@tradejs/core 1.0.9 → 1.0.10

package/dist/indicators.mjs

@@ -1,4 +1,6 @@
 import {
+  COMPACT_INDICATORS_SNAPSHOT_KEY,
+  COMPACT_INDICATORS_SNAPSHOT_SYMBOL,
   alignSortedCandlesByTimestamp,
   alignSpreadRows,
   applyIndicatorsToHistory,
@@ -11,12 +13,14 @@ import {
   coinalyzePointsToRows,
   coinbaseProductFromSymbol,
   createIndicators,
+  createSerializableSpreadSmoother,
   createSpreadSmoother,
   createTrendlineEngine,
   detectRawSupportResistance,
   getPluginIndicatorCatalog,
   getPluginIndicatorRenderers,
   getRegisteredIndicatorEntries,
+  getRequiredControllerSeedWindow,
   getSupportResistanceLevels,
   intervalToMs,
   mergeCoinalyzeMetrics,
@@ -29,12 +33,14 @@ import {
   toArrayData,
   toCoinalyzeTimestampMs,
   toFiniteNumber
-} from "./chunk-UK6VTOUX.mjs";
+} from "./chunk-7P2KNFD4.mjs";
 import "./chunk-AYC2QVKI.mjs";
-import "./chunk-FNLPYYML.mjs";
-import "./chunk-2ORZC66W.mjs";
 import "./chunk-M7QGVZ3J.mjs";
+import "./chunk-PNBS6J3G.mjs";
+import "./chunk-DXJ4NCFJ.mjs";
 export {
+  COMPACT_INDICATORS_SNAPSHOT_KEY,
+  COMPACT_INDICATORS_SNAPSHOT_SYMBOL,
   alignSortedCandlesByTimestamp,
   alignSpreadRows,
   applyIndicatorsToHistory,
@@ -47,12 +53,14 @@ export {
   coinalyzePointsToRows,
   coinbaseProductFromSymbol,
   createIndicators,
+  createSerializableSpreadSmoother,
   createSpreadSmoother,
   createTrendlineEngine,
   detectRawSupportResistance,
   getPluginIndicatorCatalog,
   getPluginIndicatorRenderers,
   getRegisteredIndicatorEntries,
+  getRequiredControllerSeedWindow,
   getSupportResistanceLevels,
   intervalToMs,
   mergeCoinalyzeMetrics,

package/dist/strategies.d.mts

@@ -1,19 +1,31 @@
-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-B-GGjP5F.mjs';
+import { KlineChartData, StrategyIndicatorsState, Direction, Connector, Interval, KlineChartItem, BacktestPriceMode, BaseStrategyContextSnapshot, StrategySignalPriceParams, BuildStrategySignalDraft, StrategyEntrySignalContext, StrategyEntryOrderPlan, StrategyEntryRuntimeOptions, StrategyDecision, BuildStrategySignalParams, Signal, IndicatorsHistorySnapshot, StrategySharedReplayStateGetter, StrategyAPI, StrategyRuntimeAiOptions, StrategyRuntimeMlOptions } from '@tradejs/types';
+import { I as IndicatorPeriods, a as IndicatorsControllerRuntimeState, b as IndicatorsControllerCheckpointState } from './indicators-Da_i06-8.mjs';
 
 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>;
+declare const releaseStrategyIndicatorsReplayCache: (keyPrefix: string) => void;
 interface StrategyIndicatorsStateParams {
     env: string;
     data: KlineChartData;
     btcData: KlineChartData;
+    ethData?: KlineChartData;
     btcBinanceData?: KlineChartData;
     btcCoinbaseData?: KlineChartData;
     periods?: Partial<IndicatorPeriods>;
     pluginRegistryScope?: string;
+    initialRuntimeState?: IndicatorsControllerRuntimeState | IndicatorsControllerCheckpointState | null;
+    replayStartIndex?: number;
+    sharedReplayKey?: string;
+    useBtcReference?: boolean;
 }
-declare const createStrategyIndicatorsState: ({ env, data, btcData, btcBinanceData, btcCoinbaseData, periods, pluginRegistryScope, }: StrategyIndicatorsStateParams) => StrategyIndicatorsState;
+declare const createStrategyIndicatorsState: ({ env, data, btcData, ethData, btcBinanceData, btcCoinbaseData, periods, pluginRegistryScope, initialRuntimeState, replayStartIndex, sharedReplayKey, useBtcReference, }: StrategyIndicatorsStateParams) => StrategyIndicatorsState;
 
