dexbot 1.1.10

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (807) hide show
  1. package/LICENSE +21 -0
  2. package/README.md +287 -0
  3. package/claw/README.md +513 -0
  4. package/claw/scripts/memu_runner.py +385 -0
  5. package/claw/skills/bitshares-guide/SKILL.md +14 -0
  6. package/claw/skills/bitshares-guide/references/example-skill-shells.md +18 -0
  7. package/claw/skills/bitshares-guide/references/presentation-patterns.md +19 -0
  8. package/claw/skills/bitshares-guide/references/scope-guardrails.md +9 -0
  9. package/claw/skills/launcher-ops/SKILL.md +18 -0
  10. package/claw/skills/launcher-ops/references/launcher-workflow.md +23 -0
  11. package/claw/skills/margin-trading/SKILL.md +23 -0
  12. package/claw/skills/margin-trading/references/honest-asset-list.md +74 -0
  13. package/claw/skills/margin-trading/references/honest-assets.md +44 -0
  14. package/claw/skills/margin-trading/references/position-management.md +203 -0
  15. package/claw/skills/margin-trading/references/trading-concepts.md +80 -0
  16. package/claw/skills/memu-memory/SKILL.md +218 -0
  17. package/claw/skills/shared/references/js-automation-overview.md +24 -0
  18. package/claw/skills/shared/references/safety-and-staleness.md +11 -0
  19. package/claw/skills/shared/references/skill-boundaries.md +17 -0
  20. package/claw/skills/trend-detection/SKILL.md +33 -0
  21. package/claw/skills/trend-detection/agents/openai.yaml +3 -0
  22. package/claw/skills/trend-detection/references/service.md +45 -0
  23. package/dist/analysis/ama_fitting/analyze_ama_price_changes.d.ts +3 -0
  24. package/dist/analysis/ama_fitting/analyze_ama_price_changes.d.ts.map +1 -0
  25. package/dist/analysis/ama_fitting/analyze_ama_price_changes.js +149 -0
  26. package/dist/analysis/ama_fitting/analyze_ama_price_changes.js.map +1 -0
  27. package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.d.ts +3 -0
  28. package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.d.ts.map +1 -0
  29. package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.js +387 -0
  30. package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.js.map +1 -0
  31. package/dist/analysis/ama_fitting/calibrate_convergence_er.d.ts +3 -0
  32. package/dist/analysis/ama_fitting/calibrate_convergence_er.d.ts.map +1 -0
  33. package/dist/analysis/ama_fitting/calibrate_convergence_er.js +200 -0
  34. package/dist/analysis/ama_fitting/calibrate_convergence_er.js.map +1 -0
  35. package/dist/analysis/ama_fitting/fetch_lp_candles.d.ts +3 -0
  36. package/dist/analysis/ama_fitting/fetch_lp_candles.d.ts.map +1 -0
  37. package/dist/analysis/ama_fitting/fetch_lp_candles.js +212 -0
  38. package/dist/analysis/ama_fitting/fetch_lp_candles.js.map +1 -0
  39. package/dist/analysis/ama_fitting/generate_unified_comparison_chart.d.ts +31 -0
  40. package/dist/analysis/ama_fitting/generate_unified_comparison_chart.d.ts.map +1 -0
  41. package/dist/analysis/ama_fitting/generate_unified_comparison_chart.js +249 -0
  42. package/dist/analysis/ama_fitting/generate_unified_comparison_chart.js.map +1 -0
  43. package/dist/analysis/ama_fitting/optimizer_high_resolution.d.ts +2 -0
  44. package/dist/analysis/ama_fitting/optimizer_high_resolution.d.ts.map +1 -0
  45. package/dist/analysis/ama_fitting/optimizer_high_resolution.js +782 -0
  46. package/dist/analysis/ama_fitting/optimizer_high_resolution.js.map +1 -0
  47. package/dist/analysis/analyze_derivatives.d.ts +95 -0
  48. package/dist/analysis/analyze_derivatives.d.ts.map +1 -0
  49. package/dist/analysis/analyze_derivatives.js +295 -0
  50. package/dist/analysis/analyze_derivatives.js.map +1 -0
  51. package/dist/analysis/analyze_dynamic_weight.d.ts +14 -0
  52. package/dist/analysis/analyze_dynamic_weight.d.ts.map +1 -0
  53. package/dist/analysis/analyze_dynamic_weight.js +208 -0
  54. package/dist/analysis/analyze_dynamic_weight.js.map +1 -0
  55. package/dist/analysis/analyze_kalman.d.ts +13 -0
  56. package/dist/analysis/analyze_kalman.d.ts.map +1 -0
  57. package/dist/analysis/analyze_kalman.js +123 -0
  58. package/dist/analysis/analyze_kalman.js.map +1 -0
  59. package/dist/analysis/analyze_regime.d.ts +20 -0
  60. package/dist/analysis/analyze_regime.d.ts.map +1 -0
  61. package/dist/analysis/analyze_regime.js +139 -0
  62. package/dist/analysis/analyze_regime.js.map +1 -0
  63. package/dist/analysis/analyze_regime_windows.d.ts +19 -0
  64. package/dist/analysis/analyze_regime_windows.d.ts.map +1 -0
  65. package/dist/analysis/analyze_regime_windows.js +413 -0
  66. package/dist/analysis/analyze_regime_windows.js.map +1 -0
  67. package/dist/analysis/analyze_risk_profile.d.ts +3 -0
  68. package/dist/analysis/analyze_risk_profile.d.ts.map +1 -0
  69. package/dist/analysis/analyze_risk_profile.js +159 -0
  70. package/dist/analysis/analyze_risk_profile.js.map +1 -0
  71. package/dist/analysis/analyze_trade_heatmap.d.ts +3 -0
  72. package/dist/analysis/analyze_trade_heatmap.d.ts.map +1 -0
  73. package/dist/analysis/analyze_trade_heatmap.js +367 -0
  74. package/dist/analysis/analyze_trade_heatmap.js.map +1 -0
  75. package/dist/analysis/analyze_volatility.d.ts +22 -0
  76. package/dist/analysis/analyze_volatility.d.ts.map +1 -0
  77. package/dist/analysis/analyze_volatility.js +172 -0
  78. package/dist/analysis/analyze_volatility.js.map +1 -0
  79. package/dist/analysis/bot_fitting/backtest_ama_sweep.d.ts +99 -0
  80. package/dist/analysis/bot_fitting/backtest_ama_sweep.d.ts.map +1 -0
  81. package/dist/analysis/bot_fitting/backtest_ama_sweep.js +804 -0
  82. package/dist/analysis/bot_fitting/backtest_ama_sweep.js.map +1 -0
  83. package/dist/analysis/bot_fitting/backtest_bot_fitting.d.ts +2 -0
  84. package/dist/analysis/bot_fitting/backtest_bot_fitting.d.ts.map +1 -0
  85. package/dist/analysis/bot_fitting/backtest_bot_fitting.js +347 -0
  86. package/dist/analysis/bot_fitting/backtest_bot_fitting.js.map +1 -0
  87. package/dist/analysis/bot_fitting/shared_utils.d.ts +15 -0
  88. package/dist/analysis/bot_fitting/shared_utils.d.ts.map +1 -0
  89. package/dist/analysis/bot_fitting/shared_utils.js +48 -0
  90. package/dist/analysis/bot_fitting/shared_utils.js.map +1 -0
  91. package/dist/analysis/bot_key_utils.d.ts +16 -0
  92. package/dist/analysis/bot_key_utils.d.ts.map +1 -0
  93. package/dist/analysis/bot_key_utils.js +61 -0
  94. package/dist/analysis/bot_key_utils.js.map +1 -0
  95. package/dist/analysis/bot_usage/discover_bot_accounts.d.ts +3 -0
  96. package/dist/analysis/bot_usage/discover_bot_accounts.d.ts.map +1 -0
  97. package/dist/analysis/bot_usage/discover_bot_accounts.js +498 -0
  98. package/dist/analysis/bot_usage/discover_bot_accounts.js.map +1 -0
  99. package/dist/analysis/bot_usage/kibana_bot_queries.d.ts +546 -0
  100. package/dist/analysis/bot_usage/kibana_bot_queries.d.ts.map +1 -0
  101. package/dist/analysis/bot_usage/kibana_bot_queries.js +427 -0
  102. package/dist/analysis/bot_usage/kibana_bot_queries.js.map +1 -0
  103. package/dist/analysis/chart_utils.d.ts +13 -0
  104. package/dist/analysis/chart_utils.d.ts.map +1 -0
  105. package/dist/analysis/chart_utils.js +142 -0
  106. package/dist/analysis/chart_utils.js.map +1 -0
  107. package/dist/analysis/derivative_chart_generator.d.ts +18 -0
  108. package/dist/analysis/derivative_chart_generator.d.ts.map +1 -0
  109. package/dist/analysis/derivative_chart_generator.js +896 -0
  110. package/dist/analysis/derivative_chart_generator.js.map +1 -0
  111. package/dist/analysis/math_utils.d.ts +35 -0
  112. package/dist/analysis/math_utils.d.ts.map +1 -0
  113. package/dist/analysis/math_utils.js +121 -0
  114. package/dist/analysis/math_utils.js.map +1 -0
  115. package/dist/analysis/price_sources.d.ts +34 -0
  116. package/dist/analysis/price_sources.d.ts.map +1 -0
  117. package/dist/analysis/price_sources.js +103 -0
  118. package/dist/analysis/price_sources.js.map +1 -0
  119. package/dist/analysis/trade_profitability.d.ts +115 -0
  120. package/dist/analysis/trade_profitability.d.ts.map +1 -0
  121. package/dist/analysis/trade_profitability.js +1247 -0
  122. package/dist/analysis/trade_profitability.js.map +1 -0
  123. package/dist/analysis/tradingview/analyze_tradingview.d.ts +38 -0
  124. package/dist/analysis/tradingview/analyze_tradingview.d.ts.map +1 -0
  125. package/dist/analysis/tradingview/analyze_tradingview.js +212 -0
  126. package/dist/analysis/tradingview/analyze_tradingview.js.map +1 -0
  127. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.d.ts +9 -0
  128. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.d.ts.map +1 -0
  129. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js +1717 -0
  130. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js.map +1 -0
  131. package/dist/analysis/trend_detection/derivative_analyzer.d.ts +250 -0
  132. package/dist/analysis/trend_detection/derivative_analyzer.d.ts.map +1 -0
  133. package/dist/analysis/trend_detection/derivative_analyzer.js +903 -0
  134. package/dist/analysis/trend_detection/derivative_analyzer.js.map +1 -0
  135. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.d.ts +6 -0
  136. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.d.ts.map +1 -0
  137. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.js +1449 -0
  138. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.js.map +1 -0
  139. package/dist/analysis/trend_detection/hurst_analyzer.d.ts +42 -0
  140. package/dist/analysis/trend_detection/hurst_analyzer.d.ts.map +1 -0
  141. package/dist/analysis/trend_detection/hurst_analyzer.js +159 -0
  142. package/dist/analysis/trend_detection/hurst_analyzer.js.map +1 -0
  143. package/dist/analysis/trend_detection/kalman_chart_generator.d.ts +6 -0
  144. package/dist/analysis/trend_detection/kalman_chart_generator.d.ts.map +1 -0
  145. package/dist/analysis/trend_detection/kalman_chart_generator.js +408 -0
  146. package/dist/analysis/trend_detection/kalman_chart_generator.js.map +1 -0
  147. package/dist/analysis/trend_detection/kalman_trend_analyzer.d.ts +103 -0
  148. package/dist/analysis/trend_detection/kalman_trend_analyzer.d.ts.map +1 -0
  149. package/dist/analysis/trend_detection/kalman_trend_analyzer.js +229 -0
  150. package/dist/analysis/trend_detection/kalman_trend_analyzer.js.map +1 -0
  151. package/dist/analysis/trend_detection/kalman_velocity_smoothing.d.ts +34 -0
  152. package/dist/analysis/trend_detection/kalman_velocity_smoothing.d.ts.map +1 -0
  153. package/dist/analysis/trend_detection/kalman_velocity_smoothing.js +89 -0
  154. package/dist/analysis/trend_detection/kalman_velocity_smoothing.js.map +1 -0
  155. package/dist/analysis/trend_detection/permutation_entropy_analyzer.d.ts +39 -0
  156. package/dist/analysis/trend_detection/permutation_entropy_analyzer.d.ts.map +1 -0
  157. package/dist/analysis/trend_detection/permutation_entropy_analyzer.js +132 -0
  158. package/dist/analysis/trend_detection/permutation_entropy_analyzer.js.map +1 -0
  159. package/dist/analysis/trend_detection/regime_chart_generator.d.ts +6 -0
  160. package/dist/analysis/trend_detection/regime_chart_generator.d.ts.map +1 -0
  161. package/dist/analysis/trend_detection/regime_chart_generator.js +345 -0
  162. package/dist/analysis/trend_detection/regime_chart_generator.js.map +1 -0
  163. package/dist/analysis/trend_detection/tests/test_kalman_trend.d.ts +2 -0
  164. package/dist/analysis/trend_detection/tests/test_kalman_trend.d.ts.map +1 -0
  165. package/dist/analysis/trend_detection/tests/test_kalman_trend.js +130 -0
  166. package/dist/analysis/trend_detection/tests/test_kalman_trend.js.map +1 -0
  167. package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.d.ts +2 -0
  168. package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.d.ts.map +1 -0
  169. package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.js +38 -0
  170. package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.js.map +1 -0
  171. package/dist/analysis/trend_detection/volatility_chart_generator.d.ts +6 -0
  172. package/dist/analysis/trend_detection/volatility_chart_generator.d.ts.map +1 -0
  173. package/dist/analysis/trend_detection/volatility_chart_generator.js +732 -0
  174. package/dist/analysis/trend_detection/volatility_chart_generator.js.map +1 -0
  175. package/dist/bot.d.ts +49 -0
  176. package/dist/bot.d.ts.map +1 -0
  177. package/dist/bot.js +221 -0
  178. package/dist/bot.js.map +1 -0
  179. package/dist/credential-daemon.d.ts +64 -0
  180. package/dist/credential-daemon.d.ts.map +1 -0
  181. package/dist/credential-daemon.js +987 -0
  182. package/dist/credential-daemon.js.map +1 -0
  183. package/dist/dexbot.d.ts +87 -0
  184. package/dist/dexbot.d.ts.map +1 -0
  185. package/dist/dexbot.js +1222 -0
  186. package/dist/dexbot.js.map +1 -0
  187. package/dist/market_adapter/ama_signal_runner.d.ts +3 -0
