@tradejs/node 2.0.15 → 2.0.17

package/dist/backtest.mjs

@@ -4,14 +4,11 @@ import {
 } from "./chunk-V3YMKE4I.mjs";
 import {
   buildMlPayload,
-  enrichSignalWithBinanceMarketContext,
-  enrichSignalWithCoinMarketCapContext,
-  enrichSignalWithDerivativesContext,
-  enrichSignalWithHyperliquidWhaleContext
-} from "./chunk-FEQR4XGR.mjs";
+  enrichSignalWithMarketContextStages
+} from "./chunk-3BP3ETAD.mjs";
 import {
   buildAiPayload
-} from "./chunk-DPHKRDD5.mjs";
+} from "./chunk-WK5EUCX5.mjs";
 import {
   getStrategyCreator
 } from "./chunk-QVSMINLG.mjs";
@@ -2065,35 +2062,15 @@ var testing = async ({
     }
     const shouldCapturePayload = signal && typeof signal !== "string" && signal.signalId && (ml || ai);
     if (shouldCapturePayload) {
-      await withTimeout(
-        "binance market context",
-        enrichSignalWithBinanceMarketContext({
-          signal,
-          env: "BACKTEST"
-        })
-      );
-      await withTimeout(
-        "coinmarketcap context",
-        enrichSignalWithCoinMarketCapContext({
-          signal,
-          env: "BACKTEST",
-          enabled: Boolean(ml || ai)
-        })
-      );
-      await withTimeout(
-        "derivatives context",
-        enrichSignalWithDerivativesContext({
-          signal,
-          env: "BACKTEST"
-        })
-      );
-      await withTimeout(
-        "hyperliquid whale context",
-        enrichSignalWithHyperliquidWhaleContext({
-          signal,
-          env: "BACKTEST"
-        })
-      );
+      await enrichSignalWithMarketContextStages({
+        signal,
+        env: "BACKTEST",
+        coinMarketCapEnabled: true,
+        onStageStart: (stage) => {
+          activeStageStartedAt = Date.now();
+          emitProgress(`${stage} context`, { force: true });
+        }
+      });
     }
     if (ml && signal && typeof signal !== "string" && signal.signalId) {
       const payload = buildMlPayload({
@@ -2497,35 +2474,15 @@ var testingGroupInSharedCandleLoop = async (tests) => {
       }
       const shouldCapturePayload = signal && typeof signal !== "string" && signal.signalId && (test.ml || test.ai);
       if (shouldCapturePayload) {
-        await withTimeout(
-          "binance market context",
-          enrichSignalWithBinanceMarketContext({
-            signal,
-            env: "BACKTEST"
-          })
-        );
-        await withTimeout(
-          "coinmarketcap context",
-          enrichSignalWithCoinMarketCapContext({
-            signal,
-            env: "BACKTEST",
-            enabled: Boolean(test.ml || test.ai)
-          })
-        );
-        await withTimeout(
-          "derivatives context",
-          enrichSignalWithDerivativesContext({
-            signal,
-            env: "BACKTEST"
-          })
-        );
-        await withTimeout(
-          "hyperliquid whale context",
-          enrichSignalWithHyperliquidWhaleContext({
-            signal,
-            env: "BACKTEST"
-          })
-        );
+        await enrichSignalWithMarketContextStages({
+          signal,
+          env: "BACKTEST",
+          coinMarketCapEnabled: true,
+          onStageStart: (stage) => {
+            activeStageStartedAt = Date.now();
+            emitProgress(`${stage} context`, { force: true });
+          }
+        });
       }
       if (test.ml && signal && typeof signal !== "string" && signal.signalId) {
         const payload = buildMlPayload({

