@senpi/trading-recipe 1.0.38 → 1.0.40
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/runtime/scanner-registry.d.ts.map +1 -1
- package/dist/runtime/scanner-registry.js +3 -0
- package/dist/runtime/scanner-registry.js.map +1 -1
- package/dist/scanners/__tests__/fixtures/strategy-monitor-scenarios.d.ts +21 -0
- package/dist/scanners/__tests__/fixtures/strategy-monitor-scenarios.d.ts.map +1 -0
- package/dist/scanners/__tests__/fixtures/strategy-monitor-scenarios.js +197 -0
- package/dist/scanners/__tests__/fixtures/strategy-monitor-scenarios.js.map +1 -0
- package/dist/scanners/implementations/index.d.ts +1 -0
- package/dist/scanners/implementations/index.d.ts.map +1 -1
- package/dist/scanners/implementations/index.js +1 -0
- package/dist/scanners/implementations/index.js.map +1 -1
- package/dist/scanners/implementations/liquidation-watchdog.d.ts +8 -16
- package/dist/scanners/implementations/liquidation-watchdog.d.ts.map +1 -1
- package/dist/scanners/implementations/liquidation-watchdog.js +35 -14
- package/dist/scanners/implementations/liquidation-watchdog.js.map +1 -1
- package/dist/scanners/implementations/sm-flip.d.ts.map +1 -1
- package/dist/scanners/implementations/sm-flip.js +3 -2
- package/dist/scanners/implementations/sm-flip.js.map +1 -1
- package/dist/scanners/implementations/strategy-monitor.d.ts +118 -0
- package/dist/scanners/implementations/strategy-monitor.d.ts.map +1 -0
- package/dist/scanners/implementations/strategy-monitor.js +341 -0
- package/dist/scanners/implementations/strategy-monitor.js.map +1 -0
- package/dist/scanners/index.d.ts +1 -0
- package/dist/scanners/index.d.ts.map +1 -1
- package/dist/scanners/index.js +1 -0
- package/dist/scanners/index.js.map +1 -1
- package/dist/scanners/providers/factory.d.ts.map +1 -1
- package/dist/scanners/providers/factory.js +63 -21
- package/dist/scanners/providers/factory.js.map +1 -1
- package/examples/scanners-liquidation-watchdog.mjs +0 -1
- package/examples/strategies/fox-minimal-loosened.yaml +0 -1
- package/examples/strategies/fox-minimal.yaml +0 -1
- package/openclaw.plugin.json +1 -1
- package/package.json +1 -1
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"scanner-registry.d.ts","sourceRoot":"","sources":["../../src/runtime/scanner-registry.ts"],"names":[],"mappings":"AAAA;;GAEG;AAEH,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,iCAAiC,CAAC;
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+
{"version":3,"file":"scanner-registry.d.ts","sourceRoot":"","sources":["../../src/runtime/scanner-registry.ts"],"names":[],"mappings":"AAAA;;GAEG;AAEH,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,iCAAiC,CAAC;AAc/D,MAAM,MAAM,cAAc,GAAG,MAAM,OAAO,CAAC,GAAG,EAAE,GAAG,CAAC,CAAC;AAIrD,gEAAgE;AAChE,iBAAS,QAAQ,CAAC,IAAI,EAAE,MAAM,EAAE,OAAO,EAAE,cAAc,GAAG,IAAI,CAE7D;AAED,oFAAoF;AACpF,iBAAS,GAAG,CAAC,IAAI,EAAE,MAAM,GAAG,cAAc,GAAG,SAAS,CAErD;AAED;;;;GAIG;AACH,iBAAS,aAAa,CACpB,IAAI,EAAE,MAAM,EACZ,QAAQ,EAAE,MAAM,EAChB,eAAe,CAAC,EAAE,OAAO,EACzB,SAAS,CAAC,EAAE,KAAK,CAAC;IAChB,OAAO,EAAE,MAAM,CAAC;IAChB,QAAQ,CAAC,EAAE,OAAO,CAAC;IACnB,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,UAAU,CAAC,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS,CAAC;IACzC,QAAQ,CAAC,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS,CAAC;CACxC,CAAC,GACD,cAAc,CAqBhB;AAoFD,eAAO,MAAM,eAAe;;;;CAI3B,CAAC"}
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@@ -9,6 +9,7 @@ import { liquidationWatchdogScanner } from "../scanners/implementations/liquidat
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import { marketRegimeScanner } from "../scanners/implementations/market-regime.js";
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import { smFlipScanner } from "../scanners/implementations/sm-flip.js";
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import { opportunityScanner } from "../scanners/implementations/opportunity.js";
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import { strategyMonitorScanner } from "../scanners/implementations/strategy-monitor.js";
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import { parseInterval } from "./parse-interval.js";
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const registry = new Map();
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/** Registers one scanner factory under a runtime type alias. */
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@@ -103,6 +104,8 @@ register("market-regime", marketRegimeScanner);
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register("sm_flip", smFlipScanner);
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register("sm-flip", smFlipScanner);
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register("opportunity", opportunityScanner);
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register("strategy_monitor", strategyMonitorScanner);
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register("strategy-monitor", strategyMonitorScanner);
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export const ScannerRegistry = {
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register,
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get,
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@@ -1 +1 @@
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-