  188. package/dist/market_adapter/ama_signal_runner.d.ts.map +1 -0
  189. package/dist/market_adapter/ama_signal_runner.js +175 -0
  190. package/dist/market_adapter/ama_signal_runner.js.map +1 -0
  191. package/dist/market_adapter/candle_utils.d.ts +57 -0
  192. package/dist/market_adapter/candle_utils.d.ts.map +1 -0
  193. package/dist/market_adapter/candle_utils.js +252 -0
  194. package/dist/market_adapter/candle_utils.js.map +1 -0
  195. package/dist/market_adapter/core/asymmetric_bounds.d.ts +20 -0
  196. package/dist/market_adapter/core/asymmetric_bounds.d.ts.map +1 -0
  197. package/dist/market_adapter/core/asymmetric_bounds.js +88 -0
  198. package/dist/market_adapter/core/asymmetric_bounds.js.map +1 -0
  199. package/dist/market_adapter/core/config_normalizers.d.ts +10 -0
  200. package/dist/market_adapter/core/config_normalizers.d.ts.map +1 -0
  201. package/dist/market_adapter/core/config_normalizers.js +24 -0
  202. package/dist/market_adapter/core/config_normalizers.js.map +1 -0
  203. package/dist/market_adapter/core/kibana_candles.d.ts +74 -0
  204. package/dist/market_adapter/core/kibana_candles.d.ts.map +1 -0
  205. package/dist/market_adapter/core/kibana_candles.js +249 -0
  206. package/dist/market_adapter/core/kibana_candles.js.map +1 -0
  207. package/dist/market_adapter/core/kibana_client.d.ts +27 -0
  208. package/dist/market_adapter/core/kibana_client.d.ts.map +1 -0
  209. package/dist/market_adapter/core/kibana_client.js +120 -0
  210. package/dist/market_adapter/core/kibana_client.js.map +1 -0
  211. package/dist/market_adapter/core/kibana_market_candles.d.ts +143 -0
  212. package/dist/market_adapter/core/kibana_market_candles.d.ts.map +1 -0
  213. package/dist/market_adapter/core/kibana_market_candles.js +170 -0
  214. package/dist/market_adapter/core/kibana_market_candles.js.map +1 -0
  215. package/dist/market_adapter/core/market_adapter_service.d.ts +210 -0
  216. package/dist/market_adapter/core/market_adapter_service.d.ts.map +1 -0
  217. package/dist/market_adapter/core/market_adapter_service.js +2328 -0
  218. package/dist/market_adapter/core/market_adapter_service.js.map +1 -0
  219. package/dist/market_adapter/core/strategies/ama.d.ts +2 -0
  220. package/dist/market_adapter/core/strategies/ama.d.ts.map +1 -0
  221. package/dist/market_adapter/core/strategies/ama.js +138 -0
  222. package/dist/market_adapter/core/strategies/ama.js.map +1 -0
  223. package/dist/market_adapter/core/strategies/ama_slope_model.d.ts +50 -0
  224. package/dist/market_adapter/core/strategies/ama_slope_model.d.ts.map +1 -0
  225. package/dist/market_adapter/core/strategies/ama_slope_model.js +143 -0
  226. package/dist/market_adapter/core/strategies/ama_slope_model.js.map +1 -0
  227. package/dist/market_adapter/core/strategies/atr/calculator.d.ts +12 -0
  228. package/dist/market_adapter/core/strategies/atr/calculator.d.ts.map +1 -0
  229. package/dist/market_adapter/core/strategies/atr/calculator.js +47 -0
  230. package/dist/market_adapter/core/strategies/atr/calculator.js.map +1 -0
  231. package/dist/market_adapter/core/strategies/collateral_manager.d.ts +32 -0
  232. package/dist/market_adapter/core/strategies/collateral_manager.d.ts.map +1 -0
  233. package/dist/market_adapter/core/strategies/collateral_manager.js +68 -0
  234. package/dist/market_adapter/core/strategies/collateral_manager.js.map +1 -0
  235. package/dist/market_adapter/core/strategies/regime_gate.d.ts +66 -0
  236. package/dist/market_adapter/core/strategies/regime_gate.d.ts.map +1 -0
  237. package/dist/market_adapter/core/strategies/regime_gate.js +189 -0
  238. package/dist/market_adapter/core/strategies/regime_gate.js.map +1 -0
  239. package/dist/market_adapter/index.d.ts +10 -0
  240. package/dist/market_adapter/index.d.ts.map +1 -0
  241. package/dist/market_adapter/index.js +71 -0
  242. package/dist/market_adapter/index.js.map +1 -0
  243. package/dist/market_adapter/inputs/fetch_cex_synthetic_data.d.ts +3 -0
  244. package/dist/market_adapter/inputs/fetch_cex_synthetic_data.d.ts.map +1 -0
  245. package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js +1165 -0
  246. package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js.map +1 -0
  247. package/dist/market_adapter/inputs/fetch_lp_data.d.ts +54 -0
  248. package/dist/market_adapter/inputs/fetch_lp_data.d.ts.map +1 -0
  249. package/dist/market_adapter/inputs/fetch_lp_data.js +743 -0
  250. package/dist/market_adapter/inputs/fetch_lp_data.js.map +1 -0
  251. package/dist/market_adapter/inputs/kibana_source.d.ts +68 -0
  252. package/dist/market_adapter/inputs/kibana_source.d.ts.map +1 -0
  253. package/dist/market_adapter/inputs/kibana_source.js +143 -0
  254. package/dist/market_adapter/inputs/kibana_source.js.map +1 -0
  255. package/dist/market_adapter/interval_utils.d.ts +6 -0
  256. package/dist/market_adapter/interval_utils.d.ts.map +1 -0
  257. package/dist/market_adapter/interval_utils.js +14 -0
  258. package/dist/market_adapter/interval_utils.js.map +1 -0
  259. package/dist/market_adapter/log_format.d.ts +16 -0
  260. package/dist/market_adapter/log_format.d.ts.map +1 -0
  261. package/dist/market_adapter/log_format.js +72 -0
  262. package/dist/market_adapter/log_format.js.map +1 -0
  263. package/dist/market_adapter/lp_chart_core.d.ts +6 -0
  264. package/dist/market_adapter/lp_chart_core.d.ts.map +1 -0
  265. package/dist/market_adapter/lp_chart_core.js +874 -0
  266. package/dist/market_adapter/lp_chart_core.js.map +1 -0
  267. package/dist/market_adapter/lp_chart_runner.d.ts +135 -0
  268. package/dist/market_adapter/lp_chart_runner.d.ts.map +1 -0
  269. package/dist/market_adapter/lp_chart_runner.js +337 -0
  270. package/dist/market_adapter/lp_chart_runner.js.map +1 -0
  271. package/dist/market_adapter/lp_chart_strategy_loader.d.ts +23 -0
  272. package/dist/market_adapter/lp_chart_strategy_loader.d.ts.map +1 -0
  273. package/dist/market_adapter/lp_chart_strategy_loader.js +169 -0
  274. package/dist/market_adapter/lp_chart_strategy_loader.js.map +1 -0
  275. package/dist/market_adapter/market_adapter.d.ts +133 -0
  276. package/dist/market_adapter/market_adapter.d.ts.map +1 -0
  277. package/dist/market_adapter/market_adapter.js +1331 -0
  278. package/dist/market_adapter/market_adapter.js.map +1 -0
  279. package/dist/market_adapter/merge_lp_data.d.ts +3 -0
  280. package/dist/market_adapter/merge_lp_data.d.ts.map +1 -0
  281. package/dist/market_adapter/merge_lp_data.js +125 -0
  282. package/dist/market_adapter/merge_lp_data.js.map +1 -0
  283. package/dist/market_adapter/test_helpers.d.ts +14 -0
  284. package/dist/market_adapter/test_helpers.d.ts.map +1 -0
  285. package/dist/market_adapter/test_helpers.js +22 -0
  286. package/dist/market_adapter/test_helpers.js.map +1 -0
  287. package/dist/market_adapter/utils/adapter_client.d.ts +20 -0
  288. package/dist/market_adapter/utils/adapter_client.d.ts.map +1 -0
  289. package/dist/market_adapter/utils/adapter_client.js +88 -0
  290. package/dist/market_adapter/utils/adapter_client.js.map +1 -0
  291. package/dist/market_adapter/utils/atomic_write.d.ts +9 -0
  292. package/dist/market_adapter/utils/atomic_write.d.ts.map +1 -0
  293. package/dist/market_adapter/utils/atomic_write.js +13 -0
  294. package/dist/market_adapter/utils/atomic_write.js.map +1 -0
  295. package/dist/market_adapter/utils/chain.d.ts +50 -0
  296. package/dist/market_adapter/utils/chain.d.ts.map +1 -0
  297. package/dist/market_adapter/utils/chain.js +196 -0
  298. package/dist/market_adapter/utils/chain.js.map +1 -0
  299. package/dist/market_adapter/utils/data_discovery.d.ts +6 -0
  300. package/dist/market_adapter/utils/data_discovery.d.ts.map +1 -0
  301. package/dist/market_adapter/utils/data_discovery.js +35 -0
  302. package/dist/market_adapter/utils/data_discovery.js.map +1 -0
  303. package/dist/market_adapter/utils/dynamic_grid_snapshot.d.ts +15 -0
  304. package/dist/market_adapter/utils/dynamic_grid_snapshot.d.ts.map +1 -0
  305. package/dist/market_adapter/utils/dynamic_grid_snapshot.js +60 -0
  306. package/dist/market_adapter/utils/dynamic_grid_snapshot.js.map +1 -0
  307. package/dist/market_adapter/utils/file_lock.d.ts +19 -0
  308. package/dist/market_adapter/utils/file_lock.d.ts.map +1 -0
  309. package/dist/market_adapter/utils/file_lock.js +191 -0
  310. package/dist/market_adapter/utils/file_lock.js.map +1 -0
  311. package/dist/market_adapter/utils/native_history.d.ts +19 -0
  312. package/dist/market_adapter/utils/native_history.d.ts.map +1 -0
  313. package/dist/market_adapter/utils/native_history.js +172 -0
  314. package/dist/market_adapter/utils/native_history.js.map +1 -0
  315. package/dist/market_adapter/utils/paths.d.ts +5 -0
  316. package/dist/market_adapter/utils/paths.d.ts.map +1 -0
  317. package/dist/market_adapter/utils/paths.js +7 -0
  318. package/dist/market_adapter/utils/paths.js.map +1 -0
  319. package/dist/modules/account_bots.d.ts +112 -0
  320. package/dist/modules/account_bots.d.ts.map +1 -0
  321. package/dist/modules/account_bots.js +1259 -0
  322. package/dist/modules/account_bots.js.map +1 -0
  323. package/dist/modules/account_orders.d.ts +273 -0
  324. package/dist/modules/account_orders.d.ts.map +1 -0
  325. package/dist/modules/account_orders.js +662 -0
  326. package/dist/modules/account_orders.js.map +1 -0
  327. package/dist/modules/authority_resolver.d.ts +2 -0
  328. package/dist/modules/authority_resolver.d.ts.map +1 -0
  329. package/dist/modules/authority_resolver.js +231 -0
  330. package/dist/modules/authority_resolver.js.map +1 -0
  331. package/dist/modules/bitshares-native/chain_client.d.ts +38 -0
  332. package/dist/modules/bitshares-native/chain_client.d.ts.map +1 -0
  333. package/dist/modules/bitshares-native/chain_client.js +322 -0
  334. package/dist/modules/bitshares-native/chain_client.js.map +1 -0
  335. package/dist/modules/bitshares-native/crypto/ecc.browser.d.ts +59 -0
  336. package/dist/modules/bitshares-native/crypto/ecc.browser.d.ts.map +1 -0
  337. package/dist/modules/bitshares-native/crypto/ecc.browser.js +456 -0
  338. package/dist/modules/bitshares-native/crypto/ecc.browser.js.map +1 -0
  339. package/dist/modules/bitshares-native/crypto/ecc.d.ts +66 -0
  340. package/dist/modules/bitshares-native/crypto/ecc.d.ts.map +1 -0
  341. package/dist/modules/bitshares-native/crypto/ecc.js +557 -0
  342. package/dist/modules/bitshares-native/crypto/ecc.js.map +1 -0
  343. package/dist/modules/bitshares-native/crypto/ecc_selector.d.ts +2 -0
  344. package/dist/modules/bitshares-native/crypto/ecc_selector.d.ts.map +1 -0
  345. package/dist/modules/bitshares-native/crypto/ecc_selector.js +20 -0
  346. package/dist/modules/bitshares-native/crypto/ecc_selector.js.map +1 -0
  347. package/dist/modules/bitshares-native/index.d.ts +3 -0
  348. package/dist/modules/bitshares-native/index.d.ts.map +1 -0
  349. package/dist/modules/bitshares-native/index.js +32 -0
  350. package/dist/modules/bitshares-native/index.js.map +1 -0
  351. package/dist/modules/bitshares-native/resolvers.d.ts +40 -0
  352. package/dist/modules/bitshares-native/resolvers.d.ts.map +1 -0
  353. package/dist/modules/bitshares-native/resolvers.js +161 -0
  354. package/dist/modules/bitshares-native/resolvers.js.map +1 -0
  355. package/dist/modules/bitshares-native/serial/chain_constants.d.ts +56 -0
  356. package/dist/modules/bitshares-native/serial/chain_constants.d.ts.map +1 -0
  357. package/dist/modules/bitshares-native/serial/chain_constants.js +92 -0
  358. package/dist/modules/bitshares-native/serial/chain_constants.js.map +1 -0
  359. package/dist/modules/bitshares-native/serial/index.d.ts +10 -0
  360. package/dist/modules/bitshares-native/serial/index.d.ts.map +1 -0
  361. package/dist/modules/bitshares-native/serial/index.js +14 -0
  362. package/dist/modules/bitshares-native/serial/index.js.map +1 -0
  363. package/dist/modules/bitshares-native/serial/operations.d.ts +102 -0
  364. package/dist/modules/bitshares-native/serial/operations.d.ts.map +1 -0
  365. package/dist/modules/bitshares-native/serial/operations.js +615 -0
  366. package/dist/modules/bitshares-native/serial/operations.js.map +1 -0
  367. package/dist/modules/bitshares-native/serial/serializer.d.ts +64 -0
  368. package/dist/modules/bitshares-native/serial/serializer.d.ts.map +1 -0
  369. package/dist/modules/bitshares-native/serial/serializer.js +252 -0
  370. package/dist/modules/bitshares-native/serial/serializer.js.map +1 -0
  371. package/dist/modules/bitshares-native/serial/types.d.ts +120 -0
  372. package/dist/modules/bitshares-native/serial/types.d.ts.map +1 -0
  373. package/dist/modules/bitshares-native/serial/types.js +837 -0
  374. package/dist/modules/bitshares-native/serial/types.js.map +1 -0
