@steerprotocol/strategy-utils 3.1.2 → 3.2.0
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/.github/workflows/nodejs.yml +12 -12
- package/.vscode/settings.json +6 -0
- package/CHANGELOG.md +3 -45
- package/asconfig.json +11 -9
- package/assembly/index.ts +1 -0
- package/assembly/panoptic/host.ts +285 -0
- package/assembly/panoptic/index.ts +3 -0
- package/assembly/panoptic/methods.ts +64 -0
- package/assembly/panoptic/types.ts +911 -0
- package/assembly/utils/Math.ts +12 -17
- package/assembly/utils/MovingAverages.ts +26 -19
- package/assembly/utils/Ranges.ts +15 -15
- package/assembly/utils/UniswapLiquidityUtils.ts +48 -0
- package/assembly/utils/index.ts +1 -3
- package/assembly/utils/types/Position.ts +0 -3
- package/assembly/utils/types/Price.ts +54 -0
- package/assembly/utils/types/index.ts +1 -4
- package/index.js +3 -14
- package/package.json +10 -14
- package/scripts/build-docs.js +68 -0
- package/tests/fixtures/json-compat.ts +30 -0
- package/tests/fixtures/panoptic-consumer.ts +24 -0
- package/tests/index.test.ts +55 -227
- package/assembly/utils/CandleGenerator.ts +0 -60
- package/assembly/utils/MarketFeedAggregator.ts +0 -140
- package/assembly/utils/SlidingWindow.ts +0 -59
- package/assembly/utils/env.ts +0 -23
- package/assembly/utils/triggers.ts +0 -585
- package/assembly/utils/types/Candle.ts +0 -39
- package/assembly/utils/types/DataConnectorConfig.ts +0 -7
- package/assembly/utils/types/ExecutionContext.ts +0 -11
- package/assembly/utils/types/RawTradeData.ts +0 -14
- package/index.html +0 -10
- package/readme.md +0 -387
- package/tests/debug.wasm +0 -0
- package/tests/utils.ts +0 -607
package/tests/utils.ts
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297
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298
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299
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300
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303
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{
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304
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305
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306
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307
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"open": 574.2966785397088,
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-
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310
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{
|
|
311
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"timestamp": 1620310500000,
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312
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313
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314
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315
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|
|
317
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-
{
|
|
318
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-
"timestamp": 1620311400000,
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319
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-
"high": 575.0993626799352,
|
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320
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"low": 575.0993626799352,
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321
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322
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"open": 575.0993626799352,
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323
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-
},
|
|
324
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-
{
|
|
325
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-
"timestamp": 1620313200000,
