@tradejs/infra 1.0.6 → 1.0.8

package/dist/{chunk-EFARW5QE.mjs → chunk-DSTV67R5.mjs}

@@ -1,6 +1,8 @@
 // src/redis.ts
+import { randomBytes } from "crypto";
 import Redis from "ioredis";
 var TTL_1D = 86400;
+var SCREENSHOT_TOKEN_TTL_SECONDS = 15 * 60;
 var toJson = (value) => JSON.stringify(value);
 var logger = {
   log: (level, message, ...args) => {
@@ -256,6 +258,36 @@ var setData = async (key, data, options = {}) => {
     }
   }
 };
+var createScreenshotSessionToken = async (userName) => {
+  const token = randomBytes(24).toString("hex");
+  await setData(
+    redisKeys.screenshotSessionToken(token),
+    {
+      userName,
+      createdAt: (/* @__PURE__ */ new Date()).toISOString()
+    },
+    {
+      expire: SCREENSHOT_TOKEN_TTL_SECONDS
+    }
+  );
+  return token;
+};
+var consumeScreenshotSessionToken = async (token) => {
+  const normalizedToken = token.trim();
+  if (!normalizedToken) {
+    return null;
+  }
+  const key = redisKeys.screenshotSessionToken(normalizedToken);
+  const payload = await getData(
+    key,
+    null
+  );
+  if (!payload?.userName) {
+    return null;
+  }
+  await delKey(key);
+  return payload.userName;
+};
 var redisKeys = {
   users: () => "users:index:",
   user: (userName) => `users:index:${userName}`,
@@ -270,14 +302,28 @@ var redisKeys = {
   testOrders: (userName, strategyName, testName) => `users:${userName}:tests:${strategyName}:${testName}:orders`,
   testConfig: (userName, strategyName, testName) => `users:${userName}:tests:${strategyName}:${testName}:config`,
   testStat: (userName, strategyName, testName) => `users:${userName}:tests:${strategyName}:${testName}:stat`,
+  testSummaries: (userName) => `users:${userName}:tests:index:summary`,
   cacheChunk: (userName, chunkId) => `users:${userName}:cache:tests:chunks:${chunkId}`,
   cacheOrders: (userName, orderLogId) => `users:${userName}:cache:tests:orders:${orderLogId}`,
   cachePositions: (userName, orderLogId) => `users:${userName}:cache:tests:positions:${orderLogId}`,
   signal: (symbol, signalId) => `signals:${symbol}:${signalId}`,
   signalsBySymbol: (symbol) => `signals:${symbol}:`,
   storeSignal: (symbol, signalId) => `store:signals:${symbol}:${signalId}`,
+  runtimeSignals: (userName) => `users:${userName}:runtime:signals:`,
+  runtimeSignal: (userName, signalId) => `users:${userName}:runtime:signals:${signalId}`,
+  runtimeSignalEvaluations: (userName) => `users:${userName}:runtime:signal-evaluations:`,
+  runtimeSignalEvaluation: (userName, evaluationId) => `users:${userName}:runtime:signal-evaluations:${evaluationId}`,
+  runtimeTrades: (userName) => `users:${userName}:runtime:trade-records:`,
+  runtimeTrade: (userName, orderId) => `users:${userName}:runtime:trade-records:${orderId}`,
+  runtimeActiveTrades: (userName) => `users:${userName}:runtime:active-trades:`,
+  runtimeActiveTrade: (userName, symbol) => `users:${userName}:runtime:active-trades:${symbol}`,
+  aiChatHistory: (userName, symbolKey) => `users:${userName}:ai:chats:${symbolKey}`,
   analysis: (symbol, signalId) => `analysis:${symbol}:${signalId}`,
+  screenshotSessionToken: (token) => `auth:screenshot:${token}`,
