desic-okx-agent 0.2.0 → 0.3.0

package/dist/live/types.d.ts

@@ -0,0 +1,82 @@
+export type LiveEnvironment = "demo" | "live";
+export type ProfileStatus = "stopped" | "starting" | "running" | "error";
+/**
+ * A signal's outcome for one closed minute.
+ *
+ * `reserved` exists so the row can be written *before* anything is submitted: the
+ * unique constraint on `(profile_id, cutoff_at)` only prevents a duplicate if the
+ * claim happens first. A row left in `reserved` after a crash is therefore a minute
+ * whose fate is unknown, which is exactly what recovery needs to look for.
+ */
+export type SignalStatus = "reserved" | "no_action" | "submitted" | "blocked" | "error" | "ambiguous";
+/** Risk gates, in the order they are checked. */
+export type GateName = "disabled" | "generation" | "direction" | "entry_budget" | "side_budget" | "daily_loss" | "cooldown" | "minimum_size" | "precheck";
+export interface LiveProfile {
+    id: string;
+    name: string;
+    strategyHash: string;
+    params: Record<string, unknown>;
+    instId: string;
+    account: string;
+    environment: LiveEnvironment;
+    enabled: boolean;
+    status: ProfileStatus;
+    generation: number;
+    leverage: number;
+    marginMode: "cross" | "isolated";
+    /** Ceiling on one entry, in USDT of margin committed. */
+    entryBudgetUsdt: number;
+    /** Ceiling on total margin committed in one direction. */
+    sideBudgetUsdt: number;
+    /** Realized loss for the UTC day at which new entries stop. Positive number. */
+    dailyLossLimitUsdt: number;
+    cooldownSeconds: number;
+    allowLong: boolean;
+    allowShort: boolean;
+    errorStreak: number;
+    lastError: string | null;
+    /** The backtest that justified enabling this profile. */
+    backtestRunId: string | null;
+    /** Whether a person or an agent created this profile. */
+    origin: "operator" | "agent";
+    /** Why these budgets and this instrument, as given at creation. */
+    rationale: string | null;
+    createdAt: number;
+    updatedAt: number;
+}
+export interface LiveSignal {
+    id: string;
+    profileId: string;
+    cutoffAt: number;
+    action: string;
+    reason: string;
+    status: SignalStatus;
+    /** Which gate refused, when status is `blocked`. */
+    blockedBy: GateName | null;
+    quantity: number | null;
+    orderId: string | null;
+    executionKey: string | null;
+    error: string | null;
+    details: Record<string, unknown>;
+    createdAt: number;
+    updatedAt: number;
+}
+export interface CreateProfileInput {
+    name: string;
+    source: string;
+    params?: Record<string, unknown>;
+    instId: string;
+    account: string;
+    environment: LiveEnvironment;
+    leverage: number;
+    entryBudgetUsdt: number;
+    sideBudgetUsdt: number;
+    dailyLossLimitUsdt: number;
+    cooldownSeconds?: number;
+    allowLong?: boolean;
+    allowShort?: boolean;
+    marginMode?: "cross" | "isolated";
+    origin?: "operator" | "agent";
+    /** Required when an agent creates the profile. */
+    rationale?: string;
+}

