeBalance: balance,
69
- exchangeOpenOrders: openOrders,
70
- };
71
- if (drifts.length > 0) {
72
- logger.warn(TAG, `Position drift detected: ${drifts.length} discrepancies`);
73
- for (const d of drifts) {
74
- logger.warn(TAG, ` ${d.symbol}: ${d.type} (local: ${d.localContracts} ${d.localSide ?? 'none'}, exchange: ${d.exchangeContracts} ${d.exchangeSide ?? 'none'})`);
75
- }
76
- this.emit('drift_detected', result);
77
- }
78
- else {
79
- logger.info(TAG, `Reconciliation OK: ${positions.length} positions`);
80
- }
81
- return result;
82
- }
83
- catch (err) {
84
- logger.error(TAG, `Reconciliation failed: ${formatError(err)}`);
85
- throw err;
86
- }
87
- }
88
- /** Start periodic reconciliation. */
89
- start() {
90
- if (this.interval) {
91
- logger.warn(TAG, 'Reconciler already running');
92
- return;
93
- }
94
- logger.info(TAG, `Starting periodic reconciliation every ${this.intervalMs / 1000}s`);
95
- this.interval = setInterval(async () => {
96
- try {
97
- await this.reconcileOnce();
98
- }
99
- catch (err) {
100
- logger.error(TAG, `Periodic reconciliation error: ${formatError(err)}`);
101
- }
102
- }, this.intervalMs);
103
- }
104
- /** Stop periodic reconciliation. */
105
- stop() {
106
- if (this.interval) {
107
- clearInterval(this.interval);
108
- this.interval = null;
109
- logger.info(TAG, 'Reconciler stopped');
110
- }
111
- }
112
- /** Get the last known exchange positions. */
113
- getLastExchangePositions() {
114
- return this.lastExchangePositions;
115
- }
116
- /** Get the timestamp of the last reconciliation. */
117
- getLastReconciliationTime() {
118
- return this.lastReconciliation;
119
- }
120
- // ---- Internal ----
121
- /** Detect drifts between local (last known) and exchange (current) positions. */
122
- detectDrifts(local, exchange) {
123
- const drifts = [];
124
- const localMap = new Map(local.map(p => [p.symbol, p]));
125
- const exchangeMap = new Map(exchange.map(p => [p.symbol, p]));
126
- // Check for new positions on exchange (not in local)
127
- for (const [symbol, ep] of exchangeMap) {
128
- const lp = localMap.get(symbol);
129
- if (!lp) {
130
- drifts.push({
131
- symbol,
132
- localSide: null,
133
- exchangeSide: ep.side,
134
- localContracts: 0,
135
- exchangeContracts: ep.contracts,
136
- type: 'new',
137
- });
138
- }
139
- else if (lp.side !== ep.side) {
140
- drifts.push({
141
- symbol,
142
- localSide: lp.side,
143
- exchangeSide: ep.side,
144
- localContracts: lp.contracts,
145
- exchangeContracts: ep.contracts,
146
- type: 'side_changed',
147
- });
148
- }
149
- else if (Math.abs(lp.contracts - ep.contracts) > 1e-10) {
150
- drifts.push({
151
- symbol,
152
- localSide: lp.side,
153
- exchangeSide: ep.side,
154
- localContracts: lp.contracts,
155
- exchangeContracts: ep.contracts,
156
- type: 'size_changed',
157
- });
158
- }
159
- }
160
- // Check for closed positions (in local but not on exchange)
161
- for (const [symbol, lp] of localMap) {
162
- if (!exchangeMap.has(symbol)) {
163
- drifts.push({
164
- symbol,
165
- localSide: lp.side,
166
- exchangeSide: null,
167
- localContracts: lp.contracts,
168
- exchangeContracts: 0,
169
- type: 'closed',
170
- });
171
- }
172
- }
173
- return drifts;
174
- }
175
- }
@@ -1,7 +0,0 @@
1
- export type SetupBucket = 'momentum' | 'mean_reversion';
2
- /** Classify a setup_type into the appropriate hard-expiry bucket.
