@tradejs/core 2.0.0 → 2.0.1

package/dist/{chunk-EQEIRB6P.mjs → chunk-2OUA2S6U.mjs}

@@ -130,6 +130,14 @@ var toFiniteNumber = (value, fallback = 0) => {
 };
 
 // src/utils/derivativesCoinalyze.ts
+var DERIVATIVES_INTERVAL_MS = {
+  "15m": 15 * 60 * 1e3,
+  "1h": 60 * 60 * 1e3
+};
+var getLastClosedDerivativesBarStartMs = (timestamp, interval) => {
+  const intervalMs = DERIVATIVES_INTERVAL_MS[interval];
+  return Math.floor(timestamp / intervalMs) * intervalMs - intervalMs;
+};
 var normalizeCoinalyzeSymbols = (input) => String(input ?? "").split(",").map((item) => item.trim().toUpperCase()).filter(Boolean);
 var normalizeDerivativesIntervals = (input) => parseDerivativesIntervals(input);
 var toCoinalyzeTimestampMs = (value) => {
@@ -210,6 +218,52 @@ var coinalyzePointsToRows = (points, interval, source) => points.map((point) =>
   liqTotal: point.liqTotal ?? null,
   source
 }));
+var sumAvailable = (values) => {
+  const available = values.filter(
+    (value) => typeof value === "number" && Number.isFinite(value)
+  );
+  return available.length ? available.reduce((total, value) => total + value, 0) : null;
+};
+var getLiquidationTotal = (row) => typeof row.liqTotal === "number" && Number.isFinite(row.liqTotal) ? row.liqTotal : sumAvailable([row.liqLong, row.liqShort]);
+var deriveCoinalyzeHourlyRowsFrom15m = (rows) => {
+  const quarterHourMs = DERIVATIVES_INTERVAL_MS["15m"];
+  const hourMs = DERIVATIVES_INTERVAL_MS["1h"];
+  const rowsByHour = /* @__PURE__ */ new Map();
+  for (const row of rows ?? []) {
+    if (row.interval !== "15m") continue;
+    const timestamp = row.ts.getTime();
+    if (!Number.isFinite(timestamp) || timestamp % quarterHourMs !== 0) {
+      continue;
+    }
+    const hourStart = Math.floor(timestamp / hourMs) * hourMs;
+    const hourRows = rowsByHour.get(hourStart) ?? /* @__PURE__ */ new Map();
+    hourRows.set(timestamp, row);
+    rowsByHour.set(hourStart, hourRows);
+  }
+  const hourlyRows = [];
+  for (const [hourStart, hourRows] of [...rowsByHour.entries()].sort(
+    ([left], [right]) => left - right
+  )) {
+    const expectedRows = [0, 1, 2, 3].map(
+      (offset) => hourRows.get(hourStart + offset * quarterHourMs)
+    );
+    if (expectedRows.some((row) => row == null)) continue;
+    const completeRows = expectedRows;
+    const latest = completeRows[completeRows.length - 1];
+    hourlyRows.push({
+      symbol: latest.symbol,
+      interval: "1h",
+      ts: new Date(hourStart),
+      openInterest: latest.openInterest ?? null,
+      fundingRate: latest.fundingRate ?? null,
+      liqLong: sumAvailable(completeRows.map((row) => row.liqLong)),
+      liqShort: sumAvailable(completeRows.map((row) => row.liqShort)),
+      liqTotal: sumAvailable(completeRows.map(getLiquidationTotal)),
+      source: latest.source ?? null
+    });
+  }
+  return hourlyRows;
+};
 
 // src/utils/derivativesContext.ts
 var HOUR_MS = 60 * 60 * 1e3;
@@ -11814,6 +11868,7 @@ export {
   buildReturnsFromCandles,
   calculatePearsonCorrelation,
   calculateCoinBtcCorrelation,
+  getLastClosedDerivativesBarStartMs,
   normalizeCoinalyzeSymbols,
   normalizeDerivativesIntervals,
   toCoinalyzeTimestampMs,
@@ -11821,6 +11876,7 @@ export {
   toArrayData,
   mergeCoinalyzeMetrics,
   coinalyzePointsToRows,
+  deriveCoinalyzeHourlyRowsFrom15m,
   buildDerivativesContext,
   buildMlCandleIndicators,
   registerIndicatorEntries,

