clodds 1.5.1 → 1.5.2

package/dist/services/feature-engineering/rolling-window.d.ts

@@ -49,7 +49,14 @@ export declare class RollingStats {
     private window;
     private sum;
     private sumSq;
+    private pushCount;
+    private readonly recomputeEvery;
     constructor(capacity: number);
+    /**
+     * Recompute sum/sumSq from the actual buffer to eliminate accumulated
+     * floating-point drift from incremental subtraction.
+     */
+    private recompute;
     /**
      * Add a value
      */

package/dist/services/feature-engineering/rolling-window.js

@@ -94,8 +94,25 @@ class RollingStats {
     window;
     sum = 0;
     sumSq = 0;
+    pushCount = 0;
+    recomputeEvery;
     constructor(capacity) {
         this.window = new RollingWindow(capacity);
+        // Recompute from scratch every 1000 pushes to prevent floating-point drift
+        this.recomputeEvery = 1000;
+    }
+    /**
+     * Recompute sum/sumSq from the actual buffer to eliminate accumulated
+     * floating-point drift from incremental subtraction.
+     */
+    recompute() {
+        const values = this.window.getAll();
+        this.sum = 0;
+        this.sumSq = 0;
+        for (const v of values) {
+            this.sum += v;
+            this.sumSq += v * v;
+        }
     }
     /**
      * Add a value
@@ -110,6 +127,11 @@ class RollingStats {
         this.window.push(value);
         this.sum += value;
         this.sumSq += value * value;
+        this.pushCount++;
+        if (this.pushCount >= this.recomputeEvery) {
+            this.recompute();
+            this.pushCount = 0;
+        }
     }
     /**
      * Get mean
@@ -167,6 +189,7 @@ class RollingStats {
         this.window.clear();
         this.sum = 0;
         this.sumSq = 0;
+        this.pushCount = 0;
     }
 }
 exports.RollingStats = RollingStats;

