@tradejs/core 2.0.12 → 2.0.14

package/dist/{chunk-HM7WDSPT.mjs → chunk-HVCNGDPT.mjs}

@@ -6869,6 +6869,12 @@ var SESSION_WINDOWS = [
 var FUNDING_WINDOW_STEP_MINUTES = 8 * 60;
 var FUNDING_WINDOW_NEARBY_MINUTES = 60;
 var SESSION_WINDOW_EDGE_MINUTES = 60;
+var BASE_INTERVAL_MS = 15 * 6e4;
+var PSYCHOLOGICAL_LEVEL_WINDOWS = {
+  m15: BASE_INTERVAL_MS,
+  h1: 60 * 6e4,
+  h4: 4 * 60 * 6e4
+};
 var isInsideSession = (minuteUtc, startMinuteUtc, endMinuteUtc) => startMinuteUtc <= endMinuteUtc ? minuteUtc >= startMinuteUtc && minuteUtc < endMinuteUtc : minuteUtc >= startMinuteUtc || minuteUtc < endMinuteUtc;
 var buildSessionContext = (timestamp) => {
   const date = new Date(timestamp);
@@ -6900,7 +6906,80 @@ var buildSessionContext = (timestamp) => {
     isWeekendUtc: dayOfWeekUtc >= 6
   };
 };
+var buildUnavailablePsychologicalLevelWindow = () => ({
+  crossed: null,
+  direction: "unknown",
+  level: null,
+  levelsCrossed: null,
+  distanceBeyondLevelBps: null
+});
+var buildPsychologicalLevelWindow = (startPrice, endPrice, stepUsd) => {
+  if (!Number.isFinite(startPrice) || !Number.isFinite(endPrice) || !Number.isFinite(stepUsd) || startPrice <= 0 || endPrice <= 0 || stepUsd <= 0) {
+    return buildUnavailablePsychologicalLevelWindow();
+  }
+  if (endPrice === startPrice) {
+    return {
+      crossed: false,
+      direction: "none",
+      level: null,
+      levelsCrossed: 0,
+      distanceBeyondLevelBps: null
+    };
+  }
+  const movingUp = endPrice > startPrice;
+  const firstCrossedLevel = movingUp ? (Math.floor(startPrice / stepUsd) + 1) * stepUsd : (Math.ceil(startPrice / stepUsd) - 1) * stepUsd;
+  const lastCrossedLevel = movingUp ? Math.floor(endPrice / stepUsd) * stepUsd : Math.ceil(endPrice / stepUsd) * stepUsd;
+  const crossed = movingUp ? firstCrossedLevel <= lastCrossedLevel : firstCrossedLevel >= lastCrossedLevel;
+  if (!crossed) {
+    return {
+      crossed: false,
+      direction: "none",
+      level: null,
+      levelsCrossed: 0,
+      distanceBeyondLevelBps: null
+    };
+  }
+  const levelsCrossed = Math.round(Math.abs(lastCrossedLevel - firstCrossedLevel) / stepUsd) + 1;
+  const distanceBeyondLevelBps = Math.abs(endPrice - lastCrossedLevel) / lastCrossedLevel * 1e4;
+  return {
+    crossed: true,
+    direction: movingUp ? "up" : "down",
+    level: lastCrossedLevel,
+    levelsCrossed,
+    distanceBeyondLevelBps
+  };
+};
+var buildPsychologicalLevelAssetContext = (candles, stepUsd) => {
+  const endCandle = candles[candles.length - 1];
+  if (!endCandle) {
+    return null;
+  }
+  const candlesByTimestamp = new Map(
+    candles.map((item) => [item.timestamp, item])
+  );
+  const windows = Object.fromEntries(
+    Object.entries(PSYCHOLOGICAL_LEVEL_WINDOWS).map(([window, durationMs]) => {
+      const startCandle = candlesByTimestamp.get(
+        endCandle.timestamp - durationMs
+      );
+      return [
+        window,
+        startCandle ? buildPsychologicalLevelWindow(
+          startCandle.close,
+          endCandle.close,
+          stepUsd
+        ) : buildUnavailablePsychologicalLevelWindow()
+      ];
+    })
+  );
+  return {
+    source: "aligned_15m_ohlcv",
+    stepUsd,
+    windows
+  };
+};
 var STRUCTURE_LOOKBACK = 80;
+var BASE_CONTEXT_CANDLE_WINDOW = 256;
 var PIVOT_LEFT_RIGHT = 2;
 var ZONE_ATR_FACTOR = 0.5;
 var PROFILE_BIN_COUNT = 24;
@@ -8324,12 +8403,12 @@ var buildBaseContextSnapshot = ({
   candle,
   prevCandle,
   baseResult,
-  candlesHistory,
-  btcCandlesHistory,
-  ethCandlesHistory = [],
-  closeSeries,
-  volumeSeries,
-  btcCloseSeries,
+  candlesHistory: fullCandlesHistory,
+  btcCandlesHistory: fullBtcCandlesHistory,
+  ethCandlesHistory: fullEthCandlesHistory = [],
+  closeSeries: fullCloseSeries,
+  volumeSeries: fullVolumeSeries,
+  btcCloseSeries: fullBtcCloseSeries,
   coinResampledCandles,
   btcResampledCandles,
   ethResampledCandles,
@@ -8344,6 +8423,16 @@ var buildBaseContextSnapshot = ({
   adaptiveChannel: precomputedAdaptiveChannel,
   psar: precomputedPsar
 }) => {
+  const candlesHistory = fullCandlesHistory.slice(-BASE_CONTEXT_CANDLE_WINDOW);
+  const btcCandlesHistory = fullBtcCandlesHistory.slice(
+    -BASE_CONTEXT_CANDLE_WINDOW
+  );
+  const ethCandlesHistory = fullEthCandlesHistory.slice(
+    -BASE_CONTEXT_CANDLE_WINDOW
+  );
+  const closeSeries = fullCloseSeries.slice(-BASE_CONTEXT_CANDLE_WINDOW);
+  const volumeSeries = fullVolumeSeries.slice(-BASE_CONTEXT_CANDLE_WINDOW);
+  const btcCloseSeries = fullBtcCloseSeries.slice(-BASE_CONTEXT_CANDLE_WINDOW);
   const atr2 = toNullable(baseResult.atr);
   const bbWidthPct = baseResult.bbUpper != null && baseResult.bbLower != null && baseResult.bbMiddle != null && baseResult.bbMiddle !== 0 ? (baseResult.bbUpper - baseResult.bbLower) / baseResult.bbMiddle * 100 : null;
   const atrPctSeries = materializeNumericHistory(
@@ -8501,6 +8590,18 @@ var buildBaseContextSnapshot = ({
     coinCandles: candlesHistory,
     ethCandles: ethCandlesHistory
   }) : null;
+  const btcPsychologicalLevels = buildPsychologicalLevelAssetContext(
+    btcCandlesHistory,
+    1e3
+  );
+  const ethPsychologicalLevels = buildPsychologicalLevelAssetContext(
+    ethCandlesHistory,
+    100
+  );
+  const referencePsychologicalLevels = btcPsychologicalLevels != null || ethPsychologicalLevels != null ? {
+    ...btcPsychologicalLevels != null ? { BTCUSDT: btcPsychologicalLevels } : {},
+    ...ethPsychologicalLevels != null ? { ETHUSDT: ethPsychologicalLevels } : {}
+  } : null;
   const relativeStrength1h = getRelativeChange(
     baseResult.price1hPcnt,
     btc1h.length >= 2 ? percentChange(
@@ -8875,7 +8976,8 @@ var buildBaseContextSnapshot = ({
         )
       },
       targetVsBtc,
-      ...targetVsEth != null ? { targetVsEth } : {}
+      ...targetVsEth != null ? { targetVsEth } : {},
+      ...referencePsychologicalLevels != null ? { referencePsychologicalLevels } : {}
     }
   };
   let cachedMtfSnapshot = null;
@@ -10722,19 +10824,19 @@ var createIndicators = (data, btcData = [], options = {}) => {
             volumeSeries: volumes,
             btcCloseSeries: btcCloses,
             coinResampledCandles: {
-              h1: coin1hCache.snapshot(),
-              h4: coin4hCache.snapshot(),
-              d1: coin1dCache.snapshot()
+              h1: coin1hCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW),
+              h4: coin4hCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW),
+              d1: coin1dCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW)
             },
             btcResampledCandles: {
-              h1: btc1hCache.snapshot(),
-              h4: btc4hCache.snapshot(),
-              d1: btc1dCache.snapshot()
+              h1: btc1hCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW),
+              h4: btc4hCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW),
+              d1: btc1dCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW)
             },
             ethResampledCandles: {
-              h1: eth1hCache.snapshot(),
-              h4: eth4hCache.snapshot(),
-              d1: eth1dCache.snapshot()
+              h1: eth1hCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW),
+              h4: eth4hCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW),
+              d1: eth1dCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW)
             },
             indicatorHistory,
             indicatorPeriods,

