clodds 1.1.0

package/dist/execution/position-manager.js

@@ -0,0 +1,404 @@
+"use strict";
+/**
+ * Position Manager with Stop-Loss and Take-Profit Automation
+ *
+ * Features:
+ * - Automatic stop-loss orders
+ * - Automatic take-profit orders
+ * - Trailing stops
+ * - Position tracking across platforms
+ * - P&L monitoring and alerts
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createPositionManager = createPositionManager;
+exports.getGlobalPositionManager = getGlobalPositionManager;
+const eventemitter3_1 = require("eventemitter3");
+const logger_1 = require("../utils/logger");
+// =============================================================================
+// DEFAULT CONFIG
+// =============================================================================
+const DEFAULT_CONFIG = {
+    defaultStopLossPct: 10,
+    defaultTakeProfitPct: 20,
+    checkIntervalMs: 1000,
+    autoSetStops: false,
+};
+// =============================================================================
+// IMPLEMENTATION
+// =============================================================================
+function createPositionManager(config = {}) {
+    const cfg = { ...DEFAULT_CONFIG, ...config };
+    const emitter = new eventemitter3_1.EventEmitter();
+    const positions = new Map();
+    let checkInterval = null;
+    /**
+     * Generate position ID
+     */
+    function generateId(platform, marketId, tokenId) {
+        return `${platform}:${marketId}:${tokenId}`;
+    }
+    /**
+     * Calculate unrealized P&L
+     */
+    function calculatePnL(position) {
+        const priceDiff = position.currentPrice - position.entryPrice;
+        const direction = position.side === 'long' ? 1 : -1;
+        const pnl = priceDiff * position.size * direction;
+        const pnlPct = ((position.currentPrice - position.entryPrice) / position.entryPrice) * 100 * direction;
+        return { pnl, pnlPct };
+    }
+    /**
+     * Check if stop-loss or take-profit triggered
+     */
+    function checkTriggers(position) {
+        if (position.status !== 'open')
+            return null;
+        const { currentPrice, entryPrice, side, stopLoss, takeProfit, trailingStop, highWaterMark, lowWaterMark } = position;
+        // For long positions
+        if (side === 'long') {
+            // Stop-loss check
+            if (stopLoss !== undefined && currentPrice <= stopLoss) {
+                return 'stop_loss';
+            }
+            // Take-profit check
+            if (takeProfit !== undefined && currentPrice >= takeProfit) {
+                return 'take_profit';
+            }
+            // Trailing stop check
+            if (trailingStop !== undefined && highWaterMark !== undefined) {
+                const trailingStopPrice = highWaterMark * (1 - trailingStop / 100);
+                if (currentPrice <= trailingStopPrice) {
+                    return 'trailing_stop';
+                }
+            }
+        }
+        // For short positions
+        if (side === 'short') {
+            // Stop-loss check (price goes up for shorts)
+            if (stopLoss !== undefined && currentPrice >= stopLoss) {
+                return 'stop_loss';
+            }
+            // Take-profit check (price goes down for shorts)
+            if (takeProfit !== undefined && currentPrice <= takeProfit) {
+                return 'take_profit';
+            }
+            // Trailing stop check
+            if (trailingStop !== undefined && lowWaterMark !== undefined) {
+                const trailingStopPrice = lowWaterMark * (1 + trailingStop / 100);
+                if (currentPrice >= trailingStopPrice) {
+                    return 'trailing_stop';
+                }
+            }
+        }
+        return null;
