@senpi/trading-recipe 1.0.21

package/dist/scanners/implementations/market-regime.d.ts

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+import { type Static } from "@sinclair/typebox";
+import { MarketRegime } from "../artifacts.js";
+import type { Candle } from "../types.js";
+declare const marketRegimeConfigSchema: import("@sinclair/typebox").TObject<{
+    btcWeight: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+    ethWeight: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+    emaFast: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+    emaSlow: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+    neutralThreshold: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+    assets: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TArray<import("@sinclair/typebox").TString>>;
+}>;
+export type MarketRegimeConfig = Static<typeof marketRegimeConfigSchema>;
+export interface MarketRegimeState {
+    lastRegime: MarketRegime;
+    lastUpdated: number;
+}
+/**
+ * Analyzes one asset's candle data to produce a directional bias and confidence.
+ *
+ * Checks:
+ * 1. EMA crossover direction (fast EMA vs slow EMA)
+ * 2. Price position relative to slow EMA
+ * 3. Higher-highs / lower-lows pattern detection
+ * 4. Recent candle momentum (last 3 candles)
+ *
+ * Returns a score in [-1, 1] where positive = bullish, negative = bearish.
+ */
+export declare function analyzeAssetBias(candles: Candle[], emaFast: number, emaSlow: number): {
+    bias: MarketRegime;
+    score: number;
+};
+/**
+ * Creates the market-regime scanner.
+ *
+ * Analyzes BTC and ETH candle data across the 1h timeframe to classify the
+ * macro market environment as BULLISH, BEARISH, or NEUTRAL. Publishes the
+ * result as a `market-regime` shared artifact for downstream scanners and
+ * actions to consume.
+ *
+ * This scanner produces no trading signals — it only publishes shared
+ * market intelligence.
+ */
+export declare function marketRegimeScanner(): import("../index.js").Scanner<{
+    btcWeight?: number | undefined;
+    ethWeight?: number | undefined;
+    assets?: string[] | undefined;
+    emaFast?: number | undefined;
+    emaSlow?: number | undefined;
+    neutralThreshold?: number | undefined;
+}, MarketRegimeState>;
+export {};
+//# sourceMappingURL=market-regime.d.ts.map

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package/dist/scanners/implementations/market-regime.js

