@senpi/trading-recipe 1.0.21

package/dist/dsl/events/guards.d.ts

@@ -0,0 +1,17 @@
+/**
+ * Type guards for event payloads.
+ * DSL complies with the hook system: handlers accept HookEvent or legacy flat payloads.
+ */
+import type { HookEvent } from "../../types/hooks.js";
+import type { PositionOpenedEvent, PositionClosedEvent, PositionFlippedEvent } from "../../types/dsl/index.js";
+export declare function isHookEvent(payload: unknown): payload is HookEvent;
+/** Map hook event (on_position_opened) to internal PositionOpenedEvent. */
+export declare function hookToPositionOpenedEvent(event: HookEvent): PositionOpenedEvent | null;
+/** Map hook event (on_position_closed) to internal PositionClosedEvent. */
+export declare function hookToPositionClosedEvent(event: HookEvent): PositionClosedEvent | null;
+/** Map hook event (on_position_flipped) to internal PositionFlippedEvent. */
+export declare function hookToPositionFlippedEvent(event: HookEvent): PositionFlippedEvent | null;
+export declare function isPositionOpenedEvent(payload: unknown): payload is PositionOpenedEvent;
+export declare function isPositionClosedEvent(payload: unknown): payload is PositionClosedEvent;
+export declare function isPositionFlippedEvent(payload: unknown): payload is PositionFlippedEvent;
+//# sourceMappingURL=guards.d.ts.map

package/dist/dsl/events/guards.d.ts.map

@@ -0,0 +1 @@
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package/dist/dsl/events/guards.js

@@ -0,0 +1,94 @@
+/**
+ * Type guards for event payloads.
+ * DSL complies with the hook system: handlers accept HookEvent or legacy flat payloads.
+ */
+export function isHookEvent(payload) {
+    if (!payload || typeof payload !== "object")
+        return false;
+    const o = payload;
+    return (typeof o.type === "string" &&
+        typeof o.address === "string" &&
+        o.address.length > 0 &&
+        o.data != null &&
+        typeof o.data === "object");
+}
+/** Map hook event (on_position_opened) to internal PositionOpenedEvent. */
+export function hookToPositionOpenedEvent(event) {
+    const d = event.data;
+    const asset = typeof d?.asset === "string" ? d.asset : undefined;
+    const direction = typeof d?.direction === "string" ? d.direction : undefined;
+    const size = typeof d?.size === "number" ? d.size : (typeof d?.size === "string" ? Number(d.size) : NaN);
+    const entryPrice = typeof d?.entryPrice === "number" ? d.entryPrice : (typeof d?.entryPrice === "string" ? Number(d.entryPrice) : NaN);
+    const leverage = typeof d?.leverage === "number" ? d.leverage : (typeof d?.leverage === "string" ? Number(d.leverage) : 1);
+    if (!asset || !direction || !Number.isFinite(entryPrice))
+        return null;
+    const sziNum = direction === "LONG" ? (Number.isFinite(size) ? size : 0) : (Number.isFinite(size) ? -size : 0);
+    return {
+        address: event.address,
+        wallet: (typeof d?.wallet === "string" ? d.wallet : null) ?? event.address,
+        dex: typeof d?.dex === "string" ? d.dex : "",
+        coin: asset,
+        szi: String(sziNum),
+        entryPx: String(entryPrice),
+        leverage: Number.isFinite(leverage) ? leverage : 1,
+    };
+}
+/** Map hook event (on_position_closed) to internal PositionClosedEvent. */
+export function hookToPositionClosedEvent(event) {
+    const d = event.data;
+    const asset = typeof d?.asset === "string" ? d.asset : (typeof d?.coin === "string" ? d.coin : undefined);
+    if (!asset)
+        return null;
+    return {
+        address: event.address,
+        asset,
+        wallet: (typeof d?.wallet === "string" ? d.wallet : null) ?? event.address,
+    };
+}
+/** Map hook event (on_position_flipped) to internal PositionFlippedEvent. */
+export function hookToPositionFlippedEvent(event) {
+    const d = event.data;
+    const asset = typeof d?.asset === "string" ? d.asset : undefined;
+    const coin = typeof d?.coin === "string" ? d.coin : undefined;
+    const szi = d?.szi != null ? String(d.szi) : undefined;
+    const entryPx = d?.entryPx != null ? String(d.entryPx) : undefined;
+    const leverage = typeof d?.leverage === "number" ? d.leverage : (typeof d?.leverage === "string" ? Number(d.leverage) : 1);
+    if (!asset || !coin || szi == null || entryPx == null)
+        return null;
+    return {
+        address: event.address,
+        asset,
+        wallet: (typeof d?.wallet === "string" ? d.wallet : null) ?? event.address,
+        dex: typeof d?.dex === "string" ? d.dex : "",
+        coin,
+        szi,
+        entryPx,
+        leverage: Number.isFinite(leverage) ? leverage : 1,
+    };
+}
+export function isPositionOpenedEvent(payload) {
+    if (!payload || typeof payload !== "object")
+        return false;
+    const o = payload;
+    return (typeof o.address === "string" &&
+        o.address.length > 0 &&
+        typeof o.wallet === "string" &&
+        o.wallet.length > 0 &&
+        typeof o.coin === "string" &&
+        o.coin.length > 0 &&
+        (typeof o.szi === "string" || typeof o.szi === "number") &&
+        (typeof o.entryPx === "string" || typeof o.entryPx === "number") &&
+        (typeof o.leverage === "number" || o.leverage === undefined));
+}
+export function isPositionClosedEvent(payload) {
+    if (!payload || typeof payload !== "object")
+        return false;
+    const o = payload;
+    return typeof o.address === "string" && o.address.length > 0 && typeof o.asset === "string" && o.asset.length > 0;
+}
+export function isPositionFlippedEvent(payload) {
+    if (!isPositionOpenedEvent(payload))
+        return false;
+    return "asset" in payload && typeof payload.asset === "string" && payload.asset.length > 0;
+}
+//# sourceMappingURL=guards.js.map