package/dist/{chunk-FEQR4XGR.mjs → chunk-3BP3ETAD.mjs}

@@ -1,6 +1,6 @@
 import {
   getStrategyProfileMlAdapter
-} from "./chunk-DPHKRDD5.mjs";
+} from "./chunk-WK5EUCX5.mjs";
 import {
   getStrategyManifest
 } from "./chunk-QVSMINLG.mjs";
@@ -317,6 +317,15 @@ import {
 } from "@tradejs/infra/timescale";
 import { logger } from "@tradejs/infra/logger";
 import { refreshSignalBaseContextGateFeatures } from "@tradejs/core/strategies";
+
+// src/strategyHelpers/marketContextErrors.ts
+var MARKET_CONTEXT_CANCELLATION_ERROR_NAMES = /* @__PURE__ */ new Set([
+  "AbortError",
+  "TimescaleQueryTimeoutError"
+]);
+var isMarketContextCancellationError = (error, abortSignal) => abortSignal?.aborted === true || error instanceof Error && MARKET_CONTEXT_CANCELLATION_ERROR_NAMES.has(error.name);
+
+// src/strategyHelpers/binanceMarketContext.ts
 var DEFAULT_MAX_AGE_BY_INTERVAL = {
   "1m": 3 * 6e4,
   "5m": 10 * 6e4,
@@ -380,7 +389,8 @@ var getCachedReferenceRows = ({
   referenceSymbols,
   interval,
   timestamp,
-  maxAgeMs
+  maxAgeMs,
+  abortSignal
 }) => {
   const key = `${referenceSymbols.join(",")}:${interval}:${timestamp}:${maxAgeMs}`;
   const cached = referenceRowsCache.get(key);
@@ -391,7 +401,8 @@ var getCachedReferenceRows = ({
         symbol,
         interval,
         atMs: timestamp,
-        maxAgeMs
+        maxAgeMs,
+        ...abortSignal ? { signal: abortSignal } : {}
       });
       return {
         symbol,
@@ -400,13 +411,15 @@ var getCachedReferenceRows = ({
     })
   );
   referenceRowsCache.set(key, promise);
+  void promise.catch(() => referenceRowsCache.delete(key));
   return promise;
 };
 var getCachedBreadth = ({
   breadthUniverse,
   interval,
   timestamp,
-  maxAgeMs
+  maxAgeMs,
+  abortSignal
 }) => {
   const key = `${breadthUniverse}:${interval}:${timestamp}:${maxAgeMs}`;
   const cached = breadthCache.get(key);
@@ -415,9 +428,11 @@ var getCachedBreadth = ({
     universe: breadthUniverse,
     interval,
     atMs: timestamp,
-    maxAgeMs
+    maxAgeMs,
+    ...abortSignal ? { signal: abortSignal } : {}
   });
   breadthCache.set(key, promise);
+  void promise.catch(() => breadthCache.delete(key));
   return promise;
 };
 var toMarketBreadthContext = (breadth, interval) => ({
@@ -463,7 +478,8 @@ var enrichSignalWithBinanceMarketContext = async (params) => {
         referenceSymbols,
         interval,
         timestamp: signal.timestamp,
-        maxAgeMs
+        maxAgeMs,
+        abortSignal: params.abortSignal
       }),
       Promise.all(
         breadthUniverses.map(async ({ key, universe }) => ({
@@ -472,7 +488,8 @@ var enrichSignalWithBinanceMarketContext = async (params) => {
             breadthUniverse: universe,
             interval,
             timestamp: signal.timestamp,
-            maxAgeMs
+            maxAgeMs,
+            abortSignal: params.abortSignal
           })
         }))
       )
@@ -587,6 +604,9 @@ var enrichSignalWithBinanceMarketContext = async (params) => {
     refreshSignalBaseContextGateFeatures(signal);
     return true;
   } catch (error) {
+    if (isMarketContextCancellationError(error, params.abortSignal)) {
+      throw error;
+    }
     binanceMarketContextUnavailable = true;
     logger.warn(
       "Binance market context disabled after Timescale read failure: %s",
@@ -713,7 +733,8 @@ var toIndexRegime = ({
 };
 var getCachedGlobalContext = ({
   timestamp,
-  maxAgeMs
+  maxAgeMs,
+  abortSignal
 }) => {
   const key = `${SOURCE_GLOBAL_DAILY}:${timestamp}:${maxAgeMs}`;
   const cached = globalContextCache.get(key);
@@ -721,14 +742,17 @@ var getCachedGlobalContext = ({
   const promise = getLatestMarketGlobalContext({
     source: SOURCE_GLOBAL_DAILY,
     atMs: timestamp,
-    maxAgeMs
+    maxAgeMs,
+    ...abortSignal ? { signal: abortSignal } : {}
   });
   globalContextCache.set(key, promise);
