clodds 1.1.0

package/dist/execution/circuit-breaker.js

@@ -0,0 +1,274 @@
+"use strict";
+/**
+ * Trading Circuit Breaker
+ *
+ * Safety mechanism that halts trading when conditions are triggered:
+ * - Maximum loss threshold exceeded
+ * - Too many consecutive losses
+ * - Error rate too high
+ * - Unusual market volatility
+ * - Manual kill switch
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createCircuitBreaker = createCircuitBreaker;
+exports.getGlobalCircuitBreaker = getGlobalCircuitBreaker;
+exports.initGlobalCircuitBreaker = initGlobalCircuitBreaker;
+const eventemitter3_1 = require("eventemitter3");
+const logger_1 = require("../utils/logger");
+// =============================================================================
+// DEFAULT CONFIG
+// =============================================================================
+const DEFAULT_CONFIG = {
+    maxLossUsd: 1000,
+    maxLossPct: 10,
+    maxConsecutiveLosses: 5,
+    maxErrorRate: 0.5,
+    minTradesForErrorRate: 10,
+    resetTimeoutMs: 3600000, // 1 hour
+    cooldownMs: 300000, // 5 minutes
+    maxPositionSize: 10000,
+    maxDailyTrades: 100,
+    checkIntervalMs: 10000,
+};
+// =============================================================================
+// IMPLEMENTATION
+// =============================================================================
+function createCircuitBreaker(config = {}, initialBalance = 10000) {
+    const cfg = { ...DEFAULT_CONFIG, ...config };
+    const emitter = new eventemitter3_1.EventEmitter();
+    // State
+    let isTripped = false;
+    let tripReason;
+    let trippedAt;
+    let consecutiveLosses = 0;
+    let sessionPnL = 0;
+    let dailyTrades = 0;
+    let openPositionSize = 0;
+    let totalTrades = 0;
+    let errorCount = 0;
+    let checkInterval = null;
+    let dailyResetTimeout = null;
+    let dailyResetInterval = null;
+    /**
+     * Trip the circuit breaker
+     */
+    function trip(reason) {
+        if (isTripped)
+            return;
+        isTripped = true;
+        tripReason = reason;
+        trippedAt = new Date();
+        logger_1.logger.error({
+            reason,
+            sessionPnL,
+            consecutiveLosses,
+            errorRate: getErrorRate(),
+            dailyTrades,
+        }, 'Circuit breaker TRIPPED');
+        emitter.emit('tripped', { reason, state: getState() });
+        // Schedule auto-reset
+        setTimeout(() => {
+            if (isTripped && tripReason === reason) {
+                reset();
+            }
+        }, cfg.resetTimeoutMs);
+    }
+    /**
+     * Reset the circuit breaker
+     */
+    function reset() {
+        logger_1.logger.info({ previousReason: tripReason }, 'Circuit breaker RESET');
+        isTripped = false;
+        tripReason = undefined;
+        trippedAt = undefined;
+        consecutiveLosses = 0;
+        errorCount = 0;
+        emitter.emit('reset', { state: getState() });
+    }
+    /**
+     * Check if trading is allowed
+     */
+    function canTrade() {
+        if (isTripped) {
+            return false;
+        }
+        // Check position size
+        if (openPositionSize >= cfg.maxPositionSize) {
+            trip('max_position');
+            return false;
+        }
+        // Check daily trades
+        if (dailyTrades >= cfg.maxDailyTrades) {
+            trip('max_daily_trades');
+            return false;
+        }
+        return true;
+    }
+    /**
+     * Get current error rate
+     */
+    function getErrorRate() {
+        if (totalTrades < cfg.minTradesForErrorRate) {
+            return 0;
+        }
+        return errorCount / totalTrades;
+    }
+    /**
+     * Record a trade result
+     */
+    function recordTrade(result) {
+        totalTrades++;
