bfxsentry-agent 0.1.0

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 (187) hide show
  1. package/config/default.yaml +137 -0
  2. package/config/phase1-safety.yaml +24 -0
  3. package/dist/bin/sentry.d.ts +3 -0
  4. package/dist/bin/sentry.d.ts.map +1 -0
  5. package/dist/bin/sentry.js +124 -0
  6. package/dist/bin/sentry.js.map +1 -0
  7. package/dist/src/backtest/fill-simulator.d.ts +5 -0
  8. package/dist/src/backtest/fill-simulator.d.ts.map +1 -0
  9. package/dist/src/backtest/fill-simulator.js +43 -0
  10. package/dist/src/backtest/fill-simulator.js.map +1 -0
  11. package/dist/src/backtest/report.d.ts +3 -0
  12. package/dist/src/backtest/report.d.ts.map +1 -0
  13. package/dist/src/backtest/report.js +43 -0
  14. package/dist/src/backtest/report.js.map +1 -0
  15. package/dist/src/backtest/runner.d.ts +34 -0
  16. package/dist/src/backtest/runner.d.ts.map +1 -0
  17. package/dist/src/backtest/runner.js +132 -0
  18. package/dist/src/backtest/runner.js.map +1 -0
  19. package/dist/src/collector/basis-monitor.d.ts +9 -0
  20. package/dist/src/collector/basis-monitor.d.ts.map +1 -0
  21. package/dist/src/collector/basis-monitor.js +52 -0
  22. package/dist/src/collector/basis-monitor.js.map +1 -0
  23. package/dist/src/collector/bitfinex-rest.d.ts +20 -0
  24. package/dist/src/collector/bitfinex-rest.d.ts.map +1 -0
  25. package/dist/src/collector/bitfinex-rest.js +350 -0
  26. package/dist/src/collector/bitfinex-rest.js.map +1 -0
  27. package/dist/src/collector/event-detector.d.ts +3 -0
  28. package/dist/src/collector/event-detector.d.ts.map +1 -0
  29. package/dist/src/collector/event-detector.js +41 -0
  30. package/dist/src/collector/event-detector.js.map +1 -0
  31. package/dist/src/collector/polymarket.d.ts +32 -0
  32. package/dist/src/collector/polymarket.d.ts.map +1 -0
  33. package/dist/src/collector/polymarket.js +89 -0
  34. package/dist/src/collector/polymarket.js.map +1 -0
  35. package/dist/src/collector/types.d.ts +114 -0
  36. package/dist/src/collector/types.d.ts.map +1 -0
  37. package/dist/src/collector/types.js +2 -0
  38. package/dist/src/collector/types.js.map +1 -0
  39. package/dist/src/core/config.d.ts +67 -0
  40. package/dist/src/core/config.d.ts.map +1 -0
  41. package/dist/src/core/config.js +27 -0
  42. package/dist/src/core/config.js.map +1 -0
  43. package/dist/src/core/decision-log.d.ts +7 -0
  44. package/dist/src/core/decision-log.d.ts.map +1 -0
  45. package/dist/src/core/decision-log.js +69 -0
  46. package/dist/src/core/decision-log.js.map +1 -0
  47. package/dist/src/core/engine.d.ts +19 -0
  48. package/dist/src/core/engine.d.ts.map +1 -0
  49. package/dist/src/core/engine.js +148 -0
  50. package/dist/src/core/engine.js.map +1 -0
  51. package/dist/src/core/event-bus.d.ts +12 -0
  52. package/dist/src/core/event-bus.d.ts.map +1 -0
  53. package/dist/src/core/event-bus.js +21 -0
  54. package/dist/src/core/event-bus.js.map +1 -0
  55. package/dist/src/core/logger.d.ts +4 -0
  56. package/dist/src/core/logger.d.ts.map +1 -0
  57. package/dist/src/core/logger.js +22 -0
  58. package/dist/src/core/logger.js.map +1 -0
  59. package/dist/src/core/recorder.d.ts +7 -0
  60. package/dist/src/core/recorder.d.ts.map +1 -0
  61. package/dist/src/core/recorder.js +42 -0
  62. package/dist/src/core/recorder.js.map +1 -0
  63. package/dist/src/executor/bitfinex-trader.d.ts +3 -0
  64. package/dist/src/executor/bitfinex-trader.d.ts.map +1 -0
  65. package/dist/src/executor/bitfinex-trader.js +119 -0
  66. package/dist/src/executor/bitfinex-trader.js.map +1 -0
  67. package/dist/src/executor/dry-run.d.ts +4 -0
  68. package/dist/src/executor/dry-run.d.ts.map +1 -0
  69. package/dist/src/executor/dry-run.js +39 -0
  70. package/dist/src/executor/dry-run.js.map +1 -0
  71. package/dist/src/executor/order-id.d.ts +5 -0
  72. package/dist/src/executor/order-id.d.ts.map +1 -0
  73. package/dist/src/executor/order-id.js +20 -0
  74. package/dist/src/executor/order-id.js.map +1 -0
  75. package/dist/src/executor/reconciler.d.ts +8 -0
  76. package/dist/src/executor/reconciler.d.ts.map +1 -0
  77. package/dist/src/executor/reconciler.js +44 -0
  78. package/dist/src/executor/reconciler.js.map +1 -0
  79. package/dist/src/executor/types.d.ts +19 -0
  80. package/dist/src/executor/types.d.ts.map +1 -0
  81. package/dist/src/executor/types.js +2 -0
  82. package/dist/src/executor/types.js.map +1 -0
  83. package/dist/src/risk/cooldown.d.ts +8 -0
  84. package/dist/src/risk/cooldown.d.ts.map +1 -0
  85. package/dist/src/risk/cooldown.js +30 -0
  86. package/dist/src/risk/cooldown.js.map +1 -0
  87. package/dist/src/risk/portfolio-filter.d.ts +9 -0
  88. package/dist/src/risk/portfolio-filter.d.ts.map +1 -0
  89. package/dist/src/risk/portfolio-filter.js +58 -0
  90. package/dist/src/risk/portfolio-filter.js.map +1 -0
  91. package/dist/src/risk/position-manager.d.ts +19 -0
  92. package/dist/src/risk/position-manager.d.ts.map +1 -0
  93. package/dist/src/risk/position-manager.js +171 -0
  94. package/dist/src/risk/position-manager.js.map +1 -0
  95. package/dist/src/risk/strategy-filter.d.ts +8 -0
  96. package/dist/src/risk/strategy-filter.d.ts.map +1 -0
  97. package/dist/src/risk/strategy-filter.js +40 -0
  98. package/dist/src/risk/strategy-filter.js.map +1 -0
  99. package/dist/src/risk/var-calculator.d.ts +10 -0
  100. package/dist/src/risk/var-calculator.d.ts.map +1 -0
  101. package/dist/src/risk/var-calculator.js +38 -0
  102. package/dist/src/risk/var-calculator.js.map +1 -0
  103. package/dist/src/signal/funding-radar.d.ts +4 -0
  104. package/dist/src/signal/funding-radar.d.ts.map +1 -0
  105. package/dist/src/signal/funding-radar.js +92 -0
  106. package/dist/src/signal/funding-radar.js.map +1 -0
