@senpi/runtime 3.0.0-dev.openclaw-upgrade-mai.20260623210452 → 3.0.0-dev.runtime-phase-2.20260623210537
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.
- package/README.md +9 -10
- package/dist/actions/decision-engine.d.ts.map +1 -1
- package/dist/actions/decision-engine.js +0 -3
- package/dist/actions/decision-engine.js.map +1 -1
- package/dist/actions/open-position/open-position.action.d.ts.map +1 -1
- package/dist/actions/open-position/open-position.action.js +2 -6
- package/dist/actions/open-position/open-position.action.js.map +1 -1
- package/dist/cli/guide-commands.d.ts.map +1 -1
- package/dist/cli/guide-commands.js +56 -43
- package/dist/cli/guide-commands.js.map +1 -1
- package/dist/cli/senpi-commands.d.ts.map +1 -1
- package/dist/cli/senpi-commands.js +108 -0
- package/dist/cli/senpi-commands.js.map +1 -1
- package/dist/constants/dsl/index.d.ts +0 -2
- package/dist/constants/dsl/index.d.ts.map +1 -1
- package/dist/constants/dsl/index.js +0 -2
- package/dist/constants/dsl/index.js.map +1 -1
- package/dist/dsl/engine-client/config-mapping.d.ts +0 -7
- package/dist/dsl/engine-client/config-mapping.d.ts.map +1 -1
- package/dist/dsl/engine-client/config-mapping.js +2 -16
- package/dist/dsl/engine-client/config-mapping.js.map +1 -1
- package/dist/dsl/events/handlers.d.ts +2 -18
- package/dist/dsl/events/handlers.d.ts.map +1 -1
- package/dist/dsl/events/handlers.js +213 -302
- package/dist/dsl/events/handlers.js.map +1 -1
- package/dist/dsl/monitor/create-monitor.d.ts +0 -15
- package/dist/dsl/monitor/create-monitor.d.ts.map +1 -1
- package/dist/dsl/monitor/create-monitor.js +9 -44
- package/dist/dsl/monitor/create-monitor.js.map +1 -1
- package/dist/dsl/monitor/process-one-position.d.ts.map +1 -1
- package/dist/dsl/monitor/process-one-position.js +1 -24
- package/dist/dsl/monitor/process-one-position.js.map +1 -1
- package/dist/dsl/plugin/index.d.ts +1 -16
- package/dist/dsl/plugin/index.d.ts.map +1 -1
- package/dist/dsl/plugin/index.js +4 -35
- package/dist/dsl/plugin/index.js.map +1 -1
- package/dist/dsl/plugin/options.d.ts +0 -18
- package/dist/dsl/plugin/options.d.ts.map +1 -1
- package/dist/index.d.ts.map +1 -1
- package/dist/index.js +0 -4
- package/dist/index.js.map +1 -1
- package/dist/runtime/create-scanner-module.d.ts +3 -4
- package/dist/runtime/create-scanner-module.d.ts.map +1 -1
- package/dist/runtime/create-scanner-module.js +5 -14
- package/dist/runtime/create-scanner-module.js.map +1 -1
- package/dist/runtime/create-scanner-providers-for-run.d.ts.map +1 -1
- package/dist/runtime/create-scanner-providers-for-run.js +1 -12
- package/dist/runtime/create-scanner-providers-for-run.js.map +1 -1
- package/dist/runtime/load-runtime-config.js +1 -1
- package/dist/runtime/load-runtime-config.js.map +1 -1
- package/dist/runtime/map-strategies-registration.js +8 -7
- package/dist/runtime/map-strategies-registration.js.map +1 -1
- package/dist/runtime/map-strategies.d.ts.map +1 -1
- package/dist/runtime/map-strategies.js +3 -12
- package/dist/runtime/map-strategies.js.map +1 -1
- package/dist/runtime/reconcile-state.d.ts +0 -44
- package/dist/runtime/reconcile-state.d.ts.map +1 -1
- package/dist/runtime/reconcile-state.js +44 -80
- package/dist/runtime/reconcile-state.js.map +1 -1
- package/dist/runtime/risk-guard.d.ts.map +1 -1
- package/dist/runtime/risk-guard.js +12 -17
- package/dist/runtime/risk-guard.js.map +1 -1
- package/dist/runtime/runtime-schema.d.ts +995 -2855
- package/dist/runtime/runtime-schema.d.ts.map +1 -1
- package/dist/runtime/runtime-schema.js +40 -133
- package/dist/runtime/runtime-schema.js.map +1 -1
- package/dist/runtime/runtime.d.ts +0 -26
- package/dist/runtime/runtime.d.ts.map +1 -1
- package/dist/runtime/runtime.js +5 -233
- package/dist/runtime/runtime.js.map +1 -1
- package/dist/runtime/scanner-registry.d.ts +1 -1
- package/dist/runtime/scanner-registry.d.ts.map +1 -1
- package/dist/runtime/scanner-registry.js +12 -3
- package/dist/runtime/scanner-registry.js.map +1 -1
- package/dist/runtime/supervisor/long-running-supervisor.d.ts.map +1 -1
- package/dist/runtime/supervisor/long-running-supervisor.js +1 -1
- package/dist/runtime/supervisor/long-running-supervisor.js.map +1 -1
- package/dist/runtime/supervisor/orphan-sweep.js +1 -1
- package/dist/runtime/supervisor/orphan-sweep.js.map +1 -1
