@tradejs/core 1.0.6 → 1.0.8

package/dist/config.mjs

@@ -3,11 +3,44 @@ var normalizePlugins = (values) => Array.isArray(values) ? values.map((value) =>
 var mergePluginSpecifiers = (...groups) => [
   ...new Set(groups.flatMap((group) => normalizePlugins(group)))
 ];
+var normalizeHookList = (value) => {
+  if (Array.isArray(value)) {
+    return value.filter((item) => typeof item === "function");
+  }
+  return typeof value === "function" ? [value] : [];
+};
+var mergeHookLists = (...groups) => [...new Set(groups.flatMap((group) => normalizeHookList(group)))];
+var setMergedHook = (key, groups, target) => {
+  const merged = mergeHookLists(...groups.map((group) => group?.[key]));
+  if (merged.length > 0) {
+    target[key] = merged;
+  }
+};
+var mergeTradejsConfigHooks = (...groups) => {
+  const hooks = {};
+  setMergedHook("beforeSignals", groups, hooks);
+  setMergedHook("afterSignals", groups, hooks);
+  setMergedHook("onInit", groups, hooks);
+  setMergedHook("onBar", groups, hooks);
+  setMergedHook("afterCoreDecision", groups, hooks);
+  setMergedHook("afterBarDecision", groups, hooks);
+  setMergedHook("onSkip", groups, hooks);
+  setMergedHook("beforeClosePosition", groups, hooks);
+  setMergedHook("afterEnrichMl", groups, hooks);
+  setMergedHook("afterEnrichAi", groups, hooks);
+  setMergedHook("beforeEntryGate", groups, hooks);
+  setMergedHook("beforePlaceOrder", groups, hooks);
+  setMergedHook("afterPlaceOrder", groups, hooks);
+  setMergedHook("onRuntimeError", groups, hooks);
+  return Object.keys(hooks).length > 0 ? hooks : void 0;
+};
+var normalizeTradejsConfigHooks = (hooks) => mergeTradejsConfigHooks(hooks);
 function defineConfig(...configs) {
   return {
     strategies: mergePluginSpecifiers(...configs.map((cfg) => cfg.strategies)),
     indicators: mergePluginSpecifiers(...configs.map((cfg) => cfg.indicators)),
-    connectors: mergePluginSpecifiers(...configs.map((cfg) => cfg.connectors))
+    connectors: mergePluginSpecifiers(...configs.map((cfg) => cfg.connectors)),
+    hooks: mergeTradejsConfigHooks(...configs.map((cfg) => cfg.hooks))
   };
 }
 var defineStrategyPlugin = (plugin) => plugin;
@@ -17,5 +50,7 @@ export {
   defineConfig,
   defineConnectorPlugin,
   defineIndicatorPlugin,
-  defineStrategyPlugin
+  defineStrategyPlugin,
+  mergeTradejsConfigHooks,
+  normalizeTradejsConfigHooks
 };

package/dist/constants.d.mts

@@ -6,7 +6,8 @@ declare const SPREAD_WINDOW = 50;
 declare const PRELOAD_DAYS = 200;
 declare const SIGNALS_PRELOAD_DAYS = 60;
 declare const SIGNALS_CLI_PRELOAD_DAYS = 10;
-declare const BACKTEST_PRELOAD_DAYS = 160;
+declare const BACKTEST_DEFAULT_DAYS = 160;
+declare const BACKTEST_PRELOAD_DAYS = 60;
 declare const DASHBOARD_PRELOAD_DAYS = 160;
 declare const BOT_PRELOAD_DAYS = 160;
 declare const PRELOAD_FALLBACK_DAYS = 160;
@@ -14,6 +15,7 @@ declare const TTL_1H = 3600;
 declare const TTL_3H = 10800;
 declare const TTL_12H = 43300;
 declare const TTL_1D = 86400;
+declare const TTL_3D = 259200;
 declare const TTL_1M = 2600000;
 declare const TTL_3M = 7800000;
 declare const TESTS_TOP_LIMIT = 50;
@@ -22,6 +24,7 @@ declare const TESTS_ORDERS_MIN_LIMIT = 3;
 declare const MARKET_CATEGORY = "linear";
 declare const ML_CANDLE_FEATURE_WINDOW = 50;
 declare const ML_BASE_CANDLES_WINDOW = 50;
+declare const DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS: readonly ["BTCUSDT", "ETHUSDT"];
 declare const TRENDLINE_DEFAULTS: {
     maxLines: number;
     range: number;
@@ -39,4 +42,4 @@ declare const TRENDLINE_DEFAULTS: {
 };
 declare const TestThresholdsConfig: TestThresholds;
 
