@tradejs/node 2.0.1 → 2.0.3

package/dist/backtest.js

@@ -1838,11 +1838,12 @@ var enrichSignalWithCoinMarketCapContext = async (params) => {
 
 // src/strategyHelpers/derivativesContext.ts
 var import_indicators2 = require("@tradejs/core/indicators");
+var import_data = require("@tradejs/core/data");
 var import_strategies3 = require("@tradejs/core/strategies");
 var import_constants = require("@tradejs/core/constants");
 var import_timescale3 = require("@tradejs/infra/timescale");
 var import_logger5 = require("@tradejs/infra/logger");
-var SOURCE_INTERVALS = ["15m"];
+var STORED_INTERVALS = ["15m", "1h"];
 var CONTEXT_INTERVALS = ["15m", "1h"];
 var DEFAULT_LOOKBACK_HOURS = 48;
 var PRIMARY_DERIVATIVES_REFERENCE_SYMBOL = import_constants.DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS[0];
@@ -1868,9 +1869,12 @@ var parseLookbackMs = () => {
   const normalizedHours = Number.isFinite(hours) && hours > 0 ? hours : DEFAULT_LOOKBACK_HOURS;
   return normalizedHours * 60 * 60 * 1e3;
 };
-var withDerivedHourlyRows = (rowsByInterval) => ({
+var withHourlyFallbackRows = (rowsByInterval) => ({
   "15m": rowsByInterval["15m"] ?? [],
-  "1h": (0, import_indicators2.deriveCoinalyzeHourlyRowsFrom15m)(rowsByInterval["15m"])
+  "1h": (0, import_indicators2.buildCoinalyzeHourlyRowsWithFallback)({
+    rows15m: rowsByInterval["15m"],
+    fallbackRows1h: rowsByInterval["1h"]
+  })
 });
 var getDerivativesContextReferenceSymbols = () => [
   ...(0, import_constants.resolveDerivativesContextReferenceSymbols)(
@@ -1994,12 +1998,17 @@ var enrichSignalWithDerivativesContext = async (params) => {
     const referenceSymbols = getDerivativesContextReferenceSymbols();
     const targetSymbol = normalizeSymbol(signal.symbol);
     const lookbackMs = parseLookbackMs();
+    const decisionTimeMs = signal.timestamp + (0, import_data.intervalToMs)(signal.interval);
+    const derivativesEndMs = (0, import_indicators2.getLastClosedDerivativesBarStartMs)(
+      decisionTimeMs,
+      "15m"
+    );
     const contexts = await Promise.all(
       referenceSymbols.map(async (symbol) => {
         const rowsByInterval = await (0, import_timescale3.getDerivativesWindow)({
           symbol,
-          intervals: SOURCE_INTERVALS,
-          endMs: signal.timestamp,
+          intervals: STORED_INTERVALS,
+          endMs: derivativesEndMs,
           lookbackMs
         });
         return [
@@ -2007,8 +2016,8 @@ var enrichSignalWithDerivativesContext = async (params) => {
           (0, import_indicators2.buildDerivativesContext)({
             symbol,
             direction: signal.direction,
-            timestamp: signal.timestamp,
-            rowsByInterval: withDerivedHourlyRows(rowsByInterval),
+            timestamp: derivativesEndMs,
+            rowsByInterval: withHourlyFallbackRows(rowsByInterval),
             priceChangePct1h: getSignalPriceChangePct1h(signal),
             intervals: CONTEXT_INTERVALS
           })
@@ -2026,15 +2035,15 @@ var enrichSignalWithDerivativesContext = async (params) => {
     const fetchedTargetContext = shouldFetchTargetContext ? await (async () => {
       const rowsByInterval = await (0, import_timescale3.getDerivativesWindow)({
         symbol: targetSymbol,
-        intervals: SOURCE_INTERVALS,
-        endMs: signal.timestamp,
+        intervals: STORED_INTERVALS,
+        endMs: derivativesEndMs,
         lookbackMs
       });
       const context = (0, import_indicators2.buildDerivativesContext)({
         symbol: targetSymbol,
         direction: signal.direction,
-        timestamp: signal.timestamp,
-        rowsByInterval: withDerivedHourlyRows(rowsByInterval),
+        timestamp: derivativesEndMs,
+        rowsByInterval: withHourlyFallbackRows(rowsByInterval),
         priceChangePct1h: getSignalPriceChangePct1h(signal),
         intervals: CONTEXT_INTERVALS
       });
@@ -2886,7 +2895,10 @@ var createTestConnector = (connector, context) => {
       }
     },
     placeOrder: async (order) => {
-      if (currentPosition) {
+      const isPositionIncrease = Boolean(
+        currentPosition && order.positionIntent === "increase" && currentPosition.direction === order.direction
+      );
+      if (currentPosition && !isPositionIncrease) {
         return false;
       }
       const isLong = order.direction === "LONG";
@@ -2900,9 +2912,114 @@ var createTestConnector = (connector, context) => {
         stage: "entry",
         signal: order.signal
       });
-      currentPosition = { ...order, price: entryPrice, amount };
+      const previousPosition = currentPosition;
+      const previousQty = previousPosition?.qty ?? 0;
+      const resultingQty = previousQty + order.qty;
+      const resultingEntryPrice = previousPosition ? getWeightedAverage(
+        previousPosition.price,
+        previousQty,
+        entryPrice,
+        order.qty
+      ) : entryPrice;
+      currentPosition = previousPosition ? {
+        ...previousPosition,
+        qty: resultingQty,
+        price: resultingEntryPrice
+      } : { ...order, price: entryPrice, amount };
+      originalQty = resultingQty;
+      if (isPositionIncrease) {
+        const { fee: fee2, profit: profit2 } = getNetProfit({
+          grossProfit: 0,
+          price: entryPrice,
+          qty: order.qty,
+          feeRate: order.isLimit ? makerFeeRate : takerFeeRate
+        });
+        const entrySlippageCost2 = getSlippageCost({
+          requestedPrice: order.price,
+          executionPrice: entryPrice,
+          direction: order.direction,
+          stage: "entry",
+          qty: order.qty
+        });
+        amount += profit2;
+        currentPositionProfit += profit2;
+        if (currentTradeResult) {
+          const requestedEntryPrice = getWeightedAverage(
+            currentTradeResult.requestedEntryPrice,
+            currentTradeResult.qty,
+            order.price,
+            order.qty
+          );
+          const weightedEntryPrice = getWeightedAverage(
+            currentTradeResult.entryPrice,
+            currentTradeResult.qty,
+            entryPrice,
+            order.qty
+          );
+          const entryBaseSlippageBps = getWeightedAverage(
+            currentTradeResult.entryBaseSlippageBps,
+            currentTradeResult.qty,
+            entrySlippageBreakdown.baseSlippageBps,
+            order.qty
+          );
+          const entrySpreadBps = getWeightedAverage(
+            currentTradeResult.entrySpreadBps,
+            currentTradeResult.qty,
+            entrySlippageBreakdown.spreadBps,
+            order.qty
+          );
+          const entrySpreadSlippageBps = getWeightedAverage(
+            currentTradeResult.entrySpreadSlippageBps,
+            currentTradeResult.qty,
+            entrySlippageBreakdown.spreadSlippageBps,
+            order.qty
+          );
+          const entryMarketImpactBps = getWeightedAverage(
+            currentTradeResult.entryMarketImpactBps,
+            currentTradeResult.qty,
+            entrySlippageBreakdown.marketImpactBps,
+            order.qty
+          );
+          const entryDelayRiskBps = getWeightedAverage(
+            currentTradeResult.entryDelayRiskBps,
+            currentTradeResult.qty,
+            entrySlippageBreakdown.delayRiskBps,
+            order.qty
+          );
+          const totalEntrySlippageCost = currentTradeResult.entrySlippageCost + entrySlippageCost2;
+          currentTradeResult = {
+            ...currentTradeResult,
+            qty: currentTradeResult.qty + order.qty,
+            requestedEntryPrice,
+            entryPrice: weightedEntryPrice,
+            netProfit: currentTradeResult.netProfit + profit2,
+            openFee: currentTradeResult.openFee + fee2,
+            totalFee: currentTradeResult.totalFee + fee2,
+            entrySlippagePrice: weightedEntryPrice - requestedEntryPrice,
+            entrySlippageBps: getSlippageBps(
+              requestedEntryPrice,
+              weightedEntryPrice
+            ),
+            entryBaseSlippageBps,
+            entrySpreadBps,
+            entrySpreadSlippageBps,
+            entryMarketImpactBps,
+            entryDelayRiskBps,
+            entrySlippageCost: totalEntrySlippageCost,
+            totalSlippageCost: totalEntrySlippageCost + currentTradeResult.exitSlippageCost
+          };
+        }
+        logOrder({
+          ...order,
+          price: entryPrice,
+          profit: profit2,
+          fee: fee2,
+          type: isLong ? "OPEN_LONG" : "OPEN_SHORT",
+          ...getExecutionSlippageLogData(entrySlippageBreakdown, "entry")
+        });
+        return true;
+      }
       currentSignalId = typeof order.signal?.signalId === "string" && order.signal.signalId ? order.signal.signalId : null;
-      originalQty = order.qty;
       const { fee, profit } = getNetProfit({
         grossProfit: 0,
         price: entryPrice,
@@ -2969,16 +3086,21 @@ var createTestConnector = (connector, context) => {
         return false;
       }
       takeProfits = Array.isArray(nextTakeProfits) ? nextTakeProfits.map((tp) => ({ ...tp })) : [];
+      const fullTakeProfit = takeProfits.length === 1 && takeProfits[0]?.rate === 1 ? takeProfits[0].price : void 0;
+      currentPosition = {
+        ...currentPosition,
+        tpPrice: fullTakeProfit
+      };
       return true;
     },
     setStopLoss: async ({ stopLossPrice: nextStopLossPrice }) => {
       if (!currentPosition) {
         return false;
       }
-      stopLossPrice = nextStopLossPrice || null;
+      stopLossPrice = nextStopLossPrice ?? null;
       currentPosition = {
         ...currentPosition,
-        ...stopLossPrice != null ? { slPrice: stopLossPrice } : {}
+        slPrice: stopLossPrice ?? void 0
       };
       return true;
     },

