@tradejs/app 3.0.1 → 3.1.0

package/src/app/lib/runtimeStrategyContracts.ts

@@ -1,85 +0,0 @@
-import type {
-  Interval,
-  MarketUniverse,
-  RuntimeTradeRecord,
-  SimpleOrderLogData,
-  StrategyConfig,
-  StrategyEvidenceTimeline,
-  TestStat,
-} from '@tradejs/types';
-
-export interface RuntimeStrategyTradeSummary {
-  totalTrades: number;
-  activeTrades: number;
-  closedTrades: number;
-  wins: number;
-  losses: number;
-  activePnl: number;
-  closedPnl: number;
-  totalPnl: number;
-  symbolConcentrationTop1: number | null;
-  symbolConcentrationTop5: number | null;
-}
-
-export interface RuntimeStrategyTradeView {
-  orderId: string;
-  symbol: string;
-  direction: RuntimeTradeRecord['direction'];
-  status: RuntimeTradeRecord['status'];
-  qty: number;
-  entryTimestamp: number;
-  entryPrice: number;
-  actualEntryPrice: number | null;
-  exitTimestamp: number | null;
-  exitPrice: number | null;
-  actualExitPrice: number | null;
-  currentPrice: number | null;
-  pnl: number | null;
-  durationHours: number | null;
-  entrySlippagePercent: number | null;
-  exitSlippagePercent: number | null;
-  exitType: RuntimeTradeRecord['exitType'] | null;
-  takeProfitPrice: number | null;
-  stopLossPrice: number | null;
-  takeProfitPercent: number | null;
-  stopLossPercent: number | null;
-  openFee: number | null;
-  closeFee: number | null;
-  fundingFee: number | null;
-  totalFee: number | null;
-  lastSyncedAt: number | null;
-}
-
-export interface RuntimeStrategyView {
-  runtimeKey: string;
-  strategyName: string;
-  configId: string;
-  interval: Interval;
-  universe: MarketUniverse;
-  accountId?: string;
-  accountLabel?: string;
-  deploymentId?: string;
-  policyProfileId?: string;
-  connected: boolean;
-  enabled: boolean;
-  config: StrategyConfig | null;
-  symbols: string[];
-  stat: TestStat;
-  summary: RuntimeStrategyTradeSummary;
-  orderLog: SimpleOrderLogData;
-  evidenceTimeline: StrategyEvidenceTimeline;
-  recentTrades: RuntimeStrategyTradeView[];
-  orders: RuntimeStrategyTradeView[];
-}
-
-export interface RuntimeStrategiesResponse {
-  provider: string;
-  hours: number;
-  generatedAt: number;
-  dataSources?: {
-    localTrades: number;
-    exchangeFallbackTrades: number;
-    exchangeErrors: string[];
-  };
-  strategies: RuntimeStrategyView[];
-}

package/src/app/lib/runtimeStrategyLineage.ts

@@ -1,264 +0,0 @@
-import type {
-  MarketUniverse,
-  RuntimeLineage,
-  RuntimeTradeRecord,
-} from '@tradejs/types';
-
-export interface RuntimeStrategyLineageScope {
-  strategy: string;
-  symbol: string;
-  runtimeConfigId?: string;
-  lineage: RuntimeLineage & { maxLossValue?: number | null };
-  firstTimestamp: number;
-  lastTimestamp: number;
-}
-
-export interface RuntimeStrategyAiGateChange {
-  timestamp: number;
-  previousFingerprint: string;
-  fingerprint: string;
-}
-
-export interface RuntimeStrategyMaxLossValueChange {
-  timestamp: number;
-  previousValue: number;
-  value: number;
-}
-
-export interface RuntimeStrategyMaxLossValueTimeline {
-  observedFrom: number | null;
-  initialValue: number | null;
-  changes: RuntimeStrategyMaxLossValueChange[];
-}
-
-export interface RuntimeStrategyAccountScope {
-  strategyName: string;
-  configId: string;
-  universe: MarketUniverse;
-  accountId?: string;
-}
-
-export const buildRuntimeStrategyIdentityKey = ({
-  strategyName,