{"version":3,"file":"scanner-registry.js","sourceRoot":"","sources":["../../src/runtime/scanner-registry.ts"],"names":[],"mappings":"AAAA;;GAEG;AAKH,OAAO,EAAE,qBAAqB,EAAE,MAAM,gDAAgD,CAAC;AACvF,OAAO,EAAE,eAAe,EAAE,MAAM,yCAAyC,CAAC;AAC1E,OAAO,EAAE,gBAAgB,EAAE,MAAM,2CAA2C,CAAC;AAC7E,OAAO,EAAE,kBAAkB,EAAE,MAAM,4CAA4C,CAAC;AAChF,OAAO,EAAE,0BAA0B,EAAE,MAAM,qDAAqD,CAAC;AACjG,OAAO,EAAE,mBAAmB,EAAE,MAAM,8CAA8C,CAAC;AACnF,OAAO,EAAE,aAAa,EAAE,MAAM,wCAAwC,CAAC;AACvE,OAAO,EAAE,kBAAkB,EAAE,MAAM,4CAA4C,CAAC;AAChF,OAAO,EAAE,aAAa,EAAE,MAAM,qBAAqB,CAAC;AAIpD,MAAM,QAAQ,GAAG,IAAI,GAAG,EAA0B,CAAC;AAEnD,gEAAgE;AAChE,SAAS,QAAQ,CAAC,IAAY,EAAE,OAAuB;IACrD,QAAQ,CAAC,GAAG,CAAC,IAAI,EAAE,OAAO,CAAC,CAAC;AAC9B,CAAC;AAED,oFAAoF;AACpF,SAAS,GAAG,CAAC,IAAY;IACvB,OAAO,QAAQ,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;AAC5B,CAAC;AAED;;;;GAIG;AACH,SAAS,aAAa,CACpB,IAAY,EACZ,QAAgB,EAChB,eAAyB,EACzB,SAME;IAEF,MAAM,OAAO,GAAG,QAAQ,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;IACnC,IAAI,CAAC,OAAO,EAAE,CAAC;QACb,MAAM,IAAI,KAAK,CAAC,yBAAyB,IAAI,EAAE,CAAC,CAAC;IACnD,CAAC;IACD,OAAO,GAAG,EAAE;QACV,MAAM,OAAO,GAAG,OAAO,EAAE,CAAC;QAC1B,MAAM,UAAU,GAAG;YACjB,GAAG,OAAO,CAAC,UAAU;YACrB,EAAE,EAAE,QAAqB;YACzB,SAAS,EAAE,sBAAsB,CAAC,QAAQ,EAAE,SAAS,CAAC;YACtD,aAAa,EAAE,oBAAoB,CACjC,OAAO,CAAC,UAAU,CAAC,aAAa,EAChC,eAAe,CAChB;SACF,CAAC;QACF,OAAO;YACL,GAAG,OAAO;YACV,UAAU;SACA,CAAC;IACf,CAAC,CAAC;AACJ,CAAC;AAED,SAAS,sBAAsB,CAC7B,SAAiB,EACjB,SAME;IAEF,IAAI,CAAC,SAAS,IAAI,SAAS,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QACzC,OAAO,SAAS,CAAC;IACnB,CAAC;IAED,OAAO,SAAS,CAAC,GAAG,CAAC,CAAC,UAAU,EAAE,EAAE;QAClC,MAAM,QAAQ,GAAG,UAAU,CAAC,OAAO;YACjC,CAAC,CAAC,uBAAuB,CAAC,SAAS,EAAE,UAAU,CAAC,OAAO,EAAE,UAAU,CAAC,OAAO,CAAC;YAC5E,CAAC,CAAC,SAAS,CAAC;QACd,OAAO;YACL,OAAO,EAAE,UAAU,CAAC,OAAoB;YACxC,QAAQ,EAAE,UAAU,CAAC,QAAQ;YAC7B,QAAQ;YACR,SAAS,EAAE,UAAU,CAAC,UAAU;YAChC,OAAO,EAAE,UAAU,CAAC,QAAQ;SAC7B,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC;AAED,SAAS,uBAAuB,CAC9B,eAAuB,EACvB,mBAA2B,EAC3B,GAAW;IAEX,IAAI,CAAC;QACH,OAAO,aAAa,CAAC,GAAG,CAAC,GAAG,IAAI,CAAC;IACnC,CAAC;IAAC,OAAO,KAAK,EAAE,CAAC;QACf,MAAM,MAAM,GAAG,KAAK,YAAY,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;QACtE,MAAM,IAAI,KAAK,CACb,+BAA+B,GAAG,kBAAkB,eAAe,iBAAiB,mBAAmB,MAAM,MAAM,EAAE,CACtH,CAAC;IACJ,CAAC;AACH,CAAC;AAED;;;;GAIG;AACH,SAAS,oBAAoB,CAAM,aAAkB,EAAE,SAAkB;IACvE,IAAI,SAAS,KAAK,SAAS,EAAE,CAAC;QAC5B,OAAO,aAAa,CAAC;IACvB,CAAC;IACD,IAAI,QAAQ,CAAC,aAAa,CAAC,IAAI,QAAQ,CAAC,SAAS,CAAC,EAAE,CAAC;QACnD,OAAO;YACL,GAAG,aAAa;YAChB,GAAG,eAAe,CAAC,SAAS,CAAC;SACvB,CAAC;IACX,CAAC;IACD,OAAO,eAAe,CAAC,SAAS,CAAQ,CAAC;AAC3C,CAAC;AAED,wFAAwF;AACxF,SAAS,QAAQ,CAAC,KAAc;IAC9B,OAAO,KAAK,KAAK,IAAI,IAAI,OAAO,KAAK,KAAK,QAAQ,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;AAC9E,CAAC;AAED,QAAQ,CAAC,iBAAiB,EAAE,qBAAqB,CAAC,CAAC;AACnD,QAAQ,CAAC,iBAAiB,EAAE,qBAAqB,CAAC,CAAC;AACnD,QAAQ,CAAC,UAAU,EAAE,eAAe,CAAC,CAAC;AACtC,QAAQ,CAAC,YAAY,EAAE,gBAAgB,CAAC,CAAC;AACzC,QAAQ,CAAC,YAAY,EAAE,gBAAgB,CAAC,CAAC;AACzC,QAAQ,CAAC,aAAa,EAAE,kBAAkB,CAAC,CAAC;AAC5C,QAAQ,CAAC,sBAAsB,EAAE,0BAA0B,CAAC,CAAC;AAC7D,QAAQ,CAAC,sBAAsB,EAAE,0BAA0B,CAAC,CAAC;AAC7D,QAAQ,CAAC,eAAe,EAAE,mBAAmB,CAAC,CAAC;AAC/C,QAAQ,CAAC,eAAe,EAAE,mBAAmB,CAAC,CAAC;AAC/C,QAAQ,CAAC,SAAS,EAAE,aAAa,CAAC,CAAC;AACnC,QAAQ,CAAC,SAAS,EAAE,aAAa,CAAC,CAAC;AACnC,QAAQ,CAAC,aAAa,EAAE,kBAAkB,CAAC,CAAC;
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{"version":3,"file":"scanner-registry.js","sourceRoot":"","sources":["../../src/runtime/scanner-registry.ts"],"names":[],"mappings":"AAAA;;GAEG;AAKH,OAAO,EAAE,qBAAqB,EAAE,MAAM,gDAAgD,CAAC;AACvF,OAAO,EAAE,eAAe,EAAE,MAAM,yCAAyC,CAAC;AAC1E,OAAO,EAAE,gBAAgB,EAAE,MAAM,2CAA2C,CAAC;AAC7E,OAAO,EAAE,kBAAkB,EAAE,MAAM,4CAA4C,CAAC;AAChF,OAAO,EAAE,0BAA0B,EAAE,MAAM,qDAAqD,CAAC;AACjG,OAAO,EAAE,mBAAmB,EAAE,MAAM,8CAA8C,CAAC;AACnF,OAAO,EAAE,aAAa,EAAE,MAAM,wCAAwC,CAAC;AACvE,OAAO,EAAE,kBAAkB,EAAE,MAAM,4CAA4C,CAAC;AAChF,OAAO,EAAE,sBAAsB,EAAE,MAAM,iDAAiD,CAAC;AACzF,OAAO,EAAE,aAAa,EAAE,MAAM,qBAAqB,CAAC;AAIpD,MAAM,QAAQ,GAAG,IAAI,GAAG,EAA0B,CAAC;AAEnD,gEAAgE;AAChE,SAAS,QAAQ,CAAC,IAAY,EAAE,OAAuB;IACrD,QAAQ,CAAC,GAAG,CAAC,IAAI,EAAE,OAAO,CAAC,CAAC;AAC9B,CAAC;AAED,oFAAoF;AACpF,SAAS,GAAG,CAAC,IAAY;IACvB,OAAO,QAAQ,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;AAC5B,CAAC;AAED;;;;GAIG;AACH,SAAS,aAAa,CACpB,IAAY,EACZ,QAAgB,EAChB,eAAyB,EACzB,SAME;IAEF,MAAM,OAAO,GAAG,QAAQ,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;IACnC,IAAI,CAAC,OAAO,EAAE,CAAC;QACb,MAAM,IAAI,KAAK,CAAC,yBAAyB,IAAI,EAAE,CAAC,CAAC;IACnD,CAAC;IACD,OAAO,GAAG,EAAE;QACV,MAAM,OAAO,GAAG,OAAO,EAAE,CAAC;QAC1B,MAAM,UAAU,GAAG;YACjB,GAAG,OAAO,CAAC,UAAU;YACrB,EAAE,EAAE,QAAqB;YACzB,SAAS,EAAE,sBAAsB,CAAC,QAAQ,EAAE,SAAS,CAAC;YACtD,aAAa,EAAE,oBAAoB,CACjC,OAAO,CAAC,UAAU,CAAC,aAAa,EAChC,eAAe,CAChB;SACF,CAAC;QACF,OAAO;YACL,GAAG,OAAO;YACV,UAAU;SACA,CAAC;IACf,CAAC,CAAC;AACJ,CAAC;AAED,SAAS,sBAAsB,CAC7B,SAAiB,EACjB,SAME;IAEF,IAAI,CAAC,SAAS,IAAI,SAAS,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QACzC,OAAO,SAAS,CAAC;IACnB,CAAC;IAED,OAAO,SAAS,CAAC,GAAG,CAAC,CAAC,UAAU,EAAE,EAAE;QAClC,MAAM,QAAQ,GAAG,UAAU,CAAC,OAAO;YACjC,CAAC,CAAC,uBAAuB,CAAC,SAAS,EAAE,UAAU,CAAC,OAAO,EAAE,UAAU,CAAC,OAAO,CAAC;YAC5E,CAAC,CAAC,SAAS,CAAC;QACd,OAAO;YACL,OAAO,EAAE,UAAU,CAAC,OAAoB;YACxC,QAAQ,EAAE,UAAU,CAAC,QAAQ;YAC7B,QAAQ;YACR,SAAS,EAAE,UAAU,CAAC,UAAU;YAChC,OAAO,EAAE,UAAU,CAAC,QAAQ;SAC7B,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC;AAED,SAAS,uBAAuB,CAC9B,eAAuB,EACvB,mBAA2B,EAC3B,GAAW;IAEX,IAAI,CAAC;QACH,OAAO,aAAa,CAAC,GAAG,CAAC,GAAG,IAAI,CAAC;IACnC,CAAC;IAAC,OAAO,KAAK,EAAE,CAAC;QACf,MAAM,MAAM,GAAG,KAAK,YAAY,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;QACtE,MAAM,IAAI,KAAK,CACb,+BAA+B,GAAG,kBAAkB,eAAe,iBAAiB,mBAAmB,MAAM,MAAM,EAAE,CACtH,CAAC;IACJ,CAAC;AACH,CAAC;AAED;;;;GAIG;AACH,SAAS,oBAAoB,CAAM,aAAkB,EAAE,SAAkB;IACvE,IAAI,SAAS,KAAK,SAAS,EAAE,CAAC;QAC5B,OAAO,aAAa,CAAC;IACvB,CAAC;IACD,IAAI,QAAQ,CAAC,aAAa,CAAC,IAAI,QAAQ,CAAC,SAAS,CAAC,EAAE,CAAC;QACnD,OAAO;YACL,GAAG,aAAa;YAChB,GAAG,eAAe,CAAC,SAAS,CAAC;SACvB,CAAC;IACX,CAAC;IACD,OAAO,eAAe,CAAC,SAAS,CAAQ,CAAC;AAC3C,CAAC;AAED,wFAAwF;AACxF,SAAS,QAAQ,CAAC,KAAc;IAC9B,OAAO,KAAK,KAAK,IAAI,IAAI,OAAO,KAAK,KAAK,QAAQ,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;AAC9E,CAAC;AAED,QAAQ,CAAC,iBAAiB,EAAE,qBAAqB,CAAC,CAAC;AACnD,QAAQ,CAAC,iBAAiB,EAAE,qBAAqB,CAAC,CAAC;AACnD,QAAQ,CAAC,UAAU,EAAE,eAAe,CAAC,CAAC;AACtC,QAAQ,CAAC,YAAY,EAAE,gBAAgB,CAAC,CAAC;AACzC,QAAQ,CAAC,YAAY,EAAE,gBAAgB,CAAC,CAAC;AACzC,QAAQ,CAAC,aAAa,EAAE,kBAAkB,CAAC,CAAC;AAC5C,QAAQ,CAAC,sBAAsB,EAAE,0BAA0B,CAAC,CAAC;AAC7D,QAAQ,CAAC,sBAAsB,EAAE,0BAA0B,CAAC,CAAC;AAC7D,QAAQ,CAAC,eAAe,EAAE,mBAAmB,CAAC,CAAC;AAC/C,QAAQ,CAAC,eAAe,EAAE,mBAAmB,CAAC,CAAC;AAC/C,QAAQ,CAAC,SAAS,EAAE,aAAa,CAAC,CAAC;AACnC,QAAQ,CAAC,SAAS,EAAE,aAAa,CAAC,CAAC;AACnC,QAAQ,CAAC,aAAa,EAAE,kBAAkB,CAAC,CAAC;AAC5C,QAAQ,CAAC,kBAAkB,EAAE,sBAAsB,CAAC,CAAC;AACrD,QAAQ,CAAC,kBAAkB,EAAE,sBAAsB,CAAC,CAAC;AAErD,MAAM,CAAC,MAAM,eAAe,GAAG;IAC7B,QAAQ;IACR,GAAG;IACH,aAAa;CACd,CAAC"}