-export { BACKTEST_PRELOAD_DAYS, BOT_PRELOAD_DAYS, CORRELATION_WINDOW, DASHBOARD_PRELOAD_DAYS, FEE_PERCENT, MARKET_CATEGORY, ML_BASE_CANDLES_WINDOW, ML_CANDLE_FEATURE_WINDOW, PRELOAD_DAYS, PRELOAD_FALLBACK_DAYS, SIGNALS_CLI_PRELOAD_DAYS, SIGNALS_PRELOAD_DAYS, SPREAD_WINDOW, TESTS_LIMIT, TESTS_ORDERS_MIN_LIMIT, TESTS_TOP_LIMIT, TRENDLINE_DEFAULTS, TTL_12H, TTL_1D, TTL_1H, TTL_1M, TTL_3H, TTL_3M, TestThresholdsConfig };
+export { BACKTEST_DEFAULT_DAYS, BACKTEST_PRELOAD_DAYS, BOT_PRELOAD_DAYS, CORRELATION_WINDOW, DASHBOARD_PRELOAD_DAYS, DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS, FEE_PERCENT, MARKET_CATEGORY, ML_BASE_CANDLES_WINDOW, ML_CANDLE_FEATURE_WINDOW, PRELOAD_DAYS, PRELOAD_FALLBACK_DAYS, SIGNALS_CLI_PRELOAD_DAYS, SIGNALS_PRELOAD_DAYS, SPREAD_WINDOW, TESTS_LIMIT, TESTS_ORDERS_MIN_LIMIT, TESTS_TOP_LIMIT, TRENDLINE_DEFAULTS, TTL_12H, TTL_1D, TTL_1H, TTL_1M, TTL_3D, TTL_3H, TTL_3M, TestThresholdsConfig };

package/dist/constants.d.ts

@@ -6,7 +6,8 @@ declare const SPREAD_WINDOW = 50;
 declare const PRELOAD_DAYS = 200;
 declare const SIGNALS_PRELOAD_DAYS = 60;
 declare const SIGNALS_CLI_PRELOAD_DAYS = 10;
-declare const BACKTEST_PRELOAD_DAYS = 160;
+declare const BACKTEST_DEFAULT_DAYS = 160;
+declare const BACKTEST_PRELOAD_DAYS = 60;
 declare const DASHBOARD_PRELOAD_DAYS = 160;
 declare const BOT_PRELOAD_DAYS = 160;
 declare const PRELOAD_FALLBACK_DAYS = 160;
@@ -14,6 +15,7 @@ declare const TTL_1H = 3600;
 declare const TTL_3H = 10800;
 declare const TTL_12H = 43300;
 declare const TTL_1D = 86400;
+declare const TTL_3D = 259200;
 declare const TTL_1M = 2600000;
 declare const TTL_3M = 7800000;
 declare const TESTS_TOP_LIMIT = 50;
@@ -22,6 +24,7 @@ declare const TESTS_ORDERS_MIN_LIMIT = 3;
 declare const MARKET_CATEGORY = "linear";
 declare const ML_CANDLE_FEATURE_WINDOW = 50;
 declare const ML_BASE_CANDLES_WINDOW = 50;
+declare const DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS: readonly ["BTCUSDT", "ETHUSDT"];
 declare const TRENDLINE_DEFAULTS: {
     maxLines: number;
     range: number;
@@ -39,4 +42,4 @@ declare const TRENDLINE_DEFAULTS: {
 };
 declare const TestThresholdsConfig: TestThresholds;
 
-export { BACKTEST_PRELOAD_DAYS, BOT_PRELOAD_DAYS, CORRELATION_WINDOW, DASHBOARD_PRELOAD_DAYS, FEE_PERCENT, MARKET_CATEGORY, ML_BASE_CANDLES_WINDOW, ML_CANDLE_FEATURE_WINDOW, PRELOAD_DAYS, PRELOAD_FALLBACK_DAYS, SIGNALS_CLI_PRELOAD_DAYS, SIGNALS_PRELOAD_DAYS, SPREAD_WINDOW, TESTS_LIMIT, TESTS_ORDERS_MIN_LIMIT, TESTS_TOP_LIMIT, TRENDLINE_DEFAULTS, TTL_12H, TTL_1D, TTL_1H, TTL_1M, TTL_3H, TTL_3M, TestThresholdsConfig };
+export { BACKTEST_DEFAULT_DAYS, BACKTEST_PRELOAD_DAYS, BOT_PRELOAD_DAYS, CORRELATION_WINDOW, DASHBOARD_PRELOAD_DAYS, DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS, FEE_PERCENT, MARKET_CATEGORY, ML_BASE_CANDLES_WINDOW, ML_CANDLE_FEATURE_WINDOW, PRELOAD_DAYS, PRELOAD_FALLBACK_DAYS, SIGNALS_CLI_PRELOAD_DAYS, SIGNALS_PRELOAD_DAYS, SPREAD_WINDOW, TESTS_LIMIT, TESTS_ORDERS_MIN_LIMIT, TESTS_TOP_LIMIT, TRENDLINE_DEFAULTS, TTL_12H, TTL_1D, TTL_1H, TTL_1M, TTL_3D, TTL_3H, TTL_3M, TestThresholdsConfig };

