@tradejs/cli 2.0.6 → 2.0.8

package/dist/lib/runtimeLineage.js

@@ -0,0 +1,255 @@
+"use strict";
+var __create = Object.create;
+var __defProp = Object.defineProperty;
+var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
+var __getOwnPropNames = Object.getOwnPropertyNames;
+var __getProtoOf = Object.getPrototypeOf;
+var __hasOwnProp = Object.prototype.hasOwnProperty;
+var __export = (target, all) => {
+  for (var name in all)
+    __defProp(target, name, { get: all[name], enumerable: true });
+};
+var __copyProps = (to, from, except, desc) => {
+  if (from && typeof from === "object" || typeof from === "function") {
+    for (let key of __getOwnPropNames(from))
+      if (!__hasOwnProp.call(to, key) && key !== except)
+        __defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
+  }
+  return to;
+};
+var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
+  // If the importer is in node compatibility mode or this is not an ESM
+  // file that has been converted to a CommonJS file using a Babel-
+  // compatible transform (i.e. "__esModule" has not been set), then set
+  // "default" to the CommonJS "module.exports" for node compatibility.
+  isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
+  mod
+));
+var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
+
+// src/lib/runtimeLineage.ts
+var runtimeLineage_exports = {};
+__export(runtimeLineage_exports, {
+  buildRuntimeLineage: () => buildRuntimeLineage,
+  fingerprintRuntimeValue: () => fingerprintRuntimeValue,
+  resetRuntimeLineageCachesForTests: () => resetRuntimeLineageCachesForTests,
+  runtimeLineageKey: () => runtimeLineageKey,
+  runtimeLineagesMatch: () => runtimeLineagesMatch
+});
+module.exports = __toCommonJS(runtimeLineage_exports);
+var import_node_child_process = require("child_process");
+var import_node_crypto = require("crypto");
+var import_promises = __toESM(require("fs/promises"));
+var import_node_path = __toESM(require("path"));
+var RUNTIME_CONTEXT_ENV_KEYS = [
+  "AI_MODE",
+  "MIN_AI_QUALITY",
+  "INTERVAL",
+  "DERIVATIVES_CONTEXT_ENABLED",
+  "DERIVATIVES_CONTEXT_TARGET_ENABLED",
+  "DERIVATIVES_CONTEXT_LOOKBACK_HOURS",
+  "DERIVATIVES_CONTEXT_EXTRA_REFERENCE_SYMBOLS",
+  "DERIVATIVES_CONTEXT_EXCHANGE_PRIORITY",
+  "COINMARKETCAP_CONTEXT_ENABLED",
+  "COINMARKETCAP_CONTEXT_MAX_AGE_MS",
+  "COINMARKETCAP_CONTEXT_EXCHANGE_LIQUIDITY_ENABLED",
+  "COINMARKETCAP_CONTEXT_EXCHANGE_SLUGS",
+  "COINMARKETCAP_CONTEXT_FEAR_GREED_ENABLED",
+  "COINMARKETCAP_CONTEXT_HISTORICAL_ACCESS_MONTHS",
+  "COINMARKETCAP_CONTEXT_BACKFILL_ENABLED",
+  "COINMARKETCAP_CONTEXT_BACKFILL_MAX_DAYS",
+  "COINMARKETCAP_CONTEXT_BACKFILL_WARMUP_DAYS"
+];
+var RUNTIME_CONTEXT_DATA_MODEL = {
+  derivativesSourceIntervals: "15m",
+  derivativesDerivedIntervals: "1h",
+  derivativesHourlyFallback: "stored-1h",
+  derivativesDataModelVersion: 2,
+  coinMarketCapAvailabilityModel: "closed-interval-all-daily",
+  coinMarketCapDataModelVersion: 3,
+  binanceBreadthUniverseModel: "fixed-versioned-top5-top10-top30-top50-top100",
+  binanceBreadthDataModelVersion: 2
+};
+var normalizeForStableJson = (value) => {
+  if (Array.isArray(value)) {
+    return value.map(normalizeForStableJson);
+  }
+  if (value && typeof value === "object") {
+    return Object.fromEntries(
+      Object.entries(value).sort(([left], [right]) => left.localeCompare(right)).map(([key, entry]) => [key, normalizeForStableJson(entry)])
+    );
+  }
+  return value;
+};
+var fingerprintRuntimeValue = (value) => (0, import_node_crypto.createHash)("sha256").update(JSON.stringify(normalizeForStableJson(value))).digest("hex").slice(0, 16);
+var gitLineageCache = /* @__PURE__ */ new Map();
+var gateFingerprintCache = /* @__PURE__ */ new Map();
+var binanceBreadthFingerprintCache = /* @__PURE__ */ new Map();
+var resolveGitLineage = (projectRoot) => {
+  const cached = gitLineageCache.get(projectRoot);
+  if (cached) {
+    return cached;
+  }
+  const envSha = String(process.env.TRADEJS_GIT_SHA ?? "").trim();
+  if (envSha && envSha !== "unknown") {
+    const result = {
+      gitSha: envSha,
+      gitDirty: false
+    };
+    gitLineageCache.set(projectRoot, result);
+    return result;
+  }
+  try {
+    const gitSha = (0, import_node_child_process.execFileSync)("git", ["rev-parse", "HEAD"], {
+      cwd: projectRoot,
+      encoding: "utf8",
+      stdio: ["ignore", "pipe", "ignore"]
+    }).trim();
+    const status = (0, import_node_child_process.execFileSync)(