+        dailyTrades++;
+        sessionPnL += result.pnlUsd;
+        if (result.success && result.pnlUsd >= 0) {
+            consecutiveLosses = 0;
+        }
+        else {
+            consecutiveLosses++;
+            if (!result.success) {
+                errorCount++;
+            }
+        }
+        // Check trip conditions
+        checkConditions();
+        emitter.emit('trade', { result, state: getState() });
+    }
+    /**
+     * Record a system error
+     */
+    function recordError(error) {
+        errorCount++;
+        totalTrades++;
+        logger_1.logger.warn({ error: typeof error === 'string' ? error : error.message }, 'Trade error recorded');
+        checkConditions();
+        emitter.emit('error', { error, state: getState() });
+    }
+    /**
+     * Check all trip conditions
+     */
+    function checkConditions() {
+        if (isTripped)
+            return;
+        // Check max loss USD
+        if (sessionPnL <= -cfg.maxLossUsd) {
+            trip('max_loss');
+            return;
+        }
+        // Check max loss percentage
+        const lossPct = (sessionPnL / initialBalance) * -100;
+        if (lossPct >= cfg.maxLossPct) {
+            trip('max_loss_pct');
+            return;
+        }
+        // Check consecutive losses
+        if (consecutiveLosses >= cfg.maxConsecutiveLosses) {
+            trip('consecutive_losses');
+            return;
+        }
+        // Check error rate
+        const errorRate = getErrorRate();
+        if (errorRate >= cfg.maxErrorRate) {
+            trip('high_error_rate');
+            return;
+        }
+    }
+    /**
+     * Update open position size
+     */
+    function updatePositionSize(sizeUsd) {
+        openPositionSize = sizeUsd;
+        if (openPositionSize >= cfg.maxPositionSize && !isTripped) {
+            trip('max_position');
+        }
+    }
+    /**
+     * Get current state
+     */
+    function getState() {
+        return {
+            isTripped,
+            tripReason,
+            trippedAt,
+            resetAt: trippedAt ? new Date(trippedAt.getTime() + cfg.resetTimeoutMs) : undefined,
+            consecutiveLosses,
+            sessionPnL,
+            errorRate: getErrorRate(),
+            dailyTrades,
+            openPositionSize,
+        };
+    }
+    /**
+     * Start monitoring
+     */
+    function start() {
+        // Periodic check
+        checkInterval = setInterval(() => {
+            checkConditions();
+        }, cfg.checkIntervalMs);
+        // Daily reset at midnight
+        const now = new Date();
+        const midnight = new Date(now);
+        midnight.setHours(24, 0, 0, 0);
+        const msToMidnight = midnight.getTime() - now.getTime();
+        dailyResetTimeout = setTimeout(() => {
+            dailyTrades = 0;
+            sessionPnL = 0;
+            logger_1.logger.info('Daily trading counters reset');
+            // Set up next day's reset
+            dailyResetInterval = setInterval(() => {
+                dailyTrades = 0;
+                sessionPnL = 0;
+                logger_1.logger.info('Daily trading counters reset');
+            }, 86400000); // 24 hours
+        }, msToMidnight);
+        logger_1.logger.info({ config: cfg }, 'Circuit breaker started');
+        emitter.emit('started');
+    }
+    /**
+     * Stop monitoring
+     */
+    function stop() {
+        if (checkInterval) {
+            clearInterval(checkInterval);
+            checkInterval = null;
+        }
+        if (dailyResetTimeout) {
+            clearTimeout(dailyResetTimeout);
+            dailyResetTimeout = null;
+        }
+        if (dailyResetInterval) {
+            clearInterval(dailyResetInterval);
+            dailyResetInterval = null;