package/dist/indicators.d.mts

@@ -37,6 +37,7 @@ type CoinalyzePoint = {
     liqShort?: number | null;
     liqTotal?: number | null;
 };
+declare const getLastClosedDerivativesBarStartMs: (timestamp: number, interval: DerivativesInterval) => number;
 declare const normalizeCoinalyzeSymbols: (input: unknown) => string[];
 declare const normalizeDerivativesIntervals: (input: unknown) => DerivativesInterval[];
 declare const toCoinalyzeTimestampMs: (value: unknown) => number | null;
@@ -49,6 +50,7 @@ declare const mergeCoinalyzeMetrics: (params: {
     liqRaw: unknown;
 }) => CoinalyzePoint[];
 declare const coinalyzePointsToRows: (points: CoinalyzePoint[], interval: DerivativesInterval, source: string) => DerivativesRow[];
+declare const deriveCoinalyzeHourlyRowsFrom15m: (rows: DerivativesRow[] | undefined) => DerivativesRow[];
 
 declare const buildDerivativesContext: (params: {
     symbol: string;
@@ -93,4 +95,4 @@ type TrendlineEngine = {
 };
 declare const createTrendlineEngine: (initialCandles: KLineData[], options: TrendLineOptions) => TrendlineEngine;
 
-export { type CoinalyzePoint, type IndicatorRendererDescriptor, type TrendlineEngine, alignSortedCandlesByTimestamp, buildDerivativesContext, buildReturnsFromCandles, calculateCoinBtcCorrelation, calculatePearsonCorrelation, coinalyzePointsToRows, createTrendlineEngine, detectRawSupportResistance, getPluginIndicatorCatalog, getPluginIndicatorRenderers, getRegisteredIndicatorEntries, getSupportResistanceLevels, mergeCoinalyzeMetrics, normalizeCoinalyzeSymbols, normalizeDerivativesIntervals, registerIndicatorEntries, resetIndicatorRegistryCache, toArrayData, toCoinalyzeTimestampMs, toFiniteNumber };
+export { type CoinalyzePoint, type IndicatorRendererDescriptor, type TrendlineEngine, alignSortedCandlesByTimestamp, buildDerivativesContext, buildReturnsFromCandles, calculateCoinBtcCorrelation, calculatePearsonCorrelation, coinalyzePointsToRows, createTrendlineEngine, deriveCoinalyzeHourlyRowsFrom15m, detectRawSupportResistance, getLastClosedDerivativesBarStartMs, getPluginIndicatorCatalog, getPluginIndicatorRenderers, getRegisteredIndicatorEntries, getSupportResistanceLevels, mergeCoinalyzeMetrics, normalizeCoinalyzeSymbols, normalizeDerivativesIntervals, registerIndicatorEntries, resetIndicatorRegistryCache, toArrayData, toCoinalyzeTimestampMs, toFiniteNumber };

package/dist/indicators.d.ts

@@ -37,6 +37,7 @@ type CoinalyzePoint = {
     liqShort?: number | null;
     liqTotal?: number | null;
 };
+declare const getLastClosedDerivativesBarStartMs: (timestamp: number, interval: DerivativesInterval) => number;
 declare const normalizeCoinalyzeSymbols: (input: unknown) => string[];
 declare const normalizeDerivativesIntervals: (input: unknown) => DerivativesInterval[];
 declare const toCoinalyzeTimestampMs: (value: unknown) => number | null;
@@ -49,6 +50,7 @@ declare const mergeCoinalyzeMetrics: (params: {
     liqRaw: unknown;
 }) => CoinalyzePoint[];
 declare const coinalyzePointsToRows: (points: CoinalyzePoint[], interval: DerivativesInterval, source: string) => DerivativesRow[];
+declare const deriveCoinalyzeHourlyRowsFrom15m: (rows: DerivativesRow[] | undefined) => DerivativesRow[];
 
 declare const buildDerivativesContext: (params: {
     symbol: string;
@@ -93,4 +95,4 @@ type TrendlineEngine = {
 };
 declare const createTrendlineEngine: (initialCandles: KLineData[], options: TrendLineOptions) => TrendlineEngine;
 
