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.
- package/config/default.yaml +137 -0
- package/config/phase1-safety.yaml +24 -0
- package/dist/bin/sentry.d.ts +3 -0
- package/dist/bin/sentry.d.ts.map +1 -0
- package/dist/bin/sentry.js +124 -0
- package/dist/bin/sentry.js.map +1 -0
- package/dist/src/backtest/fill-simulator.d.ts +5 -0
- package/dist/src/backtest/fill-simulator.d.ts.map +1 -0
- package/dist/src/backtest/fill-simulator.js +43 -0
- package/dist/src/backtest/fill-simulator.js.map +1 -0
- package/dist/src/backtest/report.d.ts +3 -0
- package/dist/src/backtest/report.d.ts.map +1 -0
- package/dist/src/backtest/report.js +43 -0
- package/dist/src/backtest/report.js.map +1 -0
- package/dist/src/backtest/runner.d.ts +34 -0
- package/dist/src/backtest/runner.d.ts.map +1 -0
- package/dist/src/backtest/runner.js +132 -0
- package/dist/src/backtest/runner.js.map +1 -0
- package/dist/src/collector/basis-monitor.d.ts +9 -0
- package/dist/src/collector/basis-monitor.d.ts.map +1 -0
- package/dist/src/collector/basis-monitor.js +52 -0
- package/dist/src/collector/basis-monitor.js.map +1 -0
- package/dist/src/collector/bitfinex-rest.d.ts +20 -0
- package/dist/src/collector/bitfinex-rest.d.ts.map +1 -0
- package/dist/src/collector/bitfinex-rest.js +350 -0
- package/dist/src/collector/bitfinex-rest.js.map +1 -0
- package/dist/src/collector/event-detector.d.ts +3 -0
- package/dist/src/collector/event-detector.d.ts.map +1 -0
- package/dist/src/collector/event-detector.js +41 -0
- package/dist/src/collector/event-detector.js.map +1 -0
- package/dist/src/collector/polymarket.d.ts +32 -0
- package/dist/src/collector/polymarket.d.ts.map +1 -0
- package/dist/src/collector/polymarket.js +89 -0
- package/dist/src/collector/polymarket.js.map +1 -0
- package/dist/src/collector/types.d.ts +114 -0
- package/dist/src/collector/types.d.ts.map +1 -0
- package/dist/src/collector/types.js +2 -0
- package/dist/src/collector/types.js.map +1 -0
- package/dist/src/core/config.d.ts +67 -0
- package/dist/src/core/config.d.ts.map +1 -0
- package/dist/src/core/config.js +27 -0
- package/dist/src/core/config.js.map +1 -0
- package/dist/src/core/decision-log.d.ts +7 -0
- package/dist/src/core/decision-log.d.ts.map +1 -0
- package/dist/src/core/decision-log.js +69 -0
- package/dist/src/core/decision-log.js.map +1 -0
- package/dist/src/core/engine.d.ts +19 -0
- package/dist/src/core/engine.d.ts.map +1 -0
- package/dist/src/core/engine.js +148 -0
- package/dist/src/core/engine.js.map +1 -0
