@senpi/runtime 1.0.95-dev.20260408174401

package/dist/scanners/implementations/position-tracker.js

@@ -0,0 +1,360 @@
+import { Type } from "@sinclair/typebox";
+import { createScanner } from "../create-scanner.js";
+import { providerInput } from "../input-descriptors.js";
+import { PersistencePolicy, RetentionPolicy } from "../scanner-definition.js";
+const positionTrackerConfigSchema = Type.Object({
+    sizeChangeEpsilon: Type.Optional(Type.Number({ minimum: 0, default: 1e-9 })),
+});
+const DEFAULT_SIZE_CHANGE_EPSILON = 1e-9;
+const directionSchema = Type.Union([
+    Type.Literal("LONG"),
+    Type.Literal("SHORT"),
+]);
+const leverageTypeSchema = Type.Union([
+    Type.Literal("cross"),
+    Type.Literal("isolated"),
+]);
+const positionSnapshotSchema = Type.Object({
+    key: Type.String(),
+    asset: Type.String(),
+    dex: Type.String(),
+    direction: directionSchema,
+    size: Type.Number({ minimum: 0 }),
+    entryPrice: Type.Number(),
+    leverage: Type.Number(),
+    leverageType: leverageTypeSchema,
+    margin: Type.Number({ minimum: 0 }),
+    liquidationPrice: Type.Union([Type.Number(), Type.Null()]),
+    unrealizedPnl: Type.Number(),
+    roe: Type.Number(),
+});
+const positionTrackerStateSchema = Type.Object({
+    iteration: Type.Number({ minimum: 0 }),
+    lastObservedAt: Type.Number({ minimum: 0 }),
+    currentPositions: Type.Record(Type.String(), positionSnapshotSchema),
+});
+const defaultConfig = {
+    sizeChangeEpsilon: DEFAULT_SIZE_CHANGE_EPSILON,
+};
+const defaultState = {
+    iteration: 0,
+    lastObservedAt: 0,
+    currentPositions: {},
+};
+/** Resolves optional config values into a fully populated runtime config. */
+function resolveConfig(config) {
+    return {
+        ...defaultConfig,
+        ...Object.fromEntries(Object.entries(config).filter(([, value]) => value !== undefined)),
+    };
+}
+/** Small guard used when normalizing provider payloads. */
+function isFiniteNumber(value) {
+    return Number.isFinite(value);
+}
+function resolveDirection(size) {
+    return size >= 0 ? "LONG" : "SHORT";
+}
+function normalizeRoe(returnOnEquity) {
+    return returnOnEquity * 100;
+}
+/** Produces the stable composite identity used for scanner state and replay. */
+function buildPositionKey(asset, dex) {
+    const normalizedDex = dex.trim() || "main";
+    return `${normalizedDex}:${asset}`;
+}
+/** Returns a shallow copy of one canonical position snapshot. */
+function cloneSnapshot(snapshot) {
+    return { ...snapshot };
+}
+/** Returns a cloned snapshot map so callers can update state immutably. */
+function cloneSnapshotMap(snapshots) {
+    return Object.fromEntries(Object.entries(snapshots).map(([key, snapshot]) => [key, cloneSnapshot(snapshot)]));
+}
+/**
+ * Normalizes clearing-house positions into a canonical snapshot keyed by
+ * composite `dex:asset` identity.
+ *
+ * Assumptions and constraints:
+ * - empty asset names are ignored
+ * - zero-size and near-zero-size rows are ignored
+ * - duplicate `(dex, asset)` rows are resolved as "last one wins"
+ * - position size is stored as an absolute value; direction is tracked
+ *   separately
+ */
+export function normalizePositionTrackerPositions(positions, sizeChangeEpsilon = DEFAULT_SIZE_CHANGE_EPSILON) {
+    const normalized = {};
+    for (const position of positions) {
+        const asset = position.coin.trim();
+        if (!asset) {
+            continue;
+        }
+        const dex = position.dex.trim() || "main";
+        // Discard near-zero positions: sizes at or below epsilon are treated as
+        // "no position" to avoid ghost entries from float noise.
+        const absoluteSize = Math.abs(position.szi);
+        if (!isFiniteNumber(absoluteSize) || absoluteSize <= sizeChangeEpsilon) {
+            continue;
+        }
+        const key = buildPositionKey(asset, dex);
+        normalized[key] = {
+            key,
+            asset,
+            dex,
+            direction: resolveDirection(position.szi),
+            size: absoluteSize,
+            entryPrice: position.entryPx,
+            leverage: position.leverage,
+            leverageType: position.leverageType,
+            margin: position.marginUsed,
+            liquidationPrice: position.liquidationPx,
+            unrealizedPnl: position.unrealizedPnl,
+            roe: normalizeRoe(position.returnOnEquity),
+        };
+    }
+    return normalized;
+}
+/** Computes the signed size difference represented by one delta. */
+function computeDeltaSize(previous, current) {
+    if (previous && current) {
+        return current.size - previous.size;
+    }