  375. package/dist/modules/bitshares-native/signing_client.d.ts +6 -0
  376. package/dist/modules/bitshares-native/signing_client.d.ts.map +1 -0
  377. package/dist/modules/bitshares-native/signing_client.js +141 -0
  378. package/dist/modules/bitshares-native/signing_client.js.map +1 -0
  379. package/dist/modules/bitshares-native/subscriptions.d.ts +6 -0
  380. package/dist/modules/bitshares-native/subscriptions.d.ts.map +1 -0
  381. package/dist/modules/bitshares-native/subscriptions.js +865 -0
  382. package/dist/modules/bitshares-native/subscriptions.js.map +1 -0
  383. package/dist/modules/bitshares-native/transport.d.ts +51 -0
  384. package/dist/modules/bitshares-native/transport.d.ts.map +1 -0
  385. package/dist/modules/bitshares-native/transport.js +447 -0
  386. package/dist/modules/bitshares-native/transport.js.map +1 -0
  387. package/dist/modules/bitshares-native/tx/builder.d.ts +30 -0
  388. package/dist/modules/bitshares-native/tx/builder.d.ts.map +1 -0
  389. package/dist/modules/bitshares-native/tx/builder.js +262 -0
  390. package/dist/modules/bitshares-native/tx/builder.js.map +1 -0
  391. package/dist/modules/bitshares_client.d.ts +129 -0
  392. package/dist/modules/bitshares_client.d.ts.map +1 -0
  393. package/dist/modules/bitshares_client.js +627 -0
  394. package/dist/modules/bitshares_client.js.map +1 -0
  395. package/dist/modules/bot_settings.d.ts +33 -0
  396. package/dist/modules/bot_settings.d.ts.map +1 -0
  397. package/dist/modules/bot_settings.js +328 -0
  398. package/dist/modules/bot_settings.js.map +1 -0
  399. package/dist/modules/bots_file_lock.d.ts +88 -0
  400. package/dist/modules/bots_file_lock.d.ts.map +1 -0
  401. package/dist/modules/bots_file_lock.js +161 -0
  402. package/dist/modules/bots_file_lock.js.map +1 -0
  403. package/dist/modules/chain_keys.d.ts +302 -0
  404. package/dist/modules/chain_keys.d.ts.map +1 -0
  405. package/dist/modules/chain_keys.js +1095 -0
  406. package/dist/modules/chain_keys.js.map +1 -0
  407. package/dist/modules/chain_orders.d.ts +423 -0
  408. package/dist/modules/chain_orders.d.ts.map +1 -0
  409. package/dist/modules/chain_orders.js +1201 -0
  410. package/dist/modules/chain_orders.js.map +1 -0
  411. package/dist/modules/cli_whitelist_args.d.ts +6 -0
  412. package/dist/modules/cli_whitelist_args.d.ts.map +1 -0
  413. package/dist/modules/cli_whitelist_args.js +13 -0
  414. package/dist/modules/cli_whitelist_args.js.map +1 -0
  415. package/dist/modules/config.d.ts +57 -0
  416. package/dist/modules/config.d.ts.map +1 -0
  417. package/dist/modules/config.js +107 -0
  418. package/dist/modules/config.js.map +1 -0
  419. package/dist/modules/constants.d.ts +635 -0
  420. package/dist/modules/constants.d.ts.map +1 -0
  421. package/dist/modules/constants.js +1464 -0
  422. package/dist/modules/constants.js.map +1 -0
  423. package/dist/modules/cr_planner.d.ts +51 -0
  424. package/dist/modules/cr_planner.d.ts.map +1 -0
  425. package/dist/modules/cr_planner.js +299 -0
  426. package/dist/modules/cr_planner.js.map +1 -0
  427. package/dist/modules/credential_policy.d.ts +188 -0
  428. package/dist/modules/credential_policy.d.ts.map +1 -0
  429. package/dist/modules/credential_policy.js +1452 -0
  430. package/dist/modules/credential_policy.js.map +1 -0
  431. package/dist/modules/credential_runtime.d.ts +42 -0
  432. package/dist/modules/credential_runtime.d.ts.map +1 -0
  433. package/dist/modules/credential_runtime.js +148 -0
  434. package/dist/modules/credential_runtime.js.map +1 -0
  435. package/dist/modules/credential_session_cache.d.ts +36 -0
  436. package/dist/modules/credential_session_cache.d.ts.map +1 -0
  437. package/dist/modules/credential_session_cache.js +106 -0
  438. package/dist/modules/credential_session_cache.js.map +1 -0
  439. package/dist/modules/credit_runtime.d.ts +412 -0
  440. package/dist/modules/credit_runtime.d.ts.map +1 -0
  441. package/dist/modules/credit_runtime.js +2866 -0
  442. package/dist/modules/credit_runtime.js.map +1 -0
  443. package/dist/modules/crypto/browser_provider.d.ts +15 -0
  444. package/dist/modules/crypto/browser_provider.d.ts.map +1 -0
  445. package/dist/modules/crypto/browser_provider.js +113 -0
  446. package/dist/modules/crypto/browser_provider.js.map +1 -0
  447. package/dist/modules/crypto/index.d.ts +9 -0
  448. package/dist/modules/crypto/index.d.ts.map +1 -0
  449. package/dist/modules/crypto/index.js +44 -0
  450. package/dist/modules/crypto/index.js.map +1 -0
  451. package/dist/modules/crypto/node_provider.d.ts +15 -0
  452. package/dist/modules/crypto/node_provider.d.ts.map +1 -0
  453. package/dist/modules/crypto/node_provider.js +74 -0
  454. package/dist/modules/crypto/node_provider.js.map +1 -0
  455. package/dist/modules/crypto/provider.d.ts +34 -0
  456. package/dist/modules/crypto/provider.d.ts.map +1 -0
  457. package/dist/modules/crypto/provider.js +3 -0
  458. package/dist/modules/crypto/provider.js.map +1 -0
  459. package/dist/modules/crypto/pure_ripemd160.d.ts +8 -0
  460. package/dist/modules/crypto/pure_ripemd160.d.ts.map +1 -0
  461. package/dist/modules/crypto/pure_ripemd160.js +142 -0
  462. package/dist/modules/crypto/pure_ripemd160.js.map +1 -0
  463. package/dist/modules/crypto/pure_scrypt.d.ts +23 -0
  464. package/dist/modules/crypto/pure_scrypt.d.ts.map +1 -0
  465. package/dist/modules/crypto/pure_scrypt.js +161 -0
  466. package/dist/modules/crypto/pure_scrypt.js.map +1 -0
  467. package/dist/modules/crypto/pure_secp256k1.d.ts +29 -0
  468. package/dist/modules/crypto/pure_secp256k1.d.ts.map +1 -0
  469. package/dist/modules/crypto/pure_secp256k1.js +195 -0
  470. package/dist/modules/crypto/pure_secp256k1.js.map +1 -0
  471. package/dist/modules/crypto/sync.d.ts +13 -0
  472. package/dist/modules/crypto/sync.d.ts.map +1 -0
  473. package/dist/modules/crypto/sync.js +37 -0
  474. package/dist/modules/crypto/sync.js.map +1 -0
  475. package/dist/modules/dexbot_class.d.ts +1074 -0
  476. package/dist/modules/dexbot_class.d.ts.map +1 -0
  477. package/dist/modules/dexbot_class.js +4613 -0
  478. package/dist/modules/dexbot_class.js.map +1 -0
  479. package/dist/modules/dexbot_credential_client.d.ts +71 -0
  480. package/dist/modules/dexbot_credential_client.d.ts.map +1 -0
  481. package/dist/modules/dexbot_credential_client.js +224 -0
  482. package/dist/modules/dexbot_credential_client.js.map +1 -0
  483. package/dist/modules/dexbot_fill_runtime.d.ts +173 -0
  484. package/dist/modules/dexbot_fill_runtime.d.ts.map +1 -0
  485. package/dist/modules/dexbot_fill_runtime.js +217 -0
  486. package/dist/modules/dexbot_fill_runtime.js.map +1 -0
  487. package/dist/modules/dexbot_maintenance_runtime.d.ts +279 -0
  488. package/dist/modules/dexbot_maintenance_runtime.d.ts.map +1 -0
  489. package/dist/modules/dexbot_maintenance_runtime.js +1613 -0
  490. package/dist/modules/dexbot_maintenance_runtime.js.map +1 -0
  491. package/dist/modules/env.d.ts +12 -0
  492. package/dist/modules/env.d.ts.map +1 -0
  493. package/dist/modules/env.js +57 -0
  494. package/dist/modules/env.js.map +1 -0
  495. package/dist/modules/fund_registry.d.ts +96 -0
  496. package/dist/modules/fund_registry.d.ts.map +1 -0
  497. package/dist/modules/fund_registry.js +261 -0
  498. package/dist/modules/fund_registry.js.map +1 -0
  499. package/dist/modules/general_settings.d.ts +36 -0
  500. package/dist/modules/general_settings.d.ts.map +1 -0
  501. package/dist/modules/general_settings.js +63 -0
  502. package/dist/modules/general_settings.js.map +1 -0
  503. package/dist/modules/graceful_shutdown.d.ts +86 -0
  504. package/dist/modules/graceful_shutdown.d.ts.map +1 -0
  505. package/dist/modules/graceful_shutdown.js +164 -0
  506. package/dist/modules/graceful_shutdown.js.map +1 -0
  507. package/dist/modules/key_store.d.ts +60 -0
  508. package/dist/modules/key_store.d.ts.map +1 -0
  509. package/dist/modules/key_store.js +215 -0
  510. package/dist/modules/key_store.js.map +1 -0
  511. package/dist/modules/launcher/bot_supervisor.d.ts +84 -0
  512. package/dist/modules/launcher/bot_supervisor.d.ts.map +1 -0
  513. package/dist/modules/launcher/bot_supervisor.js +1067 -0
  514. package/dist/modules/launcher/bot_supervisor.js.map +1 -0
  515. package/dist/modules/launcher/child_env.d.ts +9 -0
  516. package/dist/modules/launcher/child_env.d.ts.map +1 -0
  517. package/dist/modules/launcher/child_env.js +78 -0
  518. package/dist/modules/launcher/child_env.js.map +1 -0
  519. package/dist/modules/launcher/credential_bootstrap.d.ts +22 -0
  520. package/dist/modules/launcher/credential_bootstrap.d.ts.map +1 -0
  521. package/dist/modules/launcher/credential_bootstrap.js +303 -0
  522. package/dist/modules/launcher/credential_bootstrap.js.map +1 -0
  523. package/dist/modules/launcher/credential_daemon.d.ts +32 -0
  524. package/dist/modules/launcher/credential_daemon.d.ts.map +1 -0
  525. package/dist/modules/launcher/credential_daemon.js +173 -0
  526. package/dist/modules/launcher/credential_daemon.js.map +1 -0
  527. package/dist/modules/launcher/credential_secret.d.ts +6 -0
  528. package/dist/modules/launcher/credential_secret.d.ts.map +1 -0
  529. package/dist/modules/launcher/credential_secret.js +15 -0
  530. package/dist/modules/launcher/credential_secret.js.map +1 -0
  531. package/dist/modules/launcher/foreign_cred_daemon.d.ts +2 -0
  532. package/dist/modules/launcher/foreign_cred_daemon.d.ts.map +1 -0
  533. package/dist/modules/launcher/foreign_cred_daemon.js +166 -0
  534. package/dist/modules/launcher/foreign_cred_daemon.js.map +1 -0
  535. package/dist/modules/launcher/headless_password.d.ts +8 -0
  536. package/dist/modules/launcher/headless_password.d.ts.map +1 -0
  537. package/dist/modules/launcher/headless_password.js +33 -0
  538. package/dist/modules/launcher/headless_password.js.map +1 -0
  539. package/dist/modules/launcher/launch_modes.d.ts +36 -0
  540. package/dist/modules/launcher/launch_modes.d.ts.map +1 -0
  541. package/dist/modules/launcher/launch_modes.js +129 -0
  542. package/dist/modules/launcher/launch_modes.js.map +1 -0
  543. package/dist/modules/launcher/market_adapter_runtime.d.ts +43 -0
  544. package/dist/modules/launcher/market_adapter_runtime.d.ts.map +1 -0
  545. package/dist/modules/launcher/market_adapter_runtime.js +217 -0
  546. package/dist/modules/launcher/market_adapter_runtime.js.map +1 -0
  547. package/dist/modules/launcher/market_adapter_watchdog.d.ts +26 -0
  548. package/dist/modules/launcher/market_adapter_watchdog.d.ts.map +1 -0
  549. package/dist/modules/launcher/market_adapter_watchdog.js +214 -0
  550. package/dist/modules/launcher/market_adapter_watchdog.js.map +1 -0
  551. package/dist/modules/launcher/monolithic_runtime.d.ts +89 -0
  552. package/dist/modules/launcher/monolithic_runtime.d.ts.map +1 -0
  553. package/dist/modules/launcher/monolithic_runtime.js +425 -0
  554. package/dist/modules/launcher/monolithic_runtime.js.map +1 -0
  555. package/dist/modules/launcher/runtime_entry.d.ts +26 -0
  556. package/dist/modules/launcher/runtime_entry.d.ts.map +1 -0
  557. package/dist/modules/launcher/runtime_entry.js +49 -0
  558. package/dist/modules/launcher/runtime_entry.js.map +1 -0
  559. package/dist/modules/launcher/status_reporting.d.ts +48 -0
  560. package/dist/modules/launcher/status_reporting.d.ts.map +1 -0
  561. package/dist/modules/launcher/status_reporting.js +113 -0
  562. package/dist/modules/launcher/status_reporting.js.map +1 -0
  563. package/dist/modules/launcher/supervisor_control.d.ts +6 -0
  564. package/dist/modules/launcher/supervisor_control.d.ts.map +1 -0
  565. package/dist/modules/launcher/supervisor_control.js +59 -0
  566. package/dist/modules/launcher/supervisor_control.js.map +1 -0
  567. package/dist/modules/logger.d.ts +2 -0
  568. package/dist/modules/logger.d.ts.map +1 -0
  569. package/dist/modules/logger.js +71 -0
  570. package/dist/modules/logger.js.map +1 -0
  571. package/dist/modules/market_adapter_whitelist.d.ts +22 -0
  572. package/dist/modules/market_adapter_whitelist.d.ts.map +1 -0
  573. package/dist/modules/market_adapter_whitelist.js +82 -0
  574. package/dist/modules/market_adapter_whitelist.js.map +1 -0
  575. package/dist/modules/node_health_cache.d.ts +55 -0
  576. package/dist/modules/node_health_cache.d.ts.map +1 -0
  577. package/dist/modules/node_health_cache.js +134 -0
  578. package/dist/modules/node_health_cache.js.map +1 -0
  579. package/dist/modules/node_manager.d.ts +215 -0
  580. package/dist/modules/node_manager.d.ts.map +1 -0
  581. package/dist/modules/node_manager.js +628 -0
  582. package/dist/modules/node_manager.js.map +1 -0
  583. package/dist/modules/order/accounting.d.ts +349 -0
  584. package/dist/modules/order/accounting.d.ts.map +1 -0
  585. package/dist/modules/order/accounting.js +1191 -0