package/dist/backtest.mjs

@@ -7,7 +7,7 @@ import {
   enrichSignalWithBinanceMarketContext,
   enrichSignalWithCoinMarketCapContext,
   enrichSignalWithDerivativesContext
-} from "./chunk-2XFDY6AT.mjs";
+} from "./chunk-2DZCHRP6.mjs";
 import {
   buildAiPayload
 } from "./chunk-IUZML4RK.mjs";
@@ -625,7 +625,10 @@ var createTestConnector = (connector, context) => {
       }
     },
     placeOrder: async (order) => {
-      if (currentPosition) {
+      const isPositionIncrease = Boolean(
+        currentPosition && order.positionIntent === "increase" && currentPosition.direction === order.direction
+      );
+      if (currentPosition && !isPositionIncrease) {
         return false;
       }
       const isLong = order.direction === "LONG";
@@ -639,9 +642,114 @@ var createTestConnector = (connector, context) => {
         stage: "entry",
         signal: order.signal
       });
-      currentPosition = { ...order, price: entryPrice, amount };
+      const previousPosition = currentPosition;
+      const previousQty = previousPosition?.qty ?? 0;
+      const resultingQty = previousQty + order.qty;
+      const resultingEntryPrice = previousPosition ? getWeightedAverage(
+        previousPosition.price,
+        previousQty,
+        entryPrice,
+        order.qty
+      ) : entryPrice;
+      currentPosition = previousPosition ? {
+        ...previousPosition,
+        qty: resultingQty,
+        price: resultingEntryPrice
+      } : { ...order, price: entryPrice, amount };
+      originalQty = resultingQty;
+      if (isPositionIncrease) {
+        const { fee: fee2, profit: profit2 } = getNetProfit({
+          grossProfit: 0,
+          price: entryPrice,
+          qty: order.qty,
+          feeRate: order.isLimit ? makerFeeRate : takerFeeRate
+        });
+        const entrySlippageCost2 = getSlippageCost({
+          requestedPrice: order.price,
+          executionPrice: entryPrice,
+          direction: order.direction,
+          stage: "entry",
+          qty: order.qty
+        });
+        amount += profit2;
+        currentPositionProfit += profit2;
+        if (currentTradeResult) {
+          const requestedEntryPrice = getWeightedAverage(
+            currentTradeResult.requestedEntryPrice,
+            currentTradeResult.qty,
+            order.price,
+            order.qty
+          );
+          const weightedEntryPrice = getWeightedAverage(
+            currentTradeResult.entryPrice,
+            currentTradeResult.qty,
+            entryPrice,
+            order.qty
+          );
+          const entryBaseSlippageBps = getWeightedAverage(
+            currentTradeResult.entryBaseSlippageBps,
+            currentTradeResult.qty,
+            entrySlippageBreakdown.baseSlippageBps,
+            order.qty
+          );
+          const entrySpreadBps = getWeightedAverage(
+            currentTradeResult.entrySpreadBps,
+            currentTradeResult.qty,
+            entrySlippageBreakdown.spreadBps,
+            order.qty
+          );
+          const entrySpreadSlippageBps = getWeightedAverage(
+            currentTradeResult.entrySpreadSlippageBps,
+            currentTradeResult.qty,
+            entrySlippageBreakdown.spreadSlippageBps,
+            order.qty
+          );
+          const entryMarketImpactBps = getWeightedAverage(
+            currentTradeResult.entryMarketImpactBps,
+            currentTradeResult.qty,
+            entrySlippageBreakdown.marketImpactBps,
+            order.qty
+          );
+          const entryDelayRiskBps = getWeightedAverage(
+            currentTradeResult.entryDelayRiskBps,
+            currentTradeResult.qty,
+            entrySlippageBreakdown.delayRiskBps,
+            order.qty
+          );
+          const totalEntrySlippageCost = currentTradeResult.entrySlippageCost + entrySlippageCost2;
+          currentTradeResult = {
+            ...currentTradeResult,
+            qty: currentTradeResult.qty + order.qty,
+            requestedEntryPrice,
+            entryPrice: weightedEntryPrice,
+            netProfit: currentTradeResult.netProfit + profit2,
+            openFee: currentTradeResult.openFee + fee2,
+            totalFee: currentTradeResult.totalFee + fee2,
+            entrySlippagePrice: weightedEntryPrice - requestedEntryPrice,
+            entrySlippageBps: getSlippageBps(
+              requestedEntryPrice,
+              weightedEntryPrice
+            ),
+            entryBaseSlippageBps,
+            entrySpreadBps,
+            entrySpreadSlippageBps,
+            entryMarketImpactBps,
+            entryDelayRiskBps,
+            entrySlippageCost: totalEntrySlippageCost,
+            totalSlippageCost: totalEntrySlippageCost + currentTradeResult.exitSlippageCost
+          };
+        }
+        logOrder({
+          ...order,
+          price: entryPrice,
+          profit: profit2,
+          fee: fee2,
+          type: isLong ? "OPEN_LONG" : "OPEN_SHORT",
+          ...getExecutionSlippageLogData(entrySlippageBreakdown, "entry")
+        });
+        return true;
+      }
       currentSignalId = typeof order.signal?.signalId === "string" && order.signal.signalId ? order.signal.signalId : null;
-      originalQty = order.qty;
       const { fee, profit } = getNetProfit({
         grossProfit: 0,
         price: entryPrice,
@@ -708,16 +816,21 @@ var createTestConnector = (connector, context) => {
         return false;
       }
       takeProfits = Array.isArray(nextTakeProfits) ? nextTakeProfits.map((tp) => ({ ...tp })) : [];
+      const fullTakeProfit = takeProfits.length === 1 && takeProfits[0]?.rate === 1 ? takeProfits[0].price : void 0;
+      currentPosition = {
+        ...currentPosition,
+        tpPrice: fullTakeProfit
+      };
       return true;
     },
     setStopLoss: async ({ stopLossPrice: nextStopLossPrice }) => {
       if (!currentPosition) {
         return false;
       }
-      stopLossPrice = nextStopLossPrice || null;
+      stopLossPrice = nextStopLossPrice ?? null;
       currentPosition = {
         ...currentPosition,
-        ...stopLossPrice != null ? { slPrice: stopLossPrice } : {}
+        slPrice: stopLossPrice ?? void 0
       };
       return true;
     },

package/dist/{chunk-2XFDY6AT.mjs → chunk-2DZCHRP6.mjs}

@@ -747,8 +747,10 @@ var enrichSignalWithCoinMarketCapContext = async (params) => {
 // src/strategyHelpers/derivativesContext.ts
 import {
   buildDerivativesContext,
-  deriveCoinalyzeHourlyRowsFrom15m
+  buildCoinalyzeHourlyRowsWithFallback,
+  getLastClosedDerivativesBarStartMs
 } from "@tradejs/core/indicators";
+import { intervalToMs } from "@tradejs/core/data";
 import { refreshSignalBaseContextGateFeatures as refreshSignalBaseContextGateFeatures3 } from "@tradejs/core/strategies";
 import {
   DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS,
@@ -756,7 +758,7 @@ import {
 } from "@tradejs/core/constants";
 import { getDerivativesWindow } from "@tradejs/infra/timescale";
 import { logger as logger3 } from "@tradejs/infra/logger";
-var SOURCE_INTERVALS = ["15m"];
+var STORED_INTERVALS = ["15m", "1h"];
 var CONTEXT_INTERVALS = ["15m", "1h"];
 var DEFAULT_LOOKBACK_HOURS = 48;
 var PRIMARY_DERIVATIVES_REFERENCE_SYMBOL = DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS[0];
@@ -782,9 +784,12 @@ var parseLookbackMs = () => {
   const normalizedHours = Number.isFinite(hours) && hours > 0 ? hours : DEFAULT_LOOKBACK_HOURS;
   return normalizedHours * 60 * 60 * 1e3;
 };
-var withDerivedHourlyRows = (rowsByInterval) => ({
+var withHourlyFallbackRows = (rowsByInterval) => ({
   "15m": rowsByInterval["15m"] ?? [],
-  "1h": deriveCoinalyzeHourlyRowsFrom15m(rowsByInterval["15m"])
+  "1h": buildCoinalyzeHourlyRowsWithFallback({
+    rows15m: rowsByInterval["15m"],
+    fallbackRows1h: rowsByInterval["1h"]
+  })
 });
 var getDerivativesContextReferenceSymbols = () => [
   ...resolveDerivativesContextReferenceSymbols(
@@ -908,12 +913,17 @@ var enrichSignalWithDerivativesContext = async (params) => {
     const referenceSymbols = getDerivativesContextReferenceSymbols();
     const targetSymbol = normalizeSymbol(signal.symbol);
     const lookbackMs = parseLookbackMs();
+    const decisionTimeMs = signal.timestamp + intervalToMs(signal.interval);
+    const derivativesEndMs = getLastClosedDerivativesBarStartMs(
+      decisionTimeMs,
+      "15m"
+    );
     const contexts = await Promise.all(
       referenceSymbols.map(async (symbol) => {
         const rowsByInterval = await getDerivativesWindow({
           symbol,
-          intervals: SOURCE_INTERVALS,
-          endMs: signal.timestamp,
+          intervals: STORED_INTERVALS,
+          endMs: derivativesEndMs,
           lookbackMs
         });
         return [
@@ -921,8 +931,8 @@ var enrichSignalWithDerivativesContext = async (params) => {
           buildDerivativesContext({
             symbol,
             direction: signal.direction,
-            timestamp: signal.timestamp,
-            rowsByInterval: withDerivedHourlyRows(rowsByInterval),
+            timestamp: derivativesEndMs,
+            rowsByInterval: withHourlyFallbackRows(rowsByInterval),
             priceChangePct1h: getSignalPriceChangePct1h(signal),
             intervals: CONTEXT_INTERVALS
           })
@@ -940,15 +950,15 @@ var enrichSignalWithDerivativesContext = async (params) => {
     const fetchedTargetContext = shouldFetchTargetContext ? await (async () => {
       const rowsByInterval = await getDerivativesWindow({
         symbol: targetSymbol,
-        intervals: SOURCE_INTERVALS,
-        endMs: signal.timestamp,
+        intervals: STORED_INTERVALS,
+        endMs: derivativesEndMs,
         lookbackMs
       });
       const context = buildDerivativesContext({
         symbol: targetSymbol,
         direction: signal.direction,
-        timestamp: signal.timestamp,
-        rowsByInterval: withDerivedHourlyRows(rowsByInterval),
+        timestamp: derivativesEndMs,
+        rowsByInterval: withHourlyFallbackRows(rowsByInterval),
         priceChangePct1h: getSignalPriceChangePct1h(signal),
         intervals: CONTEXT_INTERVALS
       });