- package/dist/src/core/event-bus.d.ts +12 -0
- package/dist/src/core/event-bus.d.ts.map +1 -0
- package/dist/src/core/event-bus.js +21 -0
- package/dist/src/core/event-bus.js.map +1 -0
- package/dist/src/core/logger.d.ts +4 -0
- package/dist/src/core/logger.d.ts.map +1 -0
- package/dist/src/core/logger.js +22 -0
- package/dist/src/core/logger.js.map +1 -0
- package/dist/src/core/recorder.d.ts +7 -0
- package/dist/src/core/recorder.d.ts.map +1 -0
- package/dist/src/core/recorder.js +42 -0
- package/dist/src/core/recorder.js.map +1 -0
- package/dist/src/executor/bitfinex-trader.d.ts +3 -0
- package/dist/src/executor/bitfinex-trader.d.ts.map +1 -0
- package/dist/src/executor/bitfinex-trader.js +119 -0
- package/dist/src/executor/bitfinex-trader.js.map +1 -0
- package/dist/src/executor/dry-run.d.ts +4 -0
- package/dist/src/executor/dry-run.d.ts.map +1 -0
- package/dist/src/executor/dry-run.js +39 -0
- package/dist/src/executor/dry-run.js.map +1 -0
- package/dist/src/executor/order-id.d.ts +5 -0
- package/dist/src/executor/order-id.d.ts.map +1 -0
- package/dist/src/executor/order-id.js +20 -0
- package/dist/src/executor/order-id.js.map +1 -0
- package/dist/src/executor/reconciler.d.ts +8 -0
- package/dist/src/executor/reconciler.d.ts.map +1 -0
- package/dist/src/executor/reconciler.js +44 -0
- package/dist/src/executor/reconciler.js.map +1 -0
- package/dist/src/executor/types.d.ts +19 -0
- package/dist/src/executor/types.d.ts.map +1 -0
- package/dist/src/executor/types.js +2 -0
- package/dist/src/executor/types.js.map +1 -0
- package/dist/src/risk/cooldown.d.ts +8 -0
- package/dist/src/risk/cooldown.d.ts.map +1 -0
- package/dist/src/risk/cooldown.js +30 -0
- package/dist/src/risk/cooldown.js.map +1 -0
- package/dist/src/risk/portfolio-filter.d.ts +9 -0
- package/dist/src/risk/portfolio-filter.d.ts.map +1 -0
- package/dist/src/risk/portfolio-filter.js +58 -0
- package/dist/src/risk/portfolio-filter.js.map +1 -0
- package/dist/src/risk/position-manager.d.ts +19 -0
- package/dist/src/risk/position-manager.d.ts.map +1 -0
- package/dist/src/risk/position-manager.js +171 -0
- package/dist/src/risk/position-manager.js.map +1 -0
- package/dist/src/risk/strategy-filter.d.ts +8 -0
- package/dist/src/risk/strategy-filter.d.ts.map +1 -0
- package/dist/src/risk/strategy-filter.js +40 -0
- package/dist/src/risk/strategy-filter.js.map +1 -0
- package/dist/src/risk/var-calculator.d.ts +10 -0
- package/dist/src/risk/var-calculator.d.ts.map +1 -0
- package/dist/src/risk/var-calculator.js +38 -0
