bandkit 1.0.4 → 1.0.6

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "bandkit",
-  "version": "1.0.4",
+  "version": "1.0.6",
   "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",

package/scripts/test-decision-stream.cjs

@@ -97,6 +97,11 @@ function classifyRegime(prices) {
   return { regime, stddevPct, driftPct };
 }
 
+function softCap(raw, ceiling = 88, scale = 55) {
+  const bounded = Math.max(0, raw);
+  return Math.round(ceiling * (1 - Math.exp(-bounded / scale)));
+}
+
 function computeDecision(inputs) {
   const reasons = [];
   if (inputs.regime === "UNKNOWN") {
@@ -105,72 +110,87 @@ function computeDecision(inputs) {
   if (inputs.regime === "TRENDING") {
     return {
       decision: "STAND DOWN",
-      confidence: 90,
+      confidence: 72,
       reasons: ["TRENDING regime — bot sits out"]
     };
   }
 
   let scoreBuy = 0;
   let scoreSell = 0;
-  let confidence = inputs.regime === "RANGING" ? 45 : 30;
+  let baseScore = inputs.regime === "RANGING" ? 25 : 12;
   reasons.push(`Regime: ${inputs.regime}`);
 
+  const absBook = Math.abs(inputs.bookImbalance);
   if (inputs.bookImbalance >= 0.15) {
-    scoreBuy += 25;
+    scoreBuy += 8 + Math.min(10, (absBook - 0.15) * 18);
     reasons.push(`Book +${(inputs.bookImbalance * 100).toFixed(0)}% bid`);
   } else if (inputs.bookImbalance <= -0.15) {
-    scoreSell += 25;
+    scoreSell += 8 + Math.min(10, (absBook - 0.15) * 18);
     reasons.push(`Book ${(inputs.bookImbalance * 100).toFixed(0)}% ask`);
   } else {
     reasons.push(`Book ${(inputs.bookImbalance * 100).toFixed(0)}%`);
   }
 
+  const absFlow = Math.abs(inputs.tradeImbalance);
   if (inputs.tradeImbalance >= 0.10) {
-    scoreBuy += 20;
+    scoreBuy += 6 + Math.min(8, (absFlow - 0.10) * 20);
     reasons.push(`Flow ${((0.5 + inputs.tradeImbalance / 2) * 100).toFixed(0)}% buys`);
   } else if (inputs.tradeImbalance <= -0.10) {
-    scoreSell += 20;
+    scoreSell += 6 + Math.min(8, (absFlow - 0.10) * 20);
     reasons.push(`Flow ${((0.5 - inputs.tradeImbalance / 2) * 100).toFixed(0)}% sells`);
   } else {
     reasons.push("Flow balanced");
   }
 
   if (inputs.spreadPct > 0.05) {
-    confidence -= 10;
+    baseScore -= 8;
     reasons.push(`Spread wide ${inputs.spreadPct.toFixed(3)}%`);
   } else {
-    confidence += 5;
+    baseScore += 3;
   }
 
   if (inputs.venueDivergenceBps !== null && Number.isFinite(inputs.venueDivergenceBps)) {
+    const absDiv = Math.abs(inputs.venueDivergenceBps);
     if (inputs.venueDivergenceBps > 5) {
-      scoreBuy += 12;
+      scoreBuy += 4 + Math.min(6, (absDiv - 5) * 0.6);
       reasons.push(`BIN +${inputs.venueDivergenceBps.toFixed(1)}bps`);
     } else if (inputs.venueDivergenceBps < -5) {
-      scoreSell += 12;
+      scoreSell += 4 + Math.min(6, (absDiv - 5) * 0.6);
       reasons.push(`BIN ${inputs.venueDivergenceBps.toFixed(1)}bps`);
     }
   }
 
   if (inputs.bookDepth < 50) {
-    confidence -= 15;
+    baseScore -= 10;
     reasons.push(`Thin book (${inputs.bookDepth.toFixed(0)} ETH)`);
   } else {
-    confidence += 5;
+    baseScore += 3;
+  }
+
+  // Conflicting-signal penalty
+  if (scoreBuy > 0 && scoreSell > 0) {
+    if (scoreBuy >= scoreSell) {
+      scoreBuy -= scoreSell * 0.7;
+      scoreSell = 0;
+    } else {
+      scoreSell -= scoreBuy * 0.7;
+      scoreBuy = 0;
+    }
   }
 
   let decision = "WAIT";
-  if (scoreBuy > scoreSell + 12) {
+  let confidence;
+  if (scoreBuy > scoreSell + 6) {
     decision = "BUY";
-    confidence = Math.min(100, Math.max(0, confidence + scoreBuy));
-  } else if (scoreSell > scoreBuy + 12) {
+    confidence = softCap(baseScore + scoreBuy);
+  } else if (scoreSell > scoreBuy + 6) {
     decision = "SELL";
-    confidence = Math.min(100, Math.max(0, confidence + scoreSell));
+    confidence = softCap(baseScore + scoreSell);
   } else {
-    confidence = Math.min(100, Math.max(0, confidence + Math.max(scoreBuy, scoreSell) / 2));
+    confidence = softCap(Math.max(baseScore / 2, 5), 55, 35);
   }
 
-  return { decision, confidence: Math.round(confidence), reasons };
+  return { decision, confidence, reasons };
 }
 
 // ---- WebSocket setup -----------------------------------------------------