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import type { ClearingHousePosition, ClearingHouseState } from "../../implementations/liquidation-watchdog.js";
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import type { StrategyMonitorDeltaType } from "../../implementations/strategy-monitor.js";
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export interface StrategyMonitorExpectedSignal {
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signalType: StrategyMonitorDeltaType;
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asset: string;
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}
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export interface StrategyMonitorScenarioRun {
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state: ClearingHouseState;
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expectedSignals: StrategyMonitorExpectedSignal[];
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}
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export interface StrategyMonitorScenario {
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name: string;
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runs: StrategyMonitorScenarioRun[];
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}
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export declare function strategyMonitorPosition(overrides: Partial<ClearingHousePosition> & {
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coin: string;
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}): ClearingHousePosition;
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export declare function strategyMonitorState(positions: ClearingHousePosition[]): ClearingHouseState;
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export declare const strategyMonitorScenarios: StrategyMonitorScenario[];
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//# sourceMappingURL=strategy-monitor-scenarios.d.ts.map
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{"version":3,"file":"strategy-monitor-scenarios.d.ts","sourceRoot":"","sources":["../../../../src/scanners/__tests__/fixtures/strategy-monitor-scenarios.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,qBAAqB,EAAE,kBAAkB,EAAE,MAAM,+CAA+C,CAAC;AAC/G,OAAO,KAAK,EAAE,wBAAwB,EAAE,MAAM,2CAA2C,CAAC;AAE1F,MAAM,WAAW,6BAA6B;IAC5C,UAAU,EAAE,wBAAwB,CAAC;IACrC,KAAK,EAAE,MAAM,CAAC;IACd,GAAG,EAAE,MAAM,CAAC;CACb;AAED,MAAM,WAAW,0BAA0B;IACzC,KAAK,EAAE,kBAAkB,CAAC;IAC1B,eAAe,EAAE,6BAA6B,EAAE,CAAC;CAClD;AAED,MAAM,WAAW,uBAAuB;IACtC,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE,0BAA0B,EAAE,CAAC;CACpC;AAED,wBAAgB,uBAAuB,CACrC,SAAS,EAAE,OAAO,CAAC,qBAAqB,CAAC,GAAG;IAAE,IAAI,EAAE,MAAM,CAAA;CAAE,GAC3D,qBAAqB,CAYvB;AAED,wBAAgB,oBAAoB,CAClC,SAAS,EAAE,qBAAqB,EAAE,GACjC,kBAAkB,CASpB;AAED,eAAO,MAAM,wBAAwB,EAAE,uBAAuB,EA4K7D,CAAC"}
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export function strategyMonitorPosition(overrides) {
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return {
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dex: "main",
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szi: 1,
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entryPx: 100,
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unrealizedPnl: 0,
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marginUsed: 100,
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liquidationPx: 50,
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returnOnEquity: 0,
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leverage: 5,
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...overrides,
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};
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+
}
|
|
14
|
+
export function strategyMonitorState(positions) {
|
|
15
|
+
return {
|
|
16
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+
accountValue: 10_000,
|
|
17
|
+
totalMarginUsed: 3_000,
|
|
18
|
+
totalUnrealizedPnl: 500,
|
|
19
|
+
totalNtlPos: 2_500,
|
|
20
|
+
withdrawable: 7_000,
|
|
21
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+
positions,
|
|
22
|
+
};
|
|
23
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+
}
|
|
24
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+
export const strategyMonitorScenarios = [
|
|
25
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+
{
|
|
26
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+
name: "treats the first observed snapshot as opened positions",
|
|
27
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+
runs: [
|
|
28
|
+
{
|
|
29
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+
state: strategyMonitorState([
|
|
30
|
+
strategyMonitorPosition({ coin: "BTC", szi: 1 }),
|
|
31
|
+
strategyMonitorPosition({ coin: "ETH", szi: -2 }),
|
|
32
|
+
strategyMonitorPosition({ coin: "SOL", szi: 3 }),
|
|
33
|
+
]),
|
|
34
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+
expectedSignals: [
|
|
35
|
+
{ signalType: "POSITION_OPENED", asset: "BTC", dex: "main" },
|
|
36
|
+
{ signalType: "POSITION_OPENED", asset: "ETH", dex: "main" },
|
|
37
|
+
{ signalType: "POSITION_OPENED", asset: "SOL", dex: "main" },
|
|
38
|
+
],
|
|
39
|
+
},
|
|
40
|
+
],
|
|
41
|
+
},
|
|
42
|
+
{
|
|
43
|
+
name: "detects closes after the initial scan",
|
|
44
|
+
runs: [
|
|
45
|
+
{
|
|
46
|
+
state: strategyMonitorState([
|
|
47
|
+
strategyMonitorPosition({ coin: "BTC", szi: 1 }),
|
|
48
|
+
strategyMonitorPosition({ coin: "ETH", szi: -2 }),
|
|
49
|
+
strategyMonitorPosition({ coin: "SOL", szi: 3 }),
|
|
50
|
+
]),
|
|
51
|
+
expectedSignals: [
|
|
52
|
+
{ signalType: "POSITION_OPENED", asset: "BTC", dex: "main" },
|
|
53
|
+
{ signalType: "POSITION_OPENED", asset: "ETH", dex: "main" },
|
|
54
|
+
{ signalType: "POSITION_OPENED", asset: "SOL", dex: "main" },
|
|
55
|
+
],
|
|
56
|
+
},
|
|
57
|
+
{
|
|
58
|
+
