@senpi/trading-recipe 1.0.37 → 1.0.39

package/dist/scanners/implementations/strategy-monitor.d.ts

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+import { type Static } from "@sinclair/typebox";
+import type { ClearingHousePosition } from "./liquidation-watchdog.js";
+declare const strategyMonitorConfigSchema: import("@sinclair/typebox").TObject<{
+    sizeChangeEpsilon: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+}>;
+/**
+ * Scanner config for `strategy-monitor`.
+ *
+ * @property sizeChangeEpsilon — Absolute threshold below which position size
+ *   differences are treated as unchanged. Prevents false INCREASED/DECREASED
+ *   deltas caused by IEEE 754 floating-point drift between consecutive MCP
+ *   snapshots (e.g. `1.0` → `1.0000000001`).
+ *
+ *   Used in two places:
+ *   - {@link normalizeStrategyMonitorPositions}: positions with absolute size
+ *     at or below epsilon are discarded (treated as "no position").
+ *   - {@link diffStrategyMonitorPositions}: same-key, same-direction positions
+ *     whose size difference falls within epsilon are treated as unchanged.
+ *
+ *   Default `1e-9` is small enough to suppress float noise without masking
+ *   real sub-unit size changes on any major perpetual venue.
+ */
+export type StrategyMonitorConfig = Static<typeof strategyMonitorConfigSchema>;
+/**
+ * Supported position delta categories emitted by the strategy monitor.
+ *
+ * Assumption:
+ * one state transition for one position key maps to exactly one delta type per
+ * run. A flipped position does not also emit increased/decreased in the same
+ * iteration.
+ */
+export type StrategyMonitorDeltaType = "POSITION_OPENED" | "POSITION_CLOSED" | "POSITION_INCREASED" | "POSITION_DECREASED" | "POSITION_FLIPPED";
+/**
+ * Canonical in-memory snapshot for one open strategy position.
+ *
+ * Constraint:
+ * position identity is tracked by the composite `(dex, asset)` pair so the
+ * same base asset can be monitored independently across multiple venues.
+ */
+export interface StrategyMonitorPositionSnapshot {
+    key: string;
+    asset: string;
+    dex: string;
+    direction: "LONG" | "SHORT";
+    size: number;
+    entryPrice: number;
+    leverage: number;
+    liquidationPrice: number | null;
+    unrealizedPnl: number;
+    roe: number;
+}
+/**
+ * One replay-safe delta between two canonical snapshots of the same position
+ * key.
+ *
+ * `previous` and `current` are both carried so the delta stream can later be
+ * replayed without re-fetching clearing house state.
+ */
+export interface StrategyMonitorDelta {
+    type: StrategyMonitorDeltaType;
+    asset: string;
+    dex: string;
+    positionKey: string;
+    previous: StrategyMonitorPositionSnapshot | null;
+    current: StrategyMonitorPositionSnapshot | null;
+    sizeDelta: number | null;
+}
+/**
+ * Persisted scanner-local state for `strategy-monitor`.
+ *
+ * Only the latest canonical snapshot is stored here. The historical delta
+ * series lives in persisted scan results.
+ */
+export interface StrategyMonitorState {
+    iteration: number;
+    lastObservedAt: number;
+    currentPositions: Record<string, StrategyMonitorPositionSnapshot>;
+}
+/**
+ * Normalizes clearing-house positions into a canonical snapshot keyed by
+ * composite `dex:asset` identity.
+ *
+ * Assumptions and constraints:
+ * - empty asset names are ignored
+ * - zero-size and near-zero-size rows are ignored
+ * - duplicate `(dex, asset)` rows are resolved as "last one wins"
+ * - position size is stored as an absolute value; direction is tracked
+ *   separately
+ */
+export declare function normalizeStrategyMonitorPositions(positions: readonly ClearingHousePosition[], sizeChangeEpsilon?: number): Record<string, StrategyMonitorPositionSnapshot>;
+/**
+ * Compares two canonical snapshot maps and returns the position deltas needed
+ * to move from `previous` to `current`.
+ *
+ * Precedence:
+ * flipped > opened/closed > increased/decreased
+ */
+export declare function diffStrategyMonitorPositions(previous: Record<string, StrategyMonitorPositionSnapshot>, current: Record<string, StrategyMonitorPositionSnapshot>, sizeChangeEpsilon?: number): StrategyMonitorDelta[];
+/**
+ * Applies one emitted delta to a snapshot map.
+ *
+ * This is primarily intended for tests and future replay support.
+ */
+export declare function applyStrategyMonitorDelta(snapshot: Record<string, StrategyMonitorPositionSnapshot>, delta: StrategyMonitorDelta): Record<string, StrategyMonitorPositionSnapshot>;
+/**
+ * Creates the strategy-monitor scanner.