-export { type CoinalyzePoint, type IndicatorRendererDescriptor, type TrendlineEngine, alignSortedCandlesByTimestamp, buildDerivativesContext, buildReturnsFromCandles, calculateCoinBtcCorrelation, calculatePearsonCorrelation, coinalyzePointsToRows, createTrendlineEngine, detectRawSupportResistance, getPluginIndicatorCatalog, getPluginIndicatorRenderers, getRegisteredIndicatorEntries, getSupportResistanceLevels, mergeCoinalyzeMetrics, normalizeCoinalyzeSymbols, normalizeDerivativesIntervals, registerIndicatorEntries, resetIndicatorRegistryCache, toArrayData, toCoinalyzeTimestampMs, toFiniteNumber };
+export { type CoinalyzePoint, type IndicatorRendererDescriptor, type TrendlineEngine, alignSortedCandlesByTimestamp, buildDerivativesContext, buildReturnsFromCandles, calculateCoinBtcCorrelation, calculatePearsonCorrelation, coinalyzePointsToRows, createTrendlineEngine, deriveCoinalyzeHourlyRowsFrom15m, detectRawSupportResistance, getLastClosedDerivativesBarStartMs, getPluginIndicatorCatalog, getPluginIndicatorRenderers, getRegisteredIndicatorEntries, getSupportResistanceLevels, mergeCoinalyzeMetrics, normalizeCoinalyzeSymbols, normalizeDerivativesIntervals, registerIndicatorEntries, resetIndicatorRegistryCache, toArrayData, toCoinalyzeTimestampMs, toFiniteNumber };

package/dist/indicators.js

@@ -47,7 +47,9 @@ __export(indicators_exports, {
   createSerializableSpreadSmoother: () => createSerializableSpreadSmoother,
   createSpreadSmoother: () => createSpreadSmoother,
   createTrendlineEngine: () => createTrendlineEngine,
+  deriveCoinalyzeHourlyRowsFrom15m: () => deriveCoinalyzeHourlyRowsFrom15m,
   detectRawSupportResistance: () => detectRawSupportResistance,
+  getLastClosedDerivativesBarStartMs: () => getLastClosedDerivativesBarStartMs,
   getPluginIndicatorCatalog: () => getPluginIndicatorCatalog,
   getPluginIndicatorRenderers: () => getPluginIndicatorRenderers,
   getRegisteredIndicatorEntries: () => getRegisteredIndicatorEntries,
@@ -188,6 +190,14 @@ var toFiniteNumber = (value, fallback = 0) => {
 };
 
 // src/utils/derivativesCoinalyze.ts
+var DERIVATIVES_INTERVAL_MS = {
+  "15m": 15 * 60 * 1e3,
+  "1h": 60 * 60 * 1e3
+};
+var getLastClosedDerivativesBarStartMs = (timestamp, interval) => {
+  const intervalMs = DERIVATIVES_INTERVAL_MS[interval];
+  return Math.floor(timestamp / intervalMs) * intervalMs - intervalMs;
+};
 var normalizeCoinalyzeSymbols = (input) => String(input ?? "").split(",").map((item) => item.trim().toUpperCase()).filter(Boolean);
 var normalizeDerivativesIntervals = (input) => parseDerivativesIntervals(input);
 var toCoinalyzeTimestampMs = (value) => {
@@ -268,6 +278,52 @@ var coinalyzePointsToRows = (points, interval, source) => points.map((point) =>
   liqTotal: point.liqTotal ?? null,
   source
 }));
+var sumAvailable = (values) => {
+  const available = values.filter(
+    (value) => typeof value === "number" && Number.isFinite(value)
+  );
+  return available.length ? available.reduce((total, value) => total + value, 0) : null;
+};
+var getLiquidationTotal = (row) => typeof row.liqTotal === "number" && Number.isFinite(row.liqTotal) ? row.liqTotal : sumAvailable([row.liqLong, row.liqShort]);
+var deriveCoinalyzeHourlyRowsFrom15m = (rows) => {
+  const quarterHourMs = DERIVATIVES_INTERVAL_MS["15m"];
+  const hourMs = DERIVATIVES_INTERVAL_MS["1h"];
+  const rowsByHour = /* @__PURE__ */ new Map();
+  for (const row of rows ?? []) {
+    if (row.interval !== "15m") continue;
+    const timestamp = row.ts.getTime();
+    if (!Number.isFinite(timestamp) || timestamp % quarterHourMs !== 0) {
+      continue;
+    }
+    const hourStart = Math.floor(timestamp / hourMs) * hourMs;
+    const hourRows = rowsByHour.get(hourStart) ?? /* @__PURE__ */ new Map();
+    hourRows.set(timestamp, row);
+    rowsByHour.set(hourStart, hourRows);
+  }
+  const hourlyRows = [];
+  for (const [hourStart, hourRows] of [...rowsByHour.entries()].sort(
+    ([left], [right]) => left - right
+  )) {
+    const expectedRows = [0, 1, 2, 3].map(
+      (offset) => hourRows.get(hourStart + offset * quarterHourMs)
+    );
+    if (expectedRows.some((row) => row == null)) continue;
+    const completeRows = expectedRows;
+    const latest = completeRows[completeRows.length - 1];
+    hourlyRows.push({
+      symbol: latest.symbol,
+      interval: "1h",
+      ts: new Date(hourStart),
+      openInterest: latest.openInterest ?? null,
+      fundingRate: latest.fundingRate ?? null,
+      liqLong: sumAvailable(completeRows.map((row) => row.liqLong)),
+      liqShort: sumAvailable(completeRows.map((row) => row.liqShort)),
+      liqTotal: sumAvailable(completeRows.map(getLiquidationTotal)),
+      source: latest.source ?? null
+    });
+  }
+  return hourlyRows;
+};
 