+interface StrategyMarketSnapshot {
+    fullData: KlineChartData;
+    lastCandle: KlineChartItem;
+    timestamp: number;
+    currentPrice: number;
+}
 interface StrategyMarketSnapshotParams {
     env: string;
     connector: Connector;
@@ -21,9 +33,9 @@ interface StrategyMarketSnapshotParams {
     interval: Interval;
     cachedData: KlineChartData;
     preloadStart: number;
-    backtestPriceMode?: BacktestPriceMode;
 }
-declare const getStrategyMarketSnapshot: ({ env, connector, symbol, interval, cachedData, preloadStart, backtestPriceMode, }: StrategyMarketSnapshotParams) => Promise<StrategyMarketSnapshot>;
+declare const resolveBacktestExecutionPrice: (candle: KlineChartItem, backtestPriceMode?: BacktestPriceMode) => number;
+declare const getStrategyMarketSnapshot: ({ env, connector, symbol, interval, cachedData, preloadStart, }: StrategyMarketSnapshotParams) => Promise<StrategyMarketSnapshot>;
 declare const calculateRiskRatio: ({ direction, currentPrice, takeProfitPrice, stopLossPrice, }: {
     direction: Direction;
     currentPrice: number;
@@ -57,6 +69,12 @@ type MlRuntimeConfigLike = {
     ML_ENABLED?: boolean;
     ML_THRESHOLD?: number;
 };
+declare const buildBaseContextGateFeatures: ({ baseContext, direction, prices, }: {
+    baseContext: BaseStrategyContextSnapshot;
+    direction: Direction | null;
+    prices?: StrategySignalPriceParams | null;
+}) => NonNullable<BaseStrategyContextSnapshot["gateFeatures"]>;
+declare const refreshSignalBaseContextGateFeatures: (signal: Signal) => Signal;
 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;
@@ -82,14 +100,15 @@ interface CreateStrategyAPIParams {
     env: string;
     connector: Connector;
     cachedData: KlineChartData;
-    indicatorsState?: {
-        next: (candle: KlineChartData[number], btcCandle: KlineChartData[number]) => unknown;
-    };
-    preloadStart?: number;
-    backtestPriceMode?: BacktestPriceMode;
+    indicatorsState?: StrategyIndicatorsState;
     isConfigFromBacktest?: Signal['isConfigFromBacktest'];
+    sharedReplayKey?: string;
+    getSharedReplayState?: StrategySharedReplayStateGetter;
 }
-declare const createStrategyAPI: ({ strategy, symbol, interval, env, connector, cachedData, indicatorsState, preloadStart, backtestPriceMode, isConfigFromBacktest, }: CreateStrategyAPIParams) => StrategyAPI;
+declare const createStrategyAPI: <TIndicators = IndicatorsHistorySnapshot | Record<string, unknown>>({ strategy, symbol, interval, env, connector, cachedData, indicatorsState, isConfigFromBacktest, sharedReplayKey, getSharedReplayState, }: CreateStrategyAPIParams) => StrategyAPI<TIndicators>;
+
+declare const getSharedStrategyReplayState: <TState>(key: string | undefined, createState: () => TState) => TState;
+declare const releaseStrategyReplayCache: (keyPrefix: string) => void;
 
 interface LastTradeController {
     isInCooldown: (timestamp: number) => boolean;
@@ -103,4 +122,4 @@ interface CreateLastTradeControllerParams {
 }
 declare const createLastTradeController: ({ env, enabled, cooldownMs, }: CreateLastTradeControllerParams) => LastTradeController;
 