package/dist/indicators.js

@@ -6984,6 +6984,12 @@ var SESSION_WINDOWS = [
 var FUNDING_WINDOW_STEP_MINUTES = 8 * 60;
 var FUNDING_WINDOW_NEARBY_MINUTES = 60;
 var SESSION_WINDOW_EDGE_MINUTES = 60;
+var BASE_INTERVAL_MS = 15 * 6e4;
+var PSYCHOLOGICAL_LEVEL_WINDOWS = {
+  m15: BASE_INTERVAL_MS,
+  h1: 60 * 6e4,
+  h4: 4 * 60 * 6e4
+};
 var isInsideSession = (minuteUtc, startMinuteUtc, endMinuteUtc) => startMinuteUtc <= endMinuteUtc ? minuteUtc >= startMinuteUtc && minuteUtc < endMinuteUtc : minuteUtc >= startMinuteUtc || minuteUtc < endMinuteUtc;
 var buildSessionContext = (timestamp) => {
   const date = new Date(timestamp);
@@ -7015,7 +7021,80 @@ var buildSessionContext = (timestamp) => {
     isWeekendUtc: dayOfWeekUtc >= 6
   };
 };
+var buildUnavailablePsychologicalLevelWindow = () => ({
+  crossed: null,
+  direction: "unknown",
+  level: null,
+  levelsCrossed: null,
+  distanceBeyondLevelBps: null
+});
+var buildPsychologicalLevelWindow = (startPrice, endPrice, stepUsd) => {
+  if (!Number.isFinite(startPrice) || !Number.isFinite(endPrice) || !Number.isFinite(stepUsd) || startPrice <= 0 || endPrice <= 0 || stepUsd <= 0) {
+    return buildUnavailablePsychologicalLevelWindow();
+  }
+  if (endPrice === startPrice) {
+    return {
+      crossed: false,
+      direction: "none",
+      level: null,
+      levelsCrossed: 0,
+      distanceBeyondLevelBps: null
+    };
+  }
+  const movingUp = endPrice > startPrice;
+  const firstCrossedLevel = movingUp ? (Math.floor(startPrice / stepUsd) + 1) * stepUsd : (Math.ceil(startPrice / stepUsd) - 1) * stepUsd;
+  const lastCrossedLevel = movingUp ? Math.floor(endPrice / stepUsd) * stepUsd : Math.ceil(endPrice / stepUsd) * stepUsd;
+  const crossed = movingUp ? firstCrossedLevel <= lastCrossedLevel : firstCrossedLevel >= lastCrossedLevel;
+  if (!crossed) {
+    return {
+      crossed: false,
+      direction: "none",
+      level: null,
+      levelsCrossed: 0,
+      distanceBeyondLevelBps: null
+    };
+  }
+  const levelsCrossed = Math.round(Math.abs(lastCrossedLevel - firstCrossedLevel) / stepUsd) + 1;
+  const distanceBeyondLevelBps = Math.abs(endPrice - lastCrossedLevel) / lastCrossedLevel * 1e4;
+  return {
+    crossed: true,
+    direction: movingUp ? "up" : "down",
+    level: lastCrossedLevel,
+    levelsCrossed,
+    distanceBeyondLevelBps
+  };
+};
+var buildPsychologicalLevelAssetContext = (candles, stepUsd) => {
+  const endCandle = candles[candles.length - 1];
+  if (!endCandle) {
+    return null;
+  }
+  const candlesByTimestamp = new Map(
+    candles.map((item) => [item.timestamp, item])
+  );
+  const windows = Object.fromEntries(
+    Object.entries(PSYCHOLOGICAL_LEVEL_WINDOWS).map(([window, durationMs]) => {
+      const startCandle = candlesByTimestamp.get(
+        endCandle.timestamp - durationMs
+      );
+      return [
+        window,
+        startCandle ? buildPsychologicalLevelWindow(
+          startCandle.close,
+          endCandle.close,
+          stepUsd
+        ) : buildUnavailablePsychologicalLevelWindow()
+      ];
+    })
+  );
+  return {
+    source: "aligned_15m_ohlcv",
+    stepUsd,
+    windows
+  };
+};
 var STRUCTURE_LOOKBACK = 80;
+var BASE_CONTEXT_CANDLE_WINDOW = 256;
 var PIVOT_LEFT_RIGHT = 2;
 var ZONE_ATR_FACTOR = 0.5;
 var PROFILE_BIN_COUNT = 24;
@@ -8439,12 +8518,12 @@ var buildBaseContextSnapshot = ({
   candle,
   prevCandle,
   baseResult,
-  candlesHistory,
-  btcCandlesHistory,
-  ethCandlesHistory = [],
-  closeSeries,
-  volumeSeries,
-  btcCloseSeries,
+  candlesHistory: fullCandlesHistory,
+  btcCandlesHistory: fullBtcCandlesHistory,
+  ethCandlesHistory: fullEthCandlesHistory = [],
+  closeSeries: fullCloseSeries,
+  volumeSeries: fullVolumeSeries,
+  btcCloseSeries: fullBtcCloseSeries,
   coinResampledCandles,
   btcResampledCandles,
   ethResampledCandles,
@@ -8459,6 +8538,16 @@ var buildBaseContextSnapshot = ({
   adaptiveChannel: precomputedAdaptiveChannel,
   psar: precomputedPsar
 }) => {
+  const candlesHistory = fullCandlesHistory.slice(-BASE_CONTEXT_CANDLE_WINDOW);
+  const btcCandlesHistory = fullBtcCandlesHistory.slice(
+    -BASE_CONTEXT_CANDLE_WINDOW
+  );
+  const ethCandlesHistory = fullEthCandlesHistory.slice(
+    -BASE_CONTEXT_CANDLE_WINDOW
+  );
+  const closeSeries = fullCloseSeries.slice(-BASE_CONTEXT_CANDLE_WINDOW);
+  const volumeSeries = fullVolumeSeries.slice(-BASE_CONTEXT_CANDLE_WINDOW);
+  const btcCloseSeries = fullBtcCloseSeries.slice(-BASE_CONTEXT_CANDLE_WINDOW);
   const atr2 = toNullable(baseResult.atr);
   const bbWidthPct = baseResult.bbUpper != null && baseResult.bbLower != null && baseResult.bbMiddle != null && baseResult.bbMiddle !== 0 ? (baseResult.bbUpper - baseResult.bbLower) / baseResult.bbMiddle * 100 : null;
   const atrPctSeries = materializeNumericHistory(
@@ -8616,6 +8705,18 @@ var buildBaseContextSnapshot = ({
     coinCandles: candlesHistory,
     ethCandles: ethCandlesHistory
   }) : null;
+  const btcPsychologicalLevels = buildPsychologicalLevelAssetContext(
+    btcCandlesHistory,
+    1e3
+  );
+  const ethPsychologicalLevels = buildPsychologicalLevelAssetContext(
+    ethCandlesHistory,
+    100
+  );
+  const referencePsychologicalLevels = btcPsychologicalLevels != null || ethPsychologicalLevels != null ? {
+    ...btcPsychologicalLevels != null ? { BTCUSDT: btcPsychologicalLevels } : {},
+    ...ethPsychologicalLevels != null ? { ETHUSDT: ethPsychologicalLevels } : {}
+  } : null;
   const relativeStrength1h = getRelativeChange(
     baseResult.price1hPcnt,
     btc1h.length >= 2 ? percentChange(
@@ -8990,7 +9091,8 @@ var buildBaseContextSnapshot = ({
         )
       },
       targetVsBtc,
-      ...targetVsEth != null ? { targetVsEth } : {}
+      ...targetVsEth != null ? { targetVsEth } : {},
+      ...referencePsychologicalLevels != null ? { referencePsychologicalLevels } : {}
     }
   };
   let cachedMtfSnapshot = null;
@@ -10837,19 +10939,19 @@ var createIndicators = (data, btcData = [], options = {}) => {
             volumeSeries: volumes,
             btcCloseSeries: btcCloses,
             coinResampledCandles: {
-              h1: coin1hCache.snapshot(),
-              h4: coin4hCache.snapshot(),
-              d1: coin1dCache.snapshot()
+              h1: coin1hCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW),
+              h4: coin4hCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW),
+              d1: coin1dCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW)
             },
             btcResampledCandles: {
-              h1: btc1hCache.snapshot(),
-              h4: btc4hCache.snapshot(),
-              d1: btc1dCache.snapshot()
+              h1: btc1hCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW),
+              h4: btc4hCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW),
+              d1: btc1dCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW)
             },
             ethResampledCandles: {
-              h1: eth1hCache.snapshot(),
-              h4: eth4hCache.snapshot(),
-              d1: eth1dCache.snapshot()
+              h1: eth1hCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW),
+              h4: eth4hCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW),
+              d1: eth1dCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW)
             },
             indicatorHistory,
             indicatorPeriods,

package/dist/indicators.mjs

@@ -39,7 +39,7 @@ import {
   toArrayData,
   toCoinalyzeTimestampMs,
   toFiniteNumber
-} from "./chunk-HM7WDSPT.mjs";
+} from "./chunk-HVCNGDPT.mjs";
 import "./chunk-AYC2QVKI.mjs";
 import "./chunk-M7QGVZ3J.mjs";
 import "./chunk-BOETNABM.mjs";

package/dist/strategies.d.mts

@@ -104,8 +104,14 @@ interface CreateStrategyAPIParams {
     isConfigFromBacktest?: Signal['isConfigFromBacktest'];
     sharedReplayKey?: string;
     getSharedReplayState?: StrategySharedReplayStateGetter;
+    loadDecisionBaseContext?: (params: {
+        baseContext: BaseStrategyContextSnapshot | undefined;
+        candle: KlineChartData[number];
+        symbol: Signal['symbol'];
+        interval: Signal['interval'];
+    }) => Promise<BaseStrategyContextSnapshot | undefined>;
 }
-declare const createStrategyAPI: <TIndicators = IndicatorsHistorySnapshot | Record<string, unknown>>({ strategy, symbol, interval, env, connector, cachedData, indicatorsState, isConfigFromBacktest, sharedReplayKey, getSharedReplayState, }: CreateStrategyAPIParams) => StrategyAPI<TIndicators>;
+declare const createStrategyAPI: <TIndicators = IndicatorsHistorySnapshot | Record<string, unknown>>({ strategy, symbol, interval, env, connector, cachedData, indicatorsState, isConfigFromBacktest, sharedReplayKey, getSharedReplayState, loadDecisionBaseContext, }: CreateStrategyAPIParams) => StrategyAPI<TIndicators>;
 
 declare const getSharedStrategyReplayState: <TState>(key: string | undefined, createState: () => TState) => TState;
 declare const releaseStrategyReplayCache: (keyPrefix: string) => void;