package/dist/services/feature-engineering/rolling-window.js.map

@@ -1 +1 @@
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+{"version":3,"file":"rolling-window.js","sourceRoot":"","sources":["../../../src/services/feature-engineering/rolling-window.ts"],"names":[],"mappings":";AAAA;;;;GAIG;;;AAEH,MAAa,aAAa;IAChB,MAAM,CAAM;IACZ,IAAI,GAAW,CAAC,CAAC;IACjB,KAAK,GAAW,CAAC,CAAC;IACT,QAAQ,CAAS;IAElC,YAAY,QAAgB;QAC1B,IAAI,CAAC,QAAQ,GAAG,QAAQ,CAAC;QACzB,IAAI,CAAC,MAAM,GAAG,IAAI,KAAK,CAAC,QAAQ,CAAC,CAAC;IACpC,CAAC;IAED;;OAEG;IACH,IAAI,CAAC,KAAQ;QACX,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,KAAK,CAAC;QAC/B,IAAI,CAAC,IAAI,GAAG,CAAC,IAAI,CAAC,IAAI,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,QAAQ,CAAC;QAC5C,IAAI,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,QAAQ,EAAE,CAAC;YAC/B,IAAI,CAAC,KAAK,EAAE,CAAC;QACf,CAAC;IACH,CAAC;IAED;;OAEG;IACH,MAAM;QACJ,IAAI,IAAI,CAAC,KAAK,KAAK,CAAC;YAAE,OAAO,EAAE,CAAC;QAEhC,MAAM,MAAM,GAAQ,EAAE,CAAC;QACvB,MAAM,KAAK,GAAG,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC;QAEzD,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,KAAK,EAAE,CAAC,EAAE,EAAE,CAAC;YACpC,MAAM,GAAG,GAAG,CAAC,KAAK,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,QAAQ,CAAC;YACxC,MAAM,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC;QAChC,CAAC;QAED,OAAO,MAAM,CAAC;IAChB,CAAC;IAED;;OAEG;IACH,MAAM;QACJ,IAAI,IAAI,CAAC,KAAK,KAAK,CAAC;YAAE,OAAO,SAAS,CAAC;QACvC,MAAM,GAAG,GAAG,CAAC,IAAI,CAAC,IAAI,GAAG,CAAC,GAAG,IAAI,CAAC,QAAQ,CAAC,GAAG,IAAI,CAAC,QAAQ,CAAC;QAC5D,OAAO,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IAC1B,CAAC;IAED;;OAEG;IACH,GAAG,CAAC,MAAc;QAChB,IAAI,MAAM,GAAG,CAAC,IAAI,MAAM,IAAI,IAAI,CAAC,KAAK;YAAE,OAAO,SAAS,CAAC;QACzD,MAAM,GAAG,GAAG,CAAC,IAAI,CAAC,IAAI,GAAG,CAAC,GAAG,MAAM,GAAG,IAAI,CAAC,QAAQ,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,QAAQ,CAAC;QACzE,OAAO,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IAC1B,CAAC;IAED;;OAEG;IACH,MAAM;QACJ,IAAI,IAAI,CAAC,KAAK,KAAK,CAAC;YAAE,OAAO,SAAS,CAAC;QACvC,MAAM,GAAG,GAAG,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC;QACvD,OAAO,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IAC1B,CAAC;IAED;;OAEG;IACH,IAAI;QACF,OAAO,IAAI,CAAC,KAAK,CAAC;IACpB,CAAC;IAED;;OAEG;IACH,MAAM;QACJ,OAAO,IAAI,CAAC,KAAK,KAAK,IAAI,CAAC,QAAQ,CAAC;IACtC,CAAC;IAED;;OAEG;IACH,KAAK;QACH,IAAI,CAAC,IAAI,GAAG,CAAC,CAAC;QACd,IAAI,CAAC,KAAK,GAAG,CAAC,CAAC;IACjB,CAAC;CACF;AAvFD,sCAuFC;AAED;;GAEG;AACH,MAAa,YAAY;IACf,MAAM,CAAwB;IAC9B,GAAG,GAAW,CAAC,CAAC;IAChB,KAAK,GAAW,CAAC,CAAC;IAClB,SAAS,GAAW,CAAC,CAAC;IACb,cAAc,CAAS;IAExC,YAAY,QAAgB;QAC1B,IAAI,CAAC,MAAM,GAAG,IAAI,aAAa,CAAC,QAAQ,CAAC,CAAC;QAC1C,2EAA2E;QAC3E,IAAI,CAAC,cAAc,GAAG,IAAI,CAAC;IAC7B,CAAC;IAED;;;OAGG;IACK,SAAS;QACf,MAAM,MAAM,GAAG,IAAI,CAAC,MAAM,CAAC,MAAM,EAAE,CAAC;QACpC,IAAI,CAAC,GAAG,GAAG,CAAC,CAAC;QACb,IAAI,CAAC,KAAK,GAAG,CAAC,CAAC;QACf,KAAK,MAAM,CAAC,IAAI,MAAM,EAAE,CAAC;YACvB,IAAI,CAAC,GAAG,IAAI,CAAC,CAAC;YACd,IAAI,CAAC,KAAK,IAAI,CAAC,GAAG,CAAC,CAAC;QACtB,CAAC;IACH,CAAC;IAED;;OAEG;IACH,IAAI,CAAC,KAAa;QAChB,+CAA+C;QAC/C,IAAI,IAAI,CAAC,MAAM,CAAC,MAAM,EAAE,EAAE,CAAC;YACzB,MAAM,MAAM,GAAG,IAAI,CAAC,MAAM,CAAC,MAAM,EAAG,CAAC;YACrC,IAAI,CAAC,GAAG,IAAI,MAAM,CAAC;YACnB,IAAI,CAAC,KAAK,IAAI,MAAM,GAAG,MAAM,CAAC;QAChC,CAAC;QAED,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QACxB,IAAI,CAAC,GAAG,IAAI,KAAK,CAAC;QAClB,IAAI,CAAC,KAAK,IAAI,KAAK,GAAG,KAAK,CAAC;QAE5B,IAAI,CAAC,SAAS,EAAE,CAAC;QACjB,IAAI,IAAI,CAAC,SAAS,IAAI,IAAI,CAAC,cAAc,EAAE,CAAC;YAC1C,IAAI,CAAC,SAAS,EAAE,CAAC;YACjB,IAAI,CAAC,SAAS,GAAG,CAAC,CAAC;QACrB,CAAC;IACH,CAAC;IAED;;OAEG;IACH,IAAI;QACF,MAAM,CAAC,GAAG,IAAI,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC;QAC7B,IAAI,CAAC,KAAK,CAAC;YAAE,OAAO,CAAC,CAAC;QACtB,OAAO,IAAI,CAAC,GAAG,GAAG,CAAC,CAAC;IACtB,CAAC;IAED;;OAEG;IACH,QAAQ;QACN,MAAM,CAAC,GAAG,IAAI,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC;QAC7B,IAAI,CAAC,GAAG,CAAC;YAAE,OAAO,CAAC,CAAC;QACpB,MAAM,IAAI,GAAG,IAAI,CAAC,GAAG,GAAG,CAAC,CAAC;QAC1B,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,CAAC,IAAI,CAAC,KAAK,GAAG,CAAC,CAAC,GAAG,CAAC,IAAI,GAAG,IAAI,CAAC,CAAC,CAAC;IACvD,CAAC;IAED;;OAEG;IACH,MAAM;QACJ,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC,CAAC;IACpC,CAAC;IAED;;OAEG;IACH,MAAM;QACJ,OAAO,IAAI,CAAC,MAAM,CAAC,MAAM,EAAE,CAAC;IAC9B,CAAC;IAED;;OAEG;IACH,GAAG,CAAC,MAAc;QAChB,OAAO,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;IACjC,CAAC;IAED;;OAEG;IACH,IAAI;QACF,OAAO,IAAI,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC;IAC5B,CAAC;IAED;;OAEG;IACH,MAAM;QACJ,OAAO,IAAI,CAAC,MAAM,CAAC,MAAM,EAAE,CAAC;IAC9B,CAAC;IAED;;OAEG;IACH,KAAK;QACH,IAAI,CAAC,MAAM,CAAC,KAAK,EAAE,CAAC;QACpB,IAAI,CAAC,GAAG,GAAG,CAAC,CAAC;QACb,IAAI,CAAC,KAAK,GAAG,CAAC,CAAC;QACf,IAAI,CAAC,SAAS,GAAG,CAAC,CAAC;IACrB,CAAC;CACF;AAhHD,oCAgHC"}

