@senpi/trading-runtime 1.0.0
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/README.md +117 -0
- package/dist/actions/decision-engine.d.ts +28 -0
- package/dist/actions/decision-engine.d.ts.map +1 -0
- package/dist/actions/decision-engine.js +65 -0
- package/dist/actions/decision-engine.js.map +1 -0
- package/dist/actions/llm-decision/anthropic-llm-decision.d.ts +12 -0
- package/dist/actions/llm-decision/anthropic-llm-decision.d.ts.map +1 -0
- package/dist/actions/llm-decision/anthropic-llm-decision.js +74 -0
- package/dist/actions/llm-decision/anthropic-llm-decision.js.map +1 -0
- package/dist/actions/llm-decision/factory.d.ts +17 -0
- package/dist/actions/llm-decision/factory.d.ts.map +1 -0
- package/dist/actions/llm-decision/factory.js +29 -0
- package/dist/actions/llm-decision/factory.js.map +1 -0
- package/dist/actions/llm-decision/index.d.ts +8 -0
- package/dist/actions/llm-decision/index.d.ts.map +1 -0
- package/dist/actions/llm-decision/index.js +5 -0
- package/dist/actions/llm-decision/index.js.map +1 -0
- package/dist/actions/llm-decision/openclaw-llm-decision.d.ts +14 -0
- package/dist/actions/llm-decision/openclaw-llm-decision.d.ts.map +1 -0
- package/dist/actions/llm-decision/openclaw-llm-decision.js +58 -0
- package/dist/actions/llm-decision/openclaw-llm-decision.js.map +1 -0
- package/dist/actions/llm-decision/shared.d.ts +41 -0
- package/dist/actions/llm-decision/shared.d.ts.map +1 -0
- package/dist/actions/llm-decision/shared.js +117 -0
- package/dist/actions/llm-decision/shared.js.map +1 -0
- package/dist/actions/open-position/open-position.action.d.ts +15 -0
- package/dist/actions/open-position/open-position.action.d.ts.map +1 -0
- package/dist/actions/open-position/open-position.action.js +302 -0
- package/dist/actions/open-position/open-position.action.js.map +1 -0
- package/dist/actions/types.d.ts +123 -0
- package/dist/actions/types.d.ts.map +1 -0
- package/dist/actions/types.js +3 -0
- package/dist/actions/types.js.map +1 -0
- package/dist/cli/guide-commands.d.ts +26 -0
- package/dist/cli/guide-commands.d.ts.map +1 -0
- package/dist/cli/guide-commands.js +332 -0
- package/dist/cli/guide-commands.js.map +1 -0
- package/dist/cli/senpi-commands.d.ts +22 -0
- package/dist/cli/senpi-commands.d.ts.map +1 -0
- package/dist/cli/senpi-commands.js +138 -0
- package/dist/cli/senpi-commands.js.map +1 -0
- package/dist/constants/dsl/index.d.ts +39 -0
- package/dist/constants/dsl/index.d.ts.map +1 -0
- package/dist/constants/dsl/index.js +39 -0
- package/dist/constants/dsl/index.js.map +1 -0
- package/dist/context/context-builder.d.ts +14 -0
- package/dist/context/context-builder.d.ts.map +1 -0
- package/dist/context/context-builder.js +36 -0
- package/dist/context/context-builder.js.map +1 -0
- package/dist/context/index.d.ts +5 -0
- package/dist/context/index.d.ts.map +1 -0
- package/dist/context/index.js +5 -0
- package/dist/context/index.js.map +1 -0
- package/dist/context/interpolate.d.ts +6 -0
- package/dist/context/interpolate.d.ts.map +1 -0
- package/dist/context/interpolate.js +15 -0
- package/dist/context/interpolate.js.map +1 -0
- package/dist/context/providers/asset-trend.provider.d.ts +42 -0
- package/dist/context/providers/asset-trend.provider.d.ts.map +1 -0
- package/dist/context/providers/asset-trend.provider.js +94 -0
- package/dist/context/providers/asset-trend.provider.js.map +1 -0
- package/dist/context/providers/index.d.ts +5 -0
- package/dist/context/providers/index.d.ts.map +1 -0
- package/dist/context/providers/index.js +5 -0
- package/dist/context/providers/index.js.map +1 -0
- package/dist/context/providers/regime.provider.d.ts +14 -0
- package/dist/context/providers/regime.provider.d.ts.map +1 -0
- package/dist/context/providers/regime.provider.js +29 -0
- package/dist/context/providers/regime.provider.js.map +1 -0
- package/dist/context/providers/signal.provider.d.ts +11 -0
- package/dist/context/providers/signal.provider.d.ts.map +1 -0
- package/dist/context/providers/signal.provider.js +27 -0
- package/dist/context/providers/signal.provider.js.map +1 -0
- package/dist/context/providers/strategy.provider.d.ts +14 -0
- package/dist/context/providers/strategy.provider.d.ts.map +1 -0
- package/dist/context/providers/strategy.provider.js +68 -0
- package/dist/context/providers/strategy.provider.js.map +1 -0
- package/dist/context/types.d.ts +30 -0
- package/dist/context/types.d.ts.map +1 -0
- package/dist/context/types.js +2 -0
- package/dist/context/types.js.map +1 -0
- package/dist/dsl/config/index.d.ts +43 -0
- package/dist/dsl/config/index.d.ts.map +1 -0
- package/dist/dsl/config/index.js +108 -0
- package/dist/dsl/config/index.js.map +1 -0
- package/dist/dsl/constants/index.d.ts +3 -0
- package/dist/dsl/constants/index.d.ts.map +1 -0
- package/dist/dsl/constants/index.js +3 -0
- package/dist/dsl/constants/index.js.map +1 -0
- package/dist/dsl/engine/index.d.ts +7 -0
- package/dist/dsl/engine/index.d.ts.map +1 -0
- package/dist/dsl/engine/index.js +123 -0
- package/dist/dsl/engine/index.js.map +1 -0
- package/dist/dsl/events/bus-types.d.ts +7 -0
- package/dist/dsl/events/bus-types.d.ts.map +1 -0
- package/dist/dsl/events/bus-types.js +6 -0
- package/dist/dsl/events/bus-types.js.map +1 -0
- package/dist/dsl/events/guards.d.ts +17 -0
- package/dist/dsl/events/guards.d.ts.map +1 -0
- package/dist/dsl/events/guards.js +94 -0
- package/dist/dsl/events/guards.js.map +1 -0
- package/dist/dsl/events/handlers.d.ts +15 -0
- package/dist/dsl/events/handlers.d.ts.map +1 -0
- package/dist/dsl/events/handlers.js +229 -0
- package/dist/dsl/events/handlers.js.map +1 -0
- package/dist/dsl/events/index.d.ts +4 -0
- package/dist/dsl/events/index.d.ts.map +1 -0
- package/dist/dsl/events/index.js +4 -0
- package/dist/dsl/events/index.js.map +1 -0
- package/dist/dsl/index.d.ts +13 -0
- package/dist/dsl/index.d.ts.map +1 -0
- package/dist/dsl/index.js +35 -0
- package/dist/dsl/index.js.map +1 -0
- package/dist/dsl/monitor/index.d.ts +18 -0
- package/dist/dsl/monitor/index.d.ts.map +1 -0
- package/dist/dsl/monitor/index.js +296 -0
- package/dist/dsl/monitor/index.js.map +1 -0
- package/dist/dsl/plugin/index.d.ts +29 -0
- package/dist/dsl/plugin/index.d.ts.map +1 -0
- package/dist/dsl/plugin/index.js +85 -0
- package/dist/dsl/plugin/index.js.map +1 -0
- package/dist/dsl/types/index.d.ts +3 -0
- package/dist/dsl/types/index.d.ts.map +1 -0
- package/dist/dsl/types/index.js +3 -0
- package/dist/dsl/types/index.js.map +1 -0
- package/dist/health/index.d.ts +9 -0
- package/dist/health/index.d.ts.map +1 -0
- package/dist/health/index.js +9 -0
- package/dist/health/index.js.map +1 -0
- package/dist/index.d.ts +94 -0
- package/dist/index.d.ts.map +1 -0
- package/dist/index.js +218 -0
- package/dist/index.js.map +1 -0
- package/dist/risk/index.d.ts +9 -0
- package/dist/risk/index.d.ts.map +1 -0
- package/dist/risk/index.js +9 -0
- package/dist/risk/index.js.map +1 -0
- package/dist/runtime/action-registry.d.ts +12 -0
- package/dist/runtime/action-registry.d.ts.map +1 -0
- package/dist/runtime/action-registry.js +18 -0
- package/dist/runtime/action-registry.js.map +1 -0
- package/dist/runtime/build-action-scan-payload.d.ts +20 -0
- package/dist/runtime/build-action-scan-payload.d.ts.map +1 -0
- package/dist/runtime/build-action-scan-payload.js +52 -0
- package/dist/runtime/build-action-scan-payload.js.map +1 -0
- package/dist/runtime/bus.d.ts +6 -0
- package/dist/runtime/bus.d.ts.map +1 -0
- package/dist/runtime/bus.js +19 -0
- package/dist/runtime/bus.js.map +1 -0
- package/dist/runtime/create-action-context.d.ts +34 -0
- package/dist/runtime/create-action-context.d.ts.map +1 -0
- package/dist/runtime/create-action-context.js +22 -0
- package/dist/runtime/create-action-context.js.map +1 -0
- package/dist/runtime/create-actions.d.ts +30 -0
- package/dist/runtime/create-actions.d.ts.map +1 -0
- package/dist/runtime/create-actions.js +78 -0
- package/dist/runtime/create-actions.js.map +1 -0
- package/dist/runtime/create-runtime-context.d.ts +33 -0
- package/dist/runtime/create-runtime-context.d.ts.map +1 -0
- package/dist/runtime/create-runtime-context.js +32 -0
- package/dist/runtime/create-runtime-context.js.map +1 -0
- package/dist/runtime/create-scanner-module.d.ts +14 -0
- package/dist/runtime/create-scanner-module.d.ts.map +1 -0
- package/dist/runtime/create-scanner-module.js +26 -0
- package/dist/runtime/create-scanner-module.js.map +1 -0
- package/dist/runtime/create-scanner-providers-for-run.d.ts +20 -0
- package/dist/runtime/create-scanner-providers-for-run.d.ts.map +1 -0
- package/dist/runtime/create-scanner-providers-for-run.js +34 -0
- package/dist/runtime/create-scanner-providers-for-run.js.map +1 -0
- package/dist/runtime/default-state-dir.d.ts +10 -0
- package/dist/runtime/default-state-dir.d.ts.map +1 -0
- package/dist/runtime/default-state-dir.js +22 -0
- package/dist/runtime/default-state-dir.js.map +1 -0
- package/dist/runtime/env-resolve.d.ts +17 -0
- package/dist/runtime/env-resolve.d.ts.map +1 -0
