@senpi/runtime 1.0.95-dev.20260409192509 → 1.0.95-dev.20260414143617

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 (92) hide show
  1. package/dist/actions/close-position/close-position.action.d.ts.map +1 -1
  2. package/dist/actions/close-position/close-position.action.js +7 -2
  3. package/dist/actions/close-position/close-position.action.js.map +1 -1
  4. package/dist/actions/open-position/open-position.action.d.ts.map +1 -1
  5. package/dist/actions/open-position/open-position.action.js +9 -3
  6. package/dist/actions/open-position/open-position.action.js.map +1 -1
  7. package/dist/cli/guide-commands.d.ts.map +1 -1
  8. package/dist/cli/guide-commands.js +15 -0
  9. package/dist/cli/guide-commands.js.map +1 -1
  10. package/dist/constants/order-types.d.ts +7 -0
  11. package/dist/constants/order-types.d.ts.map +1 -0
  12. package/dist/constants/order-types.js +6 -0
  13. package/dist/constants/order-types.js.map +1 -0
  14. package/dist/dsl/config/exit-block.d.ts +7 -0
  15. package/dist/dsl/config/exit-block.d.ts.map +1 -1
  16. package/dist/dsl/config/parse-plugin-config.d.ts.map +1 -1
  17. package/dist/dsl/config/parse-plugin-config.js +27 -1
  18. package/dist/dsl/config/parse-plugin-config.js.map +1 -1
  19. package/dist/dsl/config/unknown-keys.d.ts.map +1 -1
  20. package/dist/dsl/config/unknown-keys.js +3 -1
  21. package/dist/dsl/config/unknown-keys.js.map +1 -1
  22. package/dist/dsl/monitor/create-monitor.d.ts +4 -0
  23. package/dist/dsl/monitor/create-monitor.d.ts.map +1 -1
  24. package/dist/dsl/monitor/create-monitor.js +3 -1
  25. package/dist/dsl/monitor/create-monitor.js.map +1 -1
  26. package/dist/dsl/monitor/process-one-position.d.ts +4 -0
  27. package/dist/dsl/monitor/process-one-position.d.ts.map +1 -1
  28. package/dist/dsl/monitor/process-one-position.js +8 -2
  29. package/dist/dsl/monitor/process-one-position.js.map +1 -1
  30. package/dist/dsl/plugin/index.d.ts.map +1 -1
  31. package/dist/dsl/plugin/index.js +2 -0
  32. package/dist/dsl/plugin/index.js.map +1 -1
  33. package/dist/risk/guardrail.types.d.ts +86 -0
  34. package/dist/risk/guardrail.types.d.ts.map +1 -0
  35. package/dist/risk/guardrail.types.js +5 -0
  36. package/dist/risk/guardrail.types.js.map +1 -0
  37. package/dist/risk/index.d.ts +4 -4
  38. package/dist/risk/index.d.ts.map +1 -1
  39. package/dist/risk/index.js +3 -6
  40. package/dist/risk/index.js.map +1 -1
  41. package/dist/risk/risk-audit-log.d.ts +36 -0
  42. package/dist/risk/risk-audit-log.d.ts.map +1 -0
  43. package/dist/risk/risk-audit-log.js +101 -0
  44. package/dist/risk/risk-audit-log.js.map +1 -0
  45. package/dist/risk/risk-guard-helper.d.ts +14 -0
  46. package/dist/risk/risk-guard-helper.d.ts.map +1 -0
  47. package/dist/risk/risk-guard-helper.js +20 -0
  48. package/dist/risk/risk-guard-helper.js.map +1 -0
  49. package/dist/runtime/map-strategies.d.ts.map +1 -1
  50. package/dist/runtime/map-strategies.js +28 -0
  51. package/dist/runtime/map-strategies.js.map +1 -1