|
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326
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-
"high": 573.7701312728145,
|
|
327
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-
"low": 573.7701312728145,
|
|
328
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-
"close": 573.7701312728145,
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329
|
-
"open": 573.7701312728145,
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330
|
-
},
|
|
331
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-
{
|
|
332
|
-
"timestamp": 1620314100000,
|
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333
|
-
"high": 573.3906631152785,
|
|
334
|
-
"low": 573.3906631152785,
|
|
335
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-
"close": 573.3906631152785,
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336
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-
"open": 573.3906631152785,
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337
|
-
},
|
|
338
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-
{
|
|
339
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-
"timestamp": 1620315000000,
|
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340
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-
"high": 573.4334610811361,
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|
341
|
-
"low": 573.4334610811361,
|
|
342
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-
"close": 573.4334610811361,
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|
343
|
-
"open": 573.4334610811361,
|
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344
|
-
},
|
|
345
|
-
{
|
|
346
|
-
"timestamp": 1620315900000,
|
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347
|
-
"high": 571.6595888644223,
|
|
348
|
-
"low": 571.6595888644223,
|
|
349
|
-
"close": 571.6595888644223,
|
|
350
|
-
"open": 571.6595888644223,
|
|
351
|
-
},
|
|
352
|
-
{
|
|
353
|
-
"timestamp": 1620316800000,
|
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354
|
-
"high": 571.7534533028926,
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|
355
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-
"low": 571.7534533028926,
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|
356
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-
"close": 571.7534533028926,
|
|
357
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-
"open": 571.7534533028926,
|
|
358
|
-
},
|
|
359
|
-
{
|
|
360
|
-
"timestamp": 1620317700000,
|
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361
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"high": 577.9623648979384,
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|
362
|
-
"low": 574.8537177533384,
|
|
363
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-
"close": 576.1674529591473,
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|
364
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-
"open": 574.8537177533384,
|
|
365
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-
},
|
|
366
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-
{
|
|
367
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-
"timestamp": 1620318600000,
|
|
368
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-
"high": 576.1563193117207,
|
|
369
|
-
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|
370
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"close": 576.0620257439493,
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|
371
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"open": 576.1563193117207,
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|
372
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-
},
|
|
373
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-