- package/dist/runtime/supervisor/supervisor-utils.d.ts +1 -1
- package/dist/runtime/supervisor/supervisor-utils.d.ts.map +1 -1
- package/dist/runtime/supervisor/supervisor-utils.js +1 -1
- package/dist/runtime/supervisor/supervisor-utils.js.map +1 -1
- package/dist/runtime-api/intake/intake-mount.d.ts.map +1 -1
- package/dist/runtime-api/intake/intake-mount.js +36 -28
- package/dist/runtime-api/intake/intake-mount.js.map +1 -1
- package/dist/runtime-api/intake/process-signal-post.d.ts.map +1 -1
- package/dist/runtime-api/intake/process-signal-post.js +0 -0
- package/dist/runtime-api/intake/process-signal-post.js.map +1 -1
- package/dist/runtime-api/intake/scanner-launcher.d.ts +4 -18
- package/dist/runtime-api/intake/scanner-launcher.d.ts.map +1 -1
- package/dist/runtime-api/intake/scanner-launcher.js +3 -24
- package/dist/runtime-api/intake/scanner-launcher.js.map +1 -1
- package/dist/runtime-api/intake/types.d.ts +0 -6
- package/dist/runtime-api/intake/types.d.ts.map +1 -1
- package/dist/runtime-api/routes/signals.schema.d.ts +0 -1
- package/dist/runtime-api/routes/signals.schema.d.ts.map +1 -1
- package/dist/runtime-api/routes/signals.schema.js +0 -5
- package/dist/runtime-api/routes/signals.schema.js.map +1 -1
- package/dist/scanners/external/liquidation-watchdog/README.md +107 -0
- package/dist/scanners/external/liquidation-watchdog/liquidation-watchdog.yaml +48 -0
- package/dist/scanners/external/liquidation-watchdog/producer.mjs +336 -0
- package/dist/scanners/external/momentum/README.md +148 -0
- package/dist/scanners/external/momentum/momentum.yaml +116 -0
- package/dist/scanners/external/momentum/producer.mjs +251 -0
- package/dist/scanners/external/scaffold/__main__.py +24 -65
- package/dist/scanners/external/scaffold/delivery.py +22 -56
- package/dist/scanners/external/scaffold/entrypoint_loader.py +48 -42
- package/dist/scanners/external/scaffold/journal.py +2 -13
- package/dist/scanners/external/scaffold/scaffold.py +128 -159
- package/dist/scanners/external/scaffold/signal_envelope.py +34 -177
- package/dist/scanners/external/shared/ingest.mjs +112 -0
- package/dist/scanners/external-scanner-receiver.d.ts +0 -6
- package/dist/scanners/external-scanner-receiver.d.ts.map +1 -1
- package/dist/scanners/external-scanner-receiver.js +1 -14
- package/dist/scanners/external-scanner-receiver.js.map +1 -1
- package/dist/scripts/run-dsl-standalone-live.d.ts +1 -1
- package/dist/scripts/run-dsl-standalone-live.js +3 -5
- package/dist/scripts/run-dsl-standalone-live.js.map +1 -1
- package/dist/senpi/client.d.ts +0 -12
- package/dist/senpi/client.d.ts.map +1 -1
- package/dist/senpi/client.js +2 -31
- package/dist/senpi/client.js.map +1 -1
- package/dist/state/state-manager.d.ts +0 -17
- package/dist/state/state-manager.d.ts.map +1 -1
- package/dist/state/state-manager.js +0 -28
- package/dist/state/state-manager.js.map +1 -1
- package/dist/strategy/strategy-state.d.ts.map +1 -1
- package/dist/strategy/strategy-state.js +1 -7
- package/dist/strategy/strategy-state.js.map +1 -1
- package/dist/tracking/constants.d.ts.map +1 -1
- package/dist/tracking/constants.js +0 -2
- package/dist/tracking/constants.js.map +1 -1
- package/dist/types/dsl/index.d.ts +1 -1
- package/dist/types/dsl/index.d.ts.map +1 -1
- package/dist/types/scanner.d.ts +0 -7
- package/dist/types/scanner.d.ts.map +1 -1
- package/examples/README.md +89 -0
- package/examples/scanners-consumer-quickstart.mjs +134 -0
- package/examples/scanners-emerging-movers-v4.mjs +287 -0
- package/examples/scanners-liquidation-watchdog.mjs +341 -0
- package/examples/scanners-live-mcp.mjs +208 -0
- package/examples/scanners-multi-strategy.mjs +165 -0
- package/examples/scanners-position-tracker-e2e.mjs +225 -0
- package/examples/scanners-scheduled-events.mjs +96 -0
- package/examples/scanners-senpi-provider-client.mjs +182 -0
- package/examples/scanners-single-strategy.mjs +198 -0
- package/examples/strategies/README.md +12 -17
- package/examples/strategies/dsl-showcase.yaml +68 -0
- package/examples/strategies/dsl.yaml +51 -0
- package/examples/strategies/fox-minimal-loosened.yaml +240 -0
- package/examples/strategies/fox-minimal.yaml +242 -0
- package/examples/strategies/minimal.yaml +46 -0
- package/examples/strategies/momentum/how-it-works.md +48 -0
- package/examples/strategies/momentum/momentum-guarded.yaml +161 -0
