clodds 1.1.0

package/dist/trading/logger.js

@@ -0,0 +1,424 @@
+"use strict";
+/**
+ * Trade Logger - Automatic trade capture and persistence
+ *
+ * Features:
+ * - Auto-capture all trades from execution service
+ * - Persistent SQLite storage
+ * - Real-time trade events
+ * - Performance metrics calculation
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.PLATFORM_FEES = void 0;
+exports.calculateTradeFees = calculateTradeFees;
+exports.createTradeLogger = createTradeLogger;
+const eventemitter3_1 = require("eventemitter3");
+const logger_1 = require("../utils/logger");
+/**
+ * Fee rates by platform (in basis points)
+ *
+ * VERIFIED (Jan 2026):
+ * - Polymarket: 0% on most markets; 15-min crypto markets have dynamic fees (up to ~315 bps at 50/50)
+ * - Kalshi: Formula-based 0.07*C*P*(1-P), averaging ~120 bps, capped at ~200 bps
+ * - Betfair: 2-5% commission on net winnings (varies by market)
+ * - Smarkets: 2% commission
+ * - Manifold: Play money, no fees
+ */
+exports.PLATFORM_FEES = {
+    polymarket: { takerFeeBps: 0, makerRebateBps: 0 }, // Zero fees on most markets
+    kalshi: { takerFeeBps: 120, makerRebateBps: 0 }, // ~1.2% average (formula-based)
+    betfair: { takerFeeBps: 200, makerRebateBps: 0 }, // ~2% commission
+    smarkets: { takerFeeBps: 200, makerRebateBps: 0 }, // 2% commission
+    manifold: { takerFeeBps: 0, makerRebateBps: 0 }, // Play money
+};
+/** Calculate fees for a trade */
+function calculateTradeFees(platform, cost, isMaker) {
+    const rates = exports.PLATFORM_FEES[platform] || { takerFeeBps: 0, makerRebateBps: 0 };
+    if (isMaker && rates.makerRebateBps > 0) {
+        const rebate = (cost * rates.makerRebateBps) / 10000;
+        return { fees: -rebate, makerRebate: rebate };
+    }
+    const fee = (cost * rates.takerFeeBps) / 10000;
+    return { fees: fee, makerRebate: 0 };
+}
+// =============================================================================
+// IMPLEMENTATION
+// =============================================================================
+function createTradeLogger(db) {
+    const emitter = new eventemitter3_1.EventEmitter();
+    const trades = new Map();
+    // Initialize database
+    db.run(`
+    CREATE TABLE IF NOT EXISTS trades (
+      id TEXT PRIMARY KEY,
+      platform TEXT NOT NULL,
+      market_id TEXT NOT NULL,
+      market_question TEXT,
+      outcome TEXT NOT NULL,
+      side TEXT NOT NULL,
+      order_type TEXT NOT NULL,
+      price REAL NOT NULL,
+      size REAL NOT NULL,
+      filled REAL NOT NULL DEFAULT 0,
+      cost REAL NOT NULL DEFAULT 0,
+      fees REAL,
+      is_maker INTEGER DEFAULT 0,
+      maker_rebate REAL DEFAULT 0,
+      order_id TEXT,
+      status TEXT NOT NULL,
+      strategy_id TEXT,
+      strategy_name TEXT,
+      tags_json TEXT,
+      exit_trade_id TEXT,
+      entry_trade_id TEXT,
+      realized_pnl REAL,
+      realized_pnl_pct REAL,
+      created_at TEXT NOT NULL,
+      filled_at TEXT,
+      meta_json TEXT
+    )
+  `);
+    // Migration: add new columns if they don't exist
+    try {
+        db.run(`ALTER TABLE trades ADD COLUMN is_maker INTEGER DEFAULT 0`);
+    }
+    catch { /* column exists */ }
+    try {
+        db.run(`ALTER TABLE trades ADD COLUMN maker_rebate REAL DEFAULT 0`);
+    }
+    catch { /* column exists */ }
+    db.run(`CREATE INDEX IF NOT EXISTS idx_trades_platform ON trades(platform)`);
+    db.run(`CREATE INDEX IF NOT EXISTS idx_trades_market ON trades(market_id)`);
+    db.run(`CREATE INDEX IF NOT EXISTS idx_trades_strategy ON trades(strategy_id)`);
+    db.run(`CREATE INDEX IF NOT EXISTS idx_trades_status ON trades(status)`);
+    db.run(`CREATE INDEX IF NOT EXISTS idx_trades_created ON trades(created_at)`);
+    // Load recent trades into memory
+    try {
+        const rows = db.query(`SELECT * FROM trades WHERE created_at > datetime('now', '-7 days') ORDER BY created_at DESC`);
+        for (const row of rows) {
+            const trade = rowToTrade(row);
+            trades.set(trade.id, trade);
+        }
+        logger_1.logger.info({ count: trades.size }, 'Loaded recent trades');
+    }
+    catch {
+        logger_1.logger.debug('No existing trades');
+    }
+    function rowToTrade(row) {
+        return {
+            id: row.id,
+            platform: row.platform,
+            marketId: row.market_id,
+            marketQuestion: row.market_question,
+            outcome: row.outcome,
+            side: row.side,
+            orderType: row.order_type,
+            price: row.price,
+            size: row.size,
+            filled: row.filled,
+            cost: row.cost,
+            fees: row.fees,
+            isMaker: row.is_maker === 1,
+            makerRebate: row.maker_rebate || 0,
+            orderId: row.order_id,
+            status: row.status,
+            strategyId: row.strategy_id,
+            strategyName: row.strategy_name,
+            tags: row.tags_json ? JSON.parse(row.tags_json) : undefined,
+            exitTradeId: row.exit_trade_id,
+            entryTradeId: row.entry_trade_id,
+            realizedPnL: row.realized_pnl,
+            realizedPnLPct: row.realized_pnl_pct,
+            createdAt: new Date(row.created_at),
+            filledAt: row.filled_at ? new Date(row.filled_at) : undefined,