  586. package/dist/modules/order/accounting.js.map +1 -0
  587. package/dist/modules/order/async_lock.d.ts +126 -0
  588. package/dist/modules/order/async_lock.d.ts.map +1 -0
  589. package/dist/modules/order/async_lock.js +195 -0
  590. package/dist/modules/order/async_lock.js.map +1 -0
  591. package/dist/modules/order/export.d.ts +129 -0
  592. package/dist/modules/order/export.d.ts.map +1 -0
  593. package/dist/modules/order/export.js +316 -0
  594. package/dist/modules/order/export.js.map +1 -0
  595. package/dist/modules/order/format.d.ts +158 -0
  596. package/dist/modules/order/format.d.ts.map +1 -0
  597. package/dist/modules/order/format.js +232 -0
  598. package/dist/modules/order/format.js.map +1 -0
  599. package/dist/modules/order/grid.d.ts +549 -0
  600. package/dist/modules/order/grid.d.ts.map +1 -0
  601. package/dist/modules/order/grid.js +1746 -0
  602. package/dist/modules/order/grid.js.map +1 -0
  603. package/dist/modules/order/grid_reconcile.d.ts +154 -0
  604. package/dist/modules/order/grid_reconcile.d.ts.map +1 -0
  605. package/dist/modules/order/grid_reconcile.js +1192 -0
  606. package/dist/modules/order/grid_reconcile.js.map +1 -0
  607. package/dist/modules/order/index.d.ts +55 -0
  608. package/dist/modules/order/index.d.ts.map +1 -0
  609. package/dist/modules/order/index.js +79 -0
  610. package/dist/modules/order/index.js.map +1 -0
  611. package/dist/modules/order/logger.d.ts +136 -0
  612. package/dist/modules/order/logger.d.ts.map +1 -0
  613. package/dist/modules/order/logger.js +614 -0
  614. package/dist/modules/order/logger.js.map +1 -0
  615. package/dist/modules/order/logger_state.d.ts +133 -0
  616. package/dist/modules/order/logger_state.d.ts.map +1 -0
  617. package/dist/modules/order/logger_state.js +170 -0
  618. package/dist/modules/order/logger_state.js.map +1 -0
  619. package/dist/modules/order/manager.d.ts +413 -0
  620. package/dist/modules/order/manager.d.ts.map +1 -0
  621. package/dist/modules/order/manager.js +1605 -0
  622. package/dist/modules/order/manager.js.map +1 -0
  623. package/dist/modules/order/processed_fill_store.d.ts +135 -0
  624. package/dist/modules/order/processed_fill_store.d.ts.map +1 -0
  625. package/dist/modules/order/processed_fill_store.js +288 -0
  626. package/dist/modules/order/processed_fill_store.js.map +1 -0
  627. package/dist/modules/order/runner.d.ts +70 -0
  628. package/dist/modules/order/runner.d.ts.map +1 -0
  629. package/dist/modules/order/runner.js +140 -0
  630. package/dist/modules/order/runner.js.map +1 -0
  631. package/dist/modules/order/strategy.d.ts +196 -0
  632. package/dist/modules/order/strategy.d.ts.map +1 -0
  633. package/dist/modules/order/strategy.js +398 -0
  634. package/dist/modules/order/strategy.js.map +1 -0
  635. package/dist/modules/order/sync_engine.d.ts +386 -0
  636. package/dist/modules/order/sync_engine.d.ts.map +1 -0
  637. package/dist/modules/order/sync_engine.js +1459 -0
  638. package/dist/modules/order/sync_engine.js.map +1 -0
  639. package/dist/modules/order/utils/math.d.ts +677 -0
  640. package/dist/modules/order/utils/math.d.ts.map +1 -0
  641. package/dist/modules/order/utils/math.js +1172 -0
  642. package/dist/modules/order/utils/math.js.map +1 -0
  643. package/dist/modules/order/utils/order.d.ts +572 -0
  644. package/dist/modules/order/utils/order.d.ts.map +1 -0
  645. package/dist/modules/order/utils/order.js +1145 -0
  646. package/dist/modules/order/utils/order.js.map +1 -0
  647. package/dist/modules/order/utils/system.d.ts +268 -0
  648. package/dist/modules/order/utils/system.d.ts.map +1 -0
  649. package/dist/modules/order/utils/system.js +1261 -0
  650. package/dist/modules/order/utils/system.js.map +1 -0
  651. package/dist/modules/order/utils/validate.d.ts +280 -0
  652. package/dist/modules/order/utils/validate.d.ts.map +1 -0
  653. package/dist/modules/order/utils/validate.js +918 -0
  654. package/dist/modules/order/utils/validate.js.map +1 -0
  655. package/dist/modules/order/working_grid.d.ts +212 -0
  656. package/dist/modules/order/working_grid.d.ts.map +1 -0
  657. package/dist/modules/order/working_grid.js +279 -0
  658. package/dist/modules/order/working_grid.js.map +1 -0
  659. package/dist/modules/path_api.d.ts +32 -0
  660. package/dist/modules/path_api.d.ts.map +1 -0
  661. package/dist/modules/path_api.js +148 -0
  662. package/dist/modules/path_api.js.map +1 -0
  663. package/dist/modules/paths.d.ts +58 -0
  664. package/dist/modules/paths.d.ts.map +1 -0
  665. package/dist/modules/paths.js +82 -0
  666. package/dist/modules/paths.js.map +1 -0
  667. package/dist/modules/process_discovery.d.ts +58 -0
  668. package/dist/modules/process_discovery.d.ts.map +1 -0
  669. package/dist/modules/process_discovery.js +265 -0
  670. package/dist/modules/process_discovery.js.map +1 -0
  671. package/dist/modules/runtime.d.ts +34 -0
  672. package/dist/modules/runtime.d.ts.map +1 -0
  673. package/dist/modules/runtime.js +98 -0
  674. package/dist/modules/runtime.js.map +1 -0
  675. package/dist/modules/runtime_settings.d.ts +12 -0
  676. package/dist/modules/runtime_settings.d.ts.map +1 -0
  677. package/dist/modules/runtime_settings.js +122 -0
  678. package/dist/modules/runtime_settings.js.map +1 -0
  679. package/dist/modules/settings_merge.d.ts +38 -0
  680. package/dist/modules/settings_merge.d.ts.map +1 -0
  681. package/dist/modules/settings_merge.js +246 -0
  682. package/dist/modules/settings_merge.js.map +1 -0
  683. package/dist/modules/storage/browser_adapter.d.ts +56 -0
  684. package/dist/modules/storage/browser_adapter.d.ts.map +1 -0
  685. package/dist/modules/storage/browser_adapter.js +231 -0
  686. package/dist/modules/storage/browser_adapter.js.map +1 -0
  687. package/dist/modules/storage/index.d.ts +28 -0
  688. package/dist/modules/storage/index.d.ts.map +1 -0
  689. package/dist/modules/storage/index.js +52 -0
  690. package/dist/modules/storage/index.js.map +1 -0
  691. package/dist/modules/storage/node_adapter.d.ts +49 -0
  692. package/dist/modules/storage/node_adapter.d.ts.map +1 -0
  693. package/dist/modules/storage/node_adapter.js +167 -0
  694. package/dist/modules/storage/node_adapter.js.map +1 -0
  695. package/dist/modules/storage/types.d.ts +92 -0
  696. package/dist/modules/storage/types.d.ts.map +1 -0
  697. package/dist/modules/storage/types.js +3 -0
  698. package/dist/modules/storage/types.js.map +1 -0
  699. package/dist/modules/types.d.ts +1382 -0
  700. package/dist/modules/types.d.ts.map +1 -0
  701. package/dist/modules/types.js +11 -0
  702. package/dist/modules/types.js.map +1 -0
  703. package/dist/modules/utils/base58check.d.ts +12 -0
  704. package/dist/modules/utils/base58check.d.ts.map +1 -0
  705. package/dist/modules/utils/base58check.js +112 -0
  706. package/dist/modules/utils/base58check.js.map +1 -0
  707. package/dist/modules/utils/build_dir.d.ts +7 -0
  708. package/dist/modules/utils/build_dir.d.ts.map +1 -0
  709. package/dist/modules/utils/build_dir.js +8 -0
  710. package/dist/modules/utils/build_dir.js.map +1 -0
  711. package/dist/modules/utils/fs_utils.d.ts +25 -0
  712. package/dist/modules/utils/fs_utils.d.ts.map +1 -0
  713. package/dist/modules/utils/fs_utils.js +27 -0
  714. package/dist/modules/utils/fs_utils.js.map +1 -0
  715. package/dist/modules/utils/math_utils.d.ts +10 -0
  716. package/dist/modules/utils/math_utils.d.ts.map +1 -0
  717. package/dist/modules/utils/math_utils.js +17 -0
  718. package/dist/modules/utils/math_utils.js.map +1 -0
  719. package/dist/modules/validate_profiles.d.ts +37 -0
  720. package/dist/modules/validate_profiles.d.ts.map +1 -0
  721. package/dist/modules/validate_profiles.js +369 -0
  722. package/dist/modules/validate_profiles.js.map +1 -0
  723. package/dist/pm2.d.ts +167 -0
  724. package/dist/pm2.d.ts.map +1 -0
  725. package/dist/pm2.js +998 -0
  726. package/dist/pm2.js.map +1 -0
  727. package/dist/scripts/analyze-git.d.ts +11 -0
  728. package/dist/scripts/analyze-git.d.ts.map +1 -0
  729. package/dist/scripts/analyze-git.js +851 -0
  730. package/dist/scripts/analyze-git.js.map +1 -0
  731. package/dist/scripts/analyze-orders.d.ts +17 -0
  732. package/dist/scripts/analyze-orders.d.ts.map +1 -0
  733. package/dist/scripts/analyze-orders.js +1568 -0
  734. package/dist/scripts/analyze-orders.js.map +1 -0
  735. package/dist/scripts/diagnose-kibana-candles.d.ts +3 -0
  736. package/dist/scripts/diagnose-kibana-candles.d.ts.map +1 -0
  737. package/dist/scripts/diagnose-kibana-candles.js +82 -0
  738. package/dist/scripts/diagnose-kibana-candles.js.map +1 -0
  739. package/dist/scripts/diagnose-pool-history.d.ts +3 -0
  740. package/dist/scripts/diagnose-pool-history.d.ts.map +1 -0
  741. package/dist/scripts/diagnose-pool-history.js +296 -0
  742. package/dist/scripts/diagnose-pool-history.js.map +1 -0
  743. package/dist/scripts/divergence-calc.d.ts +26 -0
  744. package/dist/scripts/divergence-calc.d.ts.map +1 -0
  745. package/dist/scripts/divergence-calc.js +119 -0
  746. package/dist/scripts/divergence-calc.js.map +1 -0
  747. package/dist/scripts/generate_lp_chart.d.ts +31 -0
  748. package/dist/scripts/generate_lp_chart.d.ts.map +1 -0
  749. package/dist/scripts/generate_lp_chart.js +92 -0
  750. package/dist/scripts/generate_lp_chart.js.map +1 -0
  751. package/dist/scripts/generate_mainnet_corpus_report.d.ts +24 -0
  752. package/dist/scripts/generate_mainnet_corpus_report.d.ts.map +1 -0
  753. package/dist/scripts/generate_mainnet_corpus_report.js +237 -0
  754. package/dist/scripts/generate_mainnet_corpus_report.js.map +1 -0
  755. package/dist/scripts/generate_market_adapter_whitelist.d.ts +2 -0
  756. package/dist/scripts/generate_market_adapter_whitelist.d.ts.map +1 -0
  757. package/dist/scripts/generate_market_adapter_whitelist.js +111 -0
  758. package/dist/scripts/generate_market_adapter_whitelist.js.map +1 -0
  759. package/dist/scripts/migrate_bot_keys.d.ts +6 -0
  760. package/dist/scripts/migrate_bot_keys.d.ts.map +1 -0
  761. package/dist/scripts/migrate_bot_keys.js +301 -0
  762. package/dist/scripts/migrate_bot_keys.js.map +1 -0
  763. package/dist/scripts/native_release_gates.d.ts +3 -0
  764. package/dist/scripts/native_release_gates.d.ts.map +1 -0
  765. package/dist/scripts/native_release_gates.js +52 -0
  766. package/dist/scripts/native_release_gates.js.map +1 -0
  767. package/dist/scripts/print_grid.d.ts +16 -0
  768. package/dist/scripts/print_grid.d.ts.map +1 -0
  769. package/dist/scripts/print_grid.js +80 -0
  770. package/dist/scripts/print_grid.js.map +1 -0
  771. package/dist/scripts/run-tests.d.ts +2 -0
  772. package/dist/scripts/run-tests.d.ts.map +1 -0
  773. package/dist/scripts/run-tests.js +49 -0
  774. package/dist/scripts/run-tests.js.map +1 -0
  775. package/dist/scripts/sync-version.d.ts +14 -0
  776. package/dist/scripts/sync-version.d.ts.map +1 -0
  777. package/dist/scripts/sync-version.js +158 -0
  778. package/dist/scripts/sync-version.js.map +1 -0
  779. package/dist/scripts/test-credit-renewal.d.ts +2 -0
  780. package/dist/scripts/test-credit-renewal.d.ts.map +1 -0
  781. package/dist/scripts/test-credit-renewal.js +329 -0
  782. package/dist/scripts/test-credit-renewal.js.map +1 -0
  783. package/dist/scripts/update.d.ts +24 -0
  784. package/dist/scripts/update.d.ts.map +1 -0
  785. package/dist/scripts/update.js +650 -0
  786. package/dist/scripts/update.js.map +1 -0
  787. package/dist/scripts/validate_bots.d.ts +16 -0
  788. package/dist/scripts/validate_bots.d.ts.map +1 -0
  789. package/dist/scripts/validate_bots.js +106 -0
  790. package/dist/scripts/validate_bots.js.map +1 -0
  791. package/dist/scripts/verify-browser-bundle.d.ts +22 -0
  792. package/dist/scripts/verify-browser-bundle.d.ts.map +1 -0
  793. package/dist/scripts/verify-browser-bundle.js +339 -0
  794. package/dist/scripts/verify-browser-bundle.js.map +1 -0
  795. package/dist/unlock.d.ts +48 -0
  796. package/dist/unlock.d.ts.map +1 -0
  797. package/dist/unlock.js +925 -0
  798. package/dist/unlock.js.map +1 -0
  799. package/package.json +112 -0
  800. package/scripts/README.md +356 -0
  801. package/scripts/clear-all.sh +195 -0
  802. package/scripts/clear-logs.sh +95 -0
  803. package/scripts/clear-market-adapter.sh +196 -0
  804. package/scripts/clear-orders.sh +113 -0
  805. package/scripts/create-bot-symlinks.sh +51 -0
  806. package/scripts/postinstall.js +9 -0
  807. package/scripts/reset-settings.sh +118 -0
@@ -0,0 +1,367 @@
1
+ #!/usr/bin/env node
2
+ /**
3
+ * TRADE HEATMAP ANALYZER
4
+ *
5
+ * Generates an HTML heatmap showing where trade volume concentrates relative
6
+ * to AMA deviation. Produces a 2D grid (time slices × deviation buckets) and
7
+ * a summed volume histogram with threshold annotations.