+        }
+        logger_1.logger.info('Circuit breaker stopped');
+        emitter.emit('stopped');
+    }
+    // Attach methods
+    Object.assign(emitter, {
+        canTrade,
+        recordTrade,
+        recordError,
+        trip,
+        reset,
+        getState,
+        updatePositionSize,
+        start,
+        stop,
+    });
+    return emitter;
+}
+// =============================================================================
+// GLOBAL CIRCUIT BREAKER
+// =============================================================================
+let globalCircuitBreaker = null;
+function getGlobalCircuitBreaker() {
+    if (!globalCircuitBreaker) {
+        globalCircuitBreaker = createCircuitBreaker();
+    }
+    return globalCircuitBreaker;
+}
+function initGlobalCircuitBreaker(config, balance) {
+    globalCircuitBreaker = createCircuitBreaker(config, balance);
+    return globalCircuitBreaker;
+}
+//# sourceMappingURL=circuit-breaker.js.map

package/dist/execution/circuit-breaker.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"circuit-breaker.js","sourceRoot":"","sources":["../../src/execution/circuit-breaker.ts"],"names":[],"mappings":";AAAA;;;;;;;;;GASG;;AA4HH,oDA2QC;AAQD,0DAKC;AAED,4DAMC;AA1ZD,iDAA6C;AAC7C,4CAAyC;AAoGzC,gFAAgF;AAChF,iBAAiB;AACjB,gFAAgF;AAEhF,MAAM,cAAc,GAAyB;IAC3C,UAAU,EAAE,IAAI;IAChB,UAAU,EAAE,EAAE;IACd,oBAAoB,EAAE,CAAC;IACvB,YAAY,EAAE,GAAG;IACjB,qBAAqB,EAAE,EAAE;IACzB,cAAc,EAAE,OAAO,EAAE,SAAS;IAClC,UAAU,EAAE,MAAM,EAAE,YAAY;IAChC,eAAe,EAAE,KAAK;IACtB,cAAc,EAAE,GAAG;IACnB,eAAe,EAAE,KAAK;CACvB,CAAC;AAEF,gFAAgF;AAChF,iBAAiB;AACjB,gFAAgF;AAEhF,SAAgB,oBAAoB,CAClC,SAAwC,EAAE,EAC1C,iBAAyB,KAAK;IAE9B,MAAM,GAAG,GAAG,EAAE,GAAG,cAAc,EAAE,GAAG,MAAM,EAAE,CAAC;IAC7C,MAAM,OAAO,GAAG,IAAI,4BAAY,EAAoB,CAAC;IAErD,QAAQ;IACR,IAAI,SAAS,GAAG,KAAK,CAAC;IACtB,IAAI,UAAkC,CAAC;IACvC,IAAI,SAA2B,CAAC;IAChC,IAAI,iBAAiB,GAAG,CAAC,CAAC;IAC1B,IAAI,UAAU,GAAG,CAAC,CAAC;IACnB,IAAI,WAAW,GAAG,CAAC,CAAC;IACpB,IAAI,gBAAgB,GAAG,CAAC,CAAC;IACzB,IAAI,WAAW,GAAG,CAAC,CAAC;IACpB,IAAI,UAAU,GAAG,CAAC,CAAC;IACnB,IAAI,aAAa,GAA0C,IAAI,CAAC;IAChE,IAAI,iBAAiB,GAAyC,IAAI,CAAC;IACnE,IAAI,kBAAkB,GAA0C,IAAI,CAAC;IAErE;;OAEG;IACH,SAAS,IAAI,CAAC,MAAkB;QAC9B,IAAI,SAAS;YAAE,OAAO;QAEtB,SAAS,GAAG,IAAI,CAAC;QACjB,UAAU,GAAG,MAAM,CAAC;QACpB,SAAS,GAAG,IAAI,IAAI,EAAE,CAAC;QAEvB,eAAM,CAAC,KAAK,CACV;YACE,MAAM;YACN,UAAU;YACV,iBAAiB;YACjB,SAAS,EAAE,YAAY,EAAE;YACzB,WAAW;SACZ,EACD,yBAAyB,CAC1B,CAAC;QAEF,OAAO,CAAC,IAAI,CAAC,SAAS,EAAE,EAAE,MAAM,EAAE,KAAK,EAAE,QAAQ,EAAE,EAAE,CAAC,CAAC;QAEvD,sBAAsB;QACtB,UAAU,CAAC,GAAG,EAAE;YACd,IAAI,SAAS,IAAI,UAAU,KAAK,MAAM,EAAE,CAAC;gBACvC,KAAK,EAAE,CAAC;YACV,CAAC;QACH,CAAC,EAAE,GAAG,CAAC,cAAc,CAAC,CAAC;IACzB,CAAC;IAED;;OAEG;IACH,SAAS,KAAK;QACZ,eAAM,CAAC,IAAI,CAAC,EAAE,cAAc,EAAE,UAAU,EAAE,EAAE,uBAAuB,CAAC,CAAC;QAErE,SAAS,GAAG,KAAK,CAAC;QAClB,UAAU,GAAG,SAAS,CAAC;QACvB,SAAS,GAAG,SAAS,CAAC;QACtB,iBAAiB,GAAG,CAAC,CAAC;QACtB,UAAU,GAAG,CAAC,CAAC;QAEf,OAAO,CAAC,IAAI,CAAC,OAAO,EAAE,EAAE,KAAK,EAAE,QAAQ,EAAE,EAAE,CAAC,CAAC;IAC/C,CAAC;IAED;;OAEG;IACH,SAAS,QAAQ;QACf,IAAI,SAAS,EAAE,CAAC;YACd,OAAO,KAAK,CAAC;QACf,CAAC;QAED,sBAAsB;QACtB,IAAI,gBAAgB,IAAI,GAAG,CAAC,eAAe,EAAE,CAAC;YAC5C,IAAI,CAAC,cAAc,CAAC,CAAC;YACrB,OAAO,KAAK,CAAC;QACf,CAAC;QAED,qBAAqB;QACrB,IAAI,WAAW,IAAI,GAAG,CAAC,cAAc,EAAE,CAAC;YACtC,IAAI,CAAC,kBAAkB,CAAC,CAAC;YACzB,OAAO,KAAK,CAAC;QACf,CAAC;QAED,OAAO,IAAI,CAAC;IACd,CAAC;IAED;;OAEG;IACH,SAAS,YAAY;QACnB,IAAI,WAAW,GAAG,GAAG,CAAC,qBAAqB,EAAE,CAAC;YAC5C,OAAO,CAAC,CAAC;QACX,CAAC;QACD,OAAO,UAAU,GAAG,WAAW,CAAC;IAClC,CAAC;IAED;;OAEG;IACH,SAAS,WAAW,CAAC,MAAmB;QACtC,WAAW,EAAE,CAAC;QACd,WAAW,EAAE,CAAC;QACd,UAAU,IAAI,MAAM,CAAC,MAAM,CAAC;QAE5B,IAAI,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,MAAM,IAAI,CAAC,EAAE,CAAC;YACzC,iBAAiB,GAAG,CAAC,CAAC;QACxB,CAAC;aAAM,CAAC;YACN,iBAAiB,EAAE,CAAC;YACpB,IAAI,