package/dist/constants.js

@@ -20,10 +20,12 @@ var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: tru
 // src/constants.ts
 var constants_exports = {};
 __export(constants_exports, {
+  BACKTEST_DEFAULT_DAYS: () => BACKTEST_DEFAULT_DAYS,
   BACKTEST_PRELOAD_DAYS: () => BACKTEST_PRELOAD_DAYS,
   BOT_PRELOAD_DAYS: () => BOT_PRELOAD_DAYS,
   CORRELATION_WINDOW: () => CORRELATION_WINDOW,
   DASHBOARD_PRELOAD_DAYS: () => DASHBOARD_PRELOAD_DAYS,
+  DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS: () => DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS,
   FEE_PERCENT: () => FEE_PERCENT,
   MARKET_CATEGORY: () => MARKET_CATEGORY,
   ML_BASE_CANDLES_WINDOW: () => ML_BASE_CANDLES_WINDOW,
@@ -41,6 +43,7 @@ __export(constants_exports, {
   TTL_1D: () => TTL_1D,
   TTL_1H: () => TTL_1H,
   TTL_1M: () => TTL_1M,
+  TTL_3D: () => TTL_3D,
   TTL_3H: () => TTL_3H,
   TTL_3M: () => TTL_3M,
   TestThresholdsConfig: () => TestThresholdsConfig
@@ -54,7 +57,8 @@ var SPREAD_WINDOW = 50;
 var PRELOAD_DAYS = 200;
 var SIGNALS_PRELOAD_DAYS = 60;
 var SIGNALS_CLI_PRELOAD_DAYS = 10;
-var BACKTEST_PRELOAD_DAYS = 160;
+var BACKTEST_DEFAULT_DAYS = 160;
+var BACKTEST_PRELOAD_DAYS = 60;
 var DASHBOARD_PRELOAD_DAYS = 160;
 var BOT_PRELOAD_DAYS = 160;
 var PRELOAD_FALLBACK_DAYS = 160;
@@ -62,6 +66,7 @@ var TTL_1H = 3600;
 var TTL_3H = 10800;
 var TTL_12H = 43300;
 var TTL_1D = 86400;
+var TTL_3D = 259200;
 var TTL_1M = 26e5;
 var TTL_3M = 78e5;
 var TESTS_TOP_LIMIT = 50;
@@ -70,6 +75,10 @@ var TESTS_ORDERS_MIN_LIMIT = 3;
 var MARKET_CATEGORY = "linear";
 var ML_CANDLE_FEATURE_WINDOW = 50;
 var ML_BASE_CANDLES_WINDOW = 50;
+var DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS = [
+  "BTCUSDT",
+  "ETHUSDT"
+];
 var TRENDLINE_DEFAULTS = {
   maxLines: 20,
   range: 15,
@@ -214,10 +223,12 @@ var TestThresholdsConfig = {
 };
 // Annotate the CommonJS export names for ESM import in node:
 0 && (module.exports = {
+  BACKTEST_DEFAULT_DAYS,
   BACKTEST_PRELOAD_DAYS,
   BOT_PRELOAD_DAYS,
   CORRELATION_WINDOW,
   DASHBOARD_PRELOAD_DAYS,
+  DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS,
   FEE_PERCENT,
   MARKET_CATEGORY,
   ML_BASE_CANDLES_WINDOW,
@@ -235,6 +246,7 @@ var TestThresholdsConfig = {
   TTL_1D,
   TTL_1H,
   TTL_1M,
+  TTL_3D,
   TTL_3H,
   TTL_3M,
   TestThresholdsConfig

package/dist/constants.mjs

@@ -1,8 +1,10 @@
 import {
+  BACKTEST_DEFAULT_DAYS,
   BACKTEST_PRELOAD_DAYS,
   BOT_PRELOAD_DAYS,
   CORRELATION_WINDOW,
   DASHBOARD_PRELOAD_DAYS,
+  DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS,
   FEE_PERCENT,
   MARKET_CATEGORY,
   ML_BASE_CANDLES_WINDOW,
@@ -20,15 +22,18 @@ import {
   TTL_1D,
   TTL_1H,
   TTL_1M,
+  TTL_3D,
   TTL_3H,
   TTL_3M,
   TestThresholdsConfig
-} from "./chunk-KQQUP2YF.mjs";
+} from "./chunk-JLORHLL6.mjs";
 export {
+  BACKTEST_DEFAULT_DAYS,
   BACKTEST_PRELOAD_DAYS,
   BOT_PRELOAD_DAYS,
   CORRELATION_WINDOW,
   DASHBOARD_PRELOAD_DAYS,
+  DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS,
   FEE_PERCENT,
   MARKET_CATEGORY,
   ML_BASE_CANDLES_WINDOW,
@@ -46,6 +51,7 @@ export {
   TTL_1D,
   TTL_1H,
   TTL_1M,
+  TTL_3D,
   TTL_3H,
   TTL_3M,
   TestThresholdsConfig