+            meta: row.meta_json ? JSON.parse(row.meta_json) : undefined,
+        };
+    }
+    function saveTrade(trade) {
+        trades.set(trade.id, trade);
+        db.run(`INSERT OR REPLACE INTO trades
+       (id, platform, market_id, market_question, outcome, side, order_type, price, size, filled, cost, fees,
+        is_maker, maker_rebate, order_id, status, strategy_id, strategy_name, tags_json, exit_trade_id, entry_trade_id,
+        realized_pnl, realized_pnl_pct, created_at, filled_at, meta_json)
+       VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)`, [
+            trade.id,
+            trade.platform,
+            trade.marketId,
+            trade.marketQuestion || null,
+            trade.outcome,
+            trade.side,
+            trade.orderType,
+            trade.price,
+            trade.size,
+            trade.filled,
+            trade.cost,
+            trade.fees || null,
+            trade.isMaker ? 1 : 0,
+            trade.makerRebate || 0,
+            trade.orderId || null,
+            trade.status,
+            trade.strategyId || null,
+            trade.strategyName || null,
+            trade.tags ? JSON.stringify(trade.tags) : null,
+            trade.exitTradeId || null,
+            trade.entryTradeId || null,
+            trade.realizedPnL || null,
+            trade.realizedPnLPct || null,
+            trade.createdAt.toISOString(),
+            trade.filledAt?.toISOString() || null,
+            trade.meta ? JSON.stringify(trade.meta) : null,
+        ]);
+    }
+    function generateId() {
+        return `trade_${Date.now().toString(36)}_${Math.random().toString(36).slice(2, 8)}`;
+    }
+    // Attach methods
+    Object.assign(emitter, {
+        logTrade(tradeData) {
+            const cost = tradeData.cost ?? tradeData.price * tradeData.size;
+            const isMaker = tradeData.orderType === 'maker' || tradeData.isMaker === true;
+            // Auto-calculate fees if not provided
+            let fees = tradeData.fees;
+            let makerRebate = tradeData.makerRebate ?? 0;
+            if (fees === undefined) {
+                const feeCalc = calculateTradeFees(tradeData.platform, cost, isMaker);
+                fees = feeCalc.fees;
+                makerRebate = feeCalc.makerRebate;
+            }
+            const trade = {
+                ...tradeData,
+                id: generateId(),
+                createdAt: new Date(),
+                filled: tradeData.filled ?? 0,
+                cost,
+                fees,
+                isMaker,
+                makerRebate,
+                status: tradeData.status ?? 'pending',
+            };
+            saveTrade(trade);
+            emitter.emit('trade', trade);
+            logger_1.logger.info({
+                tradeId: trade.id,
+                platform: trade.platform,
+                side: trade.side,
+                price: trade.price,
+                size: trade.size,
+                isMaker: trade.isMaker,
+                fees: trade.fees,
+                makerRebate: trade.makerRebate,
+                strategy: trade.strategyName,
+            }, 'Trade logged');
+            return trade;
+        },
+        updateTrade(tradeId, updates) {
+            const trade = trades.get(tradeId);
+            if (!trade) {
+                // Try loading from DB
+                const rows = db.query(`SELECT * FROM trades WHERE id = ?`, [tradeId]);
+                if (rows.length === 0)
+                    return null;
+                const loaded = rowToTrade(rows[0]);
+                trades.set(tradeId, loaded);
+                return emitter.updateTrade(tradeId, updates);
+            }
+            Object.assign(trade, updates);
+            saveTrade(trade);
+            emitter.emit('tradeUpdated', trade);
+            return trade;
+        },
+        fillTrade(tradeId, filledPrice, filledSize, fees) {
+            const trade = trades.get(tradeId);
+            if (!trade)
+                return null;
+            trade.filled = filledSize;
+            trade.cost = filledPrice * filledSize;
+            trade.fees = fees;
+            trade.status = filledSize >= trade.size ? 'filled' : 'partial';
+            trade.filledAt = new Date();
+            saveTrade(trade);
+            emitter.emit('tradeFilled', trade);
+            logger_1.logger.info({ tradeId, filledPrice, filledSize, status: trade.status }, 'Trade filled');
+            return trade;
+        },
+        cancelTrade(tradeId) {
+            const trade = trades.get(tradeId);
+            if (!trade)
+                return null;
+            trade.status = 'cancelled';
+            saveTrade(trade);
+            emitter.emit('tradeCancelled', trade);
+            return trade;
+        },
+        linkTrades(entryId, exitId, realizedPnL) {
+            const entry = trades.get(entryId);
+            const exit = trades.get(exitId);
+            if (entry) {
+                entry.exitTradeId = exitId;
+                entry.realizedPnL = realizedPnL;
+                entry.realizedPnLPct = entry.cost > 0 ? (realizedPnL / entry.cost) * 100 : 0;
+                saveTrade(entry);
+            }
+            if (exit) {
+                exit.entryTradeId = entryId;
+                saveTrade(exit);
