bandkit 1.0.1 → 1.0.2

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 (49) hide show
  1. package/README.md +198 -77
  2. package/dist/BandPanel.d.ts.map +1 -1
  3. package/dist/BandPanel.js +23 -2
  4. package/dist/BandPanel.js.map +1 -1
  5. package/dist/ContractEventFeed.d.ts +7 -0
  6. package/dist/ContractEventFeed.d.ts.map +1 -0
  7. package/dist/ContractEventFeed.js +76 -0
  8. package/dist/ContractEventFeed.js.map +1 -0
  9. package/dist/GasBadge.d.ts +6 -0
  10. package/dist/GasBadge.d.ts.map +1 -0
  11. package/dist/GasBadge.js +37 -0
  12. package/dist/GasBadge.js.map +1 -0
  13. package/dist/OrderBookWidget.d.ts +8 -0
  14. package/dist/OrderBookWidget.d.ts.map +1 -0
  15. package/dist/OrderBookWidget.js +92 -0
  16. package/dist/OrderBookWidget.js.map +1 -0
  17. package/dist/RegimeBadge.d.ts +6 -0
  18. package/dist/RegimeBadge.d.ts.map +1 -0
  19. package/dist/RegimeBadge.js +39 -0
  20. package/dist/RegimeBadge.js.map +1 -0
  21. package/dist/TradeTape.d.ts +8 -0
  22. package/dist/TradeTape.d.ts.map +1 -0
  23. package/dist/TradeTape.js +67 -0
  24. package/dist/TradeTape.js.map +1 -0
  25. package/dist/index.d.ts +10 -0
  26. package/dist/index.d.ts.map +1 -1
  27. package/dist/index.js +13 -0
  28. package/dist/index.js.map +1 -1
  29. package/dist/useBinanceOrderBook.d.ts +27 -0
  30. package/dist/useBinanceOrderBook.d.ts.map +1 -0
  31. package/dist/useBinanceOrderBook.js +95 -0
  32. package/dist/useBinanceOrderBook.js.map +1 -0
  33. package/dist/useBinanceTrades.d.ts +23 -0
  34. package/dist/useBinanceTrades.d.ts.map +1 -0
  35. package/dist/useBinanceTrades.js +77 -0
  36. package/dist/useBinanceTrades.js.map +1 -0
  37. package/dist/useGasPrice.d.ts +18 -0
  38. package/dist/useGasPrice.d.ts.map +1 -0
  39. package/dist/useGasPrice.js +44 -0
  40. package/dist/useGasPrice.js.map +1 -0
  41. package/dist/useStrategyContractEvents.d.ts +23 -0
  42. package/dist/useStrategyContractEvents.d.ts.map +1 -0
  43. package/dist/useStrategyContractEvents.js +79 -0
  44. package/dist/useStrategyContractEvents.js.map +1 -0
  45. package/dist/useVolatilityRegime.d.ts +17 -0
  46. package/dist/useVolatilityRegime.d.ts.map +1 -0
  47. package/dist/useVolatilityRegime.js +48 -0
  48. package/dist/useVolatilityRegime.js.map +1 -0
  49. package/package.json +1 -1
@@ -0,0 +1 @@
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+ {"version":3,"file":"useBinanceTrades.js","sourceRoot":"","sources":["../src/useBinanceTrades.