state: strategyMonitorState([
|
|
59
|
+
strategyMonitorPosition({ coin: "BTC", szi: 1 }),
|
|
60
|
+
strategyMonitorPosition({ coin: "ETH", szi: -2 }),
|
|
61
|
+
]),
|
|
62
|
+
expectedSignals: [{ signalType: "POSITION_CLOSED", asset: "SOL", dex: "main" }],
|
|
63
|
+
},
|
|
64
|
+
],
|
|
65
|
+
},
|
|
66
|
+
{
|
|
67
|
+
name: "detects increases, decreases, and flips in one sequence",
|
|
68
|
+
runs: [
|
|
69
|
+
{
|
|
70
|
+
state: strategyMonitorState([
|
|
71
|
+
strategyMonitorPosition({ coin: "BTC", szi: 1 }),
|
|
72
|
+
strategyMonitorPosition({ coin: "ETH", szi: -4 }),
|
|
73
|
+
strategyMonitorPosition({ coin: "SOL", szi: 2 }),
|
|
74
|
+
]),
|
|
75
|
+
expectedSignals: [
|
|
76
|
+
{ signalType: "POSITION_OPENED", asset: "BTC", dex: "main" },
|
|
77
|
+
{ signalType: "POSITION_OPENED", asset: "ETH", dex: "main" },
|
|
78
|
+
{ signalType: "POSITION_OPENED", asset: "SOL", dex: "main" },
|
|
79
|
+
],
|
|
80
|
+
},
|
|
81
|
+
{
|
|
82
|
+
state: strategyMonitorState([
|
|
83
|
+
strategyMonitorPosition({ coin: "BTC", szi: 2 }),
|
|
84
|
+
strategyMonitorPosition({ coin: "ETH", szi: -3 }),
|
|
85
|
+
strategyMonitorPosition({ coin: "SOL", szi: -1 }),
|
|
86
|
+
]),
|
|
87
|
+
expectedSignals: [
|
|
88
|
+
{ signalType: "POSITION_INCREASED", asset: "BTC", dex: "main" },
|
|
89
|
+
{ signalType: "POSITION_DECREASED", asset: "ETH", dex: "main" },
|
|
90
|
+
{ signalType: "POSITION_FLIPPED", asset: "SOL", dex: "main" },
|
|
91
|
+
],
|
|
92
|
+
},
|
|
93
|
+
],
|
|
94
|
+
},
|
|
95
|
+
{
|
|
96
|
+
name: "handles mixed opened, closed, and unchanged positions",
|
|
97
|
+
runs: [
|
|
98
|
+
{
|
|
99
|
+
state: strategyMonitorState([
|
|
100
|
+
strategyMonitorPosition({ coin: "BTC", szi: 1 }),
|
|
101
|
+
strategyMonitorPosition({ coin: "ETH", szi: 1 }),
|
|
102
|
+
]),
|
|
103
|
+
expectedSignals: [
|
|
104
|
+
{ signalType: "POSITION_OPENED", asset: "BTC", dex: "main" },
|
|
105
|
+
{ signalType: "POSITION_OPENED", asset: "ETH", dex: "main" },
|
|
106
|
+
],
|
|
107
|
+
},
|
|
108
|
+
{
|
|
109
|
+
state: strategyMonitorState([
|
|
110
|
+
strategyMonitorPosition({ coin: "ETH", szi: 1 }),
|
|
111
|
+
strategyMonitorPosition({ coin: "SOL", szi: -2 }),
|
|
112
|
+
]),
|
|
113
|
+
expectedSignals: [
|
|
114
|
+
{ signalType: "POSITION_CLOSED", asset: "BTC", dex: "main" },
|
|
115
|
+
{ signalType: "POSITION_OPENED", asset: "SOL", dex: "main" },
|
|
116
|
+
],
|
|
117
|
+
},
|
|
118
|
+
],
|
|
119
|
+
},
|
|
120
|
+
{
|
|
121
|
+
name: "produces no deltas on an empty first run",
|
|
122
|
+
runs: [
|
|
123
|
+
{
|
|
124
|
+
state: strategyMonitorState([]),
|
|
125
|
+
expectedSignals: [],
|
|
126
|
+
},
|
|
127
|
+
],
|
|
128
|
+
},
|
|
129
|
+
{
|
|
130
|
+
name: "closes all positions when the snapshot becomes empty",
|
|
131
|
+
runs: [
|
|
132
|
+
{
|
|
133
|
+
state: strategyMonitorState([
|
|
134
|
+
strategyMonitorPosition({ coin: "BTC", szi: 1 }),
|
|
135
|
+
strategyMonitorPosition({ coin: "ETH", szi: -2 }),
|
|
136
|
+
strategyMonitorPosition({ coin: "SOL", szi: 3 }),
|
|
137
|
+
]),
|
|
138
|
+
expectedSignals: [
|
|
139
|
+
{ signalType: "POSITION_OPENED", asset: "BTC", dex: "main" },
|
|
140
|
+
{ signalType: "POSITION_OPENED", asset: "ETH", dex: "main" },
|
|
141
|
+
{ signalType: "POSITION_OPENED", asset: "SOL", dex: "main" },
|
|
142
|
+
],
|
|
143
|
+
},
|
|
144
|
+
{
|
|
145
|
+
state: strategyMonitorState([]),
|
|
146
|
+
expectedSignals: [
|
|
147
|
+
{ signalType: "POSITION_CLOSED", asset: "BTC", dex: "main" },
|
|
148
|
+
{ signalType: "POSITION_CLOSED", asset: "ETH", dex: "main" },
|
|
149
|
+
{ signalType: "POSITION_CLOSED", asset: "SOL", dex: "main" },
|
|
150
|
+
],
|
|
151
|
+
},
|
|
152
|
+
],
|
|
153
|
+
},
|
|
154
|
+
{
|
|
155
|
+
name: "ignores entry-price-only changes when size and direction stay the same",
|
|
156
|
+
runs: [
|
|
157
|
+
{
|
|
158
|
+
state: strategyMonitorState([
|
|
159
|
+
strategyMonitorPosition({ coin: "BTC", szi: 1, entryPx: 100 }),
|
|
160
|
+
]),
|
|
161
|
+
expectedSignals: [
|
|
162
|
+
{ signalType: "POSITION_OPENED", asset: "BTC", dex: "main" },
|
|
163
|
+
],
|
|
164
|
+
},
|
|
165
|
+
{
|
|
166
|
+
state: strategyMonitorState([
|
|
167
|
+
strategyMonitorPosition({ coin: "BTC", szi: 1, entryPx: 110 }),
|
|
168
|
+
]),
|
|
169
|
+
expectedSignals: [],
|
|
170
|
+
},
|
|
171
|
+
],
|
|
172
|
+
},
|
|
173
|
+
{
|
|
174
|
+
name: "tracks same-asset positions independently across dexs",
|
|
175
|
+
runs: [
|
|
176
|
+
{
|
|
177
|
+
state: strategyMonitorState([
|
|
178
|
+
strategyMonitorPosition({ coin: "BTC", dex: "main", szi: 1 }),
|
|
179
|
+
strategyMonitorPosition({ coin: "BTC", dex: "xyz", szi: -2 }),
|
|
180
|
+
]),
|
|
181
|
+
expectedSignals: [
|
|
182
|
+
{ signalType: "POSITION_OPENED", asset: "BTC", dex: "main" },
|
|
183
|
+
{ signalType: "POSITION_OPENED", asset: "BTC", dex: "xyz" },
|
|
184
|
+
],
|
|
185
|
+
},
|
|
186
|
+
{
|
|
187
|
+
state: strategyMonitorState([
|
|
188
|
+
strategyMonitorPosition({ coin: "BTC", dex: "xyz", szi: -2 }),
|
|
189
|
+
]),
|
|
190
|
+
expectedSignals: [
|
|
191
|
+
{ signalType: "POSITION_CLOSED", asset: "BTC", dex: "main" },
|
|
192
|
+
],
|
|
193
|
+
},
|
|
194
|
+
],
|
|
195
|
+
},
|
|
196
|
+
];
|
|
197
|
+
