@wrcb/cb-common 1.0.883 → 1.0.885

package/build/events/subjects.d.ts

@@ -81,5 +81,6 @@ export declare enum Subjects {
     ThoOrderWalletChargeRequested = "tho:order:wallet-charge-requested",
     ThoOrderSettled = "tho:order:settled",
     TrdSessionHalted = "trd:session:halted",
-    TrdCollectorStalled = "trd:collector:stalled"
+    TrdCollectorStalled = "trd:collector:stalled",
+    TrdAutopilotActed = "trd:autopilot:acted"
 }

package/build/events/subjects.js

@@ -98,4 +98,5 @@ var Subjects;
     // bot-trader (simulação de estratégias na MEXC spot)
     Subjects["TrdSessionHalted"] = "trd:session:halted";
     Subjects["TrdCollectorStalled"] = "trd:collector:stalled";
+    Subjects["TrdAutopilotActed"] = "trd:autopilot:acted";
 })(Subjects || (exports.Subjects = Subjects = {}));

package/build/events/trader/autopilotActedEvent.d.ts

@@ -0,0 +1,13 @@
+import { Subjects } from '../subjects';
+import { TraderAutopilotAction, TraderStrategy } from '../../types/trader';
+export interface TrdAutopilotActedEvent {
+    subject: Subjects.TrdAutopilotActed;
+    data: {
+        action: TraderAutopilotAction;
+        symbol: string;
+        strategy: TraderStrategy | null;
+        sessionId: string | null;
+        reason: string;
+        at: string;
+    };
+}

package/build/events/trader/autopilotActedEvent.js

@@ -0,0 +1,2 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });

package/build/events/trader/autopilotActedPublisher.d.ts

@@ -0,0 +1,6 @@
+import { Publisher } from '../basePublisher';
+import { TrdAutopilotActedEvent } from './autopilotActedEvent';
+import { Subjects } from '../subjects';
+export declare class TrdAutopilotActedPublisher extends Publisher<TrdAutopilotActedEvent> {
+    subject: Subjects.TrdAutopilotActed;
+}

package/build/events/trader/autopilotActedPublisher.js

@@ -0,0 +1,12 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.TrdAutopilotActedPublisher = void 0;
+const basePublisher_1 = require("../basePublisher");
+const subjects_1 = require("../subjects");
+class TrdAutopilotActedPublisher extends basePublisher_1.Publisher {
+    constructor() {
+        super(...arguments);
+        this.subject = subjects_1.Subjects.TrdAutopilotActed;
+    }
+}
+exports.TrdAutopilotActedPublisher = TrdAutopilotActedPublisher;

package/build/events/trader/index.d.ts

@@ -2,3 +2,5 @@ export * from './sessionHaltedEvent';
 export * from './sessionHaltedPublisher';
 export * from './collectorStalledEvent';
 export * from './collectorStalledPublisher';
+export * from './autopilotActedEvent';
+export * from './autopilotActedPublisher';

package/build/events/trader/index.js

@@ -18,3 +18,5 @@ __exportStar(require("./sessionHaltedEvent"), exports);
 __exportStar(require("./sessionHaltedPublisher"), exports);
 __exportStar(require("./collectorStalledEvent"), exports);
 __exportStar(require("./collectorStalledPublisher"), exports);
+__exportStar(require("./autopilotActedEvent"), exports);
+__exportStar(require("./autopilotActedPublisher"), exports);

