clodds 1.1.0

package/dist/strategies/hft-divergence/strategy.d.ts

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+/**
+ * HFT Divergence Strategy — Main engine
+ *
+ * Wires: CryptoFeed → DivergenceDetector → MarketRotator → PositionManager → ExecutionService
+ *
+ * On each spot tick:
+ *   1. Feed tick to detector
+ *   2. detector.detect() → DivergenceSignal[]
+ *   3. For best signal: check canOpen(), find market, place order
+ *
+ * Every 500ms:
+ *   4. checkExits() → ExitSignal[] → sell orders
+ */
+import type { CryptoFeed } from '../../feeds/crypto/index.js';
+import type { ExecutionService } from '../../execution/index.js';
+import type { HftDivergenceConfig, DivPosition, DivClosedPosition, DivStats, DivMarket } from './types.js';
+export interface HftDivergenceEngine {
+    start(): Promise<void>;
+    stop(): void;
+    getStats(): DivStats;
+    getPositions(): DivPosition[];
+    getClosed(): DivClosedPosition[];
+    getMarkets(): DivMarket[];
+    getRoundInfo(): {
+        slot: number;
+        timeLeftSec: number;
+    };
+    updateConfig(partial: Partial<HftDivergenceConfig>): void;
+    getConfig(): HftDivergenceConfig;
+}
+export declare function createHftDivergenceEngine(feed: CryptoFeed, execution: ExecutionService | null, initialConfig: Partial<HftDivergenceConfig>): HftDivergenceEngine;