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC;gBACpB,UAAU,EAAE,CAAC;YACf,CAAC;QACH,CAAC;QAED,wBAAwB;QACxB,eAAe,EAAE,CAAC;QAElB,OAAO,CAAC,IAAI,CAAC,OAAO,EAAE,EAAE,MAAM,EAAE,KAAK,EAAE,QAAQ,EAAE,EAAE,CAAC,CAAC;IACvD,CAAC;IAED;;OAEG;IACH,SAAS,WAAW,CAAC,KAAqB;QACxC,UAAU,EAAE,CAAC;QACb,WAAW,EAAE,CAAC;QAEd,eAAM,CAAC,IAAI,CAAC,EAAE,KAAK,EAAE,OAAO,KAAK,KAAK,QAAQ,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,OAAO,EAAE,EAAE,sBAAsB,CAAC,CAAC;QAElG,eAAe,EAAE,CAAC;QAElB,OAAO,CAAC,IAAI,CAAC,OAAO,EAAE,EAAE,KAAK,EAAE,KAAK,EAAE,QAAQ,EAAE,EAAE,CAAC,CAAC;IACtD,CAAC;IAED;;OAEG;IACH,SAAS,eAAe;QACtB,IAAI,SAAS;YAAE,OAAO;QAEtB,qBAAqB;QACrB,IAAI,UAAU,IAAI,CAAC,GAAG,CAAC,UAAU,EAAE,CAAC;YAClC,IAAI,CAAC,UAAU,CAAC,CAAC;YACjB,OAAO;QACT,CAAC;QAED,4BAA4B;QAC5B,MAAM,OAAO,GAAG,CAAC,UAAU,GAAG,cAAc,CAAC,GAAG,CAAC,GAAG,CAAC;QACrD,IAAI,OAAO,IAAI,GAAG,CAAC,UAAU,EAAE,CAAC;YAC9B,IAAI,CAAC,cAAc,CAAC,CAAC;YACrB,OAAO;QACT,CAAC;QAED,2BAA2B;QAC3B,IAAI,iBAAiB,IAAI,GAAG,CAAC,oBAAoB,EAAE,CAAC;YAClD,IAAI,CAAC,oBAAoB,CAAC,CAAC;YAC3B,OAAO;QACT,CAAC;QAED,mBAAmB;QACnB,MAAM,SAAS,GAAG,YAAY,EAAE,CAAC;QACjC,IAAI,SAAS,IAAI,GAAG,CAAC,YAAY,EAAE,CAAC;YAClC,IAAI,CAAC,iBAAiB,CAAC,CAAC;YACxB,OAAO;QACT,CAAC;IACH,CAAC;IAED;;OAEG;IACH,SAAS,kBAAkB,CAAC,OAAe;QACzC,gBAAgB,GAAG,OAAO,CAAC;QAE3B,IAAI,gBAAgB,IAAI,GAAG,CAAC,eAAe,IAAI,CAAC,SAAS,EAAE,CAAC;YAC1D,IAAI,CAAC,cAAc,CAAC,CAAC;QACvB,CAAC;IACH,CAAC;IAED;;OAEG;IACH,SAAS,QAAQ;QACf,OAAO;YACL,SAAS;YACT,UAAU;YACV,SAAS;YACT,OAAO,EAAE,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,SAAS,CAAC,OAAO,EAAE,GAAG,GAAG,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,SAAS;YACnF,iBAAiB;YACjB,UAAU;YACV,SAAS,EAAE,YAAY,EAAE;YACzB,WAAW;YACX,gBAAgB;SACjB,CAAC;IACJ,CAAC;IAED;;OAEG;IACH,SAAS,KAAK;QACZ,iBAAiB;QACjB,aAAa,GAAG,WAAW,CAAC,GAAG,EAAE;YAC/B,eAAe,EAAE,CAAC;QACpB,CAAC,EAAE,GAAG,CAAC,eAAe,CAAC,CAAC;QAExB,0BAA0B;QAC1B,MAAM,GAAG,GAAG,IAAI,IAAI,EAAE,CAAC;QACvB,MAAM,QAAQ,GAAG,IAAI,IAAI,CAAC,GAAG,CAAC,CAAC;QAC/B,QAAQ,CAAC,QAAQ,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;QAC/B,MAAM,YAAY,GAAG,QAAQ,CAAC,OAAO,EAAE,GAAG,GAAG,CAAC,OAAO,EAAE,CAAC;QAExD,iBAAiB,GAAG,UAAU,CAAC,GAAG,EAAE;YAClC,WAAW,GAAG,CAAC,CAAC;YAChB,UAAU,GAAG,CAAC,CAAC;YACf,eAAM,CAAC,IAAI,CAAC,8BAA8B,CAAC,CAAC;YAE5C,0BAA0B;YAC1B,kBAAkB,GAAG,WAAW,CAAC,GAAG,EAAE;gBACpC,WAAW,GAAG,CAAC,CAAC;gBAChB,UAAU,GAAG,CAAC,CAAC;gBACf,eAAM,CAAC,IAAI,CAAC,8BAA8B,CAAC,CAAC;YAC9C,CAAC,EAAE,QAAQ,CAAC,CAAC,CAAC,WAAW;QAC3B,CAAC,EAAE,YAAY,CAAC,CAAC;QAEjB,eAAM,CAAC,IAAI,CAAC,EAAE,MAAM,EAAE,GAAG,EAAE,EAAE,yBAAyB,CAAC,CAAC;QACxD,OAAO,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IAC1B,CAAC;IAED;;OAEG;IACH,SAAS,IAAI;QACX,IAAI,aAAa,EAAE,CAAC;YAClB,aAAa,CAAC,aAAa,CAAC,CAAC;YAC7B,aAAa,GAAG,IAAI,CAAC;QACvB,CAAC;QAED,IAAI,iBAAiB,EAAE,CAAC;YACtB,YAAY,CAAC,iBAAiB,CAAC,CAAC;YAChC,iBAAiB,GAAG,IAAI,CAAC;QAC3B,CAAC;QAED,IAAI,kBAAkB,EAAE,CAAC;YACvB,aAAa,CAAC,kBAAkB,CAAC,CAAC;YAClC,kBAAkB,GAAG,IAAI,CAAC;QAC5B,CAAC;QAED,eAAM,CAAC,IAAI,CAAC,yBAAyB,CAAC,CAAC;QACvC,OAAO,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IAC1B,CAAC;IAED,iBAAiB;IACjB,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE;QACrB,QAAQ;QACR,WAAW;QACX,WAAW;QACX,IAAI;QACJ,KAAK;QACL,QAAQ;QACR,kBAAkB;QAClB,KAAK;QACL,IAAI;KACL,CAAC,CAAC;IAEH,OAAO,OAAO,CAAC;AACjB,CAAC;AAED,gFAAgF;AAChF,yBAAyB;AACzB,gFAAgF;AAEhF,IAAI,oBAAoB,GAA0B,IAAI,CAAC;AAEvD,SAAgB,uBAAuB;IACrC,IAAI,CAAC,oBAAoB,EAAE,CAAC;QAC1B,oBAAoB,GAAG,oBAAoB,EAAE,CAAC;IAChD,CAAC;IACD,OAAO,oBAAoB,CAAC;AAC9B,CAAC;AAED,SAAgB,wBAAwB,CACtC,MAAqC,EACrC,OAAe;IAEf,oBAAoB,GAAG,oBAAoB,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC;IAC7D,OAAO,oBAAoB,CAAC;AAC9B,CAAC"}

package/dist/execution/dca-persistence.d.ts

@@ -0,0 +1,47 @@
+/**
+ * DCA Order Persistence - Database persistence for DCA orders
+ *
+ * Follows the same pattern as order-persistence.ts.