- package/dist/runtime/env-resolve.js +45 -0
- package/dist/runtime/env-resolve.js.map +1 -0
- package/dist/runtime/hook-system.d.ts +7 -0
- package/dist/runtime/hook-system.d.ts.map +1 -0
- package/dist/runtime/hook-system.js +16 -0
- package/dist/runtime/hook-system.js.map +1 -0
- package/dist/runtime/index.d.ts +37 -0
- package/dist/runtime/index.d.ts.map +1 -0
- package/dist/runtime/index.js +26 -0
- package/dist/runtime/index.js.map +1 -0
- package/dist/runtime/load-trading-strategy.d.ts +18 -0
- package/dist/runtime/load-trading-strategy.d.ts.map +1 -0
- package/dist/runtime/load-trading-strategy.js +51 -0
- package/dist/runtime/load-trading-strategy.js.map +1 -0
- package/dist/runtime/map-exit-config.d.ts +12 -0
- package/dist/runtime/map-exit-config.d.ts.map +1 -0
- package/dist/runtime/map-exit-config.js +89 -0
- package/dist/runtime/map-exit-config.js.map +1 -0
- package/dist/runtime/map-strategies-registration.d.ts +12 -0
- package/dist/runtime/map-strategies-registration.d.ts.map +1 -0
- package/dist/runtime/map-strategies-registration.js +52 -0
- package/dist/runtime/map-strategies-registration.js.map +1 -0
- package/dist/runtime/map-strategies.d.ts +12 -0
- package/dist/runtime/map-strategies.d.ts.map +1 -0
- package/dist/runtime/map-strategies.js +46 -0
- package/dist/runtime/map-strategies.js.map +1 -0
- package/dist/runtime/notifications.d.ts +10 -0
- package/dist/runtime/notifications.d.ts.map +1 -0
- package/dist/runtime/notifications.js +14 -0
- package/dist/runtime/notifications.js.map +1 -0
- package/dist/runtime/parse-interval.d.ts +11 -0
- package/dist/runtime/parse-interval.d.ts.map +1 -0
- package/dist/runtime/parse-interval.js +35 -0
- package/dist/runtime/parse-interval.js.map +1 -0
- package/dist/runtime/reconcile-state.d.ts +25 -0
- package/dist/runtime/reconcile-state.d.ts.map +1 -0
- package/dist/runtime/reconcile-state.js +114 -0
- package/dist/runtime/reconcile-state.js.map +1 -0
- package/dist/runtime/risk-guard.d.ts +6 -0
- package/dist/runtime/risk-guard.d.ts.map +1 -0
- package/dist/runtime/risk-guard.js +14 -0
- package/dist/runtime/risk-guard.js.map +1 -0
- package/dist/runtime/run.d.ts +21 -0
- package/dist/runtime/run.d.ts.map +1 -0
- package/dist/runtime/run.js +43 -0
- package/dist/runtime/run.js.map +1 -0
- package/dist/runtime/runtime.d.ts +40 -0
- package/dist/runtime/runtime.d.ts.map +1 -0
- package/dist/runtime/runtime.js +249 -0
- package/dist/runtime/runtime.js.map +1 -0
- package/dist/runtime/scanner-registry.d.ts +22 -0
- package/dist/runtime/scanner-registry.d.ts.map +1 -0
- package/dist/runtime/scanner-registry.js +72 -0
- package/dist/runtime/scanner-registry.js.map +1 -0
- package/dist/runtime/strategy-registry.d.ts +49 -0
- package/dist/runtime/strategy-registry.d.ts.map +1 -0
- package/dist/runtime/strategy-registry.js +150 -0
- package/dist/runtime/strategy-registry.js.map +1 -0
- package/dist/runtime/trading-strategy-config.d.ts +6 -0
- package/dist/runtime/trading-strategy-config.d.ts.map +1 -0
- package/dist/runtime/trading-strategy-config.js +5 -0
- package/dist/runtime/trading-strategy-config.js.map +1 -0
- package/dist/runtime/trading-strategy-schema.d.ts +19757 -0
- package/dist/runtime/trading-strategy-schema.d.ts.map +1 -0
- package/dist/runtime/trading-strategy-schema.js +107 -0
- package/dist/runtime/trading-strategy-schema.js.map +1 -0
- package/dist/scanners/__tests__/fixtures/index.d.ts +3 -0
- package/dist/scanners/__tests__/fixtures/index.d.ts.map +1 -0
- package/dist/scanners/__tests__/fixtures/index.js +3 -0
- package/dist/scanners/__tests__/fixtures/index.js.map +1 -0
- package/dist/scanners/__tests__/fixtures/scan-results.d.ts +23 -0
- package/dist/scanners/__tests__/fixtures/scan-results.d.ts.map +1 -0
- package/dist/scanners/__tests__/fixtures/scan-results.js +128 -0
- package/dist/scanners/__tests__/fixtures/scan-results.js.map +1 -0
- package/dist/scanners/__tests__/fixtures/signals.d.ts +18 -0
- package/dist/scanners/__tests__/fixtures/signals.d.ts.map +1 -0
- package/dist/scanners/__tests__/fixtures/signals.js +84 -0
- package/dist/scanners/__tests__/fixtures/signals.js.map +1 -0
- package/dist/scanners/__tests__/test-helpers.d.ts +4 -0
- package/dist/scanners/__tests__/test-helpers.d.ts.map +1 -0
- package/dist/scanners/__tests__/test-helpers.js +23 -0
- package/dist/scanners/__tests__/test-helpers.js.map +1 -0
- package/dist/scanners/artifacts.d.ts +119 -0
- package/dist/scanners/artifacts.d.ts.map +1 -0
- package/dist/scanners/artifacts.js +72 -0
- package/dist/scanners/artifacts.js.map +1 -0
- package/dist/scanners/create-scanner.d.ts +13 -0
- package/dist/scanners/create-scanner.d.ts.map +1 -0
- package/dist/scanners/create-scanner.js +11 -0
- package/dist/scanners/create-scanner.js.map +1 -0
- package/dist/scanners/engine/config-validator.d.ts +7 -0
- package/dist/scanners/engine/config-validator.d.ts.map +1 -0
- package/dist/scanners/engine/config-validator.js +16 -0
- package/dist/scanners/engine/config-validator.js.map +1 -0
- package/dist/scanners/engine/data-providers.d.ts +43 -0
- package/dist/scanners/engine/data-providers.d.ts.map +1 -0
- package/dist/scanners/engine/data-providers.js +8 -0
- package/dist/scanners/engine/data-providers.js.map +1 -0
- package/dist/scanners/engine/engine.d.ts +76 -0
- package/dist/scanners/engine/engine.d.ts.map +1 -0
- package/dist/scanners/engine/engine.js +399 -0
- package/dist/scanners/engine/engine.js.map +1 -0
- package/dist/scanners/engine/index.d.ts +9 -0
- package/dist/scanners/engine/index.d.ts.map +1 -0
- package/dist/scanners/engine/index.js +7 -0
- package/dist/scanners/engine/index.js.map +1 -0
- package/dist/scanners/engine/input-resolver.d.ts +21 -0
- package/dist/scanners/engine/input-resolver.d.ts.map +1 -0
- package/dist/scanners/engine/input-resolver.js +140 -0
- package/dist/scanners/engine/input-resolver.js.map +1 -0
- package/dist/scanners/engine/lifecycle.d.ts +21 -0
- package/dist/scanners/engine/lifecycle.d.ts.map +1 -0
- package/dist/scanners/engine/lifecycle.js +2 -0
- package/dist/scanners/engine/lifecycle.js.map +1 -0
- package/dist/scanners/engine/result-builder.d.ts +30 -0
- package/dist/scanners/engine/result-builder.d.ts.map +1 -0
- package/dist/scanners/engine/result-builder.js +129 -0
- package/dist/scanners/engine/result-builder.js.map +1 -0
- package/dist/scanners/engine/strategy-registry.d.ts +45 -0
- package/dist/scanners/engine/strategy-registry.d.ts.map +1 -0
- package/dist/scanners/engine/strategy-registry.js +93 -0
- package/dist/scanners/engine/strategy-registry.js.map +1 -0
- package/dist/scanners/events.d.ts +41 -0
- package/dist/scanners/events.d.ts.map +1 -0
- package/dist/scanners/events.js +33 -0
- package/dist/scanners/events.js.map +1 -0
- package/dist/scanners/implementations/emerging-movers.d.ts +212 -0
- package/dist/scanners/implementations/emerging-movers.d.ts.map +1 -0
- package/dist/scanners/implementations/emerging-movers.js +702 -0
- package/dist/scanners/implementations/emerging-movers.js.map +1 -0
- package/dist/scanners/implementations/index.d.ts +8 -0
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- package/dist/scanners/implementations/index.js +8 -0
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- package/dist/scanners/implementations/indicators.d.ts +40 -0
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- package/dist/scanners/implementations/indicators.js +114 -0
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- package/dist/scanners/implementations/market-regime.d.ts +52 -0
- package/dist/scanners/implementations/market-regime.d.ts.map +1 -0
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- package/dist/scanners/implementations/momentum.d.ts +21 -0
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- package/dist/scanners/implementations/momentum.js +128 -0
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- package/dist/scanners/implementations/oi-tracker.d.ts +13 -0
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- package/dist/scanners/implementations/opportunity.d.ts +104 -0
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- package/dist/scanners/implementations/prescreener.d.ts +20 -0
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- package/dist/scanners/implementations/sm-flip.d.ts +43 -0
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- package/dist/scanners/index.d.ts +24 -0
- package/dist/scanners/index.d.ts.map +1 -0
- package/dist/scanners/index.js +17 -0
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- package/dist/scanners/input-descriptors.d.ts +49 -0
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- package/dist/scanners/protocol/context.d.ts +71 -0
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- package/dist/scanners/protocol/hooks.d.ts +18 -0
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- package/dist/scanners/protocol/index.d.ts +5 -0
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- package/dist/scanners/protocol/scanner.d.ts +47 -0