@@ -0,0 +1,201 @@
+import { Type } from "@sinclair/typebox";
+import { createScanner } from "../create-scanner.js";
+import { providerInput } from "../input-descriptors.js";
+import { PersistencePolicy, RetentionPolicy } from "../scanner-definition.js";
+import { MarketRegime, marketRegimeArtifact, } from "../artifacts.js";
+import { computeEma } from "./indicators.js";
+// ─── Config ─────────────────────────────────────────────────────────────────
+const marketRegimeConfigSchema = Type.Object({
+    btcWeight: Type.Optional(Type.Number({ minimum: 0, maximum: 1, default: 0.6 })),
+    ethWeight: Type.Optional(Type.Number({ minimum: 0, maximum: 1, default: 0.4 })),
+    emaFast: Type.Optional(Type.Number({ minimum: 1, default: 9 })),
+    emaSlow: Type.Optional(Type.Number({ minimum: 1, default: 21 })),
+    neutralThreshold: Type.Optional(Type.Number({ minimum: 0, maximum: 1, default: 0.3 })),
+    assets: Type.Optional(Type.Array(Type.String(), { default: ["BTC", "ETH"] })),
+});
+const marketRegimeStateSchema = Type.Object({
+    lastRegime: Type.Enum(MarketRegime),
+    lastUpdated: Type.Number(),
+});
+// ─── Defaults ───────────────────────────────────────────────────────────────
+const defaultConfig = {
+    btcWeight: 0.6,
+    ethWeight: 0.4,
+    emaFast: 9,
+    emaSlow: 21,
+    neutralThreshold: 0.3,
+    assets: ["BTC", "ETH"],
+};
+const defaultState = {
+    lastRegime: MarketRegime.NEUTRAL,
+    lastUpdated: 0,
+};
+// ─── Bias analysis ──────────────────────────────────────────────────────────
+/**
+ * Analyzes one asset's candle data to produce a directional bias and confidence.
+ *
+ * Checks:
+ * 1. EMA crossover direction (fast EMA vs slow EMA)
+ * 2. Price position relative to slow EMA
+ * 3. Higher-highs / lower-lows pattern detection
+ * 4. Recent candle momentum (last 3 candles)
+ *
+ * Returns a score in [-1, 1] where positive = bullish, negative = bearish.
+ */
+export function analyzeAssetBias(candles, emaFast, emaSlow) {
+    if (candles.length < emaSlow + 1) {
+        return { bias: MarketRegime.NEUTRAL, score: 0 };
+    }
+    const closes = candles.map((c) => c.close);
+    const highs = candles.map((c) => c.high);
+    const lows = candles.map((c) => c.low);
+    const emaF = computeEma(closes, emaFast);
+    const emaS = computeEma(closes, emaSlow);
+    let score = 0;
+    // 1. EMA crossover: fast above slow = bullish
+    const lastFast = emaF[emaF.length - 1];
+    const lastSlow = emaS[emaS.length - 1];
+    if (lastFast > lastSlow)
+        score += 0.3;
+    else if (lastFast < lastSlow)
+        score -= 0.3;
+    // 2. Price above/below slow EMA
+    const lastClose = closes[closes.length - 1];
+    if (lastClose > lastSlow)
+        score += 0.2;
+    else if (lastClose < lastSlow)
+        score -= 0.2;
+    // 3. Higher-highs / lower-lows (check last 5 candles)
+    const lookback = Math.min(5, candles.length);
+    const recentHighs = highs.slice(-lookback);
+    const recentLows = lows.slice(-lookback);
+    let higherHighs = 0;
+    let lowerLows = 0;
+    for (let i = 1; i < recentHighs.length; i++) {
+        if (recentHighs[i] > recentHighs[i - 1])
+            higherHighs++;
+        if (recentLows[i] < recentLows[i - 1])
+            lowerLows++;
+    }
+    const hhRatio = higherHighs / Math.max(recentHighs.length - 1, 1);
+    const llRatio = lowerLows / Math.max(recentLows.length - 1, 1);
+    score += (hhRatio - llRatio) * 0.3;
+    // 4. Recent candle momentum (last 3 candles bullish/bearish)
+    const momentumWindow = Math.min(3, candles.length);
+    let bullishCandles = 0;
+    for (let i = candles.length - momentumWindow; i < candles.length; i++) {
+        if (candles[i].close > candles[i].open)
+            bullishCandles++;
+    }
+    const momentumRatio = bullishCandles / momentumWindow;
+    score += (momentumRatio - 0.5) * 0.4;
+    // Clamp score to [-1, 1]
+    score = Math.max(-1, Math.min(1, score));
+    const bias = score > 0.15
+        ? MarketRegime.BULLISH
+        : score < -0.15
+            ? MarketRegime.BEARISH
+            : MarketRegime.NEUTRAL;
+    return { bias, score };
+}
