@tradejs/node 2.0.6 → 2.0.7

package/dist/{chunk-IUZML4RK.mjs → chunk-PD25CABK.mjs}

@@ -191,6 +191,51 @@ var buildMarketBreadthContextFromSignal = (signal) => {
     dispersion: toFiniteNumber(breadth.dispersion)
   };
 };
+var buildMarketBreadthsContextFromSignal = (signal) => {
+  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
+  const relative = toRecord(baseContext?.relative);
+  const breadths = toRecord(relative?.marketBreadths);
+  const build = (key) => {
+    const breadth = toRecord(breadths?.[key]);
+    if (!breadth) {
+      return {
+        source: null,
+        available: false,
+        universe: null,
+        interval: null,
+        stale: null,
+        symbolsCount: null,
+        advanceDeclineRatio: null,
+        pctAboveMa20: null,
+        pctAboveMa50: null,
+        equalWeightedReturn: null,
+        volumeWeightedReturn: null,
+        dispersion: null
+      };
+    }
+    return {
+      source: String(breadth.source ?? ""),
+      available: true,
+      universe: String(breadth.universe ?? ""),
+      interval: String(breadth.interval ?? ""),
+      stale: typeof breadth.stale === "boolean" ? breadth.stale : null,
+      symbolsCount: toFiniteNumber(breadth.symbolsCount),
+      advanceDeclineRatio: toFiniteNumber(breadth.advanceDeclineRatio),
+      pctAboveMa20: toFiniteNumber(breadth.pctAboveMa20),
+      pctAboveMa50: toFiniteNumber(breadth.pctAboveMa50),
+      equalWeightedReturn: toFiniteNumber(breadth.equalWeightedReturn),
+      volumeWeightedReturn: toFiniteNumber(breadth.volumeWeightedReturn),
+      dispersion: toFiniteNumber(breadth.dispersion)
+    };
+  };
+  return {
+    top5: build("top5"),
+    top10: build("top10"),
+    top30: build("top30"),
+    top50: build("top50"),
+    top100: build("top100")
+  };
+};
 var buildTargetVsBtcContextFromSignal = (signal) => {
   const baseContext = toRecord(signal.additionalIndicators?.baseContext);
   const relative = toRecord(baseContext?.relative);
@@ -528,6 +573,7 @@ var buildAiMarketContext = (signal) => ({
   },
   relative: {
     marketBreadth: buildMarketBreadthContextFromSignal(signal),
+    marketBreadths: buildMarketBreadthsContextFromSignal(signal),
     targetVsBtc: buildTargetVsBtcContextFromSignal(signal),
     btcAltRegime: buildBtcAltRegimeContextFromSignal(signal),
     cmcGlobal: buildCmcGlobalContextFromSignal(signal),
@@ -806,7 +852,7 @@ Input payload structure:
   \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.
   \u2022 \`marketContext.participation.tradeFlow\`: Binance aggTrades buy/sell pressure buckets when available.
-  \u2022 \`marketContext.relative.marketBreadth\`: equal/volume-weighted alt-basket return, advance/decline ratio, and MA breadth for the configured Binance breadth universe.
+  \u2022 \`marketContext.relative.marketBreadths.top5|top10|top30|top50|top100\`: equal/volume-weighted alt-basket return, advance/decline ratio, and MA breadth for the five versioned Binance breadth universes. \`marketBreadth\` remains the top30 primary view used by existing gates.
   \u2022 \`marketContext.relative.targetVsBtc\`: target/BTC ratio returns, alpha, beta, and short-window correlation; use it to decide whether the target is leading or lagging BTC in the signal direction.
   \u2022 \`marketContext.relative.btcAltRegime\`: Binance-derived BTC-vs-alt basket regime, BTC/alt 24h returns, BTC turnover share, and alt dispersion; use it as a broad alt-market risk pocket.
   \u2022 \`marketContext.relative.cmcGlobal\`: historical CoinMarketCap global market metrics: total/alt market cap, total/alt volume, BTC/ETH dominance and 24h changes, active markets, \`interval\`, and \`altLiquidityRegime\`.