- package/dist/src/risk/var-calculator.js.map +1 -0
- package/dist/src/signal/funding-radar.d.ts +4 -0
- package/dist/src/signal/funding-radar.d.ts.map +1 -0
- package/dist/src/signal/funding-radar.js +92 -0
- package/dist/src/signal/funding-radar.js.map +1 -0
- package/dist/src/signal/index.d.ts +12 -0
- package/dist/src/signal/index.d.ts.map +1 -0
- package/dist/src/signal/index.js +37 -0
- package/dist/src/signal/index.js.map +1 -0
- package/dist/src/signal/liquidation.d.ts +4 -0
- package/dist/src/signal/liquidation.d.ts.map +1 -0
- package/dist/src/signal/liquidation.js +83 -0
- package/dist/src/signal/liquidation.js.map +1 -0
- package/dist/src/signal/orderbook.d.ts +4 -0
- package/dist/src/signal/orderbook.d.ts.map +1 -0
- package/dist/src/signal/orderbook.js +100 -0
- package/dist/src/signal/orderbook.js.map +1 -0
- package/dist/src/signal/smart-money.d.ts +4 -0
- package/dist/src/signal/smart-money.d.ts.map +1 -0
- package/dist/src/signal/smart-money.js +39 -0
- package/dist/src/signal/smart-money.js.map +1 -0
- package/dist/src/signal/types.d.ts +13 -0
- package/dist/src/signal/types.d.ts.map +1 -0
- package/dist/src/signal/types.js +2 -0
- package/dist/src/signal/types.js.map +1 -0
- package/dist/src/skill/backtest.d.ts +5 -0
- package/dist/src/skill/backtest.d.ts.map +1 -0
- package/dist/src/skill/backtest.js +14 -0
- package/dist/src/skill/backtest.js.map +1 -0
- package/dist/src/skill/config.d.ts +4 -0
- package/dist/src/skill/config.d.ts.map +1 -0
- package/dist/src/skill/config.js +35 -0
- package/dist/src/skill/config.js.map +1 -0
- package/dist/src/skill/logs.d.ts +5 -0
- package/dist/src/skill/logs.d.ts.map +1 -0
- package/dist/src/skill/logs.js +37 -0
- package/dist/src/skill/logs.js.map +1 -0
- package/dist/src/skill/scan.d.ts +5 -0
- package/dist/src/skill/scan.d.ts.map +1 -0
- package/dist/src/skill/scan.js +75 -0
- package/dist/src/skill/scan.js.map +1 -0
- package/dist/src/skill/signal.d.ts +4 -0
- package/dist/src/skill/signal.d.ts.map +1 -0
- package/dist/src/skill/signal.js +63 -0
- package/dist/src/skill/signal.js.map +1 -0
- package/dist/src/skill/status.d.ts +2 -0
- package/dist/src/skill/status.d.ts.map +1 -0
- package/dist/src/skill/status.js +58 -0
- package/dist/src/skill/status.js.map +1 -0
- package/dist/src/skill/strategy.d.ts +4 -0
- package/dist/src/skill/strategy.d.ts.map +1 -0
- package/dist/src/skill/strategy.js +44 -0
- package/dist/src/skill/strategy.js.map +1 -0
- package/dist/src/skill/trade.d.ts +6 -0