package/dist/dsl/events/guards.js.map

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package/dist/dsl/events/handlers.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Event handlers: position.opened/closed/flipped.
+ * Strategy close is not handled; position.closed events cover positions closed by strategy close.
+ * Flush state before emitting (atomicity).
+ */
+import type { SenpiClient } from "../../senpi/client.js";
+import type { SenpiEventBus } from "./bus-types.js";
+import type { DslPluginConfig } from "../../types/dsl/index.js";
+import type { StateManager } from "../../state/index.js";
+export declare function createEventHandlers(config: DslPluginConfig, stateManager: StateManager, senpiClient: SenpiClient, bus: SenpiEventBus, baseDir: string): {
+    handlePositionOpened: (payload: unknown) => Promise<void>;
+    handlePositionClosed: (payload: unknown) => Promise<void>;
+    handlePositionFlipped: (payload: unknown) => Promise<void>;
+};
+//# sourceMappingURL=handlers.d.ts.map

package/dist/dsl/events/handlers.d.ts.map

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package/dist/dsl/events/handlers.js

@@ -0,0 +1,252 @@
+/**
+ * Event handlers: position.opened/closed/flipped.
+ * Strategy close is not handled; position.closed events cover positions closed by strategy close.
+ * Flush state before emitting (atomicity).
+ */
+import { CLOSE_REASON, DSL_STATE_VERSION, DSL_EVENTS, EVENTS, PHASE1_DEFAULT_BREACHES, PHASE2_DEFAULT_BREACHES, PRICE_DECIMALS, } from "../../constants/dsl/index.js";
+import { logger } from "../../utils/logger/dsl.js";
+import { isHookEvent, hookToPositionOpenedEvent, hookToPositionClosedEvent, hookToPositionFlippedEvent, isPositionOpenedEvent, isPositionClosedEvent, isPositionFlippedEvent, } from "./guards.js";
+function now() {
+    return new Date().toISOString();
+}
+function round(v, d) {
+    const f = 10 ** d;
+    return Math.round(v * f) / f;
+}
+function phase1FloorFromPreset(entryPrice, direction, maxLossPct, leverage) {
+    const pct = maxLossPct / 100 / leverage;
+    if (direction === "LONG")
+        return round(entryPrice * (1 - pct), PRICE_DECIMALS);
+    return round(entryPrice * (1 + pct), PRICE_DECIMALS);
+}
+function buildInitialState(event, preset, phase1Floor) {
+    const asset = event.coin;
+    const direction = parseFloat(String(event.szi)) > 0 ? "LONG" : "SHORT";
+    const size = Math.abs(parseFloat(String(event.szi)));
+    const entryPrice = parseFloat(String(event.entryPx));
+    const leverage = event.leverage ?? 1;
+    const phase2Retrace = preset.phase2RetraceFromHW ?? Math.max(5, Math.min(10, (preset.tiers[0]?.triggerPct ?? 10) / 2));
+    const phase2TriggerTier = preset.phase2TriggerTier ?? 0;
+    const phase1Breaches = preset.phase1BreachesRequired ?? PHASE1_DEFAULT_BREACHES;
+    const phase2Breaches = preset.phase2BreachesRequired ?? PHASE2_DEFAULT_BREACHES;
+    const ts = now();
+    const phase1 = {
+        retraceThreshold: preset.tiers[0]?.triggerPct ?? 10,
+        absoluteFloor: phase1Floor,
+        consecutiveBreachesRequired: phase1Breaches,
+        ...(preset.phase1HardTimeout && { hardTimeout: preset.phase1HardTimeout }),
+        ...(preset.phase1WeakPeakCut && { weakPeakCut: preset.phase1WeakPeakCut }),
+        ...(preset.phase1DeadWeightCut && { deadWeightCut: preset.phase1DeadWeightCut }),
+    };
+    return {
+        version: DSL_STATE_VERSION,
+        asset,
+        address: event.address,
+        direction,
+        entryPrice,
+        size,
+        leverage,
+        wallet: event.wallet,
+        dex: event.dex ?? "",
+        highWaterPrice: entryPrice,
+        hwTimestamp: ts,
+        highWaterRoe: 0,
+        lockMode: preset.lockMode ?? "pctOfHighWater",
+        phase: 1,
+        currentBreachCount: 0,
+        currentTierIndex: null,
+        tierFloorPrice: 0,
+        floorPrice: phase1Floor,
+        tiers: preset.tiers,
+        phase1,
+        phase2: {