-  configId,
-  universe,
-  accountId,
-  deploymentId,
-  policyProfileId,
-}: {
-  strategyName: string;
-  configId?: string;
-  universe?: MarketUniverse;
-  accountId?: string;
-  deploymentId?: string;
-  policyProfileId?: string;
-}) =>
-  [
-    strategyName,
-    configId ?? 'config',
-    universe ?? 'crypto',
-    accountId ?? 'default',
-    deploymentId ?? 'default',
-    policyProfileId ?? 'default',
-  ].join(':');
-
-export const assignLegacyRuntimeTradeAccountScopes = (
-  trades: RuntimeTradeRecord[],
-  scopes: RuntimeStrategyAccountScope[],
-): RuntimeTradeRecord[] =>
-  trades.map((trade) => {
-    if (trade.accountId || trade.deploymentId) return trade;
-    const matchingAccountIds = new Set(
-      scopes
-        .filter(
-          (scope) =>
-            scope.strategyName === trade.strategy &&
-            scope.configId === (trade.runtimeConfigId ?? 'config') &&
-            scope.universe === (trade.universe ?? 'crypto'),
-        )
-        .map((scope) => scope.accountId)
-        .filter((accountId): accountId is string => Boolean(accountId)),
-    );
-    return matchingAccountIds.size === 1
-      ? { ...trade, accountId: [...matchingAccountIds][0] }
-      : trade;
-  });
-
-export const getRuntimeStrategyAiGateObservedFrom = ({
-  scopes,
-  strategyName,
-  configId,
-  endTime,
-}: {
-  scopes: RuntimeStrategyLineageScope[];
-  strategyName: string;
-  configId?: string;
-  endTime: number;
-}) => {
-  const normalizedConfigId = configId ?? 'config';
-  let observedFrom: number | null = null;
-  for (const scope of scopes) {
-    if (
-      scope.strategy !== strategyName ||
-      (scope.runtimeConfigId ?? 'config') !== normalizedConfigId ||
-      scope.firstTimestamp > endTime
-    ) {
-      continue;
-    }
-    observedFrom =
-      observedFrom == null
-        ? scope.firstTimestamp
-        : Math.min(observedFrom, scope.firstTimestamp);
-  }
-  return observedFrom;
-};
-
-export const buildRuntimeStrategyMaxLossValueTimeline = ({
-  scopes,
-  strategyName,
-  configId,
-  startTime,
-  endTime,
-}: {
-  scopes: RuntimeStrategyLineageScope[];
-  strategyName: string;
-  configId?: string;
-  startTime: number;
-  endTime: number;
-}): RuntimeStrategyMaxLossValueTimeline => {
-  const normalizedConfigId = configId ?? 'config';
-  const observationsByTimestamp = new Map<
-    number,
-    { value: number; lastTimestamp: number }
-  >();
-  for (const scope of scopes) {
-    const value = scope.lineage.maxLossValue;
-    if (
-      scope.strategy !== strategyName ||
-      (scope.runtimeConfigId ?? 'config') !== normalizedConfigId ||
-      scope.firstTimestamp > endTime ||
-      typeof value !== 'number' ||
-      !Number.isFinite(value)
-    ) {
-      continue;
-    }
-    const existing = observationsByTimestamp.get(scope.firstTimestamp);
-    if (
-      !existing ||
-      scope.lastTimestamp > existing.lastTimestamp ||
-      (scope.lastTimestamp === existing.lastTimestamp && value > existing.value)
-    ) {
-      observationsByTimestamp.set(scope.firstTimestamp, {
-        value,
-        lastTimestamp: scope.lastTimestamp,
-      });
-    }
-  }
-
-  const changes: RuntimeStrategyMaxLossValueChange[] = [];
-  let observedFrom: number | null = null;
-  let initialValue: number | null = null;
-  let currentValue: number | null = null;
-  for (const [timestamp, observation] of [
