@tradejs/node 2.0.6 → 2.0.7

package/dist/strategies.mjs

@@ -1,9 +1,14 @@
 import {
+  BINANCE_BREADTH_UNIVERSE_KEYS,
+  buildBinanceBreadthUniverseSnapshot,
   buildMlPayload,
   enrichSignalWithBinanceMarketContext,
   enrichSignalWithCoinMarketCapContext,
-  enrichSignalWithDerivativesContext
-} from "./chunk-2DZCHRP6.mjs";
+  enrichSignalWithDerivativesContext,
+  getBinanceBreadthUniverseSnapshot,
+  getBinanceBreadthUniverses,
+  getPrimaryBinanceBreadthUniverse
+} from "./chunk-76TEMQKX.mjs";
 import {
   require_lodash
 } from "./chunk-GPR56UYQ.mjs";
@@ -24,7 +29,7 @@ import {
   runAiPrompt,
   runAiPromptLocal,
   trimSeriesDeep
-} from "./chunk-IUZML4RK.mjs";
+} from "./chunk-PD25CABK.mjs";
 import {
   createPineScriptLoader
 } from "./chunk-IQKMII6L.mjs";
@@ -243,7 +248,7 @@ var getActiveRuntimeTrade = async (params) => {
     redisKeys.runtimeTrade(userName, orderId),
     null
   );
-  if (!existing) {
+  if (!existing || existing.status !== "active") {
     await delKey(
       redisKeys.runtimeActiveTrade(userName, symbol, deploymentId ?? accountId)
     );
@@ -463,7 +468,7 @@ var enrichSignalWithMlAi = async ({
   return enrichSignalWithAi({ signal, userName, symbol, direction, env, ai });
 };
 var toFiniteNumberOrNull = (value) => typeof value === "number" && Number.isFinite(value) ? value : null;
-var getArrivalSnapshot = async ({
+var getOrderArrivalSnapshot = async ({
   connector,
   symbol
 }) => {
@@ -508,6 +513,29 @@ var getArrivalSnapshot = async ({
     };
   }
 };
+var validateEntryProtectionAtArrival = ({
+  direction,
+  signalPrice,
+  bid,
+  ask,
+  arrivalMid,
+  takeProfits,
+  stopLossPrice
+}) => {
+  const entryReference = direction === "LONG" ? ask ?? arrivalMid ?? signalPrice : bid ?? arrivalMid ?? signalPrice;
+  const stopReference = direction === "LONG" ? bid ?? arrivalMid ?? signalPrice : ask ?? arrivalMid ?? signalPrice;
+  if (!Number.isFinite(entryReference) || entryReference <= 0 || !Number.isFinite(stopReference) || stopReference <= 0) {
+    throw new Error("INVALID_ENTRY_REFERENCE_AT_ARRIVAL");
+  }
+  for (const takeProfit of takeProfits) {
+    if (!Number.isFinite(takeProfit.price) || takeProfit.price <= 0 || (direction === "LONG" ? takeProfit.price <= entryReference : takeProfit.price >= entryReference)) {
+      throw new Error("TAKE_PROFIT_CROSSED_BEFORE_ENTRY");
+    }
+  }
+  if (stopLossPrice != null && (!Number.isFinite(stopLossPrice) || stopLossPrice <= 0 || (direction === "LONG" ? stopLossPrice >= stopReference : stopLossPrice <= stopReference))) {
+    throw new Error("STOP_LOSS_CROSSED_BEFORE_ENTRY");
+  }
+};
 var resolveRuntimeTelemetryQuality = ({
   signalClosePrice,
   arrivalMid,
@@ -582,7 +610,22 @@ var executeEntryOrder = async ({
   signal.orderQty = qty;
   signal.orderValue = qty * currentPrice;
   signal.orderFailureReason = void 0;
-  const arrivalSnapshot = await getArrivalSnapshot({ connector, symbol });
+  const arrivalSnapshot = await getOrderArrivalSnapshot({ connector, symbol });
+  try {
+    validateEntryProtectionAtArrival({
+      direction,
+      signalPrice: currentPrice,
+      bid: arrivalSnapshot.bid,
+      ask: arrivalSnapshot.ask,
+      arrivalMid: arrivalSnapshot.arrivalMid,
+      takeProfits,
+      stopLossPrice
+    });
+  } catch (error) {
+    signal.orderStatus = "failed";
+    signal.orderFailureReason = error.message;
+    throw error;
+  }
   const orderSubmitTime = Date.now();
   const orderPlaced = await connector.placeOrder({
     symbol,
@@ -771,6 +814,9 @@ var resolveStrategyConfig = async ({
 };
 