  52. package/dist/runtime/risk-guard.d.ts +18 -2
  53. package/dist/runtime/risk-guard.d.ts.map +1 -1
  54. package/dist/runtime/risk-guard.js +229 -5
  55. package/dist/runtime/risk-guard.js.map +1 -1
  56. package/dist/runtime/runtime-schema.d.ts +473 -0
  57. package/dist/runtime/runtime-schema.d.ts.map +1 -1
  58. package/dist/runtime/runtime-schema.js +19 -0
  59. package/dist/runtime/runtime-schema.js.map +1 -1
  60. package/dist/runtime/runtime.d.ts.map +1 -1
  61. package/dist/runtime/runtime.js +16 -2
  62. package/dist/runtime/runtime.js.map +1 -1
  63. package/dist/senpi/client.d.ts +40 -0
  64. package/dist/senpi/client.d.ts.map +1 -1
  65. package/dist/senpi/client.js +64 -0
  66. package/dist/senpi/client.js.map +1 -1
  67. package/dist/senpi/types.d.ts +27 -0
  68. package/dist/senpi/types.d.ts.map +1 -1
  69. package/dist/strategy/strategy-state.d.ts +4 -1
  70. package/dist/strategy/strategy-state.d.ts.map +1 -1
  71. package/dist/strategy/strategy-state.js +7 -2
  72. package/dist/strategy/strategy-state.js.map +1 -1
  73. package/dist/types/action.d.ts +6 -1
  74. package/dist/types/action.d.ts.map +1 -1
  75. package/dist/types/dsl/index.d.ts +3 -0
  76. package/dist/types/dsl/index.d.ts.map +1 -1
  77. package/dist/types/strategy.d.ts +8 -2
  78. package/dist/types/strategy.d.ts.map +1 -1
  79. package/dist/utils/resolve-order-type.d.ts +5 -0
  80. package/dist/utils/resolve-order-type.d.ts.map +1 -0
  81. package/dist/utils/resolve-order-type.js +29 -0
  82. package/dist/utils/resolve-order-type.js.map +1 -0
  83. package/examples/strategies/dsl-showcase.yaml +6 -0
  84. package/examples/strategies/dsl.yaml +4 -0
  85. package/examples/strategies/fox-minimal-loosened.yaml +16 -0
  86. package/examples/strategies/fox-minimal.yaml +17 -1
  87. package/examples/strategies/minimal.yaml +4 -0
  88. package/examples/strategies/risk-showcase.yaml +94 -0
  89. package/examples/strategies/viper.yaml +9 -0
  90. package/examples/strategies/wolf.yaml +9 -0
  91. package/examples/yamls/sample-with-dsl-and-emerging-movers.yaml +10 -1
  92. package/package.json +5 -4
package/dist/dsl/monitor/process-one-position.js.map CHANGED
@@ -1 +1 @@
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package/dist/dsl/plugin/index.d.ts.map CHANGED
@@ -1 +1 @@
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package/dist/dsl/plugin/index.js CHANGED
@@ -320,6 +320,8 @@ export class DslPlugin {
320
320
  baseDir: this.baseDir,
321
321
  strategyStates,
322
322
  isSlPlacementInProgress: this.isSlPlacementInProgress,
323
+ closeOrderType: this.config.closeOrderType,
324
+ feeOptimizedLimitOptions: this.config.feeOptimizedLimitOptions,
323
325
  dslEngineClient: this.dslEngineClient,
324
326
  });
325
327
  const scheduleNextTick = () => {
package/dist/dsl/plugin/index.js.map CHANGED
@@ -1 +1 @@
1
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package/dist/risk/guardrail.types.d.ts ADDED
@@ -0,0 +1,86 @@
1
+ /**
2
+ * Risk gate types for real-time stateless gate evaluation via MCP.