package/dist/strategies/hft-divergence/strategy.js

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+"use strict";
+/**
+ * HFT Divergence Strategy — Main engine
+ *
+ * Wires: CryptoFeed → DivergenceDetector → MarketRotator → PositionManager → ExecutionService
+ *
+ * On each spot tick:
+ *   1. Feed tick to detector
+ *   2. detector.detect() → DivergenceSignal[]
+ *   3. For best signal: check canOpen(), find market, place order
+ *
+ * Every 500ms:
+ *   4. checkExits() → ExitSignal[] → sell orders
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createHftDivergenceEngine = createHftDivergenceEngine;
+const logger_js_1 = require("../../utils/logger.js");
+const detector_js_1 = require("./detector.js");
+const market_rotator_js_1 = require("./market-rotator.js");
+const position_manager_js_1 = require("./position-manager.js");
+function createHftDivergenceEngine(feed, execution, initialConfig) {
+    let config = { ...DEFAULT_ENGINE_CONFIG, ...initialConfig };
+    const getConfig = () => config;
+    const detector = (0, detector_js_1.createDivergenceDetector)(config);
+    const rotator = (0, market_rotator_js_1.createMarketRotator)(getConfig);
+    const positions = (0, position_manager_js_1.createDivPositionManager)(getConfig);
+    let running = false;
+    let startedAt = 0;
+    let exitTimer = null;
+    const unsubscribes = [];
+    let orderInFlight = false;
+    // ── Entry Logic ─────────────────────────────────────────────────────────
+    async function onSpotTick(update) {
+        if (!running)
+            return;
+        const asset = update.symbol;
+        if (!config.assets.includes(asset))
+            return;
+        // Warmup: skip first 10s
+        if (Date.now() - startedAt < 10_000)
+            return;
+        detector.onSpotTick(asset, update.price, update.timestamp.getTime());
+        const signals = detector.detect(asset);
+        if (signals.length === 0)
+            return;
+        // Pick highest confidence signal
+        signals.sort((a, b) => b.confidence - a.confidence);
+        const best = signals[0];
+        await tryEntry(best);
+    }
+    async function tryEntry(signal) {
+        if (orderInFlight)
+            return;
+        const canOpen = positions.canOpen(signal.asset);
+        if (!canOpen.ok)
+            return;
+        const market = rotator.getMarket(signal.asset);
+        if (!market)
+            return;
+        // Check time left
+        const timeLeftSec = (market.expiresAt - Date.now()) / 1000;
+        if (timeLeftSec < config.timeExitSec + 30)
+            return; // not enough time
+        const tokenId = signal.direction === 'up' ? market.upTokenId : market.downTokenId;
+        const price = signal.direction === 'up' ? market.upPrice : market.downPrice;
+        const shares = Math.floor((config.defaultSizeUsd / price) * 100) / 100;
+        if (shares < 1)
+            return;
+        orderInFlight = true;
+        logger_js_1.logger.info({
+            tag: signal.strategyTag,
+            asset: signal.asset,
+            dir: signal.direction,
+            spotMove: signal.spotMovePct.toFixed(3) + '%',
+            window: signal.windowSec + 's',
+            polyMid: signal.polyMidPrice.toFixed(2),
+            price: price.toFixed(2),
+            shares,
+            confidence: signal.confidence.toFixed(2),
+            dryRun: config.dryRun,
+        }, 'Divergence entry signal');
+        if (config.dryRun) {
+            positions.open({
+                asset: signal.asset,
+                direction: signal.direction,
+                tokenId,
+                conditionId: market.conditionId,
+                strategyTag: signal.strategyTag,
+                entryPrice: price,
+                shares,
+                expiresAt: market.expiresAt,
+            });
+            orderInFlight = false;
+            return;
+        }
+        if (!execution) {
+            orderInFlight = false;
+            return;
+        }
+        try {
+            const result = await execution.buyLimit({
+                platform: 'polymarket',
+                marketId: market.conditionId,
+                tokenId,
+                price: config.preferMaker ? price : Math.min(0.99, price + config.takerBufferCents),
+                size: shares,
+                negRisk: config.negRisk,
+                orderType: 'GTC',
+                postOnly: config.preferMaker,
+            });
+            if (result.success && result.filledSize && result.filledSize > 0) {
+                positions.open({
+                    asset: signal.asset,
+                    direction: signal.direction,
+                    tokenId,
+                    conditionId: market.conditionId,
+                    strategyTag: signal.strategyTag,
+                    entryPrice: result.avgFillPrice ?? price,
+                    shares: result.filledSize,
+                    expiresAt: market.expiresAt,
+                });
+            }
+            else if (config.preferMaker && result.orderId) {
+                // Maker didn't fill — cancel and try taker
+                try {
+                    await execution.cancelOrder('polymarket', result.orderId);
+                }
+                catch { /* best effort */ }
+                const takerResult = await execution.buyLimit({
+                    platform: 'polymarket',
+                    marketId: market.conditionId,
+                    tokenId,
+                    price: Math.min(0.99, price + config.takerBufferCents),
+                    size: shares,
+                    negRisk: config.negRisk,
+                    orderType: 'GTC',
+                });
+                if (takerResult.success && takerResult.filledSize && takerResult.filledSize > 0) {
+                    positions.open({
+                        asset: signal.asset,
