@senpi/runtime 3.0.0-dev.runtime-phase-2.20260623210537 → 3.0.0-dev.runtime-phase-2.20260625112547

package/examples/scanners-single-strategy.mjs

@@ -1,198 +0,0 @@
-import { mkdtemp, rm } from "node:fs/promises";
-import { tmpdir } from "node:os";
-import { join } from "node:path";
-import {
-  createScannerRuntimeModule,
-  emergingMoversScanner,
-  momentumScanner,
-  oiTrackerScanner,
-  prescreenerScanner,
-} from "../dist/scanners/index.js";
-
-function createInstruments() {
-  return [
-    {
-      name: "BTC",
-      isDelisted: false,
-      maxLeverage: 10,
-      context: {
-        markPx: 106,
-        prevDayPx: 100,
-        midPx: 106,
-        dayNtlVlm: 80_000_000,
-        openInterest: 2_000_000_000,
-        funding: 0.001,
-      },
-    },
-    {
-      name: "ETH",
-      isDelisted: false,
-      maxLeverage: 8,
-      context: {
-        markPx: 101,
-        prevDayPx: 100,
-        midPx: 101,
-        dayNtlVlm: 40_000_000,
-        openInterest: 1_000_000_000,
-        funding: 0.001,
-      },
-    },
-  ];
-}
-
-function createCandles() {
-  return {
-    BTC: {
-      candles: {
-        "1h": [
-          {
-            timestamp: 1,
-            open: 100,
-            high: 102,
-            low: 99,
-            close: 100,
-            volume: 1000,
-          },
-          {
-            timestamp: 2,
-            open: 100,
-            high: 107,
-            low: 100,
-            close: 106,
-            volume: 1400,
-          },
-        ],
-      },
-    },
-    ETH: {
-      candles: {
-        "1h": [
-          {
-            timestamp: 1,
-            open: 100,
-            high: 101,
-            low: 99,
-            close: 100,
-            volume: 900,
-          },
-          {
-            timestamp: 2,
-            open: 100,
-            high: 101,
-            low: 99,
-            close: 100.4,
-            volume: 920,
-          },
-        ],
-      },
-    },
-  };
-}
-
-function createSmDataRun1() {
-  return [
-    {
-      token: "SOL",
-      direction: "up",
-      pctOfTopTradersGain: 0.18,
-      traderCount: 220,
-      tokenPriceChangePct4h: 2.1,
-    },
-    {
-      token: "AVAX",
-      direction: "up",
-      pctOfTopTradersGain: 0.16,
-      traderCount: 200,
-      tokenPriceChangePct4h: 1.9,
-    },
-  ];
-}
-
-function createSmDataRun2() {
-  return [
-    {
-      token: "AVAX",
-      direction: "up",
-      pctOfTopTradersGain: 0.17,
-      traderCount: 230,
-      tokenPriceChangePct4h: 2.0,
-    },
-    {
-      token: "SOL",
-      direction: "up",
-      pctOfTopTradersGain: 0.35,
-      traderCount: 250,
-      tokenPriceChangePct4h: 4.2,
-    },
-  ];
-}
-
-async function main() {
-  const stateDir = await mkdtemp(join(tmpdir(), "scanners-example-single-"));
-  let smDataRun = 0;
-
-  const module = createScannerRuntimeModule({
-    stateDir,
-    scanners: [prescreenerScanner, oiTrackerScanner, momentumScanner, emergingMoversScanner],
-    strategies: [
-      {
-        id: "alpha",
-        name: "Alpha",
-        scannerOverrides: {
-          momentum: {
-            config: {
-              timeframe: "1h",
-              minMovePct: 1.5,
-              maxCandidates: 10,
-              minDayVolume: 1_000_000,
-              minSignalScore: 0.2,
-              requirePrescreened: true,
-            },
-          },
-          "emerging-movers": {
-            config: {
-              topN: 10,
-              minRankJump: 1,
-              minTopTradersGain: 0.15,
-              minScansBeforeSignals: 2,
-              historyLimit: 30,
-            },
-          },
-        },
-      },
-    ],
-    providers: {
-      getInstruments: async () => createInstruments(),
-      getCandles: async () => createCandles(),
-      getSmData: async () => {
-        smDataRun += 1;
-        return smDataRun === 1 ? createSmDataRun1() : createSmDataRun2();
-      },
-    },
-  });
-
-  try {
-    await module.runOnce("alpha", "prescreener");
-    await module.runOnce("alpha", "oi-tracker");
-    const momentumResult = await module.runOnce("alpha", "momentum");
-    await module.runOnce("alpha", "emerging-movers");
-    const emergingResult = await module.runOnce("alpha", "emerging-movers");
-
-    const signals = await module.querySignals({
-      strategyId: "alpha",
-      limit: 20,
-    });
-
-    console.log("single-strategy: momentum signals =", momentumResult.signals.length);
-    console.log("single-strategy: emerging signals =", emergingResult.signals.length);
-    console.log("single-strategy: queried signals =", signals.length);
-  } finally {
-    await module.stop();
-    await rm(stateDir, { recursive: true, force: true });
-  }
-}
-
-main().catch((error) => {
-  console.error(error);
-  process.exit(1);
-});