+            retraceFromHW: phase2Retrace,
+            consecutiveBreachesRequired: phase2Breaches,
+        },
+        phase2TriggerTier,
+        slOrderId: null,
+        lastSyncedFloorPrice: null,
+        slOrderIdUpdatedAt: null,
+        lastSlSyncError: null,
+        pendingClose: false,
+        active: true,
+        createdAt: ts,
+        lastCheck: ts,
+        lastPrice: entryPrice,
+        consecutiveFetchFailures: 0,
+        tickCount: 0,
+        peakROE: 0,
+        lastError: null,
+        lastErrorAt: null,
+        closedAt: null,
+        closeReason: null,
+        currentROE: 0,
+        trailingFloor: phase1Floor,
+        distanceToFloor: 0,
+        distancePct: 0,
+        retracePct: 0,
+        elapsedMinutes: 0,
+        breachesRequired: phase1Breaches,
+        distanceToNextTierPct: preset.tiers[0]?.triggerPct ?? null,
+        lockedProfitPct: 0,
+        phaseSince: ts,
+        tierSince: null,
+    };
+}
+export function createEventHandlers(config, stateManager, senpiClient, bus, baseDir) {
+    async function handlePositionOpened(payload) {
+        let event = null;
+        if (isHookEvent(payload)) {
+            event = hookToPositionOpenedEvent(payload);
+            if (!event) {
+                logger.warn("[dsl] on_position_opened received but payload could not be normalized (missing asset/direction/entryPrice?)", {
+                    hasData: !!payload.data,
+                    dataKeys: (payload && typeof payload === "object" && payload.data)
+                        ? Object.keys(payload.data)
+                        : [],
+                });
+                return;
+            }
+        }
+        else if (isPositionOpenedEvent(payload)) {
+            event = payload;
+        }
+        if (!event)
+            return;
+        const presetName = event.preset ?? config.preset;
+        const preset = config.presets[presetName];
+        if (!preset) {
+            logger.warn("preset not found, skipping DSL", { presetName, asset: event.coin });
+            return;
+        }
+        const entryPrice = parseFloat(String(event.entryPx));
+        const direction = parseFloat(String(event.szi)) > 0 ? "LONG" : "SHORT";
+        const leverage = event.leverage ?? 1;
+        const floor = phase1FloorFromPreset(entryPrice, direction, preset.maxLossPct, leverage);
+        logger.info("[dsl] position.opened handling", {
+            address: event.address,
+            asset: event.coin,
+            dex: event.dex ?? "",
+            preset: presetName,
+            floor,
+            wallet: event.wallet,
+        });
+        const state = buildInitialState(event, preset, floor);
+        await stateManager.setDslState(event.address, event.coin, event.dex ?? "", state);
+        logger.info("[dsl] initial state written, calling editPosition for initial SL", {
+            asset: event.coin,
+            wallet: event.wallet,
+            dex: event.dex || undefined,
+            floor,
+        });
+        try {
+            const res = await senpiClient.editPosition(event.wallet, {
+                coin: event.coin,
+                dex: event.dex || undefined,
+                stopLoss: { triggerPx: floor },
+            });
+            state.slOrderId = res.slOrderId ?? null;
+            state.lastSyncedFloorPrice = floor;
+            state.slOrderIdUpdatedAt = now();
+            state.lastSlSyncError = null;
+            logger.info("[dsl] editPosition (initial SL) result", {
+                asset: event.coin,
+                resSlOrderId: res.slOrderId,
+                stateSlOrderId: state.slOrderId,
+                resKeys: res && typeof res === "object" ? Object.keys(res) : [],
+            });
+        }
+        catch (err) {
+            state.slOrderId = null;
+            state.lastSlSyncError = String(err);
+            state.lastError = String(err);
+            state.lastErrorAt = now();