  107. package/dist/src/signal/index.d.ts +12 -0
  108. package/dist/src/signal/index.d.ts.map +1 -0
  109. package/dist/src/signal/index.js +37 -0
  110. package/dist/src/signal/index.js.map +1 -0
  111. package/dist/src/signal/liquidation.d.ts +4 -0
  112. package/dist/src/signal/liquidation.d.ts.map +1 -0
  113. package/dist/src/signal/liquidation.js +83 -0
  114. package/dist/src/signal/liquidation.js.map +1 -0
  115. package/dist/src/signal/orderbook.d.ts +4 -0
  116. package/dist/src/signal/orderbook.d.ts.map +1 -0
  117. package/dist/src/signal/orderbook.js +100 -0
  118. package/dist/src/signal/orderbook.js.map +1 -0
  119. package/dist/src/signal/smart-money.d.ts +4 -0
  120. package/dist/src/signal/smart-money.d.ts.map +1 -0
  121. package/dist/src/signal/smart-money.js +39 -0
  122. package/dist/src/signal/smart-money.js.map +1 -0
  123. package/dist/src/signal/types.d.ts +13 -0
  124. package/dist/src/signal/types.d.ts.map +1 -0
  125. package/dist/src/signal/types.js +2 -0
  126. package/dist/src/signal/types.js.map +1 -0
  127. package/dist/src/skill/backtest.d.ts +5 -0
  128. package/dist/src/skill/backtest.d.ts.map +1 -0
  129. package/dist/src/skill/backtest.js +14 -0
  130. package/dist/src/skill/backtest.js.map +1 -0
  131. package/dist/src/skill/config.d.ts +4 -0
  132. package/dist/src/skill/config.d.ts.map +1 -0
  133. package/dist/src/skill/config.js +35 -0
  134. package/dist/src/skill/config.js.map +1 -0
  135. package/dist/src/skill/logs.d.ts +5 -0
  136. package/dist/src/skill/logs.d.ts.map +1 -0
  137. package/dist/src/skill/logs.js +37 -0
  138. package/dist/src/skill/logs.js.map +1 -0
  139. package/dist/src/skill/scan.d.ts +5 -0
  140. package/dist/src/skill/scan.d.ts.map +1 -0
  141. package/dist/src/skill/scan.js +75 -0
  142. package/dist/src/skill/scan.js.map +1 -0
  143. package/dist/src/skill/signal.d.ts +4 -0
  144. package/dist/src/skill/signal.d.ts.map +1 -0
  145. package/dist/src/skill/signal.js +63 -0
  146. package/dist/src/skill/signal.js.map +1 -0
  147. package/dist/src/skill/status.d.ts +2 -0
  148. package/dist/src/skill/status.d.ts.map +1 -0
  149. package/dist/src/skill/status.js +58 -0
  150. package/dist/src/skill/status.js.map +1 -0
  151. package/dist/src/skill/strategy.d.ts +4 -0
  152. package/dist/src/skill/strategy.d.ts.map +1 -0
  153. package/dist/src/skill/strategy.js +44 -0
  154. package/dist/src/skill/strategy.js.map +1 -0
  155. package/dist/src/skill/trade.d.ts +6 -0
  156. package/dist/src/skill/trade.d.ts.map +1 -0
  157. package/dist/src/skill/trade.js +58 -0
  158. package/dist/src/skill/trade.js.map +1 -0
  159. package/dist/src/strategy/funding-arb.d.ts +6 -0
  160. package/dist/src/strategy/funding-arb.d.ts.map +1 -0
  161. package/dist/src/strategy/funding-arb.js +57 -0
  162. package/dist/src/strategy/funding-arb.js.map +1 -0
  163. package/dist/src/strategy/index.d.ts +7 -0
  164. package/dist/src/strategy/index.d.ts.map +1 -0
  165. package/dist/src/strategy/index.js +27 -0
  166. package/dist/src/strategy/index.js.map +1 -0
  167. package/dist/src/strategy/liq-hunter.d.ts +6 -0
  168. package/dist/src/strategy/liq-hunter.d.ts.map +1 -0
  169. package/dist/src/strategy/liq-hunter.js +61 -0
  170. package/dist/src/strategy/liq-hunter.js.map +1 -0
  171. package/dist/src/strategy/ob-sniper.d.ts +6 -0
  172. package/dist/src/strategy/ob-sniper.d.ts.map +1 -0
  173. package/dist/src/strategy/ob-sniper.js +47 -0
  174. package/dist/src/strategy/ob-sniper.js.map +1 -0
  175. package/dist/src/strategy/pm-hedge.d.ts +6 -0
  176. package/dist/src/strategy/pm-hedge.d.ts.map +1 -0
  177. package/dist/src/strategy/pm-hedge.js +55 -0
  178. package/dist/src/strategy/pm-hedge.js.map +1 -0
  179. package/dist/src/strategy/smart-follow.d.ts +6 -0
  180. package/dist/src/strategy/smart-follow.d.ts.map +1 -0
  181. package/dist/src/strategy/smart-follow.js +44 -0
  182. package/dist/src/strategy/smart-follow.js.map +1 -0
  183. package/dist/src/strategy/types.d.ts +58 -0
  184. package/dist/src/strategy/types.d.ts.map +1 -0
  185. package/dist/src/strategy/types.js +2 -0
  186. package/dist/src/strategy/types.js.map +1 -0
  187. package/package.json +54 -0
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@@ -0,0 +1,114 @@
1
+ export interface TickerData {
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+ bid: number;
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+ bidSize: number;
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+ ask: number;
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+ askSize: number;
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+ dailyChange: number;
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+ dailyChangePct: number;
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+ lastPrice: number;
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+ volume: number;
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+ high: number;
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+ low: number;
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+ }
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+ export interface OrderbookLevel {
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+ price: number;
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+ count: number;
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+ amount: number;
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+ }
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+ export interface OrderbookData {
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+ bids: OrderbookLevel[];
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+ asks: OrderbookLevel[];
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+ bidDepth02: number;