package/dist/live/types.js

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=types.js.map

package/dist/live/types.js.map

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

package/dist/market/websocket.d.ts

@@ -1,10 +1,13 @@
 import type { RuntimeConfig } from "../config/schema.js";
 import type { RuntimeDatabase } from "../storage/database.js";
 import { MarketStore } from "./store.js";
+import { type OkxEnvironment } from "../network/connectivity.js";
+import type { BarStore } from "../bars/store.js";
 export declare class MarketWebSocket {
     private readonly config;
     private readonly store;
     private readonly database;
+    private readonly barStore?;
     private readonly onBookInvalid?;
     private socket?;
     private businessSocket?;
@@ -17,7 +20,11 @@ export declare class MarketWebSocket {
     private businessReconnectAttempt;
     private stopping;
     private readonly agent?;
-    constructor(config: RuntimeConfig, store: MarketStore, database: RuntimeDatabase, onBookInvalid?: ((instId: string) => void) | undefined);
+    /** Instruments with a book resubscribe already scheduled. */
+    private readonly bookResubscribes;
+    constructor(config: RuntimeConfig, store: MarketStore, database: RuntimeDatabase, barStore?: BarStore | undefined, onBookInvalid?: ((instId: string) => void) | undefined);
+    /** Which OKX feed this socket set is attached to. */
+    get environment(): OkxEnvironment;
     start(): void;
     stop(): void;
     ensureSubscribed(instId: string): void;
@@ -31,4 +38,12 @@ export declare class MarketWebSocket {
     private unsubscribe;
     private releaseIdle;
     private handleMessage;
+    /**
+     * Cycles one instrument's order book channel after a failed checksum.
+     *
+     * Rate limited per instrument: a book can fail continuously, and resubscribing on
+     * every message is what triggered the exchange's frequency limit — which then broke
+     * subscriptions that had nothing to do with the book.
+     */
+    private resubscribeBook;
 }

package/dist/market/websocket.js

@@ -1,10 +1,20 @@
 import WebSocket from "ws";
 import { HttpsProxyAgent } from "https-proxy-agent";
 import { resolveProxy } from "../network/proxy.js";
+import { businessWsUrl, publicWsUrl } from "../network/connectivity.js";
+import { normalizeCandle } from "../bars/store.js";
+/**
+ * How long to wait before cycling a failed order book subscription.
+ *
+ * Long enough that a book failing on consecutive messages produces one resubscribe
+ * rather than hundreds; short enough that a genuinely stale book recovers quickly.
+ */
+const BOOK_RESUBSCRIBE_DELAY_MS = 1_000;
 export class MarketWebSocket {
     config;
     store;
     database;
+    barStore;
     onBookInvalid;
     socket;
     businessSocket;
@@ -17,14 +27,21 @@ export class MarketWebSocket {
     businessReconnectAttempt = 0;
     stopping = false;
     agent;
-    constructor(config, store, database, onBookInvalid) {
+    /** Instruments with a book resubscribe already scheduled. */
+    bookResubscribes = new Set();
+    constructor(config, store, database, barStore, onBookInvalid) {
         this.config = config;
         this.store = store;
         this.database = database;
+        this.barStore = barStore;
         this.onBookInvalid = onBookInvalid;
         const proxyUrl = resolveProxy(config.proxy.url).url;
         this.agent = proxyUrl ? new HttpsProxyAgent(proxyUrl) : undefined;
     }
+    /** Which OKX feed this socket set is attached to. */
+    get environment() {
+        return this.config.market.environment;
+    }
     start() {
         this.stopping = false;
         for (const instId of this.config.market.prewarm)
@@ -67,7 +84,7 @@ export class MarketWebSocket {
     connect() {
         if (this.stopping)
             return;
-        const socket = new WebSocket("wss://ws.okx.com:8443/ws/v5/public", this.agent ? { agent: this.agent } : undefined);
+        const socket = new WebSocket(publicWsUrl(this.environment), this.agent ? { agent: this.agent } : undefined);
         this.socket = socket;
         socket.on("open", () => {
             this.reconnectAttempt = 0;
@@ -98,7 +115,7 @@ export class MarketWebSocket {
     connectBusiness() {
         if (this.stopping)
             return;
-        const socket = new WebSocket("wss://ws.okx.com:8443/ws/v5/business", this.agent ? { agent: this.agent } : undefined);
+        const socket = new WebSocket(businessWsUrl(this.environment), this.agent ? { agent: this.agent } : undefined);
         this.businessSocket = socket;
         socket.on("open", () => {
             this.businessReconnectAttempt = 0;
@@ -194,16 +211,54 @@ export class MarketWebSocket {
                 const closed = candles.filter((candle) => candle[8] === "1");
                 if (closed.length)
                     this.database.saveCandles(instId, bar, closed);
+                // Confirmed one-minute bars are the sole source for strategy research:
+                // every higher timeframe is derived from them, so only 1m is persisted
+                // here, and synchronously — a deferred write would let a live
+                // evaluation read a window missing the minute that triggered it.
+                if (bar === "1m" && this.barStore) {
+                    for (const candle of closed) {
+                        const parsed = normalizeCandle(candle);
+                        if (parsed)
+                            this.barStore.appendConfirmed(instId, parsed, "ws");
+                    }
+                }
             }
         }
         catch {
+            // An order book that fails its checksum has to be resubscribed to get a fresh
+            // snapshot. Only that one channel is cycled: dropping the instrument's whole
+            // subscription set took the candle channels with it and the retry below only
+            // restored the public ones, so every checksum failure permanently lost the
+            // one-minute feed. Measured on the demo venue, books failed 246 times in 90
+            // seconds, which unsubscribed 2,940 channels, drew `60014 Requests too
+            // frequent` from OKX, and left 2 candle messages where a plain socket saw 141.
             if (channel === "books") {
                 this.onBookInvalid?.(instId);
-                this.unsubscribe(instId);
-                setTimeout(() => this.subscribe([instId]), 250).unref();
+                this.resubscribeBook(instId);
             }
         }
     }
+    /**
+     * Cycles one instrument's order book channel after a failed checksum.
+     *
+     * Rate limited per instrument: a book can fail continuously, and resubscribing on
+     * every message is what triggered the exchange's frequency limit — which then broke
+     * subscriptions that had nothing to do with the book.
+     */
+    resubscribeBook(instId) {
+        if (this.bookResubscribes.has(instId))
+            return;
+        this.bookResubscribes.add(instId);
+        const timer = setTimeout(() => {
+            this.bookResubscribes.delete(instId);
+            if (this.stopping || this.socket?.readyState !== WebSocket.OPEN)
+                return;
+            const args = [{ channel: "books", instId }];
+            this.socket.send(JSON.stringify({ op: "unsubscribe", args }));
+            this.socket.send(JSON.stringify({ op: "subscribe", args }));
+        }, BOOK_RESUBSCRIBE_DELAY_MS);
+        timer.unref();
+    }
 }
 function socketStatus(socket, reconnectAttempt) {
     const states = ["connecting", "open", "closing", "closed"];