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,OAAO,EAAE,QAAQ,EAAE,MAAM,OAAO,CAAC;AAuCrD,MAAM,UAAU,gBAAgB,CAAC,UAAmC,EAAE;IACpE,MAAM,OAAO,GAAG,OAAO,CAAC,OAAO,IAAI,IAAI,CAAC;IACxC,MAAM,MAAM,GAAG,CAAC,OAAO,CAAC,MAAM,IAAI,SAAS,CAAC,CAAC,WAAW,EAAE,CAAC;IAC3D,MAAM,SAAS,GAAG,OAAO,CAAC,SAAS,IAAI,EAAE,CAAC;IAC1C,MAAM,gBAAgB,GAAG,OAAO,CAAC,gBAAgB,IAAI,IAAI,CAAC;IAC1D,MAAM,SAAS,GAAG,oCAAoC,MAAM,QAAQ,CAAC;IAErE,MAAM,CAAC,MAAM,EAAE,SAAS,CAAC,GAAG,QAAQ,CAAU,EAAE,CAAC,CAAC;IAClD,MAAM,CAAC,MAAM,EAAE,SAAS,CAAC,GAAG,QAAQ,CAAe,YAAY,CAAC,CAAC;IACjE,MAAM,CAAC,KAAK,EAAE,QAAQ,CAAC,GAAG,QAAQ,EAAU,CAAC;IAE7C,SAAS,CAAC,GAAG,EAAE;QACb,IAAI,CAAC,OAAO,EAAE,CAAC;YACb,SAAS,CAAC,OAAO,CAAC,CAAC;YACnB,OAAO;QACT,CAAC;QAED,IAAI,OAAO,SAAS,KAAK,WAAW,EAAE,CAAC;YACrC,SAAS,CAAC,OAAO,CAAC,CAAC;YACnB,QAAQ,CAAC,6CAA6C,CAAC,CAAC;YACxD,OAAO;QACT,CAAC;QAED,IAAI,cAAyD,CAAC;QAC9D,IAAI,YAAY,GAAG,KAAK,CAAC;QACzB,IAAI,MAA6B,CAAC;QAElC,SAAS,OAAO;YACd,SAAS,CAAC,YAAY,CAAC,CAAC;YACxB,MAAM,GAAG,IAAI,SAAS,CAAC,SAAS,CAAC,CAAC;YAElC,MAAM,CAAC,MAAM,GAAG,GAAG,EAAE;gBACnB,SAAS,CAAC,MAAM,CAAC,CAAC;gBAClB,QAAQ,CAAC,SAAS,CAAC,CAAC;YACtB,CAAC,CAAC;YAEF,MAAM,CAAC,SAAS,GAAG,CAAC,KAAK,EAAE,EAAE;gBAC3B,IAAI,CAAC;oBACH,MAAM,MAAM,GAAG,IAAI,CAAC,KAAK,CAAC,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC,CAAwB,CAAC;oBACrE,MAAM,KAAK,GAAU;wBACnB,EAAE,EAAE,MAAM,CAAC,CAAC;wBACZ,KAAK,EAAE,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC;wBACvB,IAAI,EAAE,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC;wBACtB,IAAI,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK;wBAC/B,SAAS,EAAE,MAAM,CAAC,CAAC;qBACpB,CAAC;oBACF,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,IAAI,CAAC;wBAAE,OAAO;oBAC1E,SAAS,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC,KAAK,EAAE,GAAG,IAAI,CAAC,CAAC,KAAK,CAAC,CAAC,EAAE,SAAS,CAAC,CAAC,CAAC;oBAC1D,SAAS,CAAC,MAAM,CAAC,CAAC;gBACpB,CAAC;gBAAC,MAAM,CAAC;oBACP,SAAS,CAAC,OAAO,CAAC,CAAC;oBACnB,QAAQ,CAAC,gCAAgC,CAAC,CAAC;gBAC7C,CAAC;YACH,CAAC,CAAC;YAEF,MAAM,CAAC,OAAO,GAAG,GAAG,EAAE;gBACpB,SAAS,CAAC,OAAO,CAAC,CAAC;gBACnB,QAAQ,CAAC,iCAAiC,CAAC,CAAC;YAC9C,CAAC,CAAC;YAEF,MAAM,CAAC,OAAO,GAAG,GAAG,EAAE;gBACpB,IAAI,YAAY;oBAAE,OAAO;gBACzB,SAAS,CAAC,OAAO,CAAC,CAAC;gBACnB,cAAc,GAAG,UAAU,CAAC,OAAO,EAAE,gBAAgB,CAAC,CAAC;YACzD,CAAC,CAAC;QACJ,CAAC;QAED,OAAO,EAAE,CAAC;QAEV,OAAO,GAAG,EAAE;YACV,YAAY,GAAG,IAAI,CAAC;YACpB,IAAI,cAAc;gBAAE,YAAY,CAAC,cAAc,CAAC,CAAC;YACjD,MAAM,EAAE,KAAK,EAAE,CAAC;QAClB,CAAC,CAAC;IACJ,CAAC,EAAE,CAAC,OAAO,EAAE,SAAS,EAAE,gBAAgB,EAAE,SAAS,CAAC,CAAC,CAAC;IAEtD,OAAO,OAAO,CACZ,GAAG,EAAE,CAAC,CAAC;QACL,MAAM;QACN,MAAM;QACN,KAAK;QACL,MAAM,EAAE,MAAM,CAAC,WAAW,EAAE;KAC7B,CAAC,EACF,CAAC,MAAM,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,CAAC,CAChC,CAAC;AACJ,CAAC"}
@@ -0,0 +1,18 @@
1
+ export type GasTier = "low" | "normal" | "high" | "spike";
2
+ export type UseGasPriceOptions = {
3
+ chainId?: number;
4
+ enabled?: boolean;
5
+ pollingIntervalMs?: number;
6
+ lowThresholdGwei?: number;
7
+ highThresholdGwei?: number;
8
+ spikeThresholdGwei?: number;
9
+ };
10
+ export type UseGasPriceResult = {
11
+ gwei: number | null;
12
+ gweiText: string;
13
+ tier: GasTier | "unknown";
14
+ isLoading: boolean;
15
+ error?: Error;
16
+ };
17
+ export declare function useGasPrice(options?: UseGasPriceOptions): UseGasPriceResult;
18