+            }
+            emitter.emit('tradesLinked', { entryId, exitId, realizedPnL });
+        },
+        getTrade(tradeId) {
+            return trades.get(tradeId) || null;
+        },
+        getTrades(filter = {}) {
+            let sql = 'SELECT * FROM trades WHERE 1=1';
+            const params = [];
+            if (filter.platform) {
+                sql += ' AND platform = ?';
+                params.push(filter.platform);
+            }
+            if (filter.marketId) {
+                sql += ' AND market_id = ?';
+                params.push(filter.marketId);
+            }
+            if (filter.strategyId) {
+                sql += ' AND strategy_id = ?';
+                params.push(filter.strategyId);
+            }
+            if (filter.status) {
+                sql += ' AND status = ?';
+                params.push(filter.status);
+            }
+            if (filter.side) {
+                sql += ' AND side = ?';
+                params.push(filter.side);
+            }
+            if (filter.startDate) {
+                sql += ' AND created_at >= ?';
+                params.push(filter.startDate.toISOString());
+            }
+            if (filter.endDate) {
+                sql += ' AND created_at <= ?';
+                params.push(filter.endDate.toISOString());
+            }
+            sql += ' ORDER BY created_at DESC';
+            if (filter.limit) {
+                sql += ' LIMIT ?';
+                params.push(filter.limit);
+            }
+            if (filter.offset) {
+                sql += ' OFFSET ?';
+                params.push(filter.offset);
+            }
+            const rows = db.query(sql, params);
+            return rows.map(rowToTrade);
+        },
+        getTradesForPosition(platform, marketId, outcome) {
+            return emitter.getTrades({ platform, marketId }).filter((t) => t.outcome === outcome);
+        },
+        getOpenTrades(strategyId) {
+            const filter = { status: 'pending' };
+            if (strategyId)
+                filter.strategyId = strategyId;
+            const pending = emitter.getTrades(filter);
+            const partial = emitter.getTrades({ ...filter, status: 'partial' });
+            return [...pending, ...partial];
+        },
+        getStats(filter = {}) {
+            const allTrades = emitter.getTrades(filter);
+            const closedTrades = allTrades.filter((t) => t.realizedPnL !== undefined);
+            const wins = closedTrades.filter((t) => (t.realizedPnL || 0) > 0);
+            const losses = closedTrades.filter((t) => (t.realizedPnL || 0) < 0);
+            const totalPnL = closedTrades.reduce((sum, t) => sum + (t.realizedPnL || 0), 0);
+            const totalWins = wins.reduce((sum, t) => sum + (t.realizedPnL || 0), 0);
+            const totalLosses = Math.abs(losses.reduce((sum, t) => sum + (t.realizedPnL || 0), 0));
+            // By platform
+            const byPlatform = {};
+            for (const trade of closedTrades) {
+                if (!byPlatform[trade.platform]) {
+                    byPlatform[trade.platform] = { trades: 0, pnl: 0 };
+                }
+                byPlatform[trade.platform].trades++;
+                byPlatform[trade.platform].pnl += trade.realizedPnL || 0;
+            }
+            // By strategy
+            const byStrategy = {};
+            for (const trade of closedTrades) {
+                const key = trade.strategyId || 'manual';
+                if (!byStrategy[key]) {
+                    byStrategy[key] = { trades: 0, pnl: 0, winRate: 0 };
+                }
+                byStrategy[key].trades++;
+                byStrategy[key].pnl += trade.realizedPnL || 0;
+            }
+            // Calculate win rates
+            for (const key of Object.keys(byStrategy)) {
+                const stratTrades = closedTrades.filter((t) => (t.strategyId || 'manual') === key);
+                const stratWins = stratTrades.filter((t) => (t.realizedPnL || 0) > 0);
+                byStrategy[key].winRate = stratTrades.length > 0 ? (stratWins.length / stratTrades.length) * 100 : 0;
+            }
+            // Calculate maker/taker stats
+            const makerTrades = allTrades.filter((t) => t.isMaker);
+            const takerTrades = allTrades.filter((t) => !t.isMaker);
+            const totalMakerRebates = allTrades.reduce((sum, t) => sum + (t.makerRebate || 0), 0);
+            const totalFees = allTrades.reduce((sum, t) => sum + (t.fees || 0), 0);
+            return {
+                totalTrades: allTrades.length,
+                winningTrades: wins.length,
+                losingTrades: losses.length,
+                winRate: closedTrades.length > 0 ? (wins.length / closedTrades.length) * 100 : 0,
+                totalPnL,
+                avgPnL: closedTrades.length > 0 ? totalPnL / closedTrades.length : 0,
+                avgWin: wins.length > 0 ? totalWins / wins.length : 0,
+                avgLoss: losses.length > 0 ? totalLosses / losses.length : 0,
+                largestWin: wins.length > 0 ? Math.max(...wins.map((t) => t.realizedPnL || 0)) : 0,
+                largestLoss: losses.length > 0 ? Math.min(...losses.map((t) => t.realizedPnL || 0)) : 0,
+                profitFactor: totalLosses > 0 ? totalWins / totalLosses : totalWins > 0 ? Infinity : 0,