   backtestResults: (userName, config, timestamp) => `users:${userName}:backtests:results:${config}:${timestamp}`,
+  researchRuns: (userName) => `users:${userName}:research:runs:`,
+  researchRun: (userName, runId) => `users:${userName}:research:runs:${runId}`,
+  researchLatestRun: (userName, strategyName) => `users:${userName}:research:latest:${strategyName}`,
   mlSignalsByStrategy: (strategyName) => `ml:${strategyName}:signals:`,
   mlSignals: () => "ml:",
   mlSignal: (strategyName, signalId) => `ml:${strategyName}:signals:${signalId}`,
@@ -293,5 +339,7 @@ export {
   RedisWriteBlockedError,
   delKeyWithOptions,
   setData,
+  createScreenshotSessionToken,
+  consumeScreenshotSessionToken,
   redisKeys
 };

package/dist/chunk-DTCLZIBM.mjs

@@ -0,0 +1,163 @@
+import {
+  AI_CUSTOM_ENDPOINT_VALUE
+} from "./chunk-XQ3YBULV.mjs";
+
+// src/aiModels.ts
+var AI_CUSTOM_MODEL_VALUE = "__custom_model__";
+var OPENAI_ENDPOINT = "https://api.openai.com/v1";
+var ANTHROPIC_ENDPOINT = "https://api.anthropic.com/v1";
+var OPENROUTER_ENDPOINT = "https://openrouter.ai/api/v1";
+var GEMINI_ENDPOINT = "https://generativelanguage.googleapis.com/v1beta/openai";
+var TOGETHER_ENDPOINT = "https://api.together.xyz/v1";
+var GROQ_ENDPOINT = "https://api.groq.com/openai/v1";
+var XAI_ENDPOINT = "https://api.x.ai/v1";
+var QWEN_INTL_ENDPOINT = "https://dashscope-intl.aliyuncs.com/compatible-mode/v1";
+var QWEN_CN_ENDPOINT = "https://dashscope.aliyuncs.com/compatible-mode/v1";
+var QWEN_US_ENDPOINT = "https://dashscope-us.aliyuncs.com/compatible-mode/v1";
+var PERPLEXITY_ENDPOINT = "https://api.perplexity.ai";
+var KIMI_ENDPOINT = "https://api.moonshot.ai/v1";
+var PROXY_API_ENDPOINT = "https://openai.api.proxyapi.ru/v1";
+var AI_MODEL_OPTIONS_BY_ENDPOINT = {
+  [OPENAI_ENDPOINT]: [
+    { label: "GPT-5 mini", value: "gpt-5-mini" },
+    { label: "GPT-5", value: "gpt-5" },
+    { label: "GPT-5.2", value: "gpt-5.2" },
+    { label: "GPT-4.1", value: "gpt-4.1" },
+    { label: "GPT-4o", value: "gpt-4o" }
+  ],
+  [ANTHROPIC_ENDPOINT]: [
+    { label: "Claude Sonnet 4", value: "claude-sonnet-4-20250514" },
+    { label: "Claude Opus 4.1", value: "claude-opus-4-1-20250805" },
+    { label: "Claude Opus 4", value: "claude-opus-4-20250514" },
+    { label: "Claude 3.7 Sonnet", value: "claude-3-7-sonnet-20250219" },
+    { label: "Claude 3.5 Haiku", value: "claude-3-5-haiku-20241022" }
+  ],
+  [OPENROUTER_ENDPOINT]: [
+    { label: "OpenAI GPT-5", value: "openai/gpt-5" },
+    { label: "Anthropic Claude Sonnet 4", value: "anthropic/claude-sonnet-4" },
+    { label: "Google Gemini 2.5 Pro", value: "google/gemini-2.5-pro" },
+    { label: "OpenAI GPT-5 mini", value: "openai/gpt-5-mini" },
+    {
+      label: "DeepSeek V3.1",
+      value: "deepseek/deepseek-chat-v3.1"
+    }
+  ],
+  [GEMINI_ENDPOINT]: [
+    { label: "Gemini 2.5 Pro", value: "gemini-2.5-pro" },
+    { label: "Gemini 2.5 Flash", value: "gemini-2.5-flash" },
+    { label: "Gemini 2.5 Flash-Lite", value: "gemini-2.5-flash-lite" },
+    { label: "Gemini 2.0 Flash", value: "gemini-2.0-flash" },