package/dist/market/websocket.js.map

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package/dist/mcp/server.d.ts

@@ -1 +1,2 @@
+export declare const MCP_INSTRUCTIONS: string;
 export declare function runMcpServer(): Promise<void>;

package/dist/mcp/server.js

@@ -4,10 +4,24 @@ import { publicError } from "../core/errors.js";
 import { PACKAGE_VERSION } from "../core/version.js";
 import { RuntimeClient } from "../runtime/client.js";
 import { TOOL_CATALOG } from "../tools/catalog.js";
+import { loadConfig } from "../config/loader.js";
+export const MCP_INSTRUCTIONS = [
+    "Desic OKX Agent provides public market data, account inspection, intelligence, and trading tools.",
+    "All trade_* tools support OKX perpetual swap instruments whose instId ends with '-SWAP' only.",
+    "Never use trade_* tools for spot, dated futures, options, or any other instrument type.",
+    "Ask the operator before enabling a live profile whose environment is `live`; nothing in the system will stop you, so verify on demo first and hand that decision over."
+].join(" ");
 export async function runMcpServer() {
     const runtime = await RuntimeClient.connect();
-    const server = new McpServer({ name: "desic-okx-agent", version: PACKAGE_VERSION });
+    const server = new McpServer({ name: "desic-okx-agent", version: PACKAGE_VERSION }, { instructions: MCP_INSTRUCTIONS });
+    // Creating and enabling a live profile are registered only when the operator turned agent
+    // access on. This is the surface an agent actually sees, so withholding them here is what
+    // makes the setting real — filtering the runtime's own listing would still leave the tools
+    // callable by name.
+    const agentAccess = loadConfig().live.agentAccess;
     for (const definition of TOOL_CATALOG) {
+        if (definition.operatorOnly === true && !agentAccess)
+            continue;
         server.registerTool(definition.name, { description: definition.description, inputSchema: definition.schema.shape }, async (input) => {
             try {
                 const result = await runtime.call(definition.name, input);

