@senpi/runtime 3.0.0-dev.openclaw-upgrade-mai.20260623210452 → 3.0.0-dev.runtime-phase-2.20260623210537

package/examples/strategies/wolf.yaml

@@ -0,0 +1,72 @@
+name: wolf
+version: 1.0.0
+description: Aggressive — early entry on FIRST_JUMP from emerging_movers.
+
+strategy:
+  wallet: "${WALLET_ADDRESS}"
+  slots: 3
+  margin_pct: 15
+  trading_risk: aggressive
+  enabled: true
+
+scanners:
+  - name: emerging_movers
+    type: emerging_movers
+    interval: 20s
+    config:
+      topN: 25
+      minRankJump: 5
+      minTopTradersGain: 0.1
+      minScansBeforeSignals: 2
+      historyLimit: 60
+      immediateJumpThreshold: 10
+      deepClimbRankThreshold: 25
+      contribExplosionMultiplier: 3.0
+      firstJumpMinPrevRank: 30
+
+actions:
+  - name: open_on_jump
+    action_type: OPEN_POSITION
+    decision_mode: llm
+    decision_model: claude-sonnet-4-20250514
+    scanners: [emerging_movers]
+    min_confidence: 6
+    params:
+      order_type: FEE_OPTIMIZED_LIMIT
+      fee_optimized_limit_options:
+        ensure_execution_as_taker: true
+        execution_timeout_seconds: 10
+    context: [signal]
+    decision_prompt: |
+      Evaluate the signal. Reply with JSON: {"execute": true|false, "actionType": "OPEN_POSITION", "confidence": 1-10, "reasoning": "...", "payload": {"signals": [{"asset": "SYMBOL", "direction": "LONG"|"SHORT", "reason": "...", "leverage": <optional number>, "margin": <optional $ amount>}]}}.
+
+exit:
+  engine: dsl
+  interval_seconds: 30
+  order_type: FEE_OPTIMIZED_LIMIT
+  fee_optimized_limit_options:
+    ensure_execution_as_taker: true
+    execution_timeout_seconds: 10
+  dsl_preset:
+    hard_timeout:
+      enabled: true
+      interval_in_minutes: 90
+    weak_peak_cut:
+      enabled: true
+      interval_in_minutes: 45
+      min_value: 3
+    dead_weight_cut:
+      enabled: true
+      interval_in_minutes: 30
+    phase1:
+      enabled: true
+      max_loss_pct: 3.0
+      retrace_threshold: 7
+      consecutive_breaches_required: 3
+    phase2:
+      enabled: true
+      tiers:
+        - { trigger_pct: 7,  lock_hw_pct: 40 }
+        - { trigger_pct: 12, lock_hw_pct: 55 }
+        - { trigger_pct: 15, lock_hw_pct: 75 }
+        - { trigger_pct: 20, lock_hw_pct: 85 }