+      "git",
+      ["status", "--porcelain", "--untracked-files=normal"],
+      {
+        cwd: projectRoot,
+        encoding: "utf8",
+        stdio: ["ignore", "pipe", "ignore"]
+      }
+    ).trim();
+    const result = {
+      gitSha: gitSha || null,
+      gitDirty: status.length > 0
+    };
+    gitLineageCache.set(projectRoot, result);
+    return result;
+  } catch {
+    const result = {
+      gitSha: null,
+      gitDirty: null
+    };
+    gitLineageCache.set(projectRoot, result);
+    return result;
+  }
+};
+var readOptionalFile = async (filePath) => {
+  try {
+    return await import_promises.default.readFile(filePath);
+  } catch {
+    return null;
+  }
+};
+var resolveBinanceBreadthFingerprint = async (projectRoot) => {
+  if (binanceBreadthFingerprintCache.has(projectRoot)) {
+    return binanceBreadthFingerprintCache.get(projectRoot) ?? null;
+  }
+  const content = await readOptionalFile(
+    import_node_path.default.join(
+      projectRoot,
+      "packages/node/src/config/binanceBreadthUniverses.json"
+    )
+  );
+  let result = null;
+  if (content) {
+    try {
+      const parsed = JSON.parse(content.toString("utf8"));
+      result = typeof parsed.fingerprint === "string" && parsed.fingerprint.trim() ? parsed.fingerprint.trim() : null;
+    } catch {
+      result = null;
+    }
+  }
+  binanceBreadthFingerprintCache.set(projectRoot, result);
+  return result;
+};
+var resolveGateFingerprint = async ({
+  projectRoot,
+  strategyName,
+  gitSha
+}) => {
+  const cacheKey = `${projectRoot}:${strategyName}:${gitSha ?? "unknown"}`;
+  const cached = gateFingerprintCache.get(cacheKey);
+  if (cached) {
+    return cached;
+  }
+  const relativeCandidates = [
+    `packages/strategies/src/${strategyName}/adapters/ai.ts`,
+    `packages/strategies/src/${strategyName}/guardrails.ts`,
+    `packages/strategies/src/${strategyName}/pockets.ts`,
+    `packages/strategies/src/${strategyName}/config.ts`,
+    "packages/node/src/ai.ts"
+  ];
+  const optionalEntries = await Promise.all(
+    relativeCandidates.map(async (relativePath) => {
+      const content = await readOptionalFile(
+        import_node_path.default.join(projectRoot, relativePath)
+      );
+      return content == null ? null : { relativePath, content };
+    })
+  );
+  const sourceEntries = [];
+  for (const entry of optionalEntries) {
+    if (entry != null) {
+      sourceEntries.push(entry);
+    }
+  }
+  const hash = (0, import_node_crypto.createHash)("sha256");
+  hash.update(strategyName);
+  if (sourceEntries.length) {
+    for (const entry of sourceEntries) {
+      hash.update(entry.relativePath);
+      hash.update(entry.content);
+    }
+  } else {
+    hash.update(gitSha ?? "unknown-git-sha");
+  }
+  const fingerprint = hash.digest("hex").slice(0, 16);
+  gateFingerprintCache.set(cacheKey, fingerprint);
+  return fingerprint;
+};
+var buildRuntimeLineage = async ({
+  projectRoot,
+  strategyName,
+  config,
+  runContext,
+  env = process.env
+}) => {
+  const git = resolveGitLineage(projectRoot);
+  const context = {
+    ...Object.fromEntries(
+      RUNTIME_CONTEXT_ENV_KEYS.map((key) => [key, env[key] ?? null])
+    ),
+    ...RUNTIME_CONTEXT_DATA_MODEL,
+    binanceBreadthUniverseFingerprint: await resolveBinanceBreadthFingerprint(projectRoot),
+    ...runContext
+  };
+  return {
+    schemaVersion: 1,
+    ...git,
+    gateFingerprint: await resolveGateFingerprint({
+      projectRoot,
+      strategyName,
+      gitSha: git.gitSha
+    }),
+    configFingerprint: fingerprintRuntimeValue(config),
+    contextFingerprint: fingerprintRuntimeValue(context)
+  };
+};
+var runtimeLineageKey = (lineage) => [
+  lineage.schemaVersion,
+  lineage.gitSha ?? "unknown",
+  lineage.gitDirty == null ? "unknown" : lineage.gitDirty ? "dirty" : "clean",
+  lineage.gateFingerprint,
+  lineage.configFingerprint,
+  lineage.contextFingerprint
+].join(":");
+var runtimeLineagesMatch = (left, right) => left != null && right != null && runtimeLineageKey(left) === runtimeLineageKey(right);
+var resetRuntimeLineageCachesForTests = () => {
+  gitLineageCache.clear();
+  gateFingerprintCache.clear();
+  binanceBreadthFingerprintCache.clear();
+};
+// Annotate the CommonJS export names for ESM import in node:
+0 && (module.exports = {
+  buildRuntimeLineage,
+  fingerprintRuntimeValue,
+  resetRuntimeLineageCachesForTests,
+  runtimeLineageKey,
+  runtimeLineagesMatch
+});