package/dist/strategies.d.ts

@@ -104,8 +104,14 @@ interface CreateStrategyAPIParams {
     isConfigFromBacktest?: Signal['isConfigFromBacktest'];
     sharedReplayKey?: string;
     getSharedReplayState?: StrategySharedReplayStateGetter;
+    loadDecisionBaseContext?: (params: {
+        baseContext: BaseStrategyContextSnapshot | undefined;
+        candle: KlineChartData[number];
+        symbol: Signal['symbol'];
+        interval: Signal['interval'];
+    }) => Promise<BaseStrategyContextSnapshot | undefined>;
 }
-declare const createStrategyAPI: <TIndicators = IndicatorsHistorySnapshot | Record<string, unknown>>({ strategy, symbol, interval, env, connector, cachedData, indicatorsState, isConfigFromBacktest, sharedReplayKey, getSharedReplayState, }: CreateStrategyAPIParams) => StrategyAPI<TIndicators>;
+declare const createStrategyAPI: <TIndicators = IndicatorsHistorySnapshot | Record<string, unknown>>({ strategy, symbol, interval, env, connector, cachedData, indicatorsState, isConfigFromBacktest, sharedReplayKey, getSharedReplayState, loadDecisionBaseContext, }: CreateStrategyAPIParams) => StrategyAPI<TIndicators>;
 
 declare const getSharedStrategyReplayState: <TState>(key: string | undefined, createState: () => TState) => TState;
 declare const releaseStrategyReplayCache: (keyPrefix: string) => void;