-export { buildDefaultIndicatorPeriods, buildEntrySignalDecision, buildStrategySignal, calculateRiskRatio, createLastTradeController, createStrategyAPI, createStrategyIndicatorsState, getDirectionalTpSlPrices, getStrategyMarketSnapshot, mapAiRuntimeFromConfig, mapMlRuntimeFromConfig };
+export { buildBaseContextGateFeatures, buildDefaultIndicatorPeriods, buildEntrySignalDecision, buildStrategySignal, calculateRiskRatio, createLastTradeController, createStrategyAPI, createStrategyIndicatorsState, getDirectionalTpSlPrices, getSharedStrategyReplayState, getStrategyMarketSnapshot, mapAiRuntimeFromConfig, mapMlRuntimeFromConfig, refreshSignalBaseContextGateFeatures, releaseStrategyIndicatorsReplayCache, releaseStrategyReplayCache, resolveBacktestExecutionPrice };

package/dist/strategies.d.ts

@@ -1,19 +1,31 @@
-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-B-GGjP5F.js';
+import { KlineChartData, StrategyIndicatorsState, Direction, Connector, Interval, KlineChartItem, BacktestPriceMode, BaseStrategyContextSnapshot, StrategySignalPriceParams, BuildStrategySignalDraft, StrategyEntrySignalContext, StrategyEntryOrderPlan, StrategyEntryRuntimeOptions, StrategyDecision, BuildStrategySignalParams, Signal, IndicatorsHistorySnapshot, StrategySharedReplayStateGetter, StrategyAPI, StrategyRuntimeAiOptions, StrategyRuntimeMlOptions } from '@tradejs/types';
+import { I as IndicatorPeriods, a as IndicatorsControllerRuntimeState, b as IndicatorsControllerCheckpointState } from './indicators-Da_i06-8.js';
 
 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>;
+declare const releaseStrategyIndicatorsReplayCache: (keyPrefix: string) => void;
 interface StrategyIndicatorsStateParams {
     env: string;
     data: KlineChartData;
     btcData: KlineChartData;
+    ethData?: KlineChartData;
     btcBinanceData?: KlineChartData;
     btcCoinbaseData?: KlineChartData;
     periods?: Partial<IndicatorPeriods>;
     pluginRegistryScope?: string;
+    initialRuntimeState?: IndicatorsControllerRuntimeState | IndicatorsControllerCheckpointState | null;
+    replayStartIndex?: number;
+    sharedReplayKey?: string;
+    useBtcReference?: boolean;
 }
-declare const createStrategyIndicatorsState: ({ env, data, btcData, btcBinanceData, btcCoinbaseData, periods, pluginRegistryScope, }: StrategyIndicatorsStateParams) => StrategyIndicatorsState;
+declare const createStrategyIndicatorsState: ({ env, data, btcData, ethData, btcBinanceData, btcCoinbaseData, periods, pluginRegistryScope, initialRuntimeState, replayStartIndex, sharedReplayKey, useBtcReference, }: StrategyIndicatorsStateParams) => StrategyIndicatorsState;
 
