clodds 1.1.0

package/dist/signal-router/router.js

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+"use strict";
+/**
+ * Signal Router — Core Implementation
+ *
+ * Subscribes to TradingSignals on the signal bus, validates against
+ * risk checks, sizes positions, and routes to the execution service.
+ *
+ * Processes signals serially to prevent concurrent order fan-out.
+ * Dry-run by default — opt-in to live execution.
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createSignalRouter = createSignalRouter;
+const eventemitter3_1 = require("eventemitter3");
+const index_js_1 = require("../services/feature-engineering/index.js");
+const trainer_js_1 = require("../ml-pipeline/trainer.js");
+const logger_js_1 = require("../utils/logger.js");
+// ── Defaults ─────────────────────────────────────────────────────────────────
+const DEFAULTS = {
+    enabled: false,
+    dryRun: true,
+    signalTypes: [], // empty = accept all types
+    minStrength: 0.5,
+    excludedMarkets: [],
+    enabledPlatforms: ['polymarket', 'kalshi'],
+    defaultSizeUsd: 10,
+    maxSizeUsd: 100,
+    strengthScaling: true,
+    maxDailyLoss: 200,
+    maxConcurrentPositions: 5,
+    cooldownMs: 120_000,
+    orderMode: 'maker',
+    maxSlippage: 0.02,
+    useSmartRouter: true,
+    useFeatureFilters: true,
+};
+const MAX_RECENT = 200;
+const MAX_QUEUE = 50;
+// ── Factory ──────────────────────────────────────────────────────────────────
+function createSignalRouter(execution, config, smartRouter, mlModel) {
+    const emitter = new eventemitter3_1.EventEmitter();
+    let cfg = { ...DEFAULTS, ...config };
+    let running = false;
+    let stopped = false;
+    let signalHandler = null;
+    // Serial queue
+    const signalQueue = [];
+    let draining = false;
+    // State
+    const recentExecutions = [];
+    const marketCooldowns = new Map();
+    const openPositions = new Set();
+    let dailyResetTimer = null;
+    const stats = {
+        signalsReceived: 0,
+        signalsExecuted: 0,
+        signalsRejected: 0,
+        signalsFailed: 0,
+        dryRunCount: 0,
+        currentDailyPnL: 0,
+        currentOpenPositions: 0,
+        skipReasons: {},
+    };
+    // ── Helpers ──────────────────────────────────────────────────────────────
+    function marketKey(signal) {
+        return `${signal.platform}:${signal.marketId}`;
+    }
+    function recordSkip(reason) {
+        stats.signalsRejected++;
+        stats.skipReasons[reason] = (stats.skipReasons[reason] || 0) + 1;
+    }
+    function recordExecution(exec) {
+        recentExecutions.push(exec);
+        if (recentExecutions.length > MAX_RECENT) {
+            recentExecutions.splice(0, recentExecutions.length - MAX_RECENT);
+        }
+        emitter.emit(exec.status, exec);
+    }
+    function isOnCooldown(key) {
+        const until = marketCooldowns.get(key);
+        return until !== undefined && Date.now() < until;
+    }
+    function setCooldown(key) {
+        marketCooldowns.set(key, Date.now() + cfg.cooldownMs);
+    }
+    // ── Validation ───────────────────────────────────────────────────────────
+    function shouldRoute(signal) {
+        stats.signalsReceived++;
+        // Signal type filter
+        if (cfg.signalTypes.length > 0 && !cfg.signalTypes.includes(signal.type)) {
+            return { route: false, reason: `type_filtered (${signal.type})` };
+        }
+        // Direction filter — skip neutral
+        if (signal.direction === 'neutral') {
+            return { route: false, reason: 'neutral_direction' };
+        }
+        // Strength filter
+        if (signal.strength < cfg.minStrength) {
+            return { route: false, reason: `low_strength (${signal.strength.toFixed(2)} < ${cfg.minStrength})` };
+        }
+        // Platform filter
+        if (!cfg.enabledPlatforms.includes(signal.platform)) {
+            return { route: false, reason: `platform_disabled (${signal.platform})` };
+        }
+        // Market exclusion
+        if (cfg.excludedMarkets.includes(signal.marketId)) {