+  void promise.catch(() => globalContextCache.delete(key));
   return promise;
 };
 var getCachedReferenceContexts = ({
   timestamp,
-  maxAgeMs
+  maxAgeMs,
+  abortSignal
 }) => {
   const key = `${SOURCE_REFERENCE}:1d:${timestamp}:${maxAgeMs}`;
   const cached = referenceContextCache.get(key);
@@ -738,14 +762,17 @@ var getCachedReferenceContexts = ({
     symbols: ["BTCUSDT", "ETHUSDT"],
     interval: "1d",
     atMs: timestamp,
-    maxAgeMs
+    maxAgeMs,
+    ...abortSignal ? { signal: abortSignal } : {}
   });
   referenceContextCache.set(key, promise);
+  void promise.catch(() => referenceContextCache.delete(key));
   return promise;
 };
 var getCachedExchangeLiquidityContext = ({
   timestamp,
-  maxAgeMs
+  maxAgeMs,
+  abortSignal
 }) => {
   const key = `${SOURCE_EXCHANGE_LIQUIDITY}:1d:${timestamp}:${maxAgeMs}`;
   const cached = exchangeLiquidityContextCache.get(key);
@@ -754,14 +781,17 @@ var getCachedExchangeLiquidityContext = ({
     source: SOURCE_EXCHANGE_LIQUIDITY,
     interval: "1d",
     atMs: timestamp,
-    maxAgeMs
+    maxAgeMs,
+    ...abortSignal ? { signal: abortSignal } : {}
   });
   exchangeLiquidityContextCache.set(key, promise);
+  void promise.catch(() => exchangeLiquidityContextCache.delete(key));
   return promise;
 };
 var getCachedFearGreedContext = ({
   timestamp,
-  maxAgeMs
+  maxAgeMs,
+  abortSignal
 }) => {
   const key = `${SOURCE_FEAR_GREED}:1d:${timestamp}:${maxAgeMs}`;
   const cached = fearGreedContextCache.get(key);
@@ -770,14 +800,17 @@ var getCachedFearGreedContext = ({
     source: SOURCE_FEAR_GREED,
     interval: "1d",
     atMs: timestamp,
-    maxAgeMs
+    maxAgeMs,
+    ...abortSignal ? { signal: abortSignal } : {}
   });
   fearGreedContextCache.set(key, promise);
+  void promise.catch(() => fearGreedContextCache.delete(key));
   return promise;
 };
 var getCachedIndexContexts = ({
   timestamp,
-  maxAgeMs
+  maxAgeMs,
+  abortSignal
 }) => {
   const key = `${SOURCE_INDEX}:1d:${timestamp}:${maxAgeMs}`;
   const cached = indexContextCache.get(key);
@@ -787,9 +820,11 @@ var getCachedIndexContexts = ({
     indexSlugs: ["cmc100", "cmc20"],
     interval: "1d",
     atMs: timestamp,
-    maxAgeMs
+    maxAgeMs,
+    ...abortSignal ? { signal: abortSignal } : {}
   });
   indexContextCache.set(key, promise);
+  void promise.catch(() => indexContextCache.delete(key));
   return promise;
 };
 var isCoinMarketCapContextEnabled = (env) => parseEnabledFlag2(process.env.COINMARKETCAP_CONTEXT_ENABLED, env);
@@ -814,27 +849,33 @@ var enrichSignalWithCoinMarketCapContext = async (params) => {
     ] = await Promise.all([
       getCachedGlobalContext({
         timestamp: signal.timestamp,
-        maxAgeMs
+        maxAgeMs,
+        abortSignal: params.abortSignal
       }),
       getCachedReferenceContexts({
         timestamp: signal.timestamp,
-        maxAgeMs
+        maxAgeMs,
+        abortSignal: params.abortSignal
       }),
       getCachedReferenceContexts({
         timestamp: signal.timestamp - DAY_MS,
-        maxAgeMs: maxAgeMs + DAY_MS
+        maxAgeMs: maxAgeMs + DAY_MS,
+        abortSignal: params.abortSignal
       }),
       getCachedExchangeLiquidityContext({
         timestamp: signal.timestamp,
-        maxAgeMs
+        maxAgeMs,
+        abortSignal: params.abortSignal
       }),
       getCachedFearGreedContext({
         timestamp: signal.timestamp,
-        maxAgeMs
+        maxAgeMs,
+        abortSignal: params.abortSignal
       }),
       getCachedIndexContexts({
         timestamp: signal.timestamp,
-        maxAgeMs
+        maxAgeMs,
+        abortSignal: params.abortSignal
       })
     ]);
     const globalRow = globalDailyRow;
@@ -1068,6 +1109,9 @@ var enrichSignalWithCoinMarketCapContext = async (params) => {
     refreshSignalBaseContextGateFeatures2(signal);
     return true;
   } catch (error) {