+ //# sourceMappingURL=useGasPrice.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"useGasPrice.d.ts","sourceRoot":"","sources":["../src/useGasPrice.ts"],"names":[],"mappings":"AAKA,MAAM,MAAM,OAAO,GAAG,KAAK,GAAG,QAAQ,GAAG,MAAM,GAAG,OAAO,CAAC;AAE1D,MAAM,MAAM,kBAAkB,GAAG;IAC/B,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,OAAO,CAAC,EAAE,OAAO,CAAC;IAClB,iBAAiB,CAAC,EAAE,MAAM,CAAC;IAC3B,gBAAgB,CAAC,EAAE,MAAM,CAAC;IAC1B,iBAAiB,CAAC,EAAE,MAAM,CAAC;IAC3B,kBAAkB,CAAC,EAAE,MAAM,CAAC;CAC7B,CAAC;AAEF,MAAM,MAAM,iBAAiB,GAAG;IAC9B,IAAI,EAAE,MAAM,GAAG,IAAI,CAAC;IACpB,QAAQ,EAAE,MAAM,CAAC;IACjB,IAAI,EAAE,OAAO,GAAG,SAAS,CAAC;IAC1B,SAAS,EAAE,OAAO,CAAC;IACnB,KAAK,CAAC,EAAE,KAAK,CAAC;CACf,CAAC;AAEF,wBAAgB,WAAW,CAAC,OAAO,GAAE,kBAAuB,GAAG,iBAAiB,CA4C/E"}
@@ -0,0 +1,44 @@
1
+ import { useMemo } from "react";
2
+ import { formatGwei } from "viem";
3
+ import { useGasPrice as useWagmiGasPrice } from "wagmi";
4
+ import { mainnet } from "wagmi/chains";
5
+ export function useGasPrice(options = {}) {
6
+ const { chainId = mainnet.id, enabled = true, pollingIntervalMs = 12_000, lowThresholdGwei = 15, highThresholdGwei = 40, spikeThresholdGwei = 100 } = options;
7
+ const query = useWagmiGasPrice({
8
+ chainId,
9
+ query: {
10
+ enabled,
11
+ refetchInterval: pollingIntervalMs
12
+ }
13
+ });
14
+ return useMemo(() => {
15
+ if (query.data === undefined) {
16
+ return {
17
+ gwei: null,
18
+ gweiText: "—",
19
+ tier: "unknown",
20
+ isLoading: query.isLoading,
21
+ error: query.error ?? undefined
22
+ };
23
+ }
24
+ const gweiStr = formatGwei(query.data);
25
+ const gwei = Number(gweiStr);
26
+ let tier = "normal";
27
+ if (gwei <= lowThresholdGwei)
28
+ tier = "low";
29
+ else if (gwei >= spikeThresholdGwei)
30
+ tier = "spike";
31
+ else if (gwei >= highThresholdGwei)
32
+ tier = "high";
33
+ else
34
+ tier = "normal";
35
+ return {
36
+ gwei,
37
+ gweiText: `${gwei.toFixed(1)} gwei`,
38
+ tier,
39
+ isLoading: query.isLoading,
40
+ error: query.error ?? undefined
41
+ };
42
+ }, [highThresholdGwei, lowThresholdGwei, query.data, query.error, query.isLoading, spikeThresholdGwei]);
43
+ }
44
+ //# sourceMappingURL=useGasPrice.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"useGasPrice.js","sourceRoot":"","sources":["../src/useGasPrice.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,MAAM,OAAO,CAAC;AAChC,OAAO,EAAE,UAAU,EAAE,MAAM,MAAM,CAAC;AAClC,OAAO,EAAE,WAAW,IAAI,gBAAgB,EAAE,MAAM,OAAO,CAAC;AACxD,OAAO,EAAE,OAAO,EAAE,MAAM,cAAc,CAAC;AAqBvC,MAAM,UAAU,WAAW,CAAC,UAA8B,EAAE;IAC1D,MAAM,EACJ,OAAO,GAAG,OAAO,CAAC,EAAE,EACpB,OAAO,GAAG,IAAI,EACd,iBAAiB,GAAG,MAAM,EAC1B,gBAAgB,GAAG,EAAE,EACrB,iBAAiB,GAAG,EAAE,EACtB,kBAAkB,GAAG,GAAG,EACzB,GAAG,OAAO,CAAC;IAEZ,MAAM,KAAK,GAAG,gBAAgB,CAAC;QAC7B,OAAO;QACP,KAAK,EAAE;YACL,OAAO;YACP,eAAe,EAAE,iBAAiB;SACnC;KACF,CAAC,CAAC;IAEH,OAAO,OAAO,CAAoB,GAAG,EAAE;QACrC,IAAI,KAAK,CAAC,IAAI,KAAK,SAAS,EAAE,CAAC;YAC7B,OAAO;gBACL,IAAI,EAAE,IAAI;gBACV,QAAQ,