+    }
+    /**
+     * Update or create position
+     */
+    function updatePosition(input) {
+        const id = generateId(input.platform, input.marketId, input.tokenId);
+        let position = positions.get(id);
+        if (position) {
+            // Update existing position
+            position.currentPrice = input.currentPrice;
+            position.size = input.size;
+            position.entryPrice = input.entryPrice; // Could average if adding to position
+            const { pnl, pnlPct } = calculatePnL(position);
+            position.unrealizedPnL = pnl;
+            position.unrealizedPnLPct = pnlPct;
+            // Update water marks
+            if (position.trailingStop !== undefined) {
+                position.highWaterMark = Math.max(position.highWaterMark || 0, input.currentPrice);
+                position.lowWaterMark = Math.min(position.lowWaterMark || Infinity, input.currentPrice);
+            }
+        }
+        else {
+            // Create new position
+            position = {
+                ...input,
+                id,
+                unrealizedPnL: 0,
+                unrealizedPnLPct: 0,
+                status: 'open',
+                highWaterMark: input.currentPrice,
+                lowWaterMark: input.currentPrice,
+            };
+            const { pnl, pnlPct } = calculatePnL(position);
+            position.unrealizedPnL = pnl;
+            position.unrealizedPnLPct = pnlPct;
+            // Auto-set stops if enabled
+            if (cfg.autoSetStops) {
+                setStopLoss(id, { percentFromEntry: cfg.defaultStopLossPct });
+                setTakeProfit(id, { percentFromEntry: cfg.defaultTakeProfitPct });
+            }
+        }
+        positions.set(id, position);
+        emitter.emit('position_updated', position);
+        return position;
+    }
+    /**
+     * Set stop-loss for a position
+     */
+    function setStopLoss(positionId, config) {
+        const position = positions.get(positionId);
+        if (!position) {
+            logger_1.logger.warn({ positionId }, 'Position not found for stop-loss');
+            return;
+        }
+        if (config.price !== undefined) {
+            position.stopLoss = config.price;
+        }
+        else if (config.percentFromEntry !== undefined) {
+            const direction = position.side === 'long' ? -1 : 1;
+            position.stopLoss = position.entryPrice * (1 + (direction * config.percentFromEntry) / 100);
+        }
+        if (config.trailingPercent !== undefined) {
+            position.trailingStop = config.trailingPercent;
+            position.highWaterMark = position.currentPrice;
+            position.lowWaterMark = position.currentPrice;
+        }
+        logger_1.logger.info({ positionId, stopLoss: position.stopLoss, trailingStop: position.trailingStop }, 'Stop-loss set');
+        emitter.emit('stop_loss_set', { position, config });
+    }
+    /**
+     * Set take-profit for a position
+     */
+    function setTakeProfit(positionId, config) {
+        const position = positions.get(positionId);
+        if (!position) {
+            logger_1.logger.warn({ positionId }, 'Position not found for take-profit');
+            return;
+        }
+        if (config.price !== undefined) {
+            position.takeProfit = config.price;
+        }
+        else if (config.percentFromEntry !== undefined) {
+            const direction = position.side === 'long' ? 1 : -1;
+            position.takeProfit = position.entryPrice * (1 + (direction * config.percentFromEntry) / 100);
+        }
+        logger_1.logger.info({ positionId, takeProfit: position.takeProfit }, 'Take-profit set');
+        emitter.emit('take_profit_set', { position, config });
+    }
+    /**