8
+ *
9
+ * Usage:
10
+ * tsx analysis/analyze_trade_heatmap.ts --data <path> [options]
11
+ *
12
+ * Data:
13
+ * Expects LP candle JSON with { candles: [[ts, o, h, l, c, v], ...] }
14
+ *
15
+ * Requires:
16
+ * - calculateAMA from market_adapter/core/strategies/ama
17
+ * - MARKET_ADAPTER.AMAS presets from ../modules/constants
18
+ *
19
+ * Output:
20
+ * Self-contained HTML file with inline CSS (no JS dependencies).
21
+ *
22
+ * Options — see --help for full list.
23
+ */
24
+ 'use strict';
25
+ Object.defineProperty(exports, "__esModule", { value: true });
26
+ const fs = require('fs');
27
+ const path = require('path');
28
+ const { calculateAMA } = require('../market_adapter/core/strategies/ama');
29
+ const { MARKET_ADAPTER } = require('../modules/constants');
30
+ /**
31
+ * Parse CLI arguments. Unknown flags are silently ignored.
32
+ * Supports --flag value and --flag (boolean) conventions.
33
+ */
34
+ function parseArgs() {
35
+ const args = process.argv.slice(2);
36
+ const idx = (f) => { const i = args.indexOf(`--${f}`); return i !== -1 ? args[i + 1] : null; };
37
+ const has = (f) => args.includes(`--${f}`);
38
+ const rawBuckets = idx('buckets');
39
+ const rawWarmup = idx('warmup');
40
+ const rawBinSize = idx('bin-size');
41
+ const rawSliceMonths = idx('slice-months');
42
+ const rawThresholds = idx('thresholds');
43
+ const rawMaxNeg = idx('max-neg');
44
+ const rawMaxPos = idx('max-pos');
45
+ return {
46
+ data: idx('data') || (args.length > 0 && !args[0].startsWith('--') ? args[0] : null),
47
+ ama: idx('ama') || 'AMA3',
48
+ output: idx('output') || 'analysis/charts/trade_heatmap.html',
49
+ buckets: rawBuckets !== null ? parseInt(rawBuckets, 10) : null,
50
+ maxNeg: rawMaxNeg !== null ? parseFloat(rawMaxNeg) : null,
51
+ maxPos: rawMaxPos !== null ? parseFloat(rawMaxPos) : null,
52
+ warmup: rawWarmup !== null ? parseInt(rawWarmup, 10) : null,
53
+ binSize: rawBinSize !== null ? parseFloat(rawBinSize) : 5,
54
+ sliceMonths: rawSliceMonths !== null ? parseInt(rawSliceMonths, 10) : 12,
55
+ thresholds: rawThresholds !== null ? rawThresholds.split(',').map(Number) : [1, 2, 3, 5, 10, 20],
56
+ verbose: has('verbose'),
57
+ };
58
+ }
59
+ const { calcStdDev } = require('./math_utils');
60
+ const { ensureDir, readJSON } = require('../modules/utils/fs_utils');
61
+ /**
62
+ * Main entry point.
63
+ * 1. Parse config, load candles, compute AMA
64
+ * 2. Build deviation records with volume
65
+ * 3. Compute distribution stats, bucket into bins
66
+ * 4. Build time-slice heatmap grid + summed histogram
67
+ * 5. Write self-contained HTML output
68
+ */
69
+ function main() {
70
+ const cfg = parseArgs();
71
+ if (!cfg.data) {
72
+ console.error('Usage: tsx analysis/analyze_trade_heatmap.ts --data <path> [options]');
73
+ console.error('');
74
+ console.error('Options:');
75
+ console.error(' --data <path> Path to LP candle JSON file (required)');
76
+ console.error(' --ama <preset> AMA preset (AMA1-AMA4, default: AMA3)');
77
+ console.error(' --output <path> Output HTML path (default: analysis/charts/trade_heatmap.html)');
78
+ console.error(' --bin-size <n> Percentage points per bin (default: 5)');
79
+ console.error(' --max-neg <n> Max negative deviation % (default: derived from --buckets, or --bin-size*10)');
80
+ console.error(' --max-pos <n> Max positive deviation % (default: derived from --buckets, or --bin-size*10)');
81
+ console.error(' --buckets <n> Total bins (used with --bin-size for symmetric range, overrides --max-neg/--max-pos)');
82
+ console.error(' --warmup <n> Bars to skip for AMA warmup (default: erPeriod of selected AMA)');
83
+ console.error(' --slice-months <n> Months per time slice (default: 12)');
84
+ console.error(' --thresholds <list> Comma-separated deviation thresholds for volume concentration table (default: 1,2,3,5,10,20)');
85
+ console.error(' --verbose Print detailed processing info');
86
+ process.exit(1);
87
+ }
88
+ if (!fs.existsSync(cfg.data)) {
89
+ console.error(`Data file not found: ${cfg.data}`);
90
+ process.exit(1);
91
+ }
92
+ const raw = readJSON(cfg.data);
93
+ if (!raw.candles || !Array.isArray(raw.candles)) {
94
+ console.error('Invalid data: expected "candles" array');
95
+ process.exit(1);
96
+ }
97
+ const amaCfg = MARKET_ADAPTER.AMAS[cfg.ama];
98
+ if (!amaCfg) {
99
+ console.error(`Unknown AMA preset: ${cfg.ama}. Choose: ${Object.keys(MARKET_ADAPTER.AMAS).join(', ')}`);
100
+ process.exit(1);
101
+ }
102
+ const candles = raw.candles;
103
+ const closes = candles.map(c => Number(c[4]));
104
+ const volumes = candles.map(c => Number(c[5]) || 0);
105
+ const timestamps = candles.map(c => Number(c[0]));
106
+ if (cfg.warmup === null) {
107
+ cfg.warmup = Math.ceil(amaCfg.erPeriod);
108
+ }
109
+ if (cfg.verbose)
110
+ console.log(`Computing ${cfg.ama} on ${closes.length} candles (warmup=${cfg.warmup})...`);
111
+ const amaValues = calculateAMA(closes, amaCfg);
112
+ const records = [];
113
+ for (let i = cfg.warmup; i < closes.length; i++) {
114
+ const ama = amaValues[i];
115
+ if (!Number.isFinite(ama) || ama === 0)
116
+ continue;
117
+ const devPct = ((closes[i] - ama) / ama) * 100;
118
+ const vol = volumes[i];
119
+ if (vol <= 0)
120
+ continue;
121
+ records.push({ devPct, vol, ts: timestamps[i] });
122
+ }
123
+ if (records.length === 0) {
124
+ console.error('No valid records after filtering');
125
+ process.exit(1);
126
+ }
127
+ if (cfg.verbose)
128
+ console.log(`${records.length} volume-bearing candles after warmup`);
129
+ const devs = records.map(r => r.devPct);
130
+ const vols = records.map(r => r.vol);
131
+ const totalVol = vols.reduce((a, b) => a + b, 0);
132
+ const meanDev = devs.reduce((a, b) => a + b, 0) / devs.length;
133
+ const stdDev = calcStdDev(devs);
134
+ const sortedDevs = devs.slice().sort((a, b) => a - b);
135
+ const medianDev = sortedDevs[Math.floor(sortedDevs.length / 2)];
136
+ let weightedSum = 0;
137
+ for (let i = 0; i < devs.length; i++)
138
+ weightedSum += devs[i] * vols[i];
139
+ const volWeightedMeanDev = weightedSum / totalVol;
140
+ const binSize = cfg.binSize;
141
+ let leftBins, rightBins;
142
+ if (cfg.buckets !== null) {
143
+ const half = Math.floor(cfg.buckets / 2);
144
+ leftBins = half;
145
+ rightBins = half;
146
+ }
147
+ else {
148
+ leftBins = Math.ceil((cfg.maxNeg !== null ? cfg.maxNeg : binSize * 10) / binSize);
149
+ rightBins = Math.ceil((cfg.maxPos !== null ? cfg.maxPos : binSize * 10) / binSize);
150
+ }
151
+ const maxNegDev = leftBins * binSize;
152
+ const maxPosDev = rightBins * binSize;
153
+ const binLabels = [];
154
+ for (let i = -leftBins; i <= rightBins; i++) {
155
+ binLabels.push((i * binSize).toFixed(1));
156
+ }
157
+ const nBins = binLabels.length;
158
+ const binKey = (dev) => {
159
+ const idx = Math.round(dev / binSize) + leftBins;
160
+ return Math.max(0, Math.min(nBins - 1, idx));
161
+ };
162
+ const minTs = timestamps[cfg.warmup];
163
+ const maxTs = timestamps[timestamps.length - 1];
164
+ const minDate = new Date(minTs);
165
+ const maxDate = new Date(maxTs);
166
+ const sliceMonths = cfg.sliceMonths;
167
+ const slices = [];
168
+ let sliceStart = new Date(minDate.getFullYear(), minDate.getMonth(), 1);
169
+ while (sliceStart <= maxDate) {
170
+ const sliceEnd = new Date(sliceStart);
171
+ sliceEnd.setMonth(sliceEnd.getMonth() + sliceMonths);
172
+ slices.push({
173
+ label: `${sliceStart.getFullYear()}-${String(sliceStart.getMonth() + 1).padStart(2, '0')}`,
174
+ start: sliceStart.getTime(),
175
+ end: sliceEnd.getTime(),
176
+ });
177
+ sliceStart = sliceEnd;
178
+ }
179
+ const sliceBuckets = slices.map(() => new Array(nBins).fill(0));
180
+ const sliceTotals = new Array(slices.length).fill(0);
181
+ for (const r of records) {
182
+ const si = slices.findIndex(s => r.ts >= s.start && r.ts < s.end);
183
+ if (si === -1)
184
+ continue;
185
+ const bi = binKey(r.devPct);
186
+ sliceBuckets[si][bi] += r.vol;
187
+ sliceTotals[si] += r.vol;
188
+ }
189
+ while (slices.length > 0 && sliceTotals[sliceTotals.length - 1] === 0) {
190
+ slices.pop();
191
+ sliceBuckets.pop();
192
+ sliceTotals.pop();
193
+ }
194
+ const totalBins = new Array(nBins).fill(0);
195
+ for (const r of records) {
196
+ totalBins[binKey(r.devPct)] += r.vol;
197
+ }
198
+ const maxBinVol = Math.max(...totalBins);
199
+ const pctWithin = cfg.thresholds.map(t => {
200
+ const volIn = records.filter(r => Math.abs(r.devPct) <= t).reduce((s, r) => s + r.vol, 0);
201
+ return (volIn / totalVol * 100).toFixed(2);
202
+ });
203
+ const peakBinIdx = totalBins.indexOf(maxBinVol);
204
+ const peakDev = binLabels[peakBinIdx];
205
+ // Compute color cap from data: 95th percentile of slice-cell percentages
206
+ const allCellPcts = [];
207
+ for (let si = 0; si < slices.length; si++) {
208
+ for (let bi = 0; bi < nBins; bi++) {
209
+ if (sliceTotals[si] > 0) {
210
+ allCellPcts.push((sliceBuckets[si][bi] / sliceTotals[si]) * 100);
211
+ }
212
+ }
213
+ }
214
+ allCellPcts.sort((a, b) => a - b);
215
+ const colorCap = allCellPcts.length > 0
216
+ ? allCellPcts[Math.floor(allCellPcts.length * 0.95)]
217
+ : 30;
218
+ function heatColor(pct) {
219
+ if (pct <= 0)
220
+ return '#0d1117';
221
+ const n = Math.min(pct / colorCap, 1);
222
+ const r = Math.round(13 + n * (255 - 13));
223
+ const g = Math.round(17 + n * (160 - 17));
224
+ const b = Math.round(23 + n * (70 - 23));
225
+ return `rgb(${r},${g},${b})`;
226
+ }
227
+ function histColor(pct, maxPct) {
228
+ const n = maxPct > 0 ? pct / maxPct : 0;
229
+ const r = Math.round(56 + n * (255 - 56));
230
+ const g = Math.round(178 + n * (160 - 178));
231
+ const b = Math.round(73 + n * (70 - 73));
232
+ return `rgb(${r},${g},${b})`;
233
+ }
234
+ const heatRows = slices.map((sl, si) => {
235
+ const rowPcts = sliceBuckets[si].map(v => sliceTotals[si] > 0 ? (v / sliceTotals[si]) * 100 : 0);
236
+ const cells = rowPcts.map((p, bi) => {
237
+ const pctStr = p > 0 ? p.toFixed(1) : '';
238
+ return `<td class="hm-cell" style="background:${heatColor(p)}" title="dev=${binLabels[bi]}% vol=${(sliceBuckets[si][bi]).toFixed(2)} (${p.toFixed(1)}% of ${sl.label})">${pctStr}</td>`;
239
+ }).join('');
240
+ return `<tr><td class="yl">${sl.label}</td>${cells}</tr>`;
241
+ }).join('\n');
242
+ const maxBarPct = Math.max(...totalBins);
243
+ const barRows = totalBins.map((v, i) => {
244
+ const barPct = maxBarPct > 0 ? (v / maxBarPct) * 100 : 0;
245
+ const color = histColor(v, maxBarPct);
246
+ const barH = Math.max(barPct * 0.7, 0.5);
247
+ return `<div class="bar" style="height:${barH}px;background:${color}" title="Deviation: ${binLabels[i]}% Volume: ${v.toFixed(2)}"></div>`;
248
+ }).join('');
249
+ const xLabelInterval = Math.max(1, Math.floor(nBins / 11));
250
+ const xLabelsHtml = binLabels.map((l, i) => {
251
+ if (i === 0 || i === nBins - 1 || i % xLabelInterval === 0) {
252
+ return `<span>${l}%</span>`;
253
+ }
254
+ return '<span></span>';
255
+ }).join('');
256
+ const threshHtml = cfg.thresholds.map(t => {
257
+ const pct = ((leftBins + t / binSize) / nBins) * 100;
258
+ return `<div class="thresh-line" style="left:${Math.min(Math.max(pct, 0), 100)}%"><span class="thresh-label">±${t}%</span></div>`;
259
+ }).join('');
260
+ const html = `<!DOCTYPE html>
261
+ <html lang="en">
262
+ <head>
263
+ <meta charset="UTF-8">
264
+ <title>Trade Heatmap — ${cfg.ama} Deviation</title>
265
+ <style>
266
+ * { box-sizing: border-box; }
267