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- package/dist/scanners/protocol/scanner.js +2 -0
- package/dist/scanners/protocol/scanner.js.map +1 -0
- package/dist/scanners/providers/adapter.d.ts +23 -0
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- package/dist/scanners/providers/adapter.js +227 -0
- package/dist/scanners/providers/adapter.js.map +1 -0
- package/dist/scanners/providers/cache.d.ts +20 -0
- package/dist/scanners/providers/cache.d.ts.map +1 -0
- package/dist/scanners/providers/cache.js +61 -0
- package/dist/scanners/providers/cache.js.map +1 -0
- package/dist/scanners/providers/client.d.ts +53 -0
- package/dist/scanners/providers/client.d.ts.map +1 -0
- package/dist/scanners/providers/client.js +174 -0
- package/dist/scanners/providers/client.js.map +1 -0
- package/dist/scanners/providers/factory.d.ts +42 -0
- package/dist/scanners/providers/factory.d.ts.map +1 -0
- package/dist/scanners/providers/factory.js +156 -0
- package/dist/scanners/providers/factory.js.map +1 -0
- package/dist/scanners/providers/types.d.ts +61 -0
- package/dist/scanners/providers/types.d.ts.map +1 -0
- package/dist/scanners/providers/types.js +6 -0
- package/dist/scanners/providers/types.js.map +1 -0
- package/dist/scanners/runtime-module.d.ts +54 -0
- package/dist/scanners/runtime-module.d.ts.map +1 -0
- package/dist/scanners/runtime-module.js +94 -0
- package/dist/scanners/runtime-module.js.map +1 -0
- package/dist/scanners/scanner-definition.d.ts +58 -0
- package/dist/scanners/scanner-definition.d.ts.map +1 -0
- package/dist/scanners/scanner-definition.js +19 -0
- package/dist/scanners/scanner-definition.js.map +1 -0
- package/dist/scanners/schema-utils.d.ts +6 -0
- package/dist/scanners/schema-utils.d.ts.map +1 -0
- package/dist/scanners/schema-utils.js +14 -0
- package/dist/scanners/schema-utils.js.map +1 -0
- package/dist/scanners/score-utils.d.ts +19 -0
- package/dist/scanners/score-utils.d.ts.map +1 -0
- package/dist/scanners/score-utils.js +47 -0
- package/dist/scanners/score-utils.js.map +1 -0
- package/dist/scanners/store/fs-utils.d.ts +12 -0
- package/dist/scanners/store/fs-utils.d.ts.map +1 -0
- package/dist/scanners/store/fs-utils.js +47 -0
- package/dist/scanners/store/fs-utils.js.map +1 -0
- package/dist/scanners/store/index.d.ts +5 -0
- package/dist/scanners/store/index.d.ts.map +1 -0
- package/dist/scanners/store/index.js +5 -0
- package/dist/scanners/store/index.js.map +1 -0
- package/dist/scanners/store/runtime-store.d.ts +50 -0
- package/dist/scanners/store/runtime-store.d.ts.map +1 -0
- package/dist/scanners/store/runtime-store.js +91 -0
- package/dist/scanners/store/runtime-store.js.map +1 -0
- package/dist/scanners/store/shared-artifact-store.d.ts +31 -0
- package/dist/scanners/store/shared-artifact-store.d.ts.map +1 -0
- package/dist/scanners/store/shared-artifact-store.js +89 -0
- package/dist/scanners/store/shared-artifact-store.js.map +1 -0
- package/dist/scanners/store/signal-store.d.ts +36 -0
- package/dist/scanners/store/signal-store.d.ts.map +1 -0
- package/dist/scanners/store/signal-store.js +135 -0
- package/dist/scanners/store/signal-store.js.map +1 -0
- package/dist/scanners/types.d.ts +115 -0
- package/dist/scanners/types.d.ts.map +1 -0
- package/dist/scanners/types.js +3 -0
- package/dist/scanners/types.js.map +1 -0
- package/dist/scripts/run-dsl-standalone-live.d.ts +27 -0
- package/dist/scripts/run-dsl-standalone-live.d.ts.map +1 -0
- package/dist/scripts/run-dsl-standalone-live.js +207 -0
- package/dist/scripts/run-dsl-standalone-live.js.map +1 -0
- package/dist/scripts/run-dsl-standalone-mock.d.ts +13 -0
- package/dist/scripts/run-dsl-standalone-mock.d.ts.map +1 -0
- package/dist/scripts/run-dsl-standalone-mock.js +255 -0
- package/dist/scripts/run-dsl-standalone-mock.js.map +1 -0
- package/dist/senpi/client.d.ts +70 -0
- package/dist/senpi/client.d.ts.map +1 -0
- package/dist/senpi/client.js +482 -0
- package/dist/senpi/client.js.map +1 -0
- package/dist/senpi/constants.d.ts +7 -0
- package/dist/senpi/constants.d.ts.map +1 -0
- package/dist/senpi/constants.js +7 -0
- package/dist/senpi/constants.js.map +1 -0
- package/dist/senpi/index.d.ts +3 -0
- package/dist/senpi/index.d.ts.map +1 -0
- package/dist/senpi/index.js +2 -0
- package/dist/senpi/index.js.map +1 -0
- package/dist/senpi/types.d.ts +132 -0
- package/dist/senpi/types.d.ts.map +1 -0
- package/dist/senpi/types.js +3 -0
- package/dist/senpi/types.js.map +1 -0
- package/dist/state/index.d.ts +3 -0
- package/dist/state/index.d.ts.map +1 -0
- package/dist/state/index.js +3 -0
- package/dist/state/index.js.map +1 -0
- package/dist/state/paths.d.ts +8 -0
- package/dist/state/paths.d.ts.map +1 -0
- package/dist/state/paths.js +19 -0
- package/dist/state/paths.js.map +1 -0
- package/dist/state/state-manager.d.ts +56 -0
- package/dist/state/state-manager.d.ts.map +1 -0
- package/dist/state/state-manager.js +213 -0
- package/dist/state/state-manager.js.map +1 -0
- package/dist/strategy/index.d.ts +2 -0
- package/dist/strategy/index.d.ts.map +1 -0
- package/dist/strategy/index.js +2 -0
- package/dist/strategy/index.js.map +1 -0
- package/dist/strategy/strategy-state.d.ts +47 -0
- package/dist/strategy/strategy-state.d.ts.map +1 -0
- package/dist/strategy/strategy-state.js +179 -0
- package/dist/strategy/strategy-state.js.map +1 -0
- package/dist/types/action.d.ts +15 -0
- package/dist/types/action.d.ts.map +1 -0
- package/dist/types/action.js +2 -0
- package/dist/types/action.js.map +1 -0
- package/dist/types/dsl/index.d.ts +156 -0
- package/dist/types/dsl/index.d.ts.map +1 -0
- package/dist/types/dsl/index.js +5 -0
- package/dist/types/dsl/index.js.map +1 -0
- package/dist/types/event-bus.d.ts +11 -0
- package/dist/types/event-bus.d.ts.map +1 -0
- package/dist/types/event-bus.js +6 -0
- package/dist/types/event-bus.js.map +1 -0
- package/dist/types/hooks.d.ts +27 -0
- package/dist/types/hooks.d.ts.map +1 -0
- package/dist/types/hooks.js +15 -0
- package/dist/types/hooks.js.map +1 -0
- package/dist/types/index.d.ts +6 -0
- package/dist/types/index.d.ts.map +1 -0
- package/dist/types/index.js +6 -0
- package/dist/types/index.js.map +1 -0
- package/dist/types/notification.d.ts +4 -0
- package/dist/types/notification.d.ts.map +1 -0
- package/dist/types/notification.js +3 -0
- package/dist/types/notification.js.map +1 -0
- package/dist/types/runtime.d.ts +16 -0
- package/dist/types/runtime.d.ts.map +1 -0
- package/dist/types/runtime.js +2 -0
- package/dist/types/runtime.js.map +1 -0
- package/dist/types/scanner.d.ts +59 -0
- package/dist/types/scanner.d.ts.map +1 -0
- package/dist/types/scanner.js +13 -0
- package/dist/types/scanner.js.map +1 -0
- package/dist/types/strategy.d.ts +97 -0
- package/dist/types/strategy.d.ts.map +1 -0
- package/dist/types/strategy.js +2 -0
- package/dist/types/strategy.js.map +1 -0
- package/dist/utils/logger/dsl.d.ts +8 -0
- package/dist/utils/logger/dsl.d.ts.map +1 -0
- package/dist/utils/logger/dsl.js +7 -0
- package/dist/utils/logger/dsl.js.map +1 -0
- package/dist/utils/logger.d.ts +13 -0
- package/dist/utils/logger.d.ts.map +1 -0
- package/dist/utils/logger.js +65 -0
- package/dist/utils/logger.js.map +1 -0
- package/dist/utils/response.d.ts +14 -0
- package/dist/utils/response.d.ts.map +1 -0
- package/dist/utils/response.js +44 -0
- package/dist/utils/response.js.map +1 -0
- package/dist/version.d.ts +2 -0
- package/dist/version.d.ts.map +1 -0
- package/dist/version.js +2 -0
- package/dist/version.js.map +1 -0
- package/examples/.env.example +15 -0
- package/examples/README.md +75 -0
- package/examples/scanners-consumer-quickstart.mjs +134 -0
- package/examples/scanners-emerging-movers-v4.mjs +285 -0
- package/examples/scanners-live-mcp.mjs +208 -0
- package/examples/scanners-multi-strategy.mjs +165 -0
- package/examples/scanners-scheduled-events.mjs +95 -0
- package/examples/scanners-senpi-provider-client.mjs +182 -0
- package/examples/scanners-single-strategy.mjs +198 -0
- package/examples/strategies/README.md +45 -0
- package/examples/strategies/dsl-showcase.yaml +62 -0
- package/examples/strategies/fox.yaml +55 -0
- package/examples/strategies/minimal.yaml +41 -0
- package/examples/strategies/viper.yaml +63 -0
- package/examples/strategies/wolf.yaml +60 -0
- package/examples/yamls/sample-with-dsl-and-emerging-movers.yaml +111 -0
- package/openclaw.plugin.json +15 -0
- package/package.json +52 -0
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import { Type } from "@sinclair/typebox";
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import { consumeSharedArtifact, prescreenedArtifact, marketRegimeArtifact, MarketRegime, } from "../artifacts.js";
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import { createScanner } from "../create-scanner.js";
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import { providerInput } from "../input-descriptors.js";
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import { clamp01 } from "../score-utils.js";
