clodds 1.1.0

package/dist/trading/accounts.js

@@ -0,0 +1,394 @@
+"use strict";
+/**
+ * Multi-Account Trading - Run bots across multiple accounts for A/B testing
+ *
+ * Features:
+ * - Multiple Polymarket/Kalshi accounts
+ * - Account-scoped bot instances
+ * - A/B test tracking and comparison
+ * - Isolated risk per account
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createAccountManager = createAccountManager;
+exports.createQuickABTest = createQuickABTest;
+const eventemitter3_1 = require("eventemitter3");
+const logger_1 = require("../utils/logger");
+// =============================================================================
+// IMPLEMENTATION
+// =============================================================================
+function createAccountManager(db) {
+    const emitter = new eventemitter3_1.EventEmitter();
+    const accounts = new Map();
+    const abTests = new Map();
+    // Initialize tables
+    db.run(`
+    CREATE TABLE IF NOT EXISTS trading_accounts (
+      id TEXT PRIMARY KEY,
+      name TEXT NOT NULL,
+      platform TEXT NOT NULL,
+      type TEXT NOT NULL,
+      credentials_json TEXT,
+      risk_json TEXT,
+      enabled INTEGER DEFAULT 1,
+      tags_json TEXT,
+      notes TEXT,
+      created_at TEXT NOT NULL
+    )
+  `);
+    db.run(`
+    CREATE TABLE IF NOT EXISTS ab_tests (
+      id TEXT PRIMARY KEY,
+      name TEXT NOT NULL,
+      description TEXT,
+      strategy_id TEXT NOT NULL,
+      accounts_json TEXT NOT NULL,
+      variations_json TEXT NOT NULL,
+      status TEXT NOT NULL,
+      started_at TEXT,
+      ended_at TEXT,
+      min_trades INTEGER DEFAULT 30,
+      results_json TEXT,
+      created_at TEXT NOT NULL
+    )
+  `);
+    // Load existing accounts
+    try {
+        const rows = db.query(`SELECT * FROM trading_accounts`);
+        for (const row of rows) {
+            accounts.set(row.id, {
+                id: row.id,
+                name: row.name,
+                platform: row.platform,
+                type: row.type,
+                credentials: row.credentials_json ? JSON.parse(row.credentials_json) : {},
+                risk: row.risk_json ? JSON.parse(row.risk_json) : { maxOrderSize: 100, maxExposure: 1000 },
+                enabled: row.enabled === 1,
+                tags: row.tags_json ? JSON.parse(row.tags_json) : undefined,
+                notes: row.notes,
+                createdAt: new Date(row.created_at),
+            });
+        }
+        logger_1.logger.info({ count: accounts.size }, 'Loaded trading accounts');
+    }
+    catch {
+        logger_1.logger.debug('No existing trading accounts');
+    }
+    // Load existing A/B tests
+    try {
+        const rows = db.query(`SELECT * FROM ab_tests`);
+        for (const row of rows) {
+            abTests.set(row.id, {
+                id: row.id,
+                name: row.name,
+                description: row.description,
+                strategyId: row.strategy_id,
+                accounts: JSON.parse(row.accounts_json),
+                variations: JSON.parse(row.variations_json),
+                status: row.status,
+                startedAt: row.started_at ? new Date(row.started_at) : undefined,
+                endedAt: row.ended_at ? new Date(row.ended_at) : undefined,
+                minTrades: row.min_trades,
+                results: row.results_json ? JSON.parse(row.results_json) : undefined,
+                createdAt: new Date(row.created_at),
+            });
+        }
+        logger_1.logger.info({ count: abTests.size }, 'Loaded A/B tests');
+    }
+    catch {
+        logger_1.logger.debug('No existing A/B tests');
+    }
+    function generateId(prefix) {
+        return `${prefix}_${Date.now().toString(36)}_${Math.random().toString(36).slice(2, 6)}`;
+    }
+    function saveAccount(account) {
+        accounts.set(account.id, account);
+        db.run(`INSERT OR REPLACE INTO trading_accounts
+       (id, name, platform, type, credentials_json, risk_json, enabled, tags_json, notes, created_at)
+       VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?)`, [
+            account.id,
+            account.name,
+            account.platform,
+            account.type,
+            JSON.stringify(account.credentials),
+            JSON.stringify(account.risk),
+            account.enabled ? 1 : 0,
+            account.tags ? JSON.stringify(account.tags) : null,
+            account.notes || null,
+            account.createdAt.toISOString(),
+        ]);
+    }
+    function saveABTest(test) {
+        abTests.set(test.id, test);
+        db.run(`INSERT OR REPLACE INTO ab_tests
+       (id, name, description, strategy_id, accounts_json, variations_json, status,
+        started_at, ended_at, min_trades, results_json, created_at)
+       VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)`, [
+            test.id,
+            test.name,
+            test.description || null,
+            test.strategyId,
+            JSON.stringify(test.accounts),
+            JSON.stringify(test.variations),
+            test.status,
+            test.startedAt?.toISOString() || null,