+ body { background: #0b0e14; color: #d1d5db; font-family: 'Segoe UI', sans-serif; margin: 0; padding: 24px; }
268
+ h1 { color: #fff; font-size: 18px; margin: 0 0 2px 0; }
269
+ .subtitle { color: #8b949e; font-size: 12px; margin: 0 0 16px 0; }
270
+ .stats-grid { display: grid; grid-template-columns: repeat(auto-fill, minmax(140px, 1fr)); gap: 10px; margin-bottom: 24px; }
271
+ .stat-card { background: #161b22; border: 1px solid #30363d; border-radius: 6px; padding: 10px 12px; }
272
+ .stat-card .lbl { color: #8b949e; font-size: 9px; text-transform: uppercase; letter-spacing: 0.8px; }
273
+ .stat-card .val { color: #f0f6fc; font-size: 16px; font-weight: bold; margin-top: 2px; }
274
+ .stat-card .val.green { color: #3fb950; }
275
+ .stat-card .val.orange { color: #f08c00; }
276
+ .stat-card .val.blue { color: #58a6ff; }
277
+ .hm-wrap { overflow-x: auto; margin-bottom: 28px; }
278
+ table.heatmap { border-collapse: collapse; font-size: 10px; }
279
+ table.heatmap th { color: #8b949e; font-size: 9px; font-weight: normal; padding: 2px 0; min-width: 32px; text-align: center; }
280
+ table.heatmap td.hm-cell { width: 30px; height: 22px; text-align: center; font-size: 8px; color: rgba(255,255,255,0.6); cursor: default; border: 1px solid #161b22; border-radius: 1px; }
281
+ table.heatmap td.yl { color: #8b949e; font-size: 10px; text-align: right; padding-right: 8px; white-space: nowrap; }
282
+ .legend-row { display: flex; align-items: center; gap: 12px; font-size: 10px; color: #8b949e; margin-bottom: 20px; }
283
+ .legend-bar { width: 160px; height: 8px; border-radius: 3px; background: linear-gradient(to right, #0d1117, #1f6f2f, #3fb950, #ffa03e, #f85149); }
284
+ .section-title { color: #8b949e; font-size: 10px; text-transform: uppercase; letter-spacing: 1px; margin: 0 0 10px 0; border-bottom: 1px solid #30363d; padding-bottom: 4px; }
285
+ .hist-wrap { position: relative; margin-bottom: 36px; }
286
+ .hist-bar-container { display: flex; align-items: flex-end; gap: 1px; height: 180px; }
287
+ .hist-bar-container .bar { flex: 1; min-height: 1px; border-radius: 1px; cursor: pointer; transition: opacity 0.15s; }
288
+ .hist-bar-container .bar:hover { opacity: 0.8; }
289
+ .hist-overlay { position: absolute; top: 0; left: 0; right: 0; height: 180px; pointer-events: none; }
290
+ .thresh-line { position: absolute; top: 0; bottom: 0; width: 0; border-left: 1px dashed rgba(248,81,73,0.5); }
291
+ .thresh-label { position: absolute; top: 2px; left: 50%; transform: translateX(-50%); font-size: 8px; color: #f85149; white-space: nowrap; background: rgba(11,14,20,0.8); padding: 0 3px; line-height: 12px; }
292
+ .x-labels { display: flex; font-size: 9px; color: #8b949e; margin-top: 4px; }
293
+ .x-labels span { flex: 1; text-align: center; white-space: nowrap; }
294
+ .pct-table { font-size: 11px; color: #8b949e; margin-bottom: 24px; }
295
+ .pct-table td { padding: 3px 12px 3px 0; }
296
+ .pct-table td:first-child { color: #d1d5db; }
297
+ .pct-table .val-col { text-align: right; font-weight: bold; color: #3fb950; font-family: monospace; }
298
+ .bottom { display: flex; gap: 32px; align-items: flex-start; flex-wrap: wrap; margin-top: 8px; }
299
+ .params-table { font-size: 11px; color: #8b949e; }
300
+ .params-table td { padding: 2px 16px 2px 0; }
301
+ .params-table td:first-child { color: #555; }
302
+ </style>
303
+ </head>
304
+ <body>
305
+ <h1>Trade Heatmap — ${cfg.ama} Deviation</h1>
306
+ <p class="subtitle">
307
+ ${closes.length} candles &middot; ${records.length} with volume &middot;
308
+ ${(totalVol).toFixed(1)} total volume units &middot;
309
+ ${binSize}% bins &middot;
310
+ ${slices.length} time slices &middot;
311
+ ${raw.meta && raw.meta.pool ? raw.meta.pool : path.basename(path.dirname(cfg.data))}
312
+ </p>
313
+ <div class="stats-grid">
314
+ <div class="stat-card"><div class="lbl">Mean Deviation</div><div class="val">${meanDev.toFixed(2)}%</div></div>
315
+ <div class="stat-card"><div class="lbl">Median Deviation</div><div class="val">${medianDev.toFixed(2)}%</div></div>
316
+ <div class="stat-card"><div class="lbl">Std Deviation</div><div class="val blue">${stdDev.toFixed(2)}%</div></div>
317
+ <div class="stat-card"><div class="lbl">Vol-Weighted Mean</div><div class="val">${volWeightedMeanDev.toFixed(2)}%</div></div>
318
+ <div class="stat-card"><div class="lbl">Peak Bucket</div><div class="val green">${peakDev}%</div></div>
319
+ <div class="stat-card"><div class="lbl">Max |Dev|</div><div class="val orange">${Math.max(...devs.map(Math.abs)).toFixed(2)}%</div></div>
320
+ </div>
321
+ <div class="section-title">Volume Distribution by Time Slice &mdash; % of slice volume per deviation bucket</div>
322
+ <div class="hm-wrap">
323
+ <table class="heatmap">
324
+ <thead><tr><th></th>${binLabels.map(l => `<th>${l}</th>`).join('')}</tr></thead>
325
+ <tbody>${heatRows}</tbody>
326
+ </table>
327
+ </div>
328
+ <div class="legend-row">
329
+ <span>0%</span>
330
+ <div class="legend-bar"></div>
331
+ <span>≥${colorCap.toFixed(0)}% of slice</span>
332
+ </div>
333
+ <div class="section-title">Summed Volume Distribution &mdash; total volume per deviation bucket</div>
334
+ <div class="hist-wrap">
335
+ <div class="hist-bar-container">
336
+ ${cfg.thresholds.length > 0 ? `<div class="hist-overlay">${threshHtml}</div>` : ''}
337
+ ${barRows}
338
+ </div>
339
+ <div class="x-labels">${xLabelsHtml}</div>
340
+ </div>
341
+ <div class="section-title">Volume Concentration</div>
342
+ <table class="pct-table">
343
+ ${cfg.thresholds.map((t, i) => `<tr><td>Within ±${t}% of AMA</td><td class="val-col">${pctWithin[i]}%</td></tr>`).join('')}
344
+ </table>
345
+ <div class="bottom">
346
+ <table class="params-table">
347
+ <tr><td>AMA Preset</td><td>${cfg.ama}</td></tr>
348
+ <tr><td>ER Period</td><td>${amaCfg.erPeriod}</td></tr>
349
+ <tr><td>Fast SC (period)</td><td>${amaCfg.fastPeriod}</td></tr>
350
+ <tr><td>Slow SC (period)</td><td>${amaCfg.slowPeriod}</td></tr>
351
+ <tr><td>Bin size</td><td>${binSize}%</td></tr>
352
+ <tr><td>Total bins</td><td>${nBins} (${(-maxNegDev).toFixed(0)}% to +${maxPosDev.toFixed(0)}%)</td></tr>
353
+ <tr><td>Warmup bars skipped</td><td>${cfg.warmup}</td></tr>
354
+ <tr><td>Slice months</td><td>${cfg.sliceMonths}</td></tr>
355
+ <tr><td>Data range</td><td>${minDate.toISOString().split('T')[0]} &ndash; ${maxDate.toISOString().split('T')[0]}</td></tr>
356
+ </table>
357
+ </div>
358
+ </body>
359
+ </html>`;
360
+ const outDir = path.dirname(cfg.output);
361
+ if (!fs.existsSync(outDir))
362
+ ensureDir(outDir);
363
+ fs.writeFileSync(cfg.output, html, 'utf8');
364
+ console.log(`✓ Heatmap saved to ${cfg.output}`);
365
+ }
366
+ main();
367
+ //# sourceMappingURL=analyze_trade_heatmap.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"analyze_trade_heatmap.js","sourceRoot":"","sources":["../../analysis/analyze_trade_heatmap.ts"],"names":[],"mappings":";AACA;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,YAAY,CAAC;;AACb,MAAM,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;AACzB,MAAM,IAAI,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC;AAC7B,MAAM,EAAE,YAAY,EAAE,GAAG,OAAO,CAAC,uCAAuC,CAAC,CAAC;AAC1E,MAAM,EAAE,cAAc,EAAE,GAAG,OAAO,CAAC,sBAAsB,CAAC,CAAC;AAC3D;;;GAGG;AACH,SAAS,SAAS;IACd,MAAM,IAAI,GAAG,OAAO,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;IACnC,MAAM,GAAG,GAAG,CAAC,CAAC,EAAE,EAAE,GAAG,MAAM,CAAC,GAAG,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IAC/F,MAAM,GAAG,GAAG,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;IAC3C,MAAM,UAAU,GAAG,GAAG,CAAC,SAAS,CAAC,CAAC;IAClC,MAAM,SAAS,GAAG,GAAG,CAAC,QAAQ,CAAC,CAAC;IAChC,MAAM,UAAU,GAAG,GAAG,CAAC,UAAU,CAAC,CAAC;IACnC,MAAM,cAAc,GAAG,GAAG,CAAC,cAAc,CAAC,CAAC;IAC3C,MAAM,aAAa,GAAG,GAAG,CAAC,YAAY,CAAC,CAAC;IACxC,MAAM,SAAS,GAAG,GAAG,CAAC,SAAS,CAAC,CAAC;IACjC,MAAM,SAAS,GAAG,GAAG,CAAC,SAAS,CAAC,CAAC;IACjC,OAAO;QACH,IAAI,EAAE,GAAG,CAAC,MAAM,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,UAAU,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC;QACpF,GAAG,EAAE,GAAG,CAAC,KAAK,CAAC,IAAI,MAAM;QACzB,MAAM,EAAE,GAAG,CAAC,QAAQ,CAAC,IAAI,oCAAoC;QAC7D,OAAO,EAAE,UAAU,KAAK,IAAI,CAAC,CAAC,CAAC,QAAQ,CAAC,UAAU,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,IAAI;QAC9D,MAAM,EAAE,SAAS,KAAK,IAAI,CAAC,CAAC,CAAC,UAAU,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,IAAI;QACzD,MAAM,EAAE,SAAS,KAAK,IAAI,CAAC,CAAC,CAAC,UAAU,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,IAAI;QACzD,MAAM,EAAE,SAAS,KAAK,IAAI,CAAC,CAAC,CAAC,QAAQ,CAAC,SAAS,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,IAAI;QAC3D,OAAO,EAAE,UAAU,KAAK,IAAI,CAAC,CAAC,CAAC,UAAU,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC;QACzD,WAAW,EAAE,cAAc,KAAK,IAAI,CAAC,CAAC,CAAC,QAAQ,CAAC,cAAc,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,EAAE;QACxE,UAAU,EAAE,aAAa,KAAK,IAAI,CAAC,CAAC,CAAC,aAAa,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,EAAE,EAAE,EAAE,CAAC;QAChG,OAAO,EAAE,GAAG,CAAC,SAAS,CAAC;KAC1B,CAAC;AACN,CAAC;AACD,MAAM,EAAE,UAAU,EAAE,GAAG,OAAO,CAAC,cAAc,CAAC,CAAC;AAC/C,MAAM,EAAE,SAAS,EAAE,QAAQ,EAAE,GAAG,OAAO,CAAC,2BAA2B,CAAC,CAAC;AACrE;;;;;;;GAOG;AACH,SAAS,IAAI;IACT,MAAM,GAAG,GAAG,SAAS,EAAE,CAAC;IACxB,IAAI,CAAC,GAAG,CAAC,IAAI,EAAE,CAAC;QACZ,OAAO,CAAC,KAAK,CAAC,sEAAsE,CAAC,CAAC;QACtF,OAAO,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;QAClB,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;QAC1B,OAAO,CAAC,KAAK,CAAC,iEAAiE,CAAC,CAAC;QACjF,OAAO,CAAC,KAAK,CAAC,gEAAgE,CAAC,CAAC;QAChF,OAAO,CAAC,KAAK,CAAC,yFAAyF,CAAC,CAAC;QACzG,OAAO,CAAC,KAAK,CAAC,iEAAiE,CAAC,CAAC;QACjF,OAAO,CAAC,KAAK,CAAC,uGAAuG,CAAC,CAAC;QACvH,OAAO,CAAC,KAAK,CAAC,uGAAuG,CAAC,CAAC;QACvH,OAAO,CAAC,KAAK,CAAC,+GAA+G,CAAC,CAAC;QAC/H,OAAO,CAAC,KAAK,CAAC,0FAA0F,CAAC,CAAC;QAC1G,OAAO,CAAC,KAAK,CAAC,8DAA8D,CAAC,CAAC;QAC9E,OAAO,CAAC,KAAK,CAAC,uHAAuH,CAAC,CAAC;QACvI,OAAO,CAAC,KAAK,CAAC,yDAAyD,CAAC,CAAC;QACzE,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IACpB,CAAC;IACD,IAAI,CAAC,EAAE,CAAC,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,EAAE,CAAC;QAC3B,OAAO,CAAC,KAAK,CAAC,wBAAwB,GAAG,CAAC,IAAI,EAAE,CAAC,CAAC;QAClD,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IACpB,CAAC;IACD,MAAM,GAAG,GAAG,QAAQ,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;IAC/B,IAAI,CAAC,GAAG,CAAC,OAAO,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,OAAO,CAAC,EAAE,CAAC;QAC9C,OAAO,CAAC,KAAK,CAAC,wCAAwC,CAAC,CAAC;QACxD,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IACpB,CAAC;IACD,MAAM,MAAM,GAAG,cAAc,CAAC,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;IAC5C,IAAI,CAAC,MAAM,EAAE,CAAC;QACV,OAAO,CAAC,KAAK,CAAC,uBAAuB,GAAG,CAAC,GAAG,aAAa,MAAM,CAAC,IAAI,CAAC,cAAc,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;QACxG,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IACpB,CAAC;IACD,MAAM,OAAO,GAAG,GAAG,CAAC,OAAO,CAAC;IAC5B,MAAM,MAAM,GAAG,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IAC9C,MAAM,OAAO,GAAG,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC;IACpD,MAAM,UAAU,GAAG,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IAClD,IAAI,GAAG,CAAC,MAAM,KAAK,IAAI,EAAE,CAAC;QACtB,GAAG,CAAC,MAAM,GAAG,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC;IAC5C,CAAC;IACD,IAAI,GAAG,CAAC,OAAO;QAAE,OAAO,CAAC,GAAG,CAAC,aAAa,GAAG,CAAC,GAAG,OAAO,MAAM,CAAC,MAAM,oBAAoB,GAAG,CAAC,MAAM,MAAM,CAAC,CAAC;IAC3G,MAAM,SAAS,GAAG,YAAY,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;IAC/C,MAAM,OAAO,GAAG,EAAE,CAAC;IACnB,KAAK,IAAI,CAAC,GAAG,GAAG,CAAC,MAAM,EAAE,