@tradejs/node 2.0.13 → 2.0.14

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (13) hide show
  1. package/dist/ai.js +1 -1
  2. package/dist/ai.mjs +1 -1
  3. package/dist/backtest.js +580 -14
  4. package/dist/backtest.mjs +18 -3
  5. package/dist/{chunk-PD25CABK.mjs → chunk-DPHKRDD5.mjs} +1 -1
  6. package/dist/{chunk-76TEMQKX.mjs → chunk-FEQR4XGR.mjs} +576 -9
  7. package/dist/cli.js +1 -1
  8. package/dist/cli.mjs +1 -1
  9. package/dist/strategies.d.mts +50 -1
  10. package/dist/strategies.d.ts +50 -1
  11. package/dist/strategies.js +633 -37
  12. package/dist/strategies.mjs +45 -4
  13. package/package.json +4 -4
package/dist/strategies.d.mts CHANGED
@@ -116,6 +116,47 @@ declare const getBinanceBreadthUniverseSnapshot: () => BinanceBreadthUniverseSna
116
116
  declare const getBinanceBreadthUniverses: () => BinanceBreadthUniverseDefinition[];
117
117
  declare const getPrimaryBinanceBreadthUniverse: () => BinanceBreadthUniverseDefinition;
118
118
 
119
+ type HyperliquidPerpUniverseSnapshot = {
120
+ schemaVersion: 1;
121
+ updatedAt: string;
122
+ source: 'hyperliquid_main_perp_day_notional_volume';
123
+ fingerprint: string;
124
+ size: 30;
125
+ symbols: string[];
126
+ };
127
+ type HyperliquidWhaleRegistrySnapshot = {
128
+ schemaVersion: 2;
129
+ updatedAt: string;
130
+ source: 'hyperliquid_structural_fills_snapshot';
131
+ selection: {
132
+ calibrationFrom: string;
133
+ calibrationTo: string;
134
+ effectiveFrom: string;
135
+ candidateLimit: number;
136
+ minimumAccountValueUsd: number;
137
+ minimumActiveDays: number;
138
+ maximumRawFillsPerDay: number;
139
+ maximumDirectionalExecutionsPerDay: number;
140
+ minimumMedianNotionalUsd: number;
141
+ minimumMedianInterExecutionMinutes: number;
142
+ minimumTop30NotionalShare: number;
143
+ minimumTurnoverToEquity: number;
144
+ maximumTurnoverToEquity: number;
145
+ score: string;
146
+ forbiddenSelectionMetrics: readonly string[];
147
+ };
148
+ fingerprint: string;
149
+ size: 100;
150
+ addresses: string[];
151
+ };
152
+ declare const getHyperliquidPerpUniverseSnapshot: () => HyperliquidPerpUniverseSnapshot;
153
+ declare const getHyperliquidWhaleRegistrySnapshot: () => HyperliquidWhaleRegistrySnapshot;
154
+ declare const getHyperliquidPerpSymbols: () => string[];
155
+ declare const getHyperliquidWhaleAddresses: () => string[];
156
+ declare const isTrackedHyperliquidPerp: (symbol: string) => boolean;
157
+ declare const isTrackedHyperliquidWhale: (address: string) => boolean;
158
+ declare const resolveHyperliquidPerpFromSignalSymbol: (symbol: string) => string | null;
159
+
119
160
  declare const enrichSignalWithCoinMarketCapContext: (params: {
120
161
  signal: Signal;
121
162
  env: string;
@@ -123,6 +164,14 @@ declare const enrichSignalWithCoinMarketCapContext: (params: {
123
164
  maxAgeMs?: number;
124
165
  }) => Promise<boolean>;
125
166
 
167
+ declare const enrichSignalWithHyperliquidWhaleContext: (params: {
168
+ signal: Signal;
169
+ env: string;
170
+ enabled?: boolean;
171
+ interval?: MarketFeatureInterval;
172
+ maxAgeMs?: number;
173
+ }) => Promise<boolean>;
174
+
126
175
  type CloseOppositePositionsBeforeOpenOptions = {
127
176
  connector: Connector;
128
177
  entryContext: StrategyEntrySignalContext;
@@ -148,4 +197,4 @@ interface CreateCloseAllOnGlobalProfitBeforeSignalsHookParams {
148
197
  }
149
198
  declare const createCloseAllOnGlobalProfitBeforeSignalsHook: ({ getStrategyDefaultConfig, profitRiskMultiplier, }?: CreateCloseAllOnGlobalProfitBeforeSignalsHookParams) => TradejsConfigBeforeSignalsHook;
150
199
 
