bandkit 1.0.2 → 1.0.4

package/dist/useBotDecision.d.ts.map

@@ -0,0 +1 @@
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package/dist/useBotDecision.js

@@ -0,0 +1,104 @@
+import { useEffect, useMemo, useRef, useState } from "react";
+import { useBinanceOrderBook } from "./useBinanceOrderBook.js";
+import { useBinanceTrades } from "./useBinanceTrades.js";
+import { useCoinbaseTicker } from "./useCoinbaseTicker.js";
+import { useVolatilityRegime } from "./useVolatilityRegime.js";
+import { computeBookDepth, computeBookImbalance, computeBotDecision, computeTradeImbalance, DEFAULT_DECISION_THRESHOLDS } from "./decisionEngine.js";
+const EMPTY_RESULT = {
+    decision: "WAIT",
+    confidence: 0,
+    reasons: [{ text: "Waiting for live data", tone: "neutral" }]
+};
+export function useBotDecision(options = {}) {
+    const enabled = options.enabled ?? true;
+    const evaluationIntervalMs = options.evaluationIntervalMs ?? 2000;
+    const flowWindowMs = options.flowWindowMs ?? 60_000;
+    const historyLimit = options.historyLimit ?? 30;
+    const thresholds = { ...DEFAULT_DECISION_THRESHOLDS, ...(options.thresholds ?? {}) };
+    const book = useBinanceOrderBook({ ...options.orderBook, enabled });
+    const trades = useBinanceTrades({ ...options.trades, enabled });
+    const coinbase = useCoinbaseTicker({ ...options.coinbase, enabled });
+    const regime = useVolatilityRegime({ ...options.regime, enabled });
+    const bookRef = useRef(book);
+    const tradesRef = useRef(trades);
+    const coinbaseRef = useRef(coinbase);
+    const regimeRef = useRef(regime);
+    useEffect(() => {
+        bookRef.current = book;
+    }, [book]);
+    useEffect(() => {
+        tradesRef.current = trades;
+    }, [trades]);
+    useEffect(() => {
+        coinbaseRef.current = coinbase;
+    }, [coinbase]);
+    useEffect(() => {
+        regimeRef.current = regime;
+    }, [regime]);
+    const [snapshot, setSnapshot] = useState({
+        result: EMPTY_RESULT,
+        midBinance: null,
+        midCoinbase: null,
+        divergenceBps: null,
+        depthEth: 0
+    });
+    const [history, setHistory] = useState([]);
+    useEffect(() => {
+        if (!enabled)
+            return;
+        function evaluate() {
+            const b = bookRef.current;
+            const t = tradesRef.current;
+            const c = coinbaseRef.current;
+            const r = regimeRef.current;
+            const midBinance = b.midPrice;
+            if (midBinance === null) {
+                setSnapshot((prev) => ({ ...prev, evaluatedAt: new Date() }));
+                return;
+            }
+            const bookImbalance = computeBookImbalance(b.bids, b.asks, midBinance);
+            const depthEth = computeBookDepth(b.bids, b.asks, midBinance);
+            const tradeImbalance = computeTradeImbalance(t.trades, flowWindowMs);
+            const spreadPct = b.spreadPercent ?? 0;
+            const midCoinbase = c.midPrice;
+            const divergenceBps = midCoinbase !== null && midCoinbase > 0
+                ? ((midBinance - midCoinbase) / midCoinbase) * 10000
+                : null;
+            const result = computeBotDecision({
+                regime: r.regime,
+                bookImbalance,
+                tradeImbalance,
+                spreadPct,
+                venueDivergenceBps: divergenceBps,
+                bookDepthWithinHalfPctEth: depthEth,
+                midPrice: midBinance
+            }, thresholds);
+            const now = Date.now();
+            setSnapshot({
+                result,
+                midBinance,
+                midCoinbase,
+                divergenceBps,
+                depthEth,
+                evaluatedAt: new Date(now)
+            });
+            setHistory((prev) => [
+                { at: now, decision: result.decision, confidence: result.confidence },
+                ...prev
+            ].slice(0, historyLimit));
+        }
+        evaluate();
+        const id = window.setInterval(evaluate, evaluationIntervalMs);
+        return () => window.clearInterval(id);
+    }, [enabled, evaluationIntervalMs, flowWindowMs, historyLimit, thresholds]);
+    return useMemo(() => ({
+        ...snapshot.result,
+        midPriceBinance: snapshot.midBinance,
+        midPriceCoinbase: snapshot.midCoinbase,
+        venueDivergenceBps: snapshot.divergenceBps,
+        bookDepthWithinHalfPctEth: snapshot.depthEth,
+        history,
+        evaluatedAt: snapshot.evaluatedAt
+    }), [history, snapshot]);
+}
+//# sourceMappingURL=useBotDecision.js.map

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package/dist/useCoinbaseTicker.d.ts