+    if (isMarketContextCancellationError(error, params.abortSignal)) {
+      throw error;
+    }
     coinMarketCapContextUnavailable = true;
     logger2.warn(
       "CoinMarketCap context disabled after Timescale read failure: %s",
@@ -1307,7 +1351,7 @@ import { logger as logger3 } from "@tradejs/infra/logger";
 var MAX_CACHE_ENTRIES = 2048;
 var MAX_COVERAGE_SERIES_CACHE_ENTRIES = 20;
 var MAX_FLOW_SERIES_CACHE_ENTRIES = 64;
-var SERIES_CHUNK_MS = 30 * 24 * 60 * 6e4;
+var SERIES_CHUNK_MS = 90 * 24 * 60 * 6e4;
 var MAX_SERIES_LOOKBACK_MS = 60 * 6e4;
 var DEFAULT_MIN_COVERAGE_PCT = 0.8;
 var INTERVAL_MS = {
@@ -1355,6 +1399,7 @@ var setBoundedCache = (key, value) => {
     if (oldestKey != null) contextCache.delete(oldestKey);
   }
   contextCache.set(key, value);
+  void value.catch(() => contextCache.delete(key));
 };
 var setBoundedSeriesCache = (cache, maxEntries, key, value) => {
   if (cache.size >= maxEntries) {
@@ -1362,6 +1407,7 @@ var setBoundedSeriesCache = (cache, maxEntries, key, value) => {
     if (oldestKey != null) cache.delete(oldestKey);
   }
   cache.set(key, value);
+  void value.catch(() => cache.delete(key));
 };
 var uniqueAddressCount = (rows, field) => {
   const addresses = /* @__PURE__ */ new Set();
@@ -1476,7 +1522,8 @@ var loadHyperliquidWhaleFlowAggregateFromSeries = async (params) => {
       fromMs,
       toMs,
       universeFingerprint: params.universeFingerprint,
-      whaleRegistryFingerprint: params.whaleRegistryFingerprint
+      whaleRegistryFingerprint: params.whaleRegistryFingerprint,
+      ...params.abortSignal ? { signal: params.abortSignal } : {}
     });
     setBoundedSeriesCache(
       coverageSeriesCache,
@@ -1493,7 +1540,8 @@ var loadHyperliquidWhaleFlowAggregateFromSeries = async (params) => {
       fromMs,
       toMs,
       universeFingerprint: params.universeFingerprint,
-      whaleRegistryFingerprint: params.whaleRegistryFingerprint
+      whaleRegistryFingerprint: params.whaleRegistryFingerprint,
+      ...params.abortSignal ? { signal: params.abortSignal } : {}
     });
     setBoundedSeriesCache(
       flowSeriesCache,
@@ -1577,7 +1625,8 @@ var loadHyperliquidWhaleFlowContext = async (params) => {
         decisionTimeMs,
         maxAgeMs,
         universeFingerprint: universe.fingerprint,
-        whaleRegistryFingerprint: whales.fingerprint
+        whaleRegistryFingerprint: whales.fingerprint,
+        abortSignal: params.abortSignal
       });
     } else {
       let pending = contextCache.get(cacheKey);
@@ -1588,7 +1637,8 @@ var loadHyperliquidWhaleFlowContext = async (params) => {
           decisionTimeMs,
           maxAgeMs,
           universeFingerprint: universe.fingerprint,
-          whaleRegistryFingerprint: whales.fingerprint
+          whaleRegistryFingerprint: whales.fingerprint,
+          ...params.abortSignal ? { signal: params.abortSignal } : {}
         });
         setBoundedCache(cacheKey, pending);
       }
@@ -1597,6 +1647,9 @@ var loadHyperliquidWhaleFlowContext = async (params) => {
     if (!row) return null;
     return toBaseHyperliquidWhaleFlowContext(row, minimumCoveragePct);
   } catch (error) {
+    if (isMarketContextCancellationError(error, params.abortSignal)) {
+      throw error;
+    }
     hyperliquidWhaleContextUnavailable = true;
     logger3.warn(
       "Hyperliquid whale context disabled after Timescale read failure: %s",
@@ -1617,7 +1670,8 @@ var enrichSignalWithHyperliquidWhaleContext = async (params) => {
     env,
     enabled: params.enabled,
     marketInterval: params.interval,
-    maxAgeMs: params.maxAgeMs
+    maxAgeMs: params.maxAgeMs,
+    abortSignal: params.abortSignal
   });
   if (!hyperliquidWhales) return false;
   const baseContext = signal.additionalIndicators.baseContext;
@@ -1635,6 +1689,9 @@ var enrichSignalWithHyperliquidWhaleContext = async (params) => {
   return true;
 };
 