+            return { route: false, reason: 'market_excluded' };
+        }
+        // Per-market cooldown
+        const key = marketKey(signal);
+        if (isOnCooldown(key)) {
+            return { route: false, reason: 'cooldown' };
+        }
+        // Daily loss limit
+        if (stats.currentDailyPnL <= -cfg.maxDailyLoss) {
+            return { route: false, reason: `daily_loss_limit ($${stats.currentDailyPnL.toFixed(2)})` };
+        }
+        // Concurrent positions
+        if (openPositions.size >= cfg.maxConcurrentPositions) {
+            return { route: false, reason: `max_concurrent (${openPositions.size}/${cfg.maxConcurrentPositions})` };
+        }
+        return { route: true };
+    }
+    // ── Execution ────────────────────────────────────────────────────────────
+    async function processSignal(signal) {
+        if (stopped)
+            return;
+        const decision = shouldRoute(signal);
+        if (!decision.route) {
+            recordSkip(decision.reason);
+            logger_js_1.logger.debug({ type: signal.type, market: signal.marketId, reason: decision.reason }, '[signal-router] Rejected');
+            recordExecution({
+                id: `sr-${Date.now()}-${stats.signalsReceived}`,
+                signal,
+                status: 'rejected',
+                reason: decision.reason,
+                timestamp: Date.now(),
+            });
+            return;
+        }
+        // Price discovery via feature engine
+        const features = (0, index_js_1.getMarketFeatures)(signal.platform, signal.marketId, signal.outcomeId);
+        let price = null;
+        if (features?.orderbook) {
+            // Use best bid for sells, best ask for buys
+            price = signal.direction === 'buy'
+                ? features.orderbook.bestAsk
+                : features.orderbook.bestBid;
+            // Feature-based filters
+            if (cfg.useFeatureFilters) {
+                const { liquidityScore } = features.signals;
+                const spreadPct = features.orderbook.spreadPct;
+                if (liquidityScore < 0.2) {
+                    recordSkip('low_liquidity');
+                    recordExecution({
+                        id: `sr-${Date.now()}-${stats.signalsReceived}`,
+                        signal,
+                        status: 'rejected',
+                        reason: `low_liquidity (${liquidityScore.toFixed(2)})`,
+                        timestamp: Date.now(),
+                    });
+                    return;
+                }
+                if (spreadPct > 3.0) {
+                    recordSkip('wide_spread');
+                    recordExecution({
+                        id: `sr-${Date.now()}-${stats.signalsReceived}`,
+                        signal,
+                        status: 'rejected',
+                        reason: `wide_spread (${spreadPct.toFixed(2)}%)`,
+                        timestamp: Date.now(),
+                    });
+                    return;
+                }
+            }
+        }
+        else if (features?.tick) {
+            price = features.tick.price;
+        }
+        // No price data → reject (don't trade blind)
+        if (price === null || price <= 0 || price >= 1) {
+            recordSkip('no_price_data');
+            recordExecution({
+                id: `sr-${Date.now()}-${stats.signalsReceived}`,
+                signal,
+                status: 'rejected',
+                reason: 'no_price_data',
+                timestamp: Date.now(),
+            });
+            return;
+        }
+        // ML confidence modulation (before sizing)
+        if (mlModel) {
+            try {
+                const mlFeatures = (0, trainer_js_1.combinedToMarketFeatures)(features);
+                const mlSignal = await mlModel.predict(mlFeatures);
+                // ML disagrees strongly → reject
+                const mlAgrees = (signal.direction === 'buy' && mlSignal.direction === 1) ||
+                    (signal.direction === 'sell' && mlSignal.direction === -1);