+ *
+ * Behavior:
+ * - reads the latest clearing-house snapshot for the registered strategy wallet
+ * - diffs it against the previously persisted canonical snapshot
+ * - persists the new canonical snapshot
+ * - emits one non-actionable signal per detected delta
+ */
+export declare function strategyMonitorScanner(): import("../index.js").Scanner<{
+    sizeChangeEpsilon?: number | undefined;
+}, StrategyMonitorState>;
+export {};
+//# sourceMappingURL=strategy-monitor.d.ts.map

package/dist/scanners/implementations/strategy-monitor.d.ts.map

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package/dist/scanners/implementations/strategy-monitor.js

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+import { Type } from "@sinclair/typebox";
+import { createScanner } from "../create-scanner.js";
+import { providerInput } from "../input-descriptors.js";
+import { PersistencePolicy, RetentionPolicy } from "../scanner-definition.js";
+const strategyMonitorConfigSchema = Type.Object({
+    sizeChangeEpsilon: Type.Optional(Type.Number({ minimum: 0, default: 1e-9 })),
+});
+const DEFAULT_SIZE_CHANGE_EPSILON = 1e-9;
+const directionSchema = Type.Union([
+    Type.Literal("LONG"),
+    Type.Literal("SHORT"),
+]);
+const positionSnapshotSchema = Type.Object({
+    key: Type.String(),
+    asset: Type.String(),
+    dex: Type.String(),
+    direction: directionSchema,
+    size: Type.Number({ minimum: 0 }),
+    entryPrice: Type.Number(),
+    leverage: Type.Number(),
+    liquidationPrice: Type.Union([Type.Number(), Type.Null()]),
+    unrealizedPnl: Type.Number(),
+    roe: Type.Number(),
+});
+const strategyMonitorStateSchema = Type.Object({
+    iteration: Type.Number({ minimum: 0 }),
+    lastObservedAt: Type.Number({ minimum: 0 }),
+    currentPositions: Type.Record(Type.String(), positionSnapshotSchema),
+});
+const defaultConfig = {
+    sizeChangeEpsilon: DEFAULT_SIZE_CHANGE_EPSILON,
+};
+const defaultState = {
+    iteration: 0,
+    lastObservedAt: 0,
+    currentPositions: {},
+};
+/** Resolves optional config values into a fully populated runtime config. */
+function resolveConfig(config) {
+    return {
+        ...defaultConfig,
+        ...Object.fromEntries(Object.entries(config).filter(([, value]) => value !== undefined)),
+    };
+}
+/** Small guard used when normalizing provider payloads. */
+function isFiniteNumber(value) {
+    return Number.isFinite(value);
+}
+function resolveDirection(size) {
+    return size >= 0 ? "LONG" : "SHORT";
+}
+function normalizeRoe(returnOnEquity) {
+    return returnOnEquity * 100;
+}
+/** Produces the stable composite identity used for scanner state and replay. */
+function buildPositionKey(asset, dex) {
+    const normalizedDex = dex.trim() || "main";
+    return `${normalizedDex}:${asset}`;
+}
+/** Returns a shallow copy of one canonical position snapshot. */
+function cloneSnapshot(snapshot) {
+    return { ...snapshot };
+}
+/** Returns a cloned snapshot map so callers can update state immutably. */
+function cloneSnapshotMap(snapshots) {
+    return Object.fromEntries(Object.entries(snapshots).map(([key, snapshot]) => [key, cloneSnapshot(snapshot)]));
+}
+/**
+ * Normalizes clearing-house positions into a canonical snapshot keyed by
+ * composite `dex:asset` identity.
+ *
+ * Assumptions and constraints:
+ * - empty asset names are ignored
+ * - zero-size and near-zero-size rows are ignored
+ * - duplicate `(dex, asset)` rows are resolved as "last one wins"
+ * - position size is stored as an absolute value; direction is tracked
+ *   separately
+ */
+export function normalizeStrategyMonitorPositions(positions, sizeChangeEpsilon = DEFAULT_SIZE_CHANGE_EPSILON) {
+    const normalized = {};
+    for (const position of positions) {
+        const asset = position.coin.trim();
+        if (!asset) {
+            continue;
+        }
+        const dex = position.dex.trim() || "main";
+        // Discard near-zero positions: sizes at or below epsilon are treated as
+        // "no position" to avoid ghost entries from float noise.
+        const absoluteSize = Math.abs(position.szi);
+        if (!isFiniteNumber(absoluteSize) || absoluteSize <= sizeChangeEpsilon) {
+            continue;
+        }
+        const key = buildPositionKey(asset, dex);
+        normalized[key] = {
+            key,
+            asset,
+            dex,
+            direction: resolveDirection(position.szi),
+            size: absoluteSize,
+            entryPrice: position.entryPx,
+            leverage: position.leverage,
+            liquidationPrice: position.liquidationPx,
+            unrealizedPnl: position.unrealizedPnl,
+            roe: normalizeRoe(position.returnOnEquity),
+        };
+    }
+    return normalized;
+}
+/** Computes the signed size difference represented by one delta. */
+function computeDeltaSize(previous, current) {
+    if (previous && current) {
+        return current.size - previous.size;
+    }
+    if (current) {
+        return current.size;
+    }
+    if (previous) {
+        return -previous.size;
+    }
+    return null;
+}
+/** Returns whichever snapshot is available so asset/key metadata can be derived once. */
+function resolveDeltaSnapshot(previous, current) {
+    const snapshot = current ?? previous;
+    if (!snapshot) {
+        throw new Error("Strategy monitor delta requires previous or current snapshot.");
+    }
+    return snapshot;
+}
+/**
+ * Builds one replay-safe delta payload from the compared snapshots.