+     * Remove stop-loss
+     */
+    function removeStopLoss(positionId) {
+        const position = positions.get(positionId);
+        if (position) {
+            position.stopLoss = undefined;
+            position.trailingStop = undefined;
+            emitter.emit('stop_loss_removed', { position });
+        }
+    }
+    /**
+     * Remove take-profit
+     */
+    function removeTakeProfit(positionId) {
+        const position = positions.get(positionId);
+        if (position) {
+            position.takeProfit = undefined;
+            emitter.emit('take_profit_removed', { position });
+        }
+    }
+    /**
+     * Update price for a position
+     */
+    function updatePrice(positionId, price) {
+        const position = positions.get(positionId);
+        if (!position || position.status !== 'open')
+            return;
+        position.currentPrice = price;
+        const { pnl, pnlPct } = calculatePnL(position);
+        position.unrealizedPnL = pnl;
+        position.unrealizedPnLPct = pnlPct;
+        // Update water marks for trailing stop
+        if (position.trailingStop !== undefined) {
+            position.highWaterMark = Math.max(position.highWaterMark || 0, price);
+            position.lowWaterMark = Math.min(position.lowWaterMark || Infinity, price);
+        }
+        // Check triggers
+        const trigger = checkTriggers(position);
+        if (trigger) {
+            handleTrigger(position, trigger);
+        }
+        emitter.emit('price_updated', { positionId, price, pnl, pnlPct });
+    }
+    /**
+     * Update multiple prices
+     */
+    function updatePrices(updates) {
+        for (const update of updates) {
+            updatePrice(update.positionId, update.price);
+        }
+    }
+    /**
+     * Handle trigger activation
+     */
+    async function handleTrigger(position, trigger) {
+        if (position.status !== 'open')
+            return;
+        position.status = 'closing';
+        logger_1.logger.info({
+            positionId: position.id,
+            trigger,
+            price: position.currentPrice,
+            pnl: position.unrealizedPnL,
+        }, 'Position trigger activated');
+        // Emit trigger event
+        emitter.emit('trigger_activated', { position, trigger });
+        // Execute close if callback provided
+        if (cfg.executeClose) {
+            try {
+                const success = await cfg.executeClose(position, trigger);
+                if (success) {
+                    closePosition(position.id, position.currentPrice, trigger);
+                }
+                else {
+                    // Failed to close - reset status
+                    position.status = 'open';
+                    logger_1.logger.error({ positionId: position.id }, 'Failed to execute close order');
+                }
+            }
+            catch (error) {
+                position.status = 'open';
+                logger_1.logger.error({ error, positionId: position.id }, 'Error executing close order');
+            }
+        }
+        else {
+            // No execution callback - just emit event for manual handling
+            closePosition(position.id, position.currentPrice, trigger);
+        }
+    }
+    /**
+     * Close a position
+     */
+    function closePosition(positionId, closePrice, reason = 'manual') {
+        const position = positions.get(positionId);
+        if (!position)
+            return;
+        position.status = 'closed';
+        position.currentPrice = closePrice;
+        const { pnl } = calculatePnL(position);
+        const closeEvent = {
+            position,
+            closePrice,
+            realizedPnL: pnl,
+            reason: reason,
+        };
+        logger_1.logger.info({
