@tradejs/cli 3.1.16 → 3.1.17-beta.231

package/dist/scripts/signals.js

@@ -46,7 +46,7 @@ var import_chalk7 = __toESM(require("chalk"));
 var import_connectors6 = require("@tradejs/node/connectors");
 var import_cli2 = require("@tradejs/node/cli");
 var import_async3 = require("@tradejs/core/async");
-var import_strategies5 = require("@tradejs/core/strategies");
+var import_strategies4 = require("@tradejs/core/strategies");
 var import_constants3 = require("@tradejs/core/constants");
 var import_time3 = require("@tradejs/core/time");
 var import_logger4 = require("@tradejs/infra/logger");
@@ -2150,27 +2150,27 @@ var createCoinMarketCapFetchStats = () => ({
   totalCredits: 0,
   byPath: /* @__PURE__ */ new Map()
 });
-var getCoinMarketCapPathLabel = (path3) => {
-  if (path3.includes("global-metrics")) return "global";
-  if (path3.includes("cryptocurrency/quotes")) return "reference";
-  if (path3.includes("exchange/quotes")) return "exchangeLiquidity";
-  if (path3.includes("fear-and-greed")) return "fearGreed";
-  if (path3.includes("cmc100")) return "cmc100";
-  if (path3.includes("cmc20")) return "cmc20";
-  return path3;
-};
-var recordCoinMarketCapFetchStats = (stats, path3, creditCount) => {
+var getCoinMarketCapPathLabel = (path) => {
+  if (path.includes("global-metrics")) return "global";
+  if (path.includes("cryptocurrency/quotes")) return "reference";
+  if (path.includes("exchange/quotes")) return "exchangeLiquidity";
+  if (path.includes("fear-and-greed")) return "fearGreed";
+  if (path.includes("cmc100")) return "cmc100";
+  if (path.includes("cmc20")) return "cmc20";
+  return path;
+};
+var recordCoinMarketCapFetchStats = (stats, path, creditCount) => {
   if (!stats) return;
-  const existing = stats.byPath.get(path3) ?? { requests: 0, credits: 0 };
+  const existing = stats.byPath.get(path) ?? { requests: 0, credits: 0 };
   existing.requests += 1;
   existing.credits += creditCount ?? 0;
   stats.requests += 1;
   stats.totalCredits += creditCount ?? 0;
-  stats.byPath.set(path3, existing);
+  stats.byPath.set(path, existing);
 };
 var formatCoinMarketCapFetchStats = (stats) => {
   const byPath = [...stats.byPath.entries()].map(
-    ([path3, item]) => `${getCoinMarketCapPathLabel(path3)}=${item.requests}req/${item.credits}cr`
+    ([path, item]) => `${getCoinMarketCapPathLabel(path)}=${item.requests}req/${item.credits}cr`
   ).join(" ");
   return `apiRequests=${stats.requests} apiCredits=${stats.totalCredits}${byPath ? ` ${byPath}` : ""}`;
 };
@@ -3930,105 +3930,7 @@ var logStrategySkipStats = (runtimeStrategies, strategyStats) => {
 var import_redis2 = require("@tradejs/infra/redis");
 
 // src/lib/runtimeLineage.ts
-var import_node_child_process = require("child_process");
-var import_node_crypto2 = require("crypto");
-var import_promises2 = __toESM(require("fs/promises"));
-var import_node_path2 = __toESM(require("path"));
-var import_types = require("@tradejs/types");
-var import_strategies3 = require("@tradejs/node/strategies");
-var import_strategyReleaseEvidence = require("@tradejs/infra/strategyReleaseEvidence");
-
-// src/lib/strategyGateFingerprint.ts
 var import_node_crypto = require("crypto");
-var import_node_module = require("module");
-var import_promises = __toESM(require("fs/promises"));
-var import_node_path = __toESM(require("path"));
-var toPackageToken = (strategyName) => strategyName.replace(/([A-Z]+)([A-Z][a-z])/g, "$1-$2").replace(/([a-z\d])([A-Z])/g, "$1-$2").toLowerCase();
-var getStrategyPackageName = (strategyName) => strategyName === "TrendLine" || strategyName === "ReverseTrendLine" ? "@tradejs/strategy-trend-line" : `@tradejs/strategy-${toPackageToken(strategyName)}`;
-var gateFingerprintSpecifiers = (strategyName) => [
-  getStrategyPackageName(strategyName),