EAAE,GAAG;gBACb,IAAI,EAAE,SAAS;gBACf,SAAS,EAAE,KAAK,CAAC,SAAS;gBAC1B,KAAK,EAAE,KAAK,CAAC,KAAK,IAAI,SAAS;aAChC,CAAC;QACJ,CAAC;QACD,MAAM,OAAO,GAAG,UAAU,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC;QACvC,MAAM,IAAI,GAAG,MAAM,CAAC,OAAO,CAAC,CAAC;QAC7B,IAAI,IAAI,GAAY,QAAQ,CAAC;QAC7B,IAAI,IAAI,IAAI,gBAAgB;YAAE,IAAI,GAAG,KAAK,CAAC;aACtC,IAAI,IAAI,IAAI,kBAAkB;YAAE,IAAI,GAAG,OAAO,CAAC;aAC/C,IAAI,IAAI,IAAI,iBAAiB;YAAE,IAAI,GAAG,MAAM,CAAC;;YAC7C,IAAI,GAAG,QAAQ,CAAC;QAErB,OAAO;YACL,IAAI;YACJ,QAAQ,EAAE,GAAG,IAAI,CAAC,OAAO,CAAC,CAAC,CAAC,OAAO;YACnC,IAAI;YACJ,SAAS,EAAE,KAAK,CAAC,SAAS;YAC1B,KAAK,EAAE,KAAK,CAAC,KAAK,IAAI,SAAS;SAChC,CAAC;IACJ,CAAC,EAAE,CAAC,iBAAiB,EAAE,gBAAgB,EAAE,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,KAAK,EAAE,KAAK,CAAC,SAAS,EAAE,kBAAkB,CAAC,CAAC,CAAC;AAC1G,CAAC"}
@@ -0,0 +1,23 @@
1
+ import { type Address } from "viem";
2
+ export type StrategyEventKind = "Deposited" | "Withdrawn" | "StrategyEngineActivated" | "StrategyEngineDeactivated";
3
+ export type StrategyEvent = {
4
+ id: string;
5
+ kind: StrategyEventKind;
6
+ user: Address;
7
+ amountEth?: string;
8
+ blockNumber?: bigint;
9
+ transactionHash?: `0x${string}`;
10
+ timestamp: number;
11
+ };
12
+ export type UseStrategyContractEventsOptions = {
13
+ strategyContractAddress?: Address;
14
+ chainId?: number;
15
+ maxEvents?: number;
16
+ enabled?: boolean;
17
+ };
18
+ export type UseStrategyContractEventsResult = {
19
+ events: StrategyEvent[];
20
+ clear: () => void;
21
+ };
22
+ export declare function useStrategyContractEvents(options: UseStrategyContractEventsOptions): UseStrategyContractEventsResult;
23
+ //# sourceMappingURL=useStrategyContractEvents.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"useStrategyContractEvents.d.ts","sourceRoot":"","sources":["../src/useStrategyContractEvents.ts"],"names":[],"mappings":"AACA,OAAO,EAAe,KAAK,OAAO,EAAE,MAAM,MAAM,CAAC;AAIjD,MAAM,MAAM,iBAAiB,GACzB,WAAW,GACX,WAAW,GACX,yBAAyB,GACzB,2BAA2B,CAAC;AAEhC,MAAM,MAAM,aAAa,GAAG;IAC1B,EAAE,EAAE,MAAM,CAAC;IACX,IAAI,EAAE,iBAAiB,CAAC;IACxB,IAAI,EAAE,OAAO,CAAC;IACd,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,WAAW,CAAC,EAAE,MAAM,CAAC;IACrB,eAAe,CAAC,EAAE,KAAK,MAAM,EAAE,CAAC;IAChC,SAAS,EAAE,MAAM,CAAC;CACnB,CAAC;AAEF,MAAM,MAAM,gCAAgC,GAAG;IAC7C,uBAAuB,CAAC,EAAE,OAAO,CAAC;IAClC,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,OAAO,CAAC,EAAE,OAAO,CAAC;CACnB,CAAC;AAEF,MAAM,MAAM,+BAA+B,GAAG;IAC5C,MAAM,EAAE,aAAa,EAAE,CAAC;IACxB,KAAK,EAAE,MAAM,IAAI,CAAC;CACnB,CAAC;AAeF,wBAAgB,yBAAyB,CACvC,OAAO,EAAE,gCAAgC,GACxC,+BAA+B,CA8EjC"}
@@ -0,0 +1,79 @@
1
+ import { useCallback, useEffect, useState } from "react";
2
+ import { formatEther } from "viem";
3
+ import { useWatchContractEvent } from "wagmi";
4
+ import { BAND_STRATEGY_ABI } from "./bandStrategyAbi.js";
5
+ function makeId(log, fallback) {
6
+ return log.transactionHash && log.logIndex !== undefined
7