+                        direction: signal.direction,
+                        tokenId,
+                        conditionId: market.conditionId,
+                        strategyTag: signal.strategyTag,
+                        entryPrice: takerResult.avgFillPrice ?? price,
+                        shares: takerResult.filledSize,
+                        expiresAt: market.expiresAt,
+                    });
+                }
+            }
+        }
+        catch (err) {
+            logger_js_1.logger.error({ err, tag: signal.strategyTag }, 'Divergence entry failed');
+        }
+        finally {
+            orderInFlight = false;
+        }
+    }
+    // ── Exit Logic ──────────────────────────────────────────────────────────
+    async function checkExits() {
+        if (!running)
+            return;
+        // Tick all open positions with latest poly prices
+        for (const pos of positions.getOpen()) {
+            const market = rotator.getMarket(pos.asset);
+            if (!market)
+                continue;
+            const price = pos.direction === 'up' ? market.upPrice : market.downPrice;
+            positions.tick(pos.id, price);
+        }
+        const exits = positions.checkExits();
+        for (const exit of exits) {
+            await executeExit(exit.positionId, exit.exitPrice, exit.reason);
+        }
+    }
+    async function executeExit(positionId, exitPrice, reason) {
+        const pos = positions.getOpen().find((p) => p.id === positionId);
+        if (!pos)
+            return;
+        if (config.dryRun || !execution) {
+            positions.close(positionId, exitPrice, reason);
+            return;
+        }
+        try {
+            const useFok = reason === 'stop_loss' || reason === 'force_exit';
+            const sellPrice = useFok
+                ? Math.max(0.01, exitPrice - config.takerBufferCents)
+                : exitPrice;
+            const result = await execution.sellLimit({
+                platform: 'polymarket',
+                marketId: pos.conditionId,
+                tokenId: pos.tokenId,
+                price: sellPrice,
+                size: Math.max(0.01, pos.shares - 0.02),
+                negRisk: config.negRisk,
+                orderType: useFok ? 'FOK' : 'GTC',
+                postOnly: !useFok,
+            });
+            positions.close(positionId, result.avgFillPrice ?? exitPrice, reason);
+        }
+        catch (err) {
+            logger_js_1.logger.error({ err, positionId, reason }, 'Divergence exit failed');
+            positions.close(positionId, exitPrice, reason);
+        }
+    }
+    // ── Poly Price Updates ──────────────────────────────────────────────────
+    function onPolyPrice(asset, midPrice) {
+        detector.onPolyTick(asset, midPrice, Date.now());
+    }
+    // ── Public Interface ────────────────────────────────────────────────────
+    return {
+        async start() {
+            if (running)
+                return;
+            running = true;
+            startedAt = Date.now();
+            logger_js_1.logger.info({
+                assets: config.assets,
+                windows: config.windows,
+                dryRun: config.dryRun,
+                size: config.defaultSizeUsd,
+            }, 'HFT Divergence engine starting');
+            rotator.start();
+            await rotator.refresh();
+            // Subscribe to spot prices
+            for (const asset of config.assets) {
+                const unsub = feed.subscribeSymbol(asset, onSpotTick);
+                unsubscribes.push(unsub);
+            }
+            // Exit check loop
+            exitTimer = setInterval(checkExits, 500);
+        },
+        stop() {
+            running = false;
+            for (const unsub of unsubscribes)
+                unsub();
+            unsubscribes.length = 0;
+            rotator.stop();
+            if (exitTimer) {
+                clearInterval(exitTimer);
+                exitTimer = null;
+            }
+            logger_js_1.logger.info('HFT Divergence engine stopped');
+        },
+        getStats: () => positions.getStats(),
+        getPositions: () => positions.getOpen(),
+        getClosed: () => positions.getClosed(),
+        getMarkets: () => rotator.getActiveMarkets(),
+        getRoundInfo() {
+            const slot = rotator.getCurrentSlot();
+            const expiresAt = (slot + 1) * config.marketDurationSec * 1000;
+            return { slot, timeLeftSec: Math.max(0, (expiresAt - Date.now()) / 1000) };
+        },
+        updateConfig(partial) {
+            config = { ...config, ...partial };
+            logger_js_1.logger.info({ updated: Object.keys(partial) }, 'Divergence config updated');
+        },
+        getConfig: () => ({ ...config }),
+    };
+}
+// ── Default Config ──────────────────────────────────────────────────────────
+const DEFAULT_ENGINE_CONFIG = {
+    assets: ['BTC', 'ETH', 'SOL', 'XRP'],
+    marketDurationSec: 900,
+    windows: [5, 10, 15, 30, 60, 90, 120],
+    thresholdBuckets: [
+        { min: 0.08, max: 0.10 },
+        { min: 0.10, max: 0.12 },
+        { min: 0.12, max: 0.14 },
+        { min: 0.14, max: 0.16 },
+        { min: 0.16, max: 0.20 },
+        { min: 0.20, max: Infinity },
+    ],
+    minSpotMovePct: 0.08,
+    maxPolyFreshnessSec: 5,
+    maxPolyMidForEntry: 0.85,
+    defaultSizeUsd: 20,
+    maxPositionSizeUsd: 100,
+    maxConcurrentPositions: 3,
+    preferMaker: true,
+    makerTimeoutMs: 15_000,
+    takerBufferCents: 0.01,
+    negRisk: true,
+    takeProfitPct: 15,
+    stopLossPct: 25,
+    trailingStopPct: 8,
+    trailingActivationPct: 10,
+    forceExitSec: 30,
+    timeExitSec: 120,
+    maxDailyLossUsd: 200,
+    cooldownAfterLossSec: 30,
+    cooldownAfterExitSec: 15,
+    dryRun: true,
+};
+//# sourceMappingURL=strategy.js.map