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+ bidDepth05: number;
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+ bidDepth10: number;
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+ askDepth02: number;
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+ askDepth05: number;
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+ askDepth10: number;
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+ walls: WallInfo[];
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+ }
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+ export interface WallInfo {
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+ side: 'bid' | 'ask';
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+ price: number;
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+ amount: number;
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+ multiplier: number;
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+ }
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+ export interface TradeEntry {
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+ id: number;
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+ timestamp: number;
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+ amount: number;
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+ price: number;
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+ side: 'buy' | 'sell';
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+ }
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+ export interface TradeFlow {
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+ buyVol30s: number;
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+ sellVol30s: number;
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+ buyVol60s: number;
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+ sellVol60s: number;
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+ buyVol5m: number;
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+ sellVol5m: number;
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+ buyCount60s: number;
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+ sellCount60s: number;
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+ netFlow60s: number;
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+ buyRatio60s: number;
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+ }
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+ export interface LiquidationEntry {
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+ id: number;
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+ timestamp: number;
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+ symbol: string;
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+ amount: number;
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+ price: number;
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+ side: 'long' | 'short';
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+ usdValue: number;
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+ }
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+ export interface LiquidationAgg {
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+ longUsd: number;
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+ shortUsd: number;
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+ total: number;
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+ count: number;
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+ }
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+ export interface FundingStatPoint {
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+ timestamp: number;
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+ frr: number;
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+ avgPeriod: number;
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+ totalAmount: number;
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+ usedAmount: number;
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+ utilization: number;
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+ }
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+ export interface DerivStatus {
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+ fundingRate: number;
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+ nextFundingTs: number;
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+ markPrice: number;
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+ spotPrice: number;
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+ openInterest: number;
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+ }
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+ export interface WhaleEntry {
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+ username: string;
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+ rank: number;
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+ pnl: number;
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+ direction: 'long' | 'short' | 'hedge';
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+ correlation: number;
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+ confidence: number;
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+ }
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+ export interface MarketSnapshot {
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+ timestamp: number;
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+ ticker: TickerData;
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+ orderbook: OrderbookData;
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+ trades: TradeEntry[];
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+ tradeFlow: TradeFlow;
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+ liquidations: LiquidationEntry[];
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+ liqAgg: {
100
+ w1m: LiquidationAgg;
101