+    { label: "Gemini 2.0 Flash-Lite", value: "gemini-2.0-flash-lite" }
+  ],
+  [TOGETHER_ENDPOINT]: [
+    { label: "DeepSeek V3.1", value: "deepseek-ai/DeepSeek-V3.1" },
+    {
+      label: "Qwen3 Coder 480B",
+      value: "Qwen/Qwen3-Coder-480B-A35B-Instruct-FP8"
+    },
+    {
+      label: "Llama 4 Maverick",
+      value: "meta-llama/Llama-4-Maverick-17B-128E-Instruct-FP8"
+    },
+    { label: "DeepSeek V3", value: "deepseek-ai/DeepSeek-V3" },
+    {
+      label: "Llama 3.3 70B Turbo",
+      value: "meta-llama/Llama-3.3-70B-Instruct-Turbo"
+    }
+  ],
+  [GROQ_ENDPOINT]: [
+    { label: "GPT-OSS 120B", value: "openai/gpt-oss-120b" },
+    {
+      label: "Llama 4 Scout",
+      value: "meta-llama/llama-4-scout-17b-16e-instruct"
+    },
+    { label: "Qwen3 32B", value: "qwen/qwen3-32b" },
+    { label: "Llama 3.3 70B", value: "llama-3.3-70b-versatile" },
+    { label: "Llama 3.1 8B Instant", value: "llama-3.1-8b-instant" }
+  ],
+  [XAI_ENDPOINT]: [
+    { label: "Grok 4 Fast Reasoning", value: "grok-4-fast-reasoning" },
+    { label: "Grok 4 Fast Non-Reasoning", value: "grok-4-fast-non-reasoning" },
+    { label: "Grok Code Fast 1", value: "grok-code-fast-1" },
+    { label: "Grok 4", value: "grok-4-0709" },
+    { label: "Grok 3 Mini", value: "grok-3-mini" }
+  ],
+  [QWEN_INTL_ENDPOINT]: [
+    { label: "Qwen Plus Latest", value: "qwen-plus-latest" },
+    { label: "Qwen Turbo Latest", value: "qwen-turbo-latest" },
+    { label: "Qwen Max Latest", value: "qwen-max-latest" },
+    { label: "Qwen3 Coder Plus", value: "qwen3-coder-plus" },
+    { label: "Qwen3 Coder Next", value: "qwen3-coder-next" }
+  ],
+  [QWEN_CN_ENDPOINT]: [
+    { label: "Qwen Plus Latest", value: "qwen-plus-latest" },
+    { label: "Qwen Turbo Latest", value: "qwen-turbo-latest" },
+    { label: "Qwen Max Latest", value: "qwen-max-latest" },
+    { label: "Qwen3 Coder Plus", value: "qwen3-coder-plus" },
+    { label: "Qwen3 Coder Next", value: "qwen3-coder-next" }
+  ],
+  [QWEN_US_ENDPOINT]: [
+    { label: "Qwen Plus Latest", value: "qwen-plus-latest" },
+    { label: "Qwen Turbo Latest", value: "qwen-turbo-latest" },
+    { label: "Qwen Max Latest", value: "qwen-max-latest" },
+    { label: "Qwen3 Coder Plus", value: "qwen3-coder-plus" },
+    { label: "Qwen3 Coder Next", value: "qwen3-coder-next" }
+  ],
+  [PERPLEXITY_ENDPOINT]: [
+    { label: "Sonar Pro", value: "sonar-pro" },
+    { label: "Sonar", value: "sonar" },
+    { label: "Sonar Reasoning Pro", value: "sonar-reasoning-pro" },
+    { label: "Sonar Deep Research", value: "sonar-deep-research" }
+  ],
+  [KIMI_ENDPOINT]: [
+    { label: "Kimi K2.5", value: "kimi-k2.5" },
+    { label: "Kimi K2 Thinking", value: "kimi-k2-thinking" },
+    { label: "Kimi K2 Turbo Preview", value: "kimi-k2-turbo-preview" },
+    { label: "Kimi K2 0905 Preview", value: "kimi-k2-0905-preview" },
+    { label: "Kimi K2", value: "kimi-k2" }
+  ],
+  [PROXY_API_ENDPOINT]: [
+    {
+      label: "Anthropic Claude Sonnet 4",
+      value: "anthropic/claude-sonnet-4-20250514"
+    },
+    { label: "Gemini 2.5 Flash", value: "gemini/gemini-2.5-flash" },