package/dist/cli.js

@@ -7071,7 +7071,8 @@ var SCREENSHOT_NAVIGATION_RETRY_DELAY_MS = 2e3;
 var SCREENSHOT_CAPTURE_ATTEMPTS = 2;
 var SCREENSHOT_CAPTURE_RETRY_DELAY_MS = 2e3;
 var SCREENSHOT_NAVIGATION_TIMEOUT_MS = 3e4;
-var SCREENSHOT_RENDER_DELAY_MS = 1e4;
+var SCREENSHOT_READY_TIMEOUT_MS = 3e4;
+var SCREENSHOT_READY_SELECTOR = '[data-screenshot-ready="true"]';
 var SCREENSHOT_CONSOLE_LOG_LIMIT = 20;
 var SCREENSHOT_CONSOLE_TEXT_LIMIT = 500;
 var SCREENSHOT_BROWSER_STDERR = process.env.SCREENSHOT_BROWSER_STDERR === "1";
@@ -7400,7 +7401,16 @@ var screenDashboard = async (signal, projectRoot, userName = "root") => {
             `Failed to open dashboard ${dashboardUrl}: ${gotoError.message || String(gotoError)}`
           );
         }
-        await (0, import_async.delay)(SCREENSHOT_RENDER_DELAY_MS);
+        await page.waitForSelector(SCREENSHOT_READY_SELECTOR, {
+          timeout: SCREENSHOT_READY_TIMEOUT_MS
+        });
+        await page.evaluate(
+          () => new Promise((resolve) => {
+            requestAnimationFrame(
+              () => requestAnimationFrame(() => resolve())
+            );
+          })
+        );
         await import_promises.default.mkdir(getScreenshotsDir(projectRoot), { recursive: true });
         await page.screenshot({
           path: screenshotPath,

package/dist/cli.mjs

@@ -74,7 +74,8 @@ var SCREENSHOT_NAVIGATION_RETRY_DELAY_MS = 2e3;
 var SCREENSHOT_CAPTURE_ATTEMPTS = 2;
 var SCREENSHOT_CAPTURE_RETRY_DELAY_MS = 2e3;
 var SCREENSHOT_NAVIGATION_TIMEOUT_MS = 3e4;
-var SCREENSHOT_RENDER_DELAY_MS = 1e4;
+var SCREENSHOT_READY_TIMEOUT_MS = 3e4;
+var SCREENSHOT_READY_SELECTOR = '[data-screenshot-ready="true"]';
 var SCREENSHOT_CONSOLE_LOG_LIMIT = 20;
 var SCREENSHOT_CONSOLE_TEXT_LIMIT = 500;
 var SCREENSHOT_BROWSER_STDERR = process.env.SCREENSHOT_BROWSER_STDERR === "1";
@@ -403,7 +404,16 @@ var screenDashboard = async (signal, projectRoot, userName = "root") => {
             `Failed to open dashboard ${dashboardUrl}: ${gotoError.message || String(gotoError)}`
           );
         }
-        await delay(SCREENSHOT_RENDER_DELAY_MS);
+        await page.waitForSelector(SCREENSHOT_READY_SELECTOR, {
+          timeout: SCREENSHOT_READY_TIMEOUT_MS
+        });
+        await page.evaluate(
+          () => new Promise((resolve) => {
+            requestAnimationFrame(
+              () => requestAnimationFrame(() => resolve())
+            );
+          })
+        );
         await fs.mkdir(getScreenshotsDir(projectRoot), { recursive: true });
         await page.screenshot({
           path: screenshotPath,

package/dist/strategies.d.mts

@@ -50,12 +50,13 @@ interface ExecuteEntryOrderParams {
     timestamp: number;
     takeProfits: Tp[];
     stopLossPrice: number | null;
+    positionIntent?: 'open' | 'increase';
     leverage?: number;
     signal: Signal;
     beforePlaceOrder?: () => Promise<void>;
     recordRuntimeTrade?: boolean;
 }
-declare const executeEntryOrder: ({ connector, userName, symbol, direction, qty, currentPrice, timestamp, takeProfits, stopLossPrice, signal, beforePlaceOrder, recordRuntimeTrade, leverage, }: ExecuteEntryOrderParams) => Promise<number>;
+declare const executeEntryOrder: ({ connector, userName, symbol, direction, qty, currentPrice, timestamp, takeProfits, stopLossPrice, positionIntent, signal, beforePlaceOrder, recordRuntimeTrade, leverage, }: ExecuteEntryOrderParams) => Promise<number>;
 
 declare const enrichSignalWithBinanceMarketContext: (params: {
     signal: Signal;

package/dist/strategies.d.ts

@@ -50,12 +50,13 @@ interface ExecuteEntryOrderParams {
     timestamp: number;
     takeProfits: Tp[];
     stopLossPrice: number | null;
+    positionIntent?: 'open' | 'increase';
     leverage?: number;
     signal: Signal;
     beforePlaceOrder?: () => Promise<void>;
     recordRuntimeTrade?: boolean;
 }
-declare const executeEntryOrder: ({ connector, userName, symbol, direction, qty, currentPrice, timestamp, takeProfits, stopLossPrice, signal, beforePlaceOrder, recordRuntimeTrade, leverage, }: ExecuteEntryOrderParams) => Promise<number>;
+declare const executeEntryOrder: ({ connector, userName, symbol, direction, qty, currentPrice, timestamp, takeProfits, stopLossPrice, positionIntent, signal, beforePlaceOrder, recordRuntimeTrade, leverage, }: ExecuteEntryOrderParams) => Promise<number>;
 
 declare const enrichSignalWithBinanceMarketContext: (params: {
     signal: Signal;

package/dist/strategies.js

@@ -7196,7 +7196,7 @@ var askAI = async (signal, options = {}) => {
 // src/strategyRuntime.ts
 var import_node_path2 = __toESM(require("path"));
 var import_constants4 = require("@tradejs/core/constants");
-var import_data = require("@tradejs/core/data");
+var import_data2 = require("@tradejs/core/data");
 var import_strategies4 = require("@tradejs/core/strategies");
 var import_logger8 = require("@tradejs/infra/logger");
 