+ *
+ * This helper centralizes cloning and size-delta computation so the diff logic
+ * can stay focused on classification.
+ */
+function buildDelta(type, previous, current) {
+    const snapshot = resolveDeltaSnapshot(previous, current);
+    return {
+        type,
+        asset: snapshot.asset,
+        dex: snapshot.dex,
+        positionKey: snapshot.key,
+        previous: previous ? cloneSnapshot(previous) : null,
+        current: current ? cloneSnapshot(current) : null,
+        sizeDelta: computeDeltaSize(previous, current),
+    };
+}
+/** Produces a stable key list so delta ordering stays deterministic across runs and tests. */
+function collectComparableKeys(previous, current) {
+    return [...new Set([...Object.keys(previous), ...Object.keys(current)])].sort();
+}
+/**
+ * Compares two canonical snapshot maps and returns the position deltas needed
+ * to move from `previous` to `current`.
+ *
+ * Precedence:
+ * flipped > opened/closed > increased/decreased
+ */
+export function diffStrategyMonitorPositions(previous, current, sizeChangeEpsilon = DEFAULT_SIZE_CHANGE_EPSILON) {
+    const keys = collectComparableKeys(previous, current);
+    const deltas = [];
+    for (const key of keys) {
+        const previousPosition = previous[key] ?? null;
+        const currentPosition = current[key] ?? null;
+        if (!previousPosition && currentPosition) {
+            deltas.push(buildDelta("POSITION_OPENED", null, currentPosition));
+            continue;
+        }
+        if (previousPosition && !currentPosition) {
+            deltas.push(buildDelta("POSITION_CLOSED", previousPosition, null));
+            continue;
+        }
+        if (!previousPosition || !currentPosition) {
+            continue;
+        }
+        if (previousPosition.direction !== currentPosition.direction) {
+            deltas.push(buildDelta("POSITION_FLIPPED", previousPosition, currentPosition));
+            continue;
+        }
+        // Only emit size-change deltas when the difference exceeds epsilon,
+        // suppressing false positives from floating-point drift between runs.
+        const sizeDelta = currentPosition.size - previousPosition.size;
+        if (sizeDelta > sizeChangeEpsilon) {
+            deltas.push(buildDelta("POSITION_INCREASED", previousPosition, currentPosition));
+            continue;
+        }
+        if (sizeDelta < -sizeChangeEpsilon) {
+            deltas.push(buildDelta("POSITION_DECREASED", previousPosition, currentPosition));
+        }
+    }
+    return deltas;
+}
+/**
+ * Applies one emitted delta to a snapshot map.
+ *
+ * This is primarily intended for tests and future replay support.
+ */
+export function applyStrategyMonitorDelta(snapshot, delta) {
+    const next = cloneSnapshotMap(snapshot);
+    if (delta.type === "POSITION_CLOSED") {
+        delete next[delta.positionKey];
+        return next;
+    }
+    if (!delta.current) {
+        throw new Error(`Strategy monitor delta '${delta.type}' is missing current snapshot.`);
+    }
+    next[delta.positionKey] = cloneSnapshot(delta.current);
+    return next;
+}
+/** Maps one delta type into explainable boolean factors for the emitted signal. */
+function deltaFactors(type) {
+    return {
+        opened: type === "POSITION_OPENED",
+        closed: type === "POSITION_CLOSED",
+        increased: type === "POSITION_INCREASED",
+        decreased: type === "POSITION_DECREASED",
+        flipped: type === "POSITION_FLIPPED",
+    };
+}
+/** Chooses the most relevant direction to expose on the emitted delta signal. */
+function deltaDirection(delta) {
+    return delta.current?.direction ?? delta.previous?.direction ?? null;
+}
+/** Converts one internal delta payload into the normalized scanner signal shape. */
+function deltaToSignal(delta, params) {
+    return {
+        address: params.address,
+        scannerId: params.scannerId,
+        signalType: delta.type,
+        asset: delta.asset,
+        direction: deltaDirection(delta),
+        score: 1,
+        timestamp: params.timestamp,
+        factors: deltaFactors(delta.type),
+        meta: {
+            iteration: params.iteration,
+            dex: delta.dex,
+            positionKey: delta.positionKey,
+            previous: delta.previous,
+            current: delta.current,
+            sizeDelta: delta.sizeDelta,
+        },
+    };
+}
+/** Summarizes delta counts by type for the run result metadata. */
+function summarizeDeltas(deltas) {
+    const summary = {
+        opened: 0,
+        closed: 0,
+        increased: 0,
+        decreased: 0,
+        flipped: 0,
+    };
+    for (const delta of deltas) {
+        switch (delta.type) {
+            case "POSITION_OPENED":
+                summary.opened += 1;
+                break;
+            case "POSITION_CLOSED":
+                summary.closed += 1;
+                break;
+            case "POSITION_INCREASED":
+                summary.increased += 1;
+                break;
+            case "POSITION_DECREASED":
+                summary.decreased += 1;
+                break;
+            case "POSITION_FLIPPED":
+                summary.flipped += 1;
+                break;
+        }
+    }
+    return summary;
+}
+/**
+ * Creates the strategy-monitor scanner.