- package/dist/src/skill/trade.d.ts.map +1 -0
- package/dist/src/skill/trade.js +58 -0
- package/dist/src/skill/trade.js.map +1 -0
- package/dist/src/strategy/funding-arb.d.ts +6 -0
- package/dist/src/strategy/funding-arb.d.ts.map +1 -0
- package/dist/src/strategy/funding-arb.js +57 -0
- package/dist/src/strategy/funding-arb.js.map +1 -0
- package/dist/src/strategy/index.d.ts +7 -0
- package/dist/src/strategy/index.d.ts.map +1 -0
- package/dist/src/strategy/index.js +27 -0
- package/dist/src/strategy/index.js.map +1 -0
- package/dist/src/strategy/liq-hunter.d.ts +6 -0
- package/dist/src/strategy/liq-hunter.d.ts.map +1 -0
- package/dist/src/strategy/liq-hunter.js +61 -0
- package/dist/src/strategy/liq-hunter.js.map +1 -0
- package/dist/src/strategy/ob-sniper.d.ts +6 -0
- package/dist/src/strategy/ob-sniper.d.ts.map +1 -0
- package/dist/src/strategy/ob-sniper.js +47 -0
- package/dist/src/strategy/ob-sniper.js.map +1 -0
- package/dist/src/strategy/pm-hedge.d.ts +6 -0
- package/dist/src/strategy/pm-hedge.d.ts.map +1 -0
- package/dist/src/strategy/pm-hedge.js +55 -0
- package/dist/src/strategy/pm-hedge.js.map +1 -0
- package/dist/src/strategy/smart-follow.d.ts +6 -0
- package/dist/src/strategy/smart-follow.d.ts.map +1 -0
- package/dist/src/strategy/smart-follow.js +44 -0
- package/dist/src/strategy/smart-follow.js.map +1 -0
- package/dist/src/strategy/types.d.ts +58 -0
- package/dist/src/strategy/types.d.ts.map +1 -0
- package/dist/src/strategy/types.js +2 -0
- package/dist/src/strategy/types.js.map +1 -0
- package/package.json +54 -0
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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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|
67
|
+
count: number;
|
|
68
|
+
}
|
|
69
|
+
export interface FundingStatPoint {
|
|
70
|
+
timestamp: number;
|
|
71
|
+
frr: number;
|
|
72
|
+
avgPeriod: number;
|
|
73
|
+
totalAmount: number;
|
|
74
|
+
usedAmount: number;
|
|
75
|
+
utilization: number;
|
|
76
|
+
}
|
|
77
|
+
export interface DerivStatus {
|
|
78
|
+
fundingRate: number;
|
|
79
|
+
nextFundingTs: number;
|
|
80
|
+
markPrice: number;
|
|
81
|
+
spotPrice: number;
|
|
82
|
+
openInterest: number;
|
|
83
|
+
}
|
|
84
|
+
export interface WhaleEntry {
|
|
85
|
+
username: string;
|
|
86
|
+
rank: number;
|
|
87
|
+
pnl: number;
|
|
88
|
+
direction: 'long' | 'short' | 'hedge';
|
|
89
|
+
correlation: number;
|
|
90
|
+
confidence: number;
|
|
91
|
+
}
|
|
92
|
+
export interface MarketSnapshot {