+ w5m: LiquidationAgg;
102
+ w15m: LiquidationAgg;
103
+ w1h: LiquidationAgg;
104
+ w24h: LiquidationAgg;
105
+ };
106
+ liqIntensityPct: number;
107
+ funding: FundingStatPoint[];
108
+ fundingCurrent: FundingStatPoint | null;
109
+ deriv: DerivStatus | null;
110
+ whales: WhaleEntry[];
111
+ whaleScore: number;
112
+ whaleDirection: string;
113
+ }
114
+ //# sourceMappingURL=types.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../../../src/collector/types.ts"],"names":[],"mappings":"AAAA,MAAM,WAAW,UAAU;IACzB,GAAG,EAAE,MAAM,CAAA;IACX,OAAO,EAAE,MAAM,CAAA;IACf,GAAG,EAAE,MAAM,CAAA;IACX,OAAO,EAAE,MAAM,CAAA;IACf,WAAW,EAAE,MAAM,CAAA;IACnB,cAAc,EAAE,MAAM,CAAA;IACtB,SAAS,EAAE,MAAM,CAAA;IACjB,MAAM,EAAE,MAAM,CAAA;IACd,IAAI,EAAE,MAAM,CAAA;IACZ,GAAG,EAAE,MAAM,CAAA;CACZ;AAED,MAAM,WAAW,cAAc;IAC7B,KAAK,EAAE,MAAM,CAAA;IACb,KAAK,EAAE,MAAM,CAAA;IACb,MAAM,EAAE,MAAM,CAAA;CACf;AAED,MAAM,WAAW,aAAa;IAC5B,IAAI,EAAE,cAAc,EAAE,CAAA;IACtB,IAAI,EAAE,cAAc,EAAE,CAAA;IACtB,UAAU,EAAE,MAAM,CAAA;IAClB,UAAU,EAAE,MAAM,CAAA;IAClB,UAAU,EAAE,MAAM,CAAA;IAClB,UAAU,EAAE,MAAM,CAAA;IAClB,UAAU,EAAE,MAAM,CAAA;IAClB,UAAU,EAAE,MAAM,CAAA;IAClB,KAAK,EAAE,QAAQ,EAAE,CAAA;CAClB;AAED,MAAM,WAAW,QAAQ;IACvB,IAAI,EAAE,KAAK,GAAG,KAAK,CAAA;IACnB,KAAK,EAAE,MAAM,CAAA;IACb,MAAM,EAAE,MAAM,CAAA;IACd,UAAU,EAAE,MAAM,CAAA;CACnB;AAED,MAAM,WAAW,UAAU;IACzB,EAAE,EAAE,MAAM,CAAA;IACV,SAAS,EAAE,MAAM,CAAA;IACjB,MAAM,EAAE,MAAM,CAAA;IACd,KAAK,EAAE,MAAM,CAAA;IACb,IAAI,EAAE,KAAK,GAAG,MAAM,CAAA;CACrB;AAED,MAAM,WAAW,SAAS;IACxB,SAAS,EAAE,MAAM,CAAA;IACjB,UAAU,EAAE,MAAM,CAAA;IAClB,SAAS,EAAE,MAAM,CAAA;IACjB,UAAU,EAAE,MAAM,CAAA;IAClB,QAAQ,EAAE,MAAM,CAAA;IAChB,SAAS,EAAE,MAAM,CAAA;IACjB,WAAW,EAAE,MAAM,CAAA;IACnB,YAAY,EAAE,MAAM,CAAA;IACpB,UAAU,EAAE,MAAM,CAAA;IAClB,WAAW,EAAE,MAAM,CAAA;CACpB;AAED,MAAM,WAAW,gBAAgB;IAC/B,EAAE,EAAE,MAAM,CAAA;IACV,SAAS,EAAE,MAAM,CAAA;IACjB,MAAM,EAAE,MAAM,CAAA;IACd,MAAM,EAAE,MAAM,CAAA;IACd,KAAK,EAAE,MAAM,CAAA;IACb,IAAI,EAAE,MAAM,GAAG,OAAO,CAAA;IACtB,QAAQ,EAAE,MAAM,CAAA;CACjB;AAED,MAAM,WAAW,cAAc;IAC7B,OAAO,EAAE,MAAM,CAAA;IACf,QAAQ,EAAE,MAAM,CAAA;IAChB,KAAK,EAAE,MAAM,CAAA;IACb,KAAK,EAAE,MAAM,CAAA;CACd;AAED,MAAM,WAAW,gBAAgB;IAC/B,SAAS,EAAE,MAAM,CAAA;IACjB,GAAG,EAAE,MAAM,CAAA;IACX,SAAS,EAAE,MAAM,CAAA;IACjB,WAAW,EAAE,MAAM,CAAA;IACnB,UAAU,EAAE,MAAM,CAAA;IAClB,WAAW,EAAE,MAAM,CAAA;CACpB;AAED,MAAM,WAAW,WAAW;IAC1B,WAAW,EAAE,MAAM,CAAA;IACnB,aAAa,EAAE,MAAM,CAAA;IACrB,SAAS,EAAE,MAAM,CAAA;IACjB,SAAS,EAAE,MAAM,CAAA;IACjB,YAAY,EAAE,MAAM,CAAA;CACrB;AAED,MAAM,WAAW,UAAU;IACzB,QAAQ,EAAE,MAAM,CAAA;IAChB,IAAI,EAAE,MAAM,CAAA;IACZ,GAAG,EAAE,MAAM,CAAA;IACX,SAAS,EAAE,MAAM,GAAG,OAAO,GAAG,OAAO,CAAA;IACrC,WAAW,EAAE,MAAM,CAAA;IACnB,UAAU,EAAE,MAAM,CAAA;CACnB;AAED,MAAM,WAAW,cAAc;IAC7B,SAAS,EAAE,MAAM,CAAA;IACjB,MAAM,EAAE,UAAU,CAAA;IAClB,SAAS,EAAE,aAAa,CAAA;IACxB,MAAM,EAAE,UAAU,EAAE,CAAA;IACpB,SAAS,EAAE,SAAS,CAAA;IACpB,YAAY,EAAE,gBAAgB,EAAE,CAAA;IAChC,MAAM,EAAE;QACN,GAAG,EAAE,cAAc,CAAA;QACnB,GAAG,EAAE,cAAc,CAAA;QACnB,IAAI,EAAE,cAAc,CAAA;QACpB,GAAG,EAAE,cAAc,CAAA;QACnB,IAAI,EAAE,cAAc,CAAA;KACrB,CAAA;IACD,eAAe,EAAE,MAAM,CAAA;IACvB,OAAO,EAAE,gBAAgB,EAAE,CAAA;IAC3B,cAAc,EAAE,gBAAgB,GAAG,IAAI,CAAA;IACvC,KAAK,EAAE,WAAW,GAAG,IAAI,CAAA;IACzB,MAAM,EAAE,UAAU,EAAE,CAAA;IACpB,UAAU,EAAE,MAAM,CAAA;IAClB,cAAc,EAAE,MAAM,CAAA;CACvB"}
@@ -0,0 +1,2 @@
1
+ export {};
2
+ //# sourceMappingURL=types.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"types.js","sourceRoot":"","sources":["../../../src/collector/types.ts"],"names":[],"mappings":""}
@@ -0,0 +1,67 @@
1
+ export interface AgentConfig {
2
+ engine: {
3
+ mode: 'dry-run' | 'live';
4
+ log_level: 'debug' | 'info' | 'warn' | 'error';
5
+ };
6
+ collector: {
7
+ bitfinex: {
8
+ base_url: string;
9
+ symbol: string;
10
+ deriv_symbol: string;
11
+ funding_symbol: string;
12
+ ws_url: string;
13
+ };
14
+ polymarket: {
15
+ gamma_url: string;
16
+ clob_url: string;
17
+ };
18
+ };
19
+ smart_follow: StrategyConfig;
20
+ funding_arb: StrategyConfig;
21
+ liq_hunter: StrategyConfig;
22
+ ob_sniper: StrategyConfig;
23
+ pm_hedge: StrategyConfig;
24
+ risk: RiskConfig;
25
+ recorder: {
26
+ enabled: boolean;
27
+ retention_days: number;
28
+ };
29
+ }
30
+ export interface StrategyConfig {
31
+ enabled: boolean;
32
+ tick_interval: number;
33
+ [key: string]: unknown;
34
+ }
35
+ export interface RiskConfig {
36
+ max_total_position_usd: number;
37
+ max_daily_loss_usd: number;
38
+ max_daily_trades: number;
39
+ max_concurrent_positions: number;
40
+ conflict_resolution: 'conservative' | 'aggressive';
41
+ same_direction_cooldown_sec: number;
42
+ opposite_signal_cooldown_sec: number;
43
+ max_slippage_pct: number;
44
+ order_type: 'limit' | 'market';
45
+ limit_offset_pct: number;
46
+ portfolio: {
47
+ max_portfolio_var_pct: number;
48
+ var_confidence: number;
49
+ max_same_direction_pct: number;
50
+ circuit_breaker: {
51
+ consecutive_losses: number;
52
+ loss_streak_usd: number;
53
+ cooldown_minutes: number;
54
+ action: string;
55
+ };
56
+ trading_hours: {
57
+ enabled: boolean;
58
+ active_windows?: {
59
+ start: string;
60
+ end: string;
61
+ }[];
62
+ inactive_action?: string;
63
+ };
64
+ };
65
+ }
66
+ export declare function loadConfig(customPath?: string): AgentConfig;
67