@@ -7285,6 +7285,10 @@ var recordRuntimeTradeOpen = async (params) => {
   }
   const record = {
     ...params,
+    entryCount: 1,
+    lastEntryPrice: params.entryPrice,
+    lastEntryQty: params.qty,
+    lastEntryTimestamp: params.entryTimestamp,
     status: "active",
     currentPrice: params.entryPrice,
     currentPnl: 0,
@@ -7321,6 +7325,73 @@ var recordRuntimeTradeOpen = async (params) => {
   }
   return record;
 };
+var recordRuntimeTradeIncrease = async (params) => {
+  const {
+    userName,
+    strategy,
+    symbol,
+    direction,
+    resultingQty,
+    resultingEntryPrice,
+    addedQty,
+    addedEntryPrice,
+    entryTimestamp,
+    fee,
+    accountId,
+    deploymentId
+  } = params;
+  if (!userName) {
+    return null;
+  }
+  const existing = await getActiveRuntimeTrade({
+    userName,
+    symbol,
+    accountId,
+    deploymentId
+  });
+  if (!existing || existing.strategy !== strategy || existing.direction !== direction) {
+    return null;
+  }
+  const addedFee = typeof fee === "number" && Number.isFinite(fee) ? fee : 0;
+  const openFee = (existing.openFee ?? existing.fee ?? 0) + addedFee;
+  const totalFee = (existing.totalFee ?? existing.fee ?? 0) + addedFee;
+  const next = {
+    ...existing,
+    qty: resultingQty,
+    entryPrice: resultingEntryPrice,
+    entryCount: Math.max(1, existing.entryCount ?? 1) + 1,
+    lastEntryPrice: addedEntryPrice,
+    lastEntryQty: addedQty,
+    lastEntryTimestamp: entryTimestamp,
+    currentPrice: resultingEntryPrice,
+    currentPnl: 0,
+    fee: openFee,
+    openFee,
+    totalFee,
+    lastSyncedAt: now()
+  };
+  const dayKey = (0, import_time.getRuntimeStorageDayKey)(existing.entryTimestamp);
+  try {
+    await Promise.all([
+      (0, import_redis2.setData)(import_redis2.redisKeys.runtimeTrade(userName, existing.orderId), next, {
+        expire: 0
+      }),
+      (0, import_redis2.setHashJsonField)(
+        import_redis2.redisKeys.runtimeTradeBucket(userName, dayKey),
+        existing.orderId,
+        next,
+        { expire: 0 }
+      )
+    ]);
+  } catch (error) {
+    import_logger3.logger.error(
+      "runtime trade increase journal failed: %s %s",
+      symbol,
+      error?.message || String(error)
+    );
+  }
+  return next;
+};
 var getActiveRuntimeTrade = async (params) => {
   const { userName, symbol, accountId, deploymentId } = params;
   if (!userName) {
@@ -7424,11 +7495,12 @@ var markRuntimeTradeClosed = async (params) => {
 