+// src/strategyHelpers/marketContextStages.ts
+import { logger as logger5 } from "@tradejs/infra/logger";
+
 // src/strategyHelpers/derivativesContext.ts
 import {
   buildDerivativesContext,
@@ -1815,7 +1872,8 @@ var enrichSignalWithDerivativesContext = async (params) => {
           symbol,
           intervals: STORED_INTERVALS,
           endMs: derivativesEndMs,
-          lookbackMs
+          lookbackMs,
+          ...params.abortSignal ? { signal: params.abortSignal } : {}
         });
         return [
           symbol,
@@ -1843,7 +1901,8 @@ var enrichSignalWithDerivativesContext = async (params) => {
         symbol: targetSymbol,
         intervals: STORED_INTERVALS,
         endMs: derivativesEndMs,
-        lookbackMs
+        lookbackMs,
+        ...params.abortSignal ? { signal: params.abortSignal } : {}
       });
       const context = buildDerivativesContext({
         symbol: targetSymbol,
@@ -1874,6 +1933,9 @@ var enrichSignalWithDerivativesContext = async (params) => {
     refreshSignalBaseContextGateFeatures4(signal);
     return true;
   } catch (error) {
+    if (isMarketContextCancellationError(error, params.abortSignal)) {
+      throw error;
+    }
     derivativesContextUnavailable = true;
     logger4.warn(
       "Derivatives context disabled after Timescale read failure: %s",
@@ -1883,6 +1945,125 @@ var enrichSignalWithDerivativesContext = async (params) => {
   }
 };
 