+                if (!mlAgrees && mlSignal.confidence > 0.3) {
+                    recordSkip('ml_disagrees');
+                    recordExecution({
+                        id: `sr-${Date.now()}-${stats.signalsReceived}`,
+                        signal,
+                        status: 'rejected',
+                        reason: `ml_disagrees (conf=${mlSignal.confidence.toFixed(2)}, dir=${mlSignal.direction})`,
+                        timestamp: Date.now(),
+                    });
+                    return;
+                }
+                // Modulate strength: at confidence=0 → 50% size, at confidence=1 → 100% size
+                signal.strength *= (0.5 + 0.5 * mlSignal.confidence);
+                logger_js_1.logger.debug({ mlDir: mlSignal.direction, mlConf: mlSignal.confidence, adjStrength: signal.strength.toFixed(3) }, '[signal-router] ML confidence applied');
+            }
+            catch (error) {
+                // ML failure is non-fatal — proceed without modulation
+                logger_js_1.logger.debug({ error }, '[signal-router] ML prediction failed, proceeding without');
+            }
+        }
+        // Position sizing
+        let size = cfg.defaultSizeUsd;
+        if (cfg.strengthScaling) {
+            size = cfg.defaultSizeUsd * signal.strength;
+        }
+        size = Math.min(size, cfg.maxSizeUsd);
+        size = Math.max(1, Math.round(size)); // Min $1, round to whole
+        const key = marketKey(signal);
+        // Dry run — log but don't execute
+        if (cfg.dryRun) {
+            stats.dryRunCount++;
+            setCooldown(key);
+            const exec = {
+                id: `sr-${Date.now()}-${stats.signalsReceived}`,
+                signal,
+                status: 'dry_run',
+                orderSize: size,
+                orderPrice: price,
+                timestamp: Date.now(),
+            };
+            recordExecution(exec);
+            logger_js_1.logger.info({ type: signal.type, market: signal.marketId, direction: signal.direction, size, price: price.toFixed(3), strength: signal.strength.toFixed(2) }, '[signal-router] DRY RUN — would execute');
+            return;
+        }
+        // Live execution
+        if (!execution) {
+            recordSkip('no_execution_service');
+            recordExecution({
+                id: `sr-${Date.now()}-${stats.signalsReceived}`,
+                signal,
+                status: 'rejected',
+                reason: 'no_execution_service',
+                timestamp: Date.now(),
+            });
+            return;
+        }
+        try {
+            const orderRequest = {
+                platform: signal.platform,
+                marketId: signal.marketId,
+                tokenId: signal.outcomeId || undefined,
+                outcome: signal.outcomeId || undefined,
+                price,
+                size,
+                maxSlippage: cfg.maxSlippage,
+            };
+            let result;
+            if (cfg.orderMode === 'maker') {
+                result = signal.direction === 'buy'
+                    ? await execution.makerBuy(orderRequest)
+                    : await execution.makerSell(orderRequest);
+            }
+            else if (cfg.orderMode === 'market') {
+                result = signal.direction === 'buy'
+                    ? await execution.marketBuy(orderRequest)
+                    : await execution.marketSell(orderRequest);
+            }
+            else {
+                result = signal.direction === 'buy'
+                    ? await execution.buyLimit(orderRequest)
+                    : await execution.sellLimit(orderRequest);
+            }
+            if (stopped)
+                return; // Check after async
+            stats.signalsExecuted++;
+            openPositions.add(key);
+            stats.currentOpenPositions = openPositions.size;
+            setCooldown(key);
+            const exec = {
+                id: `sr-${Date.now()}-${stats.signalsReceived}`,
+                signal,
+                status: 'executed',
