@tradejs/node 3.1.29-beta.288 → 3.1.29-beta.289

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 (18) hide show
  1. package/dist/backtest.js +430 -223
  2. package/dist/backtest.mjs +10 -5
  3. package/dist/{chunk-F7CLF3PT.mjs → chunk-KYGJBMKE.mjs} +403 -201
  4. package/dist/diagnostics.js +404 -202
  5. package/dist/diagnostics.mjs +1 -1
  6. package/dist/mcp.js +419 -217
  7. package/dist/mcp.mjs +1 -1
  8. package/dist/registry.js +404 -202
  9. package/dist/registry.mjs +1 -1
  10. package/dist/runtimeDashboard.js +406 -204
  11. package/dist/runtimeDashboard.mjs +1 -1
  12. package/dist/runtimeStrategies.js +404 -202
  13. package/dist/runtimeStrategies.mjs +1 -1
  14. package/dist/strategies.d.mts +32 -22
  15. package/dist/strategies.d.ts +32 -22
  16. package/dist/strategies.js +412 -210
  17. package/dist/strategies.mjs +1 -1
  18. package/package.json +5 -5
package/dist/runtimeStrategies.mjs CHANGED
@@ -9,7 +9,7 @@ import {
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  resolveRuntimeComposition,
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  verifyRuntimeDeclaration
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  } from "./chunk-BO42QWAB.mjs";
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- import "./chunk-F7CLF3PT.mjs";
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+ import "./chunk-KYGJBMKE.mjs";
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  import "./chunk-UL5Z46JL.mjs";
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  import "./chunk-LZDXRXIU.mjs";
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  import "./chunk-YR55Q355.mjs";
package/dist/strategies.d.mts CHANGED
@@ -1,7 +1,7 @@
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  export * from '@tradejs/core/strategies';
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  export { AiChatMessage, DEFAULT_AI_MODEL, InvokeAiChatOptions, MAX_AI_SERIES_POINTS, askAI, buildAiHumanPrompt, buildAiPayload, buildAiPrompts, buildAiSystemPrompt, buildCompactAiIndicatorsSnapshot, getDeterministicAiGateContext, getOpenRouterModelKwargs, invokeAiChat, resetAiRuntimeCache, runAiPrompt, runAiPromptLocal, trimSeriesDeep } from './ai.mjs';
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  export { e as ensureIndicatorPluginsLoaded, a as ensureStrategyPluginsLoaded, g as getAvailableStrategyNames, b as getRegisteredManifests, c as getRegisteredStrategies, d as getStrategyCreator, f as getStrategyDefaults, h as getStrategyManifest, i as getStrategyPluginSource, j as isKnownStrategy, r as registerStrategyEntries, k as resetStrategyRegistryCache, s as strategies } from './registry-3TsO1Ff1.mjs';
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- import { StrategyConfig, CreateStrategyCore, StrategyManifest, StrategyCreator, RuntimeStrategyConfigSnapshot, Signal, Direction, StrategyRuntimeMlOptions, StrategyRuntimeAiOptions, Connector, Tp, MarketFeatureInterval, StrategyEntrySignalContext } from '@tradejs/types';
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+ import { StrategyConfig, CreateStrategyCore, StrategyManifest, StrategyCreator, RuntimeStrategyConfigSnapshot, Connector, Direction, Tp, Signal, StrategyRuntimeMlOptions, StrategyRuntimeAiOptions, MarketFeatureInterval, StrategyEntrySignalContext } from '@tradejs/types';
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  import { TradejsConfigOnBarHook, TradejsConfigBeforeSignalsHook } from '@tradejs/core/config';
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  interface CreateStrategyRuntimeParams<TConfig extends StrategyConfig> {
@@ -29,6 +29,35 @@ declare const resolveStrategyConfig: <TConfig extends StrategyConfig>({ strategy
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  isConfigFromBacktest: boolean;
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  }>;
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+ interface EntryExecutionLimits {
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+ minimumNetRiskRatio?: number;
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+ maxLossValue?: number;
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+ feeRate: number;
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+ slippageBps: number;
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+ }
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+
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+ declare const getOrderArrivalSnapshot: ({ connector, symbol, requireTimestamp, }: {
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+ connector: Connector;
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+ symbol: string;
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+ requireTimestamp?: boolean;
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+ }) => Promise<{
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+ arrivalSnapshotTime: number;
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+ arrivalSource: string;
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+ bid: number | null;
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+ ask: number | null;
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+ arrivalMid: number | null;
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+ spreadBps: number | null;
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+ }>;
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+ declare const validateEntryProtectionAtArrival: ({ direction, signalPrice, bid, ask, arrivalMid, takeProfits, stopLossPrice, }: {
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+ direction: Direction;
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+ signalPrice: number;