package/dist/mcp/server.js.map

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package/dist/network/connectivity.d.ts

@@ -1,5 +1,13 @@
+/** REST is one host for both environments; `x-simulated-trading` selects which. */
 export declare const OKX_REST_BASE_URL = "https://openapi.okx.com";
-export declare const OKX_PUBLIC_WS_URL = "wss://ws.okx.com:8443/ws/v5/public";
+export type OkxEnvironment = "demo" | "live";
+export declare function publicWsUrl(environment: OkxEnvironment): string;
+export declare function businessWsUrl(environment: OkxEnvironment): string;
+export declare function privateWsUrl(environment: OkxEnvironment): string;
+/** Header that routes a REST call to the demo environment, or nothing for live. */
+export declare function environmentHeaders(environment: OkxEnvironment): Record<string, string>;
+/** Kept for the connectivity check, which probes the live public feed. */
+export declare const OKX_PUBLIC_WS_URL: string;
 export interface ConnectivityStep {
     ok: boolean;
     latencyMs: number;

package/dist/network/connectivity.js

@@ -1,8 +1,35 @@
 import { ProxyAgent } from "undici";
 import WebSocket from "ws";
 import { HttpsProxyAgent } from "https-proxy-agent";
+/** REST is one host for both environments; `x-simulated-trading` selects which. */
 export const OKX_REST_BASE_URL = "https://openapi.okx.com";
-export const OKX_PUBLIC_WS_URL = "wss://ws.okx.com:8443/ws/v5/public";
+/**
+ * Websocket host per environment.
+ *
+ * Demo is a separate matching environment with its own market data, not a separate
+ * account over the live feed — measured at one instant, demo and live reported
+ * different prices and a 5x difference in 24h volume for the same instrument. Every
+ * channel therefore has its own host, and mixing them would let a strategy decide on
+ * one environment's bars while its orders fill at another's prices.
+ */
+function wsHost(environment) {
+    return environment === "demo" ? "wss://wspap.okx.com:8443" : "wss://ws.okx.com:8443";
+}
+export function publicWsUrl(environment) {
+    return `${wsHost(environment)}/ws/v5/public`;
+}
+export function businessWsUrl(environment) {
+    return `${wsHost(environment)}/ws/v5/business`;
+}
+export function privateWsUrl(environment) {
+    return `${wsHost(environment)}/ws/v5/private`;
+}
+/** Header that routes a REST call to the demo environment, or nothing for live. */
+export function environmentHeaders(environment) {
+    return environment === "demo" ? { "x-simulated-trading": "1" } : {};
+}
+/** Kept for the connectivity check, which probes the live public feed. */
+export const OKX_PUBLIC_WS_URL = publicWsUrl("live");
 export async function checkOkxConnectivity(proxyUrl, timeoutMs = 6_000, checks = {}) {
     const attempts = Math.max(1, checks.attempts ?? 3);
     const retryDelayMs = Math.max(0, checks.retryDelayMs ?? 300);

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@@ -1 +1 @@
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package/dist/report/chart-script.d.ts