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import { PersistencePolicy, RetentionPolicy } from "../scanner-definition.js";
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import { computeEma, computeRsi, detectSwingPattern, volumeRatio } from "./indicators.js";
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// ─── Config ─────────────────────────────────────────────────────────────────
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const pillarWeightsSchema = Type.Object({
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smartMoney: Type.Optional(Type.Number({ minimum: 0, maximum: 1, default: 0.25 })),
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marketStructure: Type.Optional(Type.Number({ minimum: 0, maximum: 1, default: 0.25 })),
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technicals: Type.Optional(Type.Number({ minimum: 0, maximum: 1, default: 0.25 })),
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funding: Type.Optional(Type.Number({ minimum: 0, maximum: 1, default: 0.25 })),
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});
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const hardDisqualifiersSchema = Type.Object({
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counterTrendStrengthThreshold: Type.Optional(Type.Number({ default: 50 })),
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extremeRsiBounds: Type.Optional(Type.Tuple([Type.Number(), Type.Number()], { default: [20, 80] })),
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volumeDyingMultiplier: Type.Optional(Type.Number({ default: 0.5 })),
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heavyFundingAnnualizedPct: Type.Optional(Type.Number({ default: 50 })),
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btcHeadwindThreshold: Type.Optional(Type.Number({ default: 30 })),
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});
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const opportunityConfigSchema = Type.Object({
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minCompositeScore: Type.Optional(Type.Number({ minimum: 0, maximum: 100, default: 60 })),
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pillarWeights: Type.Optional(pillarWeightsSchema),
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rsiPeriod: Type.Optional(Type.Number({ minimum: 1, default: 14 })),
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emaFast: Type.Optional(Type.Number({ minimum: 1, default: 8 })),
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emaSlow: Type.Optional(Type.Number({ minimum: 1, default: 21 })),
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maxCandidates: Type.Optional(Type.Number({ minimum: 1, default: 30 })),
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minDayVolume: Type.Optional(Type.Number({ minimum: 0, default: 500_000 })),
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hardDisqualifiers: Type.Optional(hardDisqualifiersSchema),
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});
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const DEFAULT_WEIGHTS = {
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smartMoney: 0.25,
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marketStructure: 0.25,
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technicals: 0.25,
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funding: 0.25,
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};
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const DEFAULT_DISQUALIFIERS = {
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counterTrendStrengthThreshold: 50,
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extremeRsiBounds: [20, 80],
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volumeDyingMultiplier: 0.5,
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heavyFundingAnnualizedPct: 50,
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btcHeadwindThreshold: 30,
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};
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const defaultConfig = {};
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function resolveConfig(config) {
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return {
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minCompositeScore: config.minCompositeScore ?? 60,
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pillarWeights: { ...DEFAULT_WEIGHTS, ...config.pillarWeights },
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50
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rsiPeriod: config.rsiPeriod ?? 14,
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emaFast: config.emaFast ?? 8,
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emaSlow: config.emaSlow ?? 21,
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maxCandidates: config.maxCandidates ?? 30,
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54
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minDayVolume: config.minDayVolume ?? 500_000,
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hardDisqualifiers: { ...DEFAULT_DISQUALIFIERS, ...config.hardDisqualifiers },
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};
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}
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const opportunityStateSchema = Type.Object({
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previousScores: Type.Record(Type.String(), Type.Number()),
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scanCount: Type.Number({ minimum: 0 }),
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});
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const defaultState = {
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previousScores: {},
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scanCount: 0,
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};
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// ─── Funding helpers ────────────────────────────────────────────────────────
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/** Annualizes a Hyperliquid hourly funding rate to a percentage. */
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export function annualizeFunding(rate) {
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return Math.abs(rate * 24 * 365 * 100);
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}
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/** Determines if funding direction is favorable for the given position side. */
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export function isFundingFavorable(direction, fundingRate) {
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return ((direction === "LONG" && fundingRate <= 0) ||
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(direction === "SHORT" && fundingRate >= 0));
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}
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/**
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* Scores the funding pillar (0-100).
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* Ported from Fox's opportunity-scan-v6.py `score_funding()`.
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*/
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export function scoreFunding(fundingRate, direction) {
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const annRate = annualizeFunding(fundingRate);
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const favorable = isFundingFavorable(direction, fundingRate);
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let score = 0;
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if (annRate < 5)
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score += 40;
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else if (annRate < 15)
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score += favorable ? 25 : 15;
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if (favorable) {
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if (annRate > 50)
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score += 35;
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else if (annRate > 15)
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score += 25;
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else if (annRate > 5)
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score += 15;
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95
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}
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else {
|
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97
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if (annRate > 50)
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score -= 20;
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else if (annRate > 15)
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score -= 10;
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}