-    ...observationsByTimestamp.entries(),
-  ].sort(([left], [right]) => left - right)) {
-    if (currentValue == null) {
-      observedFrom = timestamp;
-      initialValue = observation.value;
-      currentValue = observation.value;
-      continue;
-    }
-    if (observation.value === currentValue) continue;
-    if (timestamp >= startTime) {
-      changes.push({
-        timestamp,
-        previousValue: currentValue,
-        value: observation.value,
-      });
-    }
-    currentValue = observation.value;
-  }
-  return { observedFrom, initialValue, changes };
-};
-
-export const isRuntimeStrategyLineageScope = (
-  value: unknown,
-): value is RuntimeStrategyLineageScope => {
-  if (!value || typeof value !== 'object') return false;
-  const record = value as Record<string, unknown>;
-  const lineage = record.lineage as Record<string, unknown> | undefined;
-  return (
-    typeof record.strategy === 'string' &&
-    typeof record.symbol === 'string' &&
-    typeof record.firstTimestamp === 'number' &&
-    Number.isFinite(record.firstTimestamp) &&
-    typeof record.lastTimestamp === 'number' &&
-    Number.isFinite(record.lastTimestamp) &&
-    lineage != null &&
-    typeof lineage.gateFingerprint === 'string' &&
-    lineage.gateFingerprint.trim().length > 0
-  );
-};
-
-export const buildRuntimeStrategyAiGateChanges = ({
-  scopes,
-  strategyName,
-  configId,
-  startTime,
-  endTime,
-}: {
-  scopes: RuntimeStrategyLineageScope[];
-  strategyName: string;
-  configId?: string;
-  startTime: number;
-  endTime: number;
-}): RuntimeStrategyAiGateChange[] => {
-  const normalizedConfigId = configId ?? 'config';
-  const observationsByTimestamp = new Map<
-    number,
-    { fingerprint: string; lastTimestamp: number }
-  >();
-  for (const scope of scopes) {
-    if (
-      scope.strategy !== strategyName ||
-      (scope.runtimeConfigId ?? 'config') !== normalizedConfigId ||
-      scope.firstTimestamp > endTime
-    ) {
-      continue;
-    }
-    const fingerprint = scope.lineage.gateFingerprint.trim();
-    const existing = observationsByTimestamp.get(scope.firstTimestamp);
-    if (
-      !existing ||
-      scope.lastTimestamp > existing.lastTimestamp ||
-      (scope.lastTimestamp === existing.lastTimestamp &&
-        fingerprint > existing.fingerprint)
-    ) {
-      observationsByTimestamp.set(scope.firstTimestamp, {
-        fingerprint,
-        lastTimestamp: scope.lastTimestamp,
-      });
-    }
-  }
-
-  const changes: RuntimeStrategyAiGateChange[] = [];
-  let currentFingerprint: string | null = null;
-  for (const [timestamp, observation] of [
-    ...observationsByTimestamp.entries(),
-  ].sort(([left], [right]) => left - right)) {
-    if (currentFingerprint == null) {
-      currentFingerprint = observation.fingerprint;
-      continue;
-    }
-    if (observation.fingerprint === currentFingerprint) continue;
-    if (timestamp >= startTime) {
-      changes.push({
-        timestamp,
-        previousFingerprint: currentFingerprint,
-        fingerprint: observation.fingerprint,
-      });
-    }
-    currentFingerprint = observation.fingerprint;
-  }
-  return changes;
-};

package/src/app/lib/runtimeTradeReconciliation.ts

@@ -1,113 +0,0 @@
-import type { ClosedPnlRecord, RuntimeTradeRecord } from '@tradejs/types';
-
-export type ClosedPnlRecordWithOrderLinkId = ClosedPnlRecord & {