package/build/types/trader.d.ts

@@ -71,6 +71,7 @@ export interface TraderPnlBreakdown {
     totalPnlQuote: number;
 }
 export interface TraderSessionMetrics extends TraderPnlBreakdown {
+    capturedEdgeQuote: number;
     placedOrders: number;
     filledOrders: number;
     cancelledOrders: number;
@@ -141,3 +142,47 @@ export interface TraderComparisonRowDTO {
     metrics: TraderSessionMetrics;
     hoursRunning: number;
 }
+export declare enum TraderRiskProfile {
+    Conservative = "Conservative",
+    Moderate = "Moderate",
+    Aggressive = "Aggressive"
+}
+export declare enum TraderAutopilotAction {
+    SessionOpened = "SessionOpened",
+    SessionClosed = "SessionClosed",
+    Skipped = "Skipped"
+}
+export interface TraderAutopilotConfig {
+    enabled: boolean;
+    riskProfile: TraderRiskProfile;
+    capitalQuote: number;
+    maxPairs: number;
+    evaluationHours: number;
+    lastRunAt: string | null;
+    nextRunAt: string | null;
+}
+export interface TraderAutopilotDecisionDTO {
+    id: string;
+    at: string;
+    action: TraderAutopilotAction;
+    symbol: string;
+    strategy: TraderStrategy | null;
+    sessionId: string | null;
+    reason: string;
+    metrics: {
+        medianSpreadBps?: number;
+        tradesPerHour?: number;
+        score?: number;
+        spreadPnlQuote?: number;
+        feesQuote?: number;
+        hoursRunning?: number;
+    };
+}
+export interface TraderCandidateDTO {
+    symbol: string;
+    medianSpreadBps: number;
+    tradesPerHour: number;
+    score: number;
+    eligible: boolean;
+    rejection: string | null;
+}

package/build/types/trader.js

@@ -5,7 +5,7 @@
 // preço é em basis points (1 bps = 0,01%), nunca em percentual solto — é o
 // que evita confundir "0,5" de 0,5% com 0,5 bps na hora de calibrar.
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.TraderMarketRegime = exports.TraderPairStatus = exports.TraderHaltReason = exports.TraderOrderStatus = exports.TraderSide = exports.TraderSessionStatus = exports.TraderExecutionMode = exports.TraderStrategy = void 0;
+exports.TraderAutopilotAction = exports.TraderRiskProfile = exports.TraderMarketRegime = exports.TraderPairStatus = exports.TraderHaltReason = exports.TraderOrderStatus = exports.TraderSide = exports.TraderSessionStatus = exports.TraderExecutionMode = exports.TraderStrategy = void 0;
 var TraderStrategy;
 (function (TraderStrategy) {
     TraderStrategy["MarketMaking"] = "MarketMaking";
@@ -58,3 +58,21 @@ var TraderMarketRegime;
     TraderMarketRegime["Trending"] = "Trending";
     TraderMarketRegime["Volatile"] = "Volatile";
 })(TraderMarketRegime || (exports.TraderMarketRegime = TraderMarketRegime = {}));
+// ---------------------------------------------------------------- piloto
+//
+// O piloto automático existe porque preencher spread, skew e teto de
+// inventário à mão exige já saber a resposta. Ele traduz uma escolha de
+// apetite a risco nos números, escolhe os pares com o dado que o coletor
+// gravou e mata o que não está capturando spread.
+var TraderRiskProfile;
+(function (TraderRiskProfile) {
+    TraderRiskProfile["Conservative"] = "Conservative";
+    TraderRiskProfile["Moderate"] = "Moderate";
+    TraderRiskProfile["Aggressive"] = "Aggressive";
+})(TraderRiskProfile || (exports.TraderRiskProfile = TraderRiskProfile = {}));
+var TraderAutopilotAction;
+(function (TraderAutopilotAction) {
+    TraderAutopilotAction["SessionOpened"] = "SessionOpened";
+    TraderAutopilotAction["SessionClosed"] = "SessionClosed";
+    TraderAutopilotAction["Skipped"] = "Skipped";
+})(TraderAutopilotAction || (exports.TraderAutopilotAction = TraderAutopilotAction = {}));

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@wrcb/cb-common",
-  "version": "1.0.883",
+  "version": "1.0.885",
   "description": "Common resources between services",
   "main": "./build/index.js",
   "types": "./build/index.d.ts",