+    { label: "OpenAI GPT-5 mini", value: "openai/gpt-5-mini" },
+    { label: "OpenAI GPT-4o", value: "openai/gpt-4o" },
+    {
+      label: "OpenRouter DeepSeek Chat V3.1",
+      value: "openrouter/deepseek/deepseek-chat-v3.1"
+    }
+  ]
+};
+var DEFAULT_AI_MODEL_BY_ENDPOINT = Object.fromEntries(
+  Object.entries(AI_MODEL_OPTIONS_BY_ENDPOINT).map(([endpoint, options]) => [
+    endpoint,
+    options[0]?.value ?? ""
+  ])
+);
+var normalizeModel = (value) => value.trim();
+var getAiModelOptionsForEndpoint = (endpoint) => AI_MODEL_OPTIONS_BY_ENDPOINT[endpoint] ?? [];
+var getDefaultAiModelForEndpoint = (endpoint) => DEFAULT_AI_MODEL_BY_ENDPOINT[endpoint] ?? "";
+var normalizeAiModel = (value, endpoint) => {
+  if (typeof value === "string") {
+    const trimmed = normalizeModel(value);
+    if (trimmed) {
+      return trimmed;
+    }
+  }
+  return getDefaultAiModelForEndpoint(endpoint);
+};
+var isKnownAiModelForEndpoint = (value, endpoint) => getAiModelOptionsForEndpoint(endpoint).some(
+  (option) => option.value === normalizeAiModel(value, endpoint)
+);
+var hasPresetAiModelsForEndpoint = (endpoint) => getAiModelOptionsForEndpoint(endpoint).length > 0 && endpoint !== AI_CUSTOM_ENDPOINT_VALUE;
+
+export {
+  AI_CUSTOM_MODEL_VALUE,
+  getAiModelOptionsForEndpoint,
+  getDefaultAiModelForEndpoint,
+  normalizeAiModel,
+  isKnownAiModelForEndpoint,
+  hasPresetAiModelsForEndpoint
+};

package/dist/chunk-XQ3YBULV.mjs

@@ -0,0 +1,132 @@
+// src/aiEndpoints.ts
+var AI_CUSTOM_ENDPOINT_VALUE = "__custom__";
+var AI_ENDPOINT_OPTIONS = [
+  {
+    label: "OpenAI",
+    value: "https://api.openai.com/v1"
+  },
+  {
+    label: "Claude",
+    value: "https://api.anthropic.com/v1"
+  },
+  {
+    label: "OpenRouter",
+    value: "https://openrouter.ai/api/v1"
+  },
+  {
+    label: "Gemini",
+    value: "https://generativelanguage.googleapis.com/v1beta/openai"
+  },
+  {
+    label: "Together AI",
+    value: "https://api.together.xyz/v1"
+  },
+  {
+    label: "Groq",
+    value: "https://api.groq.com/openai/v1"
+  },
+  {
+    label: "DeepInfra",
+    value: "https://api.deepinfra.com/v1/openai"
+  },
+  {
+    label: "xAI",
+    value: "https://api.x.ai/v1"
+  },
+  {
+    label: "Qwen (DashScope Intl)",
+    value: "https://dashscope-intl.aliyuncs.com/compatible-mode/v1"
+  },
+  {
+    label: "Qwen (DashScope CN)",
+    value: "https://dashscope.aliyuncs.com/compatible-mode/v1"
+  },
+  {
+    label: "Qwen (DashScope US)",
+    value: "https://dashscope-us.aliyuncs.com/compatible-mode/v1"
+  },
+  {
+    label: "Perplexity",
+    value: "https://api.perplexity.ai"
+  },
+  {
+    label: "Fireworks",
+    value: "https://api.fireworks.ai/inference/v1"
+  },
+  {
+    label: "SambaNova",
+    value: "https://api.sambanova.ai/v1"
+  },
+  {
+    label: "Hyperbolic",
+    value: "https://api.hyperbolic.xyz/v1"
+  },
+  {
+    label: "Kimi",
+    value: "https://api.moonshot.ai/v1"
+  },
+  {
+    label: "ProxyAPI",
+    value: "https://openai.api.proxyapi.ru/v1"
+  },
+  {
+    label: "Custom",
+    value: AI_CUSTOM_ENDPOINT_VALUE
+  }
+];
+var KNOWN_AI_ENDPOINTS = new Set(
+  AI_ENDPOINT_OPTIONS.map((option) => option.value).filter(