package/dist/strategies.js

@@ -6416,6 +6416,12 @@ var SESSION_WINDOWS = [
 var FUNDING_WINDOW_STEP_MINUTES = 8 * 60;
 var FUNDING_WINDOW_NEARBY_MINUTES = 60;
 var SESSION_WINDOW_EDGE_MINUTES = 60;
+var BASE_INTERVAL_MS = 15 * 6e4;
+var PSYCHOLOGICAL_LEVEL_WINDOWS = {
+  m15: BASE_INTERVAL_MS,
+  h1: 60 * 6e4,
+  h4: 4 * 60 * 6e4
+};
 var isInsideSession = (minuteUtc, startMinuteUtc, endMinuteUtc) => startMinuteUtc <= endMinuteUtc ? minuteUtc >= startMinuteUtc && minuteUtc < endMinuteUtc : minuteUtc >= startMinuteUtc || minuteUtc < endMinuteUtc;
 var buildSessionContext = (timestamp) => {
   const date = new Date(timestamp);
@@ -6447,7 +6453,80 @@ var buildSessionContext = (timestamp) => {
     isWeekendUtc: dayOfWeekUtc >= 6
   };
 };
+var buildUnavailablePsychologicalLevelWindow = () => ({
+  crossed: null,
+  direction: "unknown",
+  level: null,
+  levelsCrossed: null,
+  distanceBeyondLevelBps: null
+});
+var buildPsychologicalLevelWindow = (startPrice, endPrice, stepUsd) => {
+  if (!Number.isFinite(startPrice) || !Number.isFinite(endPrice) || !Number.isFinite(stepUsd) || startPrice <= 0 || endPrice <= 0 || stepUsd <= 0) {
+    return buildUnavailablePsychologicalLevelWindow();
+  }
+  if (endPrice === startPrice) {
+    return {
+      crossed: false,
+      direction: "none",
+      level: null,
+      levelsCrossed: 0,
+      distanceBeyondLevelBps: null
+    };
+  }
+  const movingUp = endPrice > startPrice;
+  const firstCrossedLevel = movingUp ? (Math.floor(startPrice / stepUsd) + 1) * stepUsd : (Math.ceil(startPrice / stepUsd) - 1) * stepUsd;
+  const lastCrossedLevel = movingUp ? Math.floor(endPrice / stepUsd) * stepUsd : Math.ceil(endPrice / stepUsd) * stepUsd;
+  const crossed = movingUp ? firstCrossedLevel <= lastCrossedLevel : firstCrossedLevel >= lastCrossedLevel;
+  if (!crossed) {
+    return {
+      crossed: false,
+      direction: "none",
+      level: null,
+      levelsCrossed: 0,
+      distanceBeyondLevelBps: null
+    };
+  }
+  const levelsCrossed = Math.round(Math.abs(lastCrossedLevel - firstCrossedLevel) / stepUsd) + 1;
+  const distanceBeyondLevelBps = Math.abs(endPrice - lastCrossedLevel) / lastCrossedLevel * 1e4;
+  return {
+    crossed: true,
+    direction: movingUp ? "up" : "down",
+    level: lastCrossedLevel,
+    levelsCrossed,
+    distanceBeyondLevelBps
+  };
+};
+var buildPsychologicalLevelAssetContext = (candles, stepUsd) => {
+  const endCandle = candles[candles.length - 1];
+  if (!endCandle) {
+    return null;
+  }
+  const candlesByTimestamp = new Map(
+    candles.map((item) => [item.timestamp, item])
+  );
+  const windows = Object.fromEntries(
+    Object.entries(PSYCHOLOGICAL_LEVEL_WINDOWS).map(([window, durationMs]) => {
+      const startCandle = candlesByTimestamp.get(
+        endCandle.timestamp - durationMs
+      );
+      return [
+        window,
+        startCandle ? buildPsychologicalLevelWindow(
+          startCandle.close,
+          endCandle.close,
+          stepUsd
+        ) : buildUnavailablePsychologicalLevelWindow()
+      ];
+    })
+  );
+  return {
+    source: "aligned_15m_ohlcv",
+    stepUsd,
+    windows
+  };
+};
 var STRUCTURE_LOOKBACK = 80;
+var BASE_CONTEXT_CANDLE_WINDOW = 256;
 var PIVOT_LEFT_RIGHT = 2;
 var ZONE_ATR_FACTOR = 0.5;
 var PROFILE_BIN_COUNT = 24;
@@ -7871,12 +7950,12 @@ var buildBaseContextSnapshot = ({
   candle,
   prevCandle,
   baseResult,
-  candlesHistory,
-  btcCandlesHistory,
-  ethCandlesHistory = [],
-  closeSeries,
-  volumeSeries,
-  btcCloseSeries,
+  candlesHistory: fullCandlesHistory,
+  btcCandlesHistory: fullBtcCandlesHistory,
+  ethCandlesHistory: fullEthCandlesHistory = [],
+  closeSeries: fullCloseSeries,
+  volumeSeries: fullVolumeSeries,
+  btcCloseSeries: fullBtcCloseSeries,
   coinResampledCandles,
   btcResampledCandles,
   ethResampledCandles,
@@ -7891,6 +7970,16 @@ var buildBaseContextSnapshot = ({
   adaptiveChannel: precomputedAdaptiveChannel,
   psar: precomputedPsar
 }) => {
+  const candlesHistory = fullCandlesHistory.slice(-BASE_CONTEXT_CANDLE_WINDOW);
+  const btcCandlesHistory = fullBtcCandlesHistory.slice(
+    -BASE_CONTEXT_CANDLE_WINDOW
+  );
+  const ethCandlesHistory = fullEthCandlesHistory.slice(
+    -BASE_CONTEXT_CANDLE_WINDOW
+  );
+  const closeSeries = fullCloseSeries.slice(-BASE_CONTEXT_CANDLE_WINDOW);
+  const volumeSeries = fullVolumeSeries.slice(-BASE_CONTEXT_CANDLE_WINDOW);
+  const btcCloseSeries = fullBtcCloseSeries.slice(-BASE_CONTEXT_CANDLE_WINDOW);
   const atr2 = toNullable(baseResult.atr);
   const bbWidthPct = baseResult.bbUpper != null && baseResult.bbLower != null && baseResult.bbMiddle != null && baseResult.bbMiddle !== 0 ? (baseResult.bbUpper - baseResult.bbLower) / baseResult.bbMiddle * 100 : null;
   const atrPctSeries = materializeNumericHistory(
@@ -8048,6 +8137,18 @@ var buildBaseContextSnapshot = ({
     coinCandles: candlesHistory,
     ethCandles: ethCandlesHistory
   }) : null;
+  const btcPsychologicalLevels = buildPsychologicalLevelAssetContext(
+    btcCandlesHistory,
+    1e3
+  );
+  const ethPsychologicalLevels = buildPsychologicalLevelAssetContext(
+    ethCandlesHistory,
+    100
+  );
+  const referencePsychologicalLevels = btcPsychologicalLevels != null || ethPsychologicalLevels != null ? {
+    ...btcPsychologicalLevels != null ? { BTCUSDT: btcPsychologicalLevels } : {},
+    ...ethPsychologicalLevels != null ? { ETHUSDT: ethPsychologicalLevels } : {}
+  } : null;