3
+ */
4
+ export type GateStatus = "OPEN" | "COOLDOWN" | "CLOSED";
5
+ /** Trade result for audit log history. */
6
+ export interface LastResult {
7
+ result: "W" | "L";
8
+ closedTime: number;
9
+ }
10
+ /** Processed order reference for audit log deduplication. */
11
+ export interface ProcessedOrder {
12
+ id: string;
13
+ closedTime: number;
14
+ }
15
+ /** Counter state for audit logging (write-only — not read by gate decisions). */
16
+ export interface TradeCounter {
17
+ date: string;
18
+ accountValueStart: number;
19
+ entries: number;
20
+ closedTrades: number;
21
+ dailyRealizedPnl: number;
22
+ gate: GateStatus;
23
+ gateReason: string | null;
24
+ cooldownUntil: string | null;
25
+ lastResults: LastResult[];
26
+ processedOrders: ProcessedOrder[];
27
+ maxEntriesPerDay: number;
28
+ bypassMaxEntriesPerDayOnProfit: boolean;
29
+ maxConsecutiveLosses: number;
30
+ cooldownMinutes: number;
31
+ peakAccountValue: number;
32
+ updatedAt: string;
33
+ }
34
+ /** Guard rail configuration resolved from YAML risk.guard_rails block. */
35
+ export interface GuardRailConfig {
36
+ /** Daily loss limit resolved to USD (pct/100 * budget). Used as daily_loss_limit_usd in MCP call. */
37
+ dailyLossLimit?: number;
38
+ /** Raw daily loss limit percentage from YAML config. Passed as daily_loss_limit_pct to MCP. */
39
+ dailyLossLimitPct?: number;
40
+ maxEntriesPerDay: number;
41
+ bypassMaxEntriesPerDayOnProfit: boolean;
42
+ maxConsecutiveLosses: number;
43
+ cooldownMinutes: number;
44
+ /** Max intraday drawdown %. Passed as max_drawdown_pct to MCP. Drawdown is PnL-based. */
45
+ drawdownHaltPct?: number;
46
+ /** When false (default), PnL peak for drawdown carries from pre-midnight (~24h window). */
47
+ drawdownResetOnDayRollover?: boolean;
48
+ /** Per-asset cooldown in minutes after closing a position (min 5). Checked via MCP. */
49
+ perAssetCooldownMinutes?: number;
50
+ }
51
+ /**
52
+ * Response shape from MCP `strategy_get_daily_risk_snapshot`.
53
+ * Drawdown is PnL-based (immune to deposits/withdrawals).
54
+ */
55
+ export interface DailyRiskSnapshot {
56
+ risk_snapshot: {
57
+ meta: {
58
+ wallet: string;
59
+ sample_count: number;
60
+ drawdown_reset_on_day_rollover: boolean;
61
+ };
62
+ pnl: {
63
+ current: number;
64
+ peak_today: number;
65
+ at_day_open: number;
66
+ delta_since_open: number;
67
+ };
68
+ account_value: {
69
+ current: number;
70
+ peak_today: number;
71
+ at_day_open: number;
72
+ at_pnl_peak: number;
73
+ };
74
+ drawdown: {
75
+ from_peak_pct: number;
76
+ from_peak_abs: number;
77
+ };
78
+ };
79
+ halt_hints?: {
80
+ daily_loss_breached: boolean | null;
81
+ drawdown_breached: boolean | null;
82
+ evaluated_limits: Record<string, unknown>;
83
+ };
84
+ gate_status: "OPEN";
85
+ }
86
+ //# sourceMappingURL=guardrail.types.d.ts.map
package/dist/risk/guardrail.types.d.ts.map ADDED
@@ -0,0 +1 @@
1
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package/dist/risk/guardrail.types.js ADDED
@@ -0,0 +1,5 @@
1
+ /**
2
+ * Risk gate types for real-time stateless gate evaluation via MCP.
3
+ */
4
+ export {};
5
+ //# sourceMappingURL=guardrail.types.js.map
package/dist/risk/guardrail.types.js.map ADDED
@@ -0,0 +1 @@
1
+ {"version":3,"file":"guardrail.types.js","sourceRoot":"","sources":["../../src/risk/guardrail.types.ts"],"names":[],"mappings":"AAAA;;GAEG"}
package/dist/risk/index.d.ts CHANGED
@@ -1,7 +1,7 @@
1
- /**
2
- * Risk feature of Senpi core trading plugin.
3
- * Placeholder for risk checks, limits, and guards.