+ ? `${log.transactionHash}-${log.logIndex}`
8
+ : `local-${fallback}`;
9
+ }
10
+ export function useStrategyContractEvents(options) {
11
+ const { strategyContractAddress, chainId, maxEvents = 25, enabled = true } = options;
12
+ const [events, setEvents] = useState([]);
13
+ const handleEvent = useCallback((kind, logs) => {
14
+ setEvents((prev) => {
15
+ const now = Date.now();
16
+ const next = [];
17
+ logs.forEach((log, idx) => {
18
+ const event = {
19
+ id: makeId(log, now + idx),
20
+ kind,
21
+ user: (log.args?.user ?? "0x0000000000000000000000000000000000000000"),
22
+ amountEth: log.args?.amount !== undefined ? formatEther(log.args.amount) : undefined,
23
+ blockNumber: log.blockNumber,
24
+ transactionHash: log.transactionHash,
25
+ timestamp: now
26
+ };
27
+ next.push(event);
28
+ });
29
+ const merged = [...next.reverse(), ...prev];
30
+ const dedupKeys = new Set();
31
+ const deduped = merged.filter((event) => {
32
+ if (dedupKeys.has(event.id))
33
+ return false;
34
+ dedupKeys.add(event.id);
35
+ return true;
36
+ });
37
+ return deduped.slice(0, maxEvents);
38
+ });
39
+ }, [maxEvents]);
40
+ useWatchContractEvent({
41
+ abi: BAND_STRATEGY_ABI,
42
+ address: strategyContractAddress,
43
+ chainId,
44
+ eventName: "Deposited",
45
+ enabled: enabled && Boolean(strategyContractAddress),
46
+ onLogs: (logs) => handleEvent("Deposited", logs)
47
+ });
48
+ useWatchContractEvent({
49
+ abi: BAND_STRATEGY_ABI,
50
+ address: strategyContractAddress,
51
+ chainId,
52
+ eventName: "Withdrawn",
53
+ enabled: enabled && Boolean(strategyContractAddress),
54
+ onLogs: (logs) => handleEvent("Withdrawn", logs)
55
+ });
56
+ useWatchContractEvent({
57
+ abi: BAND_STRATEGY_ABI,
58
+ address: strategyContractAddress,
59
+ chainId,
60
+ eventName: "StrategyEngineActivated",
61
+ enabled: enabled && Boolean(strategyContractAddress),
62
+ onLogs: (logs) => handleEvent("StrategyEngineActivated", logs)
63
+ });
64
+ useWatchContractEvent({
65
+ abi: BAND_STRATEGY_ABI,
66
+ address: strategyContractAddress,
67
+ chainId,
68
+ eventName: "StrategyEngineDeactivated",
69
+ enabled: enabled && Boolean(strategyContractAddress),
70
+ onLogs: (logs) => handleEvent("StrategyEngineDeactivated", logs)
71
+ });
72
+ useEffect(() => {
73
+ if (!strategyContractAddress)
74
+ setEvents([]);
75
+ }, [strategyContractAddress]);
76
+ const clear = useCallback(() => setEvents([]), []);
77
+ return { events, clear };
78
+ }
79
+ //# sourceMappingURL=useStrategyContractEvents.js.map
@@ -0,0 +1 @@
1
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@@ -0,0 +1,17 @@
1
+ import { type UseEthPriceTickerOptions } from "./useEthPriceTicker.js";
2
+ export type Regime = "RANGING" | "MIXED" | "TRENDING" | "UNKNOWN";
3
+ export type UseVolatilityRegimeOptions = {
4
+ enabled?: boolean;
5
+ windowSize?: number;
6
+ rangingThresholdPct?: number;
7
+ trendingThresholdPct?: number;