   const relativeStrength1h = getRelativeChange(
     baseResult.price1hPcnt,
     btc1h.length >= 2 ? percentChange(
@@ -8422,7 +8523,8 @@ var buildBaseContextSnapshot = ({
         )
       },
       targetVsBtc,
-      ...targetVsEth != null ? { targetVsEth } : {}
+      ...targetVsEth != null ? { targetVsEth } : {},
+      ...referencePsychologicalLevels != null ? { referencePsychologicalLevels } : {}
     }
   };
   let cachedMtfSnapshot = null;
@@ -10136,19 +10238,19 @@ var createIndicators = (data, btcData = [], options = {}) => {
             volumeSeries: volumes,
             btcCloseSeries: btcCloses,
             coinResampledCandles: {
-              h1: coin1hCache.snapshot(),
-              h4: coin4hCache.snapshot(),
-              d1: coin1dCache.snapshot()
+              h1: coin1hCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW),
+              h4: coin4hCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW),
+              d1: coin1dCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW)
             },
             btcResampledCandles: {
-              h1: btc1hCache.snapshot(),
-              h4: btc4hCache.snapshot(),
-              d1: btc1dCache.snapshot()
+              h1: btc1hCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW),
+              h4: btc4hCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW),
+              d1: btc1dCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW)
             },
             ethResampledCandles: {
-              h1: eth1hCache.snapshot(),
-              h4: eth4hCache.snapshot(),
-              d1: eth1dCache.snapshot()
+              h1: eth1hCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW),
+              h4: eth4hCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW),
+              d1: eth1dCache.snapshot().slice(-ML_BASE_CANDLES_WINDOW)
             },
             indicatorHistory,
             indicatorPeriods,
@@ -10835,6 +10937,7 @@ var createStrategyIndicatorsState = ({
     // Lazy bootstrap for live mode: initialize on history before current bar and then apply current bar once.
     ensureInitializedWithCurrentBar: ensureControllerInitialized,
     snapshot: (options) => ensureControllerInitialized().snapshot(options),
+    latestSnapshot: () => ensureControllerInitialized().latestSnapshot(),
     latestNumber: (key) => ensureControllerInitialized().latestNumber(key)
   };
 };
@@ -11236,6 +11339,7 @@ var pushWhen = (items, condition, item) => {
     items.push(item);
   }
 };
+var HYPERLIQUID_WHALE_GATE_MIN_NOTIONAL_USD = 5e4;
 var buildBaseContextGateFeatures = ({
   baseContext,
   direction,
@@ -11253,6 +11357,7 @@ var buildBaseContextGateFeatures = ({
   const volume = baseContext.participation?.volume;
   const delta = baseContext.participation?.delta;
   const tradeFlow = baseContext.participation?.tradeFlow;
+  const hyperliquidWhales = baseContext.participation?.hyperliquidWhales;
   const volumeStructure = baseContext.participation?.volumeStructure;
   const relative = baseContext.relative?.benchmark;
   const marketBreadth = baseContext.relative?.marketBreadth;
@@ -11300,10 +11405,36 @@ var buildBaseContextGateFeatures = ({
   const referenceTradeFlowBuyPressurePct = asFiniteNumberOrNull(
     primaryReferenceTradeFlow?.buyPressurePct
   );
+  const rawHyperliquidWhaleBuySharePct = asFiniteNumberOrNull(
+    hyperliquidWhales?.buySharePct
+  );
+  const rawHyperliquidWhaleNetNotionalUsd = asFiniteNumberOrNull(
+    hyperliquidWhales?.netNotionalUsd
+  );
+  const rawHyperliquidWhaleUniqueCount = asFiniteNumberOrNull(
+    hyperliquidWhales?.uniqueWhales
+  );
+  const hyperliquidWhaleCoveredCount = asFiniteNumberOrNull(
+    hyperliquidWhales?.coveredWhales
+  );
+  const hyperliquidWhaleExpectedCount = asFiniteNumberOrNull(
+    hyperliquidWhales?.expectedWhales
+  );
+  const hyperliquidWhaleCoveragePct = asFiniteNumberOrNull(
+    hyperliquidWhales?.coveragePct
+  );
+  const hyperliquidWhaleCoverageSufficient = typeof hyperliquidWhales?.coverageSufficient === "boolean" ? hyperliquidWhales.coverageSufficient : null;
+  const hyperliquidWhaleBuySharePct = hyperliquidWhaleCoverageSufficient === true ? rawHyperliquidWhaleBuySharePct : null;
+  const hyperliquidWhaleNetNotionalUsd = hyperliquidWhaleCoverageSufficient === true ? rawHyperliquidWhaleNetNotionalUsd : null;
+  const hyperliquidWhaleUniqueCount = hyperliquidWhaleCoverageSufficient === true ? rawHyperliquidWhaleUniqueCount : null;
+  const hyperliquidWhaleNotionalUsd = hyperliquidWhaleCoverageSufficient === true ? (asFiniteNumberOrNull(hyperliquidWhales?.buyNotionalUsd) ?? 0) + (asFiniteNumberOrNull(hyperliquidWhales?.sellNotionalUsd) ?? 0) : null;
+  const hyperliquidWhaleSufficientActivity = hyperliquidWhales == null || hyperliquidWhales.stale || hyperliquidWhaleCoverageSufficient !== true ? null : (hyperliquidWhaleNotionalUsd ?? 0) >= HYPERLIQUID_WHALE_GATE_MIN_NOTIONAL_USD;
   const deltaDivergenceVsPrice = asStringOrNull(delta?.deltaDivergenceVsPrice);
   const deltaBias = deltaDivergenceVsPrice === "bullish" || deltaDivergenceVsPrice === "bearish" ? deltaDivergenceVsPrice === "bullish" ? "bull" : "bear" : toPressureBias(buyPressurePct);
   const tradeFlowBias = tradeFlow?.stale ? "unknown" : toPressureBias(tradeFlowBuyPressurePct);
   const referenceTradeFlowBias = primaryReferenceTradeFlow?.stale ? "unknown" : toPressureBias(referenceTradeFlowBuyPressurePct);