+    if (current) {
+        return current.size;
+    }
+    if (previous) {
+        return -previous.size;
+    }
+    return null;
+}
+/** Returns whichever snapshot is available so asset/key metadata can be derived once. */
+function resolveDeltaSnapshot(previous, current) {
+    const snapshot = current ?? previous;
+    if (!snapshot) {
+        throw new Error("Position tracker delta requires previous or current snapshot.");
+    }
+    return snapshot;
+}
+/**
+ * Builds one replay-safe delta payload from the compared snapshots.
+ *
+ * This helper centralizes cloning and size-delta computation so the diff logic
+ * can stay focused on classification.
+ */
+function buildDelta(type, previous, current) {
+    const snapshot = resolveDeltaSnapshot(previous, current);
+    return {
+        type,
+        asset: snapshot.asset,
+        dex: snapshot.dex,
+        positionKey: snapshot.key,
+        previous: previous ? cloneSnapshot(previous) : null,
+        current: current ? cloneSnapshot(current) : null,
+        sizeDelta: computeDeltaSize(previous, current),
+    };
+}
+/** Produces a stable key list so delta ordering stays deterministic across runs and tests. */
+function collectComparableKeys(previous, current) {
+    return [...new Set([...Object.keys(previous), ...Object.keys(current)])].sort();
+}
+/**
+ * Compares two canonical snapshot maps and returns the position deltas needed
+ * to move from `previous` to `current`.
+ *
+ * Precedence:
+ * flipped > opened/closed > increased/decreased
+ */
+export function diffPositionTrackerPositions(previous, current, sizeChangeEpsilon = DEFAULT_SIZE_CHANGE_EPSILON) {
+    const keys = collectComparableKeys(previous, current);
+    const deltas = [];
+    for (const key of keys) {
+        const previousPosition = previous[key] ?? null;
+        const currentPosition = current[key] ?? null;
+        if (!previousPosition && currentPosition) {
+            deltas.push(buildDelta("POSITION_OPENED", null, currentPosition));
+            continue;
+        }
+        if (previousPosition && !currentPosition) {
+            deltas.push(buildDelta("POSITION_CLOSED", previousPosition, null));
+            continue;
+        }
+        if (!previousPosition || !currentPosition) {
+            continue;
+        }
+        if (previousPosition.direction !== currentPosition.direction) {
+            deltas.push(buildDelta("POSITION_FLIPPED", previousPosition, currentPosition));
+            continue;
+        }
+        // Only emit size-change deltas when the difference exceeds epsilon,
+        // suppressing false positives from floating-point drift between runs.
+        const sizeDelta = currentPosition.size - previousPosition.size;
+        if (sizeDelta > sizeChangeEpsilon) {
+            deltas.push(buildDelta("POSITION_INCREASED", previousPosition, currentPosition));
+            continue;
+        }
+        if (sizeDelta < -sizeChangeEpsilon) {
+            deltas.push(buildDelta("POSITION_DECREASED", previousPosition, currentPosition));
+        }
+    }
+    return deltas;
+}
+/**
+ * Applies one emitted delta to a snapshot map.
+ *
+ * This is primarily intended for tests and future replay support.
+ */
+export function applyPositionTrackerDelta(snapshot, delta) {
+    const next = cloneSnapshotMap(snapshot);
+    if (delta.type === "POSITION_CLOSED") {
+        delete next[delta.positionKey];
+        return next;
+    }
+    if (!delta.current) {
+        throw new Error(`Position tracker delta '${delta.type}' is missing current snapshot.`);
+    }
+    next[delta.positionKey] = cloneSnapshot(delta.current);
+    return next;
+}
+/** Maps one delta type into explainable boolean factors for the emitted signal. */
+function deltaFactors(type) {
+    return {
+        opened: type === "POSITION_OPENED",
+        closed: type === "POSITION_CLOSED",
+        increased: type === "POSITION_INCREASED",
+        decreased: type === "POSITION_DECREASED",
+        flipped: type === "POSITION_FLIPPED",
+    };
+}
+/** Chooses the most relevant direction to expose on the emitted delta signal. */
+function deltaDirection(delta) {
+    return delta.current?.direction ?? delta.previous?.direction ?? null;
+}
+/** Converts one internal delta payload into the normalized scanner signal shape. */
+function deltaToSignal(delta, params) {
+    return {
+        address: params.address,
+        scannerId: params.scannerId,
+        signalType: delta.type,
+        asset: delta.asset,
+        direction: deltaDirection(delta),
+        score: 1,
+        timestamp: params.timestamp,