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+ bid: number | null;
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+ ask: number | null;
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+ arrivalMid: number | null;
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+ takeProfits: Tp[];
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+ stopLossPrice: number | null;
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+ }) => void;
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+
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  interface EnrichSignalWithMlAiParams {
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  signal: Signal;
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  userName?: string;
@@ -56,28 +85,9 @@ interface ExecuteEntryOrderParams {
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  signal: Signal;
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  beforePlaceOrder?: () => Promise<void>;
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  recordRuntimeTrade?: boolean;
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+ executionLimits?: EntryExecutionLimits;
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  }
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- declare const getOrderArrivalSnapshot: ({ connector, symbol, }: {
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- connector: Connector;
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- symbol: string;
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- }) => Promise<{
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- arrivalSnapshotTime: number;
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- arrivalSource: string;
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- bid: number | null;
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- ask: number | null;
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- arrivalMid: number | null;
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- spreadBps: number | null;
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- }>;
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- declare const validateEntryProtectionAtArrival: ({ direction, signalPrice, bid, ask, arrivalMid, takeProfits, stopLossPrice, }: {
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- direction: Direction;
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- signalPrice: number;
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- bid: number | null;
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- ask: number | null;
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- arrivalMid: number | null;
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- takeProfits: Tp[];
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- stopLossPrice: number | null;
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- }) => void;
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- declare const executeEntryOrder: ({ connector, userName, symbol, direction, qty, currentPrice, timestamp, takeProfits, stopLossPrice, positionIntent, signal, beforePlaceOrder, recordRuntimeTrade, leverage, }: ExecuteEntryOrderParams) => Promise<number>;
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+ declare const executeEntryOrder: ({ connector, userName, symbol, direction, qty, currentPrice, timestamp, takeProfits, stopLossPrice, positionIntent, signal, beforePlaceOrder, recordRuntimeTrade, leverage, executionLimits, }: ExecuteEntryOrderParams) => Promise<number>;
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  declare const preloadBinanceMarketContextForWindow: (params: {
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  startMs: number;
package/dist/strategies.d.ts CHANGED
@@ -1,7 +1,7 @@
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  export * from '@tradejs/core/strategies';
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  export { AiChatMessage, DEFAULT_AI_MODEL, InvokeAiChatOptions, MAX_AI_SERIES_POINTS, askAI, buildAiHumanPrompt, buildAiPayload, buildAiPrompts, buildAiSystemPrompt, buildCompactAiIndicatorsSnapshot, getDeterministicAiGateContext, getOpenRouterModelKwargs, invokeAiChat, resetAiRuntimeCache, runAiPrompt, runAiPromptLocal, trimSeriesDeep } from './ai.js';
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  export { e as ensureIndicatorPluginsLoaded, a as ensureStrategyPluginsLoaded, g as getAvailableStrategyNames, b as getRegisteredManifests, c as getRegisteredStrategies, d as getStrategyCreator, f as getStrategyDefaults, h as getStrategyManifest, i as getStrategyPluginSource, j as isKnownStrategy, r as registerStrategyEntries, k as resetStrategyRegistryCache, s as strategies } from './registry-3TsO1Ff1.js';
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- import { StrategyConfig, CreateStrategyCore, StrategyManifest, StrategyCreator, RuntimeStrategyConfigSnapshot, Signal, Direction, StrategyRuntimeMlOptions, StrategyRuntimeAiOptions, Connector, Tp, MarketFeatureInterval, StrategyEntrySignalContext } from '@tradejs/types';
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+ import { StrategyConfig, CreateStrategyCore, StrategyManifest, StrategyCreator, RuntimeStrategyConfigSnapshot, Connector, Direction, Tp, Signal, StrategyRuntimeMlOptions, StrategyRuntimeAiOptions, MarketFeatureInterval, StrategyEntrySignalContext } from '@tradejs/types';
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  import { TradejsConfigOnBarHook, TradejsConfigBeforeSignalsHook } from '@tradejs/core/config';
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  interface CreateStrategyRuntimeParams<TConfig extends StrategyConfig> {
@@ -29,6 +29,35 @@ declare const resolveStrategyConfig: <TConfig extends StrategyConfig>({ strategy