package/dist/cli.js

@@ -5766,6 +5766,51 @@ var buildMarketBreadthContextFromSignal = (signal) => {
     dispersion: toFiniteNumber(breadth.dispersion)
   };
 };
+var buildMarketBreadthsContextFromSignal = (signal) => {
+  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
+  const relative = toRecord(baseContext?.relative);
+  const breadths = toRecord(relative?.marketBreadths);
+  const build = (key) => {
+    const breadth = toRecord(breadths?.[key]);
+    if (!breadth) {
+      return {
+        source: null,
+        available: false,
+        universe: null,
+        interval: null,
+        stale: null,
+        symbolsCount: null,
+        advanceDeclineRatio: null,
+        pctAboveMa20: null,
+        pctAboveMa50: null,
+        equalWeightedReturn: null,
+        volumeWeightedReturn: null,
+        dispersion: null
+      };
+    }
+    return {
+      source: String(breadth.source ?? ""),
+      available: true,
+      universe: String(breadth.universe ?? ""),
+      interval: String(breadth.interval ?? ""),
+      stale: typeof breadth.stale === "boolean" ? breadth.stale : null,
+      symbolsCount: toFiniteNumber(breadth.symbolsCount),
+      advanceDeclineRatio: toFiniteNumber(breadth.advanceDeclineRatio),
+      pctAboveMa20: toFiniteNumber(breadth.pctAboveMa20),
+      pctAboveMa50: toFiniteNumber(breadth.pctAboveMa50),
+      equalWeightedReturn: toFiniteNumber(breadth.equalWeightedReturn),
+      volumeWeightedReturn: toFiniteNumber(breadth.volumeWeightedReturn),
+      dispersion: toFiniteNumber(breadth.dispersion)
+    };
+  };
+  return {
+    top5: build("top5"),
+    top10: build("top10"),
+    top30: build("top30"),
+    top50: build("top50"),
+    top100: build("top100")
+  };
+};
 var buildTargetVsBtcContextFromSignal = (signal) => {
   const baseContext = toRecord(signal.additionalIndicators?.baseContext);
   const relative = toRecord(baseContext?.relative);
@@ -6103,6 +6148,7 @@ var buildAiMarketContext = (signal) => ({
   },
   relative: {
     marketBreadth: buildMarketBreadthContextFromSignal(signal),
+    marketBreadths: buildMarketBreadthsContextFromSignal(signal),
     targetVsBtc: buildTargetVsBtcContextFromSignal(signal),
     btcAltRegime: buildBtcAltRegimeContextFromSignal(signal),
     cmcGlobal: buildCmcGlobalContextFromSignal(signal),
@@ -6773,7 +6819,7 @@ Input payload structure:
   \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.
   \u2022 \`marketContext.participation.tradeFlow\`: Binance aggTrades buy/sell pressure buckets when available.
-  \u2022 \`marketContext.relative.marketBreadth\`: equal/volume-weighted alt-basket return, advance/decline ratio, and MA breadth for the configured Binance breadth universe.
+  \u2022 \`marketContext.relative.marketBreadths.top5|top10|top30|top50|top100\`: equal/volume-weighted alt-basket return, advance/decline ratio, and MA breadth for the five versioned Binance breadth universes. \`marketBreadth\` remains the top30 primary view used by existing gates.
   \u2022 \`marketContext.relative.targetVsBtc\`: target/BTC ratio returns, alpha, beta, and short-window correlation; use it to decide whether the target is leading or lagging BTC in the signal direction.
   \u2022 \`marketContext.relative.btcAltRegime\`: Binance-derived BTC-vs-alt basket regime, BTC/alt 24h returns, BTC turnover share, and alt dispersion; use it as a broad alt-market risk pocket.
   \u2022 \`marketContext.relative.cmcGlobal\`: historical CoinMarketCap global market metrics: total/alt market cap, total/alt volume, BTC/ETH dominance and 24h changes, active markets, \`interval\`, and \`altLiquidityRegime\`.