4
- */
1
+ export { createRiskGuardHelper } from "./risk-guard-helper.js";
2
+ export type { RiskGuardHelper } from "./risk-guard-helper.js";
3
+ export type { GuardRailConfig, DailyRiskSnapshot } from "./guardrail.types.js";
4
+ /** Placeholder: wire risk-related bus handlers if needed. */
5
5
  export declare function initRisk(_bus: {
6
6
  emit: (e: string, p?: unknown) => void;
7
7
  on: (e: string, h: (p?: unknown) => void) => void;
package/dist/risk/index.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/risk/index.ts"],"names":[],"mappings":"AAAA;;;GAGG;AAIH,wBAAgB,QAAQ,CAAC,IAAI,EAAE;IAAE,IAAI,EAAE,CAAC,CAAC,EAAE,MAAM,EAAE,CAAC,CAAC,EAAE,OAAO,KAAK,IAAI,CAAC;IAAC,EAAE,EAAE,CAAC,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,OAAO,KAAK,IAAI,KAAK,IAAI,CAAA;CAAE,GAAG,IAAI,CAElI"}
1
+ {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/risk/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,qBAAqB,EAAE,MAAM,wBAAwB,CAAC;AAC/D,YAAY,EAAE,eAAe,EAAE,MAAM,wBAAwB,CAAC;AAC9D,YAAY,EAAE,eAAe,EAAE,iBAAiB,EAAE,MAAM,sBAAsB,CAAC;AAE/E,6DAA6D;AAC7D,wBAAgB,QAAQ,CAAC,IAAI,EAAE;IAAE,IAAI,EAAE,CAAC,CAAC,EAAE,MAAM,EAAE,CAAC,CAAC,EAAE,OAAO,KAAK,IAAI,CAAC;IAAC,EAAE,EAAE,CAAC,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,OAAO,KAAK,IAAI,KAAK,IAAI,CAAA;CAAE,GAAG,IAAI,CAElI"}
package/dist/risk/index.js CHANGED
@@ -1,9 +1,6 @@
1
- /**
2
- * Risk feature of Senpi core trading plugin.
3
- * Placeholder for risk checks, limits, and guards.
4
- */
5
- // TODO: implement risk module (position limits, drawdown guards, etc.)
1
+ export { createRiskGuardHelper } from "./risk-guard-helper.js";
2
+ /** Placeholder: wire risk-related bus handlers if needed. */
6
3
  export function initRisk(_bus) {
7
- // no-op until implemented
4
+ // no-op — kept for backward compat with runtime.ts
8
5
  }
9
6
  //# sourceMappingURL=index.js.map
package/dist/risk/index.js.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/risk/index.ts"],"names":[],"mappings":"AAAA;;;GAGG;AAEH,uEAAuE;AAEvE,MAAM,UAAU,QAAQ,CAAC,IAAmG;IAC1H,0BAA0B;AAC5B,CAAC"}
1
+ {"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/risk/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,qBAAqB,EAAE,MAAM,wBAAwB,CAAC;AAI/D,6DAA6D;AAC7D,MAAM,UAAU,QAAQ,CAAC,IAAmG;IAC1H,mDAAmD;AACrD,CAAC"}
package/dist/risk/risk-audit-log.d.ts ADDED
@@ -0,0 +1,36 @@
1
+ /**
2
+ * Risk Audit Log: append-only JSONL log and daily snapshots for risk state history.
3
+ * Files live in stateDir alongside the live risk state.