//# sourceMappingURL=strategy-monitor-scenarios.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"strategy-monitor-scenarios.js","sourceRoot":"","sources":["../../../../src/scanners/__tests__/fixtures/strategy-monitor-scenarios.ts"],"names":[],"mappings":"AAmBA,MAAM,UAAU,uBAAuB,CACrC,SAA4D;IAE5D,OAAO;QACL,GAAG,EAAE,MAAM;QACX,GAAG,EAAE,CAAC;QACN,OAAO,EAAE,GAAG;QACZ,aAAa,EAAE,CAAC;QAChB,UAAU,EAAE,GAAG;QACf,aAAa,EAAE,EAAE;QACjB,cAAc,EAAE,CAAC;QACjB,QAAQ,EAAE,CAAC;QACX,GAAG,SAAS;KACb,CAAC;AACJ,CAAC;AAED,MAAM,UAAU,oBAAoB,CAClC,SAAkC;IAElC,OAAO;QACL,YAAY,EAAE,MAAM;QACpB,eAAe,EAAE,KAAK;QACtB,kBAAkB,EAAE,GAAG;QACvB,WAAW,EAAE,KAAK;QAClB,YAAY,EAAE,KAAK;QACnB,SAAS;KACV,CAAC;AACJ,CAAC;AAED,MAAM,CAAC,MAAM,wBAAwB,GAA8B;IACjE;QACE,IAAI,EAAE,wDAAwD;QAC9D,IAAI,EAAE;YACJ;gBACE,KAAK,EAAE,oBAAoB,CAAC;oBAC1B,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,EAAE,CAAC;oBAChD,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,CAAC,EAAE,CAAC;oBACjD,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,EAAE,CAAC;iBACjD,CAAC;gBACF,eAAe,EAAE;oBACf,EAAE,UAAU,EAAE,iBAAiB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE;oBAC5D,EAAE,UAAU,EAAE,iBAAiB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE;oBAC5D,EAAE,UAAU,EAAE,iBAAiB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE;iBAC7D;aACF;SACF;KACF;IACD;QACE,IAAI,EAAE,uCAAuC;QAC7C,IAAI,EAAE;YACJ;gBACE,KAAK,EAAE,oBAAoB,CAAC;oBAC1B,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,EAAE,CAAC;oBAChD,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,CAAC,EAAE,CAAC;oBACjD,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,EAAE,CAAC;iBACjD,CAAC;gBACF,eAAe,EAAE;oBACf,EAAE,UAAU,EAAE,iBAAiB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE;oBAC5D,EAAE,UAAU,EAAE,iBAAiB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE;oBAC5D,EAAE,UAAU,EAAE,iBAAiB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE;iBAC7D;aACF;YACD;gBACE,KAAK,EAAE,oBAAoB,CAAC;oBAC1B,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,EAAE,CAAC;oBAChD,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,CAAC,EAAE,CAAC;iBAClD,CAAC;gBACF,eAAe,EAAE,CAAC,EAAE,UAAU,EAAE,iBAAiB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE,CAAC;aAChF;SACF;KACF;IACD;QACE,IAAI,EAAE,yDAAyD;QAC/D,IAAI,EAAE;YACJ;gBACE,KAAK,EAAE,oBAAoB,CAAC;oBAC1B,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,EAAE,CAAC;oBAChD,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,CAAC,EAAE,CAAC;oBACjD,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,EAAE,CAAC;iBACjD,CAAC;gBACF,eAAe,EAAE;oBACf,EAAE,UAAU,EAAE,iBAAiB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE;oBAC5D,EAAE,UAAU,EAAE,iBAAiB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE;oBAC5D,EAAE,UAAU,EAAE,iBAAiB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE;iBAC7D;aACF;YACD;gBACE,KAAK,EAAE,oBAAoB,CAAC;oBAC1B,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,EAAE,CAAC;oBAChD,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,CAAC,EAAE,CAAC;oBACjD,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,CAAC,EAAE,CAAC;iBAClD,CAAC;gBACF,eAAe,EAAE;oBACf,EAAE,UAAU,EAAE,oBAAoB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE;oBAC/D,EAAE,UAAU,EAAE,oBAAoB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE;oBAC/D,EAAE,UAAU,EAAE,kBAAkB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE;iBAC9D;aACF;SACF;KACF;IACD;QACE,IAAI,EAAE,uDAAuD;QAC7D,IAAI,EAAE;YACJ;gBACE,KAAK,EAAE,oBAAoB,CAAC;oBAC1B,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,EAAE,CAAC;oBAChD,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,EAAE,CAAC;iBACjD,CAAC;gBACF,eAAe,EAAE;oBACf,EAAE,UAAU,EAAE,iBAAiB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE;oBAC5D,EAAE,UAAU,EAAE,iBAAiB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE;iBAC7D;aACF;YACD;gBACE,KAAK,EAAE,oBAAoB,CAAC;oBAC1B,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,EAAE,CAAC;oBAChD,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,CAAC,EAAE,CAAC;iBAClD,CAAC;gBACF,eAAe,EAAE;oBACf,EAAE,UAAU,EAAE,iBAAiB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE;oBAC5D,EAAE,UAAU,EAAE,iBAAiB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE;iBAC7D;aACF;SACF;KACF;IACD;QACE,IAAI,EAAE,0CAA0C;QAChD,IAAI,EAAE;YACJ;gBACE,KAAK,EAAE,oBAAoB,CAAC,EAAE,CAAC;gBAC/B,eAAe,EAAE,EAAE;aACpB;SACF;KACF;IACD;QACE,IAAI,EAAE,sDAAsD;QAC5D,IAAI,EAAE;YACJ;gBACE,KAAK,EAAE,oBAAoB,CAAC;oBAC1B,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,EAAE,CAAC;oBAChD,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,CAAC,EAAE,CAAC;oBACjD,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,EAAE,CAAC;iBACjD,CAAC;gBACF,eAAe,EAAE;oBACf,EAAE,UAAU,EAAE,iBAAiB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE;oBAC5D,EAAE,UAAU,EAAE,iBAAiB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE;oBAC5D,EAAE,UAAU,EAAE,iBAAiB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE;iBAC7D;aACF;YACD;gBACE,KAAK,EAAE,oBAAoB,CAAC,EAAE,CAAC;gBAC/B,eAAe,EAAE;oBACf,EAAE,UAAU,EAAE,iBAAiB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE;oBAC5D,EAAE,UAAU,EAAE,iBAAiB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE;oBAC5D,EAAE,UAAU,EAAE,iBAAiB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE;iBAC7D;aACF;SACF;KACF;IACD;QACE,IAAI,EAAE,wEAAwE;QAC9E,IAAI,EAAE;YACJ;gBACE,KAAK,EAAE,oBAAoB,CAAC;oBAC1B,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,EAAE,OAAO,EAAE,GAAG,EAAE,CAAC;iBAC/D,CAAC;gBACF,eAAe,EAAE;oBACf,EAAE,UAAU,EAAE,iBAAiB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE;iBAC7D;aACF;YACD;gBACE,KAAK,EAAE,oBAAoB,CAAC;oBAC1B,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,EAAE,OAAO,EAAE,GAAG,EAAE,CAAC;iBAC/D,CAAC;gBACF,eAAe,EAAE,EAAE;aACpB;SACF;KACF;IACD;QACE,IAAI,EAAE,uDAAuD;QAC7D,IAAI,EAAE;YACJ;gBACE,KAAK,EAAE,oBAAoB,CAAC;oBAC1B,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE,GAAG,EAAE,CAAC,EAAE,CAAC;oBAC7D,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,CAAC,EAAE,CAAC;iBAC9D,CAAC;gBACF,eAAe,EAAE;oBACf,EAAE,UAAU,EAAE,iBAAiB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE;oBAC5D,EAAE,UAAU,EAAE,iBAAiB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,KAAK,EAAE;iBAC5D;aACF;YACD;gBACE,KAAK,EAAE,oBAAoB,CAAC;oBAC1B,uBAAuB,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,CAAC,EAAE,CAAC;iBAC9D,CAAC;gBACF,eAAe,EAAE;oBACf,EAAE,UAAU,EAAE,iBAAiB,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE;iBAC7D;aACF;SACF;KACF;CACF,CAAC"}
|
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@@ -5,4 +5,5 @@ export { emergingMoversScanner, type EmergingMoversConfig, type EmergingMoversSt
|
|
|
5
5
|
export { marketRegimeScanner, type MarketRegimeConfig, type MarketRegimeState, } from "./market-regime.js";
|
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6
6
|
export { smFlipScanner, type SmFlipConfig, type SmFlipState, } from "./sm-flip.js";