+ * Self-creates table on init.
+ */
+import type { Database } from '../db/index.js';
+export declare function initDCAPersistence(database: Database): void;
+export interface PersistedDCAOrder {
+    id: string;
+    userId: string;
+    platform: string;
+    marketId: string;
+    tokenId?: string;
+    outcome?: string;
+    side: 'buy' | 'sell';
+    price: number;
+    totalAmount: number;
+    amountPerCycle: number;
+    cycleIntervalMs: number;
+    maxPrice?: number;
+    maxCycles?: number;
+    negRisk?: boolean;
+    investedAmount: number;
+    totalShares: number;
+    totalCost: number;
+    cyclesCompleted: number;
+    status: 'pending' | 'active' | 'paused' | 'completed' | 'cancelled' | 'failed';
+    nextCycleAtMs?: number;
+    startedAt?: number;
+    createdAt: number;
+    updatedAt: number;
+    extraConfig?: Record<string, any>;
+}
+export declare function saveDCAOrder(order: PersistedDCAOrder): void;
+export declare function updateDCAProgress(orderId: string, progress: {
+    investedAmount: number;
+    totalShares: number;
+    totalCost: number;
+    cyclesCompleted: number;
+    status: PersistedDCAOrder['status'];
+    nextCycleAtMs?: number;
+    startedAt?: number;
+}): void;
+export declare function getDCAOrder(orderId: string): PersistedDCAOrder | null;
+export declare function getActiveDCAOrders(userId?: string): PersistedDCAOrder[];
+export declare function deleteDCAOrder(orderId: string): void;

package/dist/execution/dca-persistence.js

@@ -0,0 +1,159 @@
+"use strict";
+/**
+ * DCA Order Persistence - Database persistence for DCA orders
+ *
+ * Follows the same pattern as order-persistence.ts.
+ * Self-creates table on init.
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.initDCAPersistence = initDCAPersistence;
+exports.saveDCAOrder = saveDCAOrder;
+exports.updateDCAProgress = updateDCAProgress;
+exports.getDCAOrder = getDCAOrder;
+exports.getActiveDCAOrders = getActiveDCAOrders;
+exports.deleteDCAOrder = deleteDCAOrder;
+const logger_js_1 = require("../utils/logger.js");
+let db = null;
+function initDCAPersistence(database) {
+    db = database;
+    ensureTable();
+    logger_js_1.logger.info('DCA persistence initialized');
+}
+function getDb() {
+    if (!db)
+        throw new Error('DCA persistence not initialized. Call initDCAPersistence first.');
+    return db;
+}
+// =============================================================================
+// TABLE
+// =============================================================================
+function ensureTable() {
+    const database = getDb();
+    database.run(`
+    CREATE TABLE IF NOT EXISTS dca_orders (
+      id TEXT PRIMARY KEY,
+      user_id TEXT NOT NULL,
+      platform TEXT NOT NULL,
+      market_id TEXT NOT NULL,
+      token_id TEXT,
+      outcome TEXT,
+      side TEXT NOT NULL,
+      price REAL NOT NULL,
+      total_amount REAL NOT NULL,
+      amount_per_cycle REAL NOT NULL,
+      cycle_interval_ms INTEGER NOT NULL,
+      max_price REAL,
+      max_cycles INTEGER,
+      neg_risk INTEGER,
+      invested_amount REAL NOT NULL DEFAULT 0,
+      total_shares REAL NOT NULL DEFAULT 0,
+      total_cost REAL NOT NULL DEFAULT 0,
+      cycles_completed INTEGER NOT NULL DEFAULT 0,
+      status TEXT NOT NULL DEFAULT 'pending',
+      next_cycle_at_ms INTEGER,
+      started_at INTEGER,
+      created_at INTEGER NOT NULL,
+      updated_at INTEGER NOT NULL,
+      extra_config TEXT
+    );
+  `);