 // src/strategyHelpers/derivativesContext.ts
 var import_indicators2 = require("@tradejs/core/indicators");
+var import_data = require("@tradejs/core/data");
 var import_strategies = require("@tradejs/core/strategies");
 var import_constants2 = require("@tradejs/core/constants");
 var import_timescale = require("@tradejs/infra/timescale");
 var import_logger4 = require("@tradejs/infra/logger");
-var SOURCE_INTERVALS = ["15m"];
+var STORED_INTERVALS = ["15m", "1h"];
 var CONTEXT_INTERVALS = ["15m", "1h"];
 var DEFAULT_LOOKBACK_HOURS = 48;
 var PRIMARY_DERIVATIVES_REFERENCE_SYMBOL = import_constants2.DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS[0];
@@ -7454,9 +7526,12 @@ var parseLookbackMs = () => {
   const normalizedHours = Number.isFinite(hours) && hours > 0 ? hours : DEFAULT_LOOKBACK_HOURS;
   return normalizedHours * 60 * 60 * 1e3;
 };
-var withDerivedHourlyRows = (rowsByInterval) => ({
+var withHourlyFallbackRows = (rowsByInterval) => ({
   "15m": rowsByInterval["15m"] ?? [],
-  "1h": (0, import_indicators2.deriveCoinalyzeHourlyRowsFrom15m)(rowsByInterval["15m"])
+  "1h": (0, import_indicators2.buildCoinalyzeHourlyRowsWithFallback)({
+    rows15m: rowsByInterval["15m"],
+    fallbackRows1h: rowsByInterval["1h"]
+  })
 });
 var getDerivativesContextReferenceSymbols = () => [
   ...(0, import_constants2.resolveDerivativesContextReferenceSymbols)(
@@ -7580,12 +7655,17 @@ var enrichSignalWithDerivativesContext = async (params) => {
     const referenceSymbols = getDerivativesContextReferenceSymbols();
     const targetSymbol = normalizeSymbol(signal.symbol);
     const lookbackMs = parseLookbackMs();
+    const decisionTimeMs = signal.timestamp + (0, import_data.intervalToMs)(signal.interval);
+    const derivativesEndMs = (0, import_indicators2.getLastClosedDerivativesBarStartMs)(
+      decisionTimeMs,
+      "15m"
+    );
     const contexts = await Promise.all(
       referenceSymbols.map(async (symbol) => {
         const rowsByInterval = await (0, import_timescale.getDerivativesWindow)({
           symbol,
-          intervals: SOURCE_INTERVALS,
-          endMs: signal.timestamp,
+          intervals: STORED_INTERVALS,
+          endMs: derivativesEndMs,
           lookbackMs
         });
         return [
@@ -7593,8 +7673,8 @@ var enrichSignalWithDerivativesContext = async (params) => {
           (0, import_indicators2.buildDerivativesContext)({
             symbol,
             direction: signal.direction,
-            timestamp: signal.timestamp,
-            rowsByInterval: withDerivedHourlyRows(rowsByInterval),
+            timestamp: derivativesEndMs,
+            rowsByInterval: withHourlyFallbackRows(rowsByInterval),
             priceChangePct1h: getSignalPriceChangePct1h(signal),
             intervals: CONTEXT_INTERVALS
           })
@@ -7612,15 +7692,15 @@ var enrichSignalWithDerivativesContext = async (params) => {
     const fetchedTargetContext = shouldFetchTargetContext ? await (async () => {
       const rowsByInterval = await (0, import_timescale.getDerivativesWindow)({
         symbol: targetSymbol,
-        intervals: SOURCE_INTERVALS,
-        endMs: signal.timestamp,
+        intervals: STORED_INTERVALS,
+        endMs: derivativesEndMs,
         lookbackMs
       });
       const context = (0, import_indicators2.buildDerivativesContext)({
         symbol: targetSymbol,
         direction: signal.direction,
-        timestamp: signal.timestamp,
-        rowsByInterval: withDerivedHourlyRows(rowsByInterval),
+        timestamp: derivativesEndMs,
+        rowsByInterval: withHourlyFallbackRows(rowsByInterval),
         priceChangePct1h: getSignalPriceChangePct1h(signal),
         intervals: CONTEXT_INTERVALS
       });
@@ -8624,12 +8704,14 @@ var executeEntryOrder = async ({
   timestamp,
   takeProfits,
   stopLossPrice,
+  positionIntent = "open",
   signal,
   beforePlaceOrder,
   recordRuntimeTrade = true,
   leverage
 }) => {
   await beforePlaceOrder?.();
+  const previousPosition = positionIntent === "increase" ? await connector.getPosition(symbol) : null;
   const orderId = signal.orderId || createRuntimeOrderId(signal.strategy);
   const signalTimestamp = signal.timestamp;
   const signalClosePrice = currentPrice;
@@ -8644,6 +8726,7 @@ var executeEntryOrder = async ({
     qty,
     price: currentPrice,
     isLimit: false,
+    positionIntent,
     timestamp,
     direction,
     ...typeof leverage === "number" && Number.isFinite(leverage) ? { leverage } : {},
@@ -8654,27 +8737,36 @@ var executeEntryOrder = async ({
   const placedQty = typeof signal.orderQty === "number" && Number.isFinite(signal.orderQty) && signal.orderQty > 0 ? signal.orderQty : qty;
   const currentPosition = await connector.getPosition(symbol);
   const fillTime = Date.now();
-  const entryPrice = currentPosition?.price && Number.isFinite(currentPosition.price) ? currentPosition.price : currentPrice;
-  const fillSource = currentPosition?.price && Number.isFinite(currentPosition.price) ? "exchange_position" : orderPlaced ? "requested_price" : "unknown";
-  const entryQty = currentPosition?.qty && Number.isFinite(currentPosition.qty) ? currentPosition.qty : placedQty;
-  const estimatedOpenFee = entryPrice * entryQty * import_constants3.FEE_PERCENT;
-  signal.prices.currentPrice = entryPrice;
-  signal.orderQty = entryQty;
-  signal.orderValue = entryQty * entryPrice;