-  "@tradejs/strategy-kit/ai-gate",
-  "@tradejs/node/ai",
-  "@tradejs/core/strategies"
-];
-var resolveStrategyGateFingerprint = async ({
-  projectRoot,
-  strategyName,
-  gitSha
-}) => {
-  const projectManifestPath = import_node_path.default.join(projectRoot, "package.json");
-  const projectExists = await import_promises.default.access(projectManifestPath).then(() => true).catch(() => false);
-  const requireFromProject = projectExists ? (0, import_node_module.createRequire)(projectManifestPath) : null;
-  const candidates = requireFromProject ? await Promise.all(
-    gateFingerprintSpecifiers(strategyName).map(async (specifier) => {
-      let resolvedPath;
-      try {
-        resolvedPath = requireFromProject.resolve(specifier);
-      } catch {
-        return null;
-      }
-      const content = await import_promises.default.readFile(resolvedPath).catch(() => null);
-      return content == null ? null : { specifier, content };
-    })
-  ) : [];
-  const sourceEntries = candidates.filter(
-    (entry) => entry != null
-  );
-  const hash = (0, import_node_crypto.createHash)("sha256");
-  hash.update(strategyName);
-  if (sourceEntries.length) {
-    for (const entry of sourceEntries) {
-      hash.update(entry.specifier);
-      hash.update(entry.content);
-    }
-  } else {
-    hash.update(gitSha ?? "unknown-git-sha");
-  }
-  return {
-    gateFingerprint: hash.digest("hex").slice(0, 16),
-    gateFingerprintFiles: sourceEntries.map((entry) => entry.specifier)
-  };
-};
-
-// src/lib/runtimeLineage.ts
-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",
-  "HYPERLIQUID_WHALE_CONTEXT_ENABLED",
-  "HYPERLIQUID_WHALE_BACKFILL_ENABLED",
-  "HYPERLIQUID_WHALE_MIN_COVERAGE_PCT",
-  "HYPERLIQUID_WHALE_CONCURRENCY",
-  "HYPERLIQUID_WHALE_RATE_LIMIT_WEIGHT"
-];
-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,
-  hyperliquidWhaleCanonicalInterval: "1m",
-  hyperliquidWhaleGateMinNotionalUsd: 5e4,
-  hyperliquidWhaleMinCoveragePct: 0.8,
-  hyperliquidWhaleDataModelVersion: import_types.HYPERLIQUID_WHALE_DATA_MODEL_VERSION
-};
 var normalizeForStableJson = (value) => {
   if (Array.isArray(value)) {
     return value.map(normalizeForStableJson);
@@ -4053,210 +3955,48 @@ var resolveRuntimeMaxLossValue = (config2) => {
   );
   return Number.isFinite(maxLossValue) ? maxLossValue : null;
 };
-var fingerprintRuntimeValue = (value) => (0, import_node_crypto2.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 snapshotFingerprintCache = /* @__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_promises2.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_path2.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 resolveSnapshotFingerprint = async (projectRoot, relativePath) => {
-  const cacheKey = `${projectRoot}:${relativePath}`;
-  if (snapshotFingerprintCache.has(cacheKey)) {
-    return snapshotFingerprintCache.get(cacheKey) ?? null;
-  }
-  const content = await readOptionalFile(import_node_path2.default.join(projectRoot, relativePath));
-  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;
-    }
-  }
-  snapshotFingerprintCache.set(cacheKey, result);
-  return result;
-};
-var resolveRuntimeGateFingerprint = async ({
-  projectRoot,
-  strategyName,
-  gitSha
-}) => {
-  const cacheKey = `${projectRoot}:${strategyName}:${gitSha ?? "unknown"}`;
-  const cached = gateFingerprintCache.get(cacheKey);
-  if (cached) return cached;
-  const result = await resolveStrategyGateFingerprint({
-    projectRoot,
-    strategyName,
-    gitSha
-  });
-  gateFingerprintCache.set(cacheKey, result);
-  return result;
-};
-async function buildRuntimeLineage({
-  projectRoot,
-  strategyName,
-  compositionId,