+    // Migration: add extra_config column if missing (existing DBs)
+    try {
+        database.run('ALTER TABLE dca_orders ADD COLUMN extra_config TEXT');
+    }
+    catch { /* column already exists */ }
+    database.run('CREATE INDEX IF NOT EXISTS idx_dca_orders_user ON dca_orders(user_id);');
+    database.run('CREATE INDEX IF NOT EXISTS idx_dca_orders_status ON dca_orders(status);');
+    database.run('CREATE INDEX IF NOT EXISTS idx_dca_orders_active ON dca_orders(status) WHERE status IN ("pending", "active");');
+    logger_js_1.logger.debug('DCA persistence table initialized');
+}
+// =============================================================================
+// CRUD
+// =============================================================================
+function saveDCAOrder(order) {
+    const d = getDb();
+    d.run(`INSERT OR REPLACE INTO dca_orders (
+      id, user_id, platform, market_id, token_id, outcome, side, price,
+      total_amount, amount_per_cycle, cycle_interval_ms, max_price, max_cycles,
+      neg_risk, invested_amount, total_shares, total_cost, cycles_completed,
+      status, next_cycle_at_ms, started_at, created_at, updated_at, extra_config
+    ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)`, [
+        order.id, order.userId, order.platform, order.marketId,
+        order.tokenId ?? null, order.outcome ?? null, order.side, order.price,
+        order.totalAmount, order.amountPerCycle, order.cycleIntervalMs,
+        order.maxPrice ?? null, order.maxCycles ?? null,
+        order.negRisk ? 1 : 0,
+        order.investedAmount, order.totalShares, order.totalCost, order.cyclesCompleted,
+        order.status, order.nextCycleAtMs ?? null, order.startedAt ?? null,
+        order.createdAt, order.updatedAt,
+        order.extraConfig ? JSON.stringify(order.extraConfig) : null,
+    ]);
+}
+function updateDCAProgress(orderId, progress) {
+    const d = getDb();
+    d.run(`UPDATE dca_orders SET
+      invested_amount = ?, total_shares = ?, total_cost = ?,
+      cycles_completed = ?, status = ?,
+      next_cycle_at_ms = ?, started_at = COALESCE(?, started_at),
+      updated_at = ?
+    WHERE id = ?`, [
+        progress.investedAmount, progress.totalShares, progress.totalCost,
+        progress.cyclesCompleted, progress.status,
+        progress.nextCycleAtMs ?? null, progress.startedAt ?? null,
+        Date.now(), orderId,
+    ]);
+}
+function getDCAOrder(orderId) {
+    const d = getDb();
+    const rows = d.query('SELECT * FROM dca_orders WHERE id = ?', [orderId]);
+    if (rows.length === 0)
+        return null;
+    return mapRow(rows[0]);
+}
+function getActiveDCAOrders(userId) {
+    const d = getDb();
+    const sql = userId
+        ? 'SELECT * FROM dca_orders WHERE status IN ("pending", "active") AND user_id = ? ORDER BY created_at'
+        : 'SELECT * FROM dca_orders WHERE status IN ("pending", "active") ORDER BY created_at';
+    const params = userId ? [userId] : [];
+    return d.query(sql, params).map(mapRow);
+}
+function deleteDCAOrder(orderId) {
+    getDb().run('DELETE FROM dca_orders WHERE id = ?', [orderId]);
+}
+function mapRow(r) {
+    let extraConfig;
+    if (r.extra_config) {
+        try {
+            extraConfig = JSON.parse(r.extra_config);
+        }
+        catch { /* ignore */ }
+    }
+    return {
+        id: r.id,
+        userId: r.user_id,
+        platform: r.platform,
+        marketId: r.market_id,
+        tokenId: r.token_id ?? undefined,
+        outcome: r.outcome ?? undefined,