+  const isPositionIncrease = positionIntent === "increase" && previousPosition?.direction === direction && Number.isFinite(previousPosition.qty) && previousPosition.qty > 0;
+  const hasRefreshedIncreasedPosition = Boolean(
+    isPositionIncrease && previousPosition && currentPosition?.qty && currentPosition.qty > previousPosition.qty
+  );
+  const hasUsableCurrentPosition = Boolean(
+    currentPosition && Number.isFinite(currentPosition.price) && Number.isFinite(currentPosition.qty) && (!isPositionIncrease || hasRefreshedIncreasedPosition)
+  );
+  const resultingEntryPrice = hasUsableCurrentPosition && currentPosition ? currentPosition.price : isPositionIncrease && previousPosition ? (previousPosition.price * previousPosition.qty + currentPrice * placedQty) / (previousPosition.qty + placedQty) : currentPrice;
+  const resultingQty = hasUsableCurrentPosition && currentPosition ? currentPosition.qty : isPositionIncrease && previousPosition ? previousPosition.qty + placedQty : placedQty;
+  const filledQty = isPositionIncrease && previousPosition ? hasRefreshedIncreasedPosition && currentPosition ? currentPosition.qty - previousPosition.qty : placedQty : resultingQty;
+  const fillPrice = isPositionIncrease && previousPosition && hasRefreshedIncreasedPosition && currentPosition ? (resultingEntryPrice * currentPosition.qty - previousPosition.price * previousPosition.qty) / (currentPosition.qty - previousPosition.qty) : isPositionIncrease ? currentPrice : resultingEntryPrice;
+  const fillSource = hasUsableCurrentPosition ? "exchange_position" : orderPlaced ? "requested_price" : "unknown";
+  const estimatedOpenFee = fillPrice * filledQty * import_constants3.FEE_PERCENT;
+  signal.prices.currentPrice = fillPrice;
+  signal.orderQty = filledQty;
+  signal.orderValue = filledQty * fillPrice;
   if (orderPlaced) {
     try {
       await applyProtectiveOrders({
         connector,
         symbol,
         direction,
-        qty: entryQty,
+        qty: resultingQty,
         takeProfits,
         stopLossPrice
       });
     } catch (error) {
       await connector.closePosition({
         symbol,
-        price: entryPrice,
+        price: resultingEntryPrice,
         timestamp,
         direction,
         signal
@@ -8687,7 +8779,7 @@ var executeEntryOrder = async ({
   if (orderPlaced) {
     signal.orderFailureReason = void 0;
   }
-  if (orderPlaced && recordRuntimeTrade) {
+  if (orderPlaced && recordRuntimeTrade && !isPositionIncrease) {
     await recordRuntimeTradeOpen({
       userName,
       orderId,
@@ -8696,8 +8788,8 @@ var executeEntryOrder = async ({
       symbol,
       interval: signal.interval,
       direction,
-      qty: entryQty,
-      entryPrice,
+      qty: resultingQty,
+      entryPrice: resultingEntryPrice,
       signalTimestamp,
       signalClosePrice,
       arrivalSnapshotTime: arrivalSnapshot.arrivalSnapshotTime,
@@ -8708,7 +8800,7 @@ var executeEntryOrder = async ({
       spreadBps: arrivalSnapshot.spreadBps,
       orderSubmitTime,
       orderAckTime,
-      fillAvgPrice: entryPrice,
+      fillAvgPrice: fillPrice,
       fillSource,
       fillTime,
       telemetryQuality: resolveRuntimeTelemetryQuality({
@@ -8716,7 +8808,7 @@ var executeEntryOrder = async ({
         arrivalMid: arrivalSnapshot.arrivalMid,
         orderSubmitTime,
         orderAckTime,
-        fillAvgPrice: entryPrice,
+        fillAvgPrice: fillPrice,
         fillTime
       }),
       fee: estimatedOpenFee,
@@ -8732,10 +8824,26 @@ var executeEntryOrder = async ({
       ...signal.aiAnalysis ? { aiAnalysis: signal.aiAnalysis } : {}
     });
   }
-  if (currentPosition?.price) {
+  if (orderPlaced && recordRuntimeTrade && isPositionIncrease) {
+    await recordRuntimeTradeIncrease({
+      userName,
+      strategy: signal.strategy,
+      symbol,
+      direction,
+      resultingQty,
+      resultingEntryPrice,
+      addedQty: filledQty,
+      addedEntryPrice: fillPrice,
+      entryTimestamp: timestamp,
+      fee: estimatedOpenFee,
+      accountId: signal.accountId,
+      deploymentId: signal.deploymentId
+    });
+  }
+  if (hasUsableCurrentPosition && currentPosition?.price) {
     return currentPosition.price;
   }
-  return entryPrice;
+  return resultingEntryPrice;
 };
 var updatePositionProtection = async ({
   connector,
@@ -8983,7 +9091,7 @@ var resolveBacktestExecutionDelayMs = (value, fallbackDelayMs) => {
 };
 var safeIntervalToMs = (interval) => {
   try {
-    return (0, import_data.intervalToMs)(interval);
+    return (0, import_data2.intervalToMs)(interval);
   } catch {
     return null;
   }
@@ -9508,6 +9616,7 @@ var executeEntryDecision = async ({
         timestamp: decision.entryContext.timestamp,
         takeProfits: decision.orderPlan.takeProfits,
         stopLossPrice: decision.orderPlan.stopLossPrice,
+        positionIntent: decision.orderPlan.positionIntent,
         ...Number.isFinite(Number(hookCtx.strategyConfig.LEVERAGE)) ? { leverage: Number(hookCtx.strategyConfig.LEVERAGE) } : {},
         signal,
         beforePlaceOrder,
@@ -9539,6 +9648,7 @@ var executeEntryDecision = async ({
       price: decision.entryContext.prices.currentPrice,
       timestamp: decision.entryContext.timestamp,
       direction: decision.entryContext.direction,
+      positionIntent: decision.orderPlan.positionIntent,
       ...Number.isFinite(Number(hookCtx.strategyConfig.LEVERAGE)) ? { leverage: Number(hookCtx.strategyConfig.LEVERAGE) } : {}
     });
     if (!orderPlaced) {