+                totalVolume: allTrades.reduce((sum, t) => sum + t.cost, 0),
+                totalFees,
+                totalMakerRebates,
+                netFees: totalFees - totalMakerRebates,
+                makerTrades: makerTrades.length,
+                takerTrades: takerTrades.length,
+                byPlatform: byPlatform,
+                byStrategy,
+            };
+        },
+        getDailyPnL(days = 30) {
+            const rows = db.query(`SELECT
+          date(created_at) as date,
+          SUM(realized_pnl) as pnl,
+          COUNT(*) as trades
+         FROM trades
+         WHERE realized_pnl IS NOT NULL
+           AND created_at > datetime('now', '-' || ? || ' days')
+         GROUP BY date(created_at)
+         ORDER BY date DESC`, [days]);
+            return rows;
+        },
+        exportCsv(filter = {}) {
+            const allTrades = emitter.getTrades(filter);
+            const headers = [
+                'id', 'platform', 'market_id', 'market_question', 'outcome', 'side', 'order_type',
+                'price', 'size', 'filled', 'cost', 'fees', 'status', 'strategy_id', 'strategy_name',
+                'realized_pnl', 'realized_pnl_pct', 'created_at', 'filled_at',
+            ];
+            const rows = allTrades.map((t) => [
+                t.id, t.platform, t.marketId, t.marketQuestion || '', t.outcome, t.side, t.orderType,
+                t.price, t.size, t.filled, t.cost, t.fees || '', t.status, t.strategyId || '', t.strategyName || '',
+                t.realizedPnL || '', t.realizedPnLPct || '', t.createdAt.toISOString(), t.filledAt?.toISOString() || '',
+            ]);
+            return [headers.join(','), ...rows.map((r) => r.join(','))].join('\n');
+        },
+        cleanup(olderThanDays) {
+            // Count trades to be deleted first
+            const countRows = db.query(`SELECT COUNT(*) as count FROM trades WHERE created_at < datetime('now', '-' || ? || ' days')`, [olderThanDays]);
+            const count = countRows[0]?.count || 0;
+            if (count > 0) {
+                db.run(`DELETE FROM trades WHERE created_at < datetime('now', '-' || ? || ' days')`, [olderThanDays]);
+            }
+            logger_1.logger.info({ olderThanDays, deleted: count }, 'Cleaned up old trades');
+            return count;
+        },
+    });
+    return emitter;
+}
+//# sourceMappingURL=logger.js.map

package/dist/trading/logger.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"logger.js","sourceRoot":"","sources":["../../src/trading/logger.ts"],"names":[],"mappings":";AAAA;;;;;;;;GAQG;;;AA2GH,gDAcC;AA+CD,8CA8bC;AApmBD,iDAA6C;AAE7C,4CAAyC;AAoFzC;;;;;;;;;GASG;AACU,QAAA,aAAa,GAAG;IAC3B,UAAU,EAAE,EAAE,WAAW,EAAE,CAAC,EAAE,cAAc,EAAE,CAAC,EAAE,EAAE,4BAA4B;IAC/E,MAAM,EAAE,EAAE,WAAW,EAAE,GAAG,EAAE,cAAc,EAAE,CAAC,EAAE,EAAI,gCAAgC;IACnF,OAAO,EAAE,EAAE,WAAW,EAAE,GAAG,EAAE,cAAc,EAAE,CAAC,EAAE,EAAG,iBAAiB;IACpE,QAAQ,EAAE,EAAE,WAAW,EAAE,GAAG,EAAE,cAAc,EAAE,CAAC,EAAE,EAAE,gBAAgB;IACnE,QAAQ,EAAE,EAAE,WAAW,EAAE,CAAC,EAAE,cAAc,EAAE,CAAC,EAAE,EAAI,aAAa;CACxD,CAAC;AAEX,iCAAiC;AACjC,SAAgB,kBAAkB,CAChC,QAAkB,EAClB,IAAY,EACZ,OAAgB;IAEhB,MAAM,KAAK,GAAG,qBAAa,CAAC,QAAsC,CAAC,IAAI,EAAE,WAAW,EAAE,CAAC,EAAE,cAAc,EAAE,CAAC,EAAE,CAAC;IAE7G,IAAI,OAAO,IAAI,KAAK,CAAC,cAAc,GAAG,CAAC,EAAE,CAAC;QACxC,MAAM,MAAM,GAAG,CAAC,IAAI,GAAG,KAAK,CAAC,cAAc,CAAC,GAAG,KAAK,CAAC;QACrD,OAAO,EAAE,IAAI,EAAE,CAAC,MAAM,EAAE,WAAW,EAAE,MAAM,EAAE,CAAC;IAChD,CAAC;IAED,MAAM,GAAG,GAAG,CAAC,IAAI,GAAG,KAAK,CAAC,WAAW,CAAC,GAAG,KAAK,CAAC;IAC/C,OAAO,EAAE,IAAI,EAAE,GAAG,EAAE,WAAW,EAAE,CAAC,EAAE,CAAC;AACvC,CAAC;AA2CD,gFAAgF;AAChF,iBAAiB;AACjB,gFAAgF;AAEhF,SAAgB,iBAAiB,CAAC,EAAY;IAC5C,MAAM,OAAO,GAAG,IAAI,4BAAY,EAAiB,CAAC;IAClD,MAAM,MAAM,GAAG,IAAI,GAAG,EAAiB,CAAC;IAExC,sBAAsB;IACtB,EAAE,CAAC,GAAG,CAAC;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA6BN,CAAC,CAAC;IAEH,iDAAiD;IACjD,IAAI,CAAC;QACH,EAAE,CAAC,GAAG,CAAC,0DAA0D,CAAC,CAAC;IACrE,CAAC;IAAC,MAAM,CAAC,CAAC,mBAAmB,CAAC,CAAC;IAC/B,IAAI,CAAC;QACH,EAAE,CAAC,GAAG,CAAC,2DAA2D,CAAC,CAAC;IACtE,CAAC;IAAC,MAAM,CAAC,CAAC,mBAAmB,CAAC,CAAC;IAE/B,EAAE,CAAC,GAAG,CAAC,oEAAoE,CAAC,CAAC;IAC7E,EAAE,CAAC,GAAG,CAAC,mEAAmE,CAAC,CAAC;IAC5E,EAAE,CAAC,GAAG,CAAC,uEAAuE,CAAC,CAAC;IAChF,EAAE,CAAC,GAAG,CAAC,gEAAgE,CAAC,CAAC;IACzE,EAAE,CAAC,GAAG,CAAC,qEAAqE,CAAC,CAAC;IAE9E,iCAAiC;IACjC,IAAI,CAAC;QACH,MAAM,IAAI,GAAG,EAAE,CAAC,KAAK,CACnB,6FAA6F,CAC9F,CAAC;QACF,KAAK,MAAM,GAAG,IAAI,IAAI,EAAE,CAAC;YACvB,MAAM,KAAK,GAAG,UAAU,CAAC,GAAG,CAAC,CAAC;YAC9B,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,EAAE,KAAK,CAAC,CAAC;QAC9B,CAAC;QACD,eAAM,CAAC,IAAI,CAAC,EAAE,KAAK,EAAE,MAAM,CAAC,IAAI,EAAE,EAAE,sBAAsB,CAAC,CAAC;IAC9D,CAAC;IAAC,MAAM,CAAC;QACP,eAAM,CAAC,KAAK,CAAC,oBAAoB,CAAC,CAAC;IACrC,CAAC;IAED,SAAS,UAAU,CAAC,GAAQ;QAC1B,OAAO;YACL,EAAE,EAAE,GAAG,CAAC,EAAE;YACV,QAAQ,EAAE,GAAG,CAAC,QAAQ;YACtB,QAAQ,EAAE,GAAG,CAAC,SAAS;YACvB,cAAc,EAAE,GAAG,CAAC,eAAe;YACnC,OAAO,EAAE,GAAG,CAAC,OAAO;YACpB,IAAI,EAAE,GAAG,CAAC,IAAI;YACd,SAAS,EAAE,GAAG,CAAC,UAAU;YACzB,KAAK,EAAE,GAAG,CAAC,KAAK;YAChB,IAAI,EAAE,GAAG,CAAC,IAAI;YACd,MAAM,EAAE,GAAG,CAAC,MAAM;YAClB,IAAI,EAAE,GAAG,CAAC,IAAI;YACd,IAAI,EAAE,GAAG,CAAC,IAAI;YACd,OAAO,EAAE,GAAG,CAAC,QAAQ,KAAK,CAAC;YAC3B,WAAW,EAAE,GAAG,CAAC,YAAY,IAAI,CAAC;YAClC,OAAO,EAAE,GAAG,CAAC,QAAQ;YACrB,MAAM,EAAE,GAAG,CAAC,MAAM;YAClB,UAAU,EAAE,GAAG,CAAC,WAAW;YAC3B,YAAY,EAAE,GAAG,CAAC,aAAa;YAC/B,IAAI,EAAE,GAAG,CAAC,SAAS,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,SAAS;YAC3D,WAAW,EAAE,GAAG,CAAC,aAAa;YAC9B,YAAY,EAAE,GAAG,CAAC,cAAc;YAChC,WAAW,EAAE,GAAG,CAAC,YAAY;YAC7B,cAAc,EAAE,GAAG,CAAC,gBAAgB;YACpC,SAAS,EAAE,IAAI,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC;YACnC,QAAQ,EAAE,GAAG,CAAC,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,SAAS;YAC7D,IAAI,EAAE,GAAG,CAAC,SAAS,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,SAAS;SAC5D,CAAC;IACJ,CAAC;IAED,SAAS,SAAS,CAAC,KAAY;QAC7B,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,EAAE,KAAK,CAAC,CAAC;QAE5B,EAAE,CAAC,GAAG,CACJ;;;;6FAIuF,EACvF;YACE,KAAK,CAAC,EAAE;YACR,KAAK,CAAC,QAAQ;YACd,KAAK,CAAC,QAAQ;YACd,KAAK,CAAC,cAAc,IAAI,IAAI;YAC5B,KAAK,CAAC,OAAO;YACb,KAAK,CAAC,IAAI;YACV,KAAK,CAAC,SAAS;YACf,KAAK,CAAC,KAAK;YACX,KAAK,CAAC,IAAI;YACV,KAAK,CAAC,MAAM;YACZ,KAAK,CAAC,IAAI;YACV,KAAK,CAAC,IAAI,IAAI,IAAI;YAClB,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;YACrB,KAAK,CAAC,WAAW,IAAI,CAAC;YACtB,KAAK,CAAC,OAAO,IAAI,IAAI;YACrB,KAAK,CAAC,MAAM;YACZ,KAAK,CAAC,UAAU,IAAI,IAAI;YACxB,KAAK,CAAC,YAAY,IAAI,IAAI;YAC1B,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,IAAI;YAC9C,KAAK,CAAC,WAAW,IAAI,IAAI;YACzB,KAAK,CAAC,YAAY,IAAI,IAAI;YAC1B,KAAK,CAAC,WAAW,IAAI,IAAI;YACzB,KAAK,CAAC,cAAc,IAAI,IAAI;YAC5B,KAAK,CAAC,SAAS,CAAC,WAAW,EAAE;YAC7B,KAAK,CAAC,QAAQ,EAAE,WAAW,EAAE,IAAI,IAAI;YACrC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,IAAI;SAC/C,CACF,CAAC;IACJ,CAAC;IAED,SAAS,UAAU;QACjB,OAAO,SAAS,IAAI,CAAC,GAAG,EAAE,CAAC,QAAQ,CAAC,EAAE,CAAC,IAAI,IAAI,CAAC,MAAM,EAAE,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,EAAE,CAAC;IACtF,CAAC;IAED,iBAAiB;IACjB,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE;QACrB,QAAQ,CAAC,SAAS;YAChB,MAAM,IAAI,GAAG,SAAS,CAAC,IAAI,IAAI,SAAS,CAAC,KAAK,GAAG,SAAS,CAAC,IAAI,CAAC;YAChE,MAAM,OAAO,GAAG,SAAS,CAAC,SAAS,KAAK,OAAO,IAAI,SAAS,CAAC,OAAO,KAAK,IAAI,CAAC;YAE9E,sCAAsC;YACtC,IAAI,IAAI,GAAG,SAAS,CAAC,IAAI,CAAC;YAC1B,IAAI,WAAW,GAAG,SAAS,CAAC,WAAW,IAAI,CAAC,CAAC;YAE7C,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;gBACvB,MAAM,OAAO,GAAG,kBAAkB,CAAC,SAAS,CAAC,QAAQ,EAAE,IAAI,EAAE,OAAO,CAAC,CAAC;gBACtE,IAAI,GAAG,OAAO,CAAC,IAAI,CAAC;gBACpB,WAAW,GAAG,OAAO,CAAC,WAAW,CAAC;YACpC,CAAC;YAED,MAAM,KAAK,GAAU;gBACnB,GAAG,SAAS;gBACZ,EAAE,EAAE,UAAU,EAAE;gBAChB,SAAS,EAAE,IAAI,IAAI,EAAE;gBACrB,MAAM,EAAE,SAAS,CAAC,MAAM,IAAI,CAAC;gBAC7B,IAAI;gBACJ,IAAI;gBACJ,OAAO;gBACP,WAAW;gBACX,MAAM,EAAE,SAAS,CAAC,MAAM,IAAI,SAAS;aACtC,CAAC;YAEF,SAAS,CAAC,KAAK,CAAC,CAAC;YACjB,OAAO,CAAC,IAAI,CAAC,OAAO,EAAE,KAAK,CAAC,CAAC;YAE7B,eAAM,CAAC,IAAI,CACT;gBACE,OAAO,EAAE,KAAK,CAAC,EAAE;gBACjB,QAAQ,EAAE,KAAK,CAAC,QAAQ;gBACxB,IAAI,EAAE,KAAK,CAAC,IAAI;gBAChB,KAAK,EAAE,KAAK,CAAC,KAAK;gBAClB,IAAI,EAAE,KAAK,CAAC,IAAI;gBAChB,OAAO,EAAE,KAAK,CAAC,OAAO;gBACtB,IAAI,EAAE,KAAK,CAAC,IAAI;gBAChB,WAAW,EAAE,KAAK,CAAC,WAAW;gBAC9B,QAAQ,EAAE,KAAK,CAAC,YAAY;aAC7B,EACD,cAAc,CACf,CAAC;YAEF,OAAO,KAAK,CAAC;QACf,CAAC;QAED,WAAW,CAAC,OAAO,EAAE,OAAO;YAC1B,MAAM,KAAK,GAAG,MAAM,CAAC,GAAG,CAAC,OAAO,CAAC,CAAC;YAClC,IAAI,CAAC,KAAK,EAAE,CAAC;gBACX,sBAAsB;gBACtB,MAAM,IAAI,GAAG,EAAE,CAAC,KAAK,CAAM,mCAAmC,EAAE,CAAC,OAAO,CAAC,CAAC,CAAC;gBAC3E,IAAI,IAAI,CAAC,MAAM,KAAK,CAAC;oBAAE,OAAO,IAAI,CAAC;gBACnC,MAAM,MAAM,GAAG,UAAU,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC;gBACnC,MAAM,CAAC,GAAG,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;gBAC5B,OAAO,OAAO,CAAC,WAAW,CAAC,OAAO,EAAE,OAAO,CAAC,CAAC;YAC/C,CAAC;YAED,MAAM,CAAC,MAAM,CAAC,KAAK,EAAE,OAAO,CAAC,CAAC;YAC9B,SAAS,CAAC,KAAK,CAAC,CAAC;YACjB,OAAO,CAAC,IAAI,CAAC,cAAc,EAAE,KAAK,CAAC,CAAC;YAEpC,OAAO,KAAK,CAAC;QACf,CAAC;QAED,SAAS,CAAC,OAAO,EAAE,WAAW,EAAE,UAAU,EAAE,IAAI;YAC9C,MAAM,KAAK,GAAG,MAAM,CAAC,GAAG,CAAC,OAAO,CAAC,CAAC;YAClC,IAAI,CAAC,KAAK;gBAAE,OAAO,IAAI,CAAC;YAExB,KAAK,CAAC,MAAM,GAAG,UAAU,CAAC;YAC1B,KAAK,CAAC,IAAI,GAAG,WAAW,GAAG,UAAU,CAAC;YACtC,KAAK,CAAC,IAAI,GAAG,IAAI,CAAC;YAClB,KAAK,CAAC,MAAM,GAAG,UAAU,IAAI,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,SAAS,CAAC;YAC/D,KAAK,CAAC,QAAQ,GAAG,IAAI,IAAI,EAAE,CAAC;YAE5B,SAAS,CAAC,KAAK,CAAC,CAAC;YACjB,OAAO,CAAC,IAAI,CAAC,aAAa,EAAE,KAAK,CAAC,CAAC;YAEnC,eAAM,CAAC,IAAI,CACT,EAAE,OAAO,EAAE,WAAW,EAAE,UAAU,EAAE,MAAM,EAAE,KAAK,CAAC,MAAM,EAAE,EAC1D,cAAc,CACf,CAAC;YAEF,OAAO,KAAK,CAAC;QACf,CAAC;QAED,WAAW,CAAC,OAAO;YACjB,MAAM,KAAK,GAAG,MAAM,CAAC,GAAG,CAAC,OAAO,CAAC,CAAC;YAClC,IAAI,CAAC,KAAK;gBAAE,OAAO,IAAI,CAAC;YAExB,KAAK,CAAC,MAAM,GAAG,WAAW,CAAC;YAC3B,SAAS,CAAC,KAAK,CAAC,CAAC;YACjB,OAAO,CAAC,IAAI,CAAC,gBAAgB,EAAE,KAAK,CAAC,CAAC;YAEtC,OAAO,KAAK,CAAC;QACf,CAAC;QAED,UAAU,CAAC,OAAO,EAAE,MAAM,EAAE,WAAW;YACrC,MAAM,KAAK,GAAG,MAAM,CAAC,GAAG,CAAC,OAAO,CAAC,CAAC;YAClC,MAAM,IAAI,GAAG,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;YAEhC,IAAI,KAAK,EAAE,CAAC;gBACV,KAAK,CAAC,WAAW,GAAG,MAAM,CAAC;gBAC3B,KAAK,CAAC,WAAW,GAAG,WAAW,CAAC;gBAChC,KAAK,CAAC,cAAc,GAAG,KAAK,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,WAAW,GAAG,KAAK,CAAC,IAAI,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC;gBAC7E,SAAS,CAAC,KAAK,CAAC,CAAC;YACnB,CAAC;YAED,IAAI,IAAI,EAAE,CAAC;gBACT,IAAI,CAAC,YAAY,GAAG,OAAO,CAAC;gBAC5B,SAAS,CAAC,IAAI,CAAC,CAAC;YAClB,CAAC;YAED,OAAO,CAAC,IAAI,CAAC,cAAc,EAAE,EAAE,OAAO,EAAE,MAAM,EAAE,WAAW,EAAE,CAAC,CAAC;QACjE,CAAC;QAED,QAAQ,CAAC,OAAO;YACd,OAAO,MAAM,CAAC,GAAG,CAAC,OAAO,CAAC,IAAI,IAAI,CAAC;QACrC,CAAC;QAED,SAAS,CAAC,MAAM,GAAG,EAAE;YACnB,IAAI