+function resolveConfig(config) {
+    return {
+        ...defaultConfig,
+        ...Object.fromEntries(Object.entries(config).filter(([, v]) => v !== undefined)),
+    };
+}
+// ─── Scanner factory ────────────────────────────────────────────────────────
+/**
+ * Creates the market-regime scanner.
+ *
+ * Analyzes BTC and ETH candle data across the 1h timeframe to classify the
+ * macro market environment as BULLISH, BEARISH, or NEUTRAL. Publishes the
+ * result as a `market-regime` shared artifact for downstream scanners and
+ * actions to consume.
+ *
+ * This scanner produces no trading signals — it only publishes shared
+ * market intelligence.
+ */
+export function marketRegimeScanner() {
+    return createScanner({
+        id: "market-regime",
+        signalType: "MARKET_REGIME",
+        description: "Classifies macro market environment (BULLISH/BEARISH/NEUTRAL) from BTC+ETH analysis.",
+        intervalSeconds: 3600,
+        retention: RetentionPolicy.LAST_ONLY,
+        persistence: PersistencePolicy.ALWAYS,
+        inputs: [
+            providerInput.instruments(),
+            providerInput.candles({ fixedAssets: ["BTC", "ETH"] }),
+        ],
+        artifacts: {
+            produces: [marketRegimeArtifact],
+        },
+        configSchema: marketRegimeConfigSchema,
+        defaultConfig,
+        stateSchema: marketRegimeStateSchema,
+        defaultState,
+        scan: async (ctx) => {
+            const now = ctx.now();
+            const cfg = resolveConfig(ctx.config);
+            const candlesByAsset = ctx.inputs.candles ?? {};
+            const assetWeights = [];
+            if (cfg.assets.includes("BTC")) {
+                assetWeights.push({ asset: "BTC", weight: cfg.btcWeight });
+            }
+            if (cfg.assets.includes("ETH")) {
+                assetWeights.push({ asset: "ETH", weight: cfg.ethWeight });
+            }
+            let compositeScore = 0;
+            let totalWeight = 0;
+            let btcBias = MarketRegime.NEUTRAL;
+            let ethBias = MarketRegime.NEUTRAL;
+            for (const { asset, weight } of assetWeights) {
+                const candleResult = candlesByAsset[asset];
+                // Try 1h timeframe, fall back to first available
+                const timeframes = candleResult?.candles ?? {};
+                const candles = timeframes["1h"] ?? Object.values(timeframes)[0] ?? [];
+                if (candles.length === 0)
+                    continue;
+                const { bias, score } = analyzeAssetBias(candles, cfg.emaFast, cfg.emaSlow);
+                compositeScore += score * weight;
+                totalWeight += weight;
+                if (asset === "BTC")
+                    btcBias = bias;
+                if (asset === "ETH")
+                    ethBias = bias;
+            }
+            const normalizedScore = totalWeight > 0 ? compositeScore / totalWeight : 0;
+            const confidence = Math.abs(normalizedScore);
+            const regime = confidence < cfg.neutralThreshold
+                ? MarketRegime.NEUTRAL
+                : normalizedScore > 0
+                    ? MarketRegime.BULLISH
+                    : MarketRegime.BEARISH;
+            const artifact = {
+                regime,
+                confidence,
+                btcBias,
+                ethBias,
+                btcWeight: cfg.btcWeight,
+                ethWeight: cfg.ethWeight,
+                timestamp: now,
+            };
+            await ctx.saveSharedArtifact(marketRegimeArtifact, artifact);
+            await ctx.setState({ lastRegime: regime, lastUpdated: now });
+            return {
+                timestamp: now,
+                signals: [],
+                scannedCount: assetWeights.length,
+                summary: {
+                    regime,
+                    confidence: Math.round(confidence * 1000) / 1000,
+                    btcBias,
+                    ethBias,
+                    compositeScore: Math.round(normalizedScore * 1000) / 1000,
+                },
+            };
+        },
+    });
+}
+//# sourceMappingURL=market-regime.js.map