@@ -0,0 +1,28 @@
+export type CoinbaseTickerStatus = "connecting" | "live" | "stale" | "error";
+export type CoinbaseTickerMessage = {
+    type: string;
+    product_id: string;
+    price?: string;
+    best_bid?: string;
+    best_ask?: string;
+    side?: "buy" | "sell";
+    time?: string;
+};
+export type UseCoinbaseTickerOptions = {
+    enabled?: boolean;
+    productId?: string;
+    reconnectDelayMs?: number;
+};
+export type UseCoinbaseTickerResult = {
+    price: number | null;
+    bestBid: number | null;
+    bestAsk: number | null;
+    midPrice: number | null;
+    lastSide?: "buy" | "sell";
+    status: CoinbaseTickerStatus;
+    error?: string;
+    productId: string;
+    updatedAt?: Date;
+};
+export declare function useCoinbaseTicker(options?: UseCoinbaseTickerOptions): UseCoinbaseTickerResult;
+//# sourceMappingURL=useCoinbaseTicker.d.ts.map

package/dist/useCoinbaseTicker.d.ts.map

@@ -0,0 +1 @@
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package/dist/useCoinbaseTicker.js

@@ -0,0 +1,87 @@
+import { useEffect, useMemo, useState } from "react";
+const DEFAULT_URL = "wss://ws-feed.exchange.coinbase.com";
+export function useCoinbaseTicker(options = {}) {
+    const enabled = options.enabled ?? true;
+    const productId = options.productId ?? "ETH-USD";
+    const reconnectDelayMs = options.reconnectDelayMs ?? 3000;
+    const [message, setMessage] = useState();
+    const [status, setStatus] = useState("connecting");
+    const [error, setError] = useState();
+    const [updatedAt, setUpdatedAt] = useState();
+    useEffect(() => {
+        if (!enabled) {
+            setStatus("stale");
+            return;
+        }
+        if (typeof WebSocket === "undefined") {
+            setStatus("error");
+            setError("WebSocket is not available in this runtime.");
+            return;
+        }
+        let reconnectTimer;
+        let closedByHook = false;
+        let socket;
+        function connect() {
+            setStatus("connecting");
+            socket = new WebSocket(DEFAULT_URL);
+            socket.onopen = () => {
+                socket?.send(JSON.stringify({
+                    type: "subscribe",
+                    product_ids: [productId],
+                    channels: ["ticker"]
+                }));
+                setStatus("live");
+                setError(undefined);
+            };
+            socket.onmessage = (event) => {
+                try {
+                    const parsed = JSON.parse(String(event.data));
+                    if (parsed.type === "ticker" && parsed.product_id === productId) {
+                        setMessage(parsed);
+                        setStatus("live");
+                        setUpdatedAt(new Date());
+                    }
+                }
+                catch {
+                    setStatus("error");
+                    setError("Could not parse Coinbase ticker message.");
+                }
+            };
+            socket.onerror = () => {
+                setStatus("error");
+                setError("Coinbase ticker connection failed.");
+            };
+            socket.onclose = () => {
+                if (closedByHook)
+                    return;
+                setStatus("stale");
+                reconnectTimer = setTimeout(connect, reconnectDelayMs);
+            };
+        }
+        connect();
+        return () => {
+            closedByHook = true;
+            if (reconnectTimer)
+                clearTimeout(reconnectTimer);
+            socket?.close();
+        };
+    }, [enabled, productId, reconnectDelayMs]);
+    return useMemo(() => {
+        const price = message?.price ? Number(message.price) : null;
+        const bestBid = message?.best_bid ? Number(message.best_bid) : null;
+        const bestAsk = message?.best_ask ? Number(message.best_ask) : null;
+        const midPrice = bestBid !== null && bestAsk !== null ? (bestBid + bestAsk) / 2 : null;
+        return {
+            price: price !== null && Number.isFinite(price) ? price : null,
+            bestBid: bestBid !== null && Number.isFinite(bestBid) ? bestBid : null,
+            bestAsk: bestAsk !== null && Number.isFinite(bestAsk) ? bestAsk : null,
+            midPrice: midPrice !== null && Number.isFinite(midPrice) ? midPrice : null,
+            lastSide: message?.side,
+            status,
+            error,
+            productId,
+            updatedAt
+        };
+    }, [error, message, productId, status, updatedAt]);
+}
+//# sourceMappingURL=useCoinbaseTicker.js.map

package/dist/useCoinbaseTicker.js.map

@@ -0,0 +1 @@
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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "bandkit",
-  "version": "1.0.2",
+  "version": "1.0.4",
   "description": "Open-source scaffolding for Ethereum range-bound trading strategies: strategy contract deployment, restricted executor, and React hooks. Strategy logic is not included.",
   "license": "MIT",
   "type": "module",
@@ -63,6 +63,7 @@
     "@tanstack/react-query": "^5.0.0",
     "@types/node": "^22.0.0",
     "@types/react": "^19.0.0",
+    "@types/ws": "^8.18.1",
     "chai": "^6.2.2",
     "dotenv": "^16.4.7",
     "fp-ts": "^2.16.11",
@@ -73,7 +74,8 @@
     "ts-node": "^10.9.2",
     "typescript": "^5.7.0",
     "viem": "^2.0.0",
-    "wagmi": "^2.0.0"
+    "wagmi": "^2.0.0",
+    "ws": "^8.21.0"
   },
   "keywords": [
     "ethereum",