@tradejs/node 2.0.13 → 2.0.15

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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
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  declare const getBinanceBreadthUniverses: () => BinanceBreadthUniverseDefinition[];
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  declare const getPrimaryBinanceBreadthUniverse: () => BinanceBreadthUniverseDefinition;
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+ type HyperliquidPerpUniverseSnapshot = {
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+ schemaVersion: 1;
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+ updatedAt: string;
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+ source: 'hyperliquid_main_perp_day_notional_volume';
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+ fingerprint: string;
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+ size: 30;
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+ symbols: string[];
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+ };
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+ type HyperliquidWhaleRegistrySnapshot = {
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+ schemaVersion: 2;
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+ updatedAt: string;
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+ source: 'hyperliquid_structural_fills_snapshot';
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+ selection: {
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+ calibrationFrom: string;
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+ calibrationTo: string;
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+ effectiveFrom: string;
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+ candidateLimit: number;
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+ minimumAccountValueUsd: number;
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+ minimumActiveDays: number;
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+ maximumRawFillsPerDay: number;
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+ maximumDirectionalExecutionsPerDay: number;
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+ minimumMedianNotionalUsd: number;
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+ minimumMedianInterExecutionMinutes: number;
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+ minimumTop30NotionalShare: number;
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+ minimumTurnoverToEquity: number;
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+ maximumTurnoverToEquity: number;
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+ score: string;
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+ forbiddenSelectionMetrics: readonly string[];
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+ };
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+ fingerprint: string;
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+ size: 100;
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+ addresses: string[];
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+ };
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+ declare const getHyperliquidPerpUniverseSnapshot: () => HyperliquidPerpUniverseSnapshot;
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+ declare const getHyperliquidWhaleRegistrySnapshot: () => HyperliquidWhaleRegistrySnapshot;
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+ declare const getHyperliquidPerpSymbols: () => string[];
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+ declare const getHyperliquidWhaleAddresses: () => string[];
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+ declare const isTrackedHyperliquidPerp: (symbol: string) => boolean;
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+ declare const isTrackedHyperliquidWhale: (address: string) => boolean;
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+ declare const resolveHyperliquidPerpFromSignalSymbol: (symbol: string) => string | null;
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+
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  declare const enrichSignalWithCoinMarketCapContext: (params: {
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  signal: Signal;
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  env: string;
@@ -123,6 +164,14 @@ declare const enrichSignalWithCoinMarketCapContext: (params: {
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  maxAgeMs?: number;
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  }) => Promise<boolean>;
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+ declare const enrichSignalWithHyperliquidWhaleContext: (params: {
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+ signal: Signal;
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+ env: string;
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+ enabled?: boolean;
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+ interval?: MarketFeatureInterval;
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+ maxAgeMs?: number;
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+ }) => Promise<boolean>;
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+
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  type CloseOppositePositionsBeforeOpenOptions = {
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  connector: Connector;
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  entryContext: StrategyEntrySignalContext;
@@ -148,4 +197,4 @@ interface CreateCloseAllOnGlobalProfitBeforeSignalsHookParams {
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  }
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  declare const createCloseAllOnGlobalProfitBeforeSignalsHook: ({ getStrategyDefaultConfig, profitRiskMultiplier, }?: CreateCloseAllOnGlobalProfitBeforeSignalsHookParams) => TradejsConfigBeforeSignalsHook;
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- 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 };
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+ 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
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  declare const getBinanceBreadthUniverses: () => BinanceBreadthUniverseDefinition[];
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  declare const getPrimaryBinanceBreadthUniverse: () => BinanceBreadthUniverseDefinition;
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+ type HyperliquidPerpUniverseSnapshot = {
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+ schemaVersion: 1;
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+ updatedAt: string;
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+ source: 'hyperliquid_main_perp_day_notional_volume';
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+ fingerprint: string;
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+ size: 30;
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+ symbols: string[];
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+ };
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+ type HyperliquidWhaleRegistrySnapshot = {
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+ schemaVersion: 2;
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+ updatedAt: string;
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+ source: 'hyperliquid_structural_fills_snapshot';
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+ selection: {
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+ calibrationFrom: string;
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+ calibrationTo: string;
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+ effectiveFrom: string;
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+ candidateLimit: number;
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+ minimumAccountValueUsd: number;
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+ minimumActiveDays: number;
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+ maximumRawFillsPerDay: number;
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+ maximumDirectionalExecutionsPerDay: number;
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+ minimumMedianNotionalUsd: number;
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+ minimumMedianInterExecutionMinutes: number;
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+ minimumTop30NotionalShare: number;
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+ minimumTurnoverToEquity: number;
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+ maximumTurnoverToEquity: number;
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+ score: string;
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+ forbiddenSelectionMetrics: readonly string[];
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+ };
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+ fingerprint: string;
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+ size: 100;
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+ addresses: string[];
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+ };
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+ declare const getHyperliquidPerpUniverseSnapshot: () => HyperliquidPerpUniverseSnapshot;
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+ declare const getHyperliquidWhaleRegistrySnapshot: () => HyperliquidWhaleRegistrySnapshot;
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+ declare const getHyperliquidPerpSymbols: () => string[];
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+ declare const getHyperliquidWhaleAddresses: () => string[];
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+ declare const isTrackedHyperliquidPerp: (symbol: string) => boolean;
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+ declare const isTrackedHyperliquidWhale: (address: string) => boolean;
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+ declare const resolveHyperliquidPerpFromSignalSymbol: (symbol: string) => string | null;
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+
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  declare const enrichSignalWithCoinMarketCapContext: (params: {
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  signal: Signal;
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  env: string;
@@ -123,6 +164,14 @@ declare const enrichSignalWithCoinMarketCapContext: (params: {
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  maxAgeMs?: number;
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  }) => Promise<boolean>;
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+ declare const enrichSignalWithHyperliquidWhaleContext: (params: {
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+ signal: Signal;
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+ env: string;
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+ enabled?: boolean;
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+ interval?: MarketFeatureInterval;
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+ maxAgeMs?: number;
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+ }) => Promise<boolean>;
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+
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  type CloseOppositePositionsBeforeOpenOptions = {
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  connector: Connector;
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  entryContext: StrategyEntrySignalContext;
@@ -148,4 +197,4 @@ interface CreateCloseAllOnGlobalProfitBeforeSignalsHookParams {
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  }
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  declare const createCloseAllOnGlobalProfitBeforeSignalsHook: ({ getStrategyDefaultConfig, profitRiskMultiplier, }?: CreateCloseAllOnGlobalProfitBeforeSignalsHookParams) => TradejsConfigBeforeSignalsHook;
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- 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 };
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+ 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 };