+        factors: deltaFactors(delta.type),
+        meta: {
+            iteration: params.iteration,
+            dex: delta.dex,
+            positionKey: delta.positionKey,
+            previous: delta.previous,
+            current: delta.current,
+            sizeDelta: delta.sizeDelta,
+        },
+    };
+}
+/** Summarizes delta counts by type for the run result metadata. */
+function summarizeDeltas(deltas) {
+    const summary = {
+        opened: 0,
+        closed: 0,
+        increased: 0,
+        decreased: 0,
+        flipped: 0,
+    };
+    for (const delta of deltas) {
+        switch (delta.type) {
+            case "POSITION_OPENED":
+                summary.opened += 1;
+                break;
+            case "POSITION_CLOSED":
+                summary.closed += 1;
+                break;
+            case "POSITION_INCREASED":
+                summary.increased += 1;
+                break;
+            case "POSITION_DECREASED":
+                summary.decreased += 1;
+                break;
+            case "POSITION_FLIPPED":
+                summary.flipped += 1;
+                break;
+        }
+    }
+    return summary;
+}
+/**
+ * Creates the position-tracker scanner.
+ *
+ * Behavior:
+ * - reads the latest clearing-house snapshot for the registered strategy wallet
+ * - diffs it against the previously persisted canonical snapshot
+ * - persists the new canonical snapshot
+ * - emits one non-actionable signal per detected delta
+ */
+export function positionTrackerScanner() {
+    return createScanner({
+        id: "position-tracker",
+        signalType: "POSITION_TRACKER",
+        outputs: {
+            signals: true,
+            context: false,
+        },
+        description: "Tracks strategy position-state deltas from clearing house snapshots.",
+        intervalSeconds: 60,
+        retention: RetentionPolicy.ROLLING_WINDOW,
+        retentionMaxRuns: 200,
+        persistence: PersistencePolicy.ALWAYS,
+        inputs: [providerInput.clearingHouseState()],
+        configSchema: positionTrackerConfigSchema,
+        defaultConfig,
+        stateSchema: positionTrackerStateSchema,
+        defaultState,
+        hooks: {
+            isActionable: () => false,
+        },
+        scan: async (ctx) => {
+            const now = ctx.now();
+            const config = resolveConfig(ctx.config);
+            const clearingHouseState = ctx.inputs.clearingHouseState;
+            if (!clearingHouseState) {
+                throw new Error("Position tracker requires clearing house state.");
+            }
+            const currentPositions = normalizePositionTrackerPositions(clearingHouseState.positions, config.sizeChangeEpsilon);
+            const previousPositions = ctx.state.currentPositions ?? {};
+            const deltas = diffPositionTrackerPositions(previousPositions, currentPositions, config.sizeChangeEpsilon);
+            const nextState = {
+                iteration: ctx.state.iteration + 1,
+                lastObservedAt: now,
+                currentPositions: cloneSnapshotMap(currentPositions),
+            };
+            await ctx.setState(nextState);
+            const deltaSummary = summarizeDeltas(deltas);
+            const positionKeys = Object.keys(currentPositions);
+            ctx.logger?.info?.("position-tracker scan complete", {
+                iteration: nextState.iteration,
+                positionCount: positionKeys.length,
+                positions: positionKeys.map((key) => {
+                    const p = currentPositions[key];
+                    return `${p.direction} ${p.asset} size=${p.size} entry=$${p.entryPrice} lev=${p.leverage}x uPnL=$${p.unrealizedPnl.toFixed(4)}`;
+                }),
+                deltaCount: deltas.length,
+                deltas: deltas.map((d) => `${d.type} ${d.positionKey} sizeDelta=${d.sizeDelta}`),
+            });
+            return {
+                timestamp: now,
+                scannedCount: Object.keys(currentPositions).length,
+                signals: deltas.map((delta) => deltaToSignal(delta, {
+                    address: ctx.address,
+                    scannerId: ctx.scannerId,
+                    iteration: nextState.iteration,
+                    timestamp: now,
+                })),
+                summary: {
+                    iteration: nextState.iteration,
+                    positionCount: Object.keys(currentPositions).length,
+                    deltaCount: deltas.length,
+                    ...deltaSummary,
+                },
+            };
+        },
+    });
+}
+//# sourceMappingURL=position-tracker.js.map