 // src/strategyRuntime.ts
+import {
+  BACKTEST_WARNING_CODES
+} from "@tradejs/types";
 var buildExitOrderSignal = ({
   strategyName,
   symbol,
@@ -1479,6 +1525,19 @@ var executeEntryDecision = async ({
       return signal;
     }
     await beforePlaceOrder();
+    const arrivalSnapshot = await getOrderArrivalSnapshot({
+      connector,
+      symbol
+    });
+    validateEntryProtectionAtArrival({
+      direction: decision.entryContext.direction,
+      signalPrice: decision.entryContext.prices.currentPrice,
+      bid: arrivalSnapshot.bid,
+      ask: arrivalSnapshot.ask,
+      arrivalMid: arrivalSnapshot.arrivalMid,
+      takeProfits: decision.orderPlan.takeProfits,
+      stopLossPrice: decision.orderPlan.stopLossPrice
+    });
     const orderPlaced = await connector.placeOrder({
       symbol,
       qty: decision.orderPlan.qty,
@@ -1540,7 +1599,11 @@ var executeEntryDecision = async ({
       entry,
       market
     });
-    logger3.error("order error: %s %s", symbol, err);
+    if (err?.message === BACKTEST_WARNING_CODES.TAKE_PROFIT_CROSSED_BEFORE_ENTRY) {
+      logger3.warn("order warning: %s %s", symbol, err);
+    } else {
+      logger3.error("order error: %s %s", symbol, err);
+    }
     return signal ?? "ORDER_ERROR";
   }
   return signal ?? decision.code;
@@ -2804,6 +2867,7 @@ var createCloseAllOnGlobalProfitBeforeSignalsHook = ({
   };
 };
 export {
+  BINANCE_BREADTH_UNIVERSE_KEYS,
   DEFAULT_AI_MODEL,
   MAX_AI_SERIES_POINTS,
   askAI,
@@ -2811,6 +2875,7 @@ export {
   buildAiPayload,
   buildAiPrompts,
   buildAiSystemPrompt,
+  buildBinanceBreadthUniverseSnapshot,
   buildCompactAiIndicatorsSnapshot,
   closeOppositePositionsBeforeOpen,
   createCloseAllOnGlobalProfitBeforeSignalsHook,
@@ -2828,8 +2893,12 @@ export {
   ensureStrategyPluginsLoaded,
   executeEntryOrder,
   getAvailableStrategyNames,
+  getBinanceBreadthUniverseSnapshot,
+  getBinanceBreadthUniverses,
   getDeterministicAiGateContext,
   getOpenRouterModelKwargs,
+  getOrderArrivalSnapshot,
+  getPrimaryBinanceBreadthUniverse,
   getRegisteredManifests,
   getRegisteredStrategies,
   getStrategyCreator,
@@ -2842,5 +2911,6 @@ export {
   runAiPrompt,
   runAiPromptLocal,
   strategies,
-  trimSeriesDeep
+  trimSeriesDeep,
+  validateEntryProtectionAtArrival
 };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/node",
-  "version": "2.0.6",
+  "version": "2.0.7",
   "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": "^1.2.3",
     "@langchain/openai": "^1.5.5",
-    "@tradejs/core": "^2.0.6",
-    "@tradejs/infra": "^2.0.6",
-    "@tradejs/types": "^2.0.6",
+    "@tradejs/core": "^2.0.7",
+    "@tradejs/infra": "^2.0.7",
+    "@tradejs/types": "^2.0.7",
     "chalk": "4.1.2",
     "ioredis": "5.11.1",
     "pinets": "0.8.12",