- package/examples/strategies/risk-showcase.yaml +93 -0
- package/examples/strategies/viper.yaml +67 -0
- package/examples/strategies/wolf.yaml +72 -0
- package/examples/yamls/sample-with-dsl-and-emerging-movers.yaml +123 -0
- package/package.json +1 -1
- package/dist/runtime/reconcile-decide.d.ts +0 -73
- package/dist/runtime/reconcile-decide.d.ts.map +0 -1
- package/dist/runtime/reconcile-decide.js +0 -166
- package/dist/runtime/reconcile-decide.js.map +0 -1
- package/dist/runtime/reconcile-run.d.ts +0 -62
- package/dist/runtime/reconcile-run.d.ts.map +0 -1
- package/dist/runtime/reconcile-run.js +0 -173
- package/dist/runtime/reconcile-run.js.map +0 -1
- package/dist/scanners/external/scaffold/ctx.py +0 -78
- package/dist/scanners/external/scaffold/requirements.txt +0 -11
- package/dist/scanners/external/scaffold/senpi_mcp.py +0 -250
- package/dist/scanners/external/scaffold/state_manager.py +0 -175
- package/dist/utils/keyed-mutex.d.ts +0 -37
- package/dist/utils/keyed-mutex.d.ts.map +0 -1
- package/dist/utils/keyed-mutex.js +0 -77
- package/dist/utils/keyed-mutex.js.map +0 -1
- package/examples/strategies/iguana/README.md +0 -135
- package/examples/strategies/iguana/recipe.yaml +0 -137
- package/examples/strategies/iguana/scanners/scan.py +0 -243
- package/examples/strategies/iguana/scanners/scoring.py +0 -152
- package/examples/strategies/raptor/README.md +0 -156
- package/examples/strategies/raptor/recipe.yaml +0 -154
- package/examples/strategies/raptor/scanners/scan.py +0 -349
- package/examples/strategies/raptor/scanners/scoring.py +0 -452
- package/examples/strategies/spider/README.md +0 -97
- package/examples/strategies/spider/scalp/recipe.yaml +0 -129
- package/examples/strategies/spider/scalp/scanners/scan.py +0 -219
- package/examples/strategies/spider/scalp/scanners/scoring.py +0 -179
- package/examples/strategies/spider/swing/recipe.yaml +0 -141
- package/examples/strategies/spider/swing/scanners/scan.py +0 -334
- package/examples/strategies/spider/swing/scanners/scoring.py +0 -184
- package/examples/strategies/turbine/README.md +0 -167
- package/examples/strategies/turbine/recipe-runners.yaml +0 -123
- package/examples/strategies/turbine/recipe-volume.yaml +0 -129
- package/examples/strategies/turbine/scanners/scan.py +0 -283
- package/examples/strategies/turbine/scanners/scoring.py +0 -190
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import { mkdtemp, rm } from "node:fs/promises";
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import { tmpdir } from "node:os";
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createScannerRuntimeModule,
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momentumScanner,
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name: "BTC",
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providers: {
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scannerId: "momentum",
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console.log("multi-strategy: alpha momentum signals =", alphaMomentum.signals.length);
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console.log("multi-strategy: beta momentum signals =", betaMomentum.signals.length);
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console.log("multi-strategy: alpha queried signals =", alphaSignals.length);
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console.log("multi-strategy: beta queried signals =", betaSignals.length);
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} finally {
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await module.stop();
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await rm(stateDir, { recursive: true, force: true });
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main().catch((error) => {
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console.error(error);
|
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process.exit(1);
|
|
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|
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});
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|
@@ -0,0 +1,225 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Position-tracker E2E example — connects to the real Senpi MCP server,
|
|
3
|
+
* fetches clearing house state for a strategy wallet, and runs the
|
|
4
|
+
* position-tracker scanner to detect open positions and deltas.