package/dist/services/feature-engineering/thresholds.js

@@ -255,7 +255,7 @@ function favorsTrade(features, side, thresholds) {
  * @returns Adjusted stop loss percentage
  */
 function adaptiveStopLoss(baseStopPct, features, multiplier = 1.0) {
-    if (!features?.tick?.volatilityPct)
+    if (!features?.tick || features.tick.volatilityPct == null)
         return baseStopPct;
     // Add volatility to base stop loss
     const volAdjustment = features.tick.volatilityPct * multiplier;
@@ -270,7 +270,7 @@ function adaptiveStopLoss(baseStopPct, features, multiplier = 1.0) {
  * @returns Adjusted take profit percentage
  */
 function adaptiveTakeProfit(baseTpPct, features, multiplier = 1.0) {
-    if (!features?.tick?.volatilityPct)
+    if (!features?.tick || features.tick.volatilityPct == null)
         return baseTpPct;
     // In high volatility, use wider TP; in trending markets, extend TP
     const volAdjustment = features.tick.volatilityPct * 0.5 * multiplier;

package/dist/services/feature-engineering/thresholds.js.map

@@ -1 +1 @@
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package/dist/services/tick-recorder/index.js

@@ -59,9 +59,21 @@ function createTickRecorder(config) {
             }
         }
         catch (err) {
-            // On error, put data back in buffers for retry
+            // On error, put data back in buffers for retry, but cap total size
+            // to prevent unbounded growth if the database is down for a long time.
+            const MAX_BUFFER_SIZE = batchSize * 10;
             tickBuffer = [...ticksToInsert, ...tickBuffer];
             orderbookBuffer = [...orderbooksToInsert, ...orderbookBuffer];
+            if (tickBuffer.length > MAX_BUFFER_SIZE) {
+                const dropped = tickBuffer.length - MAX_BUFFER_SIZE;
+                tickBuffer = tickBuffer.slice(-MAX_BUFFER_SIZE);
+                logger_1.logger.warn({ dropped }, 'Tick buffer overflow, dropped oldest ticks');
+            }
+            if (orderbookBuffer.length > MAX_BUFFER_SIZE) {
+                const dropped = orderbookBuffer.length - MAX_BUFFER_SIZE;
+                orderbookBuffer = orderbookBuffer.slice(-MAX_BUFFER_SIZE);
+                logger_1.logger.warn({ dropped }, 'Orderbook buffer overflow, dropped oldest snapshots');
+            }
             logger_1.logger.error({ err }, 'Failed to flush tick recorder buffers');
         }
     };

package/dist/services/tick-recorder/index.js.map

@@ -1 +1 @@
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package/dist/services/tick-recorder/queries.js

@@ -111,14 +111,17 @@ async function getOHLC(client, params) {
       ORDER BY bucket ASC
     `;
     }
-    // For date_trunc, we need to convert interval to unit (minute, hour, day)
+    // For date_trunc, map to the closest supported truncation unit.
+    // Note: date_trunc only supports standard units (minute, hour, day).
+    // Multi-minute/multi-hour intervals (5m, 15m, 4h) will be bucketed at the
+    // base unit, which is less accurate but still functional without TimescaleDB.
     const intervalArg = hasTimeBucket
         ? pgInterval
-        : interval.endsWith('m')
-            ? 'minute'
+        : interval === '1d'
+            ? 'day'
             : interval.endsWith('h')
                 ? 'hour'
-                : 'day';
+                : 'minute';
     const result = await client.query(sql, [intervalArg, platform, marketId, outcomeId, startTime / 1000, endTime / 1000]);
     return result.rows.map((row) => ({
         time: row.bucket.getTime(),
@@ -218,13 +221,14 @@ async function getSpreadHistory(client, params) {
       ORDER BY bucket ASC
     `;
     }
+    // See note in getOHLC: date_trunc fallback only supports base units
     const intervalArg = hasTimeBucket
         ? pgInterval
-        : interval.endsWith('m')
-            ? 'minute'
+        : interval === '1d'
+            ? 'day'
             : interval.endsWith('h')
                 ? 'hour'
-                : 'day';
+                : 'minute';
     const result = await client.query(sql, [intervalArg, platform, marketId, outcomeId, startTime / 1000, endTime / 1000]);
     return result.rows.map((row) => ({
         time: row.bucket.getTime(),

package/dist/services/tick-recorder/queries.js.map

@@ -1 +1 @@
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package/dist/services/tick-streamer/index.js

@@ -106,7 +106,9 @@ function createTickStreamer(config = {}) {
      * Remove all subscriptions for a client
      */
     function removeAllSubscriptions(client) {
-        for (const [, sub] of client.subscriptions) {
+        // Snapshot keys to avoid mutating the map during iteration
+        const subs = [...client.subscriptions.values()];
+        for (const sub of subs) {
             removeSubscription(client, sub.platform, sub.marketId, sub.outcomeId);
         }
     }
@@ -200,7 +202,9 @@ function createTickStreamer(config = {}) {
             return;
         pingInterval = setInterval(() => {
             const now = Date.now();
-            for (const client of clients) {
+            // Snapshot to avoid mutating Set during iteration
+            const snapshot = [...clients];
+            for (const client of snapshot) {
                 // Check if connection has timed out
                 if (now - client.lastPing > connectionTimeoutMs) {
                     logger_1.logger.warn('Client timed out, closing connection');

package/dist/services/tick-streamer/index.js.map

@@ -1 +1 @@
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package/dist/session/index.d.ts