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package/dist/strategies/hft-divergence/types.d.ts

@@ -0,0 +1,114 @@
+/**
+ * HFT Divergence Strategy — Types
+ *
+ * Matches firstorder.rs strategy tag encoding:
+ *   {ASSET}_{DIR}_s{bucket}_w{window}
+ *   e.g. BTC_DOWN_s12-14_w15
+ */
+export interface ThresholdBucket {
+    min: number;
+    max: number;
+}
+export interface HftDivergenceConfig {
+    assets: string[];
+    marketDurationSec: number;
+    windows: number[];
+    thresholdBuckets: ThresholdBucket[];
+    minSpotMovePct: number;
+    maxPolyFreshnessSec: number;
+    maxPolyMidForEntry: number;
+    defaultSizeUsd: number;
+    maxPositionSizeUsd: number;
+    maxConcurrentPositions: number;
+    preferMaker: boolean;
+    makerTimeoutMs: number;
+    takerBufferCents: number;
+    negRisk: boolean;
+    takeProfitPct: number;
+    stopLossPct: number;
+    trailingStopPct: number;
+    trailingActivationPct: number;
+    forceExitSec: number;
+    timeExitSec: number;
+    maxDailyLossUsd: number;
+    cooldownAfterLossSec: number;
+    cooldownAfterExitSec: number;
+    dryRun: boolean;
+}
+export type Direction = 'up' | 'down';
+export interface DivergenceSignal {
+    asset: string;
+    direction: Direction;
+    spotMovePct: number;
+    windowSec: number;
+    polyMidPrice: number;
+    polyFreshnessSec: number;
+    spotPrice: number;
+    /** Threshold bucket label: "s08-10", "s10-12", "s20+" */
+    bucket: string;
+    /** Full strategy tag: "BTC_DOWN_s12-14_w15" */
+    strategyTag: string;
+    /** Window-only tag: "BTC_DOWN_w15" */
+    windowTag: string;
+    /** Threshold-only tag: "BTC_DOWN_s12-14" */
+    thresholdTag: string;
+    confidence: number;
+    timestamp: number;
+}
+export interface DivMarket {
+    asset: string;
+    conditionId: string;
+    upTokenId: string;
+    downTokenId: string;
+    upPrice: number;
+    downPrice: number;
+    expiresAt: number;
+    roundSlot: number;
+    negRisk: boolean;
+    question: string;
+}
+export interface DivPosition {
+    id: string;
+    asset: string;
+    direction: Direction;
+    tokenId: string;
+    conditionId: string;
+    strategyTag: string;
+    entryPrice: number;
+    currentPrice: number;
+    shares: number;
+    costUsd: number;
+    highWaterMark: number;
+    trailingActivated: boolean;
+    enteredAt: number;
+    expiresAt: number;
+}
+export type DivExitReason = 'take_profit' | 'stop_loss' | 'trailing_stop' | 'time_exit' | 'force_exit' | 'manual';
+export interface DivClosedPosition extends DivPosition {
+    exitPrice: number;
+    exitReason: DivExitReason;
+    exitedAt: number;
+    pnlUsd: number;
+    pnlPct: number;
+    holdTimeSec: number;
+}
+export interface ExitSignal {
+    positionId: string;
+    reason: DivExitReason;
+    exitPrice: number;
+}
+export interface DivStats {
+    totalTrades: number;
+    wins: number;
+    losses: number;
+    winRate: number;
+    grossPnlUsd: number;
+    netPnlUsd: number;
+    dailyPnlUsd: number;
+    openPositions: number;
+    bestTradePct: number;
+    worstTradePct: number;
+    avgHoldTimeSec: number;
+    /** Signals generated per strategy tag */
+    signalCounts: Record<string, number>;
+}