+ //# sourceMappingURL=config.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"config.d.ts","sourceRoot":"","sources":["../../../src/core/config.ts"],"names":[],"mappings":"AAIA,MAAM,WAAW,WAAW;IAC1B,MAAM,EAAE;QACN,IAAI,EAAE,SAAS,GAAG,MAAM,CAAA;QACxB,SAAS,EAAE,OAAO,GAAG,MAAM,GAAG,MAAM,GAAG,OAAO,CAAA;KAC/C,CAAA;IACD,SAAS,EAAE;QACT,QAAQ,EAAE;YACR,QAAQ,EAAE,MAAM,CAAA;YAChB,MAAM,EAAE,MAAM,CAAA;YACd,YAAY,EAAE,MAAM,CAAA;YACpB,cAAc,EAAE,MAAM,CAAA;YACtB,MAAM,EAAE,MAAM,CAAA;SACf,CAAA;QACD,UAAU,EAAE;YACV,SAAS,EAAE,MAAM,CAAA;YACjB,QAAQ,EAAE,MAAM,CAAA;SACjB,CAAA;KACF,CAAA;IACD,YAAY,EAAE,cAAc,CAAA;IAC5B,WAAW,EAAE,cAAc,CAAA;IAC3B,UAAU,EAAE,cAAc,CAAA;IAC1B,SAAS,EAAE,cAAc,CAAA;IACzB,QAAQ,EAAE,cAAc,CAAA;IACxB,IAAI,EAAE,UAAU,CAAA;IAChB,QAAQ,EAAE;QAAE,OAAO,EAAE,OAAO,CAAC;QAAC,cAAc,EAAE,MAAM,CAAA;KAAE,CAAA;CACvD;AAED,MAAM,WAAW,cAAc;IAC7B,OAAO,EAAE,OAAO,CAAA;IAChB,aAAa,EAAE,MAAM,CAAA;IACrB,CAAC,GAAG,EAAE,MAAM,GAAG,OAAO,CAAA;CACvB;AAED,MAAM,WAAW,UAAU;IACzB,sBAAsB,EAAE,MAAM,CAAA;IAC9B,kBAAkB,EAAE,MAAM,CAAA;IAC1B,gBAAgB,EAAE,MAAM,CAAA;IACxB,wBAAwB,EAAE,MAAM,CAAA;IAChC,mBAAmB,EAAE,cAAc,GAAG,YAAY,CAAA;IAClD,2BAA2B,EAAE,MAAM,CAAA;IACnC,4BAA4B,EAAE,MAAM,CAAA;IACpC,gBAAgB,EAAE,MAAM,CAAA;IACxB,UAAU,EAAE,OAAO,GAAG,QAAQ,CAAA;IAC9B,gBAAgB,EAAE,MAAM,CAAA;IACxB,SAAS,EAAE;QACT,qBAAqB,EAAE,MAAM,CAAA;QAC7B,cAAc,EAAE,MAAM,CAAA;QACtB,sBAAsB,EAAE,MAAM,CAAA;QAC9B,eAAe,EAAE;YACf,kBAAkB,EAAE,MAAM,CAAA;YAC1B,eAAe,EAAE,MAAM,CAAA;YACvB,gBAAgB,EAAE,MAAM,CAAA;YACxB,MAAM,EAAE,MAAM,CAAA;SACf,CAAA;QACD,aAAa,EAAE;YACb,OAAO,EAAE,OAAO,CAAA;YAChB,cAAc,CAAC,EAAE;gBAAE,KAAK,EAAE,MAAM,CAAC;gBAAC,GAAG,EAAE,MAAM,CAAA;aAAE,EAAE,CAAA;YACjD,eAAe,CAAC,EAAE,MAAM,CAAA;SACzB,CAAA;KACF,CAAA;CACF;AAMD,wBAAgB,UAAU,CAAC,UAAU,CAAC,EAAE,MAAM,GAAG,WAAW,CAU3D"}
@@ -0,0 +1,27 @@
1
+ import { readFileSync } from 'node:fs';
2
+ import { resolve } from 'node:path';
3
+ import { parse as parseYaml } from 'yaml';
4
+ const DEFAULT_CONFIG_PATH = resolve(import.meta.dirname, '..', '..', 'config', 'default.yaml');
5
+ export function loadConfig(customPath) {
6
+ const defaultRaw = readFileSync(DEFAULT_CONFIG_PATH, 'utf-8');
7
+ const defaultCfg = parseYaml(defaultRaw);
8
+ if (!customPath)
9
+ return defaultCfg;
10
+ const customRaw = readFileSync(resolve(customPath), 'utf-8');
11
+ const customCfg = parseYaml(customRaw);
12
+ return deepMerge(defaultCfg, customCfg);
13
+ }
14
+ function deepMerge(target, source) {
15
+ const result = { ...target };
16
+ for (const key of Object.keys(source)) {
17
+ if (source[key] && typeof source[key] === 'object' && !Array.isArray(source[key]) &&
18
+ target[key] && typeof target[key] === 'object' && !Array.isArray(target[key])) {
19
+ result[key] = deepMerge(target[key], source[key]);
20
+ }
21
+ else {
22
+ result[key] = source[key];
23
+ }
24
+ }
25
+ return result;
26
+ }
27
+ //# sourceMappingURL=config.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"config.js","sourceRoot":"","sources":["../../../src/core/config.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,YAAY,EAAE,MAAM,SAAS,CAAA;AACtC,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAA;AACnC,OAAO,EAAE,KAAK,IAAI,SAAS,EAAE,MAAM,MAAM,CAAA;AAgEzC,MAAM,mBAAmB,GAAG,OAAO,CACjC,MAAM,CAAC,IAAI,CAAC,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,QAAQ,EAAE,cAAc,CAC1D,CAAA;AAED,MAAM,UAAU,UAAU,CAAC,UAAmB;IAC5C,MAAM,UAAU,GAAG,YAAY,CAAC,mBAAmB,EAAE,OAAO,CAAC,CAAA;IAC7D,MAAM,UAAU,GAAG,SAAS,CAAC,UAAU,CAAgB,CAAA;IAEvD,IAAI,CAAC,UAAU;QAAE,OAAO,UAAU,CAAA;IAElC,MAAM,SAAS,GAAG,YAAY,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,OAAO,CAAC,CAAA;IAC5D,MAAM,SAAS,GAAG,SAAS,CAAC,SAAS,CAAyB,CAAA;IAE9D,OAAO,SAAS,CAAC,UAAgD,EAAE,SAA+C,CAA2B,CAAA;AAC/I,CAAC;AAED,SAAS,SAAS,CAAC,MAA+B,EAAE,MAA+B;IACjF,MAAM,MAAM,GAAG,EAAE,GAAG,MAAM,EAAE,CAAA;IAC5B,KAAK,MAAM,GAAG,IAAI,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC;QACtC,IACE,MAAM,CAAC,GAAG,CAAC,IAAI,OAAO,MAAM,CAAC,GAAG,CAAC,KAAK,QAAQ,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;YAC7E,MAAM,CAAC,GAAG,CAAC,IAAI,OAAO,MAAM,CAAC,GAAG,CAAC,KAAK,QAAQ,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC,EAC7E,CAAC;YACD,MAAM,CAAC,GAAG,CAAC,GAAG,SAAS,CAAC,MAAM,CAAC,GAAG,CAA4B,EAAE,MAAM,CAAC,GAAG,CAA4B,CAAC,CAAA;QACzG,CAAC;aAAM,CAAC;YACN,MAAM,CAAC,GAAG,CAAC,GAAG,MAAM,CAAC,GAAG,CAAC,CAAA;QAC3B,CAAC;IACH,CAAC;IACD,OAAO,MAAM,CAAA;AACf,CAAC"}
@@ -0,0 +1,7 @@
1
+ import type { DecisionRecord } from '../strategy/types.js';
2
+ export declare function initDecisionLog(): void;
3
+ export declare function logDecision(record: DecisionRecord): void;
4
+ export declare function updateDecisionPnl(intentId: string, pnl: number): void;
5
+ export declare function getRecentDecisions(limit?: number): DecisionRecord[];
6
+ export declare function closeDecisionLog(): void;
7
+ //# sourceMappingURL=decision-log.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"decision-log.d.ts","sourceRoot":"","sources":["../../../src/core/decision-log.ts"],"names":[],"mappings":"AAGA,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,sBAAsB,CAAA;AAO1D,wBAAgB,eAAe,SAkB9B;AAED,wBAAgB,WAAW,CAAC,MAAM,EAAE,cAAc,QAmBjD;AAED,wBAAgB,iBAAiB,CAAC,QAAQ,EAAE,MAAM,EAAE,GAAG,EAAE,MAAM,QAK9D;AAED,wBAAgB,kBAAkB,CAAC,KAAK,SAAK,GAAG,cAAc,EAAE,CAkB/D;AAED,wBAAgB,gBAAgB,SAE/B"}
@@ -0,0 +1,69 @@
1
+ import Database from 'better-sqlite3';
2
+ import { resolve } from 'node:path';
3
+ import { getLogger } from './logger.js';
4
+ const log = () => getLogger();
5
+ let db = null;
6
+ const DB_PATH = resolve(import.meta.dirname, '..', '..', 'data', 'sentry.db');
7
+ export function initDecisionLog() {
8
+ db = new Database(DB_PATH);
9
+ db.pragma('journal_mode = WAL');
10
+ db.exec(`
11
+ CREATE TABLE IF NOT EXISTS decisions (
12
+ id INTEGER PRIMARY KEY AUTOINCREMENT,
13
+ timestamp INTEGER NOT NULL,
14
+ strategy TEXT NOT NULL,
15
+ signals_json TEXT,
16
+ config_json TEXT,
17
+ intent_json TEXT,
18
+ risk_result_json TEXT,
19
+ execution_json TEXT,
20
+ pnl_at_exit REAL
21
+ );
22
+ CREATE INDEX IF NOT EXISTS idx_decisions_ts ON decisions(timestamp);
23
+ CREATE INDEX IF NOT EXISTS idx_decisions_strategy ON decisions(strategy);
24
+ `);
25
+ }
26
+ export function logDecision(record) {
27
+ if (!db)
28
+ initDecisionLog();
29
+ if (!db)
30
+ return;
31
+ const stmt = db.prepare(`
32
+ INSERT INTO decisions (timestamp, strategy, signals_json, config_json, intent_json, risk_result_json, execution_json, pnl_at_exit)
33
+ VALUES (?, ?, ?, ?, ?, ?, ?, ?)