CAAC,GAAG,MAAM,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QAC9C,MAAM,GAAG,GAAG,SAAS,CAAC,CAAC,CAAC,CAAC;QACzB,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,IAAI,GAAG,KAAK,CAAC;YAAE,SAAS;QACjD,MAAM,MAAM,GAAG,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,GAAG,GAAG,CAAC,GAAG,GAAG,CAAC,GAAG,GAAG,CAAC;QAC/C,MAAM,GAAG,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC;QACvB,IAAI,GAAG,IAAI,CAAC;YAAE,SAAS;QACvB,OAAO,CAAC,IAAI,CAAC,EAAE,MAAM,EAAE,GAAG,EAAE,EAAE,EAAE,UAAU,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC;IACrD,CAAC;IACD,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QACvB,OAAO,CAAC,KAAK,CAAC,kCAAkC,CAAC,CAAC;QAClD,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IACpB,CAAC;IACD,IAAI,GAAG,CAAC,OAAO;QAAE,OAAO,CAAC,GAAG,CAAC,GAAG,OAAO,CAAC,MAAM,sCAAsC,CAAC,CAAC;IACtF,MAAM,IAAI,GAAG,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC;IACxC,MAAM,IAAI,GAAG,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC;IACrC,MAAM,QAAQ,GAAG,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,CAAC;IACjD,MAAM,OAAO,GAAG,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,GAAG,IAAI,CAAC,MAAM,CAAC;IAC9D,MAAM,MAAM,GAAG,UAAU,CAAC,IAAI,CAAC,CAAC;IAChC,MAAM,UAAU,GAAG,IAAI,CAAC,KAAK,EAAE,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IACtD,MAAM,SAAS,GAAG,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,UAAU,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC;IAChE,IAAI,WAAW,GAAG,CAAC,CAAC;IACpB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC,EAAE;QAAE,WAAW,IAAI,IAAI,CAAC,CAAC,CAAC,GAAG,IAAI,CAAC,CAAC,CAAC,CAAC;IACvE,MAAM,kBAAkB,GAAG,WAAW,GAAG,QAAQ,CAAC;IAClD,MAAM,OAAO,GAAG,GAAG,CAAC,OAAO,CAAC;IAC5B,IAAI,QAAQ,EAAE,SAAS,CAAC;IACxB,IAAI,GAAG,CAAC,OAAO,KAAK,IAAI,EAAE,CAAC;QACvB,MAAM,IAAI,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,OAAO,GAAG,CAAC,CAAC,CAAC;QACzC,QAAQ,GAAG,IAAI,CAAC;QAChB,SAAS,GAAG,IAAI,CAAC;IACrB,CAAC;SAAM,CAAC;QACJ,QAAQ,GAAG,IAAI,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,MAAM,KAAK,IAAI,CAAC,CAAC,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO,GAAG,EAAE,CAAC,GAAG,OAAO,CAAC,CAAC;QAClF,SAAS,GAAG,IAAI,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,MAAM,KAAK,IAAI,CAAC,CAAC,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO,GAAG,EAAE,CAAC,GAAG,OAAO,CAAC,CAAC;IACvF,CAAC;IACD,MAAM,SAAS,GAAG,QAAQ,GAAG,OAAO,CAAC;IACrC,MAAM,SAAS,GAAG,SAAS,GAAG,OAAO,CAAC;IACtC,MAAM,SAAS,GAAG,EAAE,CAAC;IACrB,KAAK,IAAI,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC,IAAI,SAAS,EAAE,CAAC,EAAE,EAAE,CAAC;QAC1C,SAAS,CAAC,IAAI,CAAC,CAAC,CAAC,GAAG,OAAO,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC;IAC7C,CAAC;IACD,MAAM,KAAK,GAAG,SAAS,CAAC,MAAM,CAAC;IAC/B,MAAM,MAAM,GAAG,CAAC,GAAG,EAAE,EAAE;QACnB,MAAM,GAAG,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,GAAG,OAAO,CAAC,GAAG,QAAQ,CAAC;QACjD,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,GAAG,CAAC,KAAK,GAAG,CAAC,EAAE,GAAG,CAAC,CAAC,CAAC;IACjD,CAAC,CAAC;IACF,MAAM,KAAK,GAAG,UAAU,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;IACrC,MAAM,KAAK,GAAG,UAAU,CAAC,UAAU,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;IAChD,MAAM,OAAO,GAAG,IAAI,IAAI,CAAC,KAAK,CAAC,CAAC;IAChC,MAAM,OAAO,GAAG,IAAI,IAAI,CAAC,KAAK,CAAC,CAAC;IAChC,MAAM,WAAW,GAAG,GAAG,CAAC,WAAW,CAAC;IACpC,MAAM,MAAM,GAAG,EAAE,CAAC;IAClB,IAAI,UAAU,GAAG,IAAI,IAAI,CAAC,OAAO,CAAC,WAAW,EAAE,EAAE,OAAO,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAC,CAAC;IACxE,OAAO,UAAU,IAAI,OAAO,EAAE,CAAC;QAC3B,MAAM,QAAQ,GAAG,IAAI,IAAI,CAAC,UAAU,CAAC,CAAC;QACtC,QAAQ,CAAC,QAAQ,CAAC,QAAQ,CAAC,QAAQ,EAAE,GAAG,WAAW,CAAC,CAAC;QACrD,MAAM,CAAC,IAAI,CAAC;YACR,KAAK,EAAE,GAAG,UAAU,CAAC,WAAW,EAAE,IAAI,MAAM,CAAC,UAAU,CAAC,QAAQ,EAAE,GAAG,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE;YAC1F,KAAK,EAAE,UAAU,CAAC,OAAO,EAAE;YAC3B,GAAG,EAAE,QAAQ,CAAC,OAAO,EAAE;SAC1B,CAAC,CAAC;QACH,UAAU,GAAG,QAAQ,CAAC;IAC1B,CAAC;IACD,MAAM,YAAY,GAAG,MAAM,CAAC,GAAG,CAAC,GAAG,EAAE,CAAC,IAAI,KAAK,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC;IAChE,MAAM,WAAW,GAAG,IAAI,KAAK,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IACrD,KAAK,MAAM,CAAC,IAAI,OAAO,EAAE,CAAC;QACtB,MAAM,EAAE,GAAG,MAAM,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,IAAI,CAAC,CAAC,KAAK,IAAI,CAAC,CAAC,EAAE,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC;QAClE,IAAI,EAAE,KAAK,CAAC,CAAC;YAAE,SAAS;QACxB,MAAM,EAAE,GAAG,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC;QAC5B,YAAY,CAAC,EAAE,CAAC,CAAC,EAAE,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC;QAC9B,WAAW,CAAC,EAAE,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC;IAC7B,CAAC;IACD,OAAO,MAAM,CAAC,MAAM,GAAG,CAAC,IAAI,WAAW,CAAC,WAAW,CAAC,MAAM,GAAG,CAAC,CAAC,KAAK,CAAC,EAAE,CAAC;QACpE,MAAM,CAAC,GAAG,EAAE,CAAC;QACb,YAAY,CAAC,GAAG,EAAE,CAAC;QACnB,WAAW,CAAC,GAAG,EAAE,CAAC;IACtB,CAAC;IACD,MAAM,SAAS,GAAG,IAAI,KAAK,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IAC3C,KAAK,MAAM,CAAC,IAAI,OAAO,EAAE,CAAC;QACtB,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC;IACzC,CAAC;IACD,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,SAAS,CAAC,CAAC;IACzC,MAAM,SAAS,GAAG,GAAG,CAAC,UAAU,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE;QACrC,MAAM,KAAK,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC;QAC1F,OAAO,CAAC,KAAK,GAAG,QAAQ,GAAG,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IAC/C,CAAC,CAAC,CAAC;IACH,MAAM,UAAU,GAAG,SAAS,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IAChD,MAAM,OAAO,GAAG,SAAS,CAAC,UAAU,CAAC,CAAC;IACtC,yEAAyE;IACzE,MAAM,WAAW,GAAG,EAAE,CAAC;IACvB,KAAK,IAAI,EAAE,GAAG,CAAC,EAAE,EAAE,GAAG,MAAM,CAAC,MAAM,EAAE,EAAE,EAAE,EAAE,CAAC;QACxC,KAAK,IAAI,EAAE,GAAG,CAAC,EAAE,EAAE,GAAG,KAAK,EAAE,EAAE,EAAE,EAAE,CAAC;YAChC,IAAI,WAAW,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC;gBACtB,WAAW,CAAC,IAAI,CAAC,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,EAAE,CAAC,GAAG,WAAW,CAAC,EAAE,CAAC,CAAC,GAAG,GAAG,CAAC,CAAC;YACrE,CAAC;QACL,CAAC;IACL,CAAC;IACD,WAAW,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IAClC,MAAM,QAAQ,GAAG,WAAW,CAAC,MAAM,GAAG,CAAC;QACnC,CAAC,CAAC,WAAW,CAAC,IAAI,CAAC,KAAK,CAAC,WAAW,CAAC,MAAM,GAAG,IAAI,CAAC,CAAC;QACpD,CAAC,CAAC,EAAE,CAAC;IACT,SAAS,SAAS,CAAC,GAAG;QAClB,IAAI,GAAG,IAAI,CAAC;YAAE,OAAO,SAAS,CAAC;QAC/B,MAAM,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,GAAG,QAAQ,EAAE,CAAC,CAAC,CAAC;QACtC,MAAM,CAAC,GAAG,IAAI,CAAC,KAAK,CAAC,EAAE,GAAG,CAAC,GAAG,CAAC,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;QAC1C,MAAM,CAAC,GAAG,IAAI,CAAC,KAAK,CAAC,EAAE,GAAG,CAAC,GAAG,CAAC,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;QAC1C,MAAM,CAAC,GAAG,IAAI,CAAC,KAAK,CAAC,EAAE,GAAG,CAAC,GAAG,CAAC,EAAE,GAAG,EAAE,CAAC,CAAC,CAAC;QACzC,OAAO,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC;IACjC,CAAC;IACD,SAAS,SAAS,CAAC,GAAG,EAAE,MAAM;QAC1B,MAAM,CAAC,GAAG,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;QACxC,MAAM,CAAC,GAAG,IAAI,CAAC,KAAK,CAAC,EAAE,GAAG,CAAC,GAAG,CAAC,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;QAC1C,MAAM,CAAC,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,GAAG,CAAC,GAAG,CAAC,GAAG,GAAG,GAAG,CAAC,CAAC,CAAC;QAC5C,MAAM,CAAC,GAAG,IAAI,CAAC,KAAK,CAAC,EAAE,GAAG,CAAC,GAAG,CAAC,EAAE,GAAG,EAAE,CAAC,CAAC,CAAC;QACzC,OAAO,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC;IACjC,CAAC;IACD,MAAM,QAAQ,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC,EAAE,EAAE,EAAE,EAAE,EAAE;QACnC,MAAM,OAAO,GAAG,YAAY,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,WAAW,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,WAAW,CAAC,EAAE,CAAC,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QACjG,MAAM,KAAK,GAAG,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,EAAE,EAAE;YAChC,MAAM,MAAM,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC;YACzC,OAAO,yCAAyC,SAAS,CAAC,CAAC,CAAC,gBAAgB,SAAS,CAAC,EAAE,CAAC,UAAU,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC,KAAK,MAAM,MAAM,OAAO,CAAC;QAC9L,CAAC,CAAC,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;QACZ,OAAO,sBAAsB,EAAE,CAAC,KAAK,QAAQ,KAAK,OAAO,CAAC;IAC9D,CAAC,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;IACd,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,SAAS,CAAC,CAAC;IACzC,MAAM,OAAO,GAAG,SAAS,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE;QACnC,MAAM,MAAM,GAAG,SAAS,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,SAAS,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC;QACzD,MAAM,KAAK,GAAG,SAAS,CAAC,CAAC,EAAE,SAAS,CAAC,CAAC;QACtC,MAAM,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,MAAM,GAAG,GAAG,EAAE,GAAG,CAAC,CAAC;QACzC,OAAO,kCAAkC,IAAI,iBAAiB,KAAK,uBAAuB,SAAS,CAAC,CAAC,CAAC,cAAc,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,UAAU,CAAC;IAC/I,CAAC,CAAC,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;IACZ,MAAM,cAAc,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,KAAK,CAAC,KAAK,GAAG,EAAE,CAAC,CAAC,CAAC;IAC3D,MAAM,WAAW,GAAG,SAAS,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE;QACvC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,KAAK,KAAK,GAAG,CAAC,IAAI,CAAC,GAAG,cAAc,KAAK,CAAC,EAAE,CAAC;YACzD,OAAO,SAAS,CAAC,UAAU,CAAC;QAChC,CAAC;QACD,OAAO,eAAe,CAAC;IAC3B,CAAC,CAAC,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;IACZ,MAAM,UAAU,GAAG,GAAG,CAAC,UAAU,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE;QACtC,MAAM,GAAG,GAAG,CAAC,CAAC,QAAQ,GAAG,CAAC,GAAG,OAAO,CAAC,GAAG,KAAK,CAAC,GAAG,GAAG,CAAC;QACrD,OAAO,wCAAwC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC,EAAE,GAAG,CAAC,kCAAkC,CAAC,gBAAgB,CAAC;IACtI,CAAC,CAAC,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;IACZ,MAAM,IAAI,GAAG;;;;yBAIQ,GAAG,CAAC,GAAG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;sBAyCV,GAAG,CAAC,GAAG;;MAEvB,MAAM,CAAC,MAAM,qBAAqB,OAAO,CAAC,MAAM;MAChD,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC;MACrB,OAAO;MACP,MAAM,CAAC,MAAM;MACb,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;;;mFAGJ,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC;qFAChB,SAAS,CAAC,OAAO,CAAC,CAAC,CAAC;uFAClB,MAAM,CAAC,OAAO,CAAC,CAAC,CAAC;sFAClB,kBAAkB,CAAC,OAAO,CAAC,CAAC,CAAC;sFAC7B,OAAO;qFACR,IAAI,CAAC,GAAG,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC;;;;;8BAKjG,SAAS,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,EAAE,CAAC;iBACzD,QAAQ;;;;;;aAMZ,QAAQ,CAAC,OAAO,CAAC,CAAC,CAAC;;;;;UAKtB,GAAG,CAAC,UAAU,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,6BAA6B,UAAU,QAAQ,CAAC,CAAC,CAAC,EAAE;UAChF,OAAO;;4BAEW,WAAW;;;;MAIjC,GAAG,CAAC,UAAU,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAC1B,mBAAmB,CAAC,oCAAoC,SAAS,CAAC,CAAC,CAAC,aAAa,CACpF,CAAC,IAAI,CAAC,EAAE,CAAC;;;;qCAIuB,GAAG,CAAC,GAAG;oCACR,MAAM,CAAC,QAAQ;2CACR,MAAM,CAAC,UAAU;2CACjB,MAAM,CAAC,UAAU;mCACzB,OAAO;qCACL,KAAK,KAAK,CAAC,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,SAAS,SAAS,CAAC,OAAO,CAAC,CAAC,CAAC;8CACrD,GAAG,CAAC,MAAM;uCACjB,GAAG,CAAC,WAAW;qCACjB,OAAO,CAAC,WAAW,EAAE,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,YAAY,OAAO,CAAC,WAAW,EAAE,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;;;;QAI/G,CAAC;IACL,MAAM,MAAM,GAAG,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;IACxC,IAAI,CAAC,EAAE,CAAC,UAAU,CAAC,MAAM,CAAC;QAAE,SAAS,CAAC,MAAM,CAAC,CAAC;IAC9C,EAAE,CAAC,aAAa,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,EAAE,MAAM,CAAC,CAAC;IAC3C,OAAO,CAAC,GAAG,CAAC,sBAAsB,GAAG,CAAC,MAAM,EAAE,CAAC,CAAC;AACpD,CAAC;AACD,IAAI,EAAE,CAAC"}
@@ -0,0 +1,22 @@
1
+ #!/usr/bin/env node
2
+ /**
3
+ * VOLATILITY / SYMMETRIC SHIFT RESEARCH TOOL
4
+ *
5
+ * Computes the symmetric volatility shift used by the market adapter.