package/examples/yamls/sample-with-dsl-and-emerging-movers.yaml

@@ -0,0 +1,123 @@
+name: wolf #required - name of the trading-recipe
+version: 1.0.0 #required
+description: > #required
+  Autonomous aggressive multi-strategy trading. Enter early on emerging movers,
+  protect with tight DSL, cut dead weight fast, rotate into strength.
+
+# Optional: send run summaries and alerts to Telegram (requires OpenClaw channels.telegram configured)
+# notifications:
+#   telegram_chat_id: "123456789"
+
+# ── STRATEGY ──
+strategy: #required
+  wallet: "0x71ce3f0e27c178cbdcf01c4d068278034df75fbc"
+  slots: 3
+  margin_pct: 10
+  trading_risk: aggressive
+  enabled: true
+
+# ── SCANNERS ──
+scanners: #required 
+  - name: emerging_movers #required 
+    type: emerging_movers #required 
+    interval: 20s #required 
+    blocked_assets: [] #optional
+    config: #Can be different for each scanner.
+      topN: 25
+      minRankJump: 5
+      minTopTradersGain: 0.1
+      minScansBeforeSignals: 2
+      historyLimit: 60
+
+actions: #required 
+  - name: wolf_entry #required 
+    action_type: OPEN_POSITION #required 
+    decision_mode: llm #required 
+    decision_model: claude-sonnet-4-6 #required 
+    scanners: [emerging_movers] #required 
+    min_confidence: 2 #required
+    params:
+      order_type: FEE_OPTIMIZED_LIMIT
+      fee_optimized_limit_options:
+        ensure_execution_as_taker: true
+        execution_timeout_seconds: 15
+    context: #optional
+      - type: signal
+        value: emerging_movers
+    decision_prompt: | #optional 
+      You evaluate emerging mover signals for the WOLF multi-strategy system.
+      WOLF enters early on first jumps — before the peak, not at it. Speed is edge.
+
+      SIGNAL DATA:
+      {{emerging_movers}}
+
+      SIGNAL PRIORITY (strict — act on highest priority first):
+      1. FIRST_JUMP: Jumped 10+ ranks from #25+ in one scan, wasn't in top 50 before.
+         ENTER IMMEDIATELY. 2 reasons is enough. vel > 0 is enough.
+      2. CONTRIB_EXPLOSION: 3x+ contribution spike from rank #20+. ENTER.
+         Never downgrade for erratic history.
+      3. IMMEDIATE_MOVER: 10+ rank jump from #25+ but not first jump.
+         ENTER if not erratic and not low velocity.
+      4. DEEP_CLIMBER: Steady climb from #30+, vel >= 0.03, 3+ reasons.
+         Route to conservative strategy if available.
+
+      ROUTING:
+      - FIRST_JUMP/CONTRIB_EXPLOSION → aggressive strategy
+      - DEEP_CLIMBER → conservative if available, else aggressive
+      - Never duplicate same asset within one strategy (cross-strategy OK)
+
+      ANTI-PATTERNS:
+      - Rank #1-10 for 2+ scans = SKIP
+      - 4+ reasons at rank #5 = SKIP
+      - Counter to BTC hourly trend = SKIP
+      - Burned asset today = SKIP
+
+      ROTATION (slots full + FIRST_JUMP):
+      - Weakest has negative ROE + SM conviction <= 1 → CUT, ENTER new
+      - Weakest is Tier 2+ or SM conviction 3+ → HOLD
+      - Positions younger than {{rotation_cooldown_minutes}}min → never rotate out
+
+      XYZ EQUITIES: Ignore trader count. Use reasons + rank velocity.
+
+      Respond with execute=true and actionType="OPEN_POSITION".
+      Put trade details in the payload object:
+      {
+        "execute": true,
+        "actionType": "OPEN_POSITION",
+        "confidence": 1-10,
+        "reasoning": "one sentence",
+        "payload": {
+          "signals": [
+            { "asset": "<coin_ticker>", "direction": "LONG" or "SHORT", "reason": "one sentence", "rotate_out": "<asset_to_cut>", "leverage": "<optional number>", "margin": "<optional $ amount>" }
+          ]
+        }
+      }
+      Set execute=false if no trade should be taken.
+
+# ── EXIT ──
+exit: #required
+  engine: dsl
+  interval_seconds: 30
+  order_type: FEE_OPTIMIZED_LIMIT
+  fee_optimized_limit_options:
+    ensure_execution_as_taker: true
+    execution_timeout_seconds: 15
+  dsl_preset:
+    phase1:
+      enabled: true
+      consecutive_breaches_required: 3
+      max_loss_pct: 3.0
+      retrace_threshold: 10
+    phase2:
+      enabled: true
+      tiers:
+        - { trigger_pct: 10,  lock_hw_pct: 50 }
+        - { trigger_pct: 20,  lock_hw_pct: 70 }
+        - { trigger_pct: 30,  lock_hw_pct: 73 }
+        - { trigger_pct: 50,  lock_hw_pct: 80 }
+        - { trigger_pct: 75,  lock_hw_pct: 85 }
+        - { trigger_pct: 100, lock_hw_pct: 90 }
+          
+# Send run summaries and alerts to this Telegram chat (requires OpenClaw channels.telegram configured)
+notifications:
+  telegram_chat_id: "6263059192"