package/dist/indicators.d.mts

@@ -1,4 +1,4 @@
-import { KlineChartItem, DerivativesInterval, DerivativesRow, IndicatorPluginRenderer, Indicator, IndicatorPluginEntry, SpreadRow, TrendLine, TrendLineOptions } from '@tradejs/types';
+import { KlineChartItem, DerivativesInterval, DerivativesRow, Direction, DerivativesContext, IndicatorPluginRenderer, Indicator, IndicatorPluginEntry, SpreadRow, TrendLine, TrendLineOptions } from '@tradejs/types';
 export { I as IndicatorPeriods, a as applyIndicatorsToHistory, b as buildMlCandleIndicators, c as buildMlTimeframeIndicators, d as createIndicators } from './indicators-B-GGjP5F.mjs';
 import { KLineData } from 'klinecharts';
 
@@ -50,6 +50,15 @@ declare const mergeCoinalyzeMetrics: (params: {
 }) => CoinalyzePoint[];
 declare const coinalyzePointsToRows: (points: CoinalyzePoint[], interval: DerivativesInterval, source: string) => DerivativesRow[];
 
+declare const buildDerivativesContext: (params: {
+    symbol: string;
+    direction: Direction;
+    timestamp: number;
+    rowsByInterval: Partial<Record<DerivativesInterval, DerivativesRow[]>>;
+    intervals?: DerivativesInterval[];
+    staleAfterMsByInterval?: Partial<Record<DerivativesInterval, number>>;
+}) => DerivativesContext;
+
 declare const registerIndicatorEntries: (entries: readonly IndicatorPluginEntry[], source: string, scope?: string) => void;
 declare const getRegisteredIndicatorEntries: (scope?: string) => IndicatorPluginEntry[];
 declare const getPluginIndicatorCatalog: (scope?: string) => Indicator[];
@@ -119,4 +128,4 @@ type TrendlineEngine = {
 };
 declare const createTrendlineEngine: (initialCandles: KLineData[], options: TrendLineOptions) => TrendlineEngine;
 
-export { type CoinalyzePoint, type IndicatorRendererDescriptor, type PricePoint, type TrendlineEngine, alignSortedCandlesByTimestamp, alignSpreadRows, buildReturnsFromCandles, calculateCoinBtcCorrelation, calculatePearsonCorrelation, coinalyzePointsToRows, coinbaseProductFromSymbol, createSpreadSmoother, createTrendlineEngine, detectRawSupportResistance, getPluginIndicatorCatalog, getPluginIndicatorRenderers, getRegisteredIndicatorEntries, getSupportResistanceLevels, intervalToMs, mergeCoinalyzeMetrics, normalizeCoinalyzeSymbols, normalizeDerivativesIntervals, registerIndicatorEntries, resetIndicatorRegistryCache, rollingMeanStd, smoothSpreadSeries, toArrayData, toCoinalyzeTimestampMs, toFiniteNumber };
+export { type CoinalyzePoint, type IndicatorRendererDescriptor, type PricePoint, type TrendlineEngine, alignSortedCandlesByTimestamp, alignSpreadRows, buildDerivativesContext, buildReturnsFromCandles, calculateCoinBtcCorrelation, calculatePearsonCorrelation, coinalyzePointsToRows, coinbaseProductFromSymbol, createSpreadSmoother, createTrendlineEngine, detectRawSupportResistance, getPluginIndicatorCatalog, getPluginIndicatorRenderers, getRegisteredIndicatorEntries, getSupportResistanceLevels, intervalToMs, mergeCoinalyzeMetrics, normalizeCoinalyzeSymbols, normalizeDerivativesIntervals, registerIndicatorEntries, resetIndicatorRegistryCache, rollingMeanStd, smoothSpreadSeries, toArrayData, toCoinalyzeTimestampMs, toFiniteNumber };

package/dist/indicators.d.ts

@@ -1,4 +1,4 @@
-import { KlineChartItem, DerivativesInterval, DerivativesRow, IndicatorPluginRenderer, Indicator, IndicatorPluginEntry, SpreadRow, TrendLine, TrendLineOptions } from '@tradejs/types';
+import { KlineChartItem, DerivativesInterval, DerivativesRow, Direction, DerivativesContext, IndicatorPluginRenderer, Indicator, IndicatorPluginEntry, SpreadRow, TrendLine, TrendLineOptions } from '@tradejs/types';
 export { I as IndicatorPeriods, a as applyIndicatorsToHistory, b as buildMlCandleIndicators, c as buildMlTimeframeIndicators, d as createIndicators } from './indicators-B-GGjP5F.js';
 import { KLineData } from 'klinecharts';
 