|
|
93
|
+
timestamp: number;
|
|
94
|
+
ticker: TickerData;
|
|
95
|
+
orderbook: OrderbookData;
|
|
96
|
+
trades: TradeEntry[];
|
|
97
|
+
tradeFlow: TradeFlow;
|
|
98
|
+
liquidations: LiquidationEntry[];
|
|
99
|
+
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
|
+
}
|
|
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|
+
//# 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 @@
|
|
|
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
|
+
{"version":3,"file":"decision-log.js","sourceRoot":"","sources":["../../../src/core/decision-log.ts"],"names":[],"mappings":"AAAA,OAAO,QAAQ,MAAM,gBAAgB,CAAA;AACrC,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAA;AACnC,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAA;AAGvC,MAAM,GAAG,GAAG,GAAG,EAAE,CAAC,SAAS,EAAE,CAAA;AAE7B,IAAI,EAAE,GAA6B,IAAI,CAAA;AACvC,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,EAAE,WAAW,CAAC,CAAA;AAE7E,MAAM,UAAU,eAAe;IAC7B,EAAE,GAAG,IAAI,QAAQ,CAAC,OAAO,CAAC,CAAA;IAC1B,EAAE,CAAC,MAAM,CAAC,oBAAoB,CAAC,CAAA;IAC/B,EAAE,CAAC,IAAI,CAAC;;;;;;;;;;;;;;GAcP,CAAC,CAAA;AACJ,CAAC;AAED,MAAM,UAAU,WAAW,CAAC,MAAsB;IAChD,IAAI,CAAC,EAAE;QAAE,eAAe,EAAE,CAAA;IAC1B,IAAI,CAAC,EAAE;QAAE,OAAM;IAEf,MAAM,IAAI,GAAG,EAAE,CAAC,OAAO,CAAC;;;GAGvB,CAAC,CAAA;IAEF,IAAI,CAAC,GAAG,CACN,MAAM,CAAC,SAAS,EAChB,MAAM,CAAC,QAAQ,EACf,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,eAAe,CAAC,EACtC,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,cAAc,CAAC,EACrC,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,IAAI,EACpD,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,gBAAgB,CAAC,EACvC,MAAM,CAAC,eAAe,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC,IAAI,EACtE,MAAM,CAAC,SAAS,IAAI,IAAI,CACzB,CAAA;AACH,CAAC;AAED,MAAM,UAAU,iBAAiB,CAAC,QAAgB,EAAE,GAAW;IAC7D,IAAI,CAAC,EAAE;QAAE,OAAM;IACf,EAAE,CAAC,OAAO,CAAC;;GAEV,CAAC,CAAC,GAAG,CAAC,GAAG,EAAE,UAAU,QAAQ,IAAI,CAAC,CAAA;AACrC,CAAC;AAED,MAAM,UAAU,kBAAkB,CAAC,KAAK,GAAG,EAAE;IAC3C,IAAI,CAAC,EAAE;QAAE,eAAe,EAAE,CAAA;IAC1B,IAAI,CAAC,EAAE;QAAE,OAAO,EAAE,CAAA;IAElB,MAAM,IAAI,GAAG,EAAE,CAAC,OAAO,CAAC;;GAEvB,CAAC,CAAC,GAAG,CAAC,KAAK,CAA8B,CAAA;IAE1C,OAAO,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC;QACtB,SAAS,EAAE,GAAG,CAAC,SAAmB;QAClC,QAAQ,EAAE,GAAG,CAAC,QAAkB;QAChC,eAAe,EAAE,IAAI,CAAC,KAAK,CAAE,GAAG,CAAC,YAAuB,IAAI,IAAI,CAAC;QACjE,cAAc,EAAE,IAAI,CAAC,KAAK,CAAE,GAAG,CAAC,WAAsB,IAAI,IAAI,CAAC;QAC/D,MAAM,EAAE,GAAG,CAAC,WAAW,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,WAAqB,CAAC,CAAC,CAAC,CAAC,IAAI;QACtE,gBAAgB,EAAE,IAAI,CAAC,KAAK,CAAE,GAAG,CAAC,gBAA2B,IAAI,kBAAkB,CAAC;QACpF,eAAe,EAAE,GAAG,CAAC,cAAc,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,cAAwB,CAAC,CAAC,CAAC,CAAC,IAAI;QACrF,SAAS,EAAE,GAAG,CAAC,WAAiC;KACjD,CAAC,CAAC,CAAA;AACL,CAAC;AAED,MAAM,UAAU,gBAAgB;IAC9B,IAAI,EAAE,EAAE,CAAC;QAAC,EAAE,CAAC,KAAK,EAAE,CAAC;QAAC,EAAE,GAAG,IAAI,CAAA;IAAC,CAAC;AACnC,CAAC"}