+ *
+ * Behavior:
+ * - reads the latest clearing-house snapshot for the registered strategy wallet
+ * - diffs it against the previously persisted canonical snapshot
+ * - persists the new canonical snapshot
+ * - emits one non-actionable signal per detected delta
+ */
+export function strategyMonitorScanner() {
+    return createScanner({
+        id: "strategy-monitor",
+        signalType: "STRATEGY_MONITOR",
+        outputs: {
+            signals: true,
+            context: false,
+        },
+        description: "Tracks strategy position-state deltas from clearing house snapshots.",
+        intervalSeconds: 60,
+        retention: RetentionPolicy.ROLLING_WINDOW,
+        retentionMaxRuns: 200,
+        persistence: PersistencePolicy.ALWAYS,
+        inputs: [providerInput.clearingHouseState()],
+        configSchema: strategyMonitorConfigSchema,
+        defaultConfig,
+        stateSchema: strategyMonitorStateSchema,
+        defaultState,
+        hooks: {
+            isActionable: () => false,
+        },
+        scan: async (ctx) => {
+            const now = ctx.now();
+            const config = resolveConfig(ctx.config);
+            const clearingHouseState = ctx.inputs.clearingHouseState;
+            if (!clearingHouseState) {
+                throw new Error("Strategy monitor requires clearing house state.");
+            }
+            const currentPositions = normalizeStrategyMonitorPositions(clearingHouseState.positions, config.sizeChangeEpsilon);
+            const previousPositions = ctx.state.currentPositions ?? {};
+            const deltas = diffStrategyMonitorPositions(previousPositions, currentPositions, config.sizeChangeEpsilon);
+            const nextState = {
+                iteration: ctx.state.iteration + 1,
+                lastObservedAt: now,
+                currentPositions: cloneSnapshotMap(currentPositions),
+            };
+            await ctx.setState(nextState);
+            const deltaSummary = summarizeDeltas(deltas);
+            return {
+                timestamp: now,
+                scannedCount: Object.keys(currentPositions).length,
+                signals: deltas.map((delta) => deltaToSignal(delta, {
+                    address: ctx.address,
+                    scannerId: ctx.scannerId,
+                    iteration: nextState.iteration,
+                    timestamp: now,
+                })),
+                summary: {
+                    iteration: nextState.iteration,
+                    positionCount: Object.keys(currentPositions).length,
+                    deltaCount: deltas.length,
+                    ...deltaSummary,
+                },
+            };
+        },
+    });
+}
+//# sourceMappingURL=strategy-monitor.js.map

package/dist/scanners/implementations/strategy-monitor.js.map

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

@@ -20,6 +20,7 @@ export { prescreenerScanner } from "./implementations/prescreener.js";
 export { marketRegimeScanner } from "./implementations/market-regime.js";
 export { smFlipScanner } from "./implementations/sm-flip.js";
 export { opportunityScanner } from "./implementations/opportunity.js";