|
|
5
|
+
*
|
|
6
|
+
* Runs 3 iterations to showcase the full lifecycle:
|
|
7
|
+
* 1. First run — all current positions appear as POSITION_OPENED deltas.
|
|
8
|
+
* 2. Second run — no deltas (positions unchanged between scans).
|
|
9
|
+
* 3. Third run — same as second (steady-state heartbeat).
|
|
10
|
+
*
|
|
11
|
+
* Requires environment variables:
|
|
12
|
+
*
|
|
13
|
+
* export SENPI_API_KEY="your-api-key"
|
|
14
|
+
* export SENPI_MCP_URL="https://mcp.prod.senpi.ai/mcp"
|
|
15
|
+
*
|
|
16
|
+
* Optionally set STRATEGY_ADDRESS to override the default wallet:
|
|
17
|
+
*
|
|
18
|
+
* export STRATEGY_ADDRESS="0x..."
|
|
19
|
+
*
|
|
20
|
+
* Usage:
|
|
21
|
+
*
|
|
22
|
+
* npm run build
|
|
23
|
+
* node examples/scanners-position-tracker-e2e.mjs
|
|
24
|
+
*/
|
|
25
|
+
|
|
26
|
+
import { mkdtemp, rm } from "node:fs/promises";
|
|
27
|
+
import { tmpdir } from "node:os";
|
|
28
|
+
import { join } from "node:path";
|
|
29
|
+
import { Client } from "@modelcontextprotocol/sdk/client/index.js";
|
|
30
|
+
import { StreamableHTTPClientTransport } from "@modelcontextprotocol/sdk/client/streamableHttp.js";
|
|
31
|
+
import {
|
|
32
|
+
createScannerRuntimeModule,
|
|
33
|
+
createSenpiScannerProviders,
|
|
34
|
+
positionTrackerScanner,
|
|
35
|
+
} from "../dist/scanners/index.js";
|
|
36
|
+
|
|
37
|
+
// ─── Env guard ──────────────────────────────────────────────────────────────
|
|
38
|
+
|
|
39
|
+
const SENPI_API_KEY = process.env.SENPI_API_KEY;
|
|
40
|
+
const SENPI_MCP_URL = process.env.SENPI_MCP_URL;
|
|
41
|
+
const STRATEGY_ADDRESS =
|
|
42
|
+
process.env.STRATEGY_ADDRESS;
|
|
43
|
+
|
|
44
|
+
if (!SENPI_API_KEY || !SENPI_MCP_URL || !STRATEGY_ADDRESS) {
|
|
45
|
+
console.error(
|
|
46
|
+
"Missing required env vars. Set SENPI_API_KEY, SENPI_MCP_URL, and STRATEGY_ADDRESS before running.\n" +
|
|
47
|
+
" export SENPI_API_KEY='your-api-key'\n" +
|
|
48
|
+
" export SENPI_MCP_URL='https://mcp.prod.senpi.ai/mcp'\n" +
|
|
49
|
+
" export STRATEGY_ADDRESS='0x...'",
|
|
50
|
+
);
|
|
51
|
+
process.exit(1);
|
|
52
|
+
}
|
|
53
|
+
|
|
54
|
+
// ─── MCP → SenpiToolClient bridge ──────────────────────────────────────────
|
|
55
|
+
|
|
56
|
+
function createSenpiToolClient(mcpClient) {
|
|
57
|
+
return {
|
|
58
|
+
async callTool(name, args) {
|
|
59
|
+
const result = await mcpClient.callTool({ name, arguments: args });
|
|
60
|
+
|
|
61
|
+
if (result.isError) {
|
|
62
|
+
const errorText =
|
|
63
|
+
Array.isArray(result.content) &&
|
|
64
|
+
result.content.length > 0 &&
|
|
65
|
+
result.content[0].type === "text"
|
|
66
|
+
? result.content[0].text
|
|
67
|
+
: JSON.stringify(result.content);
|
|
68
|
+
throw new Error(`MCP tool "${name}" returned error: ${errorText}`);
|
|
69
|
+
}
|
|
70
|
+
|
|
71
|
+