package/dist/scanners/implementations/position-tracker.js.map

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package/dist/scanners/implementations/prescreener.d.ts

@@ -0,0 +1,20 @@
+import { type Static } from "@sinclair/typebox";
+declare const prescreenerConfigSchema: import("@sinclair/typebox").TObject<{
+    topN: import("@sinclair/typebox").TNumber;
+    minDayVolume: import("@sinclair/typebox").TNumber;
+    minLeverage: import("@sinclair/typebox").TNumber;
+    minOpenInterest: import("@sinclair/typebox").TNumber;
+}>;
+export type PrescreenerConfig = Static<typeof prescreenerConfigSchema>;
+export type { PrescreenedArtifact, PrescreenedCandidate } from "../artifacts.js";
+/**
+ * Infrastructure scanner that ranks liquid instruments and publishes candidates
+ * into the `prescreened` shared artifact for downstream scanners.
+ */
+export declare function prescreenerScanner(): import("../index.js").Scanner<{
+    topN: number;
+    minLeverage: number;
+    minDayVolume: number;
+    minOpenInterest: number;
+}, Record<string, never>>;
+//# sourceMappingURL=prescreener.d.ts.map

package/dist/scanners/implementations/prescreener.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"prescreener.d.ts","sourceRoot":"","sources":["../../../src/scanners/implementations/prescreener.ts"],"names":[],"mappings":"AAAA,OAAO,EAAQ,KAAK,MAAM,EAAE,MAAM,mBAAmB,CAAC;AAYtD,QAAA,MAAM,uBAAuB;;;;;EAK3B,CAAC;AAEH,MAAM,MAAM,iBAAiB,GAAG,MAAM,CAAC,OAAO,uBAAuB,CAAC,CAAC;AAEvE,YAAY,EAAE,mBAAmB,EAAE,oBAAoB,EAAE,MAAM,iBAAiB,CAAC;AASjF;;;GAGG;AACH,wBAAgB,kBAAkB;;;;;0BA6CjC"}