+export { strategyMonitorScanner, type StrategyMonitorConfig, type StrategyMonitorDelta, type StrategyMonitorDeltaType, type StrategyMonitorPositionSnapshot, type StrategyMonitorState, } from "./implementations/strategy-monitor.js";
 export { liquidationWatchdogScanner, type ClearingHouseState, type ClearingHousePosition, type WatchdogConfig, type WatchdogAlert, } from "./implementations/liquidation-watchdog.js";
 export { marketRegimeArtifact, MarketRegime, type MarketRegimeArtifact, } from "./artifacts.js";
 //# sourceMappingURL=index.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/scanners/index.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,KAAK,sBAAsB,EAC3B,KAAK,uBAAuB,EAC5B,KAAK,uBAAuB,EAC5B,KAAK,oBAAoB,EACzB,KAAK,mBAAmB,EACxB,KAAK,oBAAoB,GAC1B,MAAM,aAAa,CAAC;AAErB,OAAO,EACL,4BAA4B,EAC5B,0BAA0B,EAC1B,KAAK,cAAc,EACnB,KAAK,YAAY,EACjB,KAAK,oBAAoB,EACzB,KAAK,2BAA2B,GACjC,MAAM,qBAAqB,CAAC;AAC7B,OAAO,EAAE,aAAa,EAAE,KAAK,oBAAoB,EAAE,MAAM,qBAAqB,CAAC;AAC/E,OAAO,EACL,aAAa,EACb,KAAK,8BAA8B,EACnC,KAAK,sBAAsB,EAC3B,KAAK,0BAA0B,EAC/B,KAAK,uBAAuB,EAC5B,KAAK,sBAAsB,EAC3B,KAAK,qBAAqB,EAC1B,KAAK,iCAAiC,EACtC,KAAK,wBAAwB,GAC9B,MAAM,wBAAwB,CAAC;AAEhC,YAAY,EAAE,oBAAoB,EAAE,MAAM,4BAA4B,CAAC;AACvE,YAAY,EAAE,0BAA0B,EAAE,MAAM,oBAAoB,CAAC;AACrE,YAAY,EAAE,OAAO,EAAE,MAAM,uBAAuB,CAAC;AACrD,YAAY,EAAE,YAAY,EAAE,MAAM,qBAAqB,CAAC;AACxD,OAAO,EAAE,QAAQ,EAAE,MAAM,qBAAqB,CAAC;AAC/C,OAAO,EACL,iBAAiB,EACjB,eAAe,EACf,KAAK,iBAAiB,GACvB,MAAM,yBAAyB,CAAC;AACjC,OAAO,EACL,qBAAqB,EACrB,gBAAgB,EAChB,oBAAoB,EACpB,iBAAiB,EACjB,mBAAmB,EACnB,KAAK,sBAAsB,EAC3B,KAAK,gBAAgB,EACrB,KAAK,uBAAuB,EAC5B,KAAK,iBAAiB,EACtB,KAAK,mBAAmB,EACxB,KAAK,oBAAoB,EACzB,KAAK,sBAAsB,EAC3B,KAAK,mBAAmB,EACxB,KAAK,sBAAsB,GAC5B,MAAM,gBAAgB,CAAC;AACxB,OAAO,EACL,KAAK,SAAS,EACd,KAAK,UAAU,EACf,KAAK,UAAU,EACf,KAAK,iBAAiB,EACtB,KAAK,UAAU,EACf,UAAU,EACV,KAAK,SAAS,EACd,KAAK,MAAM,EACX,KAAK,UAAU,EACf,KAAK,oBAAoB,GAC1B,MAAM,YAAY,CAAC;AACpB,YAAY,EACV,MAAM,EACN,YAAY,EACZ,iBAAiB,EACjB,aAAa,EACb,QAAQ,GACT,MAAM,YAAY,CAAC;AACpB,OAAO,EACL,2BAA2B,EAC3B,KAAK,kCAAkC,EACvC,KAAK,uBAAuB,EAC5B,KAAK,qBAAqB,EAC1B,KAAK,sBAAsB,GAC5B,MAAM,wBAAwB,CAAC;AAChC,YAAY,EACV,gBAAgB,EAChB,cAAc,EACd,kBAAkB,EAClB,eAAe,GAChB,MAAM,uBAAuB,CAAC;AAC/B,OAAO,EAAE,qBAAqB,EAAE,MAAM,sCAAsC,CAAC;AAC7E,OAAO,EAAE,eAAe,EAAE,MAAM,+BAA+B,CAAC;AAChE,OAAO,EAAE,gBAAgB,EAAE,MAAM,iCAAiC,CAAC;AACnE,OAAO,EAAE,kBAAkB,EAAE,MAAM,kCAAkC,CAAC;AACtE,OAAO,EAAE,mBAAmB,EAAE,MAAM,oCAAoC,CAAC;AACzE,OAAO,EAAE,aAAa,EAAE,MAAM,8BAA8B,CAAC;AAC7D,OAAO,EAAE,kBAAkB,EAAE,MAAM,kCAAkC,CAAC;AACtE,OAAO,EACL,0BAA0B,EAC1B,KAAK,kBAAkB,EACvB,KAAK,qBAAqB,EAC1B,KAAK,cAAc,EACnB,KAAK,aAAa,GACnB,MAAM,2CAA2C,CAAC;AACnD,OAAO,EACL,oBAAoB,EACpB,YAAY,EACZ,KAAK,oBAAoB,GAC1B,MAAM,gBAAgB,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/scanners/index.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,KAAK,sBAAsB,EAC3B,KAAK,uBAAuB,EAC5B,KAAK,uBAAuB,EAC5B,KAAK,oBAAoB,EACzB,KAAK,mBAAmB,EACxB,KAAK,oBAAoB,GAC1B,MAAM,aAAa,CAAC;AAErB,OAAO,EACL,4BAA4B,EAC5B,0BAA0B,EAC1B,KAAK,cAAc,EACnB,KAAK,YAAY,EACjB,KAAK,oBAAoB,EACzB,KAAK,2BAA2B,GACjC,MAAM,qBAAqB,CAAC;AAC7B,OAAO,EAAE,aAAa,EAAE,KAAK,oBAAoB,EAAE,MAAM,qBAAqB,CAAC;AAC/E,OAAO,EACL,aAAa,EACb,KAAK,8BAA8B,EACnC,KAAK,sBAAsB,EAC3B,KAAK,0BAA0B,EAC/B,KAAK,uBAAuB,EAC5B,KAAK,sBAAsB,EAC3B,KAAK,qBAAqB,EAC1B,KAAK,iCAAiC,EACtC,KAAK,wBAAwB,GAC9B,MAAM,wBAAwB,CAAC;AAEhC,YAAY,EAAE,oBAAoB,EAAE,MAAM,4BAA4B,CAAC;AACvE,YAAY,EAAE,0BAA0B,EAAE,MAAM,oBAAoB,CAAC;AACrE,YAAY,EAAE,OAAO,EAAE,MAAM,uBAAuB,CAAC;AACrD,YAAY,EAAE,YAAY,EAAE,MAAM,qBAAqB,CAAC;AACxD,OAAO,EAAE,QAAQ,EAAE,MAAM,qBAAqB,CAAC;AAC/C,OAAO,EACL,iBAAiB,EACjB,eAAe,EACf,KAAK,iBAAiB,GACvB,MAAM,yBAAyB,CAAC;AACjC,OAAO,EACL,qBAAqB,EACrB,gBAAgB,EAChB,oBAAoB,EACpB,iBAAiB,EACjB,mBAAmB,EACnB,KAAK,sBAAsB,EAC3B,KAAK,gBAAgB,EACrB,KAAK,uBAAuB,EAC5B,KAAK,iBAAiB,EACtB,KAAK,mBAAmB,EACxB,KAAK,oBAAoB,EACzB,KAAK,sBAAsB,EAC3B,KAAK,mBAAmB,EACxB,KAAK,sBAAsB,GAC5B,MAAM,gBAAgB,CAAC;AACxB,OAAO,EACL,KAAK,SAAS,EACd,KAAK,UAAU,EACf,KAAK,UAAU,EACf,KAAK,iBAAiB,EACtB,KAAK,UAAU,EACf,UAAU,EACV,KAAK,SAAS,EACd,KAAK,MAAM,EACX,KAAK,UAAU,EACf,KAAK,oBAAoB,GAC1B,MAAM,YAAY,CAAC;AACpB,YAAY,EACV,MAAM,EACN,YAAY,EACZ,iBAAiB,EACjB,aAAa,EACb,QAAQ,GACT,MAAM,YAAY,CAAC;AACpB,OAAO,EACL,2BAA2B,EAC3B,KAAK,kCAAkC,EACvC,KAAK,uBAAuB,EAC5B,KAAK,qBAAqB,EAC1B,KAAK,sBAAsB,GAC5B,MAAM,wBAAwB,CAAC;AAChC,YAAY,EACV,gBAAgB,EAChB,cAAc,EACd,kBAAkB,EAClB,eAAe,GAChB,MAAM,uBAAuB,CAAC;AAC/B,OAAO,EAAE,qBAAqB,EAAE,MAAM,sCAAsC,CAAC;AAC7E,OAAO,EAAE,eAAe,EAAE,MAAM,+BAA+B,CAAC;AAChE,OAAO,EAAE,gBAAgB,EAAE,MAAM,iCAAiC,CAAC;AACnE,OAAO,EAAE,kBAAkB,EAAE,MAAM,kCAAkC,CAAC;AACtE,OAAO,EAAE,mBAAmB,EAAE,MAAM,oCAAoC,CAAC;AACzE,OAAO,EAAE,aAAa,EAAE,MAAM,8BAA8B,CAAC;AAC7D,OAAO,EAAE,kBAAkB,EAAE,MAAM,kCAAkC,CAAC;AACtE,OAAO,EACL,sBAAsB,EACtB,KAAK,qBAAqB,EAC1B,KAAK,oBAAoB,EACzB,KAAK,wBAAwB,EAC7B,KAAK,+BAA+B,EACpC,KAAK,oBAAoB,GAC1B,MAAM,uCAAuC,CAAC;AAC/C,OAAO,EACL,0BAA0B,EAC1B,KAAK,kBAAkB,EACvB,KAAK,qBAAqB,EAC1B,KAAK,cAAc,EACnB,KAAK,aAAa,GACnB,MAAM,2CAA2C,CAAC;AACnD,OAAO,EACL,oBAAoB,EACpB,YAAY,EACZ,KAAK,oBAAoB,GAC1B,MAAM,gBAAgB,CAAC"}

package/dist/scanners/index.js

@@ -13,6 +13,7 @@ export { prescreenerScanner } from "./implementations/prescreener.js";
 export { marketRegimeScanner } from "./implementations/market-regime.js";
 export { smFlipScanner } from "./implementations/sm-flip.js";
 export { opportunityScanner } from "./implementations/opportunity.js";
+export { strategyMonitorScanner, } from "./implementations/strategy-monitor.js";
 export { liquidationWatchdogScanner, } from "./implementations/liquidation-watchdog.js";
 export { marketRegimeArtifact, MarketRegime, } from "./artifacts.js";
 //# sourceMappingURL=index.js.map

package/dist/scanners/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/scanners/index.ts"],"names":[],"mappings":"AASA,OAAO,EACL,4BAA4B,EAC5B,0BAA0B,GAK3B,MAAM,qBAAqB,CAAC;AAC7B,OAAO,EAAE,aAAa,EAA6B,MAAM,qBAAqB,CAAC;AAC/E,OAAO,EACL,aAAa,GASd,MAAM,wBAAwB,CAAC;AAMhC,OAAO,EAAE,QAAQ,EAAE,MAAM,qBAAqB,CAAC;AAC/C,OAAO,EACL,iBAAiB,EACjB,eAAe,GAEhB,MAAM,yBAAyB,CAAC;AACjC,OAAO,EACL,qBAAqB,EACrB,gBAAgB,EAChB,oBAAoB,EACpB,iBAAiB,EACjB,mBAAmB,GAUpB,MAAM,gBAAgB,CAAC;AACxB,OAAO,EAML,UAAU,GAKX,MAAM,YAAY,CAAC;AAQpB,OAAO,EACL,2BAA2B,GAK5B,MAAM,wBAAwB,CAAC;AAOhC,OAAO,EAAE,qBAAqB,EAAE,MAAM,sCAAsC,CAAC;AAC7E,OAAO,EAAE,eAAe,EAAE,MAAM,+BAA+B,CAAC;AAChE,OAAO,EAAE,gBAAgB,EAAE,MAAM,iCAAiC,CAAC;AACnE,OAAO,EAAE,kBAAkB,EAAE,MAAM,kCAAkC,CAAC;AACtE,OAAO,EAAE,mBAAmB,EAAE,MAAM,oCAAoC,CAAC;AACzE,OAAO,EAAE,aAAa,EAAE,MAAM,8BAA8B,CAAC;AAC7D,OAAO,EAAE,kBAAkB,EAAE,MAAM,kCAAkC,CAAC;AACtE,OAAO,EACL,0BAA0B,GAK3B,MAAM,2CAA2C,CAAC;AACnD,OAAO,EACL,oBAAoB,EACpB,YAAY,GAEb,MAAM,gBAAgB,CAAC"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/scanners/index.ts"],"names":[],"mappings":"AASA,OAAO,EACL,4BAA4B,EAC5B,0BAA0B,GAK3B,MAAM,qBAAqB,CAAC;AAC7