package/dist/lib/runtimeParityDetails.js

@@ -639,6 +639,7 @@ var buildReplayRuntimeComparisonDetails = ({
       ),
       limit
     ),
+    orderFailed: [],
     runtimeOnly: cappedRuntimeOnlyDetails,
     backtestOnly: cappedBacktestOnlyDetails,
     nearestCandidates: cappedNearestCandidates,
@@ -658,6 +659,7 @@ var buildReplayRuntimeComparisonDetails = ({
 };
 var buildReplayExchangeComparisonDetails = ({
   matched,
+  orderFailed = [],
   exchangeOnly,
   backtestOnly,
   exchangeEntries,
@@ -708,7 +710,7 @@ var buildReplayExchangeComparisonDetails = ({
     limit
   );
   return {
-    capped: matched.length > limit || exchangeOnlyDetails.length > limit || backtestOnlyDetails.length > limit || nearestCandidates.length > limit,
+    capped: matched.length > limit || orderFailed.length > limit || exchangeOnlyDetails.length > limit || backtestOnlyDetails.length > limit || nearestCandidates.length > limit,
     limit,
     matched: capReplayDetails(
       matched.map(
@@ -724,6 +726,27 @@ var buildReplayExchangeComparisonDetails = ({
       ),
       limit
     ),
+    orderFailed: capReplayDetails(
+      orderFailed.map((item) => {
+        const detail = buildMatchedReplayDetail({
+          runtime: toExchangeDetail(item.exchange),
+          backtest: toBacktestParityDetail(
+            item.backtest,
+            backtestTimestampOffsetMs
+          ),
+          timestampDiffMs: item.timestampDiffMs,
+          priceDeltaPct: item.priceDeltaPct
+        });
+        return {
+          runtime: detail.runtime,
+          backtest: detail.backtest,
+          timestampDiffMs: detail.timestampDiffMs,
+          priceDeltaPct: detail.priceDeltaPct,
+          reason: item.reason
+        };
+      }),
+      limit
+    ),
     runtimeOnly: cappedExchangeOnlyDetails,
     backtestOnly: cappedBacktestOnlyDetails,
     nearestCandidates: cappedNearestCandidates,