@@ -50,6 +50,15 @@ declare const mergeCoinalyzeMetrics: (params: {
 }) => CoinalyzePoint[];
 declare const coinalyzePointsToRows: (points: CoinalyzePoint[], interval: DerivativesInterval, source: string) => DerivativesRow[];
 
+declare const buildDerivativesContext: (params: {
+    symbol: string;
+    direction: Direction;
+    timestamp: number;
+    rowsByInterval: Partial<Record<DerivativesInterval, DerivativesRow[]>>;
+    intervals?: DerivativesInterval[];
+    staleAfterMsByInterval?: Partial<Record<DerivativesInterval, number>>;
+}) => DerivativesContext;
+
 declare const registerIndicatorEntries: (entries: readonly IndicatorPluginEntry[], source: string, scope?: string) => void;
 declare const getRegisteredIndicatorEntries: (scope?: string) => IndicatorPluginEntry[];
 declare const getPluginIndicatorCatalog: (scope?: string) => Indicator[];
@@ -119,4 +128,4 @@ type TrendlineEngine = {
 };
 declare const createTrendlineEngine: (initialCandles: KLineData[], options: TrendLineOptions) => TrendlineEngine;
 
-export { type CoinalyzePoint, type IndicatorRendererDescriptor, type PricePoint, type TrendlineEngine, alignSortedCandlesByTimestamp, alignSpreadRows, buildReturnsFromCandles, calculateCoinBtcCorrelation, calculatePearsonCorrelation, coinalyzePointsToRows, coinbaseProductFromSymbol, createSpreadSmoother, createTrendlineEngine, detectRawSupportResistance, getPluginIndicatorCatalog, getPluginIndicatorRenderers, getRegisteredIndicatorEntries, getSupportResistanceLevels, intervalToMs, mergeCoinalyzeMetrics, normalizeCoinalyzeSymbols, normalizeDerivativesIntervals, registerIndicatorEntries, resetIndicatorRegistryCache, rollingMeanStd, smoothSpreadSeries, toArrayData, toCoinalyzeTimestampMs, toFiniteNumber };
+export { type CoinalyzePoint, type IndicatorRendererDescriptor, type PricePoint, type TrendlineEngine, alignSortedCandlesByTimestamp, alignSpreadRows, buildDerivativesContext, buildReturnsFromCandles, calculateCoinBtcCorrelation, calculatePearsonCorrelation, coinalyzePointsToRows, coinbaseProductFromSymbol, createSpreadSmoother, createTrendlineEngine, detectRawSupportResistance, getPluginIndicatorCatalog, getPluginIndicatorRenderers, getRegisteredIndicatorEntries, getSupportResistanceLevels, intervalToMs, mergeCoinalyzeMetrics, normalizeCoinalyzeSymbols, normalizeDerivativesIntervals, registerIndicatorEntries, resetIndicatorRegistryCache, rollingMeanStd, smoothSpreadSeries, toArrayData, toCoinalyzeTimestampMs, toFiniteNumber };

package/dist/indicators.js

@@ -33,6 +33,7 @@ __export(indicators_exports, {
   alignSortedCandlesByTimestamp: () => alignSortedCandlesByTimestamp,
   alignSpreadRows: () => alignSpreadRows,
   applyIndicatorsToHistory: () => applyIndicatorsToHistory,
+  buildDerivativesContext: () => buildDerivativesContext,
   buildMlCandleIndicators: () => buildMlCandleIndicators,
   buildMlTimeframeIndicators: () => buildMlTimeframeIndicators,
   buildReturnsFromCandles: () => buildReturnsFromCandles,
@@ -264,6 +265,235 @@ var coinalyzePointsToRows = (points, interval, source) => points.map((point) =>
   source
 }));
 