package/dist/cli.mjs

@@ -8,7 +8,7 @@ import {
 } from "./chunk-GPR56UYQ.mjs";
 import {
   askAI
-} from "./chunk-IUZML4RK.mjs";
+} from "./chunk-PD25CABK.mjs";
 import "./chunk-QVSMINLG.mjs";
 import {
   getTradejsProjectCwd,

package/dist/strategies.d.mts

@@ -56,6 +56,26 @@ interface ExecuteEntryOrderParams {
     beforePlaceOrder?: () => Promise<void>;
     recordRuntimeTrade?: boolean;
 }
+declare const getOrderArrivalSnapshot: ({ connector, symbol, }: {
+    connector: Connector;
+    symbol: string;
+}) => Promise<{
+    arrivalSnapshotTime: number;
+    arrivalSource: string;
+    bid: number | null;
+    ask: number | null;
+    arrivalMid: number | null;
+    spreadBps: number | null;
+}>;
+declare const validateEntryProtectionAtArrival: ({ direction, signalPrice, bid, ask, arrivalMid, takeProfits, stopLossPrice, }: {
+    direction: Direction;
+    signalPrice: number;
+    bid: number | null;
+    ask: number | null;
+    arrivalMid: number | null;
+    takeProfits: Tp[];
+    stopLossPrice: number | null;
+}) => void;
 declare const executeEntryOrder: ({ connector, userName, symbol, direction, qty, currentPrice, timestamp, takeProfits, stopLossPrice, positionIntent, signal, beforePlaceOrder, recordRuntimeTrade, leverage, }: ExecuteEntryOrderParams) => Promise<number>;
 
 declare const enrichSignalWithBinanceMarketContext: (params: {
@@ -67,6 +87,34 @@ declare const enrichSignalWithBinanceMarketContext: (params: {
     maxAgeMs?: number;
 }) => Promise<boolean>;
 
+declare const BINANCE_BREADTH_UNIVERSE_KEYS: readonly ["top5", "top10", "top30", "top50", "top100"];
+type BinanceBreadthUniverseKey = (typeof BINANCE_BREADTH_UNIVERSE_KEYS)[number];
+type BinanceBreadthUniverseDefinition = {
+    key: BinanceBreadthUniverseKey;
+    size: number;
+    fingerprint: string;
+    universe: string;
+    symbols: string[];
+};
+type BinanceBreadthUniverseSnapshot = {
+    schemaVersion: 1;
+    updatedAt: string;
+    source: 'binance_spot_usdt_turnover24h';
+    fingerprint: string;
+    universes: Record<BinanceBreadthUniverseKey, {
+        size: number;
+        fingerprint: string;
+        symbols: string[];
+    }>;
+};
+declare const buildBinanceBreadthUniverseSnapshot: ({ rankedSymbols, updatedAt, }: {
+    rankedSymbols: string[];
+    updatedAt?: string;
+}) => BinanceBreadthUniverseSnapshot;
+declare const getBinanceBreadthUniverseSnapshot: () => BinanceBreadthUniverseSnapshot;
+declare const getBinanceBreadthUniverses: () => BinanceBreadthUniverseDefinition[];
+declare const getPrimaryBinanceBreadthUniverse: () => BinanceBreadthUniverseDefinition;
+
 declare const enrichSignalWithCoinMarketCapContext: (params: {
     signal: Signal;
     env: string;
@@ -99,4 +147,4 @@ interface CreateCloseAllOnGlobalProfitBeforeSignalsHookParams {
 }
 declare const createCloseAllOnGlobalProfitBeforeSignalsHook: ({ getStrategyDefaultConfig, profitRiskMultiplier, }?: CreateCloseAllOnGlobalProfitBeforeSignalsHookParams) => TradejsConfigBeforeSignalsHook;
 