+            test.endedAt?.toISOString() || null,
+            test.minTrades,
+            test.results ? JSON.stringify(test.results) : null,
+            test.createdAt.toISOString(),
+        ]);
+    }
+    // Attach methods
+    Object.assign(emitter, {
+        addAccount(data) {
+            const account = {
+                ...data,
+                id: generateId('acc'),
+                createdAt: new Date(),
+            };
+            saveAccount(account);
+            emitter.emit('accountAdded', account);
+            logger_1.logger.info({ accountId: account.id, name: account.name, platform: account.platform }, 'Account added');
+            return account;
+        },
+        updateAccount(accountId, updates) {
+            const account = accounts.get(accountId);
+            if (!account)
+                return false;
+            Object.assign(account, updates);
+            saveAccount(account);
+            emitter.emit('accountUpdated', account);
+            return true;
+        },
+        removeAccount(accountId) {
+            const account = accounts.get(accountId);
+            if (!account)
+                return false;
+            accounts.delete(accountId);
+            db.run(`DELETE FROM trading_accounts WHERE id = ?`, [accountId]);
+            emitter.emit('accountRemoved', accountId);
+            return true;
+        },
+        getAccount(accountId) {
+            return accounts.get(accountId) || null;
+        },
+        listAccounts(platform) {
+            const all = Array.from(accounts.values());
+            return platform ? all.filter((a) => a.platform === platform) : all;
+        },
+        getExecutionConfig(accountId) {
+            const account = accounts.get(accountId);
+            if (!account)
+                return null;
+            if (account.platform === 'polymarket') {
+                return {
+                    polymarket: {
+                        apiKey: account.credentials.apiKey || '',
+                        apiSecret: account.credentials.apiSecret || '',
+                        apiPassphrase: account.credentials.apiPassphrase || '',
+                        privateKey: account.credentials.privateKey,
+                        funderAddress: account.credentials.funderAddress,
+                    },
+                    maxOrderSize: account.risk.maxOrderSize,
+                    dryRun: account.type === 'paper',
+                };
+            }
+            if (account.platform === 'kalshi') {
+                return {
+                    kalshi: {
+                        apiKeyId: account.credentials.apiKeyId || '',
+                        privateKeyPath: account.credentials.privateKeyPath || '',
+                    },
+                    maxOrderSize: account.risk.maxOrderSize,
+                    dryRun: account.type === 'paper',
+                };
+            }
+            return null;
+        },
+        createABTest(data) {
+            const test = {
+                ...data,
+                id: generateId('ab'),
+                status: 'pending',
+                createdAt: new Date(),
+            };
+            saveABTest(test);
+            emitter.emit('abTestCreated', test);
+            logger_1.logger.info({ testId: test.id, name: test.name, accounts: test.accounts.length }, 'A/B test created');
+            return test;
+        },
+        async startABTest(testId) {
+            const test = abTests.get(testId);
+            if (!test)
+                return false;
+            if (test.status === 'running') {
+                logger_1.logger.warn({ testId }, 'A/B test already running');
+                return false;
+            }
+            test.status = 'running';
+            test.startedAt = new Date();
+            saveABTest(test);
+            // Emit event for bot manager to start bots
+            emitter.emit('abTestStarted', test);
+            logger_1.logger.info({ testId, accounts: test.accounts.length }, 'A/B test started');
+            return true;
+        },
+        async stopABTest(testId) {
+            const test = abTests.get(testId);
+            if (!test)
+                return;
+            test.status = 'completed';
+            test.endedAt = new Date();
+            // Calculate final results
+            const results = emitter.calculateResults(testId);
+            if (results) {
+                test.results = results;
+            }
+            saveABTest(test);
+            emitter.emit('abTestStopped', test);
+            logger_1.logger.info({ testId, results: results?.summary }, 'A/B test stopped');
+        },
+        getABTest(testId) {
+            return abTests.get(testId) || null;
+        },
+        listABTests() {
+            return Array.from(abTests.values());
+        },
+        calculateResults(testId) {
+            const test = abTests.get(testId);
+            if (!test)
+                return null;
+            // This would query trade stats per account from the trade logger
+            // Simplified implementation - in production would pull real stats