-  direction?: RuntimeTradeRecord['direction'];
-  entryTimestamp?: number;
-  orderLinkId?: string;
-};
-
-const toNonEmptyString = (value: unknown) =>
-  typeof value === 'string' && value.trim() ? value.trim() : null;
-
-const removeFromExactMaps = ({
-  exactByOrderLinkId,
-  exactByOrderId,
-  row,
-}: {
-  exactByOrderLinkId: Map<string, ClosedPnlRecordWithOrderLinkId>;
-  exactByOrderId: Map<string, ClosedPnlRecordWithOrderLinkId>;
-  row: ClosedPnlRecordWithOrderLinkId;
-}) => {
-  for (const [key, value] of exactByOrderLinkId) {
-    if (value === row) exactByOrderLinkId.delete(key);
-  }
-  for (const [key, value] of exactByOrderId) {
-    if (value === row) exactByOrderId.delete(key);
-  }
-};
-
-const removeFromSymbolBuckets = (
-  buckets: Map<string, ClosedPnlRecordWithOrderLinkId[]>,
-  row: ClosedPnlRecordWithOrderLinkId,
-) => {
-  const rows = buckets.get(row.symbol);
-  const index = rows?.findIndex((candidate) => candidate === row) ?? -1;
-  if (index >= 0) rows?.splice(index, 1);
-};
-
-export const takeExactClosedPnlMatch = ({
-  exactByOrderLinkId,
-  exactByOrderId,
-  symbolBuckets,
-  orderLinkId,
-  orderId,
-}: {
-  exactByOrderLinkId: Map<string, ClosedPnlRecordWithOrderLinkId>;
-  exactByOrderId: Map<string, ClosedPnlRecordWithOrderLinkId>;
-  symbolBuckets: Map<string, ClosedPnlRecordWithOrderLinkId[]>;
-  orderLinkId?: string | null;
-  orderId?: string | null;
-}) => {
-  const exactKeys: Array<
-    [Map<string, ClosedPnlRecordWithOrderLinkId>, string | null | undefined]
-  > = [
-    [exactByOrderLinkId, orderLinkId],
-    [exactByOrderId, orderId],
-  ];
-  for (const [bucket, key] of exactKeys) {
-    const normalizedKey = toNonEmptyString(key);
-    if (!normalizedKey) continue;
-    const exactMatch = bucket.get(normalizedKey);
-    if (!exactMatch) continue;
-    removeFromExactMaps({
-      exactByOrderLinkId,
-      exactByOrderId,
-      row: exactMatch,
-    });
-    removeFromSymbolBuckets(symbolBuckets, exactMatch);
-    return exactMatch;
-  }
-  return null;
-};
-
-export const takeClosedPnlMatch = ({
-  exactByOrderLinkId,
-  exactByOrderId = new Map<string, ClosedPnlRecordWithOrderLinkId>(),
-  symbolBuckets,
-  trade,
-}: {
-  exactByOrderLinkId: Map<string, ClosedPnlRecordWithOrderLinkId>;
-  exactByOrderId?: Map<string, ClosedPnlRecordWithOrderLinkId>;
-  symbolBuckets: Map<string, ClosedPnlRecordWithOrderLinkId[]>;
-  trade: RuntimeTradeRecord;
-}) => {
-  const exactMatch = takeExactClosedPnlMatch({
-    exactByOrderLinkId,
-    exactByOrderId,
-    symbolBuckets,
-    orderLinkId: trade.orderId,
-    orderId: trade.orderId,
-  });
-  if (exactMatch) return exactMatch;
-
-  const rows = symbolBuckets.get(trade.symbol);
-  if (!rows?.length) return null;
-  const minimumClosedAt = trade.entryTimestamp - 5 * 60_000;
-  const matchIndex = rows.reduce((bestIndex, row, index) => {
-    if (
-      !Number.isFinite(row.closedAt) ||
-      row.closedAt < minimumClosedAt ||
-      (row.direction && row.direction !== trade.direction)
-    ) {
-      return bestIndex;
-    }
-    if (bestIndex < 0) return index;
-    return row.closedAt < rows[bestIndex].closedAt ? index : bestIndex;
-  }, -1);
-  if (matchIndex < 0) return null;
-  const [row] = rows.splice(matchIndex, 1);
-  if (row) {
-    removeFromExactMaps({ exactByOrderLinkId, exactByOrderId, row });
-  }
-  return row ?? null;
-};