|
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7
7
|
export { opportunityScanner, type OpportunityConfig, type OpportunityState, } from "./opportunity.js";
|
|
8
|
+
export { strategyMonitorScanner, type StrategyMonitorConfig, type StrategyMonitorDelta, type StrategyMonitorDeltaType, type StrategyMonitorPositionSnapshot, type StrategyMonitorState, } from "./strategy-monitor.js";
|
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8
9
|
//# sourceMappingURL=index.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/scanners/implementations/index.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,kBAAkB,EAClB,KAAK,iBAAiB,EACtB,KAAK,oBAAoB,EACzB,KAAK,mBAAmB,GACzB,MAAM,kBAAkB,CAAC;AAC1B,OAAO,EACL,gBAAgB,EAChB,KAAK,eAAe,EACpB,KAAK,iBAAiB,GACvB,MAAM,iBAAiB,CAAC;AACzB,OAAO,EAAE,eAAe,EAAE,KAAK,cAAc,EAAE,MAAM,eAAe,CAAC;AACrE,OAAO,EACL,qBAAqB,EACrB,KAAK,oBAAoB,EACzB,KAAK,mBAAmB,GACzB,MAAM,sBAAsB,CAAC;AAC9B,OAAO,EACL,mBAAmB,EACnB,KAAK,kBAAkB,EACvB,KAAK,iBAAiB,GACvB,MAAM,oBAAoB,CAAC;AAC5B,OAAO,EACL,aAAa,EACb,KAAK,YAAY,EACjB,KAAK,WAAW,GACjB,MAAM,cAAc,CAAC;AACtB,OAAO,EACL,kBAAkB,EAClB,KAAK,iBAAiB,EACtB,KAAK,gBAAgB,GACtB,MAAM,kBAAkB,CAAC"}
|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/scanners/implementations/index.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,kBAAkB,EAClB,KAAK,iBAAiB,EACtB,KAAK,oBAAoB,EACzB,KAAK,mBAAmB,GACzB,MAAM,kBAAkB,CAAC;AAC1B,OAAO,EACL,gBAAgB,EAChB,KAAK,eAAe,EACpB,KAAK,iBAAiB,GACvB,MAAM,iBAAiB,CAAC;AACzB,OAAO,EAAE,eAAe,EAAE,KAAK,cAAc,EAAE,MAAM,eAAe,CAAC;AACrE,OAAO,EACL,qBAAqB,EACrB,KAAK,oBAAoB,EACzB,KAAK,mBAAmB,GACzB,MAAM,sBAAsB,CAAC;AAC9B,OAAO,EACL,mBAAmB,EACnB,KAAK,kBAAkB,EACvB,KAAK,iBAAiB,GACvB,MAAM,oBAAoB,CAAC;AAC5B,OAAO,EACL,aAAa,EACb,KAAK,YAAY,EACjB,KAAK,WAAW,GACjB,MAAM,cAAc,CAAC;AACtB,OAAO,EACL,kBAAkB,EAClB,KAAK,iBAAiB,EACtB,KAAK,gBAAgB,GACtB,MAAM,kBAAkB,CAAC;AAC1B,OAAO,EACL,sBAAsB,EACtB,KAAK,qBAAqB,EAC1B,KAAK,oBAAoB,EACzB,KAAK,wBAAwB,EAC7B,KAAK,+BAA+B,EACpC,KAAK,oBAAoB,GAC1B,MAAM,uBAAuB,CAAC"}
|
|
@@ -5,4 +5,5 @@ export { emergingMoversScanner, } from "./emerging-movers.js";
|
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|
5
5
|
export { marketRegimeScanner, } from "./market-regime.js";
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6
6
|
export { smFlipScanner, } from "./sm-flip.js";
|
|
7
7
|
export { opportunityScanner, } from "./opportunity.js";
|
|
8
|
+
export { strategyMonitorScanner, } from "./strategy-monitor.js";
|
|
8
9
|
//# sourceMappingURL=index.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/scanners/implementations/index.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,kBAAkB,GAInB,MAAM,kBAAkB,CAAC;AAC1B,OAAO,EACL,gBAAgB,GAGjB,MAAM,iBAAiB,CAAC;AACzB,OAAO,EAAE,eAAe,EAAuB,MAAM,eAAe,CAAC;AACrE,OAAO,EACL,qBAAqB,GAGtB,MAAM,sBAAsB,CAAC;AAC9B,OAAO,EACL,mBAAmB,GAGpB,MAAM,oBAAoB,CAAC;AAC5B,OAAO,EACL,aAAa,GAGd,MAAM,cAAc,CAAC;AACtB,OAAO,EACL,kBAAkB,GAGnB,MAAM,kBAAkB,CAAC"}
|
|
1
|
+
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/scanners/implementations/index.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,kBAAkB,GAInB,MAAM,kBAAkB,CAAC;AAC1B,OAAO,EACL,gBAAgB,GAGjB,MAAM,iBAAiB,CAAC;AACzB,OAAO,EAAE,eAAe,EAAuB,MAAM,eAAe,CAAC;AACrE,OAAO,EACL,qBAAqB,GAGtB,MAAM,sBAAsB,CAAC;AAC9B,OAAO,EACL,mBAAmB,GAGpB,MAAM,oBAAoB,CAAC;AAC5B,OAAO,EACL,aAAa,GAGd,MAAM,cAAc,CAAC;AACtB,OAAO,EACL,kBAAkB,GAGnB,MAAM,kBAAkB,CAAC;AAC1B,OAAO,EACL,sBAAsB,GAMvB,MAAM,uBAAuB,CAAC"}
|
|
@@ -1,13 +1,12 @@
|
|
|
1
1
|
import { type Static } from "@sinclair/typebox";
|
|
2
|
+
import type { ClearinghouseState as StrategyClearingHouseState, OpenPosition as StrategyOpenPosition } from "../../types/strategy.js";
|
|
2
3
|
declare const watchdogConfigSchema: import("@sinclair/typebox").TObject<{
|
|
3
4
|
/** Margin buffer % below which a WARNING alert is emitted. */
|
|
4
5
|
bufferWarningPct: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
|
|
5
6
|
/** Margin buffer % below which a CRITICAL alert + WATCHDOG_CLOSE signal are emitted. */
|
|
6
7
|
bufferCriticalPct: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
|
|
7
|
-
/** Per-position liquidation distance (%) warning threshold
|
|
8
|
+
/** Per-position liquidation distance (%) warning threshold. */
|
|
8
9
|
liqDistanceWarningPct: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
|
|
9
|
-
/** Per-position liquidation distance (%) warning threshold for isolated-margin. */
|
|
10
|
-
liqDistanceIsolatedWarningPct: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
|
|
11
10
|
/** ROE (%) below which a position is flagged as dangerous. */
|
|
12
11
|
roeDangerPct: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
|
|
13
12
|
}>;
|
|
@@ -26,7 +25,9 @@ export interface WatchdogAlert {
|
|
|
26
25
|
value?: number;
|
|
27
26
|
threshold?: number;
|
|
28
27
|
}
|
|
29
|
-
export
|
|
28
|
+
export type ClearingHouseState = StrategyClearingHouseState;
|
|
29
|
+
export type ClearingHousePosition = StrategyOpenPosition;
|
|
30
|
+
interface WatchdogPositionView {
|
|
30
31
|
asset: string;
|
|
31
32
|
direction: "LONG" | "SHORT";
|
|
32
33
|
size: number;
|
|
@@ -36,20 +37,12 @@ export interface ClearingHousePosition {
|
|
|
36
37
|
unrealizedPnl: number;
|
|
37
38
|
roe: number;
|
|
38
39
|
leverage: number;
|
|
39
|
-
marginType: "cross" | "isolated";
|
|
40
|
-
}
|
|
41
|
-
export interface ClearingHouseState {
|
|
42
|
-
accountValue: number;
|
|
43
|
-
totalMarginUsed: number;
|
|
44
|
-
crossMaintenanceMargin: number;
|
|
45
|
-
availableBalance: number;
|
|
46
|
-
positions: ClearingHousePosition[];
|
|
47
40
|
}
|
|
48
41
|
/**
|
|
49
42
|
* Computes margin buffer as a percentage of account value.
|
|
50
|
-
* buffer =
|
|
43
|
+
* buffer = withdrawable / accountValue * 100
|
|
51
44
|
*/
|
|
52
|
-
export declare function computeMarginBuffer(accountValue: number,
|
|
45
|
+
export declare function computeMarginBuffer(accountValue: number, withdrawable: number): number;
|
|
53
46
|
/**
|
|
54
47
|
* Computes liquidation distance as a percentage of mark price.