@@ -0,0 +1,12 @@
+/**
+ * Hover readout for the equity chart.
+ *
+ * Inlined into the report. It reads its data from a `data-series` attribute and
+ * touches nothing but the two chart elements: no network, no storage, no globals
+ * beyond one IIFE. That keeps the "opens offline, sends nothing" property of the
+ * report intact while making individual values readable.
+ *
+ * Written as a plain string rather than compiled TypeScript so the report stays a
+ * single self-contained file with no build step of its own.
+ */
+export declare const CHART_SCRIPT: string;

package/dist/report/chart-script.js

@@ -0,0 +1,146 @@
+/**
+ * Hover readout for the equity chart.
+ *
+ * Inlined into the report. It reads its data from a `data-series` attribute and
+ * touches nothing but the two chart elements: no network, no storage, no globals
+ * beyond one IIFE. That keeps the "opens offline, sends nothing" property of the
+ * report intact while making individual values readable.
+ *
+ * Written as a plain string rather than compiled TypeScript so the report stays a
+ * single self-contained file with no build step of its own.
+ */
+export const CHART_SCRIPT = String.raw `
+(function () {
+  var chart = document.getElementById("equity-chart");
+  var drawdownChart = document.getElementById("drawdown-chart");
+  if (!chart) return;
+
+  var series;
+  try {
+    series = JSON.parse(chart.getAttribute("data-series") || "");
+  } catch (error) {
+    return;
+  }
+  if (!series || !series.t || series.t.length < 2) return;
+
+  var svg = chart.querySelector("svg");
+  var tooltip = chart.querySelector(".tooltip");
+  var crosshair = chart.querySelector(".crosshair");
+  var marker = chart.querySelector(".marker");
+  var ddCrosshair = drawdownChart ? drawdownChart.querySelector(".crosshair") : null;
+  if (!svg || !tooltip || !crosshair || !marker) return;
+
+  var count = series.t.length;
+  var viewWidth = 1000;
+  var equityHeight = 260;
+  var minimum = Infinity;
+  var maximum = -Infinity;
+  for (var i = 0; i < count; i += 1) {
+    if (series.e[i] < minimum) minimum = series.e[i];
+    if (series.e[i] > maximum) maximum = series.e[i];
+  }
+  var span = maximum - minimum || 1;
+
+  function fmt(value, digits) {
+    return value.toLocaleString("en-US", { minimumFractionDigits: digits, maximumFractionDigits: digits });
+  }
+
+  function isoMinute(ms) {
+    return new Date(ms).toISOString().slice(0, 16).replace("T", " ");
+  }
+
+  function show(index, clientX) {
+    var equity = series.e[index];
+    var drawdown = series.d[index];
+    var change = series.initial > 0 ? (equity / series.initial - 1) * 100 : 0;
+
+    // Position in the SVG's own coordinates so the line tracks the curve
+    // regardless of how the chart is scaled by CSS.
+    var vx = (index / (count - 1)) * viewWidth;
+    var vy = equityHeight - ((equity - minimum) / span) * equityHeight;
+    crosshair.setAttribute("x1", vx);
+    crosshair.setAttribute("x2", vx);
+    crosshair.removeAttribute("hidden");
+    marker.setAttribute("cx", vx);
+    marker.setAttribute("cy", vy);
+    marker.removeAttribute("hidden");
+    if (ddCrosshair) {
+      ddCrosshair.setAttribute("x1", vx);
+      ddCrosshair.setAttribute("x2", vx);
+      ddCrosshair.removeAttribute("hidden");
+    }
+
+    var sign = change > 0 ? "+" : "";
+    tooltip.innerHTML =
+      '<div class="row"><span>' + series.labels.time + '</span><b>' + isoMinute(series.t[index]) + "</b></div>" +
+      '<div class="row"><span>' + series.labels.equity + '</span><b>' + fmt(equity, 2) + "</b></div>" +
+      '<div class="row"><span>' + series.labels.change + '</span><b class="' + (change >= 0 ? "up" : "down") + '">' + sign + fmt(change, 2) + "%</b></div>" +