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@senpi/runtime",
-  "version": "3.0.0-dev.openclaw-upgrade-mai.20260623210452",
+  "version": "3.0.0-dev.runtime-phase-2.20260623210537",
   "description": "Senpi runtime plugin for OpenClaw",
   "type": "module",
   "main": "dist/index.js",

package/dist/runtime/reconcile-decide.d.ts

@@ -1,73 +0,0 @@
-/**
- * Pure decision function: given the exchange's truth (open positions) and the runtime's DSL state,
- * returns the list of reconcile actions required to bring runtime state in sync.
- *
- * No I/O, no imports of SenpiClient, no disk access, no Date.now, no side effects.
- */
-import type { OpenPosition } from "../senpi/types.js";
-import type { DslState } from "../types/dsl/index.js";
-/**
- * SIZE_EPS — absolute threshold below which a position size is treated as "flat" (no position).
- * Mirrors position-tracker.ts `DEFAULT_SIZE_CHANGE_EPSILON = 1e-9`:
- * sub-unit IEEE-754 drift on perp venues is typically < 1e-12; any real sub-unit trade
- * is ≥ 0.001 on the smallest venues, so 1e-9 cleanly separates float noise from real size.
- * Boundary: |szi| <= SIZE_EPS → flat (ignored); |size diff| > SIZE_EPS → resize trigger.
- */
-export declare const SIZE_EPS = 1e-9;
-/**
- * ENTRY_EPS — relative tolerance for entry-price comparison.
- * Entry prices can be large (BTC ~60 000, ETH ~3 000) so an absolute epsilon
- * would need per-asset tuning. A relative tolerance of 1e-6 (0.0001%) is
- * large enough to suppress harmless floating-point serialisation drift
- * (e.g. 60000.000000001 vs 60000.0) while small enough to catch any real
- * re-entry/average-down event. Formula: |a - b| / max(|b|, 1) > ENTRY_EPS → drift.
- */
-export declare const ENTRY_EPS = 0.000001;
-export interface ReconcileInputs {
-    /** Strategy wallet address — used only for context in returned actions (not for filtering). */
-    address: string;
-    /** All positions from the exchange for this wallet (both DEXes; may include zero-size rows). */
-    exchangePositions: OpenPosition[];
-    /** All DSL states for this wallet — function filters to active ones internally. */
-    runtimeDslStates: DslState[];
-}
-export type ReconcileAction = {
-    kind: "adopt";
-    coin: string;
-    dex: string;
-    position: OpenPosition;
-} | {
-    kind: "gone";
-    coin: string;
-    dex: string;
-    state: DslState;
-} | {
-    kind: "resize";
-    coin: string;
-    dex: string;
-    position: OpenPosition;
-    state: DslState;
-};
-export interface ReconcileResult {
-    actions: ReconcileAction[];
-    counts: {
-        toAdopt: number;
-        toArchive: number;
-        toResize: number;
-    };
-}
-/**
- * Pure, idempotent reconcile decision function.
- *
- * Exchange is the source of truth. Running this on a converged state
- * (after all returned actions have been applied) yields an empty action list.
- *
- * Duplicate exchange rows for the same (coin, dex) key: last-wins (later index in the
- * array wins). This matches typical clearing-house payloads where the last row is freshest.
- *
- * Malformed rows (missing coin, NaN/Infinity size or entry, negative coin string) are
- * silently skipped without throwing. This prevents a single bad row from blocking all
- * reconciliation.
- */
-export declare function decideReconcile(inputs: ReconcileInputs): ReconcileResult;
-//# sourceMappingURL=reconcile-decide.d.ts.map

package/dist/runtime/reconcile-decide.d.ts.map

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package/dist/runtime/reconcile-decide.js