151
- export { BINANCE_BREADTH_UNIVERSE_KEYS, type BinanceBreadthUniverseDefinition, type BinanceBreadthUniverseKey, type BinanceBreadthUniverseSnapshot, buildBinanceBreadthUniverseSnapshot, closeOppositePositionsBeforeOpen, createCloseAllOnGlobalProfitBeforeSignalsHook, createCloseOppositeBeforePlaceOrderHook, createMoveStopToBreakEvenAfterCoreDecisionHook, createMoveStopToBreakEvenOnBarHook, createStrategyRuntime, enrichSignalWithAi, enrichSignalWithBinanceMarketContext, enrichSignalWithCoinMarketCapContext, enrichSignalWithMl, enrichSignalWithMlAi, executeEntryOrder, getBinanceBreadthUniverseSnapshot, getBinanceBreadthUniverses, getOrderArrivalSnapshot, getPrimaryBinanceBreadthUniverse, resolveStrategyConfig, validateEntryProtectionAtArrival };
200
+ export { BINANCE_BREADTH_UNIVERSE_KEYS, type BinanceBreadthUniverseDefinition, type BinanceBreadthUniverseKey, type BinanceBreadthUniverseSnapshot, type HyperliquidPerpUniverseSnapshot, type HyperliquidWhaleRegistrySnapshot, buildBinanceBreadthUniverseSnapshot, closeOppositePositionsBeforeOpen, createCloseAllOnGlobalProfitBeforeSignalsHook, createCloseOppositeBeforePlaceOrderHook, createMoveStopToBreakEvenAfterCoreDecisionHook, createMoveStopToBreakEvenOnBarHook, createStrategyRuntime, enrichSignalWithAi, enrichSignalWithBinanceMarketContext, enrichSignalWithCoinMarketCapContext, enrichSignalWithHyperliquidWhaleContext, enrichSignalWithMl, enrichSignalWithMlAi, executeEntryOrder, getBinanceBreadthUniverseSnapshot, getBinanceBreadthUniverses, getHyperliquidPerpSymbols, getHyperliquidPerpUniverseSnapshot, getHyperliquidWhaleAddresses, getHyperliquidWhaleRegistrySnapshot, getOrderArrivalSnapshot, getPrimaryBinanceBreadthUniverse, isTrackedHyperliquidPerp, isTrackedHyperliquidWhale, resolveHyperliquidPerpFromSignalSymbol, resolveStrategyConfig, validateEntryProtectionAtArrival };
package/dist/strategies.d.ts CHANGED
@@ -116,6 +116,47 @@ declare const getBinanceBreadthUniverseSnapshot: () => BinanceBreadthUniverseSna
116
116
  declare const getBinanceBreadthUniverses: () => BinanceBreadthUniverseDefinition[];
117
117
  declare const getPrimaryBinanceBreadthUniverse: () => BinanceBreadthUniverseDefinition;
118
118
 
119
+ type HyperliquidPerpUniverseSnapshot = {
120
+ schemaVersion: 1;
121
+ updatedAt: string;
122
+ source: 'hyperliquid_main_perp_day_notional_volume';
123
+ fingerprint: string;
124
+ size: 30;
125
+ symbols: string[];
126
+ };
127
+ type HyperliquidWhaleRegistrySnapshot = {
128
+ schemaVersion: 2;
129
+ updatedAt: string;
130
+ source: 'hyperliquid_structural_fills_snapshot';
131
+ selection: {
132
+ calibrationFrom: string;
133
+ calibrationTo: string;
134
+ effectiveFrom: string;
135
+ candidateLimit: number;
136
+ minimumAccountValueUsd: number;
137
+ minimumActiveDays: number;
138
+ maximumRawFillsPerDay: number;
139
+ maximumDirectionalExecutionsPerDay: number;
140
+ minimumMedianNotionalUsd: number;
141
+ minimumMedianInterExecutionMinutes: number;
142
+ minimumTop30NotionalShare: number;
143
+ minimumTurnoverToEquity: number;
144
+ maximumTurnoverToEquity: number;
145
+ score: string;
146
+ forbiddenSelectionMetrics: readonly string[];
147
+ };
148
+ fingerprint: string;
149
+ size: 100;
150
+ addresses: string[];
151
+ };
152
+ declare const getHyperliquidPerpUniverseSnapshot: () => HyperliquidPerpUniverseSnapshot;
153
+ declare const getHyperliquidWhaleRegistrySnapshot: () => HyperliquidWhaleRegistrySnapshot;
154
+ declare const getHyperliquidPerpSymbols: () => string[];
155
+ declare const getHyperliquidWhaleAddresses: () => string[];
156
+ declare const isTrackedHyperliquidPerp: (symbol: string) => boolean;
157
+ declare const isTrackedHyperliquidWhale: (address: string) => boolean;
158
+ declare const resolveHyperliquidPerpFromSignalSymbol: (symbol: string) => string | null;
159
+
119
160
  declare const enrichSignalWithCoinMarketCapContext: (params: {
120
161
  signal: Signal;
121
162
  env: string;
@@ -123,6 +164,14 @@ declare const enrichSignalWithCoinMarketCapContext: (params: {
123
164
  maxAgeMs?: number;
124
165
  }) => Promise<boolean>;
125
166
 