+            positionId,
+            closePrice,
+            realizedPnL: pnl,
+            reason,
+        }, 'Position closed');
+        emitter.emit('position_closed', closeEvent);
+        // Remove from active tracking
+        positions.delete(positionId);
+    }
+    /**
+     * Get all positions
+     */
+    function getPositions() {
+        return Array.from(positions.values());
+    }
+    /**
+     * Get position by ID
+     */
+    function getPosition(id) {
+        return positions.get(id);
+    }
+    /**
+     * Get positions by platform
+     */
+    function getPositionsByPlatform(platform) {
+        return getPositions().filter((p) => p.platform === platform);
+    }
+    /**
+     * Get total unrealized P&L
+     */
+    function getTotalUnrealizedPnL() {
+        return getPositions().reduce((sum, p) => sum + p.unrealizedPnL, 0);
+    }
+    /**
+     * Get aggregate statistics
+     */
+    function getStats() {
+        const allPositions = getPositions();
+        const openPositions = allPositions.filter((p) => p.status === 'open');
+        const byPlatform = {};
+        for (const position of openPositions) {
+            if (!byPlatform[position.platform]) {
+                byPlatform[position.platform] = { count: 0, pnl: 0 };
+            }
+            byPlatform[position.platform].count++;
+            byPlatform[position.platform].pnl += position.unrealizedPnL;
+        }
+        return {
+            totalPositions: allPositions.length,
+            openPositions: openPositions.length,
+            totalUnrealizedPnL: getTotalUnrealizedPnL(),
+            positionsWithStopLoss: openPositions.filter((p) => p.stopLoss !== undefined).length,
+            positionsWithTakeProfit: openPositions.filter((p) => p.takeProfit !== undefined).length,
+            byPlatform,
+        };
+    }
+    /**
+     * Start monitoring
+     */
+    function start() {
+        checkInterval = setInterval(() => {
+            // Periodic check of all positions
+            for (const position of positions.values()) {
+                if (position.status === 'open') {
+                    const trigger = checkTriggers(position);
+                    if (trigger) {
+                        handleTrigger(position, trigger);
+                    }
+                }
+            }
+        }, cfg.checkIntervalMs);
+        logger_1.logger.info({ config: cfg }, 'Position manager started');
+        emitter.emit('started');
+    }
+    /**
+     * Stop monitoring
+     */
+    function stop() {
+        if (checkInterval) {
+            clearInterval(checkInterval);
+            checkInterval = null;
+        }
+        logger_1.logger.info('Position manager stopped');
+        emitter.emit('stopped');
+    }
+    // Attach methods
+    Object.assign(emitter, {
+        updatePosition,
+        setStopLoss,
+        setTakeProfit,
+        removeStopLoss,
+        removeTakeProfit,
+        updatePrice,
+        updatePrices,
+        getPositions,
+        getPosition,
+        getPositionsByPlatform,
+        closePosition,
+        getTotalUnrealizedPnL,
+        getStats,
+        start,
+        stop,
+    });
+    return emitter;
+}
+// =============================================================================
+// GLOBAL POSITION MANAGER
+// =============================================================================
+let globalPositionManager = null;
+function getGlobalPositionManager() {
+    if (!globalPositionManager) {
+        globalPositionManager = createPositionManager();
+    }
+    return globalPositionManager;
+}
+//# sourceMappingURL=position-manager.js.map