if (result.structuredContent !== undefined) {
|
|
72
|
+
return result.structuredContent;
|
|
73
|
+
}
|
|
74
|
+
|
|
75
|
+
if (Array.isArray(result.content) && result.content.length > 0) {
|
|
76
|
+
const first = result.content[0];
|
|
77
|
+
if (first.type === "text") {
|
|
78
|
+
try {
|
|
79
|
+
return JSON.parse(first.text);
|
|
80
|
+
} catch {
|
|
81
|
+
return first.text;
|
|
82
|
+
}
|
|
83
|
+
}
|
|
84
|
+
}
|
|
85
|
+
|
|
86
|
+
return result.content;
|
|
87
|
+
},
|
|
88
|
+
};
|
|
89
|
+
}
|
|
90
|
+
|
|
91
|
+
// ─── Helpers ────────────────────────────────────────────────────────────────
|
|
92
|
+
|
|
93
|
+
function printPositionSnapshot(snapshot, indent = " ") {
|
|
94
|
+
console.log(
|
|
95
|
+
`${indent}${snapshot.direction} ${snapshot.asset} on ${snapshot.dex}`,
|
|
96
|
+
);
|
|
97
|
+
console.log(
|
|
98
|
+
`${indent} size: ${snapshot.size} entry: $${snapshot.entryPrice} leverage: ${snapshot.leverage}x (${snapshot.leverageType})`,
|
|
99
|
+
);
|
|
100
|
+
console.log(
|
|
101
|
+
`${indent} margin: $${snapshot.margin.toFixed(2)} liqPrice: ${snapshot.liquidationPrice != null ? "$" + snapshot.liquidationPrice.toFixed(2) : "n/a"}`,
|
|
102
|
+
);
|
|
103
|
+
console.log(
|
|
104
|
+
`${indent} uPnL: $${snapshot.unrealizedPnl.toFixed(4)} ROE: ${snapshot.roe.toFixed(2)}%`,
|
|
105
|
+
);
|
|
106
|
+
}
|
|
107
|
+
|
|
108
|
+
function printDelta(signal) {
|
|
109
|
+
const meta = signal.meta || {};
|
|
110
|
+
console.log(
|
|
111
|
+
` [${signal.signalType}] ${meta.positionKey} sizeDelta=${meta.sizeDelta}`,
|
|
112
|
+
);
|
|
113
|
+
if (meta.current) {
|
|
114
|
+
printPositionSnapshot(meta.current);
|
|
115
|
+
}
|
|
116
|
+
}
|
|
117
|
+
|
|
118
|
+
// ─── Main ───────────────────────────────────────────────────────────────────
|
|
119
|
+
|
|
120
|
+
async function main() {
|
|
121
|
+
// 1. Connect to MCP.
|
|
122
|
+
console.log("Connecting to", SENPI_MCP_URL, "...");
|
|
123
|
+
const transport = new StreamableHTTPClientTransport(new URL(SENPI_MCP_URL), {
|
|
124
|
+
requestInit: {
|
|
125
|
+
headers: { Authorization: `Bearer ${SENPI_API_KEY}` },
|
|
126
|
+
},
|
|
127
|
+
});
|
|
128
|
+
const mcpClient = new Client({
|
|
129
|
+
name: "position-tracker-e2e",
|
|
130
|
+
version: "0.0.1",
|
|
131
|
+
});
|
|
132
|
+
await mcpClient.connect(transport);
|
|
133
|
+
console.log("Connected.\n");
|
|
134
|
+
|
|
135
|
+
// 2. Create providers backed by the real MCP client.
|
|
136
|
+
const providers = createSenpiScannerProviders({
|
|
137
|
+
client: createSenpiToolClient(mcpClient),
|
|
138
|
+
logLevel: "warn",
|
|
139
|
+
cacheTtlMs: { instruments: 0, smData: 0, candles: 0 },
|
|
140
|
+
retries: 2,
|
|
141
|
+
});
|
|
142
|
+
|
|
143
|
+
// 3. Create the scanner runtime module with position-tracker only.