+        side: r.side,
+        price: r.price,
+        totalAmount: r.total_amount,
+        amountPerCycle: r.amount_per_cycle,
+        cycleIntervalMs: r.cycle_interval_ms,
+        maxPrice: r.max_price ?? undefined,
+        maxCycles: r.max_cycles ?? undefined,
+        negRisk: r.neg_risk === 1,
+        investedAmount: r.invested_amount,
+        totalShares: r.total_shares,
+        totalCost: r.total_cost,
+        cyclesCompleted: r.cycles_completed,
+        status: r.status,
+        nextCycleAtMs: r.next_cycle_at_ms ?? undefined,
+        startedAt: r.started_at ?? undefined,
+        createdAt: r.created_at,
+        updatedAt: r.updated_at,
+        extraConfig,
+    };
+}
+//# sourceMappingURL=dca-persistence.js.map

package/dist/execution/dca-persistence.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"dca-persistence.js","sourceRoot":"","sources":["../../src/execution/dca-persistence.ts"],"names":[],"mappings":";AAAA;;;;;GAKG;;AAOH,gDAIC;AA2FD,oCAqBC;AAED,8CA2BC;AAED,kCAcC;AAED,gDAOC;AAED,wCAEC;AAlLD,kDAA4C;AAE5C,IAAI,EAAE,GAAoB,IAAI,CAAC;AAE/B,SAAgB,kBAAkB,CAAC,QAAkB;IACnD,EAAE,GAAG,QAAQ,CAAC;IACd,WAAW,EAAE,CAAC;IACd,kBAAM,CAAC,IAAI,CAAC,6BAA6B,CAAC,CAAC;AAC7C,CAAC;AAED,SAAS,KAAK;IACZ,IAAI,CAAC,EAAE;QAAE,MAAM,IAAI,KAAK,CAAC,iEAAiE,CAAC,CAAC;IAC5F,OAAO,EAAE,CAAC;AACZ,CAAC;AAkCD,gFAAgF;AAChF,QAAQ;AACR,gFAAgF;AAEhF,SAAS,WAAW;IAClB,MAAM,QAAQ,GAAG,KAAK,EAAE,CAAC;IAEzB,QAAQ,CAAC,GAAG,CAAC;;;;;;;;;;;;;;;;;;;;;;;;;;;GA2BZ,CAAC,CAAC;IAEH,+DAA+D;IAC/D,IAAI,CAAC;QACH,QAAQ,CAAC,GAAG,CAAC,qDAAqD,CAAC,CAAC;IACtE,CAAC;IAAC,MAAM,CAAC,CAAC,2BAA2B,CAAC,CAAC;IAEvC,QAAQ,CAAC,GAAG,CAAC,wEAAwE,CAAC,CAAC;IACvF,QAAQ,CAAC,GAAG,CAAC,yEAAyE,CAAC,CAAC;IACxF,QAAQ,CAAC,GAAG,CAAC,+GAA+G,CAAC,CAAC;IAE9H,kBAAM,CAAC,KAAK,CAAC,mCAAmC,CAAC,CAAC;AACpD,CAAC;AAED,gFAAgF;AAChF,OAAO;AACP,gFAAgF;AAEhF,SAAgB,YAAY,CAAC,KAAwB;IACnD,MAAM,CAAC,GAAG,KAAK,EAAE,CAAC;IAClB,CAAC,CAAC,GAAG,CACH;;;;;sFAKkF,EAClF;QACE,KAAK,CAAC,EAAE,EAAE,KAAK,CAAC,MAAM,EAAE,KAAK,CAAC,QAAQ,EAAE,KAAK,CAAC,QAAQ;QACtD,KAAK,CAAC,OAAO,IAAI,IAAI,EAAE,KAAK,CAAC,OAAO,IAAI,IAAI,EAAE,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,KAAK;QACrE,KAAK,CAAC,WAAW,EAAE,KAAK,CAAC,cAAc,EAAE,KAAK,CAAC,eAAe;QAC9D,KAAK,CAAC,QAAQ,IAAI,IAAI,EAAE,KAAK,CAAC,SAAS,IAAI,IAAI;QAC/C,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QACrB,KAAK,CAAC,cAAc,EAAE,KAAK,CAAC,WAAW,EAAE,KAAK,CAAC,SAAS,EAAE,KAAK,CAAC,eAAe;QAC/E,KAAK,CAAC,MAAM,EAAE,KAAK,CAAC,aAAa,IAAI,IAAI,EAAE,KAAK,CAAC,SAAS,IAAI,IAAI;QAClE,KAAK,CAAC,SAAS,EAAE,KAAK,CAAC,SAAS;QAChC,KAAK,CAAC,WAAW,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC,CAAC,CAAC,IAAI;KAC7D,CACF,CAAC;AACJ,CAAC;AAED,SAAgB,iBAAiB,CAC/B,OAAe,EACf,QAQC;IAED,MAAM,CAAC,GAAG,KAAK,EAAE,CAAC;IAClB,CAAC,CAAC,GAAG,CACH;;;;;iBAKa,EACb;QACE,QAAQ,CAAC,cAAc,EAAE,QAAQ,CAAC,WAAW,EAAE,QAAQ,CAAC,SAAS;QACjE,QAAQ,CAAC,eAAe,EAAE,QAAQ,CAAC,MAAM;QACzC,QAAQ,CAAC,aAAa,IAAI,IAAI,EAAE,QAAQ,CAAC,SAAS,IAAI,IAAI;QAC1D,IAAI,CAAC,GAAG,EAAE,EAAE,OAAO;KACpB,CACF,CAAC;AACJ,CAAC;AAED,SAAgB,WAAW,CAAC,OAAe;IACzC,MAAM,CAAC,GAAG,KAAK,EAAE,CAAC;IAClB,MAAM,IAAI,GAAG,CAAC,CAAC,KAAK,CAQjB,uCAAuC,EAAE,CAAC,OAAO,CAAC,CAAC,CAAC;IAEvD,IAAI,IAAI,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO,IAAI,CAAC;IACnC,OAAO,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC;AACzB,CAAC;AAED,SAAgB,kBAAkB,CAAC,MAAe;IAChD,MAAM,CAAC,GAAG,KAAK,EAAE,CAAC;IAClB,MAAM,GAAG,GAAG,MAAM;QAChB,CAAC,CAAC,oGAAoG;QACtG,CAAC,CAAC,oFAAoF,CAAC;IACzF,MAAM,MAAM,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC;IACtC,OAAO,CAAC,CAAC,