+interface StrategyMarketSnapshot {
+    fullData: KlineChartData;
+    lastCandle: KlineChartItem;
+    timestamp: number;
+    currentPrice: number;
+}
 interface StrategyMarketSnapshotParams {
     env: string;
     connector: Connector;
@@ -21,9 +33,9 @@ interface StrategyMarketSnapshotParams {
     interval: Interval;
     cachedData: KlineChartData;
     preloadStart: number;
-    backtestPriceMode?: BacktestPriceMode;
 }
-declare const getStrategyMarketSnapshot: ({ env, connector, symbol, interval, cachedData, preloadStart, backtestPriceMode, }: StrategyMarketSnapshotParams) => Promise<StrategyMarketSnapshot>;
+declare const resolveBacktestExecutionPrice: (candle: KlineChartItem, backtestPriceMode?: BacktestPriceMode) => number;
+declare const getStrategyMarketSnapshot: ({ env, connector, symbol, interval, cachedData, preloadStart, }: StrategyMarketSnapshotParams) => Promise<StrategyMarketSnapshot>;
 declare const calculateRiskRatio: ({ direction, currentPrice, takeProfitPrice, stopLossPrice, }: {
     direction: Direction;
     currentPrice: number;
@@ -57,6 +69,12 @@ type MlRuntimeConfigLike = {
     ML_ENABLED?: boolean;
     ML_THRESHOLD?: number;
 };
+declare const buildBaseContextGateFeatures: ({ baseContext, direction, prices, }: {
+    baseContext: BaseStrategyContextSnapshot;
+    direction: Direction | null;
+    prices?: StrategySignalPriceParams | null;
+}) => NonNullable<BaseStrategyContextSnapshot["gateFeatures"]>;
+declare const refreshSignalBaseContextGateFeatures: (signal: Signal) => Signal;
 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;
@@ -82,14 +100,15 @@ interface CreateStrategyAPIParams {
     env: string;
     connector: Connector;
     cachedData: KlineChartData;
-    indicatorsState?: {
-        next: (candle: KlineChartData[number], btcCandle: KlineChartData[number]) => unknown;
-    };
-    preloadStart?: number;
-    backtestPriceMode?: BacktestPriceMode;
+    indicatorsState?: StrategyIndicatorsState;
     isConfigFromBacktest?: Signal['isConfigFromBacktest'];
+    sharedReplayKey?: string;
+    getSharedReplayState?: StrategySharedReplayStateGetter;
 }
-declare const createStrategyAPI: ({ strategy, symbol, interval, env, connector, cachedData, indicatorsState, preloadStart, backtestPriceMode, isConfigFromBacktest, }: CreateStrategyAPIParams) => StrategyAPI;
+declare const createStrategyAPI: <TIndicators = IndicatorsHistorySnapshot | Record<string, unknown>>({ strategy, symbol, interval, env, connector, cachedData, indicatorsState, isConfigFromBacktest, sharedReplayKey, getSharedReplayState, }: CreateStrategyAPIParams) => StrategyAPI<TIndicators>;
+
+declare const getSharedStrategyReplayState: <TState>(key: string | undefined, createState: () => TState) => TState;
+declare const releaseStrategyReplayCache: (keyPrefix: string) => void;
 
 interface LastTradeController {
     isInCooldown: (timestamp: number) => boolean;
@@ -103,4 +122,4 @@ interface CreateLastTradeControllerParams {
 }
 declare const createLastTradeController: ({ env, enabled, cooldownMs, }: CreateLastTradeControllerParams) => LastTradeController;
 
-export { buildDefaultIndicatorPeriods, buildEntrySignalDecision, buildStrategySignal, calculateRiskRatio, createLastTradeController, createStrategyAPI, createStrategyIndicatorsState, getDirectionalTpSlPrices, getStrategyMarketSnapshot, mapAiRuntimeFromConfig, mapMlRuntimeFromConfig };
+export { buildBaseContextGateFeatures, buildDefaultIndicatorPeriods, buildEntrySignalDecision, buildStrategySignal, calculateRiskRatio, createLastTradeController, createStrategyAPI, createStrategyIndicatorsState, getDirectionalTpSlPrices, getSharedStrategyReplayState, getStrategyMarketSnapshot, mapAiRuntimeFromConfig, mapMlRuntimeFromConfig, refreshSignalBaseContextGateFeatures, releaseStrategyIndicatorsReplayCache, releaseStrategyReplayCache, resolveBacktestExecutionPrice };