4
+ */
5
+ import type { TradeCounter, GateStatus } from "./guardrail.types.js";
6
+ export interface RiskAuditEntry {
7
+ ts: string;
8
+ event: "gate_check" | "guardian_tick" | "entry_recorded" | "gate_changed" | "day_rollover";
9
+ address: string;
10
+ counter?: TradeCounter;
11
+ evaluations?: Array<{
12
+ guardrail: string;
13
+ result: "pass" | "CLOSED" | "COOLDOWN";
14
+ reason?: string;
15
+ }>;
16
+ meta?: Record<string, unknown>;
17
+ }
18
+ export interface DailySnapshot {
19
+ date: string;
20
+ address: string;
21
+ finalCounter: TradeCounter;
22
+ summary: {
23
+ totalEntries: number;
24
+ totalClosedTrades: number;
25
+ dailyRealizedPnl: number;
26
+ peakAccountValue: number;
27
+ finalGate: GateStatus;
28
+ };
29
+ }
30
+ export interface RiskAuditLog {
31
+ append(entry: RiskAuditEntry): Promise<void>;
32
+ writeDailySnapshot(address: string, counter: TradeCounter): Promise<void>;
33
+ pruneOldFiles(addresses: string[], dataRetentionHours: number): Promise<void>;
34
+ }
35
+ export declare function createRiskAuditLog(stateDir: string): RiskAuditLog;
36
+ //# sourceMappingURL=risk-audit-log.d.ts.map
package/dist/risk/risk-audit-log.d.ts.map ADDED
@@ -0,0 +1 @@
1
+ {"version":3,"file":"risk-audit-log.d.ts","sourceRoot":"","sources":["../../src/risk/risk-audit-log.ts"],"names":[],"mappings":"AAAA;;;GAGG;AAKH,OAAO,KAAK,EAAE,YAAY,EAAE,UAAU,EAAE,MAAM,sBAAsB,CAAC;AAIrE,MAAM,WAAW,cAAc;IAC7B,EAAE,EAAE,MAAM,CAAC;IACX,KAAK,EAAE,YAAY,GAAG,eAAe,GAAG,gBAAgB,GAAG,cAAc,GAAG,cAAc,CAAC;IAC3F,OAAO,EAAE,MAAM,CAAC;IAChB,OAAO,CAAC,EAAE,YAAY,CAAC;IACvB,WAAW,CAAC,EAAE,KAAK,CAAC;QAClB,SAAS,EAAE,MAAM,CAAC;QAClB,MAAM,EAAE,MAAM,GAAG,QAAQ,GAAG,UAAU,CAAC;QACvC,MAAM,CAAC,EAAE,MAAM,CAAC;KACjB,CAAC,CAAC;IACH,IAAI,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC;CAChC;AAED,MAAM,WAAW,aAAa;IAC5B,IAAI,EAAE,MAAM,CAAC;IACb,OAAO,EAAE,MAAM,CAAC;IAChB,YAAY,EAAE,YAAY,CAAC;IAC3B,OAAO,EAAE;QACP,YAAY,EAAE,MAAM,CAAC;QACrB,iBAAiB,EAAE,MAAM,CAAC;QAC1B,gBAAgB,EAAE,MAAM,CAAC;QACzB,gBAAgB,EAAE,MAAM,CAAC;QACzB,SAAS,EAAE,UAAU,CAAC;KACvB,CAAC;CACH;AAUD,MAAM,WAAW,YAAY;IAC3B,MAAM,CAAC,KAAK,EAAE,cAAc,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;IAC7C,kBAAkB,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,YAAY,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;IAC1E,aAAa,CAAC,SAAS,EAAE,MAAM,EAAE,EAAE,kBAAkB,EAAE,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;CAC/E;AAED,wBAAgB,kBAAkB,CAAC,QAAQ,EAAE,MAAM,GAAG,YAAY,CA0FjE"}
package/dist/risk/risk-audit-log.js ADDED
@@ -0,0 +1,101 @@
1
+ /**
2
+ * Risk Audit Log: append-only JSONL log and daily snapshots for risk state history.
3
+ * Files live in stateDir alongside the live risk state.