+      '<div class="row"><span>' + series.labels.drawdown + '</span><b class="' + (drawdown > 0 ? "down" : "") + '">-' + fmt(drawdown, 2) + "%</b></div>";
+    tooltip.removeAttribute("hidden");
+
+    // Keep the tooltip inside the chart, flipping side near the right edge.
+    var bounds = chart.getBoundingClientRect();
+    var offset = clientX - bounds.left;
+    var tipWidth = tooltip.offsetWidth || 190;
+    var left = offset + 14;
+    if (left + tipWidth > bounds.width) left = offset - tipWidth - 14;
+    tooltip.style.left = Math.max(4, left) + "px";
+  }
+
+  function hide() {
+    tooltip.setAttribute("hidden", "");
+    crosshair.setAttribute("hidden", "");
+    marker.setAttribute("hidden", "");
+    if (ddCrosshair) ddCrosshair.setAttribute("hidden", "");
+  }
+
+  function indexFromClientX(clientX) {
+    var bounds = svg.getBoundingClientRect();
+    if (bounds.width <= 0) return 0;
+    // Clamped against the plot area, so the padding and axis column at either
+    // side still resolve to the first and last point. Without this, hovering a
+    // few pixels inside the chart's own border sits outside the svg and reads
+    // the second-to-last value instead of the last.
+    var ratio = (clientX - bounds.left) / bounds.width;
+    var index = Math.round(Math.max(0, Math.min(1, ratio)) * (count - 1));
+    return Math.max(0, Math.min(count - 1, index));
+  }
+
+  function track(event) {
+    var clientX = event.touches && event.touches.length ? event.touches[0].clientX : event.clientX;
+    show(indexFromClientX(clientX), clientX);
+  }
+
+  chart.addEventListener("mousemove", track);
+  chart.addEventListener("mouseleave", hide);
+  if (drawdownChart) {
+    drawdownChart.addEventListener("mousemove", track);
+    drawdownChart.addEventListener("mouseleave", hide);
+  }
+  chart.addEventListener("touchstart", track, { passive: true });
+  chart.addEventListener("touchmove", track, { passive: true });
+  chart.addEventListener("touchend", hide);
+
+  // Keyboard access: the readout is the only way to get exact values, so it
+  // cannot depend on a pointer.
+  chart.setAttribute("tabindex", "0");
+  var cursor = -1;
+  chart.addEventListener("keydown", function (event) {
+    var step = event.shiftKey ? Math.max(1, Math.round(count / 20)) : 1;
+    if (event.key === "ArrowRight") cursor = Math.min(count - 1, (cursor < 0 ? -1 : cursor) + step);
+    else if (event.key === "ArrowLeft") cursor = Math.max(0, (cursor < 0 ? count : cursor) - step);
+    else if (event.key === "Home") cursor = 0;
+    else if (event.key === "End") cursor = count - 1;
+    else if (event.key === "Escape") {
+      cursor = -1;
+      hide();
+      return;
+    } else return;
+    event.preventDefault();
+    var bounds = chart.getBoundingClientRect();
+    show(cursor, bounds.left + (cursor / (count - 1)) * bounds.width);
+  });
+  chart.addEventListener("blur", hide);
+})();
+`;
+//# sourceMappingURL=chart-script.js.map

package/dist/report/chart-script.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"chart-script.js","sourceRoot":"","sources":["../../src/report/chart-script.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;GAUG;AACH,MAAM,CAAC,MAAM,YAAY,GAAG,MAAM,CAAC,GAAG,CAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAqIrC,CAAC"}

package/dist/report/compare-html.d.ts

@@ -0,0 +1,8 @@
+import type { ComparisonReport } from "./compare.js";
+/**
+ * Renders a self-contained comparison of two or more runs.
+ *
+ * Same constraints as a single report: everything inlined, nothing fetched at view
+ * time, so it opens offline and never sends a strategy anywhere.
+ */
+export declare function renderComparisonHtml(report: ComparisonReport): string;