+// src/strategyHelpers/marketContextStages.ts
+var STAGE_ENV_KEYS = {
+  binance: "BINANCE_MARKET_CONTEXT_STAGE_TIMEOUT_MS",
+  coinmarketcap: "COINMARKETCAP_CONTEXT_STAGE_TIMEOUT_MS",
+  derivatives: "DERIVATIVES_CONTEXT_STAGE_TIMEOUT_MS",
+  hyperliquidWhales: "HYPERLIQUID_WHALE_CONTEXT_STAGE_TIMEOUT_MS"
+};
+var parsePositiveInt = (value) => {
+  const parsed = Number.parseInt(String(value ?? ""), 10);
+  return Number.isFinite(parsed) && parsed > 0 ? parsed : null;
+};
+var resolveMarketContextStageTimeoutMs = (stage) => parsePositiveInt(process.env[STAGE_ENV_KEYS[stage]]) ?? parsePositiveInt(process.env.MARKET_CONTEXT_STAGE_TIMEOUT_MS) ?? 35e3;
+var runMarketContextStage = async ({
+  stage,
+  parentSignal,
+  operation,
+  onStart,
+  onComplete
+}) => {
+  const controller = new AbortController();
+  const timeoutMs = resolveMarketContextStageTimeoutMs(stage);
+  const startedAt = Date.now();
+  const onParentAbort = () => controller.abort(parentSignal?.reason);
+  parentSignal?.addEventListener("abort", onParentAbort, { once: true });
+  if (parentSignal?.aborted) onParentAbort();
+  onStart?.(stage);
+  const timer = setTimeout(() => controller.abort(), timeoutMs);
+  timer.unref?.();
+  try {
+    let available = false;
+    try {
+      available = await operation(controller.signal);
+    } catch (error) {
+      if (isMarketContextCancellationError(error)) {
+        controller.abort(error);
+      }
+      if (!controller.signal.aborted) throw error;
+    }
+    const status = controller.signal.aborted ? "timed_out" : available ? "available" : "absent";
+    const result = {
+      stage,
+      status,
+      elapsedMs: Date.now() - startedAt
+    };
+    if (status === "timed_out") {
+      logger5.warn(
+        "Market context stage timed out: %s after %sms",
+        stage,
+        result.elapsedMs
+      );
+    }
+    onComplete?.(result);
+    return result;
+  } finally {
+    clearTimeout(timer);
+    parentSignal?.removeEventListener("abort", onParentAbort);
+  }
+};
+var enrichSignalWithMarketContextStages = async ({
+  signal,
+  env,
+  coinMarketCapEnabled,
+  includeHyperliquidWhales = true,
+  abortSignal,
+  onStageStart,
+  onStageComplete
+}) => {
+  const stages = [
+    {
+      stage: "binance",
+      operation: (stageSignal) => enrichSignalWithBinanceMarketContext({
+        signal,
+        env,
+        abortSignal: stageSignal
+      })
+    },
+    {
+      stage: "coinmarketcap",
+      operation: (stageSignal) => enrichSignalWithCoinMarketCapContext({
+        signal,
+        env,
+        enabled: coinMarketCapEnabled,
+        abortSignal: stageSignal
+      })
+    },
+    {
+      stage: "derivatives",
+      operation: (stageSignal) => enrichSignalWithDerivativesContext({
+        signal,
+        env,
+        abortSignal: stageSignal
+      })
+    }
+  ];
+  if (includeHyperliquidWhales) {
+    stages.push({
+      stage: "hyperliquidWhales",
+      operation: (stageSignal) => enrichSignalWithHyperliquidWhaleContext({
+        signal,
+        env,
+        abortSignal: stageSignal
+      })
+    });
+  }
+  const results = [];
+  for (const stage of stages) {
+    if (abortSignal?.aborted) break;
+    results.push(
+      await runMarketContextStage({
+        ...stage,
+        parentSignal: abortSignal,
+        onStart: onStageStart,
+        onComplete: onStageComplete
+      })
+    );
+  }
+  return results;
+};
+
 // src/strategyAdapters/ml.ts
 var defaultMlAdapter = {
   normalizeStrategyConfig: (strategyConfig) => strategyConfig
@@ -1939,7 +2120,6 @@ export {
   getPrimaryBinanceBreadthUniverse,
   enrichSignalWithBinanceMarketContext,
   enrichSignalWithCoinMarketCapContext,
-  enrichSignalWithDerivativesContext,
   getHyperliquidPerpUniverseSnapshot,
   getHyperliquidWhaleRegistrySnapshot,
   getHyperliquidPerpSymbols,
@@ -1949,5 +2129,6 @@ export {
   resolveHyperliquidPerpFromSignalSymbol,
   loadHyperliquidWhaleFlowContext,
   enrichSignalWithHyperliquidWhaleContext,
+  enrichSignalWithMarketContextStages,
   buildMlPayload
 };