package/examples/strategies/dsl-showcase.yaml

@@ -1,68 +0,0 @@
-# DSL showcase — every DSL field annotated for reference.
-# Use as a copy-paste reference when tuning exit behavior.
-name: dsl-showcase
-version: 1.0.0
-description: >
-  Annotated DSL exit config reference.
-  Onchain position tracker — monitors the strategy wallet on Hyperliquid
-  for position lifecycle events (open, close, edit, flip) and wires them
-  into the DSL exit engine for automated trailing stop-loss management.
-
-
-notifications:
-  telegram_chat_id: "${TELEGRAM_CHAT_ID}"
-
-strategy:
-  wallet: "${WALLET_ADDRESS}"
-  slots: 2
-  margin_pct: 15
-  trading_risk: conservative
-  enabled: true
-
-# ── SCANNERS ──
-scanners:
-  - name: position_tracker
-    type: position_tracker
-    interval: 10s
-
-# ── ACTIONS ──
-actions:
-  - name: position_tracker_action
-    action_type: POSITION_TRACKER
-    decision_mode: rule
-    scanners: [position_tracker]
-
-exit:
-  engine: dsl
-  # interval_seconds — how often the price monitor runs
-  interval_seconds: 30
-  # order_type — execution method for DSL exit closes: MARKET (default) or FEE_OPTIMIZED_LIMIT
-  order_type: FEE_OPTIMIZED_LIMIT
-  # fee_optimized_limit_options — only used when order_type is FEE_OPTIMIZED_LIMIT
-  fee_optimized_limit_options:
-    ensure_execution_as_taker: true       # fall back to market if maker doesn't fill
-    execution_timeout_seconds: 15         # seconds to wait for maker fill (default 45)
-  # dsl_preset — single exit profile (required for DslPlugin).
-  dsl_preset:
-    hard_timeout:
-      enabled: true
-      interval_in_minutes: 360
-    weak_peak_cut:
-      enabled: true
-      interval_in_minutes: 120
-      min_value: 5
-    dead_weight_cut:
-      enabled: true
-      interval_in_minutes: 5
-    phase1:
-      enabled: true
-      max_loss_pct: 4.0
-      retrace_threshold: 7
-      consecutive_breaches_required: 1
-    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/strategies/dsl.yaml

@@ -1,51 +0,0 @@
-name: position-tracker
-version: 1.0.0
-description: >
-  Onchain position tracker — monitors the strategy wallet on Hyperliquid
-  for position lifecycle events (open, close, edit, flip) and wires them
-  into the DSL exit engine for automated trailing stop-loss management.
-
-# ── STRATEGY ──
-# Minimal: only wallet address + optional fields (no slots/margin needed for watch-only)
-strategy:
-  wallet: "${WALLET_ADDRESS}"
-  enabled: true
-
-# ── SCANNERS ──
-scanners:
-  - name: position_tracker
-    type: position_tracker
-    interval: 10s
-
-# ── ACTIONS ──
-actions:
-  - name: position_tracker_action
-    action_type: POSITION_TRACKER
-    decision_mode: rule
-    scanners: [position_tracker]
-
-# ── EXIT (DSL) ──
-exit:
-  engine: dsl
-  interval_seconds: 30
-  order_type: FEE_OPTIMIZED_LIMIT
-  fee_optimized_limit_options:
-    ensure_execution_as_taker: true
-    execution_timeout_seconds: 15
-  dsl_preset:
-    phase1:
-      enabled: true
-      max_loss_pct: 3.0
-      retrace_threshold: 7
-      consecutive_breaches_required: 3
-    phase2:
-      enabled: true
-      tiers:
-        - { trigger_pct: 7,  lock_hw_pct: 40 }
-        - { trigger_pct: 12, lock_hw_pct: 55 }
-        - { trigger_pct: 15, lock_hw_pct: 75 }
-        - { trigger_pct: 20, lock_hw_pct: 85 }
-
-# ── NOTIFICATIONS ──
-notifications:
-  telegram_chat_id: "${TELEGRAM_CHAT_ID}"