+  const hyperliquidWhaleFlowStale = typeof hyperliquidWhales?.stale === "boolean" ? hyperliquidWhales.stale : null;
+  const hyperliquidWhaleFlowBias = hyperliquidWhaleSufficientActivity !== true ? "unknown" : toPressureBias(hyperliquidWhaleBuySharePct);
   const deltaAligned = toBiasAligned({ direction, bias: deltaBias });
   const tradeFlowAligned = toBiasAligned({
     direction,
@@ -11313,6 +11444,10 @@ var buildBaseContextGateFeatures = ({
     direction,
     bias: referenceTradeFlowBias
   });
+  const hyperliquidWhaleFlowAligned = toBiasAligned({
+    direction,
+    bias: hyperliquidWhaleFlowBias
+  });
   const benchmarkTrendAlignment = relative?.trendAlignment ?? "unknown";
   const relativeStrength1h = asFiniteNumberOrNull(relative?.relativeStrength1h);
   const relativeStrengthBucket = toRelativeStrengthBucket({
@@ -11420,6 +11555,11 @@ var buildBaseContextGateFeatures = ({
   pushWhen(confirmations, (volumeRel20 ?? 0) >= 1.5, "volume_expansion");
   pushWhen(confirmations, deltaAligned === true, "delta_aligned");
   pushWhen(confirmations, tradeFlowAligned === true, "trade_flow_aligned");
+  pushWhen(
+    confirmations,
+    hyperliquidWhaleFlowAligned === true,
+    "hyperliquid_whales_aligned"
+  );
   pushWhen(
     confirmations,
     referenceTradeFlowAligned === true,
@@ -11494,6 +11634,11 @@ var buildBaseContextGateFeatures = ({
   pushWhen(conflicts, btcAltRegimeAligned === false, "btc_alt_regime_against");
   pushWhen(conflicts, deltaAligned === false, "delta_against");
   pushWhen(conflicts, tradeFlowAligned === false, "trade_flow_against");
+  pushWhen(
+    conflicts,
+    hyperliquidWhaleFlowAligned === false,
+    "hyperliquid_whales_against"
+  );
   pushWhen(
     conflicts,
     referenceTradeFlowAligned === false,
@@ -11519,6 +11664,7 @@ var buildBaseContextGateFeatures = ({
       volumeRel20 == null ? null : volumeRel20 >= 1.5,
       deltaAligned,
       tradeFlowAligned,
+      hyperliquidWhaleFlowAligned,
       referenceTradeFlowAligned,
       volumeStructureAligned
     ]),
@@ -11624,6 +11770,17 @@ var buildBaseContextGateFeatures = ({
       deltaAligned,
       tradeFlowBuyPressurePct,
       tradeFlowAligned,
+      hyperliquidWhaleBuySharePct,
+      hyperliquidWhaleNetNotionalUsd,
+      hyperliquidWhaleUniqueCount,
+      hyperliquidWhaleCoveredCount,
+      hyperliquidWhaleExpectedCount,
+      hyperliquidWhaleCoveragePct,
+      hyperliquidWhaleCoverageSufficient,
+      hyperliquidWhaleNotionalUsd,
+      hyperliquidWhaleSufficientActivity,
+      hyperliquidWhaleFlowAligned,
+      hyperliquidWhaleFlowStale,
       referenceTradeFlowBuyPressurePct,
       referenceTradeFlowAligned,
       volumeStructureAligned
@@ -11836,7 +11993,8 @@ var createStrategyAPI = ({
   indicatorsState,
   isConfigFromBacktest,
   sharedReplayKey,
-  getSharedReplayState
+  getSharedReplayState,
+  loadDecisionBaseContext
 }) => {
   const isBacktestEnv = env === "BACKTEST";
   const barCache = {
@@ -11844,6 +12002,7 @@ var createStrategyAPI = ({
     currentPosition: void 0
   };
   let currentIndicatorsContextCache;
+  let decisionBaseContextCache;
   const getCurrentBarTimestamp = () => {
     const lastCandle = cachedData[cachedData.length - 1];
     return typeof lastCandle?.timestamp === "number" ? lastCandle.timestamp : null;
@@ -11875,6 +12034,7 @@ var createStrategyAPI = ({
     barCache.timestamp = currentBarTimestamp;
     barCache.currentPosition = void 0;
     currentIndicatorsContextCache = void 0;
+    decisionBaseContextCache = void 0;
   };
   const getCurrentPosition = () => {
     if (!isBacktestEnv) {
@@ -11911,7 +12071,44 @@ var createStrategyAPI = ({
     };
     return context;
   };
-  const getBaseContext = () => getCurrentIndicatorsContext().baseContext;
+  const getBaseContext = () => {
+    ensureBarCache();
+    const cacheKey = getCurrentIndicatorsCacheKey();
+    if (currentIndicatorsContextCache?.key === cacheKey) {
+      return currentIndicatorsContextCache.context.baseContext;
+    }
+    if (!indicatorsState?.latestSnapshot) {
+      return getCurrentIndicatorsContext().baseContext;
+    }
+    indicatorsState?.onBar();
+    const latestBaseContext = getBaseContextFromIndicators(
+      indicatorsState.latestSnapshot()
+    );
+    return latestBaseContext ?? getCurrentIndicatorsContext().baseContext;
+  };
+  const getDecisionBaseContext = () => {
+    ensureBarCache();
+    const baseContext = getBaseContext();
+    if (!loadDecisionBaseContext) {
+      return Promise.resolve(baseContext);
+    }
+    const candle = cachedData[cachedData.length - 1];
+    if (!candle) {
+      return Promise.resolve(baseContext);
+    }
+    const cacheKey = getCurrentIndicatorsCacheKey();
+    if (decisionBaseContextCache?.key === cacheKey) {
+      return decisionBaseContextCache.context;
+    }
+    const context = loadDecisionBaseContext({
+      baseContext,
+      candle,
+      symbol,
+      interval
+    });
+    decisionBaseContextCache = { key: cacheKey, context };
+    return context;
+  };
   const resolveDecisionPriceContext = () => {
     const candle = cachedData[cachedData.length - 1];
     if (!candle || !isFiniteNumber3(candle.timestamp) || !isFiniteNumber3(candle.close)) {
@@ -12001,6 +12198,7 @@ var createStrategyAPI = ({
     }),
     getCurrentIndicatorsContext,
     getBaseContext,
+    getDecisionBaseContext,
     getDecisionPriceContext,
     getCurrentPosition,
     getDirectionalTpSlPrices: (params) => getDirectionalTpSlPrices(params),