+    (value) => value !== AI_CUSTOM_ENDPOINT_VALUE
+  )
+);
+var normalizeUrl = (value) => value.replace(/\/+$/, "");
+var isIpv4Address = (value) => /^(?:\d{1,3}\.){3}\d{1,3}$/.test(value.trim());
+var parseIpv4Address = (value) => value.trim().split(".").map((part) => Number(part));
+var isPrivateIpv4Address = (value) => {
+  if (!isIpv4Address(value)) {
+    return false;
+  }
+  const [a, b, c, d] = parseIpv4Address(value);
+  if ([a, b, c, d].some(
+    (part) => !Number.isInteger(part) || part < 0 || part > 255
+  )) {
+    return false;
+  }
+  return a === 10 || a === 127 || a === 0 || a === 169 && b === 254 || a === 172 && b >= 16 && b <= 31 || a === 192 && b === 168;
+};
+var isPrivateHostname = (hostname) => {
+  const normalized = hostname.trim().toLowerCase();
+  if (!normalized) {
+    return true;
+  }
+  return normalized === "localhost" || normalized.endsWith(".localhost") || normalized.endsWith(".local") || normalized.endsWith(".internal") || normalized.endsWith(".lan") || normalized === "::1" || normalized === "[::1]" || isPrivateIpv4Address(normalized);
+};
+var isValidAiEndpointUrl = (value) => {
+  try {
+    const url = new URL(value);
+    return url.protocol === "https:" && !isPrivateHostname(url.hostname);
+  } catch {
+    return false;
+  }
+};
+var normalizeAiEndpoint = (value) => {
+  if (typeof value !== "string") {
+    return "";
+  }
+  const trimmed = normalizeUrl(value.trim());
+  if (!trimmed) {
+    return "";
+  }
+  if (KNOWN_AI_ENDPOINTS.has(trimmed)) {
+    return trimmed;
+  }
+  return isValidAiEndpointUrl(trimmed) ? trimmed : "";
+};
+var isKnownAiEndpoint = (value) => KNOWN_AI_ENDPOINTS.has(normalizeAiEndpoint(value));
+
+export {
+  AI_CUSTOM_ENDPOINT_VALUE,
+  AI_ENDPOINT_OPTIONS,
+  normalizeAiEndpoint,
+  isKnownAiEndpoint
+};

package/dist/ml.js

@@ -637,6 +637,44 @@ var INDICATOR_TIMEFRAMES = [
   { label: "TF4H", suffix: "4h" },
   { label: "TF1D", suffix: "1d" }
 ];
+var DERIVATIVES_INTERVALS = [
+  { label: "15M", key: "15m" },
+  { label: "1H", key: "1h" }
+];
+var DERIVATIVES_PRESSURES = [
+  "neutral",
+  "crowded_long",
+  "crowded_short",
+  "long_flush",
+  "short_flush"
+];
+var DERIVATIVES_PRESSURE_LABELS = {
+  neutral: "Neutral",
+  crowded_long: "CrowdedLong",
+  crowded_short: "CrowdedShort",
+  long_flush: "LongFlush",
+  short_flush: "ShortFlush"
+};
+var DERIVATIVES_RISK_FLAGS = [
+  "missing_derivatives",
+  "stale_derivatives",
+  "crowded_long",
+  "crowded_short",
+  "oi_falling",
+  "oi_not_confirming",
+  "long_liquidation_spike",
+  "short_liquidation_spike"
+];
+var DERIVATIVES_RISK_FLAG_LABELS = {
+  missing_derivatives: "Missing",
+  stale_derivatives: "Stale",
+  crowded_long: "CrowdedLong",
+  crowded_short: "CrowdedShort",
+  oi_falling: "OiFalling",
+  oi_not_confirming: "OiNotConfirming",
+  long_liquidation_spike: "LongLiqSpike",
+  short_liquidation_spike: "ShortLiqSpike"
+};
 var toNumber = (value, fallback = 0) => {
   if (typeof value === "number") {
     return Number.isFinite(value) ? value : fallback;
@@ -757,6 +795,7 @@ var sliceWindow = (values, endIndex, windowSize) => {