167
+ declare const enrichSignalWithHyperliquidWhaleContext: (params: {
168
+ signal: Signal;
169
+ env: string;
170
+ enabled?: boolean;
171
+ interval?: MarketFeatureInterval;
172
+ maxAgeMs?: number;
173
+ }) => Promise<boolean>;
174
+
126
175
  type CloseOppositePositionsBeforeOpenOptions = {
127
176
  connector: Connector;
128
177
  entryContext: StrategyEntrySignalContext;
@@ -148,4 +197,4 @@ interface CreateCloseAllOnGlobalProfitBeforeSignalsHookParams {
148
197
  }
149
198
  declare const createCloseAllOnGlobalProfitBeforeSignalsHook: ({ getStrategyDefaultConfig, profitRiskMultiplier, }?: CreateCloseAllOnGlobalProfitBeforeSignalsHookParams) => TradejsConfigBeforeSignalsHook;
150
199
 
151
- export { BINANCE_BREADTH_UNIVERSE_KEYS, type BinanceBreadthUniverseDefinition, type BinanceBreadthUniverseKey, type BinanceBreadthUniverseSnapshot, buildBinanceBreadthUniverseSnapshot, closeOppositePositionsBeforeOpen, createCloseAllOnGlobalProfitBeforeSignalsHook, createCloseOppositeBeforePlaceOrderHook, createMoveStopToBreakEvenAfterCoreDecisionHook, createMoveStopToBreakEvenOnBarHook, createStrategyRuntime, enrichSignalWithAi, enrichSignalWithBinanceMarketContext, enrichSignalWithCoinMarketCapContext, enrichSignalWithMl, enrichSignalWithMlAi, executeEntryOrder, getBinanceBreadthUniverseSnapshot, getBinanceBreadthUniverses, getOrderArrivalSnapshot, getPrimaryBinanceBreadthUniverse, resolveStrategyConfig, validateEntryProtectionAtArrival };
200
+ export { BINANCE_BREADTH_UNIVERSE_KEYS, type BinanceBreadthUniverseDefinition, type BinanceBreadthUniverseKey, type BinanceBreadthUniverseSnapshot, type HyperliquidPerpUniverseSnapshot, type HyperliquidWhaleRegistrySnapshot, buildBinanceBreadthUniverseSnapshot, closeOppositePositionsBeforeOpen, createCloseAllOnGlobalProfitBeforeSignalsHook, createCloseOppositeBeforePlaceOrderHook, createMoveStopToBreakEvenAfterCoreDecisionHook, createMoveStopToBreakEvenOnBarHook, createStrategyRuntime, enrichSignalWithAi, enrichSignalWithBinanceMarketContext, enrichSignalWithCoinMarketCapContext, enrichSignalWithHyperliquidWhaleContext, enrichSignalWithMl, enrichSignalWithMlAi, executeEntryOrder, getBinanceBreadthUniverseSnapshot, getBinanceBreadthUniverses, getHyperliquidPerpSymbols, getHyperliquidPerpUniverseSnapshot, getHyperliquidWhaleAddresses, getHyperliquidWhaleRegistrySnapshot, getOrderArrivalSnapshot, getPrimaryBinanceBreadthUniverse, isTrackedHyperliquidPerp, isTrackedHyperliquidWhale, resolveHyperliquidPerpFromSignalSymbol, resolveStrategyConfig, validateEntryProtectionAtArrival };