@@ -1,166 +0,0 @@
-/**
- * Pure decision function: given the exchange's truth (open positions) and the runtime's DSL state,
- * returns the list of reconcile actions required to bring runtime state in sync.
- *
- * No I/O, no imports of SenpiClient, no disk access, no Date.now, no side effects.
- */
-import { normalizeDslCoinDex } from "../utils/perp-coin.js";
-// ─── Epsilon constants ────────────────────────────────────────────────────────
-/**
- * SIZE_EPS — absolute threshold below which a position size is treated as "flat" (no position).
- * Mirrors position-tracker.ts `DEFAULT_SIZE_CHANGE_EPSILON = 1e-9`:
- * sub-unit IEEE-754 drift on perp venues is typically < 1e-12; any real sub-unit trade
- * is ≥ 0.001 on the smallest venues, so 1e-9 cleanly separates float noise from real size.
- * Boundary: |szi| <= SIZE_EPS → flat (ignored); |size diff| > SIZE_EPS → resize trigger.
- */
-export const SIZE_EPS = 1e-9;
-/**
- * ENTRY_EPS — relative tolerance for entry-price comparison.
- * Entry prices can be large (BTC ~60 000, ETH ~3 000) so an absolute epsilon
- * would need per-asset tuning. A relative tolerance of 1e-6 (0.0001%) is
- * large enough to suppress harmless floating-point serialisation drift
- * (e.g. 60000.000000001 vs 60000.0) while small enough to catch any real
- * re-entry/average-down event. Formula: |a - b| / max(|b|, 1) > ENTRY_EPS → drift.
- */
-export const ENTRY_EPS = 1e-6;
-// ─── Helpers ──────────────────────────────────────────────────────────────────
-/** Canonical key for matching exchange position vs DSL state. */
-function makeKey(coin, dex) {
-    const n = normalizeDslCoinDex(coin, dex);
-    return `${n.coin}:${n.dex}`;
-}
-/** Absolute position size as a number; returns 0 for missing/NaN/Infinity. */
-function safeAbsSize(v) {
-    if (v === undefined || v === null)
-        return 0;
-    if (!isFinite(v) || isNaN(v))
-        return 0;
-    return Math.abs(v);
-}
-/** Entry price as a number; returns NaN for missing/NaN/Infinity. */
-function safeEntry(v) {
-    if (v === undefined || v === null)
-        return NaN;
-    if (!isFinite(v) || isNaN(v))
-        return NaN;
-    return v;
-}
-/** Relative entry-price comparison: true if prices differ beyond ENTRY_EPS. */
-function entryDrifted(exchangeEntry, dslEntry) {
-    if (!isFinite(exchangeEntry) || !isFinite(dslEntry))
-        return false; // malformed: skip
-    const ref = Math.max(Math.abs(dslEntry), 1);
-    return Math.abs(exchangeEntry - dslEntry) / ref > ENTRY_EPS;
-}
-/** Direction derived from signed size (positive = LONG, negative = SHORT). */
-function directionFromSzi(szi) {
-    return szi >= 0 ? "LONG" : "SHORT";
-}
-/** Deterministic sort comparator for actions. */
-function actionSortKey(a) {
-    return `${a.coin}:${a.dex}:${a.kind}`;
-}
-// ─── Core decision function ───────────────────────────────────────────────────
-/**
- * Pure, idempotent reconcile decision function.
- *
- * Exchange is the source of truth. Running this on a converged state
- * (after all returned actions have been applied) yields an empty action list.
- *
- * Duplicate exchange rows for the same (coin, dex) key: last-wins (later index in the
- * array wins). This matches typical clearing-house payloads where the last row is freshest.
- *
- * Malformed rows (missing coin, NaN/Infinity size or entry, negative coin string) are
- * silently skipped without throwing. This prevents a single bad row from blocking all
- * reconciliation.
- */
-export function decideReconcile(inputs) {
-    const { exchangePositions, runtimeDslStates } = inputs;
-    // ── 1. Build exchange map — last-wins on duplicate (coin, dex) ──────────────
-    // ambiguousKeys: rows with a valid coin but a MALFORMED size (NaN/Infinity/missing).
-    // We cannot tell whether such a row is a live position or not. Fail-safe (R7):
-    // mark the key ambiguous so it NEITHER adopts (can't size it) NOR lets a matching
-    // DSL state be archived as "gone". Archiving a live position on bad data is the
-    // worst outcome D2 exists to prevent — so a malformed row freezes that market's
-    // reconcile until clean data arrives, rather than acting on garbage.