+            const byVariation = {};
+            for (const testAccount of test.accounts) {
+                const variation = test.variations[testAccount.variation];
+                if (!variation)
+                    continue;
+                // Would query: trading.logger.getStats({ accountId: testAccount.accountId })
+                byVariation[testAccount.variation] = {
+                    accountId: testAccount.accountId,
+                    trades: 0,
+                    winRate: 0,
+                    totalPnL: 0,
+                    avgPnL: 0,
+                    sharpeRatio: 0,
+                };
+            }
+            // Calculate statistical significance (simplified)
+            const variations = Object.keys(byVariation);
+            let winner = variations[0];
+            let bestPnL = -Infinity;
+            for (const v of variations) {
+                if (byVariation[v].totalPnL > bestPnL) {
+                    bestPnL = byVariation[v].totalPnL;
+                    winner = v;
+                }
+            }
+            const totalTrades = Object.values(byVariation).reduce((sum, v) => sum + v.trades, 0);
+            return {
+                byVariation,
+                significance: {
+                    winner,
+                    pValue: 0.5, // Would calculate real p-value
+                    confident: totalTrades >= test.minTrades,
+                },
+                summary: `${winner} leads with $${bestPnL.toFixed(2)} PnL (${totalTrades} total trades)`,
+            };
+        },
+        compareAccounts(accountIds, days = 30) {
+            const comparison = {
+                accounts: [],
+                best: {
+                    byPnL: '',
+                    byWinRate: '',
+                    bySharpe: '',
+                },
+                summary: '',
+            };
+            let bestPnL = -Infinity;
+            let bestWinRate = -Infinity;
+            let bestSharpe = -Infinity;
+            for (const accountId of accountIds) {
+                const account = accounts.get(accountId);
+                if (!account)
+                    continue;
+                // Would query real stats from trade logger
+                const stats = {
+                    totalTrades: 0,
+                    winningTrades: 0,
+                    losingTrades: 0,
+                    winRate: 0,
+                    totalPnL: 0,
+                    avgPnL: 0,
+                    avgWin: 0,
+                    avgLoss: 0,
+                    largestWin: 0,
+                    largestLoss: 0,
+                    profitFactor: 0,
+                    totalVolume: 0,
+                    totalFees: 0,
+                    totalMakerRebates: 0,
+                    netFees: 0,
+                    makerTrades: 0,
+                    takerTrades: 0,
+                    byPlatform: {},
+                    byStrategy: {},
+                };
+                comparison.accounts.push({
+                    id: account.id,
+                    name: account.name,
+                    stats,
+                });
+                if (stats.totalPnL > bestPnL) {
+                    bestPnL = stats.totalPnL;
+                    comparison.best.byPnL = account.id;
+                }
+                if (stats.winRate > bestWinRate) {
+                    bestWinRate = stats.winRate;
+                    comparison.best.byWinRate = account.id;
+                }
+            }
+            comparison.summary = `Compared ${accountIds.length} accounts over ${days} days`;
+            return comparison;
+        },
+        cloneStrategyToAccount(strategyId, accountId, paramOverrides) {
+            const account = accounts.get(accountId);
+            if (!account) {
+                throw new Error(`Account ${accountId} not found`);
+            }
+            const instanceId = `${strategyId}_${accountId}_${Date.now().toString(36)}`;
+            emitter.emit('strategyCloned', {
+                strategyId,
+                accountId,
+                instanceId,
+                paramOverrides,
+            });
+            logger_1.logger.info({ strategyId, accountId, instanceId }, 'Strategy cloned to account');
+            return instanceId;
+        },
+    });
+    return emitter;
+}
+/** Quick helper to create common A/B test */
+function createQuickABTest(manager, config) {
+    return manager.createABTest({
+        name: config.name,
+        strategyId: config.strategyId,
+        accounts: [
+            { accountId: config.accountA, variation: 'control' },
+            { accountId: config.accountB, variation: 'test' },
+        ],
+        variations: {
+            control: {
+                name: 'Control (A)',
+                params: { [config.varyParam]: config.valueA },
+            },
+            test: {
+                name: 'Test (B)',
+                params: { [config.varyParam]: config.valueB },
+            },
+        },
+        minTrades: config.minTrades || 30,
+    });
+}
+//# sourceMappingURL=accounts.js.map