package/dist/execution/position-manager.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"position-manager.js","sourceRoot":"","sources":["../../src/execution/position-manager.ts"],"names":[],"mappings":";AAAA;;;;;;;;;GASG;;AAqKH,sDAobC;AAQD,4DAKC;AApmBD,iDAA6C;AAC7C,4CAAyC;AAmJzC,gFAAgF;AAChF,iBAAiB;AACjB,gFAAgF;AAEhF,MAAM,cAAc,GAA0B;IAC5C,kBAAkB,EAAE,EAAE;IACtB,oBAAoB,EAAE,EAAE;IACxB,eAAe,EAAE,IAAI;IACrB,YAAY,EAAE,KAAK;CACpB,CAAC;AAEF,gFAAgF;AAChF,iBAAiB;AACjB,gFAAgF;AAEhF,SAAgB,qBAAqB,CACnC,SAAyC,EAAE;IAE3C,MAAM,GAAG,GAAG,EAAE,GAAG,cAAc,EAAE,GAAG,MAAM,EAAE,CAAC;IAC7C,MAAM,OAAO,GAAG,IAAI,4BAAY,EAAqB,CAAC;IAEtD,MAAM,SAAS,GAAG,IAAI,GAAG,EAAoB,CAAC;IAC9C,IAAI,aAAa,GAA0C,IAAI,CAAC;IAEhE;;OAEG;IACH,SAAS,UAAU,CAAC,QAAkB,EAAE,QAAgB,EAAE,OAAe;QACvE,OAAO,GAAG,QAAQ,IAAI,QAAQ,IAAI,OAAO,EAAE,CAAC;IAC9C,CAAC;IAED;;OAEG;IACH,SAAS,YAAY,CAAC,QAAkB;QACtC,MAAM,SAAS,GAAG,QAAQ,CAAC,YAAY,GAAG,QAAQ,CAAC,UAAU,CAAC;QAC9D,MAAM,SAAS,GAAG,QAAQ,CAAC,IAAI,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QACpD,MAAM,GAAG,GAAG,SAAS,GAAG,QAAQ,CAAC,IAAI,GAAG,SAAS,CAAC;QAClD,MAAM,MAAM,GAAG,CAAC,CAAC,QAAQ,CAAC,YAAY,GAAG,QAAQ,CAAC,UAAU,CAAC,GAAG,QAAQ,CAAC,UAAU,CAAC,GAAG,GAAG,GAAG,SAAS,CAAC;QAEvG,OAAO,EAAE,GAAG,EAAE,MAAM,EAAE,CAAC;IACzB,CAAC;IAED;;OAEG;IACH,SAAS,aAAa,CAAC,QAAkB;QACvC,IAAI,QAAQ,CAAC,MAAM,KAAK,MAAM;YAAE,OAAO,IAAI,CAAC;QAE5C,MAAM,EAAE,YAAY,EAAE,UAAU,EAAE,IAAI,EAAE,QAAQ,EAAE,UAAU,EAAE,YAAY,EAAE,aAAa,EAAE,YAAY,EAAE,GAAG,QAAQ,CAAC;QAErH,qBAAqB;QACrB,IAAI,IAAI,KAAK,MAAM,EAAE,CAAC;YACpB,kBAAkB;YAClB,IAAI,QAAQ,KAAK,SAAS,IAAI,YAAY,IAAI,QAAQ,EAAE,CAAC;gBACvD,OAAO,WAAW,CAAC;YACrB,CAAC;YAED,oBAAoB;YACpB,IAAI,UAAU,KAAK,SAAS,IAAI,YAAY,IAAI,UAAU,EAAE,CAAC;gBAC3D,OAAO,aAAa,CAAC;YACvB,CAAC;YAED,sBAAsB;YACtB,IAAI,YAAY,KAAK,SAAS,IAAI,aAAa,KAAK,SAAS,EAAE,CAAC;gBAC9D,MAAM,iBAAiB,GAAG,aAAa,GAAG,CAAC,CAAC,GAAG,YAAY,GAAG,GAAG,CAAC,CAAC;gBACnE,IAAI,YAAY,IAAI,iBAAiB,EAAE,CAAC;oBACtC,OAAO,eAAe,CAAC;gBACzB,CAAC;YACH,CAAC;QACH,CAAC;QAED,sBAAsB;QACtB,IAAI,IAAI,KAAK,OAAO,EAAE,CAAC;YACrB,6CAA6C;YAC7C,IAAI,QAAQ,KAAK,SAAS,IAAI,YAAY,IAAI,QAAQ,EAAE,CAAC;gBACvD,OAAO,WAAW,CAAC;YACrB,CAAC;YAED,iDAAiD;YACjD,IAAI,UAAU,KAAK,SAAS,IAAI,YAAY,IAAI,UAAU,EAAE,CAAC;gBAC3D,OAAO,aAAa,CAAC;YACvB,CAAC;YAED,sBAAsB;YACtB,IAAI,YAAY,KAAK,SAAS,IAAI,YAAY,KAAK,SAAS,EAAE,CAAC;gBAC7D,MAAM,iBAAiB,GAAG,YAAY,GAAG,CAAC,CAAC,GAAG,YAAY,GAAG,GAAG,CAAC,CAAC;gBAClE,IAAI,YAAY,IAAI,iBAAiB,EAAE,CAAC;oBACtC,OAAO,eAAe,CAAC;gBACzB,CAAC;YACH,CAAC;QACH,CAAC;QAED,OAAO,IAAI,CAAC;IACd,CAAC;IAED;;OAEG;IACH,SAAS,cAAc,CACrB,KAA6E;QAE7E,MAAM,EAAE,GAAG,UAAU,CAAC,KAAK,CAAC,QAAQ,EAAE,KAAK,CAAC,QAAQ,EAAE,KAAK,CAAC,OAAO,CAAC,CAAC;QAErE,IAAI,QAAQ,GAAG,SAAS,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC;QAEjC,IAAI,QAAQ,EAAE,CAAC;YACb,2BAA2B;YAC3B,QAAQ,CAAC,YAAY,GAAG,KAAK,CAAC,YAAY,CAAC;YAC3C,QAAQ,CAAC,IAAI,GAAG,KAAK,CAAC,IAAI,CAAC;YAC3B,QAAQ,CAAC,UAAU,GAAG,KAAK,CAAC,UAAU,CAAC,CAAC,sCAAsC;YAE9E,MAAM,EAAE,GAAG,EAAE,MAAM,EAAE,GAAG,YAAY,CAAC,QAAQ,CAAC,CAAC;YAC/C,QAAQ,CAAC,aAAa,GAAG,GAAG,CAAC;YAC7B,QAAQ,CAAC,gBAAgB,GAAG,MAAM,CAAC;YAEnC,qBAAqB;YACrB,IAAI,QAAQ,CAAC,YAAY,KAAK,SAAS,EAAE,CAAC;gBACxC,QAAQ,CAAC,aAAa,GAAG,IAAI,CAAC,GAAG,CAAC,QAAQ,CAAC,aAAa,IAAI,CAAC,EAAE,KAAK,CAAC,YAAY,CAAC,CAAC;gBACnF,QAAQ,CAAC,YAAY,GAAG,IAAI,CAAC,GAAG,CAAC,QAAQ,CAAC,YAAY,IAAI,QAAQ,EAAE,KAAK,CAAC,YAAY,CAAC,CAAC;YAC1F,CAAC;QACH,CAAC;aAAM,CAAC;YACN,sBAAsB;YACtB,QAAQ,GAAG;gBACT,GAAG,KAAK;gBACR,EAAE;gBACF,aAAa,EAAE,CAAC;gBAChB,gBAAgB,EAAE,CAAC;gBACnB,MAAM,EAAE,MAAM;gBACd,aAAa,EAAE,KAAK,CAAC,YAAY;gBACjC,YAAY,EAAE,KAAK,CAAC,YAAY;aACjC,CAAC;YAEF,MAAM,EAAE,GAAG,EAAE,MAAM,EAAE,GAAG,YAAY,CAAC,QAAQ,CAAC,CAAC;YAC/C,QAAQ,CAAC,aAAa,GAAG,GAAG,CAAC;YAC7B,QAAQ,CAAC,gBAAgB,GAAG,MAAM,CAAC;YAEnC,4BAA4B;YAC5B,IAAI,GAAG,CAAC,YAAY,EAAE,CAAC;gBACrB,WAAW,CAAC,EAAE,EAAE,EAAE,gBAAgB,EAAE,GAAG,CAAC,kBAAkB,EAAE,CAAC,CAAC;gBAC9D,aAAa,CAAC,EAAE,EAAE,EAAE,gBAAgB,EAAE,GAAG,CAAC,oBAAoB,EAAE,CAAC,CAAC;YACpE,CAAC;QACH,CAAC;QAED,SAAS,CAAC,GAAG,CAAC,EAAE,EAAE,QAAQ,CAAC,CAAC;QAC5B,OAAO,CAAC,IAAI,CAAC,kBAAkB,EAAE,QAAQ,CAAC,CAAC;QAE3C,OAAO,QAAQ,CAAC;IAClB,CAAC;IAED;;OAEG;IACH,SAAS,WAAW,CAAC,UAAkB,EAAE,MAAsB;QAC7D,MAAM,QAAQ,GAAG,SAAS,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;QAC3C,IAAI,CAAC,QAAQ,EAAE,CAAC;YACd,eAAM,CAAC,IAAI,CAAC,EAAE,UAAU,EAAE,EAAE,kCAAkC,CAAC,CAAC;YAChE,OAAO;QACT,CAAC;QAED,IAAI,MAAM,CAAC,KAAK,KAAK,SAAS,EAAE,CAAC;YAC/B,QAAQ,CAAC,QAAQ,GAAG,MAAM,CAAC,KAAK,CAAC;QACnC,CAAC;aAAM,IAAI,MAAM,CAAC,gBAAgB,KAAK,SAAS,EAAE,CAAC;YACjD,MAAM,SAAS,GAAG,QAAQ,CAAC,IAAI,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;YACpD,QAAQ,CAAC,QAAQ,GAAG,QAAQ,CAAC,UAAU,GAAG,CAAC,CAAC,GAAG,CAAC,SAAS,GAAG,MAAM,CAAC,gBAAgB,CAAC,GAAG,GAAG,CAAC,CAAC;QAC9F,CAAC;QAED,IAAI,MAAM,CAAC,eAAe,KAAK,SAAS,EAAE,CAAC;YACzC,QAAQ,CAAC,YAAY,GAAG,MAAM,CAAC,eAAe,CAAC;YAC/C,QAAQ,CAAC,aAAa,GAAG,QAAQ,CAAC,YAAY,CAAC;YAC/C,QAAQ,CAAC,YAAY,GAAG,QAAQ,CAAC,YAAY,CAAC;QAChD,CAAC;QAED,eAAM,CAAC,IAAI,CACT,EAAE,UAAU,EAAE,QAAQ,EAAE,QAAQ,CAAC,QAAQ,EAAE,YAAY,EAAE,QAAQ,CAAC,YAAY,EAAE,EAChF,eAAe,CAChB,CAAC;QAEF,OAAO,CAAC,IAAI,CAAC,eAAe,EAAE,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CAAC;IACtD,CAAC;IAED;;OAEG;IACH,SAAS,aAAa,CAAC,UAAkB,EAAE,MAAwB;QACjE,MAAM,QAAQ,GAAG,SAAS,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;QAC3C,IAAI,CAAC,QAAQ,EAAE,CAAC;YACd,eAAM,CAAC,IAAI,CAAC,EAAE,UAAU,EAAE,EAAE,oCAAoC,CAAC,CAAC;YAClE,OAAO;QACT,CAAC;QAED,IAAI,MAAM,CAAC,KAAK,KAAK,SAAS,EAAE,CAAC;YAC/B,QAAQ,CAAC,UAAU,GAAG,MAAM,CAAC,KAAK,CAAC;QACrC,CAAC;aAAM,IAAI,MAAM,CAAC,gBAAgB,KAAK,SAAS,EAAE,CAAC;YACjD,MAAM,SAAS,GAAG,QAAQ,CAAC,IAAI,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;YACpD,QAAQ,CAAC,UAAU,GAAG,QAAQ,CAAC,UAAU,GAAG,CAAC,CAAC,GAAG,CAAC,SAAS,GAAG,MAAM,CAAC,gBAAgB,CAAC,GAAG,GAAG,CAAC,CAAC;QAChG,CAAC;QAED,eAAM,CAAC,IAAI,CAAC,EAAE,UAAU,EAAE,UAAU,EAAE,QAAQ,CAAC,UAAU,EAAE,EAAE,iBAAiB,CAAC,CAAC;QAEhF,OAAO,CAAC,IAAI,CAAC,iBAAiB,EAAE,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CAAC;IACxD,CAAC;IAED;;OAEG;IACH,SAAS,cAAc,CAAC,UAAkB;QACxC,MAAM,QAAQ,GAAG,SAAS,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;QAC3C,IAAI,QAAQ,EAAE,CAAC;YACb,QAAQ,CAAC,QAAQ,GAAG,SAAS,CAAC;YAC9B,QAAQ,CAAC,YAAY,GAAG,SAAS,CAAC;YAClC,OAAO,CAAC,IAAI,CAAC,mBAAmB,EAAE,EAAE,QAAQ,EAAE,CAAC,CAAC;QAClD,CAAC;IACH,CAAC;IAED;;OAEG;IACH,SAAS,gBAAgB,CAAC,UAAkB;QAC1C,MAAM,QAAQ,GAAG,SAAS,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;QAC3C,IAAI,QAAQ,EAAE,CAAC;YACb,QAAQ,CAAC,UAAU,GAAG,SAAS,CAAC;YAChC,OAAO,CAAC,IAAI,CAAC,qBAAqB,EAAE,EAAE,QAAQ,EAAE,CAAC,CAAC;QACpD,CAAC;IACH,CAAC;IAED;;OAEG;IACH,SAAS,WAAW,CAAC,UAAkB,EAAE,KAAa;QACpD,MAAM,QAAQ,GAAG,SAAS,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;QAC3C,IAAI,CAAC,QAAQ,IAAI,QAAQ,CAAC,MAAM,KAAK,MAAM;YAAE,OAAO;QAEpD,QAAQ,CAAC,YAAY,GAAG,KAAK,CAAC;QAE9B,MAAM,EAAE,GAAG,EAAE,MAAM,EAAE,GAAG,YAAY,CAAC,QAAQ,CAAC,CAAC;QAC/C,QAAQ,CAAC,aAAa,GAAG,GAAG,CAAC;QAC7B,QAAQ,CAAC,gBAAgB,GAAG,MAAM,CAAC;QAEnC,uCAAuC;QACvC,IAAI,QAAQ,CAAC,YAAY,KAAK,SAAS,EAAE,CAAC;YACxC,QAAQ,CAAC,aAAa,GAAG,IAAI,CAAC,GAAG,CAAC,QAAQ,CAAC,aAAa,IAAI,CAAC,EAAE,KAAK,CAAC,CAAC;YACtE,QAAQ,CAAC,YAAY,GAAG,IAAI,CAAC,GAAG,CAAC,QAAQ,CAAC,YAAY,IAAI,QAAQ,EAAE,KAAK,CAAC,CAAC;QAC7E,CAAC;QAED,iBAAiB;QACjB,MAAM,OAAO,GAAG,aAAa,CAAC,QAAQ,CAAC,CAAC;QACxC,IAAI,OAAO,EAAE,CAAC;YACZ,aAAa,CAAC,QAAQ,EAAE,OAAO,CAAC,CAAC;QACnC,CAAC;QAED,OAAO,CAAC,IAAI,CAAC,eAAe,EAAE,EAAE,UAAU,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE,CAAC,CAAC;IACpE,CAAC;IAED;;OAEG;IACH,SAAS,YAAY,CAAC,OAAqD;QACzE,KAAK,MAAM,MAAM,IAAI,OAAO,EAAE,CAAC;YAC7B,WAAW,CAAC,MAAM,CAAC,UAAU,EAAE,MAAM,CAAC,KAAK,CAAC,CAAC;QAC/C,CAAC;IACH,CAAC;IAED;;OAEG;IACH,KAAK,UAAU,aAAa,CAC1B,QAAkB,EAClB,OAAsD;QAEtD,IAAI,QAAQ,CAAC,MAAM,KAAK,MAAM;YAAE,OAAO;QAEvC,QAAQ,CAAC,MAAM,GAAG,SAAS,CAAC;QAE5B,eAAM,CAAC,IAAI,CACT;YACE,UAAU,EAAE,QAAQ,CAAC,EAAE;YACvB,OAAO;YACP,KAAK,EAAE,QAAQ,CAAC