,GAAG,GAAG,gCAAgC,CAAC;YAC3C,MAAM,MAAM,GAAU,EAAE,CAAC;YAEzB,IAAI,MAAM,CAAC,QAAQ,EAAE,CAAC;gBACpB,GAAG,IAAI,mBAAmB,CAAC;gBAC3B,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC;YAC/B,CAAC;YACD,IAAI,MAAM,CAAC,QAAQ,EAAE,CAAC;gBACpB,GAAG,IAAI,oBAAoB,CAAC;gBAC5B,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC;YAC/B,CAAC;YACD,IAAI,MAAM,CAAC,UAAU,EAAE,CAAC;gBACtB,GAAG,IAAI,sBAAsB,CAAC;gBAC9B,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;YACjC,CAAC;YACD,IAAI,MAAM,CAAC,MAAM,EAAE,CAAC;gBAClB,GAAG,IAAI,iBAAiB,CAAC;gBACzB,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;YAC7B,CAAC;YACD,IAAI,MAAM,CAAC,IAAI,EAAE,CAAC;gBAChB,GAAG,IAAI,eAAe,CAAC;gBACvB,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC;YAC3B,CAAC;YACD,IAAI,MAAM,CAAC,SAAS,EAAE,CAAC;gBACrB,GAAG,IAAI,sBAAsB,CAAC;gBAC9B,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,SAAS,CAAC,WAAW,EAAE,CAAC,CAAC;YAC9C,CAAC;YACD,IAAI,MAAM,CAAC,OAAO,EAAE,CAAC;gBACnB,GAAG,IAAI,sBAAsB,CAAC;gBAC9B,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC;YAC5C,CAAC;YAED,GAAG,IAAI,2BAA2B,CAAC;YAEnC,IAAI,MAAM,CAAC,KAAK,EAAE,CAAC;gBACjB,GAAG,IAAI,UAAU,CAAC;gBAClB,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;YAC5B,CAAC;YACD,IAAI,MAAM,CAAC,MAAM,EAAE,CAAC;gBAClB,GAAG,IAAI,WAAW,CAAC;gBACnB,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;YAC7B,CAAC;YAED,MAAM,IAAI,GAAG,EAAE,CAAC,KAAK,CAAM,GAAG,EAAE,MAAM,CAAC,CAAC;YACxC,OAAO,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;QAC9B,CAAC;QAED,oBAAoB,CAAC,QAAQ,EAAE,QAAQ,EAAE,OAAO;YAC9C,OAAO,OAAO,CAAC,SAAS,CAAC,EAAE,QAAQ,EAAE,QAAQ,EAAE,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,OAAO,CAAC,CAAC;QACxF,CAAC;QAED,aAAa,CAAC,UAAU;YACtB,MAAM,MAAM,GAAgB,EAAE,MAAM,EAAE,SAAS,EAAE,CAAC;YAClD,IAAI,UAAU;gBAAE,MAAM,CAAC,UAAU,GAAG,UAAU,CAAC;YAE/C,MAAM,OAAO,GAAG,OAAO,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC;YAC1C,MAAM,OAAO,GAAG,OAAO,CAAC,SAAS,CAAC,EAAE,GAAG,MAAM,EAAE,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC;YAEpE,OAAO,CAAC,GAAG,OAAO,EAAE,GAAG,OAAO,CAAC,CAAC;QAClC,CAAC;QAED,QAAQ,CAAC,MAAM,GAAG,EAAE;YAClB,MAAM,SAAS,GAAG,OAAO,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC;YAC5C,MAAM,YAAY,GAAG,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,WAAW,KAAK,SAAS,CAAC,CAAC;YAE1E,MAAM,IAAI,GAAG,YAAY,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,WAAW,IAAI,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;YAClE,MAAM,MAAM,GAAG,YAAY,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,WAAW,IAAI,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;YAEpE,MAAM,QAAQ,GAAG,YAAY,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,CAAC,EAAE,EAAE,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,WAAW,IAAI,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;YAChF,MAAM,SAAS,GAAG,IAAI,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,CAAC,EAAE,EAAE,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,WAAW,IAAI,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;YACzE,MAAM,WAAW,GAAG,IAAI,CAAC,GAAG,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,CAAC,EAAE,EAAE,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,WAAW,IAAI,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;YAEvF,cAAc;YACd,MAAM,UAAU,GAAoD,EAAE,CAAC;YACvE,KAAK,MAAM,KAAK,IAAI,YAAY,EAAE,CAAC;gBACjC,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,QAAQ,CAAC,EAAE,CAAC;oBAChC,UAAU,CAAC,KAAK,CAAC,QAAQ,CAAC,GAAG,EAAE,MAAM,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,CAAC;gBACrD,CAAC;gBACD,UAAU,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,MAAM,EAAE,CAAC;gBACpC,UAAU,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,GAAG,IAAI,KAAK,CAAC,WAAW,IAAI,CAAC,CAAC;YAC3D,CAAC;YAED,cAAc;YACd,MAAM,UAAU,GAAqE,EAAE,CAAC;YACxF,KAAK,MAAM,KAAK,IAAI,YAAY,EAAE,CAAC;gBACjC,MAAM,GAAG,GAAG,KAAK,CAAC,UAAU,IAAI,QAAQ,CAAC;gBACzC,IAAI,CAAC,UAAU,CAAC,GAAG,CAAC,EAAE,CAAC;oBACrB,UAAU,CAAC,GAAG,CAAC,GAAG,EAAE,MAAM,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,OAAO,EAAE,CAAC,EAAE,CAAC;gBACtD,CAAC;gBACD,UAAU,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,CAAC;gBACzB,UAAU,CAAC,GAAG,CAAC,CAAC,GAAG,IAAI,KAAK,CAAC,WAAW,IAAI,CAAC,CAAC;YAChD,CAAC;YACD,sBAAsB;YACtB,KAAK,MAAM,GAAG,IAAI,MAAM,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,CAAC;gBAC1C,MAAM,WAAW,GAAG,YAAY,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,UAAU,IAAI,QAAQ,CAAC,KAAK,GAAG,CAAC,CAAC;gBACnF,MAAM,SAAS,GAAG,WAAW,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,WAAW,IAAI,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;gBACtE,UAAU,CAAC,GAAG,CAAC,CAAC,OAAO,GAAG,WAAW,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,MAAM,GAAG,WAAW,CAAC,MAAM,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC;YACvG,CAAC;YAED,8BAA8B;YAC9B,MAAM,WAAW,GAAG,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC;YACvD,MAAM,WAAW,GAAG,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC;YACxD,MAAM,iBAAiB,GAAG,SAAS,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,CAAC,EAAE,EAAE,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,WAAW,IAAI,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;YACtF,MAAM,SAAS,GAAG,SAAS,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,CAAC,EAAE,EAAE,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;YAEvE,OAAO;gBACL,WAAW,EAAE,SAAS,CAAC,MAAM;gBAC7B,aAAa,EAAE,IAAI,CAAC,MAAM;gBAC1B,YAAY,EAAE,MAAM,CAAC,MAAM;gBAC3B,OAAO,EAAE,YAAY,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,MAAM,GAAG,YAAY,CAAC,MAAM,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC;gBAChF,QAAQ;gBACR,MAAM,EAAE,YAAY,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,GAAG,YAAY,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC;gBACpE,MAAM,EAAE,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,SAAS,GAAG,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC;gBACrD,OAAO,EAAE,MAAM,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,WAAW,GAAG,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC;gBAC5D,UAAU,EAAE,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,WAAW,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;gBAClF,WAAW,EAAE,MAAM,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,WAAW,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;gBACvF,YAAY,EAAE,WAAW,GAAG,CAAC,CAAC,CAAC,CAAC,SAAS,GAAG,WAAW,CAAC,CAAC,CAAC,SAAS,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC;gBACtF,WAAW,EAAE,SAAS,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,CAAC,EAAE,EAAE,CAAC,GAAG,GAAG,CAAC,CAAC,IAAI,EAAE,CAAC,CAAC;gBAC1D,SAAS;gBACT,iBAAiB;gBACjB,OAAO,EAAE,SAAS,GAAG,iBAAiB;gBACtC,WAAW,EAAE,WAAW,CAAC,MAAM;gBAC/B,WAAW,EAAE,WAAW,CAAC,MAAM;gBAC/B,UAAU,EAAE,UAAiB;gBAC7B,UAAU;aACX,CAAC;QACJ,CAAC;QAED,WAAW,CAAC,IAAI,GAAG,EAAE;YACnB,MAAM,IAAI,GAAG,EAAE,CAAC,KAAK,CACnB;;;;;;;;4BAQoB,EACpB,CAAC,IAAI,CAAC,CACP,CAAC;YAEF,OAAO,IAAI,CAAC;QACd,CAAC;QAED,SAAS,CAAC,MAAM,GAAG,EAAE;YACnB,MAAM,SAAS,GAAG,OAAO,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC;YAE5C,MAAM,OAAO,GAAG;gBACd,IAAI,EAAE,UAAU,EAAE,WAAW,EAAE,iBAAiB,EAAE,SAAS,EAAE,MAAM,EAAE,YAAY;gBACjF,OAAO,EAAE,MAAM,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,aAAa,EAAE,eAAe;gBACnF,cAAc,EAAE,kBAAkB,EAAE,YAAY,EAAE,WAAW;aAC9D,CAAC;YAEF,MAAM,IAAI,GAAG,SAAS,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC;gBAChC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,QAAQ,EAAE,CAAC,CAAC,QAAQ,EAAE,CAAC,CAAC,cAAc,IAAI,EAAE,EAAE,CAAC,CAAC,OAAO,EAAE,CAAC,CAAC,IAAI,EAAE,CAAC,CAAC,SAAS;gBACpF,CAAC,CAAC,KAAK,EAAE,CAAC,CAAC,IAAI,EAAE,CAAC,CAAC,MAAM,EAAE,CAAC,CAAC,IAAI,EAAE,CAAC,CAAC,IAAI,IAAI,EAAE,EAAE,CAAC,CAAC,MAAM,EAAE,CAAC,CAAC,UAAU,IAAI,EAAE,EAAE,CAAC,CAAC,YAAY,IAAI,EAAE;gBACnG,CAAC,CAAC,WAAW,IAAI,EAAE,EAAE,CAAC,CAAC,cAAc,IAAI,EAAE,EAAE,CAAC,CAAC,SAAS,CAAC,WAAW,EAAE,EAAE,CAAC,CAAC,QAAQ,EAAE,WAAW,EAAE,IAAI,EAAE;aACxG,CAAC,CAAC;YAEH,OAAO,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;QACzE,CAAC;QAED,OAAO,CAAC,aAAa;YACnB,mCAAmC;YACnC,MAAM,SAAS,GAAG,EAAE,CAAC,KAAK,CACxB,8FAA8F,EAC9F,CAAC,aAAa,CAAC,CAChB,CAAC;YACF,MAAM,KAAK,GAAG,SAAS,CAAC,CAAC,CAAC,EAAE,KAAK,IAAI,CAAC,CAAC;YAEvC,IAAI,KAAK,GAAG,CAAC,EAAE,CAAC;gBACd,EAAE,CAAC,GAAG,CACJ,4EAA4E,EAC5E,CAAC,aAAa,CAAC,CAChB,CAAC;YACJ,CAAC;YAED,eAAM,CAAC,IAAI,CAAC,EAAE,aAAa,EAAE,OAAO,EAAE,KAAK,EAAE,EAAE,uBAAuB,CAAC,CAAC;YACxE,OAAO,KAAK,CAAC;QACf,CAAC;KACsB,CAAC,CAAC;IAE3B,OAAO,OAAO,CAAC;AACjB,CAAC"}

package/dist/trading/market-making/engine.d.ts

@@ -0,0 +1,44 @@
+/**
+ * Market Making Engine - Pure Calculation Functions
+ *
+ * All functions are pure — no I/O, no state mutation, fully testable.
+ */
+import type { MMConfig, MMState, QuoteResult } from './types';
+import type { Orderbook } from '../../types';
+/**
+ * Compute fair value from orderbook based on configured method
+ */
+export declare function computeFairValue(orderbook: Orderbook, method: MMConfig['fairValueMethod']): number;
+/**
+ * Update EMA fair value given new observation
+ */
+export declare function updateEmaFairValue(currentEma: number, newValue: number, alpha: number): number;
+/**
+ * Compute inventory skew offset in cents.
+ * Positive inventory (long) → positive skew → lower bid, higher ask
+ * This discourages buying more and encourages selling.
+ */
+export declare function computeSkew(inventory: number, maxInventory: number, skewFactor: number, baseSpreadCents: number): number;
+/**
+ * Compute volatility-adjusted spread.
+ * Higher volatility → wider spread to avoid adverse selection.
+ */
+export declare function computeAdjustedSpread(baseSpreadCents: number, volatility: number, volatilityMultiplier: number, minSpreadCents: number, maxSpreadCents: number): number;
+/**
+ * Clamp price to valid prediction market range [0.01, 0.99].
+ * Round to nearest cent.
+ */
+export declare function clampPrice(price: number): number;
+/**
+ * Check if inventory limits would be exceeded by a new order.
+ */
+export declare function wouldExceedInventory(currentInventory: number, orderSize: number, side: 'buy' | 'sell', maxInventory: number): boolean;
+/**
+ * Determine if requote is needed based on fair value change or time elapsed.
+ */
+export declare function shouldRequote(currentFairValue: number, lastQuotedFairValue: number, thresholdCents: number, timeSinceLastQuoteMs: number, requoteIntervalMs: number): boolean;
+/**
+ * Generate bid and ask quotes.
+ * Core function — combines fair value, spread, skew, and sizing.
+ */
+export declare function generateQuotes(config: MMConfig, state: MMState, orderbook: Orderbook): QuoteResult;

package/dist/trading/market-making/engine.js

@@ -0,0 +1,165 @@
+"use strict";
+/**
+ * Market Making Engine - Pure Calculation Functions
+ *
+ * All functions are pure — no I/O, no state mutation, fully testable.