package/dist/strategies.mjs

@@ -3,7 +3,7 @@ import {
   enrichSignalWithBinanceMarketContext,
   enrichSignalWithCoinMarketCapContext,
   enrichSignalWithDerivativesContext
-} from "./chunk-2XFDY6AT.mjs";
+} from "./chunk-2DZCHRP6.mjs";
 import {
   require_lodash
 } from "./chunk-KZDHZ56N.mjs";
@@ -119,6 +119,10 @@ var recordRuntimeTradeOpen = async (params) => {
   }
   const record = {
     ...params,
+    entryCount: 1,
+    lastEntryPrice: params.entryPrice,
+    lastEntryQty: params.qty,
+    lastEntryTimestamp: params.entryTimestamp,
     status: "active",
     currentPrice: params.entryPrice,
     currentPnl: 0,
@@ -155,6 +159,73 @@ var recordRuntimeTradeOpen = async (params) => {
   }
   return record;
 };
+var recordRuntimeTradeIncrease = async (params) => {
+  const {
+    userName,
+    strategy,
+    symbol,
+    direction,
+    resultingQty,
+    resultingEntryPrice,
+    addedQty,
+    addedEntryPrice,
+    entryTimestamp,
+    fee,
+    accountId,
+    deploymentId
+  } = params;
+  if (!userName) {
+    return null;
+  }
+  const existing = await getActiveRuntimeTrade({
+    userName,
+    symbol,
+    accountId,
+    deploymentId
+  });
+  if (!existing || existing.strategy !== strategy || existing.direction !== direction) {
+    return null;
+  }
+  const addedFee = typeof fee === "number" && Number.isFinite(fee) ? fee : 0;
+  const openFee = (existing.openFee ?? existing.fee ?? 0) + addedFee;
+  const totalFee = (existing.totalFee ?? existing.fee ?? 0) + addedFee;
+  const next = {
+    ...existing,
+    qty: resultingQty,
+    entryPrice: resultingEntryPrice,
+    entryCount: Math.max(1, existing.entryCount ?? 1) + 1,
+    lastEntryPrice: addedEntryPrice,
+    lastEntryQty: addedQty,
+    lastEntryTimestamp: entryTimestamp,
+    currentPrice: resultingEntryPrice,
+    currentPnl: 0,
+    fee: openFee,
+    openFee,
+    totalFee,
+    lastSyncedAt: now()
+  };
+  const dayKey = getRuntimeStorageDayKey(existing.entryTimestamp);
+  try {
+    await Promise.all([
+      setData(redisKeys.runtimeTrade(userName, existing.orderId), next, {
+        expire: 0
+      }),
+      setHashJsonField(
+        redisKeys.runtimeTradeBucket(userName, dayKey),
+        existing.orderId,
+        next,
+        { expire: 0 }
+      )
+    ]);
+  } catch (error) {
+    logger.error(
+      "runtime trade increase journal failed: %s %s",
+      symbol,
+      error?.message || String(error)
+    );
+  }
+  return next;
+};
 var getActiveRuntimeTrade = async (params) => {
   const { userName, symbol, accountId, deploymentId } = params;
   if (!userName) {
@@ -496,12 +567,14 @@ var executeEntryOrder = async ({
   timestamp,
   takeProfits,
   stopLossPrice,
+  positionIntent = "open",
   signal,
   beforePlaceOrder,
   recordRuntimeTrade = true,
   leverage
 }) => {
   await beforePlaceOrder?.();
+  const previousPosition = positionIntent === "increase" ? await connector.getPosition(symbol) : null;
   const orderId = signal.orderId || createRuntimeOrderId(signal.strategy);
   const signalTimestamp = signal.timestamp;
   const signalClosePrice = currentPrice;
@@ -516,6 +589,7 @@ var executeEntryOrder = async ({
     qty,
     price: currentPrice,
     isLimit: false,
+    positionIntent,
     timestamp,
     direction,
     ...typeof leverage === "number" && Number.isFinite(leverage) ? { leverage } : {},
@@ -526,27 +600,36 @@ var executeEntryOrder = async ({
   const placedQty = typeof signal.orderQty === "number" && Number.isFinite(signal.orderQty) && signal.orderQty > 0 ? signal.orderQty : qty;
   const currentPosition = await connector.getPosition(symbol);
   const fillTime = Date.now();
-  const entryPrice = currentPosition?.price && Number.isFinite(currentPosition.price) ? currentPosition.price : currentPrice;
-  const fillSource = currentPosition?.price && Number.isFinite(currentPosition.price) ? "exchange_position" : orderPlaced ? "requested_price" : "unknown";
-  const entryQty = currentPosition?.qty && Number.isFinite(currentPosition.qty) ? currentPosition.qty : placedQty;
-  const estimatedOpenFee = entryPrice * entryQty * FEE_PERCENT;
-  signal.prices.currentPrice = entryPrice;
-  signal.orderQty = entryQty;
-  signal.orderValue = entryQty * entryPrice;
+  const isPositionIncrease = positionIntent === "increase" && previousPosition?.direction === direction && Number.isFinite(previousPosition.qty) && previousPosition.qty > 0;
+  const hasRefreshedIncreasedPosition = Boolean(
+    isPositionIncrease && previousPosition && currentPosition?.qty && currentPosition.qty > previousPosition.qty
+  );
+  const hasUsableCurrentPosition = Boolean(
+    currentPosition && Number.isFinite(currentPosition.price) && Number.isFinite(currentPosition.qty) && (!isPositionIncrease || hasRefreshedIncreasedPosition)
+  );
+  const resultingEntryPrice = hasUsableCurrentPosition && currentPosition ? currentPosition.price : isPositionIncrease && previousPosition ? (previousPosition.price * previousPosition.qty + currentPrice * placedQty) / (previousPosition.qty + placedQty) : currentPrice;