4
+ */
5
+ import { appendFile, writeFile, readdir, stat, unlink, rename } from "node:fs/promises";
6
+ import { join } from "node:path";
7
+ import { createLogger } from "../utils/logger.js";
8
+ const logger = createLogger("[risk][audit-log]");
9
+ function auditLogPath(stateDir, address) {
10
+ return join(stateDir, `risk-audit-${address}.jsonl`);
11
+ }
12
+ function snapshotPath(stateDir, address, date) {
13
+ return join(stateDir, `risk-snapshot-${address}-${date}.json`);
14
+ }
15
+ export function createRiskAuditLog(stateDir) {
16
+ return {
17
+ async append(entry) {
18
+ try {
19
+ const path = auditLogPath(stateDir, entry.address);
20
+ const line = JSON.stringify(entry) + "\n";
21
+ await appendFile(path, line, "utf-8");
22
+ }
23
+ catch (err) {
24
+ logger.warn("Failed to append audit log entry", { address: entry.address, err });
25
+ }
26
+ },
27
+ async writeDailySnapshot(address, counter) {
28
+ try {
29
+ const snapshot = {
30
+ date: counter.date,
31
+ address,
32
+ finalCounter: { ...counter },
33
+ summary: {
34
+ totalEntries: counter.entries,
35
+ totalClosedTrades: counter.closedTrades,
36
+ dailyRealizedPnl: counter.dailyRealizedPnl,
37
+ peakAccountValue: counter.peakAccountValue,
38
+ finalGate: counter.gate,
39
+ },
40
+ };
41
+ const path = snapshotPath(stateDir, address, counter.date);
42
+ await writeFile(path, JSON.stringify(snapshot, null, 2), "utf-8");
43
+ }
44
+ catch (err) {
45
+ logger.warn("Failed to write daily snapshot", { address, err });
46
+ }
47
+ },
48
+ async pruneOldFiles(addresses, dataRetentionHours) {
49
+ try {
50
+ const cutoffMs = Date.now() - dataRetentionHours * 3600000;
51
+ const retentionDays = Math.max(1, Math.ceil(dataRetentionHours / 24));
52
+ const cutoffDate = new Date(Date.now() - retentionDays * 86400000)
53
+ .toISOString()
54
+ .slice(0, 10);
55
+ const files = await readdir(stateDir).catch(() => []);
56
+ for (const file of files) {
57
+ const fullPath = join(stateDir, file);
58
+ // Prune archived JSONL files
59
+ if (file.endsWith(".jsonl.archived")) {
60
+ try {
61
+ const fileStat = await stat(fullPath);
62
+ if (fileStat.mtimeMs < cutoffMs) {
63
+ await unlink(fullPath);
64
+ }
65
+ }
66
+ catch { /* ignore */ }
67
+ continue;
68
+ }
69
+ // Rotate active JSONL if too old
70
+ for (const addr of addresses) {
71
+ if (file === `risk-audit-${addr}.jsonl`) {
72
+ try {
73
+ const fileStat = await stat(fullPath);
74
+ if (fileStat.mtimeMs < cutoffMs) {
75
+ const archivedPath = join(stateDir, `risk-audit-${addr}-${Date.now()}.jsonl.archived`);
76
+ await rename(fullPath, archivedPath);
77
+ }
78
+ }
79
+ catch { /* ignore */ }
80
+ }
81
+ }
82
+ // Prune old daily snapshots
83
+ const snapshotMatch = file.match(/^risk-snapshot-.+-(\d{4}-\d{2}-\d{2})\.json$/);
84
+ if (snapshotMatch) {
85
+ const snapshotDate = snapshotMatch[1];
86
+ if (snapshotDate < cutoffDate) {
87
+ try {
88
+ await unlink(fullPath);
89
+ }
90
+ catch { /* ignore */ }
91
+ }
92
+ }
93
+ }
94
+ }
95
+ catch (err) {
96
+ logger.warn("Failed to prune audit files", { err });
97
+ }
98
+ },
99
+ };
100
+ }
101
+ //# sourceMappingURL=risk-audit-log.js.map
package/dist/risk/risk-audit-log.js.map ADDED
@@ -0,0 +1 @@
1
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package/dist/risk/risk-guard-helper.d.ts ADDED
@@ -0,0 +1,14 @@
1
+ /**
2
+ * Risk Guard Helper: thin wrapper over RiskGuard with gate + risk data read methods.