-export { closeOppositePositionsBeforeOpen, createCloseAllOnGlobalProfitBeforeSignalsHook, createCloseOppositeBeforePlaceOrderHook, createMoveStopToBreakEvenAfterCoreDecisionHook, createMoveStopToBreakEvenOnBarHook, createStrategyRuntime, enrichSignalWithAi, enrichSignalWithBinanceMarketContext, enrichSignalWithCoinMarketCapContext, enrichSignalWithMl, enrichSignalWithMlAi, executeEntryOrder, resolveStrategyConfig };
+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 };

package/dist/strategies.d.ts

@@ -56,6 +56,26 @@ interface ExecuteEntryOrderParams {
     beforePlaceOrder?: () => Promise<void>;
     recordRuntimeTrade?: boolean;
 }
+declare const getOrderArrivalSnapshot: ({ connector, symbol, }: {
+    connector: Connector;
+    symbol: string;
+}) => Promise<{
+    arrivalSnapshotTime: number;
+    arrivalSource: string;
+    bid: number | null;
+    ask: number | null;
+    arrivalMid: number | null;
+    spreadBps: number | null;
+}>;
+declare const validateEntryProtectionAtArrival: ({ direction, signalPrice, bid, ask, arrivalMid, takeProfits, stopLossPrice, }: {
+    direction: Direction;
+    signalPrice: number;
+    bid: number | null;
+    ask: number | null;
+    arrivalMid: number | null;
+    takeProfits: Tp[];
+    stopLossPrice: number | null;
+}) => void;
 declare const executeEntryOrder: ({ connector, userName, symbol, direction, qty, currentPrice, timestamp, takeProfits, stopLossPrice, positionIntent, signal, beforePlaceOrder, recordRuntimeTrade, leverage, }: ExecuteEntryOrderParams) => Promise<number>;
 
 declare const enrichSignalWithBinanceMarketContext: (params: {
@@ -67,6 +87,34 @@ declare const enrichSignalWithBinanceMarketContext: (params: {
     maxAgeMs?: number;
 }) => Promise<boolean>;
 
+declare const BINANCE_BREADTH_UNIVERSE_KEYS: readonly ["top5", "top10", "top30", "top50", "top100"];
+type BinanceBreadthUniverseKey = (typeof BINANCE_BREADTH_UNIVERSE_KEYS)[number];
+type BinanceBreadthUniverseDefinition = {
+    key: BinanceBreadthUniverseKey;
+    size: number;
+    fingerprint: string;
+    universe: string;
+    symbols: string[];
+};
+type BinanceBreadthUniverseSnapshot = {
+    schemaVersion: 1;
+    updatedAt: string;
+    source: 'binance_spot_usdt_turnover24h';
+    fingerprint: string;
+    universes: Record<BinanceBreadthUniverseKey, {
+        size: number;
+        fingerprint: string;
+        symbols: string[];
+    }>;
+};
+declare const buildBinanceBreadthUniverseSnapshot: ({ rankedSymbols, updatedAt, }: {
+    rankedSymbols: string[];
+    updatedAt?: string;
+}) => BinanceBreadthUniverseSnapshot;
+declare const getBinanceBreadthUniverseSnapshot: () => BinanceBreadthUniverseSnapshot;
+declare const getBinanceBreadthUniverses: () => BinanceBreadthUniverseDefinition[];
+declare const getPrimaryBinanceBreadthUniverse: () => BinanceBreadthUniverseDefinition;
+
 declare const enrichSignalWithCoinMarketCapContext: (params: {
     signal: Signal;
     env: string;
@@ -99,4 +147,4 @@ interface CreateCloseAllOnGlobalProfitBeforeSignalsHookParams {
 }
 declare const createCloseAllOnGlobalProfitBeforeSignalsHook: ({ getStrategyDefaultConfig, profitRiskMultiplier, }?: CreateCloseAllOnGlobalProfitBeforeSignalsHookParams) => TradejsConfigBeforeSignalsHook;
 
-export { closeOppositePositionsBeforeOpen, createCloseAllOnGlobalProfitBeforeSignalsHook, createCloseOppositeBeforePlaceOrderHook, createMoveStopToBreakEvenAfterCoreDecisionHook, createMoveStopToBreakEvenOnBarHook, createStrategyRuntime, enrichSignalWithAi, enrichSignalWithBinanceMarketContext, enrichSignalWithCoinMarketCapContext, enrichSignalWithMl, enrichSignalWithMlAi, executeEntryOrder, resolveStrategyConfig };
+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 };