+var fingerprintRuntimeValue = (value) => (0, import_node_crypto.createHash)("sha256").update(JSON.stringify(normalizeForStableJson(value))).digest("hex").slice(0, 16);
+var buildRuntimeLineage = async ({
   strategyRevision,
   deploymentCompositionId,
   strategyPackageVersion,
   strategyDependencyVersions,
   runtimePackageVersion,
-  config: config2,
-  runContext,
-  env = process.env
-}) {
-  if (strategyRevision != null) {
-    if (!/^sr1:[a-f0-9]{16}$/.test(strategyRevision)) {
-      throw new Error(`Invalid strategy revision: ${strategyRevision}`);
-    }
-    if (typeof deploymentCompositionId !== "string" || !/^dc1:[a-f0-9]{16}$/.test(deploymentCompositionId)) {
-      throw new Error(
-        `Invalid deployment composition id: ${String(deploymentCompositionId)}`
-      );
-    }
-    if (typeof strategyPackageVersion !== "string" || !strategyPackageVersion.trim() || typeof runtimePackageVersion !== "string" || !runtimePackageVersion.trim()) {
-      throw new Error("Invalid revision package versions");
-    }
-    if (!strategyDependencyVersions || Object.keys(strategyDependencyVersions).length === 0 || Object.entries(strategyDependencyVersions).some(
-      ([name, version]) => !name.startsWith("@tradejs/") || typeof version !== "string" || !version.trim()
-    )) {
-      throw new Error("Invalid strategy dependency versions");
-    }
-    return {
-      schemaVersion: 3,
-      strategyRevision,
-      deploymentCompositionId,
-      strategyPackageVersion,
-      strategyDependencyVersions,
-      runtimePackageVersion,
-      maxLossValue: resolveRuntimeMaxLossValue(config2)
-    };
+  config: config2
+}) => {
+  if (!/^sr1:[a-f0-9]{16}$/.test(strategyRevision)) {
+    throw new Error(`Invalid strategy revision: ${strategyRevision}`);
+  }
+  if (!/^dc1:[a-f0-9]{16}$/.test(deploymentCompositionId)) {
+    throw new Error(
+      `Invalid deployment composition id: ${deploymentCompositionId}`
+    );
+  }
+  if (!strategyPackageVersion.trim() || !runtimePackageVersion.trim()) {
+    throw new Error("Invalid revision package versions");
+  }
+  if (Object.keys(strategyDependencyVersions).length === 0 || Object.entries(strategyDependencyVersions).some(
+    ([name, version]) => !name.startsWith("@tradejs/") || typeof version !== "string" || !version.trim()
+  )) {
+    throw new Error("Invalid strategy dependency versions");
   }
-  const git = resolveGitLineage(projectRoot);
-  const hyperliquidPerpUniverseFingerprint = typeof import_strategies3.getHyperliquidPerpUniverseSnapshot === "function" ? (0, import_strategies3.getHyperliquidPerpUniverseSnapshot)().fingerprint : await resolveSnapshotFingerprint(
-    projectRoot,
-    "packages/node/src/config/hyperliquidPerpUniverse.json"
-  );
-  const hyperliquidWhaleRegistryFingerprint = typeof import_strategies3.getHyperliquidWhaleRegistrySnapshot === "function" ? (0, import_strategies3.getHyperliquidWhaleRegistrySnapshot)().fingerprint : await resolveSnapshotFingerprint(
-    projectRoot,
-    "packages/node/src/config/hyperliquidWhales.json"
-  );
-  const context = {
-    ...Object.fromEntries(
-      RUNTIME_CONTEXT_ENV_KEYS.map((key) => [key, env[key] ?? null])
-    ),
-    ...RUNTIME_CONTEXT_DATA_MODEL,
-    binanceBreadthUniverseFingerprint: await resolveBinanceBreadthFingerprint(projectRoot),
-    hyperliquidPerpUniverseFingerprint,
-    hyperliquidWhaleRegistryFingerprint,
-    ...runContext
-  };
   return {
-    schemaVersion: 1,
-    compositionId: compositionId?.trim() || null,
-    ...git,
-    gateFingerprint: (await resolveRuntimeGateFingerprint({
-      projectRoot,
-      strategyName,
-      gitSha: git.gitSha
-    })).gateFingerprint,
-    // Position risk is tracked separately so changing trade size does not
-    // masquerade as a change to the core + gate decision logic.