+// src/utils/derivativesContext.ts
+var HOUR_MS = 60 * 60 * 1e3;
+var DEFAULT_STALE_AFTER_MS = {
+  "15m": 45 * 60 * 1e3,
+  "1h": 3 * HOUR_MS
+};
+var DERIVATIVES_INTERVALS = ["15m", "1h"];
+var toFiniteNumberOrNull = (value) => {
+  if (typeof value === "number" && Number.isFinite(value)) return value;
+  if (typeof value === "string" && value.trim()) {
+    const parsed = Number(value);
+    return Number.isFinite(parsed) ? parsed : null;
+  }
+  return null;
+};
+var toTimestampMs = (value) => {
+  if (value instanceof Date) {
+    const time = value.getTime();
+    return Number.isFinite(time) ? time : null;
+  }
+  const num = toFiniteNumberOrNull(value);
+  if (num == null) return null;
+  return num > 1e10 ? Math.floor(num) : Math.floor(num * 1e3);
+};
+var roundNullable = (value, digits = 6) => {
+  if (value == null || !Number.isFinite(value)) return null;
+  const multiplier = 10 ** digits;
+  return Math.round(value * multiplier) / multiplier;
+};
+var pctChange = (current, previous) => {
+  if (current == null || previous == null || !Number.isFinite(current) || !Number.isFinite(previous) || previous === 0) {
+    return null;
+  }
+  return (current - previous) / Math.abs(previous) * 100;
+};
+var normalizeRows = (rows, timestamp) => (rows ?? []).map((row) => ({
+  ...row,
+  tsMs: toTimestampMs(row.ts),
+  openInterest: toFiniteNumberOrNull(row.openInterest),
+  fundingRate: toFiniteNumberOrNull(row.fundingRate),
+  liqLong: toFiniteNumberOrNull(row.liqLong),
+  liqShort: toFiniteNumberOrNull(row.liqShort),
+  liqTotal: toFiniteNumberOrNull(row.liqTotal)
+})).filter((row) => {
+  return row.tsMs != null && row.tsMs <= timestamp;
+}).sort((a, b) => a.tsMs - b.tsMs);
+var findRowAtOrBefore = (rows, targetTs) => {
+  for (let i = rows.length - 1; i >= 0; i -= 1) {
+    if (rows[i].tsMs <= targetTs) {
+      return rows[i];
+    }
+  }
+  return null;
+};
+var calculateZScore = (values, current) => {
+  const finite = values.filter(
+    (value) => typeof value === "number" && Number.isFinite(value)
+  );
+  if (current == null || finite.length < 3) return null;
+  const mean = finite.reduce((sum, value) => sum + value, 0) / finite.length;
+  const variance = finite.reduce((sum, value) => sum + (value - mean) ** 2, 0) / finite.length;
+  const std = Math.sqrt(variance);
+  if (!Number.isFinite(std) || std === 0) return 0;
+  return (current - mean) / std;
+};
+var calculateAverage = (values) => {
+  const finite = values.filter(
+    (value) => typeof value === "number" && Number.isFinite(value)
+  );
+  if (!finite.length) return null;
+  return finite.reduce((sum, value) => sum + value, 0) / finite.length;
+};
+var buildIntervalContext = (params) => {
+  const { interval, rows, timestamp, staleAfterMs } = params;
+  const normalizedRows = normalizeRows(rows, timestamp);
+  const latest = normalizedRows[normalizedRows.length - 1];
+  if (!latest) return null;
+  const openInterest = latest.openInterest;
+  const row1h = findRowAtOrBefore(normalizedRows, latest.tsMs - HOUR_MS);
+  const row4h = findRowAtOrBefore(normalizedRows, latest.tsMs - 4 * HOUR_MS);
+  const row24h = findRowAtOrBefore(normalizedRows, latest.tsMs - 24 * HOUR_MS);
+  const liqLong = latest.liqLong;
+  const liqShort = latest.liqShort;
+  const liqTotal = latest.liqTotal ?? (liqLong ?? 0) + (liqShort ?? 0);
+  const previousLiquidations = normalizedRows.slice(0, -1).map((row) => row.liqTotal ?? (row.liqLong ?? 0) + (row.liqShort ?? 0));
+  const avgPreviousLiquidations = calculateAverage(previousLiquidations);
+  const liqSpikeRatio = liqTotal != null && avgPreviousLiquidations != null && avgPreviousLiquidations > 0 ? liqTotal / avgPreviousLiquidations : null;
+  const liqImbalance = liqTotal != null && liqTotal > 0 ? ((liqShort ?? 0) - (liqLong ?? 0)) / liqTotal : null;
+  return {
+    interval,
+    asOfTs: latest.tsMs,
+    stale: timestamp - latest.tsMs > staleAfterMs,
+    points: normalizedRows.length,
+    openInterest: roundNullable(openInterest),
+    oiChangePct1h: roundNullable(
+      pctChange(openInterest, row1h?.openInterest ?? null),
+      4
+    ),
+    oiChangePct4h: roundNullable(
+      pctChange(openInterest, row4h?.openInterest ?? null),
+      4
+    ),
+    oiChangePct24h: roundNullable(
+      pctChange(openInterest, row24h?.openInterest ?? null),
+      4
+    ),
+    fundingRate: roundNullable(latest.fundingRate, 8),
+    fundingZScore: roundNullable(
+      calculateZScore(
+        normalizedRows.map((row) => row.fundingRate),
+        latest.fundingRate
+      ),
+      4
+    ),
+    liqLong: roundNullable(liqLong),
+    liqShort: roundNullable(liqShort),
+    liqTotal: roundNullable(liqTotal),
+    liqImbalance: roundNullable(liqImbalance, 4),
+    liqSpikeRatio: roundNullable(liqSpikeRatio, 4)
+  };
+};
+var getPrimaryContext = (intervals) => intervals["15m"] ?? intervals["1h"] ?? null;
+var isCrowdedLong = (context) => context.fundingRate != null && context.fundingRate >= 5e-4 || context.fundingZScore != null && context.fundingZScore >= 1.5;
+var isCrowdedShort = (context) => context.fundingRate != null && context.fundingRate <= -5e-4 || context.fundingZScore != null && context.fundingZScore <= -1.5;
+var hasLiquidationSpike = (context) => context.liqSpikeRatio != null && context.liqSpikeRatio >= 2;
+var detectPressure = (context) => {
+  if (!context) return "neutral";
+  if (hasLiquidationSpike(context) && context.liqImbalance != null && context.liqImbalance <= -0.35) {
+    return "long_flush";
+  }
+  if (hasLiquidationSpike(context) && context.liqImbalance != null && context.liqImbalance >= 0.35) {
+    return "short_flush";
+  }
+  if (isCrowdedLong(context)) return "crowded_long";
+  if (isCrowdedShort(context)) return "crowded_short";
+  return "neutral";
+};
+var collectRiskFlags = (contexts) => {
+  const flags = /* @__PURE__ */ new Set();
+  if (!contexts.length) {
+    flags.add("missing_derivatives");
+    return [...flags];
+  }
+  if (contexts.some((context) => context.stale)) {
+    flags.add("stale_derivatives");
+  }
+  for (const context of contexts) {
+    if (isCrowdedLong(context)) flags.add("crowded_long");
+    if (isCrowdedShort(context)) flags.add("crowded_short");
+    if (context.oiChangePct1h != null && context.oiChangePct1h < -1) {
+      flags.add("oi_falling");
+    }
+    if (context.oiChangePct1h != null && Math.abs(context.oiChangePct1h) < 0.15) {
+      flags.add("oi_not_confirming");
+    }
+    if (hasLiquidationSpike(context) && context.liqImbalance != null && context.liqImbalance <= -0.35) {
+      flags.add("long_liquidation_spike");
+    }
+    if (hasLiquidationSpike(context) && context.liqImbalance != null && context.liqImbalance >= 0.35) {
+      flags.add("short_liquidation_spike");
+    }
+  }
+  return [...flags];
+};
+var resolveDirectionAligned = (params) => {
+  const { direction, primary, pressure, riskFlags } = params;
+  if (!primary || primary.stale || riskFlags.includes("missing_derivatives")) {
+    return null;
+  }
+  if (direction === "LONG") {
+    if (pressure === "crowded_long" || riskFlags.includes("oi_falling")) {
+      return false;
+    }
+    if (pressure === "short_flush" || primary.oiChangePct1h != null && primary.oiChangePct1h > 0.25 && !riskFlags.includes("crowded_long")) {
+      return true;
+    }
+    return null;
+  }
+  if (pressure === "crowded_short" || riskFlags.includes("oi_falling")) {
+    return false;
+  }
+  if (pressure === "long_flush" || primary.oiChangePct1h != null && primary.oiChangePct1h > 0.25 && !riskFlags.includes("crowded_short")) {
+    return true;
+  }
+  return null;
+};
+var buildDerivativesContext = (params) => {
+  const {
+    symbol,
+    direction,
+    timestamp,
+    rowsByInterval,
+    intervals = DERIVATIVES_INTERVALS,
+    staleAfterMsByInterval = {}
+  } = params;
+  const intervalContexts = {};
+  for (const interval of intervals) {
+    const context = buildIntervalContext({
+      interval,
+      rows: rowsByInterval[interval],
+      timestamp,
+      staleAfterMs: staleAfterMsByInterval[interval] ?? DEFAULT_STALE_AFTER_MS[interval]
+    });
+    if (context) {
+      intervalContexts[interval] = context;
+    }
+  }
+  const contexts = Object.values(intervalContexts);
+  const primary = getPrimaryContext(intervalContexts);
+  const pressure = detectPressure(primary);
+  const riskFlags = collectRiskFlags(contexts);
+  return {
+    source: "coinalyze",
+    symbol,
+    timestamp,
+    intervals: intervalContexts,
+    summary: {
+      pressure,
+      directionAligned: resolveDirectionAligned({
+        direction,
+        primary,
+        pressure,
+        riskFlags
+      }),
+      riskFlags
+    }
+  };
+};
+
 // src/utils/indicators.ts
 var import_technicalindicators = require("technicalindicators");
 