|
|
55
48
|
* For LONG: (markPrice - liqPrice) / markPrice * 100
|
|
@@ -61,13 +54,12 @@ export declare function computeLiqDistance(markPrice: number, liqPrice: number |
|
|
|
61
54
|
*/
|
|
62
55
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export declare function analyzeMarginHealth(chState: ClearingHouseState, cfg: ResolvedWatchdogConfig, dslFloors?: Map<string, number>): {
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alerts: WatchdogAlert[];
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lowestRoePosition:
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+
lowestRoePosition: WatchdogPositionView | null;
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};
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export declare function liquidationWatchdogScanner(): import("../index.js").Scanner<{
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bufferWarningPct?: number | undefined;
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bufferCriticalPct?: number | undefined;
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liqDistanceWarningPct?: number | undefined;
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liqDistanceIsolatedWarningPct?: number | undefined;
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roeDangerPct?: number | undefined;
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}, WatchdogState>;
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export {};
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"liquidation-watchdog.d.ts","sourceRoot":"","sources":["../../../src/scanners/implementations/liquidation-watchdog.ts"],"names":[],"mappings":"AAAA,OAAO,EAAQ,KAAK,MAAM,EAAE,MAAM,mBAAmB,CAAC;
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1
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+
{"version":3,"file":"liquidation-watchdog.d.ts","sourceRoot":"","sources":["../../../src/scanners/implementations/liquidation-watchdog.ts"],"names":[],"mappings":"AAAA,OAAO,EAAQ,KAAK,MAAM,EAAE,MAAM,mBAAmB,CAAC;AAMtD,OAAO,KAAK,EACV,kBAAkB,IAAI,0BAA0B,EAChD,YAAY,IAAI,oBAAoB,EACrC,MAAM,yBAAyB,CAAC;AAIjC,QAAA,MAAM,oBAAoB;IACxB,8DAA8D;;IAE9D,wFAAwF;;IAExF,+DAA+D;;IAE/D,8DAA8D;;EAE9D,CAAC;AAEH,MAAM,MAAM,cAAc,GAAG,MAAM,CAAC,OAAO,oBAAoB,CAAC,CAAC;AACjE,MAAM,MAAM,sBAAsB,GAAG,QAAQ,CAAC,cAAc,CAAC,CAAC;AAI9D,MAAM,WAAW,aAAa;IAC5B,kBAAkB,EAAE,MAAM,CAAC;IAC3B,UAAU,EAAE,aAAa,EAAE,CAAC;IAC5B,sBAAsB,EAAE,MAAM,CAAC;CAChC;AAgBD,MAAM,MAAM,UAAU,GAAG,SAAS,GAAG,UAAU,CAAC;AAEhD,MAAM,WAAW,aAAa;IAC5B,KAAK,EAAE,UAAU,CAAC;IAClB,OAAO,EAAE,MAAM,CAAC;IAChB,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,SAAS,CAAC,EAAE,MAAM,CAAC;CACpB;AAID,MAAM,MAAM,kBAAkB,GAAG,0BAA0B,CAAC;AAC5D,MAAM,MAAM,qBAAqB,GAAG,oBAAoB,CAAC;AAEzD,UAAU,oBAAoB;IAC5B,KAAK,EAAE,MAAM,CAAC;IACd,SAAS,EAAE,MAAM,GAAG,OAAO,CAAC;IAC5B,IAAI,EAAE,MAAM,CAAC;IACb,UAAU,EAAE,MAAM,CAAC;IACnB,SAAS,EAAE,MAAM,CAAC;IAClB,gBAAgB,EAAE,MAAM,GAAG,IAAI,CAAC;IAChC,aAAa,EAAE,MAAM,CAAC;IACtB,GAAG,EAAE,MAAM,CAAC;IACZ,QAAQ,EAAE,MAAM,CAAC;CAClB;AAmBD;;;GAGG;AACH,wBAAgB,mBAAmB,CACjC,YAAY,EAAE,MAAM,EACpB,YAAY,EAAE,MAAM,GACnB,MAAM,CAGR;AAED;;;;GAIG;AACH,wBAAgB,kBAAkB,CAChC,SAAS,EAAE,MAAM,EACjB,QAAQ,EAAE,MAAM,GAAG,IAAI,EACvB,SAAS,EAAE,MAAM,GAAG,OAAO,GAC1B,MAAM,GAAG,IAAI,CAOf;AAED;;GAEG;AACH,wBAAgB,mBAAmB,CACjC,OAAO,EAAE,kBAAkB,EAC3B,GAAG,EAAE,sBAAsB,EAC3B,SAAS,CAAC,EAAE,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,GAC9B;IAAE,MAAM,EAAE,aAAa,EAAE,CAAC;IAAC,iBAAiB,EAAE,oBAAoB,GAAG,IAAI,CAAA;CAAE,CAqE7E;AA6CD,wBAAgB,0BAA0B;;;;;kBA8IzC"}
|
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@@ -9,10 +9,8 @@ const watchdogConfigSchema = Type.Object({
|
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9
9
|
bufferWarningPct: Type.Optional(Type.Number({ minimum: 0, default: 50 })),
|
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10
10
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/** Margin buffer % below which a CRITICAL alert + WATCHDOG_CLOSE signal are emitted. */
|
|
11
11
|
bufferCriticalPct: Type.Optional(Type.Number({ minimum: 0, default: 30 })),
|
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12
|
-
/** Per-position liquidation distance (%) warning threshold
|
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12
|
+
/** Per-position liquidation distance (%) warning threshold. */
|
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13
13
|
liqDistanceWarningPct: Type.Optional(Type.Number({ minimum: 0, default: 30 })),
|
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14
|
-
/** Per-position liquidation distance (%) warning threshold for isolated-margin. */
|
|
15
|
-
liqDistanceIsolatedWarningPct: Type.Optional(Type.Number({ minimum: 0, default: 15 })),
|
|
16
14
|
/** ROE (%) below which a position is flagged as dangerous. */
|
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17
15
|
roeDangerPct: Type.Optional(Type.Number({ default: -15 })),
|
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18
16
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});
|
|
@@ -32,7 +30,6 @@ const defaultConfig = {
|
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32
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bufferWarningPct: 50,
|
|
33
31
|
bufferCriticalPct: 30,
|
|
34
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|
liqDistanceWarningPct: 30,
|
|
35
|
-
liqDistanceIsolatedWarningPct: 15,
|
|
36
33
|
roeDangerPct: -15,
|
|
37
34
|
};
|
|
38
35
|
const defaultState = {
|
|
@@ -43,12 +40,12 @@ const defaultState = {
|
|
|
43
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|
// ─── Pure helpers (exported for testing) ────────────────────────────────────
|
|
44
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|
/**
|
|
45
42
|
* Computes margin buffer as a percentage of account value.
|
|
46
|
-
* buffer =
|
|
43
|
+
* buffer = withdrawable / accountValue * 100
|
|
47
44
|
*/
|
|
48
|
-
export function computeMarginBuffer(accountValue,
|
|
45
|
+
export function computeMarginBuffer(accountValue, withdrawable) {
|
|
49
46
|
if (accountValue <= 0)
|
|
50
47
|
return 0;
|
|
51
|
-
return (
|
|
48
|
+
return (withdrawable / accountValue) * 100;
|
|
52
49
|
}
|
|
53
50
|
/**
|
|
54
51
|
* Computes liquidation distance as a percentage of mark price.
|
|
@@ -72,7 +69,7 @@ export function analyzeMarginHealth(chState, cfg, dslFloors) {
|
|
|
72
69
|
let lowestRoePosition = null;
|
|
73
70
|
let lowestRoe = Infinity;
|
|
74
71
|
// 1. Account-level margin buffer check
|
|
75
|
-
const buffer = computeMarginBuffer(chState.accountValue, chState.