KAAK,CAAM,GAAG,EAAE,MAAM,CAAC,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;AAC/C,CAAC;AAED,SAAgB,cAAc,CAAC,OAAe;IAC5C,KAAK,EAAE,CAAC,GAAG,CAAC,qCAAqC,EAAE,CAAC,OAAO,CAAC,CAAC,CAAC;AAChE,CAAC;AAED,SAAS,MAAM,CAAC,CAAM;IACpB,IAAI,WAA4C,CAAC;IACjD,IAAI,CAAC,CAAC,YAAY,EAAE,CAAC;QACnB,IAAI,CAAC;YAAC,WAAW,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC;QAAC,CAAC;QAAC,MAAM,CAAC,CAAC,YAAY,CAAC,CAAC;IAC1E,CAAC;IACD,OAAO;QACL,EAAE,EAAE,CAAC,CAAC,EAAE;QACR,MAAM,EAAE,CAAC,CAAC,OAAO;QACjB,QAAQ,EAAE,CAAC,CAAC,QAAQ;QACpB,QAAQ,EAAE,CAAC,CAAC,SAAS;QACrB,OAAO,EAAE,CAAC,CAAC,QAAQ,IAAI,SAAS;QAChC,OAAO,EAAE,CAAC,CAAC,OAAO,IAAI,SAAS;QAC/B,IAAI,EAAE,CAAC,CAAC,IAAsB;QAC9B,KAAK,EAAE,CAAC,CAAC,KAAK;QACd,WAAW,EAAE,CAAC,CAAC,YAAY;QAC3B,cAAc,EAAE,CAAC,CAAC,gBAAgB;QAClC,eAAe,EAAE,CAAC,CAAC,iBAAiB;QACpC,QAAQ,EAAE,CAAC,CAAC,SAAS,IAAI,SAAS;QAClC,SAAS,EAAE,CAAC,CAAC,UAAU,IAAI,SAAS;QACpC,OAAO,EAAE,CAAC,CAAC,QAAQ,KAAK,CAAC;QACzB,cAAc,EAAE,CAAC,CAAC,eAAe;QACjC,WAAW,EAAE,CAAC,CAAC,YAAY;QAC3B,SAAS,EAAE,CAAC,CAAC,UAAU;QACvB,eAAe,EAAE,CAAC,CAAC,gBAAgB;QACnC,MAAM,EAAE,CAAC,CAAC,MAAqC;QAC/C,aAAa,EAAE,CAAC,CAAC,gBAAgB,IAAI,SAAS;QAC9C,SAAS,EAAE,CAAC,CAAC,UAAU,IAAI,SAAS;QACpC,SAAS,EAAE,CAAC,CAAC,UAAU;QACvB,SAAS,EAAE,CAAC,CAAC,UAAU;QACvB,WAAW;KACZ,CAAC;AACJ,CAAC"}

package/dist/execution/dca.d.ts

@@ -0,0 +1,60 @@
+/**
+ * DCA (Dollar-Cost Averaging) Execution Engine
+ *
+ * Splits a total investment across multiple timed cycles.
+ * Each cycle places an order via ExecutionService, then schedules the next.
+ * Supports pause/resume/cancel and persists to DB for restart recovery.
+ *
+ * Mirrors the TWAP pattern (EventEmitter, persistence, progress tracking).
+ */
+import { EventEmitter } from 'eventemitter3';
+import type { ExecutionService, OrderRequest } from './index.js';
+import { type PersistedDCAOrder } from './dca-persistence.js';
+export interface DCAConfig {
+    /** Total amount to invest */
+    totalAmount: number;
+    /** Amount per cycle */
+    amountPerCycle: number;
+    /** Time between cycles in ms */
+    cycleIntervalMs: number;
+    /** Stop if market price exceeds this */
+    maxPrice?: number;
+    /** Max number of cycles (alternative to totalAmount) */
+    maxCycles?: number;
+    /** Delay before starting (ms since epoch) */
+    startAtMs?: number;
+}
+export interface DCAProgress {
+    totalAmount: number;
+    investedAmount: number;
+    remainingAmount: number;
+    cyclesCompleted: number;
+    cyclesTotal: number;
+    totalShares: number;
+    avgPrice: number;
+    status: PersistedDCAOrder['status'];
+    nextCycleAt?: Date;
+    startedAt?: Date;
+}
+export interface DCAOrder extends EventEmitter {
+    id: string;
+    start(): void;
+    pause(): void;
+    resume(): void;
+    cancel(): Promise<void>;
+    getProgress(): DCAProgress;
+}
+export interface DCAOrderOptions {
+    userId?: string;
+    orderId?: string;
+    restoredProgress?: {
+        investedAmount: number;
+        totalShares: number;
+        totalCost: number;
+        cyclesCompleted: number;
+    };
+}
+export declare function getActiveDCAOrder(id: string): DCAOrder | undefined;
+export declare function getAllActiveDCAOrders(): DCAOrder[];
+export declare function createDCAOrder(executionService: ExecutionService, orderRequest: Omit<OrderRequest, 'size' | 'orderType'>, dcaConfig: DCAConfig, options?: DCAOrderOptions, extraConfig?: Record<string, any>): DCAOrder;
+export declare function resumeDCAOrders(executionService: ExecutionService): DCAOrder[];