B,OAAO,EAAE,aAAa,EAA6B,MAAM,qBAAqB,CAAC;AAC/E,OAAO,EACL,aAAa,GASd,MAAM,wBAAwB,CAAC;AAMhC,OAAO,EAAE,QAAQ,EAAE,MAAM,qBAAqB,CAAC;AAC/C,OAAO,EACL,iBAAiB,EACjB,eAAe,GAEhB,MAAM,yBAAyB,CAAC;AACjC,OAAO,EACL,qBAAqB,EACrB,gBAAgB,EAChB,oBAAoB,EACpB,iBAAiB,EACjB,mBAAmB,GAUpB,MAAM,gBAAgB,CAAC;AACxB,OAAO,EAML,UAAU,GAKX,MAAM,YAAY,CAAC;AAQpB,OAAO,EACL,2BAA2B,GAK5B,MAAM,wBAAwB,CAAC;AAOhC,OAAO,EAAE,qBAAqB,EAAE,MAAM,sCAAsC,CAAC;AAC7E,OAAO,EAAE,eAAe,EAAE,MAAM,+BAA+B,CAAC;AAChE,OAAO,EAAE,gBAAgB,EAAE,MAAM,iCAAiC,CAAC;AACnE,OAAO,EAAE,kBAAkB,EAAE,MAAM,kCAAkC,CAAC;AACtE,OAAO,EAAE,mBAAmB,EAAE,MAAM,oCAAoC,CAAC;AACzE,OAAO,EAAE,aAAa,EAAE,MAAM,8BAA8B,CAAC;AAC7D,OAAO,EAAE,kBAAkB,EAAE,MAAM,kCAAkC,CAAC;AACtE,OAAO,EACL,sBAAsB,GAMvB,MAAM,uCAAuC,CAAC;AAC/C,OAAO,EACL,0BAA0B,GAK3B,MAAM,2CAA2C,CAAC;AACnD,OAAO,EACL,oBAAoB,EACpB,YAAY,GAEb,MAAM,gBAAgB,CAAC"}

package/dist/scanners/providers/factory.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"factory.d.ts","sourceRoot":"","sources":["../../../src/scanners/providers/factory.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAEV,oBAAoB,EACrB,MAAM,6BAA6B,CAAC;AAWrC,OAAO,EAIL,KAAK,gBAAgB,EACrB,KAAK,cAAc,EACnB,KAAK,eAAe,EACrB,MAAM,aAAa,CAAC;AAGrB,mDAAmD;AACnD,MAAM,WAAW,qBAAqB;IACpC,qBAAqB,CAAC,EAAE,MAAM,CAAC;IAC/B,kBAAkB,CAAC,EAAE,MAAM,CAAC;IAC5B,qBAAqB,CAAC,EAAE,MAAM,CAAC;CAChC;AAED,+CAA+C;AAC/C,MAAM,WAAW,uBAAuB;IACtC,WAAW,CAAC,EAAE,MAAM,CAAC;IACrB,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,OAAO,CAAC,EAAE,MAAM,CAAC;CAClB;AAED,mEAAmE;AACnE,MAAM,WAAW,sBAAsB;IACrC,qBAAqB,CAAC,EAAE,MAAM,CAAC;IAC/B,kBAAkB,CAAC,EAAE,MAAM,CAAC;IAC5B,qBAAqB,CAAC,EAAE,MAAM,CAAC;IAC/B,6BAA6B,CAAC,EAAE,MAAM,CAAC;CACxC;AAED,oEAAoE;AACpE,MAAM,WAAW,iBAAiB;IAChC,KAAK,EAAE,CAAC,OAAO,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,KAAK,IAAI,CAAC;IACjE,IAAI,EAAE,CAAC,OAAO,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,KAAK,IAAI,CAAC;IAChE,IAAI,EAAE,CAAC,OAAO,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,KAAK,IAAI,CAAC;IAChE,KAAK,EAAE,CAAC,OAAO,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,KAAK,IAAI,CAAC;CAClE;AAED,+DAA+D;AAC/D,MAAM,WAAW,kCAAkC;IACjD,MAAM,EAAE,eAAe,CAAC;IACxB,MAAM,CAAC,EAAE,cAAc,GAAG,iBAAiB,CAAC;IAC5C,QAAQ,CAAC,EAAE,gBAAgB,CAAC;IAC5B,eAAe,CAAC,EAAE,MAAM,EAAE,CAAC;IAC3B,eAAe,CAAC,EAAE,MAAM,CAAC;IACzB,UAAU,CAAC,EAAE,uBAAuB,CAAC;IACrC,QAAQ,CAAC,EAAE,qBAAqB,CAAC;IACjC,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,SAAS,CAAC,EAAE,sBAAsB,CAAC;CACpC;AAED,yEAAyE;AACzE,wBAAgB,2BAA2B,CACzC,OAAO,EAAE,kCAAkC,GAC1C,oBAAoB,CAkJtB"}

package/dist/scanners/providers/factory.js

@@ -1,3 +1,4 @@
+import { asNumber, asString, isRecord } from "../../utils/response.js";
 import { normalizeAssetCandles, normalizeInstrumentsWithDiagnostics, normalizeSmMarketsWithDiagnostics, } from "./adapter.js";
 import { createConsoleProviderLogger, createProviderClient, createWinstonProviderLogger, } from "./client.js";
 import { ProviderCache } from "./cache.js";
@@ -146,30 +147,71 @@ function dedupeAssets(assets) {
 function cacheKey(prefix, ...parts) {
     return `${prefix}:${parts.join(":")}`;
 }
-/** Normalizes raw clearinghouse state payload from MCP into typed ClearingHouseState. */
+/**
+ * Normalizes the raw `strategy_get_clearinghouse_state` payload into the same
+ * contract used by `StrategyStateImpl`.