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.computeFairValue = computeFairValue;
+exports.updateEmaFairValue = updateEmaFairValue;
+exports.computeSkew = computeSkew;
+exports.computeAdjustedSpread = computeAdjustedSpread;
+exports.clampPrice = clampPrice;
+exports.wouldExceedInventory = wouldExceedInventory;
+exports.shouldRequote = shouldRequote;
+exports.generateQuotes = generateQuotes;
+const indicators_1 = require("../../services/feature-engineering/indicators");
+/**
+ * Compute fair value from orderbook based on configured method
+ */
+function computeFairValue(orderbook, method) {
+    switch (method) {
+        case 'mid_price':
+            return orderbook.midPrice;
+        case 'weighted_mid': {
+            if (orderbook.bids.length === 0 || orderbook.asks.length === 0) {
+                return orderbook.midPrice;
+            }
+            const bestBid = orderbook.bids[0];
+            const bestAsk = orderbook.asks[0];
+            const totalSize = bestBid[1] + bestAsk[1];
+            if (totalSize === 0)
+                return orderbook.midPrice;
+            // Size-weighted: heavier side pulls fair value toward it
+            return (bestBid[0] * bestAsk[1] + bestAsk[0] * bestBid[1]) / totalSize;
+        }
+        case 'vwap': {
+            const topBids = orderbook.bids.slice(0, 5);
+            const topAsks = orderbook.asks.slice(0, 5);
+            const bidVwap = (0, indicators_1.computeWeightedPrice)(topBids);
+            const askVwap = (0, indicators_1.computeWeightedPrice)(topAsks);
+            if (bidVwap === 0 && askVwap === 0)
+                return orderbook.midPrice;
+            if (bidVwap === 0)
+                return askVwap;
+            if (askVwap === 0)
+                return bidVwap;
+            return (bidVwap + askVwap) / 2;
+        }
+        case 'ema':
+            // EMA method uses the mid price as raw input; the EMA smoothing
+            // happens externally via updateEmaFairValue
+            return orderbook.midPrice;
+        default:
+            return orderbook.midPrice;
+    }
+}
+/**
+ * Update EMA fair value given new observation
+ */
+function updateEmaFairValue(currentEma, newValue, alpha) {
+    if (currentEma === 0)
+        return newValue;
+    return alpha * newValue + (1 - alpha) * currentEma;
+}
+/**
+ * Compute inventory skew offset in cents.
+ * Positive inventory (long) → positive skew → lower bid, higher ask
+ * This discourages buying more and encourages selling.
+ */
+function computeSkew(inventory, maxInventory, skewFactor, baseSpreadCents) {
+    if (maxInventory === 0 || skewFactor === 0)
+        return 0;
+    const normalizedInventory = Math.max(-1, Math.min(1, inventory / maxInventory));
+    return normalizedInventory * skewFactor * baseSpreadCents / 100;
+}
+/**
+ * Compute volatility-adjusted spread.
+ * Higher volatility → wider spread to avoid adverse selection.
+ */
+function computeAdjustedSpread(baseSpreadCents, volatility, volatilityMultiplier, minSpreadCents, maxSpreadCents) {
+    const volAdjustment = 1 + volatility * volatilityMultiplier;
+    const adjustedCents = baseSpreadCents * volAdjustment;
+    return Math.max(minSpreadCents, Math.min(maxSpreadCents, adjustedCents));
+}
+/**
+ * Clamp price to valid prediction market range [0.01, 0.99].
+ * Round to nearest cent.
+ */
+function clampPrice(price) {
+    const rounded = Math.round(price * 100) / 100;
+    return Math.max(0.01, Math.min(0.99, rounded));
+}
+/**
+ * Check if inventory limits would be exceeded by a new order.
+ */
+function wouldExceedInventory(currentInventory, orderSize, side, maxInventory) {
+    const newInventory = side === 'buy'
+        ? currentInventory + orderSize
+        : currentInventory - orderSize;
+    return Math.abs(newInventory) > maxInventory;
+}
+/**
+ * Determine if requote is needed based on fair value change or time elapsed.
+ */
+function shouldRequote(currentFairValue, lastQuotedFairValue, thresholdCents, timeSinceLastQuoteMs, requoteIntervalMs) {
+    // Always requote if enough time has passed
+    if (timeSinceLastQuoteMs >= requoteIntervalMs)
+        return true;
+    // Requote if fair value moved more than threshold
+    const priceDiffCents = Math.abs(currentFairValue - lastQuotedFairValue) * 100;
+    return priceDiffCents >= thresholdCents;
+}
+/**
+ * Generate bid and ask quotes.
+ * Core function — combines fair value, spread, skew, and sizing.
+ */
+function generateQuotes(config, state, orderbook) {
+    // 1. Compute raw fair value
+    const rawFairValue = computeFairValue(orderbook, config.fairValueMethod);
+    // 2. Smooth with EMA
+    const emaFairValue = updateEmaFairValue(state.emaFairValue || rawFairValue, rawFairValue, config.fairValueAlpha);
+    // 3. Compute volatility from price history
+    const returns = (0, indicators_1.computeReturns)(state.priceHistory);
+    const volatility = (0, indicators_1.computeVolatility)(returns);
+    // 4. Compute volatility-adjusted spread
+    const spreadCents = computeAdjustedSpread(config.baseSpreadCents, volatility, config.volatilityMultiplier, config.minSpreadCents, config.maxSpreadCents);
+    const halfSpread = spreadCents / 100 / 2;
+    // 5. Compute inventory skew
+    const skew = computeSkew(state.inventory, config.maxInventory, config.skewFactor, config.baseSpreadCents);
+    // 6. Generate multi-level quotes
+    const numLevels = Math.max(1, config.maxOrdersPerSide);
+    const levelSpacing = (config.levelSpacingCents ?? config.baseSpreadCents) / 100;
+    const sizeDecay = config.levelSizeDecay ?? 0.5;
+    const bids = [];
+    const asks = [];
+    let cumulativeBuySize = 0;
+    let cumulativeSellSize = 0;
+    for (let i = 0; i < numLevels; i++) {
+        const levelOffset = i * levelSpacing;
+        const levelSize = Math.max(1, Math.round(config.orderSize * Math.pow(sizeDecay, i)));
+        // Bid levels: each further below fair value
+        const bidPrice = clampPrice(emaFairValue - halfSpread - skew - levelOffset);
+        if (!wouldExceedInventory(state.inventory, cumulativeBuySize + levelSize, 'buy', config.maxInventory)) {
+            bids.push({ side: 'buy', price: bidPrice, size: levelSize });
+            cumulativeBuySize += levelSize;
+        }
+        // Ask levels: each further above fair value
+        const askPrice = clampPrice(emaFairValue + halfSpread + skew + levelOffset);
+        if (!wouldExceedInventory(state.inventory, cumulativeSellSize + levelSize, 'sell', config.maxInventory)) {
+            asks.push({ side: 'sell', price: askPrice, size: levelSize });
+            cumulativeSellSize += levelSize;
+        }
+    }
+    return {
+        bid: bids[0] ?? null,
+        ask: asks[0] ?? null,
+        bids,
+        asks,
+        fairValue: emaFairValue,
+        spread: spreadCents,
+        skew,
+        volatility,
+    };
+}
+//# sourceMappingURL=engine.js.map