package/dist/strategies.mjs

@@ -1,7 +1,7 @@
 import {
   createIndicators,
   getRequiredControllerSeedWindow
-} from "./chunk-HM7WDSPT.mjs";
+} from "./chunk-HVCNGDPT.mjs";
 import "./chunk-AYC2QVKI.mjs";
 import "./chunk-M7QGVZ3J.mjs";
 import {
@@ -297,6 +297,7 @@ var createStrategyIndicatorsState = ({
     // Lazy bootstrap for live mode: initialize on history before current bar and then apply current bar once.
     ensureInitializedWithCurrentBar: ensureControllerInitialized,
     snapshot: (options) => ensureControllerInitialized().snapshot(options),
+    latestSnapshot: () => ensureControllerInitialized().latestSnapshot(),
     latestNumber: (key) => ensureControllerInitialized().latestNumber(key)
   };
 };
@@ -691,6 +692,7 @@ var pushWhen = (items, condition, item) => {
     items.push(item);
   }
 };
+var HYPERLIQUID_WHALE_GATE_MIN_NOTIONAL_USD = 5e4;
 var buildBaseContextGateFeatures = ({
   baseContext,
   direction,
@@ -708,6 +710,7 @@ var buildBaseContextGateFeatures = ({
   const volume = baseContext.participation?.volume;
   const delta = baseContext.participation?.delta;
   const tradeFlow = baseContext.participation?.tradeFlow;
+  const hyperliquidWhales = baseContext.participation?.hyperliquidWhales;
   const volumeStructure = baseContext.participation?.volumeStructure;
   const relative = baseContext.relative?.benchmark;
   const marketBreadth = baseContext.relative?.marketBreadth;
@@ -755,10 +758,36 @@ var buildBaseContextGateFeatures = ({
   const referenceTradeFlowBuyPressurePct = asFiniteNumberOrNull(
     primaryReferenceTradeFlow?.buyPressurePct
   );
+  const rawHyperliquidWhaleBuySharePct = asFiniteNumberOrNull(
+    hyperliquidWhales?.buySharePct
+  );
+  const rawHyperliquidWhaleNetNotionalUsd = asFiniteNumberOrNull(
+    hyperliquidWhales?.netNotionalUsd
+  );
+  const rawHyperliquidWhaleUniqueCount = asFiniteNumberOrNull(
+    hyperliquidWhales?.uniqueWhales
+  );
+  const hyperliquidWhaleCoveredCount = asFiniteNumberOrNull(
+    hyperliquidWhales?.coveredWhales
+  );
+  const hyperliquidWhaleExpectedCount = asFiniteNumberOrNull(
+    hyperliquidWhales?.expectedWhales
+  );
+  const hyperliquidWhaleCoveragePct = asFiniteNumberOrNull(
+    hyperliquidWhales?.coveragePct
+  );
+  const hyperliquidWhaleCoverageSufficient = typeof hyperliquidWhales?.coverageSufficient === "boolean" ? hyperliquidWhales.coverageSufficient : null;
+  const hyperliquidWhaleBuySharePct = hyperliquidWhaleCoverageSufficient === true ? rawHyperliquidWhaleBuySharePct : null;
+  const hyperliquidWhaleNetNotionalUsd = hyperliquidWhaleCoverageSufficient === true ? rawHyperliquidWhaleNetNotionalUsd : null;
+  const hyperliquidWhaleUniqueCount = hyperliquidWhaleCoverageSufficient === true ? rawHyperliquidWhaleUniqueCount : null;
+  const hyperliquidWhaleNotionalUsd = hyperliquidWhaleCoverageSufficient === true ? (asFiniteNumberOrNull(hyperliquidWhales?.buyNotionalUsd) ?? 0) + (asFiniteNumberOrNull(hyperliquidWhales?.sellNotionalUsd) ?? 0) : null;
+  const hyperliquidWhaleSufficientActivity = hyperliquidWhales == null || hyperliquidWhales.stale || hyperliquidWhaleCoverageSufficient !== true ? null : (hyperliquidWhaleNotionalUsd ?? 0) >= HYPERLIQUID_WHALE_GATE_MIN_NOTIONAL_USD;
   const deltaDivergenceVsPrice = asStringOrNull(delta?.deltaDivergenceVsPrice);
   const deltaBias = deltaDivergenceVsPrice === "bullish" || deltaDivergenceVsPrice === "bearish" ? deltaDivergenceVsPrice === "bullish" ? "bull" : "bear" : toPressureBias(buyPressurePct);
   const tradeFlowBias = tradeFlow?.stale ? "unknown" : toPressureBias(tradeFlowBuyPressurePct);
   const referenceTradeFlowBias = primaryReferenceTradeFlow?.stale ? "unknown" : toPressureBias(referenceTradeFlowBuyPressurePct);
+  const hyperliquidWhaleFlowStale = typeof hyperliquidWhales?.stale === "boolean" ? hyperliquidWhales.stale : null;
+  const hyperliquidWhaleFlowBias = hyperliquidWhaleSufficientActivity !== true ? "unknown" : toPressureBias(hyperliquidWhaleBuySharePct);
   const deltaAligned = toBiasAligned({ direction, bias: deltaBias });
   const tradeFlowAligned = toBiasAligned({
     direction,
@@ -768,6 +797,10 @@ var buildBaseContextGateFeatures = ({
     direction,
     bias: referenceTradeFlowBias
   });
+  const hyperliquidWhaleFlowAligned = toBiasAligned({
+    direction,
+    bias: hyperliquidWhaleFlowBias
+  });
   const benchmarkTrendAlignment = relative?.trendAlignment ?? "unknown";
   const relativeStrength1h = asFiniteNumberOrNull(relative?.relativeStrength1h);
   const relativeStrengthBucket = toRelativeStrengthBucket({
@@ -875,6 +908,11 @@ var buildBaseContextGateFeatures = ({
   pushWhen(confirmations, (volumeRel20 ?? 0) >= 1.5, "volume_expansion");
   pushWhen(confirmations, deltaAligned === true, "delta_aligned");
   pushWhen(confirmations, tradeFlowAligned === true, "trade_flow_aligned");
+  pushWhen(