+ *
+ * The MCP response is expected to be keyed by venue, for example:
+ * `{ main: { crossMarginSummary, withdrawable, assetPositions }, xyz: { ... } }`.
+ */
 function normalizeClearingHouseState(raw) {
     const data = (raw && typeof raw === "object" ? raw : {});
-    const positions = Array.isArray(data.positions)
-        ? data.positions.map((p) => ({
-            asset: String(p.asset ?? ""),
-            direction: String(p.direction ?? "LONG").toUpperCase() === "SHORT" ? "SHORT" : "LONG",
-            size: Number(p.size ?? 0),
-            entryPrice: Number(p.entryPrice ?? p.entry_price ?? 0),
-            markPrice: Number(p.markPrice ?? p.mark_price ?? 0),
-            liquidationPrice: p.liquidationPrice != null || p.liquidation_price != null
-                ? Number(p.liquidationPrice ?? p.liquidation_price)
-                : null,
-            unrealizedPnl: Number(p.unrealizedPnl ?? p.unrealized_pnl ?? 0),
-            roe: Number(p.roe ?? 0),
-            leverage: Number(p.leverage ?? 1),
-            marginType: String(p.marginType ?? p.margin_type ?? "cross") === "isolated" ? "isolated" : "cross",
-        }))
-        : [];
+    let accountValue = 0;
+    let totalMarginUsed = 0;
+    let totalUnrealizedPnl = 0;
+    let totalNtlPos = 0;
+    let withdrawable = 0;
+    const positions = [];
+    for (const [dexKey, dexValue] of Object.entries(data)) {
+        if (!isRecord(dexValue)) {
+            continue;
+        }
+        const summary = dexValue.crossMarginSummary;
+        if (isRecord(summary)) {
+            accountValue += asNumber(summary.accountValue) ?? 0;
+            totalMarginUsed += asNumber(summary.totalMarginUsed) ?? 0;
+            totalUnrealizedPnl += asNumber(summary.totalUnrealizedPnl) ?? 0;
+            totalNtlPos += asNumber(summary.totalNtlPos) ?? 0;
+        }
+        withdrawable += asNumber(dexValue.withdrawable) ?? 0;
+        const assetPositions = dexValue.assetPositions;
+        if (!Array.isArray(assetPositions)) {
+            continue;
+        }
+        for (const item of assetPositions) {
+            if (!isRecord(item)) {
+                continue;
+            }
+            const positionRecord = isRecord(item.position)
+                ? item.position
+                : item;
+            const szi = asNumber(positionRecord.szi) ?? 0;
+            if (szi === 0) {
+                continue;
+            }
+            let leverage = asNumber(positionRecord.leverage);
+            if (leverage == null && isRecord(positionRecord.leverage)) {
+                leverage = asNumber(positionRecord.leverage.value);
+            }
+            positions.push({
+                coin: asString(positionRecord.coin) ?? "",
+                dex: dexKey,
+                szi,
+                entryPx: asNumber(positionRecord.entryPx) ?? 0,
+                leverage: leverage ?? 0,
+                unrealizedPnl: asNumber(positionRecord.unrealizedPnl) ?? 0,
+                marginUsed: asNumber(positionRecord.marginUsed) ?? 0,
+                liquidationPx: asNumber(positionRecord.liquidationPx) ?? null,
+                returnOnEquity: asNumber(positionRecord.returnOnEquity) ?? 0,
+            });
+        }
+    }
     return {
-        accountValue: Number(data.accountValue ?? data.account_value ?? 0),
-        totalMarginUsed: Number(data.totalMarginUsed ?? data.total_margin_used ?? 0),
-        crossMaintenanceMargin: Number(data.crossMaintenanceMargin ?? data.cross_maintenance_margin ?? 0),
-        availableBalance: Number(data.availableBalance ?? data.available_balance ?? 0),
+        accountValue,
+        totalMarginUsed,
+        totalUnrealizedPnl,
+        totalNtlPos,
+        withdrawable,
         positions,
     };
 }