package/dist/lib/runtimeSignalsLoader.js

@@ -22,6 +22,7 @@ var runtimeSignalsLoader_exports = {};
 __export(runtimeSignalsLoader_exports, {
   isRuntimeSignalEvaluationRecord: () => isRuntimeSignalEvaluationRecord,
   isSignalRecord: () => isSignalRecord,
+  loadRuntimeLineageScopes: () => loadRuntimeLineageScopes,
   loadRuntimeSignalEvaluationStatsBuckets: () => loadRuntimeSignalEvaluationStatsBuckets,
   loadRuntimeSignalEvaluations: () => loadRuntimeSignalEvaluations,
   loadRuntimeSignals: () => loadRuntimeSignals
@@ -145,6 +146,23 @@ var loadRuntimeSignalEvaluations = async (userName, {
   }
   return sortByTimestamp([...deduped.values()]);
 };
+var loadRuntimeLineageScopes = async (userName, {
+  startTime,
+  endTime
+}) => {
+  const records = (await Promise.all(
+    (0, import_time.getRuntimeStorageDayKeys)(startTime, endTime).map(
+      (dayKey) => (0, import_redis.getHashJsonValues)(
+        import_redis.redisKeys.runtimeLineageScopeBucket(userName, dayKey)
+      )
+    )
+  )).flat().filter(
+    (record) => record != null && typeof record.strategy === "string" && typeof record.symbol === "string" && typeof record.firstTimestamp === "number" && typeof record.lastTimestamp === "number" && record.lineage != null
+  );
+  return records.sort(
+    (left, right) => left.firstTimestamp - right.firstTimestamp || left.strategy.localeCompare(right.strategy) || left.symbol.localeCompare(right.symbol)
+  );
+};
 var parseBucketKey = (prefix, key) => {
   if (!key.startsWith(prefix)) {
     return null;
@@ -181,6 +199,7 @@ var loadRuntimeSignalEvaluationStatsBuckets = async (userName) => {
 0 && (module.exports = {
   isRuntimeSignalEvaluationRecord,
   isSignalRecord,
+  loadRuntimeLineageScopes,
   loadRuntimeSignalEvaluationStatsBuckets,
   loadRuntimeSignalEvaluations,
   loadRuntimeSignals

package/dist/lib/runtimeSignalsStorage.js

@@ -21,6 +21,7 @@ var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: tru
 var runtimeSignalsStorage_exports = {};
 __export(runtimeSignalsStorage_exports, {
   DEFAULT_RUNTIME_SIGNAL_RETENTION_TTL_SECONDS: () => DEFAULT_RUNTIME_SIGNAL_RETENTION_TTL_SECONDS,
+  RUNTIME_LINEAGE_SCOPE_RETENTION_TTL_SECONDS: () => RUNTIME_LINEAGE_SCOPE_RETENTION_TTL_SECONDS,
   RUNTIME_SIGNAL_RETENTION_DAYS_ENV: () => RUNTIME_SIGNAL_RETENTION_DAYS_ENV,
   buildRuntimeSignalStatsIncrements: () => buildRuntimeSignalStatsIncrements,
   getRuntimeSignalRetentionTtlSeconds: () => getRuntimeSignalRetentionTtlSeconds,
@@ -40,6 +41,7 @@ var import_time = require("@tradejs/core/time");
 var SECONDS_PER_DAY = 86400;
 var RUNTIME_SIGNAL_RETENTION_DAYS_ENV = "RUNTIME_SIGNAL_RETENTION_DAYS";
 var DEFAULT_RUNTIME_SIGNAL_RETENTION_TTL_SECONDS = import_constants.TTL_3D;
+var RUNTIME_LINEAGE_SCOPE_RETENTION_TTL_SECONDS = import_constants.TTL_1M;
 var parsePositiveNumber = (value) => {
   if (value == null || value === "") {
     return null;
@@ -170,6 +172,7 @@ var parseRuntimeSignalStatsBucket = (value) => {
 // Annotate the CommonJS export names for ESM import in node:
 0 && (module.exports = {
   DEFAULT_RUNTIME_SIGNAL_RETENTION_TTL_SECONDS,
+  RUNTIME_LINEAGE_SCOPE_RETENTION_TTL_SECONDS,
   RUNTIME_SIGNAL_RETENTION_DAYS_ENV,
   buildRuntimeSignalStatsIncrements,
   getRuntimeSignalRetentionTtlSeconds,