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

@@ -0,0 +1,21 @@
+import { type Static } from "@sinclair/typebox";
+declare const momentumConfigSchema: import("@sinclair/typebox").TObject<{
+    timeframe: import("@sinclair/typebox").TString;
+    minMovePct: import("@sinclair/typebox").TNumber;
+    maxCandidates: import("@sinclair/typebox").TNumber;
+    minDayVolume: import("@sinclair/typebox").TNumber;
+    minSignalScore: import("@sinclair/typebox").TNumber;
+    requirePrescreened: import("@sinclair/typebox").TBoolean;
+}>;
+export type MomentumConfig = Static<typeof momentumConfigSchema>;
+export type { PrescreenedArtifact } from "../artifacts.js";
+/** Signal scanner that emits momentum breakout signals from candle price delta. */
+export declare function momentumScanner(): import("../index.js").Scanner<{
+    timeframe: string;
+    minMovePct: number;
+    maxCandidates: number;
+    minDayVolume: number;
+    minSignalScore: number;
+    requirePrescreened: boolean;
+}, Record<string, never>>;
+//# sourceMappingURL=momentum.d.ts.map

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

@@ -0,0 +1 @@
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package/dist/scanners/implementations/momentum.js

@@ -0,0 +1,128 @@
+import { Type } from "@sinclair/typebox";
+import { consumeSharedArtifact, prescreenedArtifact, } from "../artifacts.js";
+import { createScanner } from "../create-scanner.js";
+import { providerInput } from "../input-descriptors.js";
+import { clamp01 } from "../score-utils.js";
+import { PersistencePolicy, RetentionPolicy } from "../scanner-definition.js";
+const momentumConfigSchema = Type.Object({
+    timeframe: Type.String({ default: "1h" }),
+    minMovePct: Type.Number({ minimum: 0, default: 1.5 }),
+    maxCandidates: Type.Number({ minimum: 1, default: 20 }),
+    minDayVolume: Type.Number({ minimum: 0, default: 1_000_000 }),
+    minSignalScore: Type.Number({ minimum: 0, maximum: 1, default: 0.2 }),
+    requirePrescreened: Type.Boolean({ default: true }),
+});
+const defaultConfig = {
+    timeframe: "1h",
+    minMovePct: 1.5,
+    maxCandidates: 20,
+    minDayVolume: 1_000_000,
+    minSignalScore: 0.2,
+    requirePrescreened: true,
+};
+/** Signal scanner that emits momentum breakout signals from candle price delta. */
+export function momentumScanner() {
+    return createScanner({
+        id: "momentum",
+        signalType: "MOMENTUM_BREAKOUT",
+        description: "Emits directional momentum signals using latest candle move.",
+        intervalSeconds: 60,
+        retention: RetentionPolicy.ROLLING_WINDOW,
+        retentionMaxRuns: 200,
+        persistence: PersistencePolicy.ACTIONABLE_ONLY,
+        inputs: [
+            providerInput.instruments(),
+            providerInput.candles({ preferredAssetsFrom: prescreenedArtifact }),
+            consumeSharedArtifact(prescreenedArtifact),
+        ],
+        configSchema: momentumConfigSchema,
+        defaultConfig,
+        scan: async (ctx) => {
+            const now = ctx.now();
+            const instruments = ctx.inputs.instruments ?? [];
+            const candles = ctx.inputs.candles ?? {};
+            const prescreenedAssets = readPrescreenedAssetSet(ctx.inputs.artifacts.prescreened);
+            const candidates = resolveCandidateAssets(prescreenedAssets, instruments, ctx.config);
+            const signals = [];
+            for (const asset of candidates) {
+                const candleSeries = readSeries(candles, asset, ctx.config.timeframe);
+                if (!candleSeries) {
+                    continue;
+                }
+                const prev = candleSeries[candleSeries.length - 2]?.close ?? 0;
+                const last = candleSeries[candleSeries.length - 1]?.close ?? 0;
+                if (prev <= 0 || !Number.isFinite(prev) || !Number.isFinite(last)) {
+                    continue;
+                }
+                const changePct = ((last - prev) / prev) * 100;
+                if (Math.abs(changePct) < ctx.config.minMovePct) {
+                    continue;
+                }
+                const score = clamp01(Math.abs(changePct) / (ctx.config.minMovePct * 2));
+                if (score < ctx.config.minSignalScore) {
+                    continue;
+                }
+                signals.push({
+                    address: ctx.address,
+                    scannerId: ctx.scannerId,
+                    signalType: ctx.definition.signalType,
+                    asset,
+                    direction: changePct > 0 ? "LONG" : "SHORT",
+                    score,
+                    timestamp: now,
+                    factors: {
+                        move_threshold: true,
+                        prescreened: prescreenedAssets.has(asset),
+                    },
+                    meta: {
+                        timeframe: ctx.config.timeframe,
+                        changePct,
+                        lastClose: last,
+                        prevClose: prev,
+                    },
+                });
+            }
+            return {
+                timestamp: now,
+                scannedCount: candidates.length,
+                signals,
+                summary: {
+                    candidates: candidates.length,
+                    signals: signals.length,
+                },
+            };
+        },
+    });
+}
+function resolveCandidateAssets(prescreenedAssets, instruments, config) {
+    const fromPrescreener = [...prescreenedAssets].slice(0, config.maxCandidates);
+    if (fromPrescreener.length > 0) {
+        return fromPrescreener;
+    }
+    if (config.requirePrescreened) {
+        return [];
+    }
+    return instruments
+        .filter((instrument) => instrument.context.dayNtlVlm >= config.minDayVolume)
+        .sort((a, b) => b.context.dayNtlVlm - a.context.dayNtlVlm)
+        .slice(0, config.maxCandidates)
+        .map((instrument) => instrument.name);
+}
+function readPrescreenedAssetSet(artifact) {
+    if (!artifact) {
+        return new Set();
+    }
+    const assets = artifact.candidates
+        .map((candidate) => candidate.name)
+        .filter((asset) => asset !== null);
+    return new Set(assets);
+}
+function readSeries(candles, asset, timeframe) {
+    const perAsset = candles[asset];
+    const series = perAsset?.candles?.[timeframe];
+    if (!Array.isArray(series) || series.length < 2) {
+        return null;
+    }
+    return series;
+}
+//# sourceMappingURL=momentum.js.map