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return Math.max(0, Math.min(100, score));
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}
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// ─── Smart Money scoring ────────────────────────────────────────────────────
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105
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/**
|
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106
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* Scores the smart-money pillar (0-100).
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*
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108
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* Factors: trader count concentration + contribution conviction.
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109
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*/
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110
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export function scoreSmartMoney(sm) {
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if (!sm)
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return 0;
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let score = 0;
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// Trader count
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if (sm.traderCount >= 5)
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score += 40;
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else if (sm.traderCount >= 3)
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score += 25;
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else if (sm.traderCount >= 1)
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score += 10;
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// Contribution conviction
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if (sm.pctOfTopTradersGain > 0.05)
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score += 50;
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else if (sm.pctOfTopTradersGain > 0.02)
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score += 30;
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else if (sm.pctOfTopTradersGain > 0)
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score += 15;
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return Math.min(100, score);
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}
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// ─── Market Structure scoring ───────────────────────────────────────────────
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/**
|
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132
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* Scores the market structure pillar (0-100).
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*
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134
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* Uses swing pattern detection on highs/lows for the given direction.
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135
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*/
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136
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export function scoreMarketStructure(candles, direction) {
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if (candles.length < 5)
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return 0;
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139
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const highs = candles.map((c) => c.high);
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140
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const lows = candles.map((c) => c.low);
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const swingScore = detectSwingPattern(highs, lows);
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// Align swing direction with signal direction
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const aligned = direction === "LONG" ? swingScore : -swingScore;
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// Map [-1, 1] to [0, 100]
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return Math.max(0, Math.min(100, Math.round((aligned + 1) * 50)));
|
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146
|
+
}
|
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147
|
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// ─── Technicals scoring ─────────────────────────────────────────────────────
|
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148
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/**
|
|
149
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* Scores the technicals pillar (0-100).
|
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150
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*
|
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151
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+
* Uses RSI + EMA crossover for trend alignment with direction.
|
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152
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*/
|
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153
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export function scoreTechnicals(candles, direction, rsiPeriod, emaFast, emaSlow) {
|
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154
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if (candles.length < emaSlow + 1)
|
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return 0;
|
|
156
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const closes = candles.map((c) => c.close);
|
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157
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let score = 0;
|
|
158
|
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// RSI component (0-50)
|
|
159
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const rsi = computeRsi(closes, rsiPeriod);
|
|
160
|
+
if (rsi !== null) {
|
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161
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if (direction === "LONG") {
|
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162
|
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// RSI 50-70 is healthy bullish, >70 may be overextended but still strong
|
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163
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+
if (rsi > 50 && rsi <= 70)
|
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164
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score += 40;
|
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165
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else if (rsi > 70)
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score += 25;
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else if (rsi > 40)
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score += 15;
|
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169
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}
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else {
|
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171
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// RSI 30-50 is healthy bearish, <30 may be oversold but still strong
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172
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if (rsi < 50 && rsi >= 30)
|
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173
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score += 40;
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+
else if (rsi < 30)
|
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175
|
+
score += 25;
|
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176
|
+
else if (rsi < 60)
|
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177
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+
score += 15;
|
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178
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+
}
|
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179
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+
}
|
|
180
|
+
// EMA crossover component (0-50)
|
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181
|
+
const fast = computeEma(closes, emaFast);
|
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182
|
+
const slow = computeEma(closes, emaSlow);
|
|
183
|
+
const lastFast = fast[fast.length - 1];
|
|
184
|
+
const lastSlow = slow[slow.length - 1];
|
|
185
|
+
if (direction === "LONG") {
|
|
186
|
+
if (lastFast > lastSlow)
|
|
187
|
+
score += 40;
|
|
188
|
+
else
|
|
189
|
+
score += 10;
|
|
190
|
+
}
|
|
191
|
+
else {
|
|
192
|
+
if (lastFast < lastSlow)
|
|
193
|
+
score += 40;
|
|
194
|
+
else
|
|
195
|
+
score += 10;
|
|
196
|
+
}
|
|
197
|
+
return Math.min(100, score);
|
|
198
|
+
}
|
|
199
|
+
/**
|
|
200
|
+
* Checks hard disqualifiers. Returns the first matching reason or null.