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  isConfigFromBacktest: boolean;
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  }>;
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+ interface EntryExecutionLimits {
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+ minimumNetRiskRatio?: number;
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+ maxLossValue?: number;
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+ feeRate: number;
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+ slippageBps: number;
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+ }
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+
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+ declare const getOrderArrivalSnapshot: ({ connector, symbol, requireTimestamp, }: {
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+ connector: Connector;
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+ symbol: string;
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+ requireTimestamp?: boolean;
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+ }) => Promise<{
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+ arrivalSnapshotTime: number;
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+ arrivalSource: string;
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+ bid: number | null;
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+ ask: number | null;
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+ arrivalMid: number | null;
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+ spreadBps: number | null;
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+ }>;
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+ declare const validateEntryProtectionAtArrival: ({ direction, signalPrice, bid, ask, arrivalMid, takeProfits, stopLossPrice, }: {
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+ direction: Direction;
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+ signalPrice: number;
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+ bid: number | null;
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+ ask: number | null;
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+ arrivalMid: number | null;
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+ takeProfits: Tp[];
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+ stopLossPrice: number | null;
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+ }) => void;
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+
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  interface EnrichSignalWithMlAiParams {
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  signal: Signal;
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  userName?: string;
@@ -56,28 +85,9 @@ interface ExecuteEntryOrderParams {
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  signal: Signal;
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  beforePlaceOrder?: () => Promise<void>;
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  recordRuntimeTrade?: boolean;
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+ executionLimits?: EntryExecutionLimits;
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  }
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- declare const getOrderArrivalSnapshot: ({ connector, symbol, }: {
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- connector: Connector;
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- symbol: string;
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- }) => Promise<{
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- arrivalSnapshotTime: number;
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- arrivalSource: string;
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- bid: number | null;
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- ask: number | null;
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- arrivalMid: number | null;
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- spreadBps: number | null;
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- }>;
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- declare const validateEntryProtectionAtArrival: ({ direction, signalPrice, bid, ask, arrivalMid, takeProfits, stopLossPrice, }: {
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- direction: Direction;
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- signalPrice: number;
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- bid: number | null;
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- ask: number | null;
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- arrivalMid: number | null;
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- takeProfits: Tp[];
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- stopLossPrice: number | null;
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- }) => void;
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- declare const executeEntryOrder: ({ connector, userName, symbol, direction, qty, currentPrice, timestamp, takeProfits, stopLossPrice, positionIntent, signal, beforePlaceOrder, recordRuntimeTrade, leverage, }: ExecuteEntryOrderParams) => Promise<number>;
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+ declare const executeEntryOrder: ({ connector, userName, symbol, direction, qty, currentPrice, timestamp, takeProfits, stopLossPrice, positionIntent, signal, beforePlaceOrder, recordRuntimeTrade, leverage, executionLimits, }: ExecuteEntryOrderParams) => Promise<number>;
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  declare const preloadBinanceMarketContextForWindow: (params: {
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  startMs: number;