|
|
72
|
+
const buffer = computeMarginBuffer(chState.accountValue, chState.withdrawable);
|
|
76
73
|
if (buffer < cfg.bufferCriticalPct) {
|
|
77
74
|
alerts.push({
|
|
78
75
|
level: "CRITICAL",
|
|
@@ -90,7 +87,8 @@ export function analyzeMarginHealth(chState, cfg, dslFloors) {
|
|
|
90
87
|
});
|
|
91
88
|
}
|
|
92
89
|
// 2. Per-position analysis
|
|
93
|
-
for (const
|
|
90
|
+
for (const rawPosition of chState.positions) {
|
|
91
|
+
const pos = normalizeWatchdogPosition(rawPosition);
|
|
94
92
|
// Track lowest ROE position for potential close signal
|
|
95
93
|
if (pos.roe < lowestRoe) {
|
|
96
94
|
lowestRoe = pos.roe;
|
|
@@ -99,9 +97,7 @@ export function analyzeMarginHealth(chState, cfg, dslFloors) {
|
|
|
99
97
|
// Liq distance check
|
|
100
98
|
const liqDist = computeLiqDistance(pos.markPrice, pos.liquidationPrice, pos.direction);
|
|
101
99
|
if (liqDist !== null) {
|
|
102
|
-
const threshold =
|
|
103
|
-
? cfg.liqDistanceIsolatedWarningPct
|
|
104
|
-
: cfg.liqDistanceWarningPct;
|
|
100
|
+
const threshold = cfg.liqDistanceWarningPct;
|
|
105
101
|
if (liqDist < threshold) {
|
|
106
102
|
// Compare liq distance to DSL floor distance if available
|
|
107
103
|
const dslFloorPrice = dslFloors?.get(pos.asset);
|
|
@@ -131,6 +127,31 @@ export function analyzeMarginHealth(chState, cfg, dslFloors) {
|
|
|
131
127
|
return { alerts, lowestRoePosition };
|
|
132
128
|
}
|
|
133
129
|
// ─── Utility ────────────────────────────────────────────────────────────────
|
|
130
|
+
function resolveDirection(szi) {
|
|
131
|
+
return szi >= 0 ? "LONG" : "SHORT";
|
|
132
|
+
}
|
|
133
|
+
function computeMarkPrice(position) {
|
|
134
|
+
if (position.szi === 0) {
|
|
135
|
+
return position.entryPx;
|
|
136
|
+
}
|
|
137
|
+
return position.entryPx + position.unrealizedPnl / position.szi;
|
|
138
|
+
}
|
|
139
|
+
function normalizeRoe(returnOnEquity) {
|
|
140
|
+
return returnOnEquity * 100;
|
|
141
|
+
}
|
|
142
|
+
function normalizeWatchdogPosition(position) {
|
|
143
|
+
return {
|
|
144
|
+
asset: position.coin,
|
|
145
|
+
direction: resolveDirection(position.szi),
|
|
146
|
+
size: Math.abs(position.szi),
|
|
147
|
+
entryPrice: position.entryPx,
|
|
148
|
+
markPrice: computeMarkPrice(position),
|
|
149
|
+
liquidationPrice: position.liquidationPx,
|
|
150
|
+
unrealizedPnl: position.unrealizedPnl,
|
|
151
|
+
roe: normalizeRoe(position.returnOnEquity),
|
|
152
|
+
leverage: position.leverage,
|
|
153
|
+
};
|
|
154
|
+
}
|
|
134
155
|
function resolveConfig(config) {
|
|
135
156
|
return {
|
|
136
157
|
...defaultConfig,
|
|
@@ -216,7 +237,7 @@ export function liquidationWatchdogScanner() {
|
|
|
216
237
|
reason: "critical_margin_buffer",
|
|
217
238
|
roe: lowestRoePosition.roe,
|
|
218
239
|
asset: lowestRoePosition.asset,
|
|
219
|
-
buffer: computeMarginBuffer(chState.accountValue, chState.
|
|
240
|
+
buffer: computeMarginBuffer(chState.accountValue, chState.withdrawable),
|
|
220
241
|
alerts: alerts.map(a => a.message),
|
|
221
242
|
},
|
|
222
243
|
});
|
|
@@ -257,7 +278,7 @@ export function liquidationWatchdogScanner() {
|
|
|
257
278
|
signals,
|
|
258
279
|
summary: {
|
|
259
280
|
accountValue: chState.accountValue,
|
|
260
|
-
marginBuffer: computeMarginBuffer(chState.accountValue, chState.
|
|
281
|
+
marginBuffer: computeMarginBuffer(chState.accountValue, chState.withdrawable),
|
|
261
282
|
positionCount: chState.positions.length,
|
|
262
283
|
alertCount: alerts.length,
|
|
263
284
|
criticalCount: alerts.filter(a => a.level === "CRITICAL").length,
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"liquidation-watchdog.js","sourceRoot":"","sources":["../../../src/scanners/implementations/liquidation-watchdog.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,IAAI,EAAe,MAAM,mBAAmB,CAAC;AACtD,OAAO,EAAE,aAAa,EAAE,MAAM,sBAAsB,CAAC;AACrD,OAAO,EAAE,aAAa,EAAE,MAAM,yBAAyB,CAAC;AACxD,OAAO,EAAE,OAAO,EAAE,MAAM,mBAAmB,CAAC;AAC5C,OAAO,EAAE,iBAAiB,EAAE,eAAe,EAAE,MAAM,0BAA0B,CAAC;
|
|
1
|
+
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|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"sm-flip.d.ts","sourceRoot":"","sources":["../../../src/scanners/implementations/sm-flip.ts"],"names":[],"mappings":"AAAA,OAAO,EAAQ,KAAK,MAAM,EAAE,MAAM,mBAAmB,CAAC;AAKtD,OAAO,KAAK,EAAU,QAAQ,EAAE,MAAM,aAAa,CAAC;AAIpD,QAAA,MAAM,kBAAkB;;EAEtB,CAAC;AAEH,MAAM,MAAM,YAAY,GAAG,MAAM,CAAC,OAAO,kBAAkB,CAAC,CAAC;AAI7D,MAAM,WAAW,WAAW;IAC1B,uCAAuC;IACvC,KAAK,EAAE,MAAM,CAAC;IACd,uDAAuD;IACvD,UAAU,EAAE,MAAM,CAAC;CACpB;AAoBD;;;;;;;;GAQG;AACH,wBAAgB,eAAe,CAAC,EAAE,EAAE,QAAQ,GAAG,MAAM,CAcpD;AAWD;;GAEG;AACH,wBAAgB,SAAS,CACvB,iBAAiB,EAAE,MAAM,EACzB,WAAW,EAAE,MAAM,GAClB,OAAO,CAIT;
|
|
1
|
+
{"version":3,"file":"sm-flip.d.ts","sourceRoot":"","sources":["../../../src/scanners/implementations/sm-flip.ts"],"names":[],"mappings":"AAAA,OAAO,EAAQ,KAAK,MAAM,EAAE,MAAM,mBAAmB,CAAC;AAKtD,OAAO,KAAK,EAAU,QAAQ,EAAE,MAAM,aAAa,CAAC;AAIpD,QAAA,MAAM,kBAAkB;;EAEtB,CAAC;AAEH,MAAM,MAAM,YAAY,GAAG,MAAM,CAAC,OAAO,kBAAkB,CAAC,CAAC;AAI7D,MAAM,WAAW,WAAW;IAC1B,uCAAuC;IACvC,KAAK,EAAE,MAAM,CAAC;IACd,uDAAuD;IACvD,UAAU,EAAE,MAAM,CAAC;CACpB;AAoBD;;;;;;;;GAQG;AACH,wBAAgB,eAAe,CAAC,EAAE,EAAE,QAAQ,GAAG,MAAM,CAcpD;AAWD;;GAEG;AACH,wBAAgB,SAAS,CACvB,iBAAiB,EAAE,MAAM,EACzB,WAAW,EAAE,MAAM,GAClB,OAAO,CAIT;AA6DD;;;;;;;;;;;GAWG;AACH,wBAAgB,aAAa;;gBA2F5B"}
|
|
@@ -82,8 +82,9 @@ function parsePosition(record) {
|
|
|
82
82
|
direction = d;
|
|
83
83
|
}
|
|
84
84
|
// Hyperliquid clearinghouse uses szi (signed size): positive = long, negative = short
|
|
85
|
-
if (!direction &&
|
|
86
|
-
|
|
85
|
+
if (!direction &&
|
|
86
|
+
(typeof record.szi === "number" || typeof record.szi === "string")) {
|
|
87
|
+
const szi = typeof record.szi === "number" ? record.szi : parseFloat(record.szi);
|
|
87
88
|
if (Number.isFinite(szi) && szi !== 0) {
|
|
88
89
|
direction = szi > 0 ? "LONG" : "SHORT";
|
|
89
90
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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