|
|
@@ -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 @@
|
|
|
1
|
+
{"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
|
+
{"version":3,"file":"engine.js","sourceRoot":"","sources":["../../../src/core/engine.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAA;AACvC,OAAO,EAAE,QAAQ,EAAE,MAAM,gBAAgB,CAAA;AACzC,OAAO,EAAE,eAAe,EAAE,MAAM,+BAA+B,CAAA;AAC/D,OAAO,EAAE,YAAY,EAAE,MAAM,gCAAgC,CAAA;AAC7D,OAAO,EAAE,kBAAkB,EAAE,aAAa,EAAE,MAAM,oBAAoB,CAAA;AACtE,OAAO,EAAE,qBAAqB,EAAE,MAAM,sBAAsB,CAAA;AAC5D,OAAO,EAAE,cAAc,EAAE,MAAM,4BAA4B,CAAA;AAC3D,OAAO,EAAE,eAAe,EAAE,MAAM,6BAA6B,CAAA;AAC7D,OAAO,EAAE,oBAAoB,EAAE,0BAA0B,EAAE,MAAM,6BAA6B,CAAA;AAC9F,OAAO,EAAE,aAAa,EAAE,MAAM,wBAAwB,CAAA;AACtD,OAAO,EAAE,WAAW,EAAE,MAAM,gCAAgC,CAAA;AAC5D,OAAO,EAAE,YAAY,EAAE,MAAM,6BAA6B,CAAA;AAC1D,OAAO,EAAE,WAAW,EAAE,MAAM,mBAAmB,CAAA;AAC/C,OAAO,EAAE,YAAY,EAAE,cAAc,EAAE,iBAAiB,EAAE,aAAa,EAAE,MAAM,eAAe,CAAA;AAC9F,OAAO,EAAE,eAAe,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AACrE,OAAO,EAAE,SAAS,EAAE,MAAM,2BAA2B,CAAA;AAMrD,MAAM,GAAG,GAAG,GAAG,EAAE,CAAC,SAAS,EAAE,CAAA;AAU7B,MAAM,KAAK,GAAgB;IACzB,OAAO,EAAE,KAAK;IACd,YAAY,EAAE,IAAI;IAClB,WAAW,EAAE,EAAE;IACf,WAAW,EAAE,EAAE;IACf,SAAS,EAAE,CAAC;CACb,CAAA;AAED,MAAM,UAAU,cAAc;IAC5B,OAAO,KAAK,CAAA;AACd,CAAC;AAED,MAAM,CAAC,KAAK,UAAU,OAAO,CAAC,GAAgB;IAC5C,GAAG,EAAE,CAAC,KAAK,CAAC,wBAAwB,CAAC,CAAA;IACrC,MAAM,QAAQ,GAAG,MAAM,eAAe,CAAC,GAAG,CAAC,CAAA;IAC3C,YAAY,CAAC,QAAQ,CAAC,CAAA;IAEtB,MAAM,OAAO,GAAG,kBAAkB,CAAC,QAAQ,CAAC,CAAA;IAC5C,MAAM,OAAO,GAAG,aAAa,CAAC,OAAO,CAAC,CAAA;IAEtC,KAAK,CAAC,YAAY,GAAG,QAAQ,CAAA;IAC7B,KAAK,CAAC,WAAW,GAAG,OAAO,CAAA;IAC3B,KAAK,CAAC,SAAS,EAAE,CAAA;IAEjB,QAAQ,CAAC,IAAI,CAAC,kBAAkB,EAAE,QAAQ,CAAC,CAAA;IAC3C,QAAQ,CAAC,IAAI,CAAC,kBAAkB,EAAE,OAAO,CAAC,CAAA;IAE1C,IAAI,GAAG,CAAC,QAAQ,CAAC,OAAO,EAAE,CAAC;QACzB,cAAc,CAAC,QAAQ,EAAE,OAAO,CAAC,CAAA;IACnC,CAAC;IAED,GAAG,EAAE,CAAC,IAAI,CAAC;QACT,IAAI,EAAE,KAAK,CAAC,SAAS;QACrB,KAAK,EAAE,QAAQ,CAAC,MAAM,CAAC,SAAS;QAChC,SAAS,EAAE,OAAO,CAAC,SAAS;QAC5B,UAAU,EAAE,OAAO,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC,CAAC;QACzC,OAAO,EAAE,OAAO,CAAC,MAAM;QACvB,OAAO,EAAE,OAAO,CAAC,OAAO;QACxB,OAAO,EAAE,OAAO,CAAC,OAAO;KACzB,EAAE,eAAe,CAAC