3
+ */
4
+ import type { GateCheckResult, RiskGuard } from "../types/action.js";
5
+ export interface RiskGuardHelper {
6
+ checkGate(address: string, opts?: {
7
+ candidateAsset?: string;
8
+ }): Promise<GateCheckResult>;
9
+ isOpen(address: string): Promise<boolean>;
10
+ getGateForStrategies(addresses: string[]): Promise<Record<string, GateCheckResult>>;
11
+ getGateStatus(address: string): Promise<GateCheckResult>;
12
+ }
13
+ export declare function createRiskGuardHelper(riskGuard: RiskGuard): RiskGuardHelper;
14
+ //# sourceMappingURL=risk-guard-helper.d.ts.map
package/dist/risk/risk-guard-helper.d.ts.map ADDED
@@ -0,0 +1 @@
1
+ {"version":3,"file":"risk-guard-helper.d.ts","sourceRoot":"","sources":["../../src/risk/risk-guard-helper.ts"],"names":[],"mappings":"AAAA;;GAEG;AAEH,OAAO,KAAK,EAAE,eAAe,EAAE,SAAS,EAAE,MAAM,oBAAoB,CAAC;AAErE,MAAM,WAAW,eAAe;IAC9B,SAAS,CAAC,OAAO,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE;QAAE,cAAc,CAAC,EAAE,MAAM,CAAA;KAAE,GAAG,OAAO,CAAC,eAAe,CAAC,CAAC;IACzF,MAAM,CAAC,OAAO,EAAE,MAAM,GAAG,OAAO,CAAC,OAAO,CAAC,CAAC;IAC1C,oBAAoB,CAAC,SAAS,EAAE,MAAM,EAAE,GAAG,OAAO,CAAC,MAAM,CAAC,MAAM,EAAE,eAAe,CAAC,CAAC,CAAC;IACpF,aAAa,CAAC,OAAO,EAAE,MAAM,GAAG,OAAO,CAAC,eAAe,CAAC,CAAC;CAC1D;AAED,wBAAgB,qBAAqB,CAAC,SAAS,EAAE,SAAS,GAAG,eAAe,CAe3E"}
package/dist/risk/risk-guard-helper.js ADDED
@@ -0,0 +1,20 @@
1
+ /**
2
+ * Risk Guard Helper: thin wrapper over RiskGuard with gate + risk data read methods.
3
+ */
4
+ export function createRiskGuardHelper(riskGuard) {
5
+ return {
6
+ async checkGate(address, opts) {
7
+ return riskGuard.checkGate(address, opts);
8
+ },
9
+ async isOpen(address) {
10
+ return (await riskGuard.checkGate(address)).gate === "OPEN";
11
+ },
12
+ async getGateForStrategies(addresses) {
13
+ return riskGuard.getGateForStrategies(addresses);
14
+ },
15
+ async getGateStatus(address) {
16
+ return riskGuard.checkGate(address);
17
+ },
18
+ };
19
+ }
20
+ //# sourceMappingURL=risk-guard-helper.js.map
package/dist/risk/risk-guard-helper.js.map ADDED
@@ -0,0 +1 @@
1
+ {"version":3,"file":"risk-guard-helper.js","sourceRoot":"","sources":["../../src/risk/risk-guard-helper.ts"],"names":[],"mappings":"AAAA;;GAEG;AAWH,MAAM,UAAU,qBAAqB,CAAC,SAAoB;IACxD,OAAO;QACL,KAAK,CAAC,SAAS,CAAC,OAAe,EAAE,IAAkC;YACjE,OAAO,SAAS,CAAC,SAAS,CAAC,OAAO,EAAE,IAAI,CAAC,CAAC;QAC5C,CAAC;QACD,KAAK,CAAC,MAAM,CAAC,OAAe;YAC1B,OAAO,CAAC,MAAM,SAAS,CAAC,SAAS,CAAC,OAAO,CAAC,CAAC,CAAC,IAAI,KAAK,MAAM,CAAC;QAC9D,CAAC;QACD,KAAK,CAAC,oBAAoB,CAAC,SAAmB;YAC5C,OAAO,SAAS,CAAC,oBAAoB,CAAC,SAAS,CAAC,CAAC;QACnD,CAAC;QACD,KAAK,CAAC,aAAa,CAAC,OAAe;YACjC,OAAO,SAAS,CAAC,SAAS,CAAC,OAAO,CAAC,CAAC;QACtC,CAAC;KACF,CAAC;AACJ,CAAC"}