package/examples/strategies/fox-minimal-loosened.yaml

@@ -1,240 +0,0 @@
-name: fox-minimal-loosened
-version: 1.0.0
-description: >
-  FOX v1.6 — loosened configuration for functional evaluation.
-  Scanner thresholds relaxed, LLM gauntlet simplified, and slots increased
-  to maximize signal volume. NOT for live trading.
-
-notifications:
-  telegram_chat_id: "${TELEGRAM_CHAT_ID}"
-
-strategy:
-  wallet: "${FOX_WALLET}"
-  slots: 3
-  margin_pct: 10
-  trading_risk: aggressive
-  enabled: true
-
-scanners:
-  # References in depends_on/actions use these scanner names, not the built-in types.
-  # ── Primary signal: emerging movers (every 60s, faster for eval) ──
-  - name: emerging_movers
-    type: emerging_movers
-    interval: 60s
-    depends_on:
-      - scanner: market_regime
-        required: false
-        max_age: 2h
-        on_missing: degrade
-        on_stale: degrade
-    blocked_assets: []
-    config:
-      topN: 100
-      minRankJump: 2
-      minTopTradersGain: 0.02
-      minScansBeforeSignals: 1
-      historyLimit: 60
-      immediateJumpThreshold: 5
-      deepClimbRankThreshold: 40
-      contribExplosionMultiplier: 1.5
-      contribAccelThreshold: 0.001
-      minVelocityForDeepClimber: 0.0001
-      erraticReversalThreshold: 10
-      climbStreakScans: 2
-      rankClimbThreshold: 2
-      firstJumpMinPrevRank: 15
-      minLeverage: 2
-      blacklist: []
-
-  # ── Macro context: BTC+ETH regime classification (every 4h) ──
-  - name: market_regime
-    type: market_regime
-    interval: 14400s
-    config:
-      btcWeight: 0.6
-      ethWeight: 0.4
-      emaFast: 9
-      emaSlow: 21
-      neutralThreshold: 0.3
-
-  # ── SM conviction reversal detection (every 5 min) ──
-  - name: sm_flip
-    type: sm_flip
-    interval: 300s
-    config:
-      minConviction: 4
-
-  # ── Margin safety net (every 5 min) ──
-  - name: watchdog
-    type: liquidation_watchdog
-    interval: 300s
-    config:
-      bufferWarningPct: 50
-      bufferCriticalPct: 30
-      liqDistanceWarningPct: 30
-      roeDangerPct: -15
-
-  # ── Infrastructure: prescreener for opportunity scanner (every 60s) ──
-  - name: prescreener
-    type: prescreener
-    interval: 60s
-    config:
-      topN: 50
-      minDayVolume: 200000
-      minLeverage: 2
-      minOpenInterest: 0
-
-  # ── Secondary deep scan: 4-pillar opportunity scoring (every 10 min) ──
-  - name: opportunity
-    type: opportunity
-    interval: 600s
-    depends_on:
-      - scanner: prescreener
-        required: true
-        max_age: 5m
-      - scanner: market_regime
-        required: false
-        max_age: 4h
-        on_missing: degrade
-        on_stale: degrade
-    config:
-      minCompositeScore: 30
-      maxCandidates: 30
-      minDayVolume: 200000
-
-actions:
-  # ── Entry: LLM relaxed filter on emerging mover signals ──
-  - name: fox_entry
-    action_type: OPEN_POSITION
-    decision_mode: llm
-    decision_model: ${DECISION_MODEL}
-    scanners: [emerging_movers]
-    min_confidence: 4
-    params:
-      order_type: FEE_OPTIMIZED_LIMIT
-      fee_optimized_limit_options:
-        ensure_execution_as_taker: true
-        execution_timeout_seconds: 15
-    context:
-      - type: signal
-        scanner: emerging_movers
-      - type: context
-        scanner: market_regime
-    decision_prompt: |
-      You are the FOX v1.6 entry filter in EVALUATION MODE. Evaluate emerging mover
-      signals with relaxed thresholds to maximize signal throughput for functional testing.