   return values.slice(start, endIndex + 1);
 };
 var asArray = (value) => Array.isArray(value) ? value : [];
+var asRecord = (value) => value && typeof value === "object" && !Array.isArray(value) ? value : null;
 var dropLastFromIndicatorSeries = (indicators) => {
   if (!ML_WINDOW_POLICY.dropLastIndicatorElement) {
     return indicators;
@@ -1478,6 +1517,85 @@ var buildMlTrainingRow = (signalRecord, resultRecord) => {
       row.TrendLine_Slope = null;
     }
   };
+  const applyDerivativesPhase = () => {
+    const context2 = asRecord(signal?.additionalIndicators?.derivativesContext);
+    const summary = asRecord(context2?.summary);
+    const intervals = asRecord(context2?.intervals);
+    const pressure = typeof summary?.pressure === "string" ? summary.pressure : "";
+    const riskFlags = new Set(
+      asArray(summary?.riskFlags).map((flag) => String(flag))
+    );
+    row.Deriv_HasContext = context2 ? 1 : 0;
+    row.Deriv_Source_Coinalyze = context2?.source === "coinalyze" ? 1 : 0;
+    row.Deriv_DirectionAligned = summary?.directionAligned === true ? 1 : summary?.directionAligned === false ? -1 : 0;
+    for (const pressureName of DERIVATIVES_PRESSURES) {
+      row[`Deriv_Pressure_${DERIVATIVES_PRESSURE_LABELS[pressureName]}`] = pressure === pressureName ? 1 : 0;
+    }
+    for (const riskFlag of DERIVATIVES_RISK_FLAGS) {
+      row[`Deriv_Flag_${DERIVATIVES_RISK_FLAG_LABELS[riskFlag]}`] = riskFlags.has(riskFlag) ? 1 : 0;
+    }
+    for (const { label, key: intervalKey } of DERIVATIVES_INTERVALS) {
+      const intervalContext = asRecord(intervals?.[intervalKey]);
+      const prefix = `Deriv_${label}`;
+      const asOfTs = toNumber(intervalContext?.asOfTs, entryTimestamp);
+      const ageHours = intervalContext ? Math.max(0, safeDiv2(entryTimestamp - asOfTs, 60 * 60 * 1e3)) : 0;
+      row[`${prefix}_Present`] = intervalContext ? 1 : 0;
+      row[`${prefix}_Stale`] = intervalContext?.stale === true ? 1 : 0;
+      row[`${prefix}_AgeHours_Log`] = safeLog1pPositive(ageHours);
+      row[`${prefix}_Points_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.points, 0)
+      );
+      row[`${prefix}_OpenInterest_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.openInterest, 0)
+      );
+      row[`${prefix}_OiChange1h`] = clamp2(
+        toNumber(intervalContext?.oiChangePct1h, 0) / 100,
+        -5,
+        5
+      );
+      row[`${prefix}_OiChange4h`] = clamp2(
+        toNumber(intervalContext?.oiChangePct4h, 0) / 100,
+        -5,
+        5
+      );
+      row[`${prefix}_OiChange24h`] = clamp2(
+        toNumber(intervalContext?.oiChangePct24h, 0) / 100,
+        -5,
+        5
+      );
+      row[`${prefix}_FundingBps`] = clamp2(
+        toNumber(intervalContext?.fundingRate, 0) * 1e4,
+        -100,
+        100
+      );
+      row[`${prefix}_FundingZ`] = clamp2(
+        toNumber(intervalContext?.fundingZScore, 0),
+        -8,
+        8
+      );
+      row[`${prefix}_LiqLong_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.liqLong, 0)
+      );
+      row[`${prefix}_LiqShort_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.liqShort, 0)