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

@@ -0,0 +1 @@
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package/dist/scanners/implementations/oi-tracker.d.ts

@@ -0,0 +1,13 @@
+import { type Static } from "@sinclair/typebox";
+declare const oiTrackerConfigSchema: import("@sinclair/typebox").TObject<{
+    minDayVolume: import("@sinclair/typebox").TNumber;
+    maxHistory: import("@sinclair/typebox").TNumber;
+}>;
+export type OiTrackerConfig = Static<typeof oiTrackerConfigSchema>;
+export type { OiHistoryArtifact } from "../artifacts.js";
+/** Infrastructure scanner that samples open-interest and writes the `oi-history` artifact. */
+export declare function oiTrackerScanner(): import("../index.js").Scanner<{
+    minDayVolume: number;
+    maxHistory: number;
+}, Record<string, never>>;
+//# sourceMappingURL=oi-tracker.d.ts.map

package/dist/scanners/implementations/oi-tracker.d.ts.map

@@ -0,0 +1 @@
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package/dist/scanners/implementations/oi-tracker.js

@@ -0,0 +1,67 @@
+import { Type } from "@sinclair/typebox";
+import { createScanner } from "../create-scanner.js";
+import { consumeSharedArtifact, oiHistoryArtifact, } from "../artifacts.js";
+import { PersistencePolicy, RetentionPolicy } from "../scanner-definition.js";
+import { providerInput } from "../input-descriptors.js";
+const oiTrackerConfigSchema = Type.Object({
+    minDayVolume: Type.Number({ minimum: 0, default: 1_000_000 }),
+    maxHistory: Type.Number({ minimum: 1, default: 60 }),
+});
+const defaultConfig = {
+    minDayVolume: 1_000_000,
+    maxHistory: 60,
+};
+/** Infrastructure scanner that samples open-interest and writes the `oi-history` artifact. */
+export function oiTrackerScanner() {
+    return createScanner({
+        id: "oi-tracker",
+        signalType: "OI_TRACKER",
+        description: "Collects OI snapshots for liquid instruments.",
+        intervalSeconds: 60,
+        retention: RetentionPolicy.LAST_ONLY,
+        persistence: PersistencePolicy.ALWAYS,
+        inputs: [
+            providerInput.instruments(),
+            consumeSharedArtifact(oiHistoryArtifact),
+        ],
+        artifacts: {
+            produces: [oiHistoryArtifact],
+        },
+        configSchema: oiTrackerConfigSchema,
+        defaultConfig,
+        scan: async (ctx) => {
+            const now = ctx.now();
+            const instruments = ctx.inputs.instruments ?? [];
+            const current = ctx.inputs.artifacts["oi-history"] ?? {};
+            const nextHistory = Object.fromEntries(Object.entries(current).map(([asset, history]) => [asset, [...history]]));
+            let tracked = 0;
+            for (const instrument of instruments) {
+                if (instrument.isDelisted) {
+                    continue;
+                }
+                if (instrument.context.dayNtlVlm < ctx.config.minDayVolume) {
+                    continue;
+                }
+                const snapshot = {
+                    oi: instrument.context.openInterest,
+                    price: instrument.context.markPx,
+                    timestamp: now,
+                };
+                const history = [...(nextHistory[instrument.name] ?? []), snapshot];
+                nextHistory[instrument.name] = history.slice(-ctx.config.maxHistory);
+                tracked += 1;
+            }
+            await ctx.saveSharedArtifact(oiHistoryArtifact, nextHistory);
+            return {
+                timestamp: now,
+                scannedCount: tracked,
+                signals: [],
+                summary: {
+                    instrumentCount: instruments.length,
+                    trackedCount: tracked,
+                },
+            };
+        },
+    });
+}
+//# sourceMappingURL=oi-tracker.js.map