,CAAA;IAEnB,OAAO,EAAE,QAAQ,EAAE,OAAO,EAAE,CAAA;AAC9B,CAAC;AAED,KAAK,UAAU,WAAW,CAAC,GAAgB;IACzC,MAAM,EAAE,QAAQ,EAAE,OAAO,EAAE,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC,CAAA;IAChD,MAAM,KAAK,GAAG,QAAQ,CAAC,MAAM,CAAC,SAAS,CAAA;IAEvC,wBAAwB;IACxB,oBAAoB,CAAC,KAAK,CAAC,CAAA;IAE3B,gCAAgC;IAChC,MAAM,MAAM,GAAG,0BAA0B,CAAC,KAAK,CAAC,CAAA;IAChD,KAAK,MAAM,CAAC,IAAI,MAAM,EAAE,CAAC;QACvB,GAAG,EAAE,CAAC,IAAI,CAAC,EAAE,KAAK,EAAE,CAAC,CAAC,KAAK,EAAE,GAAG,EAAE,CAAC,CAAC,GAAG,EAAE,MAAM,EAAE,CAAC,CAAC,MAAM,EAAE,EAAE,iBAAiB,CAAC,CAAA;IACjF,CAAC;IAED,sBAAsB;IACtB,MAAM,OAAO,GAAG,qBAAqB,CAAC,OAAO,EAAE,QAAQ,EAAE,GAAG,CAAC,CAAA;IAC7D,KAAK,CAAC,WAAW,GAAG,OAAO,CAAA;IAE3B,wBAAwB;IACxB,KAAK,MAAM,MAAM,IAAI,OAAO,EAAE,CAAC;QAC7B,MAAM,EAAE,GAAG,cAAc,CAAC,MAAM,EAAE,GAAG,CAAC,CAAA;QACtC,MAAM,EAAE,GAAG,EAAE,CAAC,MAAM,CAAC,CAAC,CAAC,eAAe,CAAC,MAAM,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,EAAE,EAAE,CAAC,MAAM,EAAE,CAAA;QAC1F,MAAM,UAAU,GAAG,EAAE,MAAM,EAAE,EAAE,CAAC,MAAM,IAAI,EAAE,CAAC,MAAM,EAAE,MAAM,EAAE,EAAE,CAAC,MAAM,IAAI,EAAE,CAAC,MAAM,EAAE,CAAA;QAErF,IAAI,UAAU,CAAC,MAAM,EAAE,CAAC;YACtB,IAAI,MAAM,CAAA;YACV,IAAI,GAAG,CAAC,MAAM,CAAC,IAAI,KAAK,MAAM,EAAE,CAAC;gBAC/B,MAAM,GAAG,MAAM,WAAW,CAAC,MAAM,CAAC,CAAA;YACpC,CAAC;iBAAM,CAAC;gBACN,MAAM,GAAG,aAAa,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAA;YAC1C,CAAC;YAED,IAAI,MAAM,CAAC,OAAO,EAAE,CAAC;gBACnB,YAAY,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;gBAC5B,QAAQ,CAAC,IAAI,CAAC,cAAc,EAAE,EAAE,MAAM,EAAE,MAAM,EAAE,CAAC,CAAA;YACnD,CAAC;YAED,WAAW,CAAC;gBACV,SAAS,EAAE,IAAI,CAAC,GAAG,EAAE;gBACrB,QAAQ,EAAE,MAAM,CAAC,QAAQ;gBACzB,eAAe,EAAE,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,EAAE,EAAE,EAAE,CAAC,CAAC,EAAE,EAAE,MAAM,EAAE,CAAC,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,SAAS,EAAE,UAAU,EAAE,CAAC,CAAC,UAAU,EAAE,CAAC,CAAC;gBACrH,cAAc,EAAE,EAAE,IAAI,EAAE,GAAG,CAAC,MAAM,CAAC,IAAI,EAAE;gBACzC,MAAM;gBACN,gBAAgB,EAAE,UAAU;gBAC5B,eAAe,EAAE,MAAM;aACxB,CAAC,CAAA;QACJ,CAAC;aAAM,CAAC;YACN,GAAG,EAAE,CAAC,KAAK,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,QAAQ,EAAE,MAAM,EAAE,UAAU,CAAC,MAAM,EAAE,EAAE,gCAAgC,CAAC,CAAA;YACvG,WAAW,CAAC;gBACV,SAAS,EAAE,IAAI,CAAC,GAAG,EAAE;gBACrB,QAAQ,EAAE,MAAM,CAAC,QAAQ;gBACzB,eAAe,EAAE,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,EAAE,EAAE,EAAE,CAAC,CAAC,EAAE,EAAE,MAAM,EAAE,CAAC,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,SAAS,EAAE,UAAU,EAAE,CAAC,CAAC,UAAU,EAAE,CAAC,CAAC;gBACrH,cAAc,EAAE,EAAE,IAAI,EAAE,GAAG,CAAC,MAAM,CAAC,IAAI,EAAE;gBACzC,MAAM;gBACN,gBAAgB,EAAE,UAAU;gBAC5B,eAAe,EAAE,IAAI;aACtB,CAAC,CAAA;QACJ,CAAC;IACH,CAAC;IAED,0BAA0B;IAC1B,IAAI,KAAK,CAAC,SAAS,GAAG,EAAE,KAAK,CAAC,EAAE,CAAC;QAC/B,MAAM,SAAS,EAAE,CAAA;IACnB,CAAC;AACH,CAAC;AAED,MAAM,CAAC,KAAK,UAAU,WAAW,CAAC,GAAgB,EAAE,WAAW,GAAG,EAAE;IAClE,IAAI,KAAK,CAAC,OAAO,EAAE,CAAC;QAClB,GAAG,EAAE,CAAC,IAAI,CAAC,wBAAwB,CAAC,CAAA;QACpC,OAAM;IACR,CAAC;IAED,KAAK,CAAC,OAAO,GAAG,IAAI,CAAA;IAEpB,IAAI,GAAG,CAAC,QAAQ,CAAC,OAAO,EAAE,CAAC;QACzB,YAAY,EAAE,CAAA;QACd,iBAAiB,CAAC,GAAG,CAAC,QAAQ,CAAC,cAAc,CAAC,CAAA;IAChD,CAAC;IACD,eAAe,EAAE,CAAA;IAEjB,GAAG,EAAE,CAAC,IAAI,CAAC,EAAE,IAAI,EAAE,GAAG,CAAC,MAAM,CAAC,IAAI,EAAE,QAAQ,EAAE,WAAW,EAAE,EAAE,gBAAgB,CAAC,CAAA;IAE9E,MAAM,IAAI,GAAG,KAAK,IAAI,EAAE;QACtB,IAAI,CAAC,KAAK,CAAC,OAAO;YAAE,OAAM;QAC1B,IAAI,CAAC;YACH,MAAM,WAAW,CAAC,GAAG,CAAC,CAAA;QACxB,CAAC;QAAC,OAAO,GAAG,EAAE,CAAC;YACb,GAAG,EAAE,CAAC,KAAK,CAAC,EAAE,GAAG,EAAE,EAAE,YAAY,CAAC,CAAA;QACpC,CAAC;IACH,CAAC,CAAA;IAED,eAAe;IACf,MAAM,IAAI,EAAE,CAAA;IAEZ,kBAAkB;IAClB,MAAM,KAAK,GAAG,WAAW,CAAC,IAAI,EAAE,WAAW,GAAG,IAAI,CAAC,CAAA;IAEnD,QAAQ,CAAC,EAAE,CAAC,aAAa,EAAE,GAAG,EAAE;QAC9B,KAAK,CAAC,OAAO,GAAG,KAAK,CAAA;QACrB,aAAa,CAAC,KAAK,CAAC,CAAA;QACpB,aAAa,EAAE,CAAA;QACf,gBAAgB,EAAE,CAAA;QAClB,GAAG,EAAE,CAAC,IAAI,CAAC,gBAAgB,CAAC,CAAA;IAC9B,CAAC,CAAC,CAAA;AACJ,CAAC;AAED,MAAM,UAAU,UAAU;IACxB,QAAQ,CAAC,IAAI,CAAC,aAAa,CAAC,CAAA;AAC9B,CAAC"}
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@@ -0,0 +1,12 @@
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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;
|
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6
|
+
off(event: EventType, handler: (...args: unknown[]) => void): void;
|
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7
|
+
emit(event: EventType, ...args: unknown[]): void;
|
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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
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|
@@ -0,0 +1 @@
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|
|
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"}
|
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@@ -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();
|
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21
|
+
//# sourceMappingURL=event-bus.js.map
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|
@@ -0,0 +1 @@
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|
|
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 @@
|
|
|
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"}
|