|
|
201
|
+
*/
|
|
202
|
+
export function checkDisqualifiers(candles, direction, fundingRate, regimeArtifact, cfg, emaFast, emaSlow, rsiPeriod) {
|
|
203
|
+
if (candles.length < emaSlow + 1) {
|
|
204
|
+
return { disqualified: false };
|
|
205
|
+
}
|
|
206
|
+
const closes = candles.map((c) => c.close);
|
|
207
|
+
// 1. Counter-trend check
|
|
208
|
+
const fast = computeEma(closes, emaFast);
|
|
209
|
+
const slow = computeEma(closes, emaSlow);
|
|
210
|
+
const lastFast = fast[fast.length - 1];
|
|
211
|
+
const lastSlow = slow[slow.length - 1];
|
|
212
|
+
const spread = lastSlow > 0 ? Math.abs(lastFast - lastSlow) / lastSlow * 100 : 0;
|
|
213
|
+
const isCounterTrend = (direction === "LONG" && lastFast < lastSlow) ||
|
|
214
|
+
(direction === "SHORT" && lastFast > lastSlow);
|
|
215
|
+
if (isCounterTrend && spread > cfg.counterTrendStrengthThreshold / 100) {
|
|
216
|
+
return {
|
|
217
|
+
disqualified: true,
|
|
218
|
+
reason: `Counter-trend: EMA spread ${spread.toFixed(2)}% against ${direction}`,
|
|
219
|
+
};
|
|
220
|
+
}
|
|
221
|
+
// 2. Extreme RSI
|
|
222
|
+
const rsi = computeRsi(closes, rsiPeriod);
|
|
223
|
+
if (rsi !== null) {
|
|
224
|
+
const [rsiBound0, rsiBound1] = cfg.extremeRsiBounds;
|
|
225
|
+
if (direction === "SHORT" && rsi < rsiBound0) {
|
|
226
|
+
return {
|
|
227
|
+
disqualified: true,
|
|
228
|
+
reason: `Extreme RSI ${rsi.toFixed(1)} too low for SHORT`,
|
|
229
|
+
};
|
|
230
|
+
}
|
|
231
|
+
if (direction === "LONG" && rsi > rsiBound1) {
|
|
232
|
+
return {
|
|
233
|
+
disqualified: true,
|
|
234
|
+
reason: `Extreme RSI ${rsi.toFixed(1)} too high for LONG`,
|
|
235
|
+
};
|
|
236
|
+
}
|
|
237
|
+
}
|
|
238
|
+
// 3. Volume dying
|
|
239
|
+
const volumes = candles.map((c) => c.volume);
|
|
240
|
+
const volRatio = volumeRatio(volumes);
|
|
241
|
+
if (volRatio > 0 && volRatio < cfg.volumeDyingMultiplier) {
|
|
242
|
+
return {
|
|
243
|
+
disqualified: true,
|
|
244
|
+
reason: `Volume dying: ratio ${volRatio.toFixed(2)}x vs ${cfg.volumeDyingMultiplier}x threshold`,
|
|
245
|
+
};
|
|
246
|
+
}
|
|
247
|
+
// 4. Heavy unfavorable funding
|
|
248
|
+
const annRate = annualizeFunding(fundingRate);
|
|
249
|
+
const favorable = isFundingFavorable(direction, fundingRate);
|
|
250
|
+
if (!favorable && annRate > cfg.heavyFundingAnnualizedPct) {
|
|
251
|
+
return {
|
|
252
|
+
disqualified: true,
|
|
253
|
+
reason: `Heavy unfavorable funding: ${annRate.toFixed(0)}% annualized against ${direction}`,
|
|
254
|
+
};
|
|
255
|
+
}
|
|
256
|
+
// 5. BTC macro headwind
|
|
257
|
+
if (regimeArtifact) {
|
|
258
|
+
const headwind = (direction === "LONG" && regimeArtifact.regime === MarketRegime.BEARISH) ||
|
|
259
|
+
(direction === "SHORT" && regimeArtifact.regime === MarketRegime.BULLISH);
|
|
260
|
+
if (headwind && regimeArtifact.confidence * 100 > cfg.btcHeadwindThreshold) {
|
|
261
|
+
return {
|
|
262
|
+
disqualified: true,
|
|
263
|
+
reason: `BTC macro headwind: regime ${regimeArtifact.regime} with ${(regimeArtifact.confidence * 100).toFixed(0)}% confidence against ${direction}`,
|
|
264
|
+
};
|
|
265
|
+
}
|
|
266
|
+
}
|
|
267
|
+
return { disqualified: false };
|
|
268
|
+
}
|
|
269
|
+
// ─── Direction determination ────────────────────────────────────────────────
|
|
270
|
+
function determineDirection(candles, sm, emaFast, emaSlow) {
|
|
271
|
+
// Prefer SM direction when available
|
|
272
|
+
if (sm) {
|
|
273
|
+
const smDir = sm.direction.toLowerCase();
|
|
274
|
+
if (smDir === "short" || smDir === "down")
|
|
275
|
+
return "SHORT";
|
|
276
|
+
return "LONG";
|
|
277
|
+
}
|
|
278
|
+
// Fall back to EMA crossover
|
|
279
|
+
if (candles.length < emaSlow + 1)
|
|
280
|
+
return "LONG";
|
|
281
|
+
const closes = candles.map((c) => c.close);
|
|
282
|
+
const fast = computeEma(closes, emaFast);
|
|
283
|
+
const slow = computeEma(closes, emaSlow);
|
|
284
|
+
return fast[fast.length - 1] > slow[slow.length - 1] ? "LONG" : "SHORT";
|
|
285
|
+
}
|
|
286
|
+
// ─── Scanner factory ────────────────────────────────────────────────────────
|
|
287
|
+
/**
|
|
288
|
+
* Creates the opportunity scanner.
|
|
289
|
+
*
|
|
290
|
+
* Deep technical scan across prescreened candidates with 4-pillar scoring:
|
|
291
|
+
* Smart Money (25%), Market Structure (25%), Technicals (25%), Funding (25%).
|
|
292
|
+
*
|
|
293
|
+
* Hard disqualifiers are applied before pillar scoring to eliminate noise.
|
|
294
|
+
* Depends on the prescreener artifact (required) and market-regime artifact
|
|
295
|
+
* (optional) for macro context.