+      );
+      row[`${prefix}_LiqTotal_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.liqTotal, 0)
+      );
+      row[`${prefix}_LiqImbalance`] = clamp2(
+        toNumber(intervalContext?.liqImbalance, 0),
+        -1,
+        1
+      );
+      row[`${prefix}_LiqSpike_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.liqSpikeRatio, 0)
+      );
+      row[`${prefix}_LiqSpike_Squashed`] = squash(
+        toNumber(intervalContext?.liqSpikeRatio, 0),
+        3
+      );
+    }
+  };
   const applyLabelPhase = () => {
     const profit = toNumber(resultRecord?.profit, NaN);
     row.label = Number.isFinite(profit) ? profit > 0 ? 1 : 0 : null;
@@ -1487,6 +1605,7 @@ var buildMlTrainingRow = (signalRecord, resultRecord) => {
   applyRegimePhase();
   applySeriesAnalysisPhase();
   applyTrendlinePhase();
+  applyDerivativesPhase();
   applyLabelPhase();
   return row;
 };

package/dist/ml.mjs

@@ -425,6 +425,44 @@ var INDICATOR_TIMEFRAMES = [
   { label: "TF4H", suffix: "4h" },
   { label: "TF1D", suffix: "1d" }
 ];
+var DERIVATIVES_INTERVALS = [
+  { label: "15M", key: "15m" },
+  { label: "1H", key: "1h" }
+];
+var DERIVATIVES_PRESSURES = [
+  "neutral",
+  "crowded_long",
+  "crowded_short",
+  "long_flush",
+  "short_flush"
+];
+var DERIVATIVES_PRESSURE_LABELS = {
+  neutral: "Neutral",
+  crowded_long: "CrowdedLong",
+  crowded_short: "CrowdedShort",
+  long_flush: "LongFlush",
+  short_flush: "ShortFlush"
+};
+var DERIVATIVES_RISK_FLAGS = [
+  "missing_derivatives",
+  "stale_derivatives",
+  "crowded_long",
+  "crowded_short",
+  "oi_falling",
+  "oi_not_confirming",
+  "long_liquidation_spike",
+  "short_liquidation_spike"
+];
+var DERIVATIVES_RISK_FLAG_LABELS = {
+  missing_derivatives: "Missing",
+  stale_derivatives: "Stale",
+  crowded_long: "CrowdedLong",
+  crowded_short: "CrowdedShort",
+  oi_falling: "OiFalling",
+  oi_not_confirming: "OiNotConfirming",
+  long_liquidation_spike: "LongLiqSpike",
+  short_liquidation_spike: "ShortLiqSpike"
+};
 var toNumber = (value, fallback = 0) => {
   if (typeof value === "number") {
     return Number.isFinite(value) ? value : fallback;
@@ -545,6 +583,7 @@ var sliceWindow = (values, endIndex, windowSize) => {
   return values.slice(start, endIndex + 1);
 };
 var asArray = (value) => Array.isArray(value) ? value : [];
+var asRecord = (value) => value && typeof value === "object" && !Array.isArray(value) ? value : null;
 var dropLastFromIndicatorSeries = (indicators) => {
   if (!ML_WINDOW_POLICY.dropLastIndicatorElement) {
     return indicators;
@@ -1266,6 +1305,85 @@ var buildMlTrainingRow = (signalRecord, resultRecord) => {
       row.TrendLine_Slope = null;
     }
   };
+  const applyDerivativesPhase = () => {
+    const context2 = asRecord(signal?.additionalIndicators?.derivativesContext);
+    const summary = asRecord(context2?.summary);
+    const intervals = asRecord(context2?.intervals);
+    const pressure = typeof summary?.pressure === "string" ? summary.pressure : "";
+    const riskFlags = new Set(
+      asArray(summary?.riskFlags).map((flag) => String(flag))
+    );