,YAAY;YAC5B,GAAG,EAAE,QAAQ,CAAC,aAAa;SAC5B,EACD,4BAA4B,CAC7B,CAAC;QAEF,qBAAqB;QACrB,OAAO,CAAC,IAAI,CAAC,mBAAmB,EAAE,EAAE,QAAQ,EAAE,OAAO,EAAE,CAAC,CAAC;QAEzD,qCAAqC;QACrC,IAAI,GAAG,CAAC,YAAY,EAAE,CAAC;YACrB,IAAI,CAAC;gBACH,MAAM,OAAO,GAAG,MAAM,GAAG,CAAC,YAAY,CAAC,QAAQ,EAAE,OAAO,CAAC,CAAC;gBAC1D,IAAI,OAAO,EAAE,CAAC;oBACZ,aAAa,CAAC,QAAQ,CAAC,EAAE,EAAE,QAAQ,CAAC,YAAY,EAAE,OAAO,CAAC,CAAC;gBAC7D,CAAC;qBAAM,CAAC;oBACN,iCAAiC;oBACjC,QAAQ,CAAC,MAAM,GAAG,MAAM,CAAC;oBACzB,eAAM,CAAC,KAAK,CAAC,EAAE,UAAU,EAAE,QAAQ,CAAC,EAAE,EAAE,EAAE,+BAA+B,CAAC,CAAC;gBAC7E,CAAC;YACH,CAAC;YAAC,OAAO,KAAK,EAAE,CAAC;gBACf,QAAQ,CAAC,MAAM,GAAG,MAAM,CAAC;gBACzB,eAAM,CAAC,KAAK,CAAC,EAAE,KAAK,EAAE,UAAU,EAAE,QAAQ,CAAC,EAAE,EAAE,EAAE,6BAA6B,CAAC,CAAC;YAClF,CAAC;QACH,CAAC;aAAM,CAAC;YACN,8DAA8D;YAC9D,aAAa,CAAC,QAAQ,CAAC,EAAE,EAAE,QAAQ,CAAC,YAAY,EAAE,OAAO,CAAC,CAAC;QAC7D,CAAC;IACH,CAAC;IAED;;OAEG;IACH,SAAS,aAAa,CAAC,UAAkB,EAAE,UAAkB,EAAE,MAAM,GAAG,QAAQ;QAC9E,MAAM,QAAQ,GAAG,SAAS,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;QAC3C,IAAI,CAAC,QAAQ;YAAE,OAAO;QAEtB,QAAQ,CAAC,MAAM,GAAG,QAAQ,CAAC;QAC3B,QAAQ,CAAC,YAAY,GAAG,UAAU,CAAC;QAEnC,MAAM,EAAE,GAAG,EAAE,GAAG,YAAY,CAAC,QAAQ,CAAC,CAAC;QAEvC,MAAM,UAAU,GAAkB;YAChC,QAAQ;YACR,UAAU;YACV,WAAW,EAAE,GAAG;YAChB,MAAM,EAAE,MAAiC;SAC1C,CAAC;QAEF,eAAM,CAAC,IAAI,CACT;YACE,UAAU;YACV,UAAU;YACV,WAAW,EAAE,GAAG;YAChB,MAAM;SACP,EACD,iBAAiB,CAClB,CAAC;QAEF,OAAO,CAAC,IAAI,CAAC,iBAAiB,EAAE,UAAU,CAAC,CAAC;QAE5C,8BAA8B;QAC9B,SAAS,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IAC/B,CAAC;IAED;;OAEG;IACH,SAAS,YAAY;QACnB,OAAO,KAAK,CAAC,IAAI,CAAC,SAAS,CAAC,MAAM,EAAE,CAAC,CAAC;IACxC,CAAC;IAED;;OAEG;IACH,SAAS,WAAW,CAAC,EAAU;QAC7B,OAAO,SAAS,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC;IAC3B,CAAC;IAED;;OAEG;IACH,SAAS,sBAAsB,CAAC,QAAkB;QAChD,OAAO,YAAY,EAAE,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,QAAQ,KAAK,QAAQ,CAAC,CAAC;IAC/D,CAAC;IAED;;OAEG;IACH,SAAS,qBAAqB;QAC5B,OAAO,YAAY,EAAE,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,CAAC,EAAE,EAAE,CAAC,GAAG,GAAG,CAAC,CAAC,aAAa,EAAE,CAAC,CAAC,CAAC;IACrE,CAAC;IAED;;OAEG;IACH,SAAS,QAAQ;QACf,MAAM,YAAY,GAAG,YAAY,EAAE,CAAC;QACpC,MAAM,aAAa,GAAG,YAAY,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,MAAM,KAAK,MAAM,CAAC,CAAC;QAEtE,MAAM,UAAU,GAAqD,EAAS,CAAC;QAE/E,KAAK,MAAM,QAAQ,IAAI,aAAa,EAAE,CAAC;YACrC,IAAI,CAAC,UAAU,CAAC,QAAQ,CAAC,QAAQ,CAAC,EAAE,CAAC;gBACnC,UAAU,CAAC,QAAQ,CAAC,QAAQ,CAAC,GAAG,EAAE,KAAK,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,CAAC;YACvD,CAAC;YACD,UAAU,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAAC,KAAK,EAAE,CAAC;YACtC,UAAU,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAAC,GAAG,IAAI,QAAQ,CAAC,aAAa,CAAC;QAC9D,CAAC;QAED,OAAO;YACL,cAAc,EAAE,YAAY,CAAC,MAAM;YACnC,aAAa,EAAE,aAAa,CAAC,MAAM;YACnC,kBAAkB,EAAE,qBAAqB,EAAE;YAC3C,qBAAqB,EAAE,aAAa,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,QAAQ,KAAK,SAAS,CAAC,CAAC,MAAM;YACnF,uBAAuB,EAAE,aAAa,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,UAAU,KAAK,SAAS,CAAC,CAAC,MAAM;YACvF,UAAU;SACX,CAAC;IACJ,CAAC;IAED;;OAEG;IACH,SAAS,KAAK;QACZ,aAAa,GAAG,WAAW,CAAC,GAAG,EAAE;YAC/B,kCAAkC;YAClC,KAAK,MAAM,QAAQ,IAAI,SAAS,CAAC,MAAM,EAAE,EAAE,CAAC;gBAC1C,IAAI,QAAQ,CAAC,MAAM,KAAK,MAAM,EAAE,CAAC;oBAC/B,MAAM,OAAO,GAAG,aAAa,CAAC,QAAQ,CAAC,CAAC;oBACxC,IAAI,OAAO,EAAE,CAAC;wBACZ,aAAa,CAAC,QAAQ,EAAE,OAAO,CAAC,CAAC;oBACnC,CAAC;gBACH,CAAC;YACH,CAAC;QACH,CAAC,EAAE,GAAG,CAAC,eAAe,CAAC,CAAC;QAExB,eAAM,CAAC,IAAI,CAAC,EAAE,MAAM,EAAE,GAAG,EAAE,EAAE,0BAA0B,CAAC,CAAC;QACzD,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,eAAM,CAAC,IAAI,CAAC,0BAA0B,CAAC,CAAC;QACxC,OAAO,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IAC1B,CAAC;IAED,iBAAiB;IACjB,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE;QACrB,cAAc;QACd,WAAW;QACX,aAAa;QACb,cAAc;QACd,gBAAgB;QAChB,WAAW;QACX,YAAY;QACZ,YAAY;QACZ,WAAW;QACX,sBAAsB;QACtB,aAAa;QACb,qBAAqB;QACrB,QAAQ;QACR,KAAK;QACL,IAAI;KACL,CAAC,CAAC;IAEH,OAAO,OAAO,CAAC;AACjB,CAAC;AAED,gFAAgF;AAChF,0BAA0B;AAC1B,gFAAgF;AAEhF,IAAI,qBAAqB,GAA2B,IAAI,CAAC;AAEzD,SAAgB,wBAAwB;IACtC,IAAI,CAAC,qBAAqB,EAAE,CAAC;QAC3B,qBAAqB,GAAG,qBAAqB,EAAE,CAAC;IAClD,CAAC;IACD,OAAO,qBAAqB,CAAC;AAC/B,CAAC"}