{
|
|
374
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-
"timestamp": 1620319500000,
|
|
375
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-
"high": 574.275952158709,
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|
376
|
-
"low": 571.177013121888,
|
|
377
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-
"close": 571.177013121888,
|
|
378
|
-
"open": 574.275952158709,
|
|
379
|
-
},
|
|
380
|
-
{
|
|
381
|
-
"timestamp": 1620321300000,
|
|
382
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-
"high": 571.2079586608608,
|
|
383
|
-
"low": 571.2079586608608,
|
|
384
|
-
"close": 571.2079586608608,
|
|
385
|
-
"open": 571.2079586608608,
|
|
386
|
-
},
|
|
387
|
-
{
|
|
388
|
-
"timestamp": 1620323100000,
|
|
389
|
-
"high": 571.324057673865,
|
|
390
|
-
"low": 571.324057673865,
|
|
391
|
-
"close": 571.324057673865,
|
|
392
|
-
"open": 571.324057673865,
|
|
393
|
-
},
|
|
394
|
-
{
|
|
395
|
-
"timestamp": 1620324000000,
|
|
396
|
-
"high": 571.1253547573914,
|
|
397
|
-
"low": 570.0875973567182,
|
|
398
|
-
"close": 570.0875973567182,
|
|
399
|
-
"open": 571.1253547573914,
|
|
400
|
-
},
|
|
401
|
-
{
|
|
402
|
-
"timestamp": 1620324900000,
|
|
403
|
-
"high": 570.0805475832676,
|
|
404
|
-
"low": 570.0805475832676,
|
|
405
|
-
"close": 570.0805475832676,
|
|
406
|
-
"open": 570.0805475832676,
|
|
407
|
-
},
|
|
408
|
-
{
|
|
409
|
-
"timestamp": 1620325800000,
|
|
410
|
-
"high": 570.0257972684403,
|
|
411
|
-
"low": 559.1035539331212,
|
|
412
|
-
"close": 559.1035539331212,
|
|
413
|
-
"open": 570.0257972684403,
|
|
414
|
-
},
|
|
415
|
-
{
|
|
416
|
-
"timestamp": 1620328500000,
|
|
417
|
-
"high": 557.5649037694549,
|
|
418
|
-
"low": 556.0279702412793,
|
|
419
|
-
"close": 556.0279702412793,
|
|
420
|
-
"open": 557.5649037694549,
|
|
421
|
-
},
|
|
422
|
-
{
|
|
423
|
-
"timestamp": 1620329400000,
|
|
424
|
-
"high": 556.6968218685071,
|
|
425
|
-
"low": 556.6968218685071,
|
|
426
|
-
"close": 556.6968218685071,
|
|
427
|
-
"open": 556.6968218685071,
|
|
428
|
-
},
|
|
429
|
-
{
|
|
430
|
-
"timestamp": 1620330300000,
|
|
431
|
-
"high": 560.7228138291837,
|
|
432
|
-
"low": 558.2216468935494,
|
|
433
|
-
"close": 560.7228138291837,
|
|
434
|
-
"open": 558.2216468935494,
|
|
435
|
-
},
|
|
436
|
-
{
|
|
437
|
-
"timestamp": 1620332100000,
|
|
438
|
-
"high": 560.5876666979001,
|
|
439
|
-
"low": 560.5876666979001,
|
|
440
|
-
"close": 560.5876666979001,
|
|
441
|
-
"open": 560.5876666979001,
|
|
442
|
-
},
|
|
443
|
-
{
|
|
444
|
-
"timestamp": 1620333000000,
|
|
445
|
-
"high": 560.5186489036859,
|
|
446
|
-
"low": 559.9302964393763,
|
|
447
|
-
"close": 559.9302964393763,
|
|
448
|
-
"open": 560.5186489036859,
|
|
449
|
-
},
|
|
450
|
-
{
|
|
451
|
-
"timestamp": 1620335700000,
|
|
452
|
-
"high": 560.8859962694225,
|
|
453
|
-
"low": 560.8859962694225,
|
|
454
|
-
"close": 560.8859962694225,
|
|
455
|
-
"open": 560.8859962694225,
|
|
456
|
-
},
|
|
457
|
-
{
|
|
458
|
-
"timestamp": 1620337500000,
|
|
459
|
-
"high": 562.6549059693484,
|
|
460
|
-
"low": 561.1228262312293,
|
|
461
|
-
"close": 562.6549059693484,
|
|
462
|
-
"open": 561.1228262312293,
|
|
463
|
-
},
|
|
464
|
-
{
|
|
465
|
-
"timestamp": 1620338400000,
|
|
466
|
-
"high": 562.5749239504988,
|
|
467
|
-
"low": 562.5749239504988,
|
|
468
|
-
"close": 562.5749239504988,
|
|
469
|
-
"open": 562.5749239504988,
|
|
470
|
-
},
|
|
471
|
-
{
|
|
472
|
-
"timestamp": 1620340200000,
|
|
473
|
-
"high": 564.1086094674863,
|
|
474
|
-
"low": 564.1086094674863,
|
|
475
|
-
"close": 564.1086094674863,
|
|
476
|
-
"open": 564.1086094674863,
|
|
477
|
-
},
|
|
478
|
-
{
|
|
479
|
-
"timestamp": 1620341100000,
|
|
480
|
-
"high": 564.1156752788603,
|
|
481
|
-