|
|
296
|
+
*/
|
|
297
|
+
export function opportunityScanner() {
|
|
298
|
+
return createScanner({
|
|
299
|
+
id: "opportunity",
|
|
300
|
+
signalType: "OPPORTUNITY",
|
|
301
|
+
description: "Deep technical scan with 4-pillar scoring: SM, structure, technicals, funding.",
|
|
302
|
+
intervalSeconds: 900,
|
|
303
|
+
retention: RetentionPolicy.ROLLING_WINDOW,
|
|
304
|
+
retentionMaxRuns: 100,
|
|
305
|
+
persistence: PersistencePolicy.ACTIONABLE_ONLY,
|
|
306
|
+
inputs: [
|
|
307
|
+
providerInput.instruments(),
|
|
308
|
+
providerInput.candles({ preferredAssetsFrom: "prescreened" }),
|
|
309
|
+
providerInput.smData(),
|
|
310
|
+
consumeSharedArtifact(prescreenedArtifact, {
|
|
311
|
+
required: true,
|
|
312
|
+
maxAgeMs: 1_800_000,
|
|
313
|
+
}),
|
|
314
|
+
consumeSharedArtifact(marketRegimeArtifact, {
|
|
315
|
+
required: false,
|
|
316
|
+
maxAgeMs: 7_200_000,
|
|
317
|
+
}),
|
|
318
|
+
],
|
|
319
|
+
configSchema: opportunityConfigSchema,
|
|
320
|
+
defaultConfig,
|
|
321
|
+
stateSchema: opportunityStateSchema,
|
|
322
|
+
defaultState,
|
|
323
|
+
scan: async (ctx) => {
|
|
324
|
+
const now = ctx.now();
|
|
325
|
+
const cfg = resolveConfig(ctx.config);
|
|
326
|
+
const candles = ctx.inputs.candles ?? {};
|
|
327
|
+
const instruments = ctx.inputs.instruments ?? [];
|
|
328
|
+
const smData = ctx.inputs.smData ?? [];
|
|
329
|
+
const prescreened = ctx.inputs.artifacts?.prescreened;
|
|
330
|
+
const regimeArtifact = ctx.inputs.artifacts?.["market-regime"];
|
|
331
|
+
// Build lookup maps
|
|
332
|
+
const smByToken = new Map();
|
|
333
|
+
for (const sm of smData)
|
|
334
|
+
smByToken.set(sm.token, sm);
|
|
335
|
+
const instrumentByName = new Map();
|
|
336
|
+
for (const inst of instruments)
|
|
337
|
+
instrumentByName.set(inst.name, inst);
|
|
338
|
+
// Resolve candidate list from prescreened artifact
|
|
339
|
+
const candidates = (prescreened?.candidates ?? [])
|
|
340
|
+
.filter((c) => {
|
|
341
|
+
const inst = instrumentByName.get(c.name);
|
|
342
|
+
return inst && c.context.dayNtlVlm >= cfg.minDayVolume;
|
|
343
|
+
})
|
|
344
|
+
.slice(0, cfg.maxCandidates);
|
|
345
|
+
const signals = [];
|
|
346
|
+
const nextScores = {};
|
|
347
|
+
let disqualifiedCount = 0;
|
|
348
|
+
for (const candidate of candidates) {
|
|
349
|
+
const asset = candidate.name;
|
|
350
|
+
const inst = instrumentByName.get(asset);
|
|
351
|
+
if (!inst)
|
|
352
|
+
continue;
|
|
353
|
+
const sm = smByToken.get(asset);
|
|
354
|
+
const fundingRate = inst.context.funding ?? 0;
|
|
355
|
+
// Get candle data — prefer 1h, fall back to first available
|
|
356
|
+
const assetCandles = candles[asset];
|
|
357
|
+
const timeframes = assetCandles?.candles ?? {};
|
|
358
|
+
const candleData = timeframes["1h"] ?? Object.values(timeframes)[0] ?? [];
|
|
359
|
+
// Determine direction from SM + EMA
|
|
360
|
+
const direction = determineDirection(candleData, sm, cfg.emaFast, cfg.emaSlow);
|
|
361
|
+
// Hard disqualifiers
|
|
362
|
+
const dq = checkDisqualifiers(candleData, direction, fundingRate, regimeArtifact, cfg.hardDisqualifiers, cfg.emaFast, cfg.emaSlow, cfg.rsiPeriod);
|
|
363
|
+
if (dq.disqualified) {
|
|
364
|
+
disqualifiedCount++;
|
|
365
|
+
continue;
|
|
366
|
+
}
|
|
367
|
+
// 4-pillar scoring
|
|
368
|
+
const w = cfg.pillarWeights;
|
|
369
|
+
const smScore = scoreSmartMoney(sm);
|
|
370
|
+
const structureScore = scoreMarketStructure(candleData, direction);
|
|
371
|
+
const techScore = scoreTechnicals(candleData, direction, cfg.rsiPeriod, cfg.emaFast, cfg.emaSlow);
|
|
372
|
+
const fundScore = scoreFunding(fundingRate, direction);
|
|
373
|
+
const composite = Math.round(smScore * w.smartMoney +
|
|
374
|
+
structureScore * w.marketStructure +
|
|
375
|
+
techScore * w.technicals +
|
|
376
|
+
fundScore * w.funding);
|
|
377
|
+
nextScores[asset] = composite;
|
|
378
|
+
if (composite < cfg.minCompositeScore)
|
|
379
|
+
continue;
|
|
380
|
+
const prevScore = ctx.state.previousScores[asset];
|
|
381
|
+
signals.push({
|
|
382
|
+
address: ctx.address,
|
|
383
|
+
scannerId: ctx.scannerId,
|
|
384
|
+
signalType: "OPPORTUNITY",
|
|
385
|
+
asset,
|
|
386
|
+
direction,
|
|
387
|
+
score: clamp01(composite / 100),
|
|
388
|
+
timestamp: now,
|
|
389
|
+
factors: {
|
|
390
|
+
sm_present: sm !== undefined,
|
|
391
|
+
high_composite: composite >= 80,
|
|
392
|
+
improving: prevScore !== undefined && composite > prevScore,
|
|
393
|
+
regime_aligned: regimeArtifact !== undefined &&
|
|
394
|
+
((direction === "LONG" &&
|
|
395
|
+
regimeArtifact.regime !== MarketRegime.BEARISH) ||
|
|
396
|
+
(direction === "SHORT" &&
|
|
397
|
+
regimeArtifact.regime !== MarketRegime.BULLISH)),
|
|
398
|
+
},
|
|
399
|
+
meta: {
|
|
400
|
+
composite,
|
|
401
|
+
pillarScores: {
|
|
402
|
+
smartMoney: smScore,
|
|
403
|
+
marketStructure: structureScore,
|
|
404
|
+
technicals: techScore,
|
|
405
|
+
funding: fundScore,
|
|
406
|
+
},
|
|
407
|
+
direction,
|
|
408
|
+
fundingRate,
|
|
409
|
+
annualizedFunding: annualizeFunding(fundingRate),
|
|
410
|
+
fundingFavorable: isFundingFavorable(direction, fundingRate),
|
|
411
|
+
previousScore: prevScore ?? null,
|
|
412
|
+
marketRegime: regimeArtifact?.regime ?? "UNKNOWN",
|
|
413
|
+
},
|
|
414
|
+
});
|
|
415
|
+
}
|
|
416
|
+
// Sort by composite score descending
|
|
417
|
+
signals.sort((a, b) => {
|
|
418
|
+
const ca = a.meta.composite ?? 0;
|
|
419
|
+
const cb = b.meta.composite ?? 0;
|
|
420
|
+
return cb - ca;
|
|
421
|
+
});
|
|
422
|
+
await ctx.setState({
|
|
423
|
+
previousScores: nextScores,
|
|
424
|
+
scanCount: ctx.state.scanCount + 1,
|
|
425
|
+
});
|
|
426
|
+
return {
|
|
427
|
+
timestamp: now,
|
|
428
|
+
scannedCount: candidates.length,
|
|
429
|
+
signals,
|
|
430
|
+
summary: {
|
|
431
|
+
candidatesEvaluated: candidates.length,
|
|
432
|
+
disqualified: disqualifiedCount,
|
|
433
|
+
signalsEmitted: signals.length,
|
|
434
|
+
scanCount: ctx.state.scanCount + 1,
|
|
435
|
+
regime: regimeArtifact?.regime ?? "UNKNOWN",
|
|
436
|
+
},
|
|
437
|
+
};
|
|
438
|
+
},
|
|
439
|
+
});
|
|
440
|
+
}
|
|
441
|
+
//# sourceMappingURL=opportunity.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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@@ -0,0 +1,20 @@
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1
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+
import { type Static } from "@sinclair/typebox";
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2
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+
declare const prescreenerConfigSchema: import("@sinclair/typebox").TObject<{
|
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3
|
+
topN: import("@sinclair/typebox").TNumber;
|
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4
|
+
minDayVolume: import("@sinclair/typebox").TNumber;
|
|
5
|
+
minLeverage: import("@sinclair/typebox").TNumber;
|
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6
|
+
minOpenInterest: import("@sinclair/typebox").TNumber;
|
|
7
|
+
}>;
|
|
8
|
+
export type PrescreenerConfig = Static<typeof prescreenerConfigSchema>;
|
|
9
|
+
export type { PrescreenedArtifact, PrescreenedCandidate } from "../artifacts.js";
|
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10
|
+
/**
|
|
11
|
+
* Infrastructure scanner that ranks liquid instruments and publishes candidates
|
|
12
|
+
* into the `prescreened` shared artifact for downstream scanners.