@@ -487,6 +717,17 @@ var DEFAULT_INDICATOR_PERIODS = {
   levelLookback: 20,
   levelDelay: 2
 };
+var resolveIndicatorPeriods = (periods = {}) => {
+  const resolved = {
+    ...DEFAULT_INDICATOR_PERIODS
+  };
+  for (const [key, value] of Object.entries(periods)) {
+    if (typeof value === "number" && Number.isFinite(value)) {
+      resolved[key] = value;
+    }
+  }
+  return resolved;
+};
 var ONE_HOUR_MS = 36e5;
 var ONE_DAY_MS = 864e5;
 var toMlCandle = (candle) => ({
@@ -569,10 +810,7 @@ var createIndicators = (data, btcData = [], options = {}) => {
     options.pluginRegistryScope
   );
   const includeMlPayload = options.includeMlPayload !== false;
-  const indicatorPeriods = {
-    ...DEFAULT_INDICATOR_PERIODS,
-    ...options.periods || {}
-  };
+  const indicatorPeriods = resolveIndicatorPeriods(options.periods);
   const closes = [];
   const highs = [];
   const lows = [];
@@ -901,10 +1139,7 @@ var createIndicators = (data, btcData = [], options = {}) => {
 };
 var buildMlTimeframeIndicators = (candles, periods = {}) => {
   const result = {};
-  const indicatorPeriods = {
-    ...DEFAULT_INDICATOR_PERIODS,
-    ...periods
-  };
+  const indicatorPeriods = resolveIndicatorPeriods(periods);
   for (const timeframe of INDICATOR_TIMEFRAMES) {
     const tfCandles = resampleCandles(candles, timeframe.minutes);
     if (tfCandles.length === 0) continue;
@@ -1632,6 +1867,7 @@ var createTrendlineEngine = (initialCandles, options) => {
   alignSortedCandlesByTimestamp,
   alignSpreadRows,
   applyIndicatorsToHistory,
+  buildDerivativesContext,
   buildMlCandleIndicators,
   buildMlTimeframeIndicators,
   buildReturnsFromCandles,