+            logger.warn("initial SL place failed", { asset: event.coin, err });
+        }
+        logger.info("[dsl] writing state after initial SL", {
+            asset: event.coin,
+            slOrderId: state.slOrderId,
+            key: `${event.address}/dsl-${event.dex === "xyz" ? "xyz--" : ""}${event.coin}`,
+        });
+        await stateManager.setDslState(event.address, event.coin, event.dex ?? "", state);
+        bus.emit(DSL_EVENTS.CREATED, {
+            address: event.address,
+            asset: event.coin,
+            preset: presetName,
+            tiers: preset.tiers,
+            floorPrice: floor,
+            timestamp: now(),
+        });
+    }
+    async function handlePositionClosed(payload) {
+        let event = null;
+        const fromHook = isHookEvent(payload);
+        if (fromHook) {
+            event = hookToPositionClosedEvent(payload);
+        }
+        else if (isPositionClosedEvent(payload)) {
+            event = payload;
+        }
+        if (!event)
+            return;
+        logger.info("[dsl] position.closed handling", { address: event.address, asset: event.asset });
+        const state = stateManager.getDslStateByAsset(event.address, event.asset);
+        if (!state?.active)
+            return;
+        logger.info("[dsl] closing active state", { asset: event.asset, slOrderId: state.slOrderId });
+        let reason = CLOSE_REASON.MANUAL_CLOSE;
+        if (state.slOrderId != null) {
+            try {
+                const status = await senpiClient.getOrderStatus(event.wallet, state.slOrderId);
+                if (status?.filled)
+                    reason = CLOSE_REASON.SL_HIT;
+            }
+            catch (e) {
+                logger.warn("getOrderStatus failed, assuming manual_close", { asset: event.asset, err: e });
+            }
+        }
+        // Preserve action-provided closeReason when present (e.g. close-position action sends "take_profit")
+        const rawCloseReason = fromHook ? payload.data?.closeReason : undefined;
+        const dataCloseReason = typeof rawCloseReason === "string" ? rawCloseReason : null;
+        const archiveCloseReason = reason === CLOSE_REASON.MANUAL_CLOSE && dataCloseReason ? dataCloseReason : reason;
+        const closedState = { ...state, active: false, closedAt: now(), closeReason: archiveCloseReason };
+        await stateManager.archiveAndDeleteDslState(event.address, event.asset, state.dex, closedState);
+        bus.emit(EVENTS.POSITION_CLOSED, {
+            address: event.address,
+            asset: event.asset,
+            wallet: state.wallet,
+            reason,
+            closeReason: archiveCloseReason,
+            timestamp: now(),
+        });
+    }
+    async function handlePositionFlipped(payload) {
+        let event = null;
+        if (isHookEvent(payload)) {
+            event = hookToPositionFlippedEvent(payload);
+        }
+        else if (isPositionFlippedEvent(payload)) {
+            event = payload;
+        }
+        if (!event)
+            return;
+        logger.info("[dsl] position.flipped handling", { address: event.address, asset: event.asset });
+        const oldState = stateManager.getDslState(event.address, event.asset, event.dex ?? "");
+        if (oldState?.active) {
+            const closedState = { ...oldState, active: false, closedAt: now(), closeReason: CLOSE_REASON.FLIPPED };
+            await stateManager.archiveAndDeleteDslState(event.address, event.asset, oldState.dex, closedState);
+        }
+        // Flip = same asset, reverse direction. Ensure new position is for event.asset so we don't create state for a different coin.
+        const openedPayload = {
+            ...event,
+            coin: event.asset,
+        };
+        await handlePositionOpened(openedPayload);
+    }
+    return {
+        handlePositionOpened,
+        handlePositionClosed,
+        handlePositionFlipped,
+    };
+}
+//# sourceMappingURL=handlers.js.map