3
- * Unknown / empty / non-string inputs → 'mean_reversion' (the safer default). */
4
- export declare function setupBucketFor(setupType: string | undefined | null): SetupBucket;
5
- /** Hard-expiry duration in milliseconds for each bucket. Matches the defaults
6
- * in approval.hardExpiry from docs/APPROVAL_MODE_DESIGN.md §4. */
7
- export declare const HARD_EXPIRY_MS: Record<SetupBucket, number>;
@@ -1,33 +0,0 @@
1
- // Setup-type → expiry bucket mapping for approval-mode proposals.
2
- //
3
- // Hardcoded per Locked Decision #18 in docs/APPROVAL_MODE_DESIGN.md §1:
4
- // momentum — fast-decaying signals; proposal hard-expires at 90 sec
5
- // mean_reversion — slower-decaying; proposal hard-expires at 4 min
6
- //
7
- // New setup_type strings default to mean_reversion. Add them explicitly to
8
- // MOMENTUM_SETUPS when a new momentum strategy lands.
9
- //
10
- // Why hardcoded here rather than on each strategy config: setup_type strings
11
- // are produced by the agent at proposal time and aren't tied to a single
12
- // strategy file — multiple strategies may emit the same setup_type. A single
13
- // source of truth keeps the bucket assignment auditable and easy to change.
14
- /** Setup types whose signal value decays fast. Hard expiry = 90 sec. */
15
- const MOMENTUM_SETUPS = new Set([
16
- 'breakout',
17
- 'trend_continuation',
18
- 'triple_top_breakdown',
19
- ]);
20
- /** Classify a setup_type into the appropriate hard-expiry bucket.
21
- * Unknown / empty / non-string inputs → 'mean_reversion' (the safer default). */
22
- export function setupBucketFor(setupType) {
23
- if (typeof setupType !== 'string' || setupType.length === 0) {
24
- return 'mean_reversion';
25
- }
26
- return MOMENTUM_SETUPS.has(setupType) ? 'momentum' : 'mean_reversion';
27
- }
28
- /** Hard-expiry duration in milliseconds for each bucket. Matches the defaults
29
- * in approval.hardExpiry from docs/APPROVAL_MODE_DESIGN.md §4. */
30
- export const HARD_EXPIRY_MS = {
31
- momentum: 90_000,
32
- mean_reversion: 240_000,
33
- };
@@ -1,45 +0,0 @@
1
- export interface SlippageRecord {
2
- orderId: string;
3
- clientOrderId?: string;
4
- symbol: string;
5
- side: 'buy' | 'sell';
6
- expectedPrice: number;
7
- actualPrice: number;
8
- slippageBps: number;
9
- amount: number;
10
- cost: number;
11
- fee: number;
12
- timestamp: number;
13
- }
14
- export declare class SlippageTracker {
15
- private records;
16
- private readonly maxRecords;
17
- constructor(maxRecords?: number);
18
- /** Record a fill with slippage measurement. */
19
- recordFill(params: {
20
- orderId: string;
21
- clientOrderId?: string;
22
- symbol: string;
23
- side: 'buy' | 'sell';
24
- expectedPrice: number;
25
- actualPrice: number;
26
- amount: number;
27
- cost: number;
28
- fee: number;
29
- }): SlippageRecord;
30
- /** Get average slippage in bps for a symbol. */
31
- getAverageSlippage(symbol?: string): number;
32
- /** Get slippage stats summary. */
33
- getStats(symbol?: string): {
34
- count: number;
35
- avgBps: number;
36
- maxBps: number;
37
- minBps: number;
38
- p95Bps: number;
39
- totalCost: number;
40
- };
41
- /** Get recent records (last N). */
42
- getRecent(count?: number): SlippageRecord[];
43
- /** Get all records for a symbol. */
44
- getRecordsForSymbol(symbol: string): SlippageRecord[];
45
- }