package/dist/{chunk-DPHKRDD5.mjs → chunk-WK5EUCX5.mjs}

@@ -699,6 +699,15 @@ var postProcessAiAnalysisByStrategy = (signal, analysis, payload = buildAiPayloa
   payload,
   analysis
 }) ?? analysis;
+var postProcessLocalAiAnalysisByStrategy = (signal, analysis, payload = buildAiPayloadByStrategy(signal)) => {
+  const adapter = getSignalAiAdapter(signal);
+  const strategyAnalysis = adapter.postProcessAnalysis?.({ signal, payload, analysis }) ?? analysis;
+  return adapter.postProcessLocalAnalysis?.({
+    signal,
+    payload,
+    analysis: strategyAnalysis
+  }) ?? strategyAnalysis;
+};
 
 // src/ai.ts
 var parseAIResponse = (input) => {
@@ -847,7 +856,7 @@ Input payload structure:
   \u2022 \`baseContext.relative\`: BTC/ETH relative-strength, benchmark MA bias context, Binance alt-basket breadth, and CoinMarketCap historical global/exchange/index context when available.
   \u2022 \`baseContext.derivatives\`: Coinalyze-aligned derivatives summary when available.
   \u2022 \`baseContext.mtf\`: compact multi-timeframe summary plus only the latest few candles for each timeframe.
-  \u2022 \`baseContext.gateFeatures\`: direction-aware, normalized fields derived from baseContext; prefer \`setup\`, \`scores\`, \`confirmations\`, \`conflicts\`, \`risk\`, and \`decisionHints\` for quick gate checks before inspecting raw nested context.
+  \u2022 \`baseContext.gateFeatures\`: compact direction-aware fields derived from baseContext; prefer \`setup\`, \`scores\`, \`conflicts\`, \`risk\`, \`decisionHints\`, \`mtf\`, \`volatility\`, \`participation\`, and \`relative\` for quick gate checks before inspecting raw nested context.
   Always inspect \`payload.additionalIndicators.marketContext\` when present:
   \u2022 \`marketContext.execution.binanceCoinbaseSpread\`: AI-friendly BTC spread view projected from \`payload.additionalIndicators.baseContext.relative.execution.venueSpread\`; \`value=(Coinbase-Binance)/Binance\`, \`bps=value*10000\`.
   \u2022 \`marketContext.participation.trueDelta\`: Binance taker buy/sell volume delta from kline payload when \`source=kline_taker_volume\`; otherwise absent/unavailable.
@@ -1129,7 +1138,7 @@ var runAiPromptLocal = async (signal, options = {}) => {
   const signalDirection = getSignalDirection(signal);
   const deterministicQuality = getDeterministicQuality(gateContext);
   const approvalAllowedNow = typeof gateContext?.approvalAllowedNow === "boolean" ? gateContext.approvalAllowedNow : deterministicQuality >= 4;
-  return postProcessAiAnalysisByStrategy(
+  return postProcessLocalAiAnalysisByStrategy(
     signal,
     {
       direction: approvalAllowedNow ? signalDirection : null,

package/dist/cli.js

@@ -6814,7 +6814,7 @@ Input payload structure:
   \u2022 \`baseContext.relative\`: BTC/ETH relative-strength, benchmark MA bias context, Binance alt-basket breadth, and CoinMarketCap historical global/exchange/index context when available.
   \u2022 \`baseContext.derivatives\`: Coinalyze-aligned derivatives summary when available.
   \u2022 \`baseContext.mtf\`: compact multi-timeframe summary plus only the latest few candles for each timeframe.
-  \u2022 \`baseContext.gateFeatures\`: direction-aware, normalized fields derived from baseContext; prefer \`setup\`, \`scores\`, \`confirmations\`, \`conflicts\`, \`risk\`, and \`decisionHints\` for quick gate checks before inspecting raw nested context.
+  \u2022 \`baseContext.gateFeatures\`: compact direction-aware fields derived from baseContext; prefer \`setup\`, \`scores\`, \`conflicts\`, \`risk\`, \`decisionHints\`, \`mtf\`, \`volatility\`, \`participation\`, and \`relative\` for quick gate checks before inspecting raw nested context.
   Always inspect \`payload.additionalIndicators.marketContext\` when present:
   \u2022 \`marketContext.execution.binanceCoinbaseSpread\`: AI-friendly BTC spread view projected from \`payload.additionalIndicators.baseContext.relative.execution.venueSpread\`; \`value=(Coinbase-Binance)/Binance\`, \`bps=value*10000\`.
   \u2022 \`marketContext.participation.trueDelta\`: Binance taker buy/sell volume delta from kline payload when \`source=kline_taker_volume\`; otherwise absent/unavailable.

package/dist/cli.mjs

@@ -8,7 +8,7 @@ import {
 } from "./chunk-GPR56UYQ.mjs";
 import {
   askAI
-} from "./chunk-DPHKRDD5.mjs";
+} from "./chunk-WK5EUCX5.mjs";
 import "./chunk-QVSMINLG.mjs";
 import {
   getTradejsProjectCwd,