package/dist/dsl/events/handlers.js.map

@@ -0,0 +1 @@
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package/dist/dsl/events/index.d.ts

@@ -0,0 +1,4 @@
+export { SENPI_COMPONENT_REGISTER, SENPI_PLAYBOOK_READY, type SenpiEventBus } from "./bus-types.js";
+export { isHookEvent, hookToPositionOpenedEvent, hookToPositionClosedEvent, hookToPositionFlippedEvent, isPositionOpenedEvent, isPositionClosedEvent, isPositionFlippedEvent, } from "./guards.js";
+export { createEventHandlers } from "./handlers.js";
+//# sourceMappingURL=index.d.ts.map

package/dist/dsl/events/index.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/dsl/events/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,wBAAwB,EAAE,oBAAoB,EAAE,KAAK,aAAa,EAAE,MAAM,gBAAgB,CAAC;AACpG,OAAO,EACL,WAAW,EACX,yBAAyB,EACzB,yBAAyB,EACzB,0BAA0B,EAC1B,qBAAqB,EACrB,qBAAqB,EACrB,sBAAsB,GACvB,MAAM,aAAa,CAAC;AACrB,OAAO,EAAE,mBAAmB,EAAE,MAAM,eAAe,CAAC"}

package/dist/dsl/events/index.js

@@ -0,0 +1,4 @@
+export { SENPI_COMPONENT_REGISTER, SENPI_PLAYBOOK_READY } from "./bus-types.js";
+export { isHookEvent, hookToPositionOpenedEvent, hookToPositionClosedEvent, hookToPositionFlippedEvent, isPositionOpenedEvent, isPositionClosedEvent, isPositionFlippedEvent, } from "./guards.js";
+export { createEventHandlers } from "./handlers.js";
+//# sourceMappingURL=index.js.map

package/dist/dsl/events/index.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/dsl/events/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,wBAAwB,EAAE,oBAAoB,EAAsB,MAAM,gBAAgB,CAAC;AACpG,OAAO,EACL,WAAW,EACX,yBAAyB,EACzB,yBAAyB,EACzB,0BAA0B,EAC1B,qBAAqB,EACrB,qBAAqB,EACrB,sBAAsB,GACvB,MAAM,aAAa,CAAC;AACrB,OAAO,EAAE,mBAAmB,EAAE,MAAM,eAAe,CAAC"}