-    configFingerprint: (0, import_strategyReleaseEvidence.strategyLogicConfigFingerprint)(config2),
-    contextFingerprint: fingerprintRuntimeValue(context),
+    schemaVersion: 3,
+    strategyRevision,
+    deploymentCompositionId,
+    strategyPackageVersion,
+    strategyDependencyVersions,
+    runtimePackageVersion,
     maxLossValue: resolveRuntimeMaxLossValue(config2)
   };
-}
-var runtimeLineageKey = (lineage) => lineage.schemaVersion === 3 ? [
+};
+var runtimeLineageKey = (lineage) => [
   "v3",
   lineage.deploymentCompositionId,
   lineage.strategyRevision,
   lineage.strategyPackageVersion,
-  `deps:${fingerprintRuntimeValue(
-    lineage.strategyDependencyVersions
-  ).slice(0, 16)}`,
+  `deps:${fingerprintRuntimeValue(lineage.strategyDependencyVersions).slice(0, 16)}`,
   lineage.runtimePackageVersion
-].join(":") : [
-  lineage.schemaVersion,
-  lineage.compositionId ?? "unbound-composition",
-  lineage.gitSha ?? "unknown",
-  lineage.gitDirty == null ? "unknown" : lineage.gitDirty ? "dirty" : "clean",
-  lineage.gateFingerprint,
-  lineage.configFingerprint,
-  lineage.contextFingerprint
 ].join(":");
 
 // src/lib/signals/evaluations.ts
@@ -4804,7 +4544,7 @@ var createSignalsKlineFeed = async ({
 };
 
 // src/lib/signals/tickerEvaluator.ts
-var import_strategies4 = require("@tradejs/node/strategies");
+var import_strategies3 = require("@tradejs/node/strategies");
 var import_logger3 = require("@tradejs/infra/logger");
 
 // src/lib/runtimeModeConfig.ts
@@ -4828,7 +4568,6 @@ var buildRuntimeModeStrategyConfig = ({
 var createSignalsTickerEvaluator = ({
   userName,
   makeOrders,
-  projectRoot,
   context
 }) => async (symbol, instrument) => {
   const {
@@ -4900,19 +4639,12 @@ var createSignalsTickerEvaluator = ({
       makeOrders
     });
     const runtimeLineage = await buildRuntimeLineage({
-      projectRoot,
-      strategyName,
       strategyRevision,
       deploymentCompositionId,
       strategyPackageVersion,
       strategyDependencyVersions,
       runtimePackageVersion,
-      config: { strategyConfig },
-      runContext: {
-        connectorName: connectorName.toLowerCase(),
-        interval: String(interval),
-        universe
-      }
+      config: { strategyConfig }
     });
     const lifecycleKey = buildSignalsStrategyLifecycleKey({
       connectorName,
@@ -5038,7 +4770,7 @@ var createSignalsTickerEvaluator = ({
     if (signalRuntimeIdentity && !signal.signalId.endsWith(`:${signalRuntimeIdentity}`)) {
       signal.signalId = `${signal.signalId}:${signalRuntimeIdentity}`;
     }
-    await (0, import_strategies4.enrichSignalWithBinanceMarketContext)({ signal, env: "CRON" });
+    await (0, import_strategies3.enrichSignalWithBinanceMarketContext)({ signal, env: "CRON" });
     if (signal.orderStatus === "skipped" && typeof signal.orderSkipReason === "string" && signal.orderSkipReason.trim()) {
       recordStrategyReason(
         strategyStats,
@@ -5200,7 +4932,7 @@ var createSignalsRunner = (config2) => {
   const createDefaultSignalsLifecycle = (runtimeInterval = interval) => createSignalsStrategyLifecycle({
     intervalMs: Number(runtimeInterval) * 6e4,
     maxLiveBars: resolveSignalsDaemonMaxLiveBars(runtimeInterval),
-    releaseState: import_strategies5.releaseStrategyReplayCache
+    releaseState: import_strategies4.releaseStrategyReplayCache
   });
   const timeOperation2 = (label, operation) => timeOperation(
     label,
@@ -5552,7 +5284,6 @@ var createSignalsRunner = (config2) => {
       const evaluateTicker = createSignalsTickerEvaluator({
         userName: config2.userName,
         makeOrders: config2.makeOrders,
-        projectRoot,
         context: {
           connectorName,
           connector: marketConnector,
@@ -5606,7 +5337,7 @@ var createSignalsRunner = (config2) => {
           new Map(
             runtimeStrategies.map(({ strategyName, strategyConfig }) => [
               strategyName,
-              (0, import_strategies5.mapAiRuntimeFromConfig)({
+              (0, import_strategies4.mapAiRuntimeFromConfig)({
                 AI_ENABLED: strategyConfig.AI_ENABLED,
                 AI_MODE: strategyConfig.AI_MODE,
                 MIN_AI_QUALITY: strategyConfig.MIN_AI_QUALITY