@@ -144,4 +144,4 @@ export declare class SessionSync {
 }
 export declare function createSessionManager(config?: SessionConfig): SessionManager;
 export declare function createSessionSync(manager: SessionManager): SessionSync;
-export declare const sessions: SessionManager;
+export declare function getDefaultSessionManager(): SessionManager;

package/dist/session/index.js

@@ -10,9 +10,10 @@
  * - Collaborative sessions
  */
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.sessions = exports.SessionSync = exports.SessionManager = void 0;
+exports.SessionSync = exports.SessionManager = void 0;
 exports.createSessionManager = createSessionManager;
 exports.createSessionSync = createSessionSync;
+exports.getDefaultSessionManager = getDefaultSessionManager;
 const events_1 = require("events");
 const crypto_1 = require("crypto");
 const fs_1 = require("fs");
@@ -22,6 +23,8 @@ const logger_1 = require("../utils/logger");
 // =============================================================================
 // SESSION MANAGER
 // =============================================================================
+const MAX_MESSAGES_PER_SESSION = 10000;
+const MAX_INVITES = 1000;
 class SessionManager extends events_1.EventEmitter {
     sessions = new Map();
     invites = new Map();
@@ -31,6 +34,7 @@ class SessionManager extends events_1.EventEmitter {
     localParticipantId;
     constructor(config = {}) {
         super();
+        this.setMaxListeners(50);
         this.config = {
             maxParticipants: config.maxParticipants ?? 10,
             allowAnonymous: config.allowAnonymous ?? false,
@@ -119,7 +123,7 @@ class SessionManager extends events_1.EventEmitter {
         if (session.state !== 'active') {
             throw new Error('Session is not active');
         }
-        if (session.participants.length >= (this.config.maxParticipants || 10)) {
+        if (session.participants.length >= (this.config.maxParticipants ?? 10)) {
             throw new Error('Session is full');
         }
         const now = new Date();
@@ -177,7 +181,11 @@ class SessionManager extends events_1.EventEmitter {
         if (!this.messages.has(sessionId)) {
             this.messages.set(sessionId, []);
         }
-        this.messages.get(sessionId).push(message);
+        const msgs = this.messages.get(sessionId);
+        msgs.push(message);
+        if (msgs.length > MAX_MESSAGES_PER_SESSION) {
+            msgs.splice(0, msgs.length - MAX_MESSAGES_PER_SESSION);
+        }
         session.updatedAt = new Date();
         this.emit('message', message);
         // Persist message if configured
@@ -221,6 +229,14 @@ class SessionManager extends events_1.EventEmitter {
             expiresAt: new Date(Date.now() + (options.expiresIn || 24 * 60 * 60 * 1000)),
             accepted: false,
         };
+        if (this.invites.size >= MAX_INVITES) {
+            const now = new Date();
+            for (const [id, inv] of this.invites) {
+                if (inv.accepted || now > inv.expiresAt) {
+                    this.invites.delete(id);
+                }
+            }
+        }
         this.invites.set(invite.id, invite);
         this.emit('invite:create', invite);
         return invite;
@@ -361,6 +377,9 @@ class SessionSync {
         this.syncInterval = setInterval(() => {
             this.syncAll();
         }, interval);
+        if (this.syncInterval.unref) {
+            this.syncInterval.unref();
+        }
     }
     /** Stop syncing */
     stop() {
@@ -407,8 +426,8 @@ class SessionSync {
                 // This is a simplified sync - real implementation would handle conflicts
             }
         }
-        catch {
-            // Peer unreachable
+        catch (error) {
+            logger_1.logger.debug({ url, error }, 'Peer unreachable during sync');
         }
     }
 }
@@ -425,5 +444,11 @@ function createSessionSync(manager) {
 // =============================================================================
 // DEFAULT INSTANCES
 // =============================================================================
-exports.sessions = new SessionManager();
+let _defaultSessions = null;
+function getDefaultSessionManager() {
+    if (!_defaultSessions) {
+        _defaultSessions = new SessionManager();
+    }
+    return _defaultSessions;
+}
 //# sourceMappingURL=index.js.map

package/dist/session/index.js.map

@@ -1 +1 @@
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