|
|
144
|
+
const stateDir = await mkdtemp(join(tmpdir(), "position-tracker-e2e-"));
|
|
145
|
+
const mod = createScannerRuntimeModule({
|
|
146
|
+
stateDir,
|
|
147
|
+
scanners: [positionTrackerScanner],
|
|
148
|
+
strategies: [{ id: STRATEGY_ADDRESS, name: "E2E Position Tracker" }],
|
|
149
|
+
providers,
|
|
150
|
+
});
|
|
151
|
+
|
|
152
|
+
try {
|
|
153
|
+
console.log(`Strategy address: ${STRATEGY_ADDRESS}\n`);
|
|
154
|
+
|
|
155
|
+
// ── Run 1: first scan — all positions appear as POSITION_OPENED ─────
|
|
156
|
+
console.log("── Run 1 (initial scan) ──");
|
|
157
|
+
const run1 = await mod.runOnce(STRATEGY_ADDRESS, "position-tracker");
|
|
158
|
+
console.log(" status:", run1.status);
|
|
159
|
+
console.log(" positionCount:", run1.summary?.positionCount ?? 0);
|
|
160
|
+
console.log(" deltaCount:", run1.summary?.deltaCount ?? 0);
|
|
161
|
+
console.log(" signals:", run1.signals.length);
|
|
162
|
+
if (run1.signals.length > 0) {
|
|
163
|
+
console.log("\n Deltas:");
|
|
164
|
+
for (const sig of run1.signals) {
|
|
165
|
+
printDelta(sig);
|
|
166
|
+
}
|
|
167
|
+
}
|
|
168
|
+
console.log();
|
|
169
|
+
|
|
170
|
+
// ── Run 2: second scan — should be steady state (no deltas) ─────────
|
|
171
|
+
console.log("── Run 2 (steady state) ──");
|
|
172
|
+
const run2 = await mod.runOnce(STRATEGY_ADDRESS, "position-tracker");
|
|
173
|
+
console.log(" status:", run2.status);
|
|
174
|
+
console.log(" positionCount:", run2.summary?.positionCount ?? 0);
|
|
175
|
+
console.log(" deltaCount:", run2.summary?.deltaCount ?? 0);
|
|
176
|
+
console.log(" signals:", run2.signals.length);
|
|
177
|
+
if (run2.signals.length > 0) {
|
|
178
|
+
console.log("\n Unexpected deltas:");
|
|
179
|
+
for (const sig of run2.signals) {
|
|
180
|
+
printDelta(sig);
|
|
181
|
+
}
|
|
182
|
+
} else {
|
|
183
|
+
console.log(" (no deltas — positions unchanged, as expected)");
|
|
184
|
+
}
|
|
185
|
+
console.log();
|
|
186
|
+
|
|
187
|
+
// ── Run 3: third scan — still steady state ──────────────────────────
|
|
188
|
+
console.log("── Run 3 (steady state) ──");
|
|
189
|
+
const run3 = await mod.runOnce(STRATEGY_ADDRESS, "position-tracker");
|
|
190
|
+
console.log(" status:", run3.status);
|
|
191
|
+
console.log(" positionCount:", run3.summary?.positionCount ?? 0);
|
|
192
|
+
console.log(" deltaCount:", run3.summary?.deltaCount ?? 0);
|
|
193
|
+
console.log(" signals:", run3.signals.length);
|
|
194
|
+
if (run3.signals.length > 0) {
|
|
195
|
+
console.log("\n Unexpected deltas:");
|
|
196
|
+
for (const sig of run3.signals) {
|
|
197
|
+
printDelta(sig);
|
|
198
|
+
}
|
|
199
|
+
} else {
|
|
200
|
+
console.log(" (no deltas — positions unchanged, as expected)");
|
|
201
|
+
}
|
|
202
|
+
console.log();
|
|
203
|
+
|
|
204
|
+
// ── Query all persisted signals ─────────────────────────────────────
|
|
205
|
+
const allSignals = await mod.querySignals({
|
|
206
|
+
strategyId: STRATEGY_ADDRESS,
|
|
207
|
+
});
|
|
208
|
+
console.log("── Persisted signals ──");
|
|
209
|
+
console.log(" total:", allSignals.length);
|
|
210
|
+
for (const sig of allSignals) {
|
|
211
|
+
console.log(
|
|
212
|
+
` [${sig.scannerId}] ${sig.signalType} ${sig.asset} (${sig.direction})`,
|
|
213
|
+
);
|
|
214
|
+
}
|
|
215
|
+
} finally {
|
|
216
|
+
await mod.stop();
|
|
217
|
+
await transport.close();
|
|
218
|
+
await rm(stateDir, { recursive: true, force: true });
|
|
219
|
+
}
|
|
220
|
+
}
|
|
221
|
+
|
|
222
|
+
main().catch((error) => {
|
|
223
|
+
console.error(error);
|
|
224
|
+
process.exit(1);
|
|
225
|
+
});
|
|
@@ -0,0 +1,96 @@
|
|
|
1
|
+
import { mkdtemp, rm } from "node:fs/promises";
|
|
2
|
+
import { tmpdir } from "node:os";
|
|
3
|
+
import { join } from "node:path";
|
|
4
|
+
import {
|
|
5
|
+
createScannerRuntimeModule,
|
|
6
|
+
buildCompositionFromScanners,
|
|
7
|
+
oiTrackerScanner,
|
|
8
|
+
} from "../dist/scanners/index.js";
|
|
9
|
+
|
|
10
|
+
function createInstruments() {
|
|
11
|
+
return [
|
|
12
|
+
{
|
|
13
|
+
name: "BTC",
|
|
14
|
+
isDelisted: false,
|
|
15
|
+
maxLeverage: 10,
|
|
16
|
+
context: {
|
|
17
|
+
markPx: 100,
|
|
18
|
+
prevDayPx: 99,
|
|
19
|
+
midPx: 100,
|
|
20
|
+
dayNtlVlm: 60_000_000,
|
|
21
|
+
openInterest: 2_200_000_000,
|
|
22
|
+
funding: 0.001,
|
|
23
|
+
},
|
|
24
|
+
},
|
|
25
|
+
];
|
|
26
|
+
}
|
|
27
|
+
|
|
28
|
+
function sleep(ms) {
|
|
29
|
+
return new Promise((resolve) => setTimeout(resolve, ms));
|
|
30
|
+
}
|
|
31
|
+
|
|
32
|
+
async function main() {
|
|
33
|
+
const stateDir = await mkdtemp(join(tmpdir(), "scanners-example-scheduled-"));
|
|
34
|
+
const events = {
|
|
35
|
+
start: 0,
|
|
36
|
+
complete: 0,
|
|
37
|
+
skip: 0,
|
|
38
|
+
error: 0,
|
|
39
|
+
};
|
|
40
|
+
|
|
41
|
+
const module = createScannerRuntimeModule({
|
|
42
|
+
stateDir,
|
|
43
|
+
...buildCompositionFromScanners([oiTrackerScanner]),
|
|
44
|
+
strategies: [
|
|
45
|
+
{
|
|
46
|
+
id: "alpha",
|
|
47
|
+
name: "Alpha",
|
|
48
|
+
scannerOverrides: {
|
|
49
|
+
"oi-tracker": {
|
|
50
|
+
intervalSeconds: 1,
|
|
51
|
+
config: {
|
|
52
|
+
minDayVolume: 1_000_000,
|
|
53
|
+
maxHistory: 5,
|
|
54
|
+
},
|
|
55
|
+
},
|
|
56
|
+
},
|
|
57
|
+
},
|
|
58
|
+
],
|
|
59
|
+
providers: {
|
|
60
|
+
getInstruments: async () => createInstruments(),
|
|
61
|
+
},
|
|
62
|
+
});
|
|
63
|
+
|
|
64
|
+
module.on("scanner:run:start", () => {
|
|
65
|
+
events.start += 1;
|
|
66
|
+
});
|
|
67
|
+
module.on("scanner:run:complete", () => {
|
|
68
|
+
events.complete += 1;
|
|
69
|
+
});
|
|
70
|
+
module.on("scanner:run:skip", () => {
|
|
71
|
+
events.skip += 1;
|
|
72
|
+
});
|
|
73
|
+
module.on("scanner:run:error", () => {
|
|
74
|
+
events.error += 1;
|
|
75
|
+
});
|
|
76
|
+
|
|
77
|
+
try {
|
|
78
|
+
await module.start();
|
|
79
|
+
await sleep(2200);
|
|
80
|
+
await module.stop();
|
|
81
|
+
await sleep(100);
|
|
82
|
+
|
|
83
|
+
console.log("scheduled-events: start =", events.start);
|
|
84
|
+
console.log("scheduled-events: complete =", events.complete);
|
|
85
|
+
console.log("scheduled-events: skip =", events.skip);
|
|
86
|
+
console.log("scheduled-events: error =", events.error);
|
|
87
|
+
} finally {
|
|
88
|
+
await module.stop();
|
|
89
|
+
await rm(stateDir, { recursive: true, force: true });
|
|
90
|
+
}
|
|
91
|
+
}
|
|
92
|
+
|
|
93
|
+
main().catch((error) => {
|
|
94
|
+
console.error(error);
|
|
95
|
+
process.exit(1);
|
|
96
|
+
});
|
|
@@ -0,0 +1,182 @@
|
|
|
1
|
+
import { mkdtemp, rm } from "node:fs/promises";
|
|
2
|
+
import { tmpdir } from "node:os";
|
|
3
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import { join } from "node:path";
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4
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import {
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5
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createScannerRuntimeModule,
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6
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createSenpiScannerProviders,
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7
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emergingMoversScanner,
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8
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momentumScanner,
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9
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prescreenerScanner,
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10
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} from "../dist/scanners/index.js";
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11
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12
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function createMockSenpiToolClient() {
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13
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let smRun = 0;
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14
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return {
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15
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async callTool(name, args) {
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16
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if (name === "market_list_instruments") {