 // src/utils/derivativesContext.ts
 var HOUR_MS = 60 * 60 * 1e3;
@@ -11942,7 +11998,9 @@ var createTrendlineEngine = (initialCandles, options) => {
   createSerializableSpreadSmoother,
   createSpreadSmoother,
   createTrendlineEngine,
+  deriveCoinalyzeHourlyRowsFrom15m,
   detectRawSupportResistance,
+  getLastClosedDerivativesBarStartMs,
   getPluginIndicatorCatalog,
   getPluginIndicatorRenderers,
   getRegisteredIndicatorEntries,

package/dist/indicators.mjs

@@ -16,7 +16,9 @@ import {
   createSerializableSpreadSmoother,
   createSpreadSmoother,
   createTrendlineEngine,
+  deriveCoinalyzeHourlyRowsFrom15m,
   detectRawSupportResistance,
+  getLastClosedDerivativesBarStartMs,
   getPluginIndicatorCatalog,
   getPluginIndicatorRenderers,
   getRegisteredIndicatorEntries,
@@ -33,7 +35,7 @@ import {
   toArrayData,
   toCoinalyzeTimestampMs,
   toFiniteNumber
-} from "./chunk-EQEIRB6P.mjs";
+} from "./chunk-2OUA2S6U.mjs";
 import "./chunk-AYC2QVKI.mjs";
 import "./chunk-M7QGVZ3J.mjs";
 import "./chunk-BOETNABM.mjs";
@@ -56,7 +58,9 @@ export {
   createSerializableSpreadSmoother,
   createSpreadSmoother,
   createTrendlineEngine,
+  deriveCoinalyzeHourlyRowsFrom15m,
   detectRawSupportResistance,
+  getLastClosedDerivativesBarStartMs,
   getPluginIndicatorCatalog,
   getPluginIndicatorRenderers,
   getRegisteredIndicatorEntries,

package/dist/strategies.js

@@ -151,6 +151,12 @@ var calculateCoinBtcCorrelation = (coinCandles, btcCandles) => {
   };
 };
 
+// src/utils/derivativesCoinalyze.ts
+var DERIVATIVES_INTERVAL_MS = {
+  "15m": 15 * 60 * 1e3,
+  "1h": 60 * 60 * 1e3
+};
+
 // src/utils/derivativesContext.ts
 var HOUR_MS = 60 * 60 * 1e3;
 var DEFAULT_STALE_AFTER_MS = {

package/dist/strategies.mjs

@@ -1,7 +1,7 @@
 import {
   createIndicators,
   getRequiredControllerSeedWindow
-} from "./chunk-EQEIRB6P.mjs";
+} from "./chunk-2OUA2S6U.mjs";
 import "./chunk-AYC2QVKI.mjs";
 import "./chunk-M7QGVZ3J.mjs";
 import {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/core",
-  "version": "2.0.0",
+  "version": "2.0.1",
   "description": "MIT-licensed browser-safe API for TradeJS config, strategy authoring, figures, and shared helpers.",
   "keywords": [
     "tradejs",
@@ -100,7 +100,7 @@
     }
   },
   "dependencies": {
-    "@tradejs/types": "^2.0.0",
+    "@tradejs/types": "^2.0.1",
     "date-fns": "^3.3.1",
     "fast-technical-indicators": "^1.1.4",
     "klinecharts": "10.0.0-alpha9",