-    const exchangeMap = new Map();
-    const ambiguousKeys = new Set();
-    for (const pos of exchangePositions) {
-        const coin = (pos.coin ?? "").trim();
-        if (!coin)
-            continue; // malformed coin: skip entirely
-        const dex = (pos.dex ?? "").trim();
-        const key = makeKey(coin, dex);
-        const szi = pos.szi;
-        if (szi === undefined || szi === null || !isFinite(szi) || isNaN(szi)) {
-            // Malformed size → ambiguous: do not adopt, do not let it archive a DSL state.
-            ambiguousKeys.add(key);
-            continue;
-        }
-        const absSize = Math.abs(szi);
-        // Genuinely flat (finite, near-zero) → treat as absence: allows "gone" archival.
-        if (absSize <= SIZE_EPS)
-            continue;
-        exchangeMap.set(key, pos); // last-wins for duplicates
-    }
-    // ── 2. Build active DSL state map ───────────────────────────────────────────
-    const dslMap = new Map();
-    for (const state of runtimeDslStates) {
-        if (!state.active)
-            continue; // only compare active states
-        const key = makeKey(state.asset, state.dex ?? "");
-        // If duplicate keys in DSL (shouldn't happen), last-wins
-        dslMap.set(key, state);
-    }
-    // ── 3. Compute actions ───────────────────────────────────────────────────────
-    const actions = [];
-    // Check exchange positions against DSL
-    for (const [key, pos] of exchangeMap) {
-        const { coin: normCoin, dex: normDex } = normalizeDslCoinDex(pos.coin ?? "", pos.dex ?? "");
-        const dslState = dslMap.get(key);
-        if (!dslState) {
-            // adopt: exchange has a live position, DSL has no active state for it
-            actions.push({ kind: "adopt", coin: normCoin, dex: normDex, position: pos });
-        }
-        else {
-            // Check for drift: size, entry, or direction
-            const exchAbsSize = safeAbsSize(pos.szi);
-            const dslAbsSize = Math.abs(dslState.size);
-            const sizeDrifted = Math.abs(exchAbsSize - dslAbsSize) > SIZE_EPS;
-            const exchEntry = safeEntry(pos.entryPx);
-            const dslEntry = safeEntry(dslState.entryPrice);
-            const _entryDrifted = isNaN(exchEntry) || isNaN(dslEntry)
-                ? false // malformed: skip entry comparison
-                : entryDrifted(exchEntry, dslEntry);
-            const exchDir = pos.szi !== undefined && isFinite(pos.szi) && !isNaN(pos.szi)
-                ? directionFromSzi(pos.szi)
-                : null;
-            const dirDrifted = exchDir !== null && exchDir !== dslState.direction;
-            if (sizeDrifted || _entryDrifted || dirDrifted) {
-                actions.push({ kind: "resize", coin: normCoin, dex: normDex, position: pos, state: dslState });
-            }
-            // else: in-sync → no action
-        }
-    }
-    // Check DSL states against exchange (find gone positions)
-    for (const [key, state] of dslMap) {
-        if (exchangeMap.has(key))
-            continue; // matched → handled in resize/in-sync loop above
-        // Fail-safe: a malformed exchange row for this market means we cannot confirm the
-        // position is closed. Do NOT archive a possibly-live position on ambiguous data.
-        if (ambiguousKeys.has(key))
-            continue;
-        const { coin: normCoin, dex: normDex } = normalizeDslCoinDex(state.asset, state.dex ?? "");
-        actions.push({ kind: "gone", coin: normCoin, dex: normDex, state });
-    }
-    // ── 4. Sort deterministically (coin → dex → kind) ────────────────────────────
-    actions.sort((a, b) => actionSortKey(a).localeCompare(actionSortKey(b)));
-    // ── 5. Compute counts ────────────────────────────────────────────────────────
-    const counts = {
-        toAdopt: actions.filter((a) => a.kind === "adopt").length,
-        toArchive: actions.filter((a) => a.kind === "gone").length,
-        toResize: actions.filter((a) => a.kind === "resize").length,
-    };
-    return { actions, counts };
-}
-//# sourceMappingURL=reconcile-decide.js.map