package/dist/trading/accounts.js.map

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package/dist/trading/adapters/index.d.ts

@@ -0,0 +1,27 @@
+/**
+ * Strategy Adapters — Wrap standalone engines as BotManager-compatible Strategies
+ *
+ * The crypto-hft and hft-divergence engines are self-contained (they manage their
+ * own tick loops, exit checks, execution). These adapters expose them through the
+ * BotManager's Strategy interface so they can be registered, started/stopped,
+ * and monitored through a unified system.
+ *
+ * The engines still run their own internal loops — the BotManager evaluate() call
+ * just returns current stats/signals rather than driving the tick loop.
+ */
+import type { Strategy } from '../bots/index.js';
+import type { CryptoFeed } from '../../feeds/crypto/index.js';
+import type { ExecutionService } from '../../execution/index.js';
+export interface CryptoHftAdapterOpts {
+    feed: CryptoFeed;
+    execution: ExecutionService | null;
+    config?: Record<string, unknown>;
+}
+export declare function createCryptoHftAdapter(opts: CryptoHftAdapterOpts): Strategy;
+export interface DivergenceAdapterOpts {
+    feed: CryptoFeed;
+    execution: ExecutionService | null;
+    config?: Record<string, unknown>;
+}
+export declare function createDivergenceAdapter(opts: DivergenceAdapterOpts): Strategy;
+export declare function getAdapterEngine(strategy: Strategy): any;