package/dist/scanners/implementations/prescreener.js

@@ -0,0 +1,101 @@
+import { Type } from "@sinclair/typebox";
+import { prescreenedArtifact, } from "../artifacts.js";
+import { createScanner } from "../create-scanner.js";
+import { providerInput } from "../input-descriptors.js";
+import { clamp01, normalizeRange } from "../score-utils.js";
+import { PersistencePolicy, RetentionPolicy } from "../scanner-definition.js";
+const prescreenerConfigSchema = Type.Object({
+    topN: Type.Number({ minimum: 1, default: 30 }),
+    minDayVolume: Type.Number({ minimum: 0, default: 1_000_000 }),
+    minLeverage: Type.Number({ minimum: 1, default: 2 }),
+    minOpenInterest: Type.Number({ minimum: 0, default: 0 }),
+});
+const defaultConfig = {
+    topN: 30,
+    minDayVolume: 1_000_000,
+    minLeverage: 2,
+    minOpenInterest: 0,
+};
+/**
+ * Infrastructure scanner that ranks liquid instruments and publishes candidates
+ * into the `prescreened` shared artifact for downstream scanners.
+ */
+export function prescreenerScanner() {
+    return createScanner({
+        id: "prescreener",
+        signalType: "PRESCREENER",
+        outputs: {
+            signals: false,
+            context: true,
+        },
+        description: "Pre-scan ranking of liquid instruments by momentum/liquidity/OI.",
+        intervalSeconds: 60,
+        retention: RetentionPolicy.LAST_ONLY,
+        persistence: PersistencePolicy.ALWAYS,
+        inputs: [providerInput.instruments()],
+        artifacts: {
+            produces: [prescreenedArtifact],
+        },
+        configSchema: prescreenerConfigSchema,
+        defaultConfig,
+        scan: async (ctx) => {
+            const inputs = ctx.inputs.instruments ?? [];
+            const filtered = inputs.filter((instrument) => shouldIncludeInstrument(instrument, ctx.config));
+            const ranked = filtered
+                .map((instrument) => toCandidate(instrument))
+                .sort((a, b) => b.score - a.score)
+                .slice(0, ctx.config.topN);
+            const artifact = {
+                timestamp: ctx.now(),
+                candidates: ranked,
+            };
+            await ctx.saveSharedArtifact(prescreenedArtifact, artifact);
+            return {
+                timestamp: ctx.now(),
+                scannedCount: filtered.length,
+                signals: [],
+                summary: {
+                    inputCount: inputs.length,
+                    candidateCount: ranked.length,
+                },
+            };
+        },
+    });
+}
+function shouldIncludeInstrument(instrument, config) {
+    if (instrument.isDelisted) {
+        return false;
+    }
+    if (instrument.maxLeverage < config.minLeverage) {
+        return false;
+    }
+    if (instrument.context.dayNtlVlm < config.minDayVolume) {
+        return false;
+    }
+    if (instrument.context.openInterest < config.minOpenInterest) {
+        return false;
+    }
+    return true;
+}
+function toCandidate(instrument) {
+    const prevDayPx = instrument.context.prevDayPx;
+    const markPx = instrument.context.markPx;
+    const changePct = prevDayPx > 0 ? ((markPx - prevDayPx) / prevDayPx) * 100 : 0;
+    const volume = instrument.context.dayNtlVlm;
+    const oi = instrument.context.openInterest;
+    // Lightweight composite score for PoC ranking.
+    const liquidityScore = normalizeRange(volume, 0, 50_000_000);
+    const momentumScore = normalizeRange(Math.abs(changePct), 0, 20);
+    const oiScore = normalizeRange(oi, 0, 2_000_000_000);
+    const score = clamp01(liquidityScore * 0.5 + momentumScore * 0.3 + oiScore * 0.2);
+    return {
+        name: instrument.name,
+        context: instrument.context,
+        maxLeverage: instrument.maxLeverage,
+        score,
+        changePct,
+        volume,
+        openInterest: oi,
+    };
+}
+//# sourceMappingURL=prescreener.js.map

package/dist/scanners/implementations/prescreener.js.map

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package/dist/scanners/implementations/sm-flip.d.ts

@@ -0,0 +1,43 @@
+import { type Static } from "@sinclair/typebox";
+import type { SmMarket } from "../types.js";
+declare const smFlipConfigSchema: import("@sinclair/typebox").TObject<{
+    minConviction: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+}>;
+export type SmFlipConfig = Static<typeof smFlipConfigSchema>;
+export interface SmFlipState {
+    /** Total number of completed scans. */
+    scans: number;
+    /** Total number of flips detected across all scans. */
+    totalFlips: number;
+}
+/**
+ * Scores smart-money conviction for a flip event.
+ *
+ * Based on Fox's sm-flip-check.py conviction algorithm:
+ * - pctOfTopTradersGain contribution (0-3 points)
+ * - traderCount concentration (0-3 points)
+ *
+ * Returns a score from 0 to 6. Fox uses minConviction=4 as default threshold.
+ */
+export declare function scoreConviction(sm: SmMarket): number;
+/**
+ * Detects whether a smart-money direction flips against a position direction.
+ */
+export declare function isFlipped(positionDirection: string, smDirection: string): boolean;
+/**
+ * Creates the SM Flip scanner.
+ *
+ * Monitors open positions against the smart-money leaderboard and detects
+ * when smart-money conviction reverses direction against a held position.
+ * Emits high-priority FLIP_NOW signals that should trigger immediate
+ * position closure.
+ *
+ * Inputs:
+ * - smData: smart-money leaderboard from `leaderboard_get_markets`
+ * - activePositions: current positions from `strategy_get_clearinghouse_state`
+ */
+export declare function smFlipScanner(): import("../index.js").Scanner<{
+    minConviction?: number | undefined;
+}, SmFlipState>;
+export {};
+//# sourceMappingURL=sm-flip.d.ts.map

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