34
+ `);
35
+ stmt.run(record.timestamp, record.strategy, JSON.stringify(record.signalsSnapshot), JSON.stringify(record.configSnapshot), record.intent ? JSON.stringify(record.intent) : null, JSON.stringify(record.riskFilterResult), record.executionResult ? JSON.stringify(record.executionResult) : null, record.pnlAtExit ?? null);
36
+ }
37
+ export function updateDecisionPnl(intentId, pnl) {
38
+ if (!db)
39
+ return;
40
+ db.prepare(`
41
+ UPDATE decisions SET pnl_at_exit = ? WHERE intent_json LIKE ?
42
+ `).run(pnl, `%"id":"${intentId}"%`);
43
+ }
44
+ export function getRecentDecisions(limit = 20) {
45
+ if (!db)
46
+ initDecisionLog();
47
+ if (!db)
48
+ return [];
49
+ const rows = db.prepare(`
50
+ SELECT * FROM decisions ORDER BY timestamp DESC LIMIT ?
51
+ `).all(limit);
52
+ return rows.map(row => ({
53
+ timestamp: row.timestamp,
54
+ strategy: row.strategy,
55
+ signalsSnapshot: JSON.parse(row.signals_json || '[]'),
56
+ configSnapshot: JSON.parse(row.config_json || '{}'),
57
+ intent: row.intent_json ? JSON.parse(row.intent_json) : null,
58
+ riskFilterResult: JSON.parse(row.risk_result_json || '{"passed":false}'),
59
+ executionResult: row.execution_json ? JSON.parse(row.execution_json) : null,
60
+ pnlAtExit: row.pnl_at_exit,
61
+ }));
62
+ }
63
+ export function closeDecisionLog() {
64
+ if (db) {
65
+ db.close();
66
+ db = null;
67
+ }
68
+ }
69
+ //# sourceMappingURL=decision-log.js.map
@@ -0,0 +1 @@
1
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@@ -0,0 +1,19 @@
1
+ import type { AgentConfig } from './config.js';
2
+ import type { MarketSnapshot } from '../collector/types.js';
3
+ import type { Signal } from '../signal/types.js';
4
+ import type { TradeIntent } from '../strategy/types.js';
5
+ export interface EngineState {
6
+ running: boolean;
7
+ lastSnapshot: MarketSnapshot | null;
8
+ lastSignals: Signal[];
9
+ lastIntents: TradeIntent[];
10
+ tickCount: number;
11
+ }
12
+ export declare function getEngineState(): EngineState;
13
+ export declare function runOnce(cfg: AgentConfig): Promise<{
14
+ snapshot: MarketSnapshot;
15
+ signals: Signal[];
16
+ }>;
17
+ export declare function startEngine(cfg: AgentConfig, intervalSec?: number): Promise<void>;
18
+ export declare function stopEngine(): void;
19
+ //# sourceMappingURL=engine.d.ts.map
@@ -0,0 +1 @@
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+ {"version":3,"file":"engine.d.ts","sourceRoot":"","sources":["../../../src/core/engine.ts"],"names":[],"mappings":"AAgBA,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,aAAa,CAAA;AAC9C,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,uBAAuB,CAAA;AAC3D,OAAO,KAAK,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAA;AAChD,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAA;AAIvD,MAAM,WAAW,WAAW;IAC1B,OAAO,EAAE,OAAO,CAAA;IAChB,YAAY,EAAE,cAAc,GAAG,IAAI,CAAA;IACnC,WAAW,EAAE,MAAM,EAAE,CAAA;IACrB,WAAW,EAAE,WAAW,EAAE,CAAA;IAC1B,SAAS,EAAE,MAAM,CAAA;CAClB;AAUD,wBAAgB,cAAc,IAAI,WAAW,CAE5C;AAED,wBAAsB,OAAO,CAAC,GAAG,EAAE,WAAW,GAAG,OAAO,CAAC;IAAE,QAAQ,EAAE,cAAc,CAAC;IAAC,OAAO,EAAE,MAAM,EAAE,CAAA;CAAE,CAAC,CA8BxG;AAmED,wBAAsB,WAAW,CAAC,GAAG,EAAE,WAAW,EAAE,WAAW,SAAK,iBAsCnE;AAED,wBAAgB,UAAU,SAEzB"}
@@ -0,0 +1,148 @@
1
+ import { getLogger } from './logger.js';
2
+ import { eventBus } from './event-bus.js';
3
+ import { collectSnapshot } from '../collector/bitfinex-rest.js';
4
+ import { detectEvents } from '../collector/event-detector.js';
5
+ import { generateAllSignals, signalSummary } from '../signal/index.js';
6
+ import { evaluateAllStrategies } from '../strategy/index.js';
7
+ import { strategyFilter } from '../risk/strategy-filter.js';
8
+ import { portfolioFilter } from '../risk/portfolio-filter.js';
9
+ import { updatePositionPrices, checkStopLossAndTakeProfit } from '../risk/position-manager.js';
10
+ import { dryRunExecute } from '../executor/dry-run.js';
11
+ import { liveExecute } from '../executor/bitfinex-trader.js';
12
+ import { openPosition } from '../risk/position-manager.js';
13
+ import { logDecision } from './decision-log.js';
14
+ import { initRecorder, recordSnapshot, cleanOldSnapshots, closeRecorder } from './recorder.js';
15
+ import { initDecisionLog, closeDecisionLog } from './decision-log.js';
16
+ import { reconcile } from '../executor/reconciler.js';
17
+ const log = () => getLogger();
18
+ const state = {
19
+ running: false,
20
+ lastSnapshot: null,
21
+ lastSignals: [],
22
+ lastIntents: [],
23
+ tickCount: 0,
24
+ };
25
+ export function getEngineState() {
26
+ return state;
27
+ }
28
+ export async function runOnce(cfg) {
29
+ log().debug('Collecting snapshot...');
30