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return {
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success: true,
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data: {
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instruments: [
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{
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name: "BTC",
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is_delisted: false,
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24
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max_leverage: 10,
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context: {
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markPx: 106,
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27
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prevDayPx: 100,
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28
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midPx: 106,
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dayNtlVlm: 80_000_000,
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openInterest: 2_000_000_000,
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31
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funding: 0.001,
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},
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},
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{
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name: "ETH",
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is_delisted: false,
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max_leverage: 8,
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context: {
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markPx: 101,
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40
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prevDayPx: 100,
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41
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midPx: 101,
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dayNtlVlm: 40_000_000,
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openInterest: 1_000_000_000,
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funding: 0.001,
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},
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},
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],
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},
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};
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}
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51
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+
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52
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if (name === "market_get_asset_data") {
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53
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if (args.asset === "BTC") {
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return {
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candles: {
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"1h": [
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{ t: 1, o: 100, h: 102, l: 99, c: 100, v: 1000 },
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{ t: 2, o: 100, h: 107, l: 100, c: 106, v: 1400 },
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],
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},
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};
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}
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return {
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candles: {
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"1h": [
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{ t: 1, o: 100, h: 101, l: 99, c: 100, v: 900 },
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{ t: 2, o: 100, h: 101, l: 99, c: 100.4, v: 920 },
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],
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},
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};
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}
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+
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if (name === "leaderboard_get_markets") {
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smRun += 1;
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const run1 = [
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{
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token: "SOL",
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direction: "up",
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pct_of_top_traders_gain: 0.16,
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80
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trader_count: 220,
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81
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token_price_change_pct_4h: 2.1,
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},
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{
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84
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token: "AVAX",
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85
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direction: "up",
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86
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pct_of_top_traders_gain: 0.18,
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trader_count: 200,
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88
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token_price_change_pct_4h: 1.9,
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89
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},
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90
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];
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91
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const run2 = [
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{
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token: "AVAX",
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direction: "up",
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pct_of_top_traders_gain: 0.17,
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96
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trader_count: 230,
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97
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token_price_change_pct_4h: 2.0,
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},
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99
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{
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100
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token: "SOL",
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direction: "up",
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pct_of_top_traders_gain: 0.35,
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trader_count: 250,
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token_price_change_pct_4h: 4.2,
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},
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106
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];
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return {
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markets: {
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markets: smRun === 1 ? run1 : run2,
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},
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111
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};
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112
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}
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113
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+
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114
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throw new Error(`Unexpected tool call: ${name}`);
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115