"low": 564.1156752788603,
|
|
482
|
-
"close": 564.1156752788603,
|
|
483
|
-
"open": 564.1156752788603,
|
|
484
|
-
},
|
|
485
|
-
{
|
|
486
|
-
"timestamp": 1620342000000,
|
|
487
|
-
"high": 563.8686326269438,
|
|
488
|
-
"low": 563.8686326269438,
|
|
489
|
-
"close": 563.8686326269438,
|
|
490
|
-
"open": 563.8686326269438,
|
|
491
|
-
},
|
|
492
|
-
{
|
|
493
|
-
"timestamp": 1620343800000,
|
|
494
|
-
"high": 565.4032072056408,
|
|
495
|
-
"low": 565.4032072056408,
|
|
496
|
-
"close": 565.4032072056408,
|
|
497
|
-
"open": 565.4032072056408,
|
|
498
|
-
},
|
|
499
|
-
{
|
|
500
|
-
"timestamp": 1620344700000,
|
|
501
|
-
"high": 564.9161906724804,
|
|
502
|
-
"low": 564.846451581273,
|
|
503
|
-
"close": 564.846451581273,
|
|
504
|
-
"open": 564.9161906724804,
|
|
505
|
-
},
|
|
506
|
-
{
|
|
507
|
-
"timestamp": 1620345600000,
|
|
508
|
-
"high": 565.3129449522828,
|
|
509
|
-
"low": 563.3005556458523,
|
|
510
|
-
"close": 565.3129449522828,
|
|
511
|
-
"open": 563.3005556458523,
|
|
512
|
-
},
|
|
513
|
-
{
|
|
514
|
-
"timestamp": 1620346500000,
|
|
515
|
-
"high": 566.8491299730733,
|
|
516
|
-
"low": 566.7792504378252,
|
|
517
|
-
"close": 566.7792504378252,
|
|
518
|
-
"open": 566.8491299730733,
|
|
519
|
-
},
|
|
520
|
-
{
|
|
521
|
-
"timestamp": 1620347400000,
|
|
522
|
-
"high": 567.6311377719769,
|
|
523
|
-
"low": 566.8226586070456,
|
|
524
|
-
"close": 567.6311377719769,
|
|
525
|
-
"open": 566.8226586070456,
|
|
526
|
-
},
|
|
527
|
-
{
|
|
528
|
-
"timestamp": 1620349200000,
|
|
529
|
-
"high": 568.393145669603,
|
|
530
|
-
"low": 562.3084190409248,
|
|
531
|
-
"close": 562.3084190409248,
|
|
532
|
-
"open": 568.393145669603,
|
|
533
|
-
},
|
|
534
|
-
{
|
|
535
|
-
"timestamp": 1620350100000,
|
|
536
|
-
"high": 563.0673266288399,
|
|
537
|
-
"low": 563.0673266288399,
|
|
538
|
-
"close": 563.0673266288399,
|
|
539
|
-
"open": 563.0673266288399,
|
|
540
|
-
},
|
|
541
|
-
{
|
|
542
|
-
"timestamp": 1620351000000,
|
|
543
|
-
"high": 563.0460469915702,
|
|
544
|
-
"low": 563.0460469915702,
|
|
545
|
-
"close": 563.0460469915702,
|
|
546
|
-
"open": 563.0460469915702,
|
|
547
|
-
},
|
|
548
|
-
{
|
|
549
|
-
"timestamp": 1620351900000,
|
|
550
|
-
"high": 562.6940165863563,
|
|
551
|
-
"low": 562.6940165863563,
|
|
552
|
-
"close": 562.6940165863563,
|
|
553
|
-
"open": 562.6940165863563,
|
|
554
|
-
},
|
|
555
|
-
{
|
|
556
|
-
"timestamp": 1620352800000,
|
|
557
|
-
"high": 562.2290121119479,
|
|
558
|
-
"low": 562.2290121119479,
|
|
559
|
-
"close": 562.2290121119479,
|
|
560
|
-
"open": 562.2290121119479,
|
|
561
|
-
},
|
|
562
|
-
]
|
|
563
|
-
|
|
564
|
-
export const candles2 = [
|
|
565
|
-
{
|
|
566
|
-
"timestamp": 1620248400000,
|
|
567
|
-
"high": 57334,
|
|
568
|
-
"low": 57276,
|
|
569
|
-
"close": 57276,
|
|
570
|
-
"open": 57334,
|
|
571
|
-
},
|
|
572
|
-
{
|
|
573
|
-
"timestamp": 1620249300000,
|
|
574
|
-
"high": 57249,
|
|
575
|
-
"low": 57236,
|
|
576
|
-
"close": 57236,
|
|
577
|
-
"open": 57249,
|
|
578
|
-
},
|
|
579
|
-
{
|
|
580
|
-
"timestamp": 1620250200000,
|
|
581
|
-
"high": 57228,
|
|
582
|
-
"low": 57175,
|
|
583
|
-
"close": 57175,
|
|
584
|
-
"open": 57228,
|
|
585
|
-
},
|
|
586
|
-
{
|
|
587
|
-
"timestamp": 1620251100000,
|
|
588
|
-
"high": 57174,
|
|
589
|
-
"low": 57148,
|
|
590
|
-
"close": 57148,
|
|
591
|
-
"open": 57174,
|
|
592
|
-
},
|
|
593
|
-
{
|
|
594
|
-
"timestamp": 1620252000000,
|
|
595
|
-
"high": 57142,
|
|
596
|
-
"low": 57142,
|
|
597
|
-
"close": 57142,
|
|
598
|
-
"open": 57142,
|
|
599
|
-
},
|
|
600
|
-
{
|
|
601
|
-
"timestamp": 1620252900000,
|
|
602
|
-
"high": 57126,
|
|
603
|
-
"low": 570012,
|
|
604
|
-
"close": 57125,
|
|
605
|
-
"open": 57126,
|
|
606
|
-
}
|
|
607
|
-
]
|