+  const resultingQty = hasUsableCurrentPosition && currentPosition ? currentPosition.qty : isPositionIncrease && previousPosition ? previousPosition.qty + placedQty : placedQty;
+  const filledQty = isPositionIncrease && previousPosition ? hasRefreshedIncreasedPosition && currentPosition ? currentPosition.qty - previousPosition.qty : placedQty : resultingQty;
+  const fillPrice = isPositionIncrease && previousPosition && hasRefreshedIncreasedPosition && currentPosition ? (resultingEntryPrice * currentPosition.qty - previousPosition.price * previousPosition.qty) / (currentPosition.qty - previousPosition.qty) : isPositionIncrease ? currentPrice : resultingEntryPrice;
+  const fillSource = hasUsableCurrentPosition ? "exchange_position" : orderPlaced ? "requested_price" : "unknown";
+  const estimatedOpenFee = fillPrice * filledQty * FEE_PERCENT;
+  signal.prices.currentPrice = fillPrice;
+  signal.orderQty = filledQty;
+  signal.orderValue = filledQty * fillPrice;
   if (orderPlaced) {
     try {
       await applyProtectiveOrders({
         connector,
         symbol,
         direction,
-        qty: entryQty,
+        qty: resultingQty,
         takeProfits,
         stopLossPrice
       });
     } catch (error) {
       await connector.closePosition({
         symbol,
-        price: entryPrice,
+        price: resultingEntryPrice,
         timestamp,
         direction,
         signal
@@ -559,7 +642,7 @@ var executeEntryOrder = async ({
   if (orderPlaced) {
     signal.orderFailureReason = void 0;
   }
-  if (orderPlaced && recordRuntimeTrade) {
+  if (orderPlaced && recordRuntimeTrade && !isPositionIncrease) {
     await recordRuntimeTradeOpen({
       userName,
       orderId,
@@ -568,8 +651,8 @@ var executeEntryOrder = async ({
       symbol,
       interval: signal.interval,
       direction,
-      qty: entryQty,
-      entryPrice,
+      qty: resultingQty,
+      entryPrice: resultingEntryPrice,
       signalTimestamp,
       signalClosePrice,
       arrivalSnapshotTime: arrivalSnapshot.arrivalSnapshotTime,
@@ -580,7 +663,7 @@ var executeEntryOrder = async ({
       spreadBps: arrivalSnapshot.spreadBps,
       orderSubmitTime,
       orderAckTime,
-      fillAvgPrice: entryPrice,
+      fillAvgPrice: fillPrice,
       fillSource,
       fillTime,
       telemetryQuality: resolveRuntimeTelemetryQuality({
@@ -588,7 +671,7 @@ var executeEntryOrder = async ({
         arrivalMid: arrivalSnapshot.arrivalMid,
         orderSubmitTime,
         orderAckTime,
-        fillAvgPrice: entryPrice,
+        fillAvgPrice: fillPrice,
         fillTime
       }),
       fee: estimatedOpenFee,
@@ -604,10 +687,26 @@ var executeEntryOrder = async ({
       ...signal.aiAnalysis ? { aiAnalysis: signal.aiAnalysis } : {}
     });
   }
-  if (currentPosition?.price) {
+  if (orderPlaced && recordRuntimeTrade && isPositionIncrease) {
+    await recordRuntimeTradeIncrease({
+      userName,
+      strategy: signal.strategy,
+      symbol,
+      direction,
+      resultingQty,
+      resultingEntryPrice,
+      addedQty: filledQty,
+      addedEntryPrice: fillPrice,
+      entryTimestamp: timestamp,
+      fee: estimatedOpenFee,
+      accountId: signal.accountId,
+      deploymentId: signal.deploymentId
+    });
+  }
+  if (hasUsableCurrentPosition && currentPosition?.price) {
     return currentPosition.price;
   }
-  return entryPrice;
+  return resultingEntryPrice;
 };
 var updatePositionProtection = async ({
   connector,
@@ -1354,6 +1453,7 @@ var executeEntryDecision = async ({
         timestamp: decision.entryContext.timestamp,
         takeProfits: decision.orderPlan.takeProfits,
         stopLossPrice: decision.orderPlan.stopLossPrice,
+        positionIntent: decision.orderPlan.positionIntent,
         ...Number.isFinite(Number(hookCtx.strategyConfig.LEVERAGE)) ? { leverage: Number(hookCtx.strategyConfig.LEVERAGE) } : {},
         signal,
         beforePlaceOrder,
@@ -1385,6 +1485,7 @@ var executeEntryDecision = async ({
       price: decision.entryContext.prices.currentPrice,
       timestamp: decision.entryContext.timestamp,
       direction: decision.entryContext.direction,
+      positionIntent: decision.orderPlan.positionIntent,
       ...Number.isFinite(Number(hookCtx.strategyConfig.LEVERAGE)) ? { leverage: Number(hookCtx.strategyConfig.LEVERAGE) } : {}
     });
     if (!orderPlaced) {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/node",
-  "version": "2.0.1",
+  "version": "2.0.3",
   "description": "Node-only runtime for the TradeJS TypeScript framework: strategies, backtests, Pine strategy loading, and plugin registries.",
   "keywords": [
     "tradejs",
@@ -67,9 +67,9 @@
   "dependencies": {
     "@langchain/core": "^1.1.42",
     "@langchain/openai": "^1.4.5",
-    "@tradejs/core": "^2.0.1",
-    "@tradejs/infra": "^2.0.1",
-    "@tradejs/types": "^2.0.1",
+    "@tradejs/core": "^2.0.3",
+    "@tradejs/infra": "^2.0.3",
+    "@tradejs/types": "^2.0.3",
     "chalk": "4.1.2",
     "ioredis": "5.8.0",
     "pinets": "0.8.12",