package/dist/indicators.mjs

@@ -2,6 +2,7 @@ import {
   alignSortedCandlesByTimestamp,
   alignSpreadRows,
   applyIndicatorsToHistory,
+  buildDerivativesContext,
   buildMlCandleIndicators,
   buildMlTimeframeIndicators,
   buildReturnsFromCandles,
@@ -28,15 +29,16 @@ import {
   toArrayData,
   toCoinalyzeTimestampMs,
   toFiniteNumber
-} from "./chunk-JE3ACOXJ.mjs";
+} from "./chunk-622V7IAT.mjs";
 import "./chunk-AYC2QVKI.mjs";
-import "./chunk-BHIX34VS.mjs";
-import "./chunk-KQQUP2YF.mjs";
+import "./chunk-PQETJ42A.mjs";
+import "./chunk-JLORHLL6.mjs";
 import "./chunk-M7QGVZ3J.mjs";
 export {
   alignSortedCandlesByTimestamp,
   alignSpreadRows,
   applyIndicatorsToHistory,
+  buildDerivativesContext,
   buildMlCandleIndicators,
   buildMlTimeframeIndicators,
   buildReturnsFromCandles,

package/dist/strategies.d.mts

@@ -49,7 +49,9 @@ declare const getDirectionalTpSlPrices: ({ price, direction, takeProfitDelta, st
 
 type AiRuntimeConfigLike = {
     AI_ENABLED?: boolean;
+    AI_MODE?: StrategyRuntimeAiOptions['mode'];
     MIN_AI_QUALITY?: number;
+    AI_REPLAY_ANALYSES?: StrategyRuntimeAiOptions['replayAnalyses'];
 };
 type MlRuntimeConfigLike = {
     ML_ENABLED?: boolean;

package/dist/strategies.d.ts

@@ -49,7 +49,9 @@ declare const getDirectionalTpSlPrices: ({ price, direction, takeProfitDelta, st
 
 type AiRuntimeConfigLike = {
     AI_ENABLED?: boolean;
+    AI_MODE?: StrategyRuntimeAiOptions['mode'];
     MIN_AI_QUALITY?: number;
+    AI_REPLAY_ANALYSES?: StrategyRuntimeAiOptions['replayAnalyses'];
 };
 type MlRuntimeConfigLike = {
     ML_ENABLED?: boolean;