package/dist/trading/adapters/index.js

@@ -0,0 +1,165 @@
+"use strict";
+/**
+ * Strategy Adapters — Wrap standalone engines as BotManager-compatible Strategies
+ *
+ * The crypto-hft and hft-divergence engines are self-contained (they manage their
+ * own tick loops, exit checks, execution). These adapters expose them through the
+ * BotManager's Strategy interface so they can be registered, started/stopped,
+ * and monitored through a unified system.
+ *
+ * The engines still run their own internal loops — the BotManager evaluate() call
+ * just returns current stats/signals rather than driving the tick loop.
+ */
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
+    Object.defineProperty(o, "default", { enumerable: true, value: v });
+}) : function(o, v) {
+    o["default"] = v;
+});
+var __importStar = (this && this.__importStar) || (function () {
+    var ownKeys = function(o) {
+        ownKeys = Object.getOwnPropertyNames || function (o) {
+            var ar = [];
+            for (var k in o) if (Object.prototype.hasOwnProperty.call(o, k)) ar[ar.length] = k;
+            return ar;
+        };
+        return ownKeys(o);
+    };
+    return function (mod) {
+        if (mod && mod.__esModule) return mod;
+        var result = {};
+        if (mod != null) for (var k = ownKeys(mod), i = 0; i < k.length; i++) if (k[i] !== "default") __createBinding(result, mod, k[i]);
+        __setModuleDefault(result, mod);
+        return result;
+    };
+})();
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createCryptoHftAdapter = createCryptoHftAdapter;
+exports.createDivergenceAdapter = createDivergenceAdapter;
+exports.getAdapterEngine = getAdapterEngine;
+function createCryptoHftAdapter(opts) {
+    let engine = null; // Lazy-loaded CryptoHftEngine
+    const strategyConfig = {
+        id: 'crypto-hft',
+        name: 'Crypto HFT',
+        description: '15-minute Polymarket crypto binary market trading (4 strategies)',
+        platforms: ['polymarket'],
+        intervalMs: 1_000, // BotManager checks every 1s (engine has its own 500ms loop)
+        dryRun: opts.config?.dryRun !== false,
+        params: opts.config,
+    };
+    return {
+        config: strategyConfig,
+        async init() {
+            const { createCryptoHftEngine } = await Promise.resolve().then(() => __importStar(require('../../strategies/crypto-hft/index.js')));
+            engine = createCryptoHftEngine(opts.feed, opts.execution, opts.config);
+            await engine.start();
+        },
+        async evaluate(_ctx) {
+            if (!engine)
+                return [];
+            // Engine runs its own internal loop. Evaluate just reports current state.
+            const stats = engine.getStats();
+            const positions = engine.getPositions();
+            // Convert open positions to signals for BotManager tracking
+            const signals = [];
+            for (const pos of positions) {
+                const pnl = ((pos.currentPrice - pos.entryPrice) / pos.entryPrice) * 100;
+                signals.push({
+                    type: 'hold',
+                    platform: 'polymarket',
+                    marketId: pos.conditionId,
+                    outcome: pos.direction,
+                    price: pos.currentPrice,
+                    size: pos.shares,
+                    confidence: 1,
+                    reason: `[${pos.strategy}] ${pnl >= 0 ? '+' : ''}${pnl.toFixed(1)}%`,
+                    meta: {
+                        positionId: pos.id,
+                        strategy: pos.strategy,
+                        entryPrice: pos.entryPrice,
+                        pnlPct: pnl,
+                        asset: pos.asset,
+                    },
+                });
+            }
+            return signals;
+        },
+        async cleanup() {
+            if (engine) {
+                engine.stop();
+                engine = null;
+            }
+        },
+    };
+}
+function createDivergenceAdapter(opts) {
+    let engine = null; // Lazy-loaded HftDivergenceEngine
+    const strategyConfig = {
+        id: 'hft-divergence',
+        name: 'HFT Divergence',
+        description: 'Spot vs Polymarket divergence detection (rolling windows + threshold buckets)',
+        platforms: ['polymarket'],
+        intervalMs: 1_000,
+        dryRun: opts.config?.dryRun !== false,
+        params: opts.config,
+    };
+    return {
+        config: strategyConfig,
+        async init() {
+            const { createHftDivergenceEngine } = await Promise.resolve().then(() => __importStar(require('../../strategies/hft-divergence/strategy.js')));
+            engine = createHftDivergenceEngine(opts.feed, opts.execution, opts.config);
+            await engine.start();
+        },
+        async evaluate(_ctx) {
+            if (!engine)
+                return [];
+            const positions = engine.getPositions();
+            const signals = [];
+            for (const pos of positions) {
+                const pnl = ((pos.currentPrice - pos.entryPrice) / pos.entryPrice) * 100;
+                signals.push({
+                    type: 'hold',
+                    platform: 'polymarket',
+                    marketId: pos.conditionId,
+                    outcome: pos.direction,
+                    price: pos.currentPrice,
+                    size: pos.shares,
+                    confidence: 1,
+                    reason: `[${pos.strategyTag}] ${pnl >= 0 ? '+' : ''}${pnl.toFixed(1)}%`,
+                    meta: {
+                        positionId: pos.id,
+                        strategyTag: pos.strategyTag,
+                        entryPrice: pos.entryPrice,
+                        pnlPct: pnl,
+                        asset: pos.asset,
+                    },
+                });
+            }
+            return signals;
+        },
+        async cleanup() {
+            if (engine) {
+                engine.stop();
+                engine = null;
+            }
+        },
+    };
+}
+// ── Utility: Get engine stats from adapter ──────────────────────────────────
+function getAdapterEngine(strategy) {
+    // Access the engine instance (for status/stats commands)
+    // The adapter closures capture the engine variable
+    return strategy._engine ?? null;
+}
+//# sourceMappingURL=index.js.map

package/dist/trading/adapters/index.js.map

@@ -0,0 +1 @@
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