package/dist/execution/smart-router.d.ts

@@ -0,0 +1,90 @@
+/**
+ * Smart Order Router
+ *
+ * Routes orders to the best platform based on:
+ * - Price (best bid/ask)
+ * - Liquidity (available size at price)
+ * - Fees (maker/taker)
+ * - Speed (execution latency)
+ *
+ * Supports:
+ * - Polymarket
+ * - Kalshi
+ * - EVM DEXes (Uniswap, 1inch)
+ * - Solana DEXes (Jupiter, Raydium)
+ */
+import { EventEmitter } from 'eventemitter3';
+import type { Platform } from '../types';
+import type { FeedManager } from '../feeds/index';
+export type RoutingMode = 'best_price' | 'best_liquidity' | 'lowest_fee' | 'balanced';
+export interface SmartRouterConfig {
+    /** Routing optimization mode (default: 'balanced') */
+    mode?: RoutingMode;
+    /** Enabled platforms for routing */
+    enabledPlatforms?: Platform[];
+    /** Maximum acceptable slippage % (default: 1) */
+    maxSlippage?: number;
+    /** Prefer maker orders when possible (default: true) */
+    preferMaker?: boolean;
+    /** Split orders across platforms if beneficial (default: false) */
+    allowSplitting?: boolean;
+    /** Maximum number of platforms to split across (default: 3) */
+    maxSplitPlatforms?: number;
+    /** Minimum improvement % to justify split (default: 0.5) */
+    minSplitImprovement?: number;
+    /** Use feature-based scoring for route selection (default: true) */
+    useFeatureScoring?: boolean;
+    /** Weight for liquidity score in balanced mode (default: 0.2) */
+    liquidityWeight?: number;
+}
+export interface RouteQuote {
+    platform: Platform;
+    price: number;
+    availableSize: number;
+    estimatedFees: number;
+    netPrice: number;
+    slippage: number;
+    executionTimeMs?: number;
+    isMaker: boolean;
+}
+export interface RoutingResult {
+    bestRoute: RouteQuote;
+    allRoutes: RouteQuote[];
+    splitRoutes?: RouteQuote[];
+    totalSavings: number;
+    recommendation: string;
+}
+export interface OrderRouteParams {
+    /** Market identifier (matched across platforms) */
+    marketId: string;
+    /** Alternative identifiers for cross-platform matching */
+    alternativeIds?: Record<Platform, string>;
+    /** Order side */
+    side: 'buy' | 'sell';
+    /** Order size in $ */
+    size: number;
+    /** Limit price (optional for market orders) */
+    limitPrice?: number;
+}
+export interface SmartRouterEvents {
+    routeFound: (result: RoutingResult) => void;
+    routingFailed: (error: Error, params: OrderRouteParams) => void;
+    priceUpdate: (platform: Platform, price: number) => void;
+}
+export interface SmartRouter extends EventEmitter<keyof SmartRouterEvents> {
+    findBestRoute(params: OrderRouteParams): Promise<RoutingResult>;
+    getQuotes(params: OrderRouteParams): Promise<RouteQuote[]>;
+    compareRoutes(params: OrderRouteParams): Promise<RoutingResult>;
+    updateConfig(config: Partial<SmartRouterConfig>): void;
+}
+declare const PLATFORM_FEES: Partial<Record<Platform, {
+    takerBps: number;
+    makerBps: number;
+}>>;
+declare const EXECUTION_TIMES: Partial<Record<Platform, number>>;
+export declare function createSmartRouter(feeds: FeedManager, config?: SmartRouterConfig): SmartRouter;
+/**
+ * Quick comparison of prices across platforms
+ */
+export declare function quickPriceCompare(feeds: FeedManager, marketId: string, platforms?: Platform[]): Promise<Record<Platform, number | null>>;
+export { PLATFORM_FEES, EXECUTION_TIMES };