package/dist/runtime/reconcile-decide.js.map

@@ -1 +0,0 @@
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package/dist/runtime/reconcile-run.d.ts

@@ -1,62 +0,0 @@
-/**
- * Impure reconcile executor: wires decideReconcile (pure) with the I/O side-effects
- * (adoptPosition, resizePosition, archiveGoneState).
- *
- * Design contract:
- * - decideReconcile is the SOLE decision source (no second gone-computation here).
- * - CH fetch returning null/undefined → success:false, zero mutations (R7 fail-safe).
- * - getOpenPositions undefined (CH never fetched) → success:false, zero mutations.
- * - Execution order within the serialize pass: archive gone FIRST, then adopt/resize
- *   (frees state before re-adopting; mirrors monitor order).
- * - Each action is individually try/caught; one failure does not abort the rest.
- * - Only successfully applied actions count toward ReconcileCounts.
- */
-import type { SenpiClient } from "../senpi/client.js";
-import type { StrategyState } from "../types/strategy.js";
-import type { StateManager } from "../state/index.js";
-import type { SenpiEventBus } from "../types/event-bus.js";
-import type { PositionOpenedEvent } from "../types/dsl/index.js";
-import type { OpenPosition } from "../senpi/types.js";
-export interface RunReconcileDeps {
-    address: string;
-    strategyState: StrategyState;
-    senpi: SenpiClient;
-    stateManager: StateManager;
-    /** adoptPosition + resizePosition — satisfied by DslPlugin or a compatible adopter. */
-    adopter: {
-        adoptPosition(p: PositionOpenedEvent): Promise<void>;
-        resizePosition(p: PositionOpenedEvent): Promise<void>;
-    };
-    bus?: SenpiEventBus;
-    /**
-     * Serializes the whole fetch+decide+execute pass against the trade loop / other reconciles.
-     * Default: run directly (T5 will pass a reconcileMutex-backed serializer).
-     */
-    serialize?: <T>(fn: () => Promise<T>) => Promise<T>;
-}
-export interface ReconcileCounts {
-    adopted: number;
-    resized: number;
-    archived: number;
-}
-/**
- * Map an OpenPosition (from clearinghouse) to the PositionOpenedEvent shape expected
- * by adoptPosition / resizePosition.
- *
- * Field mapping:
- *   address  → address (strategy wallet; same as deps.address)
- *   wallet   → position.wallet if set, else address (clearinghouse rows rarely carry wallet)
- *   coin     → position.coin
- *   szi      → String(position.szi)   — signed; positive=LONG, negative=SHORT
- *   entryPx  → String(position.entryPx ?? 0)
- *   leverage → position.leverage ?? 1
- *   dex      → position.dex if non-empty, else undefined (handlePositionOpened normalizes "")
- *
- * Note: PositionOpenedEvent.szi is a string (the handler parses it); OpenPosition.szi is a number.
- */
-export declare function openPositionToPayload(pos: OpenPosition, address: string): PositionOpenedEvent;
-export declare function runReconcile(deps: RunReconcileDeps): Promise<{
-    success: boolean;
-    counts: ReconcileCounts;
-}>;
-//# sourceMappingURL=reconcile-run.d.ts.map

package/dist/runtime/reconcile-run.d.ts.map

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