|
|
13
|
+
*/
|
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14
|
+
export declare function prescreenerScanner(): import("../index.js").Scanner<{
|
|
15
|
+
topN: number;
|
|
16
|
+
minLeverage: number;
|
|
17
|
+
minDayVolume: number;
|
|
18
|
+
minOpenInterest: number;
|
|
19
|
+
}, Record<string, never>>;
|
|
20
|
+
//# sourceMappingURL=prescreener.d.ts.map
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@@ -0,0 +1 @@
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|
1
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+
{"version":3,"file":"prescreener.d.ts","sourceRoot":"","sources":["../../../src/scanners/implementations/prescreener.ts"],"names":[],"mappings":"AAAA,OAAO,EAAQ,KAAK,MAAM,EAAE,MAAM,mBAAmB,CAAC;AAYtD,QAAA,MAAM,uBAAuB;;;;;EAK3B,CAAC;AAEH,MAAM,MAAM,iBAAiB,GAAG,MAAM,CAAC,OAAO,uBAAuB,CAAC,CAAC;AAEvE,YAAY,EAAE,mBAAmB,EAAE,oBAAoB,EAAE,MAAM,iBAAiB,CAAC;AASjF;;;GAGG;AACH,wBAAgB,kBAAkB;;;;;0BAyCjC"}
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1
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+
import { Type } from "@sinclair/typebox";
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2
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+
import { prescreenedArtifact, } from "../artifacts.js";
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3
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+
import { createScanner } from "../create-scanner.js";
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4
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+
import { providerInput } from "../input-descriptors.js";
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5
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import { clamp01, normalizeRange } from "../score-utils.js";
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6
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import { PersistencePolicy, RetentionPolicy } from "../scanner-definition.js";
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7
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+
const prescreenerConfigSchema = Type.Object({
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8
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topN: Type.Number({ minimum: 1, default: 30 }),
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minDayVolume: Type.Number({ minimum: 0, default: 1_000_000 }),
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10
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minLeverage: Type.Number({ minimum: 1, default: 2 }),
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minOpenInterest: Type.Number({ minimum: 0, default: 0 }),
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});
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const defaultConfig = {
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topN: 30,
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minDayVolume: 1_000_000,
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minLeverage: 2,
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17
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minOpenInterest: 0,
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};
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/**
|
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20
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+
* Infrastructure scanner that ranks liquid instruments and publishes candidates
|
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+
* into the `prescreened` shared artifact for downstream scanners.
|
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22
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+
*/
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23
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+
export function prescreenerScanner() {
|
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24
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return createScanner({
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|
+
id: "prescreener",
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26
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signalType: "PRESCREENER",
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27
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+
description: "Pre-scan ranking of liquid instruments by momentum/liquidity/OI.",
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+
intervalSeconds: 60,
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29
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+
retention: RetentionPolicy.LAST_ONLY,
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30
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+
persistence: PersistencePolicy.ALWAYS,
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31
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+
inputs: [providerInput.instruments()],
|
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artifacts: {
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+
produces: [prescreenedArtifact],
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+
},
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35
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+
configSchema: prescreenerConfigSchema,
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36
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+
defaultConfig,
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37
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+
scan: async (ctx) => {
|
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38
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+
const inputs = ctx.inputs.instruments ?? [];
|
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39
|
+
const filtered = inputs.filter((instrument) => shouldIncludeInstrument(instrument, ctx.config));
|
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40
|
+
const ranked = filtered
|
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41
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+
.map((instrument) => toCandidate(instrument))
|
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42
|
+
.sort((a, b) => b.score - a.score)
|
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43
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+
.slice(0, ctx.config.topN);
|
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44
|
+
const artifact = {
|
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45
|
+
timestamp: ctx.now(),
|
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46
|
+
candidates: ranked,
|
|
47
|
+
};
|
|
48
|
+
await ctx.saveSharedArtifact(prescreenedArtifact, artifact);
|
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49
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+
return {
|
|
50
|
+
timestamp: ctx.now(),
|
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51
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+
scannedCount: filtered.length,
|
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52
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+
signals: [],
|
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53
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+
summary: {
|
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54
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+
inputCount: inputs.length,
|
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55
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+
candidateCount: ranked.length,
|
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56
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+
},
|
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57
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+
};
|
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58
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+
},
|
|
59
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+
});
|
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60
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+
}
|
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61
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+
function shouldIncludeInstrument(instrument, config) {
|
|
62
|
+
if (instrument.isDelisted) {
|
|
63
|
+
return false;
|
|
64
|
+
}
|
|
65
|
+
if (instrument.maxLeverage < config.minLeverage) {
|
|
66
|
+
return false;
|
|
67
|
+
}
|
|
68
|
+
if (instrument.context.dayNtlVlm < config.minDayVolume) {
|
|
69
|
+
return false;
|
|
70
|
+
}
|
|
71
|
+
if (instrument.context.openInterest < config.minOpenInterest) {
|
|
72
|
+
return false;
|
|
73
|
+
}
|
|
74
|
+
return true;
|
|
75
|
+
}
|
|
76
|
+
function toCandidate(instrument) {
|
|
77
|
+
const prevDayPx = instrument.context.prevDayPx;
|
|
78
|
+
const markPx = instrument.context.markPx;
|
|
79
|
+
const changePct = prevDayPx > 0 ? ((markPx - prevDayPx) / prevDayPx) * 100 : 0;
|
|
80
|
+
const volume = instrument.context.dayNtlVlm;
|
|
81
|
+
const oi = instrument.context.openInterest;
|
|
82
|
+
// Lightweight composite score for PoC ranking.
|
|
83
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+
const liquidityScore = normalizeRange(volume, 0, 50_000_000);
|
|
84
|
+
const momentumScore = normalizeRange(Math.abs(changePct), 0, 20);
|
|
85
|
+
const oiScore = normalizeRange(oi, 0, 2_000_000_000);
|
|
86
|
+
const score = clamp01(liquidityScore * 0.5 + momentumScore * 0.3 + oiScore * 0.2);
|
|
87
|
+
return {
|
|
88
|
+
name: instrument.name,
|
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89
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+
context: instrument.context,
|
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90
|
+
maxLeverage: instrument.maxLeverage,
|
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91
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+
score,
|
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92
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+
changePct,
|
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93
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+
volume,
|
|
94
|
+
openInterest: oi,
|
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95
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+
};
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96
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+
}
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//# sourceMappingURL=prescreener.js.map
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1
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@@ -0,0 +1,43 @@
|
|
|
1
|
+
import { type Static } from "@sinclair/typebox";
|
|
2
|
+
import type { SmMarket } from "../types.js";
|
|
3
|
+
declare const smFlipConfigSchema: import("@sinclair/typebox").TObject<{
|
|
4
|
+
minConviction: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
|
|
5
|
+
}>;
|
|
6
|
+
export type SmFlipConfig = Static<typeof smFlipConfigSchema>;
|
|
7
|
+
export interface SmFlipState {
|
|
8
|
+
/** Total number of completed scans. */
|
|
9
|
+
scans: number;
|
|
10
|
+
/** Total number of flips detected across all scans. */
|
|
11
|
+
totalFlips: number;
|
|
12
|
+
}
|
|
13
|
+
/**
|
|
14
|
+
* Scores smart-money conviction for a flip event.
|
|
15
|
+
*
|
|
16
|
+
* Based on Fox's sm-flip-check.py conviction algorithm:
|
|
17
|
+
* - pctOfTopTradersGain contribution (0-3 points)
|
|
18
|
+
* - traderCount concentration (0-3 points)
|
|
19
|
+
*
|
|
20
|
+
* Returns a score from 0 to 6. Fox uses minConviction=4 as default threshold.
|
|
21
|
+
*/
|
|
22
|
+
export declare function scoreConviction(sm: SmMarket): number;
|
|
23
|
+
/**
|
|
24
|
+
* Detects whether a smart-money direction flips against a position direction.
|
|
25
|
+
*/
|
|
26
|
+
export declare function isFlipped(positionDirection: string, smDirection: string): boolean;
|
|
27
|
+
/**
|
|
28
|
+
* Creates the SM Flip scanner.
|
|
29
|
+
*
|
|
30
|
+
* Monitors open positions against the smart-money leaderboard and detects
|
|
31
|
+
* when smart-money conviction reverses direction against a held position.
|
|
32
|
+
* Emits high-priority FLIP_NOW signals that should trigger immediate
|
|
33
|
+
* position closure.
|
|
34
|
+
*
|
|
35
|
+
* Inputs:
|
|
36
|
+
* - smData: smart-money leaderboard from `leaderboard_get_markets`
|
|
37
|
+
* - activePositions: current positions from `strategy_get_clearinghouse_state`
|
|
38
|
+
*/
|
|
39
|
+
export declare function smFlipScanner(): import("../index.js").Scanner<{
|
|
40
|
+
minConviction?: number | undefined;
|
|
41
|
+
}, SmFlipState>;
|
|
42
|
+
export {};
|
|
43
|
+
//# sourceMappingURL=sm-flip.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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|