@tradejs/core 1.0.0

package/dist/strategies.d.ts

@@ -0,0 +1,104 @@
+import { KlineChartData, StrategyIndicatorsState, Direction, Connector, Interval, BacktestPriceMode, StrategyMarketSnapshot, BuildStrategySignalDraft, StrategyEntrySignalContext, StrategyEntryOrderPlan, StrategyEntryRuntimeOptions, StrategyDecision, BuildStrategySignalParams, Signal, StrategyAPI, StrategyRuntimeAiOptions, StrategyRuntimeMlOptions } from '@tradejs/types';
+import { I as IndicatorPeriods } from './indicators-x3xKl3_W.js';
+import 'pg';
+
+type IndicatorPeriodsConfig = Partial<Record<'MA_FAST' | 'MA_MEDIUM' | 'MA_SLOW' | 'OBV_SMA' | 'ATR' | 'ATR_PCT_SHORT' | 'ATR_PCT_LONG' | 'BB' | 'BB_STD' | 'MACD_FAST' | 'MACD_SLOW' | 'MACD_SIGNAL' | 'LEVEL_LOOKBACK' | 'LEVEL_DELAY', number>>;
+declare const buildDefaultIndicatorPeriods: (config: IndicatorPeriodsConfig) => Partial<IndicatorPeriods>;
+interface StrategyIndicatorsStateParams {
+    env: string;
+    data: KlineChartData;
+    btcData: KlineChartData;
+    btcBinanceData?: KlineChartData;
+    btcCoinbaseData?: KlineChartData;
+    periods?: Partial<IndicatorPeriods>;
+}
+declare const createStrategyIndicatorsState: ({ env, data, btcData, btcBinanceData, btcCoinbaseData, periods, }: StrategyIndicatorsStateParams) => StrategyIndicatorsState;
+
+interface StrategyMarketSnapshotParams {
+    env: string;
+    connector: Connector;
+    symbol: string;
+    interval: Interval;
+    cachedData: KlineChartData;
+    preloadStart: number;
+    backtestPriceMode?: BacktestPriceMode;
+}
+declare const getStrategyMarketSnapshot: ({ env, connector, symbol, interval, cachedData, preloadStart, backtestPriceMode, }: StrategyMarketSnapshotParams) => Promise<StrategyMarketSnapshot>;
+declare const calculateRiskRatio: ({ direction, currentPrice, takeProfitPrice, stopLossPrice, }: {
+    direction: Direction;
+    currentPrice: number;
+    takeProfitPrice: number;
+    stopLossPrice: number;
+}) => number;
+interface DirectionalTpSlPricesParams {
+    price: number;
+    direction: Direction;
+    takeProfitDelta: number;
+    stopLossDelta: number;
+    unit?: 'percent' | 'ratio';
+    maxLossValue?: number;
+    feePercent?: number;
+}
+interface DirectionalTpSlPricesResult {
+    stopLossPrice: number;
+    takeProfitPrice: number;
+    riskRatio: number;
+    qty?: number;
+}
+declare const getDirectionalTpSlPrices: ({ price, direction, takeProfitDelta, stopLossDelta, unit, maxLossValue, feePercent, }: DirectionalTpSlPricesParams) => DirectionalTpSlPricesResult;
+
+type AiRuntimeConfigLike = {
+    AI_ENABLED?: boolean;
+    MIN_AI_QUALITY?: number;
+};
+type MlRuntimeConfigLike = {
+    ML_ENABLED?: boolean;
+    ML_THRESHOLD?: number;
+};
+declare const mapAiRuntimeFromConfig: <TConfig extends AiRuntimeConfigLike>(config: TConfig, overrides?: Partial<StrategyRuntimeAiOptions>) => StrategyRuntimeAiOptions;
+declare const mapMlRuntimeFromConfig: <TConfig extends MlRuntimeConfigLike>(config: TConfig, overrides?: Partial<StrategyRuntimeMlOptions>) => StrategyRuntimeMlOptions;
+declare const buildStrategySignal: ({ signalId, strategy, symbol, interval, direction, timestamp, prices, figures, indicators, additionalIndicators, isConfigFromBacktest, }: BuildStrategySignalParams) => Signal;
+interface BuildEntrySignalDecisionParams {
+    code: string;
+    entryContext: StrategyEntrySignalContext;
+    figures?: BuildStrategySignalDraft['figures'];
+    indicators?: BuildStrategySignalDraft['indicators'];
+    additionalIndicators?: BuildStrategySignalDraft['additionalIndicators'];
+    signalId?: BuildStrategySignalDraft['signalId'];
+    orderPlan: StrategyEntryOrderPlan;
+    runtime?: StrategyEntryRuntimeOptions;
+}
+declare const buildEntrySignalDecision: <TFigures extends BuildStrategySignalDraft["figures"] = BuildStrategySignalDraft["figures"], TIndicators extends BuildStrategySignalDraft["indicators"] = BuildStrategySignalDraft["indicators"], TAdditional extends BuildStrategySignalDraft["additionalIndicators"] = BuildStrategySignalDraft["additionalIndicators"]>({ code, entryContext, figures, indicators, additionalIndicators, signalId, orderPlan, runtime, }: Omit<BuildEntrySignalDecisionParams, "figures" | "indicators" | "additionalIndicators"> & {
+    figures?: TFigures;
+    indicators?: TIndicators;
+    additionalIndicators?: TAdditional;
+}) => StrategyDecision;
+interface CreateStrategyAPIParams {
+    strategy: Signal['strategy'];
+    symbol: Signal['symbol'];
+    interval: Signal['interval'];
+    env: string;
+    connector: Connector;
+    cachedData: KlineChartData;
+    indicatorsState?: {
+        next: (candle: KlineChartData[number], btcCandle: KlineChartData[number]) => unknown;
+    };
+    preloadStart?: number;
+    backtestPriceMode?: BacktestPriceMode;
+    isConfigFromBacktest?: Signal['isConfigFromBacktest'];
+}
+declare const createStrategyAPI: ({ strategy, symbol, interval, env, connector, cachedData, indicatorsState, preloadStart, backtestPriceMode, isConfigFromBacktest, }: CreateStrategyAPIParams) => StrategyAPI;
+
+interface LastTradeController {
+    isInCooldown: (timestamp: number) => boolean;
+    markTrade: (timestamp: number) => void;
+    getLastTradeTimestamp: () => number | null;
+}
+interface CreateLastTradeControllerParams {
+    env?: string;
+    enabled?: boolean;
+    cooldownMs?: number;
+}
+declare const createLastTradeController: ({ env, enabled, cooldownMs, }: CreateLastTradeControllerParams) => LastTradeController;
+
+export { buildDefaultIndicatorPeriods, buildEntrySignalDecision, buildStrategySignal, calculateRiskRatio, createLastTradeController, createStrategyAPI, createStrategyIndicatorsState, getDirectionalTpSlPrices, getStrategyMarketSnapshot, mapAiRuntimeFromConfig, mapMlRuntimeFromConfig };