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

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

@@ -0,0 +1,104 @@
+import { type Static } from "@sinclair/typebox";
+import { type MarketRegimeArtifact } from "../artifacts.js";
+import type { Candle, SmMarket } from "../types.js";
+declare const opportunityConfigSchema: import("@sinclair/typebox").TObject<{
+    minCompositeScore: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+    pillarWeights: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TObject<{
+        smartMoney: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+        marketStructure: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+        technicals: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+        funding: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+    }>>;
+    rsiPeriod: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+    emaFast: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+    emaSlow: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+    maxCandidates: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+    minDayVolume: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+    hardDisqualifiers: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TObject<{
+        counterTrendStrengthThreshold: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+        extremeRsiBounds: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TTuple<[import("@sinclair/typebox").TNumber, import("@sinclair/typebox").TNumber]>>;
+        volumeDyingMultiplier: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+        heavyFundingAnnualizedPct: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+        btcHeadwindThreshold: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+    }>>;
+}>;
+export type OpportunityConfig = Static<typeof opportunityConfigSchema>;
+interface ResolvedHardDisqualifiers {
+    counterTrendStrengthThreshold: number;
+    extremeRsiBounds: [number, number];
+    volumeDyingMultiplier: number;
+    heavyFundingAnnualizedPct: number;
+    btcHeadwindThreshold: number;
+}
+export interface OpportunityState {
+    previousScores: Record<string, number>;
+    scanCount: number;
+}
+/** Annualizes a Hyperliquid hourly funding rate to a percentage. */
+export declare function annualizeFunding(rate: number): number;
+/** Determines if funding direction is favorable for the given position side. */
+export declare function isFundingFavorable(direction: "LONG" | "SHORT", fundingRate: number): boolean;
+/**
+ * Scores the funding pillar (0-100).
+ * Ported from Fox's opportunity-scan-v6.py `score_funding()`.
+ */
+export declare function scoreFunding(fundingRate: number, direction: "LONG" | "SHORT"): number;
+/**
+ * Scores the smart-money pillar (0-100).
+ *
+ * Factors: trader count concentration + contribution conviction.
+ */
+export declare function scoreSmartMoney(sm: SmMarket | undefined): number;
+/**
+ * Scores the market structure pillar (0-100).
+ *
+ * Uses swing pattern detection on highs/lows for the given direction.
+ */
+export declare function scoreMarketStructure(candles: Candle[], direction: "LONG" | "SHORT"): number;
+/**
+ * Scores the technicals pillar (0-100).
+ *
+ * Uses RSI + EMA crossover for trend alignment with direction.
+ */
+export declare function scoreTechnicals(candles: Candle[], direction: "LONG" | "SHORT", rsiPeriod: number, emaFast: number, emaSlow: number): number;
+export interface DisqualifyResult {
+    disqualified: boolean;
+    reason?: string;
+}
+/**
+ * Checks hard disqualifiers. Returns the first matching reason or null.
+ */
+export declare function checkDisqualifiers(candles: Candle[], direction: "LONG" | "SHORT", fundingRate: number, regimeArtifact: MarketRegimeArtifact | undefined, cfg: ResolvedHardDisqualifiers, emaFast: number, emaSlow: number, rsiPeriod: number): DisqualifyResult;
+/**
+ * Creates the opportunity scanner.
+ *
+ * Deep technical scan across prescreened candidates with 4-pillar scoring:
+ * Smart Money (25%), Market Structure (25%), Technicals (25%), Funding (25%).
+ *
+ * Hard disqualifiers are applied before pillar scoring to eliminate noise.
+ * Depends on the prescreener artifact (required) and market-regime artifact
+ * (optional) for macro context.
+ */
+export declare function opportunityScanner(): import("../index.js").Scanner<{
+    maxCandidates?: number | undefined;
+    minDayVolume?: number | undefined;
+    emaFast?: number | undefined;
+    emaSlow?: number | undefined;
+    minCompositeScore?: number | undefined;
+    pillarWeights?: {
+        funding?: number | undefined;
+        smartMoney?: number | undefined;
+        marketStructure?: number | undefined;
+        technicals?: number | undefined;
+    } | undefined;
+    rsiPeriod?: number | undefined;
+    hardDisqualifiers?: {
+        counterTrendStrengthThreshold?: number | undefined;
+        extremeRsiBounds?: [number, number] | undefined;
+        volumeDyingMultiplier?: number | undefined;
+        heavyFundingAnnualizedPct?: number | undefined;
+        btcHeadwindThreshold?: number | undefined;
+    } | undefined;
+}, OpportunityState>;
+export {};
+//# sourceMappingURL=opportunity.d.ts.map

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

@@ -0,0 +1 @@
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