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},
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116
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};
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117
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}
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118
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+
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119
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async function main() {
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120
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const stateDir = await mkdtemp(join(tmpdir(), "scanners-example-senpi-provider-"));
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121
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const toolClient = createMockSenpiToolClient();
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122
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const providers = createSenpiScannerProviders({
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client: toolClient,
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124
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logLevel: "error",
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125
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maxCandleAssets: 10,
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126
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candleIntervals: ["1h"],
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127
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cacheTtlMs: {
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128
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smData: 0,
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129
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},
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130
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});
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131
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+
|
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132
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+
const module = createScannerRuntimeModule({
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stateDir,
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134
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+
scanners: [prescreenerScanner, momentumScanner, emergingMoversScanner],
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135
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strategies: [
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136
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{
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137
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id: "alpha",
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138
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+
name: "Alpha",
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139
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+
scannerOverrides: {
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140
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+
momentum: {
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141
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+
config: {
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142
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+
timeframe: "1h",
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143
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+
minMovePct: 1.5,
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144
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+
maxCandidates: 10,
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145
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+
minDayVolume: 1_000_000,
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146
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+
minSignalScore: 0.2,
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147
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+
requirePrescreened: true,
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148
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+
},
|
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149
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+
},
|
|
150
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+
"emerging-movers": {
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151
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+
config: {
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152
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+
topN: 10,
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153
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+
minRankJump: 1,
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154
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+
minTopTradersGain: 0.15,
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155
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+
minScansBeforeSignals: 2,
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156
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+
historyLimit: 30,
|
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157
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+
},
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158
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+
},
|
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159
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+
},
|
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160
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+
},
|
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161
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+
],
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162
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+
providers,
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163
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+
});
|
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164
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+
|
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165
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+
try {
|
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166
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+
await module.runOnce("alpha", "prescreener");
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167
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+
const momentum = await module.runOnce("alpha", "momentum");
|
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168
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+
await module.runOnce("alpha", "emerging-movers");
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169
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const emerging = await module.runOnce("alpha", "emerging-movers");
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170
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+
|
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171
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+
console.log("senpi-provider: momentum signals =", momentum.signals.length);
|
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172
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+
console.log("senpi-provider: emerging signals =", emerging.signals.length);
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173
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+
} finally {
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174
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+
await module.stop();
|
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175
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+
await rm(stateDir, { recursive: true, force: true });
|
|
176
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+
}
|
|
177
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+
}
|
|
178
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+
|
|
179
|
+
main().catch((error) => {
|
|
180
|
+
console.error(error);
|
|
181
|
+
process.exit(1);
|
|
182
|
+
});
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