+    confirmations,
+    hyperliquidWhaleFlowAligned === true,
+    "hyperliquid_whales_aligned"
+  );
   pushWhen(
     confirmations,
     referenceTradeFlowAligned === true,
@@ -949,6 +987,11 @@ var buildBaseContextGateFeatures = ({
   pushWhen(conflicts, btcAltRegimeAligned === false, "btc_alt_regime_against");
   pushWhen(conflicts, deltaAligned === false, "delta_against");
   pushWhen(conflicts, tradeFlowAligned === false, "trade_flow_against");
+  pushWhen(
+    conflicts,
+    hyperliquidWhaleFlowAligned === false,
+    "hyperliquid_whales_against"
+  );
   pushWhen(
     conflicts,
     referenceTradeFlowAligned === false,
@@ -974,6 +1017,7 @@ var buildBaseContextGateFeatures = ({
       volumeRel20 == null ? null : volumeRel20 >= 1.5,
       deltaAligned,
       tradeFlowAligned,
+      hyperliquidWhaleFlowAligned,
       referenceTradeFlowAligned,
       volumeStructureAligned
     ]),
@@ -1079,6 +1123,17 @@ var buildBaseContextGateFeatures = ({
       deltaAligned,
       tradeFlowBuyPressurePct,
       tradeFlowAligned,
+      hyperliquidWhaleBuySharePct,
+      hyperliquidWhaleNetNotionalUsd,
+      hyperliquidWhaleUniqueCount,
+      hyperliquidWhaleCoveredCount,
+      hyperliquidWhaleExpectedCount,
+      hyperliquidWhaleCoveragePct,
+      hyperliquidWhaleCoverageSufficient,
+      hyperliquidWhaleNotionalUsd,
+      hyperliquidWhaleSufficientActivity,
+      hyperliquidWhaleFlowAligned,
+      hyperliquidWhaleFlowStale,
       referenceTradeFlowBuyPressurePct,
       referenceTradeFlowAligned,
       volumeStructureAligned
@@ -1291,7 +1346,8 @@ var createStrategyAPI = ({
   indicatorsState,
   isConfigFromBacktest,
   sharedReplayKey,
-  getSharedReplayState
+  getSharedReplayState,
+  loadDecisionBaseContext
 }) => {
   const isBacktestEnv = env === "BACKTEST";
   const barCache = {
@@ -1299,6 +1355,7 @@ var createStrategyAPI = ({
     currentPosition: void 0
   };
   let currentIndicatorsContextCache;
+  let decisionBaseContextCache;
   const getCurrentBarTimestamp = () => {
     const lastCandle = cachedData[cachedData.length - 1];
     return typeof lastCandle?.timestamp === "number" ? lastCandle.timestamp : null;
@@ -1330,6 +1387,7 @@ var createStrategyAPI = ({
     barCache.timestamp = currentBarTimestamp;
     barCache.currentPosition = void 0;
     currentIndicatorsContextCache = void 0;
+    decisionBaseContextCache = void 0;
   };
   const getCurrentPosition = () => {
     if (!isBacktestEnv) {
@@ -1366,7 +1424,44 @@ var createStrategyAPI = ({
     };
     return context;
   };
-  const getBaseContext = () => getCurrentIndicatorsContext().baseContext;
+  const getBaseContext = () => {
+    ensureBarCache();
+    const cacheKey = getCurrentIndicatorsCacheKey();
+    if (currentIndicatorsContextCache?.key === cacheKey) {
+      return currentIndicatorsContextCache.context.baseContext;
+    }
+    if (!indicatorsState?.latestSnapshot) {
+      return getCurrentIndicatorsContext().baseContext;
+    }
+    indicatorsState?.onBar();
+    const latestBaseContext = getBaseContextFromIndicators(
+      indicatorsState.latestSnapshot()
+    );
+    return latestBaseContext ?? getCurrentIndicatorsContext().baseContext;
+  };
+  const getDecisionBaseContext = () => {
+    ensureBarCache();
+    const baseContext = getBaseContext();
+    if (!loadDecisionBaseContext) {
+      return Promise.resolve(baseContext);
+    }
+    const candle = cachedData[cachedData.length - 1];
+    if (!candle) {
+      return Promise.resolve(baseContext);
+    }
+    const cacheKey = getCurrentIndicatorsCacheKey();
+    if (decisionBaseContextCache?.key === cacheKey) {
+      return decisionBaseContextCache.context;
+    }
+    const context = loadDecisionBaseContext({
+      baseContext,
+      candle,
+      symbol,
+      interval
+    });
+    decisionBaseContextCache = { key: cacheKey, context };
+    return context;
+  };
   const resolveDecisionPriceContext = () => {
     const candle = cachedData[cachedData.length - 1];
     if (!candle || !isFiniteNumber(candle.timestamp) || !isFiniteNumber(candle.close)) {
@@ -1456,6 +1551,7 @@ var createStrategyAPI = ({
     }),
     getCurrentIndicatorsContext,
     getBaseContext,
+    getDecisionBaseContext,
     getDecisionPriceContext,
     getCurrentPosition,
     getDirectionalTpSlPrices: (params) => getDirectionalTpSlPrices(params),

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/core",
-  "version": "2.0.12",
+  "version": "2.0.14",
   "description": "MIT-licensed browser-safe API for TradeJS config, strategy authoring, figures, and shared helpers.",
   "keywords": [
     "tradejs",
@@ -100,7 +100,7 @@
     }
   },
   "dependencies": {
-    "@tradejs/types": "^2.0.12",
+    "@tradejs/types": "^2.0.14",
     "date-fns": "^3.6.0",
     "fast-technical-indicators": "^1.1.4",
     "klinecharts": "10.0.0-alpha9",