+                orderSize: size,
+                orderPrice: price,
+                orderId: result.orderId,
+                timestamp: Date.now(),
+            };
+            recordExecution(exec);
+            logger_js_1.logger.info({ type: signal.type, market: signal.marketId, direction: signal.direction, size, price: price.toFixed(3), orderId: result.orderId }, '[signal-router] Order placed');
+        }
+        catch (error) {
+            stats.signalsFailed++;
+            const exec = {
+                id: `sr-${Date.now()}-${stats.signalsReceived}`,
+                signal,
+                status: 'failed',
+                reason: error.message,
+                orderSize: size,
+                orderPrice: price,
+                timestamp: Date.now(),
+            };
+            recordExecution(exec);
+            logger_js_1.logger.warn({ error, market: signal.marketId, direction: signal.direction }, '[signal-router] Execution failed');
+        }
+    }
+    // ── Serial drain queue ───────────────────────────────────────────────────
+    async function drainQueue() {
+        if (draining)
+            return;
+        draining = true;
+        while (signalQueue.length > 0 && !stopped) {
+            const signal = signalQueue.shift();
+            await processSignal(signal);
+        }
+        draining = false;
+    }
+    function enqueueSignal(signal) {
+        if (stopped)
+            return;
+        if (signalQueue.length >= MAX_QUEUE)
+            return; // back-pressure
+        signalQueue.push(signal);
+        drainQueue().catch((error) => {
+            logger_js_1.logger.warn({ error }, '[signal-router] Queue drain failed');
+        });
+    }
+    // ── Daily reset ──────────────────────────────────────────────────────────
+    function checkDailyReset() {
+        const now = new Date();
+        if (now.getHours() === 0 && now.getMinutes() === 0) {
+            resetDailyStats();
+        }
+    }
+    function resetDailyStats() {
+        stats.currentDailyPnL = 0;
+        openPositions.clear();
+        stats.currentOpenPositions = 0;
+        marketCooldowns.clear();
+        logger_js_1.logger.info('[signal-router] Daily stats reset');
+    }
+    // ── Lifecycle ────────────────────────────────────────────────────────────
+    function start(signalBus) {
+        if (running)
+            return;
+        stopped = false;
+        running = true;
+        // Subscribe to signal bus
+        signalHandler = (signal) => enqueueSignal(signal);
+        signalBus.onSignal(signalHandler);
+        // Daily reset check every minute
+        dailyResetTimer = setInterval(checkDailyReset, 60_000);
+        logger_js_1.logger.info({ dryRun: cfg.dryRun, minStrength: cfg.minStrength, orderMode: cfg.orderMode, maxSize: cfg.maxSizeUsd }, '[signal-router] Started');
+    }
+    function stop() {
+        stopped = true;
+        running = false;
+        signalHandler = null;
+        signalQueue.length = 0;
+        if (dailyResetTimer) {
+            clearInterval(dailyResetTimer);
+            dailyResetTimer = null;
+        }
+        logger_js_1.logger.info({ executed: stats.signalsExecuted, rejected: stats.signalsRejected, dryRuns: stats.dryRunCount }, '[signal-router] Stopped');
+    }
+    // ── Public API ───────────────────────────────────────────────────────────
+    Object.assign(emitter, {
+        start,
+        stop,
+        isRunning: () => running,
+        getStats: () => ({ ...stats }),
+        getRecentExecutions: (limit = 20) => {
+            const start = Math.max(0, recentExecutions.length - limit);
+            return recentExecutions.slice(start).reverse();
+        },
+        resetDailyStats,
+        updateConfig: (newConfig) => {
+            cfg = { ...cfg, ...newConfig };
+            logger_js_1.logger.info({ config: { dryRun: cfg.dryRun, minStrength: cfg.minStrength, maxSize: cfg.maxSizeUsd } }, '[signal-router] Config updated');
+        },
+    });
+    return emitter;
+}
+//# sourceMappingURL=router.js.map