+ const snapshot = await collectSnapshot(cfg);
31
+ detectEvents(snapshot);
32
+ const signals = generateAllSignals(snapshot);
33
+ const summary = signalSummary(signals);
34
+ state.lastSnapshot = snapshot;
35
+ state.lastSignals = signals;
36
+ state.tickCount++;
37
+ eventBus.emit('snapshot:updated', snapshot);
38
+ eventBus.emit('signal:generated', signals);
39
+ if (cfg.recorder.enabled) {
40
+ recordSnapshot(snapshot, signals);
41
+ }
42
+ log().info({
43
+ tick: state.tickCount,
44
+ price: snapshot.ticker.lastPrice,
45
+ direction: summary.direction,
46
+ confidence: summary.confidence.toFixed(1),
47
+ signals: signals.length,
48
+ bullish: summary.bullish,
49
+ bearish: summary.bearish,
50
+ }, 'Tick complete');
51
+ return { snapshot, signals };
52
+ }
53
+ async function runFullTick(cfg) {
54
+ const { snapshot, signals } = await runOnce(cfg);
55
+ const price = snapshot.ticker.lastPrice;
56
+ // Update open positions
57
+ updatePositionPrices(price);
58
+ // Check stop loss / take profit
59
+ const closed = checkStopLossAndTakeProfit(price);
60
+ for (const c of closed) {
61
+ log().info({ posId: c.posId, pnl: c.pnl, reason: c.reason }, 'Position closed');
62
+ }
63
+ // Evaluate strategies
64
+ const intents = evaluateAllStrategies(signals, snapshot, cfg);
65
+ state.lastIntents = intents;
66
+ // Risk filter + execute
67
+ for (const intent of intents) {
68
+ const sf = strategyFilter(intent, cfg);
69
+ const pf = sf.passed ? portfolioFilter(intent, cfg) : { passed: false, reason: sf.reason };
70
+ const riskResult = { passed: sf.passed && pf.passed, reason: sf.reason || pf.reason };
71
+ if (riskResult.passed) {
72
+ let result;
73
+ if (cfg.engine.mode === 'live') {
74
+ result = await liveExecute(intent);
75
+ }
76
+ else {
77
+ result = dryRunExecute(intent, snapshot);
78
+ }
79
+ if (result.success) {
80
+ openPosition(intent, result);
81
+ eventBus.emit('order:filled', { intent, result });
82
+ }
83
+ logDecision({
84
+ timestamp: Date.now(),
85
+ strategy: intent.strategy,
86
+ signalsSnapshot: signals.map(s => ({ id: s.id, module: s.module, direction: s.direction, confidence: s.confidence })),
87
+ configSnapshot: { mode: cfg.engine.mode },
88
+ intent,
89
+ riskFilterResult: riskResult,
90
+ executionResult: result,
91
+ });
92
+ }
93
+ else {
94
+ log().debug({ strategy: intent.strategy, reason: riskResult.reason }, 'Intent rejected by risk filter');
95
+ logDecision({
96
+ timestamp: Date.now(),
97
+ strategy: intent.strategy,
98
+ signalsSnapshot: signals.map(s => ({ id: s.id, module: s.module, direction: s.direction, confidence: s.confidence })),
99
+ configSnapshot: { mode: cfg.engine.mode },
100
+ intent,
101
+ riskFilterResult: riskResult,
102
+ executionResult: null,
103
+ });
104
+ }
105
+ }
106
+ // Periodic reconciliation
107
+ if (state.tickCount % 30 === 0) {
108
+ await reconcile();
109
+ }
110
+ }
111
+ export async function startEngine(cfg, intervalSec = 10) {
112
+ if (state.running) {
113
+ log().warn('Engine already running');
114
+ return;
115
+ }
116
+ state.running = true;
117
+ if (cfg.recorder.enabled) {
118
+ initRecorder();
119
+ cleanOldSnapshots(cfg.recorder.retention_days);
120
+ }
121
+ initDecisionLog();
122
+ log().info({ mode: cfg.engine.mode, interval: intervalSec }, 'Engine started');
123
+ const tick = async () => {
124
+ if (!state.running)
125
+ return;
126
+ try {
127
+ await runFullTick(cfg);
128
+ }
129
+ catch (err) {
130
+ log().error({ err }, 'Tick error');
131
+ }
132
+ };
133
+ // Initial tick
134
+ await tick();
135
+ // Scheduled ticks
136
+ const timer = setInterval(tick, intervalSec * 1000);
137
+ eventBus.on('engine:stop', () => {
138
+ state.running = false;
139
+ clearInterval(timer);
140
+ closeRecorder();
141
+ closeDecisionLog();
142
+ log().info('Engine stopped');
143
+ });
144
+ }
145
+ export function stopEngine() {
146
+ eventBus.emit('engine:stop');
147
+ }
148
+ //# sourceMappingURL=engine.js.map
@@ -0,0 +1 @@
1
+ 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@@ -0,0 +1,12 @@
1
+ export type EventType = 'snapshot:updated' | 'event:liq_cascade' | 'event:wall_break' | 'event:spread_extreme' | 'signal:generated' | 'intent:created' | 'order:submitted' | 'order:filled' | 'engine:tick' | 'engine:stop';
2
+ declare class TypedEventBus {
3
+ private emitter;
4
+ constructor();
5
+ on(event: EventType, handler: (...args: unknown[]) => void): void;
6
+ off(event: EventType, handler: (...args: unknown[]) => void): void;
7
+ emit(event: EventType, ...args: unknown[]): void;
8
+ once(event: EventType, handler: (...args: unknown[]) => void): void;
9
+ }
10
+ export declare const eventBus: TypedEventBus;