-
-      SIGNAL DATA:
-      {{emerging_movers}}
-
-      MARKET REGIME:
-      {{regime}}
-
-      ═══ LAYER 1: SIGNAL DETECTION (relaxed) ═══
-      - Must have at least one of: FIRST_JUMP, IMMEDIATE_MOVER, DEEP_CLIMBER, CONTRIB_EXPLOSION
-      - rankJumpThisScan ≥ 5 OR contribVelocity > 5
-      - Asset at #1-5 for 3+ scans → SKIP (move is over)
-
-      ═══ LAYER 2: SCORING (minimum 4 points) ═══
-      FIRST_JUMP:           +3
-      IMMEDIATE_MOVER:      +2
-      contribVelocity > 5:  +2
-      CONTRIB_EXPLOSION:    +2
-      DEEP_CLIMBER:         +1
-      RANK_UP:              +1
-      CLIMBING:             +1
-      ACCEL:                +1
-      STREAK:               +1
-      BTC 1h bias aligned:  +1
-
-      Minimum requirements: score ≥ 4, reasons ≥ 2, contribVelocity > 2
-
-      ═══ LAYER 3: VELOCITY & PRICE ACTION (relaxed) ═══
-      - Negative velocity without any jump reason → SKIP
-      - Any positive velocity is sufficient for all signal types
-      - Erratic rank history → SKIP only if no strong reason (FIRST_JUMP/CONTRIB_EXPLOSION)
-
-      ═══ LAYER 4: LEVERAGE & ASSET CHECKS (relaxed) ═══
-      - Max leverage for asset must be ≥ 2x
-      - XYZ equities: ignore trader count, use leverageType "ISOLATED" and dex "xyz"
-      - ≥ 5 SM traders required (crypto only, waived for XYZ)
-
-      ═══ LAYER 5: MARKET REGIME (relaxed) ═══
-      - BEARISH: prefer SHORT, but LONG allowed if score ≥ 6
-      - BULLISH: prefer LONG, but SHORT allowed if score ≥ 6
-      - NEUTRAL or stale: both directions allowed
-
-      ═══ ROTATION (slots full + new signal) ═══
-      - Weakest position has negative ROE → CUT and ENTER new
-      - Weakest has positive ROE or SM conviction 3+ → HOLD
-      - Never rotate positions younger than 5 minutes
-
-      ═══ ANTI-PATTERNS (hard blocks) ═══
-      - Rank #1-5 for 3+ scans → move is over
-      - Burned/blacklisted asset → SKIP
-
-      Respond:
-      {
-        "execute": true/false,
-        "actionType": "OPEN_POSITION",
-        "confidence": 1-10,
-        "reasoning": "one sentence",
-        "payload": {
-          "signals": [
-            { "asset": "<ticker>", "direction": "LONG" or "SHORT", "reason": "one sentence", "rotate_out": "<asset_to_cut>", "leverage": "<optional number>", "margin": "<optional $ amount>" }
-          ]
-        }
-      }
-
-  # ── SM flip: immediate close on conviction reversal ──
-  - name: sm_flip_close
-    action_type: CLOSE_POSITION
-    decision_mode: rule
-    scanners: [sm_flip]
-    min_confidence: 1
-    params:
-      order_type: FEE_OPTIMIZED_LIMIT
-      fee_optimized_limit_options:
-        ensure_execution_as_taker: true
-        execution_timeout_seconds: 10
-
-  # ── Watchdog: emergency close on margin danger ──
-  - name: watchdog_close
-    action_type: CLOSE_POSITION
-    decision_mode: rule
-    scanners: [watchdog]
-    min_confidence: 1
-    params:
-      order_type: MARKET
-
-# ── DSL — trailing exit
-exit:
-  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:
-    hard_timeout:
-      enabled: false
-      interval_in_minutes: 360
-    weak_peak_cut:
-      enabled: false
-      interval_in_minutes: 120
-      min_value: 5
-    dead_weight_cut:
-      enabled: false
-      interval_in_minutes: 60
-    phase1:
-      enabled: true
-      max_loss_pct: 4.0
-      retrace_threshold: 3.0
-      consecutive_breaches_required: 1
-    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 }