package/dist/signal-router/router.js.map

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package/dist/signal-router/types.d.ts

@@ -0,0 +1,64 @@
+/**
+ * Signal Router — Type Definitions
+ *
+ * Routes TradingSignals from the signal bus through risk validation
+ * and position sizing into the execution service.
+ */
+import type { Platform } from '../types.js';
+import type { TradingSignal } from '../gateway/signal-bus.js';
+export interface SignalRouterConfig {
+    /** Master switch (default: false — opt-in) */
+    enabled?: boolean;
+    /** Log signals but don't execute (default: true — safe) */
+    dryRun?: boolean;
+    /** Which signal types to route (default: all) */
+    signalTypes?: TradingSignal['type'][];
+    /** Minimum signal strength to act on, 0-1 (default: 0.5) */
+    minStrength?: number;
+    /** Market IDs to skip */
+    excludedMarkets?: string[];
+    /** Only execute on these platforms (default: ['polymarket', 'kalshi']) */
+    enabledPlatforms?: Platform[];
+    /** Base position size in USD (default: 10) */
+    defaultSizeUsd?: number;
+    /** Maximum position size in USD (default: 100) */
+    maxSizeUsd?: number;
+    /** Scale size by signal strength (default: true) */
+    strengthScaling?: boolean;
+    /** Maximum daily loss before halting in USD (default: 200) */
+    maxDailyLoss?: number;
+    /** Maximum concurrent open positions (default: 5) */
+    maxConcurrentPositions?: number;
+    /** Per-market cooldown in ms between trades (default: 120_000 = 2 min) */
+    cooldownMs?: number;
+    /** Order type: maker (post-only), limit, or market (default: 'maker') */
+    orderMode?: 'maker' | 'limit' | 'market';
+    /** Maximum slippage as decimal (default: 0.02 = 2%) */
+    maxSlippage?: number;
+    /** Use smart router for platform selection (default: true) */
+    useSmartRouter?: boolean;
+    /** Filter on feature engine market conditions (default: true) */
+    useFeatureFilters?: boolean;
+}
+export interface SignalExecution {
+    id: string;
+    signal: TradingSignal;
+    status: 'executed' | 'rejected' | 'dry_run' | 'failed';
+    /** Rejection or failure reason */
+    reason?: string;
+    orderSize?: number;
+    orderPrice?: number;
+    orderId?: string;
+    fillPrice?: number;
+    timestamp: number;
+}
+export interface SignalRouterStats {
+    signalsReceived: number;
+    signalsExecuted: number;
+    signalsRejected: number;
+    signalsFailed: number;
+    dryRunCount: number;
+    currentDailyPnL: number;
+    currentOpenPositions: number;
+    skipReasons: Record<string, number>;
+}

package/dist/signal-router/types.js

@@ -0,0 +1,9 @@
+"use strict";
+/**
+ * Signal Router — Type Definitions
+ *
+ * Routes TradingSignals from the signal bus through risk validation
+ * and position sizing into the execution service.
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=types.js.map

package/dist/signal-router/types.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../../src/signal-router/types.ts"],"names":[],"mappings":";AAAA;;;;;GAKG"}

package/dist/skills/bundled/acp/index.d.ts

@@ -0,0 +1,25 @@
+/**
+ * ACP Skill - Agent Commerce Protocol
+ *
+ * Commands for agent-to-agent commerce:
+ * - Agent registration and service listing
+ * - Service discovery and search
+ * - Agreement creation and signing
+ * - Escrow management
+ * - Ratings and reputation
+ */
+export declare const name = "acp";
+export declare const description = "Agent Commerce Protocol - agent-to-agent transactions";
+export declare const version = "1.0.0";
+export declare const commands: string[];
+export declare function execute(args: string): Promise<string>;
+declare const _default: {
+    name: string;
+    description: string;
+    commands: string[];
+    requires: {
+        env: string[];
+    };
+    handle: typeof execute;
+};
+export default _default;