11
+ export {};
12
+ //# sourceMappingURL=event-bus.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"event-bus.d.ts","sourceRoot":"","sources":["../../../src/core/event-bus.ts"],"names":[],"mappings":"AAEA,MAAM,MAAM,SAAS,GACjB,kBAAkB,GAClB,mBAAmB,GACnB,kBAAkB,GAClB,sBAAsB,GACtB,kBAAkB,GAClB,gBAAgB,GAChB,iBAAiB,GACjB,cAAc,GACd,aAAa,GACb,aAAa,CAAA;AAEjB,cAAM,aAAa;IACjB,OAAO,CAAC,OAAO,CAAqB;;IAMpC,EAAE,CAAC,KAAK,EAAE,SAAS,EAAE,OAAO,EAAE,CAAC,GAAG,IAAI,EAAE,OAAO,EAAE,KAAK,IAAI;IAI1D,GAAG,CAAC,KAAK,EAAE,SAAS,EAAE,OAAO,EAAE,CAAC,GAAG,IAAI,EAAE,OAAO,EAAE,KAAK,IAAI;IAI3D,IAAI,CAAC,KAAK,EAAE,SAAS,EAAE,GAAG,IAAI,EAAE,OAAO,EAAE;IAIzC,IAAI,CAAC,KAAK,EAAE,SAAS,EAAE,OAAO,EAAE,CAAC,GAAG,IAAI,EAAE,OAAO,EAAE,KAAK,IAAI;CAG7D;AAED,eAAO,MAAM,QAAQ,eAAsB,CAAA"}
@@ -0,0 +1,21 @@
1
+ import { EventEmitter } from 'node:events';
2
+ class TypedEventBus {
3
+ emitter = new EventEmitter();
4
+ constructor() {
5
+ this.emitter.setMaxListeners(50);
6
+ }
7
+ on(event, handler) {
8
+ this.emitter.on(event, handler);
9
+ }
10
+ off(event, handler) {
11
+ this.emitter.off(event, handler);
12
+ }
13
+ emit(event, ...args) {
14
+ this.emitter.emit(event, ...args);
15
+ }
16
+ once(event, handler) {
17
+ this.emitter.once(event, handler);
18
+ }
19
+ }
20
+ export const eventBus = new TypedEventBus();
21
+ //# sourceMappingURL=event-bus.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"event-bus.js","sourceRoot":"","sources":["../../../src/core/event-bus.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,YAAY,EAAE,MAAM,aAAa,CAAA;AAc1C,MAAM,aAAa;IACT,OAAO,GAAG,IAAI,YAAY,EAAE,CAAA;IAEpC;QACE,IAAI,CAAC,OAAO,CAAC,eAAe,CAAC,EAAE,CAAC,CAAA;IAClC,CAAC;IAED,EAAE,CAAC,KAAgB,EAAE,OAAqC;QACxD,IAAI,CAAC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,OAAO,CAAC,CAAA;IACjC,CAAC;IAED,GAAG,CAAC,KAAgB,EAAE,OAAqC;QACzD,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,KAAK,EAAE,OAAO,CAAC,CAAA;IAClC,CAAC;IAED,IAAI,CAAC,KAAgB,EAAE,GAAG,IAAe;QACvC,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,KAAK,EAAE,GAAG,IAAI,CAAC,CAAA;IACnC,CAAC;IAED,IAAI,CAAC,KAAgB,EAAE,OAAqC;QAC1D,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,KAAK,EAAE,OAAO,CAAC,CAAA;IACnC,CAAC;CACF;AAED,MAAM,CAAC,MAAM,QAAQ,GAAG,IAAI,aAAa,EAAE,CAAA"}
@@ -0,0 +1,4 @@
1
+ import pino from 'pino';
2
+ export declare function initLogger(level?: string): pino.Logger;
3
+ export declare function getLogger(): pino.Logger;
4
+ //# sourceMappingURL=logger.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"logger.d.ts","sourceRoot":"","sources":["../../../src/core/logger.ts"],"names":[],"mappings":"AAAA,OAAO,IAAI,MAAM,MAAM,CAAA;AAIvB,wBAAgB,UAAU,CAAC,KAAK,GAAE,MAAe,GAAG,IAAI,CAAC,MAAM,CAa9D;AAED,wBAAgB,SAAS,IAAI,IAAI,CAAC,MAAM,CAGvC"}
@@ -0,0 +1,22 @@
1
+ import pino from 'pino';
2
+ let logger;
3
+ export function initLogger(level = 'info') {
4
+ logger = pino({
5
+ level,
6
+ transport: {
7
+ target: 'pino-pretty',
8
+ options: {
9
+ colorize: true,
10
+ translateTime: 'HH:MM:ss',
11
+ ignore: 'pid,hostname',
12
+ },
13
+ },
14
+ });
15
+ return logger;
16
+ }
17
+ export function getLogger() {
18
+ if (!logger)
19
+ return initLogger();
20
+ return logger;
21
+ }
22
+ //# sourceMappingURL=logger.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"logger.js","sourceRoot":"","sources":["../../../src/core/logger.ts"],"names":[],"mappings":"AAAA,OAAO,IAAI,MAAM,MAAM,CAAA;AAEvB,IAAI,MAAmB,CAAA;AAEvB,MAAM,UAAU,UAAU,CAAC,QAAgB,MAAM;IAC/C,MAAM,GAAG,IAAI,CAAC;QACZ,KAAK;QACL,SAAS,EAAE;YACT,MAAM,EAAE,aAAa;YACrB,OAAO,EAAE;gBACP,QAAQ,EAAE,IAAI;gBACd,aAAa,EAAE,UAAU;gBACzB,MAAM,EAAE,cAAc;aACvB;SACF;KACF,CAAC,CAAA;IACF,OAAO,MAAM,CAAA;AACf,CAAC;AAED,MAAM,UAAU,SAAS;IACvB,IAAI,CAAC,MAAM;QAAE,OAAO,UAAU,EAAE,CAAA;IAChC,OAAO,MAAM,CAAA;AACf,CAAC"}
@@ -0,0 +1,7 @@
1
+ import type { MarketSnapshot } from '../collector/types.js';
2
+ import type { Signal } from '../signal/types.js';
3
+ export declare function initRecorder(): void;
4
+ export declare function recordSnapshot(snapshot: MarketSnapshot, signals: Signal[]): void;
5
+ export declare function cleanOldSnapshots(retentionDays: number): void;
6
+ export declare function closeRecorder(): void;
7
+ //# sourceMappingURL=recorder.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"recorder.d.ts","sourceRoot":"","sources":["../../../src/core/recorder.ts"],"names":[],"mappings":"AAGA,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,uBAAuB,CAAA;AAC3D,OAAO,KAAK,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAA;AAQhD,wBAAgB,YAAY,SAa3B;AAED,wBAAgB,cAAc,CAAC,QAAQ,EAAE,cAAc,EAAE,OAAO,EAAE,MAAM,EAAE,QAUzE;AAED,wBAAgB,iBAAiB,CAAC,aAAa,EAAE,MAAM,QAOtD;AAED,wBAAgB,aAAa,SAK5B"}