package/dist/lib/runtimeTradeSync.js

@@ -125,6 +125,18 @@ var consumeClosedPnlMatch = (buckets, trade) => {
   const [row] = rows.splice(matchIndex, 1);
   return row ?? null;
 };
+var isRuntimeTradeInConnectorScope = (trade, connector) => {
+  if (trade.deploymentId && trade.deploymentId !== connector.deploymentId) {
+    return false;
+  }
+  if (trade.accountId && trade.accountId !== connector.accountId) {
+    return false;
+  }
+  if (trade.universe && connector.universe && trade.universe !== connector.universe) {
+    return false;
+  }
+  return true;
+};
 var syncRuntimeTrades = async ({
   userName,
   connector,
@@ -148,16 +160,23 @@ var syncRuntimeTrades = async ({
   const openPositionsBySymbol = new Map(
     openPositions.map((position) => [position.symbol, position])
   );
-  const activeOrderIdBySymbol = /* @__PURE__ */ new Map();
-  const symbols = [...new Set(trades.map((trade) => trade.symbol))];
+  const activeOrderIdByKey = /* @__PURE__ */ new Map();
+  const activeTradeKeys = [
+    ...new Set(
+      trades.filter((trade) => isRuntimeTradeInConnectorScope(trade, connector)).map(
+        (trade) => import_redis.redisKeys.runtimeActiveTrade(
+          userName,
+          trade.symbol,
+          trade.deploymentId ?? trade.accountId
+        )
+      )
+    )
+  ];
   await Promise.all(
-    symbols.map(async (symbol) => {
-      const activeRef = await (0, import_redis.getData)(
-        import_redis.redisKeys.runtimeActiveTrade(userName, symbol),
-        null
-      );
-      activeOrderIdBySymbol.set(
-        symbol,
+    activeTradeKeys.map(async (key) => {
+      const activeRef = await (0, import_redis.getData)(key, null);
+      activeOrderIdByKey.set(
+        key,
         typeof activeRef?.orderId === "string" ? activeRef.orderId : null
       );
     })
@@ -176,12 +195,21 @@ var syncRuntimeTrades = async ({
   }
   const syncedTrades = [];
   for (const trade of trades) {
+    if (!isRuntimeTradeInConnectorScope(trade, connector)) {
+      syncedTrades.push(trade);
+      continue;
+    }
     if (trade.status !== "active" && !isRuntimeTradeSyncFallbackClose(trade)) {
       syncedTrades.push(trade);
       continue;
     }
+    const activeTradeKey = import_redis.redisKeys.runtimeActiveTrade(
+      userName,
+      trade.symbol,
+      trade.deploymentId ?? trade.accountId
+    );
     const openPosition = openPositionsBySymbol.get(trade.symbol);
-    const activeOrderId = activeOrderIdBySymbol.get(trade.symbol);
+    const activeOrderId = activeOrderIdByKey.get(activeTradeKey);
     const isCurrentActiveTrade = activeOrderId === trade.orderId;
     if (trade.status === "active" && !openPositionsReliable) {
       syncedTrades.push({
@@ -220,6 +248,7 @@ var syncRuntimeTrades = async ({
     }
     const matchedClosedPnl = consumeClosedPnlMatch(closedPnlBuckets, trade);
     if (!matchedClosedPnl) {
+      syncedTrades.push(trade);
       continue;
     }
     const nextTrade = {
@@ -252,7 +281,7 @@ var syncRuntimeTrades = async ({
         nextTrade,
         { expire: import_constants.TTL_1M }
       ),
-      ...isCurrentActiveTrade ? [(0, import_redis.delKey)(import_redis.redisKeys.runtimeActiveTrade(userName, trade.symbol))] : []
+      ...isCurrentActiveTrade ? [(0, import_redis.delKey)(activeTradeKey)] : []
     ]);
     syncedTrades.push(nextTrade);
   }