package/dist/dsl/index.d.ts

@@ -0,0 +1,13 @@
+/**
+ * DSL feature of Senpi core trading plugin.
+ * Registers exit/dsl component and exposes DSL types/API.
+ */
+import type { SenpiEventBus } from "./events/index.js";
+export declare function initDsl(bus: SenpiEventBus): void;
+export { DslPlugin } from "./plugin/index.js";
+export { logger as dslLogger, setLogLevel as setDslLogLevel } from "../utils/logger/dsl.js";
+export type { DslPluginConfig, DslState, DslTickResult } from "../types/dsl/index.js";
+export { parseDslPluginConfig } from "./config/index.js";
+export type { ExitBlockConfig } from "./config/index.js";
+export { EVENTS, DSL_EVENTS } from "../constants/dsl/index.js";
+//# sourceMappingURL=index.d.ts.map

package/dist/dsl/index.d.ts.map

@@ -0,0 +1 @@
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package/dist/dsl/index.js

@@ -0,0 +1,35 @@
+/**
+ * DSL feature of Senpi core trading plugin.
+ * Registers exit/dsl component and exposes DSL types/API.
+ */
+import { SENPI_COMPONENT_REGISTER, SENPI_PLAYBOOK_READY } from "./events/index.js";
+import { DslPlugin } from "./plugin/index.js";
+import { COMPONENT_TYPE_EXIT_DSL, DSL_EVENTS, EVENTS } from "../constants/dsl/index.js";
+function registerExitDsl(bus) {
+    bus.emit(SENPI_COMPONENT_REGISTER, {
+        type: COMPONENT_TYPE_EXIT_DSL,
+        id: "dsl",
+        factory: (config, b) => DslPlugin.create({ config: config, bus: b }),
+        manifest: {
+            eventsConsumed: [EVENTS.POSITION_OPENED, EVENTS.POSITION_CLOSED, EVENTS.POSITION_FLIPPED],
+            eventsEmitted: [
+                DSL_EVENTS.CREATED,
+                DSL_EVENTS.PHASE_CHANGED,
+                DSL_EVENTS.TIER_ADVANCED,
+                DSL_EVENTS.SL_UPDATED,
+                DSL_EVENTS.CLOSE_PENDING,
+                EVENTS.POSITION_CLOSED,
+                DSL_EVENTS.SETTINGS_UPDATED,
+            ],
+        },
+    });
+}
+export function initDsl(bus) {
+    registerExitDsl(bus);
+    bus.on(SENPI_PLAYBOOK_READY, () => registerExitDsl(bus));
+}
+export { DslPlugin } from "./plugin/index.js";
+export { logger as dslLogger, setLogLevel as setDslLogLevel } from "../utils/logger/dsl.js";
+export { parseDslPluginConfig } from "./config/index.js";
+export { EVENTS, DSL_EVENTS } from "../constants/dsl/index.js";
+//# sourceMappingURL=index.js.map

package/dist/dsl/index.js.map

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package/dist/dsl/monitor/index.d.ts

@@ -0,0 +1,18 @@
+/**
+ * Single-interval price monitor: batch prices (one call per dex), then process strategies
+ * and positions in parallel. Price fetch is 2 calls total (main dex + xyz dex).
+ * Each tick runs reconciliation with the backend so positions closed externally are archived.
+ */
+import type { SenpiClient } from "../../senpi/client.js";
+import type { SenpiEventBus } from "../events/index.js";
+import type { StateManager } from "../../state/index.js";
+export interface PriceMonitorOptions {
+    stateManager: StateManager;
+    senpiClient: SenpiClient;
+    bus: SenpiEventBus;
+    baseDir: string;
+}
+export declare function createPriceMonitor(options: PriceMonitorOptions): {
+    tick: () => Promise<void>;
+};
+//# sourceMappingURL=index.d.ts.map

package/dist/dsl/monitor/index.d.ts.map

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