8
+ ticker?: UseEthPriceTickerOptions;
9
+ };
10
+ export type UseVolatilityRegimeResult = {
11
+ regime: Regime;
12
+ stddevPct: number | null;
13
+ driftPct: number | null;
14
+ sampleCount: number;
15
+ };
16
+ export declare function useVolatilityRegime(options?: UseVolatilityRegimeOptions): UseVolatilityRegimeResult;
17
+ //# sourceMappingURL=useVolatilityRegime.d.ts.map
@@ -0,0 +1 @@
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@@ -0,0 +1,48 @@
1
+ import { useEffect, useMemo, useRef, useState } from "react";
2
+ import { useEthPriceTicker } from "./useEthPriceTicker.js";
3
+ export function useVolatilityRegime(options = {}) {
4
+ const { enabled = true, windowSize = 60, rangingThresholdPct = 0.15, trendingThresholdPct = 0.45, ticker } = options;
5
+ const ethTicker = useEthPriceTicker(ticker);
6
+ const samples = useRef([]);
7
+ const [tickCount, setTickCount] = useState(0);
8
+ useEffect(() => {
9
+ if (!enabled)
10
+ return;
11
+ if (ethTicker.price === null)
12
+ return;
13
+ samples.current.push(ethTicker.price);
14
+ if (samples.current.length > windowSize)
15
+ samples.current.shift();
16
+ setTickCount((c) => c + 1);
17
+ }, [enabled, ethTicker.price, windowSize]);
18
+ return useMemo(() => {
19
+ void tickCount;
20
+ const data = samples.current;
21
+ if (data.length < Math.max(8, Math.floor(windowSize / 4))) {
22
+ return { regime: "UNKNOWN", stddevPct: null, driftPct: null, sampleCount: data.length };
23
+ }
24
+ const mean = data.reduce((sum, v) => sum + v, 0) / data.length;
25
+ const variance = data.reduce((sum, v) => sum + (v - mean) ** 2, 0) / data.length;
26
+ const stddev = Math.sqrt(variance);
27
+ const stddevPct = mean > 0 ? (stddev / mean) * 100 : null;
28
+ const drift = data[data.length - 1] - data[0];
29
+ const driftPct = mean > 0 ? (drift / mean) * 100 : null;
30
+ const absDriftPct = driftPct !== null ? Math.abs(driftPct) : null;
31
+ let regime = "MIXED";
32
+ if (stddevPct !== null && absDriftPct !== null) {
33
+ if (absDriftPct >= trendingThresholdPct)
34
+ regime = "TRENDING";
35
+ else if (stddevPct <= rangingThresholdPct && absDriftPct < trendingThresholdPct)
36
+ regime = "RANGING";
37
+ else
38
+ regime = "MIXED";
39
+ }
40
+ return {
41
+ regime,
42
+ stddevPct,
43
+ driftPct,
44
+ sampleCount: data.length
45
+ };
46
+ }, [rangingThresholdPct, tickCount, trendingThresholdPct, windowSize]);
47
+ }
48
+ //# sourceMappingURL=useVolatilityRegime.js.map
@@ -0,0 +1 @@
1
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package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "bandkit",
3
- "version": "1.0.1",
3
+ "version": "1.0.2",
4
4
  "description": "Open-source scaffolding for Ethereum range-bound trading strategies: strategy contract deployment, restricted executor, and React hooks. Strategy logic is not included.",
5
5
  "license": "MIT",
6
6
  "type": "module",