package/dist/lib/timeWindow.js

@@ -50,11 +50,30 @@ var resolveTimeWindow = ({
   endTime,
   nowMs = Date.now(),
   defaultStartMs,
-  defaultEndMs
+  defaultEndMs,
+  closedIntervalMs
 }) => {
   const explicitStart = toEpochMs(startTime);
   const explicitEnd = toEpochMs(endTime);
   const resolvedDays = toPositiveNumber(days);
+  const alignToLastClosedInterval = (window, preserveDuration) => {
+    if (typeof closedIntervalMs !== "number" || !Number.isFinite(closedIntervalMs) || closedIntervalMs <= 0) {
+      return window;
+    }
+    const alignedEnd = Math.floor(window.end / closedIntervalMs) * closedIntervalMs - 1;
+    const delta = window.end - alignedEnd;
+    const alignedStart = preserveDuration ? window.start - delta : window.start;
+    if (alignedStart >= alignedEnd) {
+      throw new Error(
+        `Invalid closed-candle window: start (${alignedStart}) must be less than end (${alignedEnd})`
+      );
+    }
+    return {
+      ...window,
+      start: Math.trunc(alignedStart),
+      end: Math.trunc(alignedEnd)
+    };
+  };
   if (explicitStart != null || explicitEnd != null) {
     const resolvedStart = explicitStart ?? (resolvedDays != null && explicitEnd != null ? explicitEnd - resolvedDays * ONE_DAY_MS : defaultStartMs);
     const resolvedEnd2 = explicitEnd ?? (resolvedDays != null && explicitStart != null ? explicitStart + resolvedDays * ONE_DAY_MS : defaultEndMs ?? nowMs);
@@ -63,11 +82,14 @@ var resolveTimeWindow = ({
         `Invalid time window: startTime (${resolvedStart}) must be less than endTime (${resolvedEnd2})`
       );
     }
-    return {
-      start: resolvedStart,
-      end: resolvedEnd2,
-      source: "explicit"
-    };
+    return alignToLastClosedInterval(
+      {
+        start: resolvedStart,
+        end: resolvedEnd2,
+        source: "explicit"
+      },
+      explicitStart == null && resolvedDays != null
+    );
   }
   if (resolvedDays != null) {
     const resolvedEnd2 = defaultEndMs ?? nowMs;
@@ -77,11 +99,14 @@ var resolveTimeWindow = ({
         `Invalid time window: computed start (${resolvedStart}) must be less than end (${resolvedEnd2})`
       );
     }
-    return {
-      start: Math.trunc(resolvedStart),
-      end: Math.trunc(resolvedEnd2),
-      source: "days"
-    };
+    return alignToLastClosedInterval(
+      {
+        start: Math.trunc(resolvedStart),
+        end: Math.trunc(resolvedEnd2),
+        source: "days"
+      },
+      true
+    );
   }
   const resolvedEnd = defaultEndMs ?? nowMs;
   if (defaultStartMs >= resolvedEnd) {
@@ -89,11 +114,14 @@ var resolveTimeWindow = ({
       `Invalid default time window: start (${defaultStartMs}) must be less than end (${resolvedEnd})`
     );
   }
-  return {
-    start: Math.trunc(defaultStartMs),
-    end: Math.trunc(resolvedEnd),
-    source: "default"
-  };
+  return alignToLastClosedInterval(
+    {
+      start: Math.trunc(defaultStartMs),
+      end: Math.trunc(resolvedEnd),
+      source: "default"
+    },
+    true
+  );
 };
 // Annotate the CommonJS export names for ESM import in node:
 0 && (module.exports = {