package/dist/runtime/map-strategies.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"map-strategies.d.ts","sourceRoot":"","sources":["../../src/runtime/map-strategies.ts"],"names":[],"mappings":"AAAA;;;GAGG;AAEH,OAAO,KAAK,EAAE,cAAc,EAAe,MAAM,sBAAsB,CAAC;AACxE,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,qBAAqB,CAAC;AAgBzD;;;GAGG;AACH,wBAAgB,qBAAqB,CAAC,YAAY,EAAE,aAAa,GAAG,cAAc,CAsDjF;AAED,qDAAqD;AACrD,wBAAgB,qBAAqB,CAAC,YAAY,EAAE,aAAa,GAAG,GAAG,CAAC,MAAM,EAAE,cAAc,CAAC,CAG9F"}
1
+ {"version":3,"file":"map-strategies.d.ts","sourceRoot":"","sources":["../../src/runtime/map-strategies.ts"],"names":[],"mappings":"AAAA;;;GAGG;AAEH,OAAO,KAAK,EAAE,cAAc,EAAe,MAAM,sBAAsB,CAAC;AACxE,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,qBAAqB,CAAC;AAgBzD;;;GAGG;AACH,wBAAgB,qBAAqB,CAAC,YAAY,EAAE,aAAa,GAAG,cAAc,CAsFjF;AAED,qDAAqD;AACrD,wBAAgB,qBAAqB,CAAC,YAAY,EAAE,aAAa,GAAG,GAAG,CAAC,MAAM,EAAE,cAAc,CAAC,CAG9F"}
package/dist/runtime/map-strategies.js CHANGED
@@ -34,6 +34,10 @@ export function resolveStrategyConfig(recipeConfig) {
34
34
  slots: coerceNumber(entry.slots) || 1,
35
35
  tradingRisk,
36
36
  };
37
+ const rawBudget = entry.budget;
38
+ if (typeof rawBudget === "number" && Number.isFinite(rawBudget)) {
39
+ strategyConfig.budget = rawBudget;
40
+ }
37
41
  if (typeof entry.margin_per_slot === "number" || (typeof entry.margin_per_slot === "string" && entry.margin_per_slot !== "")) {
38
42
  strategyConfig.marginPerSlot = coerceNumber(entry.margin_per_slot);
39
43
  }
@@ -68,6 +72,30 @@ export function resolveStrategyConfig(recipeConfig) {
68
72
  if (typeof entry.enabled === "boolean") {
69
73
  strategyConfig.enabled = entry.enabled;
70
74
  }
75
+ const riskBlock = recipeConfig.risk;
76
+ if (riskBlock?.guard_rails) {
77
+ const gr = riskBlock.guard_rails;
78
+ const budget = strategyConfig.budget;
79
+ strategyConfig.guardRails = {
80
+ dailyLossLimit: typeof gr.daily_loss_limit_pct === "number" &&
81
+ typeof budget === "number" &&
82
+ Number.isFinite(budget)
83
+ ? (gr.daily_loss_limit_pct / 100) * budget
84
+ : undefined,
85
+ dailyLossLimitPct: gr.daily_loss_limit_pct,
86
+ maxEntriesPerDay: gr.max_entries_per_day ?? 8,
87
+ bypassMaxEntriesPerDayOnProfit: gr.bypass_max_entries_per_day_on_profit ?? false,
88
+ maxConsecutiveLosses: gr.max_consecutive_losses ?? 3,
89
+ cooldownMinutes: gr.cooldown_minutes ?? 60,
90
+ drawdownHaltPct: gr.drawdown_halt_pct,
91
+ drawdownResetOnDayRollover: gr.drawdown_reset_on_day_rollover ?? false,
92
+ perAssetCooldownMinutes: gr.per_asset_cooldown_minutes,
93
+ };
94
+ if (typeof strategyConfig.guardRails.dailyLossLimit === "number") {
95
+ strategyConfig.dailyLossLimit = strategyConfig.guardRails.dailyLossLimit;
96
+ }
97
+ strategyConfig.dataRetentionHours = Math.min(168, Math.max(1, riskBlock.data_retention_hours ?? 48));
98
+ }
71
99
  return strategyConfig;
72
100
  }
73
101
  /** @deprecated Use resolveStrategyConfig instead. */
package/dist/runtime/map-strategies.js.map CHANGED
@@ -1 +1 @@
1
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