package/dist/strategies/hft-divergence/types.js

@@ -0,0 +1,10 @@
+"use strict";
+/**
+ * HFT Divergence Strategy — Types
+ *
+ * Matches firstorder.rs strategy tag encoding:
+ *   {ASSET}_{DIR}_s{bucket}_w{window}
+ *   e.g. BTC_DOWN_s12-14_w15
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=types.js.map

package/dist/strategies/hft-divergence/types.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../../../src/strategies/hft-divergence/types.ts"],"names":[],"mappings":";AAAA;;;;;;GAMG"}

package/dist/streaming/index.d.ts

@@ -0,0 +1,70 @@
+/**
+ * Streaming Service - Clawdbot-style block streaming with chunking
+ *
+ * Features:
+ * - Stream agent responses in real-time (send partial messages)
+ * - Chunk long messages for platform limits (Telegram: 4096 chars, Discord: 2000)
+ * - Typing indicator management
+ * - Block boundary detection (paragraphs, code blocks)
+ */
+import type { OutgoingMessage } from '../types';
+/** Configuration for streaming */
+export interface StreamConfig {
+    /** Enable streaming (send partial messages as they arrive) */
+    enabled?: boolean;
+    /** Minimum characters before sending a partial update */
+    minChunkSize?: number;
+    /** Maximum time between updates (ms) */
+    flushIntervalMs?: number;
+    /** Send typing indicators */
+    typingIndicator?: boolean;
+}
+/** Streaming context for a single response */
+export interface StreamContext {
+    platform: string;
+    chatId: string;
+    messageId?: string;
+    buffer: string;
+    lastFlush: number;
+    isClosed: boolean;
+    interrupted?: boolean;
+    interruptReason?: string;
+}
+/** Callback for sending messages */
+export type SendCallback = (msg: OutgoingMessage) => Promise<string | null>;
+/** Callback for editing messages */
+export type EditCallback = (msg: OutgoingMessage & {
+    messageId: string;
+}) => Promise<void>;
+/** Callback for typing indicator */
+export type TypingCallback = (platform: string, chatId: string) => Promise<void>;
+export interface StreamingService {
+    /** Get the config */
+    getConfig(): Required<StreamConfig>;
+    /** Chunk a message for a platform's character limit */
+    chunkMessage(text: string, platform: string): string[];
+    /** Create a new streaming context */
+    createContext(platform: string, chatId: string): StreamContext;
+    /** Append text to a stream context */
+    append(ctx: StreamContext, text: string): void;
+    /** Flush the buffer immediately */
+    flush(ctx: StreamContext): Promise<void>;
+    /** Close the stream and send any remaining content */
+    close(ctx: StreamContext): Promise<void>;
+    /** Interrupt a stream without sending remaining content */
+    interrupt(ctx: StreamContext, reason?: string): Promise<void>;
+    /** Interrupt by platform/chat */
+    interruptByChat(platform: string, chatId: string, reason?: string): Promise<void>;
+    /** List active stream contexts */
+    listActive(): StreamContext[];
+    /** Set the send callback */
+    setSendCallback(callback: SendCallback): void;
+    /** Set the typing callback */
+    setTypingCallback(callback: TypingCallback): void;
+}
+export declare function createStreamingService(configInput?: StreamConfig): StreamingService;
+/**
+ * Utility function: Chunk a message for a platform's character limit
+ * This is the simple interface for most use cases.
+ */
+export declare function chunkForPlatform(text: string, platform: string): string[];