+    row.Deriv_HasContext = context2 ? 1 : 0;
+    row.Deriv_Source_Coinalyze = context2?.source === "coinalyze" ? 1 : 0;
+    row.Deriv_DirectionAligned = summary?.directionAligned === true ? 1 : summary?.directionAligned === false ? -1 : 0;
+    for (const pressureName of DERIVATIVES_PRESSURES) {
+      row[`Deriv_Pressure_${DERIVATIVES_PRESSURE_LABELS[pressureName]}`] = pressure === pressureName ? 1 : 0;
+    }
+    for (const riskFlag of DERIVATIVES_RISK_FLAGS) {
+      row[`Deriv_Flag_${DERIVATIVES_RISK_FLAG_LABELS[riskFlag]}`] = riskFlags.has(riskFlag) ? 1 : 0;
+    }
+    for (const { label, key: intervalKey } of DERIVATIVES_INTERVALS) {
+      const intervalContext = asRecord(intervals?.[intervalKey]);
+      const prefix = `Deriv_${label}`;
+      const asOfTs = toNumber(intervalContext?.asOfTs, entryTimestamp);
+      const ageHours = intervalContext ? Math.max(0, safeDiv2(entryTimestamp - asOfTs, 60 * 60 * 1e3)) : 0;
+      row[`${prefix}_Present`] = intervalContext ? 1 : 0;
+      row[`${prefix}_Stale`] = intervalContext?.stale === true ? 1 : 0;
+      row[`${prefix}_AgeHours_Log`] = safeLog1pPositive(ageHours);
+      row[`${prefix}_Points_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.points, 0)
+      );
+      row[`${prefix}_OpenInterest_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.openInterest, 0)
+      );
+      row[`${prefix}_OiChange1h`] = clamp2(
+        toNumber(intervalContext?.oiChangePct1h, 0) / 100,
+        -5,
+        5
+      );
+      row[`${prefix}_OiChange4h`] = clamp2(
+        toNumber(intervalContext?.oiChangePct4h, 0) / 100,
+        -5,
+        5
+      );
+      row[`${prefix}_OiChange24h`] = clamp2(
+        toNumber(intervalContext?.oiChangePct24h, 0) / 100,
+        -5,
+        5
+      );
+      row[`${prefix}_FundingBps`] = clamp2(
+        toNumber(intervalContext?.fundingRate, 0) * 1e4,
+        -100,
+        100
+      );
+      row[`${prefix}_FundingZ`] = clamp2(
+        toNumber(intervalContext?.fundingZScore, 0),
+        -8,
+        8
+      );
+      row[`${prefix}_LiqLong_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.liqLong, 0)
+      );
+      row[`${prefix}_LiqShort_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.liqShort, 0)
+      );
+      row[`${prefix}_LiqTotal_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.liqTotal, 0)
+      );
+      row[`${prefix}_LiqImbalance`] = clamp2(
+        toNumber(intervalContext?.liqImbalance, 0),
+        -1,
+        1
+      );
+      row[`${prefix}_LiqSpike_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.liqSpikeRatio, 0)
+      );
+      row[`${prefix}_LiqSpike_Squashed`] = squash(
+        toNumber(intervalContext?.liqSpikeRatio, 0),
+        3
+      );
+    }
+  };
   const applyLabelPhase = () => {
     const profit = toNumber(resultRecord?.profit, NaN);
     row.label = Number.isFinite(profit) ? profit > 0 ? 1 : 0 : null;
@@ -1275,6 +1393,7 @@ var buildMlTrainingRow = (signalRecord, resultRecord) => {
   applyRegimePhase();
   applySeriesAnalysisPhase();
   applyTrendlinePhase();
+  applyDerivativesPhase();
   applyLabelPhase();
   return row;
 };