6
+ *
7
+ * Signal path:
8
+ * ATR(period, default 14) -> weightVariance = atr / amaPrice
9
+ * rawSymmetricDelta = -pow(weightVariance, volatilityExponent) * volatilityScaleX
10
+ * clampedRawDelta = clamp(rawSymmetricDelta, -DYNAMIC_WEIGHT_SYMMETRIC_SHIFT_CLAMP, 0)
11
+ * symmetricDelta = |clampedRawDelta| < volatilityThreshold ? 0 : clampedRawDelta
12
+ *
13
+ * The live adapter adds this penalty to both sides after the trend term is built.
14
+ * This runner intentionally omits the directional trend branch so the volatility
15
+ * effect can be researched in isolation.
16
+ *
17
+ * Usage:
18
+ * tsx analysis/analyze_volatility.ts \
19
+ * --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
20
+ */
21
+ export {};
22
+ //# sourceMappingURL=analyze_volatility.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"analyze_volatility.d.ts","sourceRoot":"","sources":["../../analysis/analyze_volatility.ts"],"names":[],"mappings":";AAEA;;;;;;;;;;;;;;;;;;GAkBG"}
@@ -0,0 +1,172 @@
1
+ #!/usr/bin/env node
2
+ /**
3
+ * VOLATILITY / SYMMETRIC SHIFT RESEARCH TOOL
4
+ *
5
+ * Computes the symmetric volatility shift used by the market adapter.
6
+ *
7
+ * Signal path:
8
+ * ATR(period, default 14) -> weightVariance = atr / amaPrice
9
+ * rawSymmetricDelta = -pow(weightVariance, volatilityExponent) * volatilityScaleX
10
+ * clampedRawDelta = clamp(rawSymmetricDelta, -DYNAMIC_WEIGHT_SYMMETRIC_SHIFT_CLAMP, 0)
11
+ * symmetricDelta = |clampedRawDelta| < volatilityThreshold ? 0 : clampedRawDelta
12
+ *
13
+ * The live adapter adds this penalty to both sides after the trend term is built.
14
+ * This runner intentionally omits the directional trend branch so the volatility
15
+ * effect can be researched in isolation.
16
+ *
17
+ * Usage:
18
+ * tsx analysis/analyze_volatility.ts \
19
+ * --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
20
+ */
21
+ 'use strict';
22
+ Object.defineProperty(exports, "__esModule", { value: true });
23
+ const path = require('path');
24
+ const { PATHS } = require('../modules/paths');
25
+ const { createSource } = require('./price_sources');
26
+ const { calculateAMA } = require('../market_adapter/core/strategies/ama');
27
+ const { generateHTML } = require('./trend_detection/volatility_chart_generator');
28
+ const { MARKET_ADAPTER } = require('../modules/constants');
29
+ const { computeATR, getCandleClose } = require('./math_utils');
30
+ const { writeChartFile } = require('./chart_utils');
31
+ const AMA_CONFIG = MARKET_ADAPTER.AMAS.AMA3;
32
+ const DEFAULT_ATR_PERIOD = MARKET_ADAPTER.DYNAMIC_WEIGHT_ATR_PERIOD_DEFAULT;
33
+ const MIN_WEIGHT = MARKET_ADAPTER.DYNAMIC_WEIGHT_MIN_WEIGHT;
34
+ const MAX_WEIGHT = MARKET_ADAPTER.DYNAMIC_WEIGHT_MAX_WEIGHT;
35
+ const DEFAULT_THRESHOLD = MARKET_ADAPTER.DYNAMIC_WEIGHT_SYMMETRIC_SHIFT_THRESHOLD;
36
+ const DEFAULT_CLAMP = MARKET_ADAPTER.DYNAMIC_WEIGHT_SYMMETRIC_SHIFT_CLAMP;
37
+ const MIN_ATR_PERIOD = 3;
38
+ const MAX_ATR_PERIOD = 30;
39
+ const DEFAULT_CHART_DIR = path.join(__dirname, 'charts');
40
+ const DEFAULT_CHART_FILE = path.join(DEFAULT_CHART_DIR, 'volatility_chart.html');
41
+ function normalizeAtrPeriod(period) {
42
+ const n = Math.round(Number(period));
43
+ if (!Number.isFinite(n))
44
+ return DEFAULT_ATR_PERIOD;
45
+ return Math.max(MIN_ATR_PERIOD, Math.min(MAX_ATR_PERIOD, n));
46
+ }
47
+ function computeATRSeries(candles, period = DEFAULT_ATR_PERIOD) {
48
+ return computeATR(candles, normalizeAtrPeriod(period));
49
+ }
50
+ function parseArgs() {
51
+ const args = process.argv.slice(2);
52
+ const config = {
53
+ source: { type: 'market_adapter', config: { botKey: 'XRP-BTS' } },
54
+ chartFile: DEFAULT_CHART_FILE,
55
+ threshold: DEFAULT_THRESHOLD,
56
+ atrPeriod: DEFAULT_ATR_PERIOD,
57
+ exponent: MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_EXPONENT,
58
+ scaleX: MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_SCALE_X_DEFAULT,
59
+ clamp: DEFAULT_CLAMP,
60
+ quiet: false,
61
+ };
62
+ for (let i = 0; i < args.length; i++) {
63
+ const arg = args[i];
64
+ if (arg === '--source')
65
+ config.source.type = args[++i];
66
+ else if (arg === '--bot-key')
67
+ config.source.config.botKey = args[++i];
68
+ else if (arg === '--file') {
69
+ config.source.config.filePath = args[++i];
70
+ config.source.type = 'json';
71
+ }
72
+ else if (arg === '--chart')
73
+ config.chartFile = args[++i];
74
+ else if (arg === '--threshold')
75
+ config.threshold = parseFloat(args[++i]);
76
+ else if (arg === '--atr-period') {
77
+ const next = parseInt(args[++i], 10);
78
+ if (Number.isFinite(next))
79
+ config.atrPeriod = normalizeAtrPeriod(next);
80
+ }
81
+ else if (arg === '--exp')
82
+ config.exponent = parseFloat(args[++i]);
83
+ else if (arg === '--scale-x')
84
+ config.scaleX = parseFloat(args[++i]);
85
+ else if (arg === '--clamp')
86
+ config.clamp = parseFloat(args[++i]);
87
+ else if (arg === '--quiet')
88
+ config.quiet = true;
89
+ }
90
+ return config;
91
+ }
92
+ function computeShift(weightVariance, exponent, scaleX, threshold, clampValue) {
93
+ const safeVariance = Number.isFinite(weightVariance) && weightVariance > 0 ? weightVariance : 0;
94
+ const safeExponent = Number.isFinite(exponent) && exponent >= 0 ? exponent : MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_EXPONENT;
95
+ const safeScaleX = Number.isFinite(scaleX) && scaleX >= 0 ? scaleX : MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_SCALE_X_DEFAULT;
96
+ const safeThreshold = Number.isFinite(threshold) && threshold >= 0 ? threshold : DEFAULT_THRESHOLD;
97
+ const safeClamp = Number.isFinite(clampValue) && clampValue >= 0 ? clampValue : DEFAULT_CLAMP;
98
+ const effectiveExponent = Math.max(0.5, Math.min(1.0, safeExponent));
99
+ const effectiveScaleX = Math.max(1.0, Math.min(100.0, safeScaleX));
100
+ const rawDelta = -Math.pow(safeVariance, effectiveExponent) * effectiveScaleX;
101
+ const clampedRawDelta = Math.max(safeClamp * -1, Math.min(0, rawDelta));
102
+ const symmetricDelta = Math.abs(clampedRawDelta) < safeThreshold ? 0 : clampedRawDelta;
103
+ const effectiveWeight = Math.max(MIN_WEIGHT, Math.min(MAX_WEIGHT, 0.5 + symmetricDelta));
104
+ return {
105
+ rawSymmetricDelta: clampedRawDelta,
106
+ symmetricDelta,
107
+ effectiveWeight,
108
+ sellW: effectiveWeight,
109
+ buyW: effectiveWeight,
110
+ };
111
+ }
112
+ async function main() {
113
+ try {
114
+ const config = parseArgs();
115
+ const srcConfig = config.source.config;
116
+ if (config.source.type === 'market_adapter' && !srcConfig.stateDir) {
117
+ srcConfig.stateDir = PATHS.MARKET_ADAPTER.STATE_DIR;
118
+ }
119
+ const source = createSource(config.source.type, srcConfig);
120
+ if (!config.quiet)
121
+ console.log(`[Volatility] Loading candles from ${source.name}...`);
122
+ const candles = await source.fetchCandles();
123
+ if (!Array.isArray(candles) || candles.length === 0) {
124
+ throw new Error('No candles returned from source');
125
+ }
126
+ const closes = candles.map(c => getCandleClose(c) ?? 0);
127
+ const ama3Values = calculateAMA(closes, AMA_CONFIG);
128
+ const atrPeriod = normalizeAtrPeriod(config.atrPeriod);
129
+ const atrs = computeATRSeries(candles, atrPeriod);
130
+ const allResults = [];
131
+ for (let i = 0; i < candles.length; i++) {
132
+ const { marketPrice, timestamp } = source.extractMarketPrice(candles[i]);
133
+ const amaPrice = ama3Values[i] ?? null;
134
+ const atr = atrs[i] ?? 0;
135
+ const weightVariance = amaPrice > 0 ? atr / amaPrice : 0;
136
+ const shift = computeShift(weightVariance, config.exponent, config.scaleX, config.threshold, config.clamp);
137
+ allResults.push({
138
+ timestamp,
139
+ price: marketPrice,
140
+ ama3Price: amaPrice,
141
+ atr,
142
+ weightVariance,
143
+ rawSymmetricDelta: shift.rawSymmetricDelta,
144
+ symmetricDelta: shift.symmetricDelta,
145
+ effectiveWeight: shift.effectiveWeight,
146
+ sellW: shift.sellW,
147
+ buyW: shift.buyW,
148
+ });
149
+ }
150
+ const html = generateHTML({
151
+ allResults,
152
+ candles,
153
+ volatilityThreshold: config.threshold,
154
+ volatilityExponent: config.exponent,
155
+ volatilityScaleX: config.scaleX,
156
+ volatilityClamp: config.clamp,
157
+ atrPeriod,
158
+ minWeight: MIN_WEIGHT,
159
+ maxWeight: MAX_WEIGHT,
160
+ marketAdapter: MARKET_ADAPTER,
161
+ }, 'ATR Volatility Research');
162
+ writeChartFile(config.chartFile, html);
163
+ if (!config.quiet)
164
+ console.log(`[Volatility] ✓ Chart saved to ${config.chartFile}`);
165
+ }
166
+ catch (err) {
167
+ console.error(`[Volatility] Error: ${err.message}`);
168
+ process.exit(1);
169
+ }
170
+ }
171
+ main().catch(err => { console.error(err); process.exit(1); });
172
+ //# sourceMappingURL=analyze_volatility.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"analyze_volatility.js","sourceRoot":"","sources":["../../analysis/analyze_volatility.ts"],"names":[],"mappings":";AAEA;;;;;;;;;;;;;;;;;;GAkBG;AAEH,YAAY,CAAC;;AAEb,MAAM,IAAI,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC;AAC7B,MAAM,EAAE,KAAK,EAAE,GAAG,OAAO,CAAC,kBAAkB,CAAC,CAAC;AAE9C,MAAM,EAAE,YAAY,EAAE,GAAG,OAAO,CAAC,iBAAiB,CAAC,CAAC;AACpD,MAAM,EAAE,YAAY,EAAE,GAAG,OAAO,CAAC,uCAAuC,CAAC,CAAC;AAC1E,MAAM,EAAE,YAAY,EAAE,GAAG,OAAO,CAAC,8CAA8C,CAAC,CAAC;AACjF,MAAM,EAAE,cAAc,EAAE,GAAG,OAAO,CAAC,sBAAsB,CAAC,CAAC;AAC3D,MAAM,EAAE,UAAU,EAAE,cAAc,EAAE,GAAG,OAAO,CAAC,cAAc,CAAC,CAAC;AAC/D,MAAM,EAAE,cAAc,EAAE,GAAG,OAAO,CAAC,eAAe,CAAC,CAAC;AAEpD,MAAM,UAAU,GAAG,cAAc,CAAC,IAAI,CAAC,IAAI,CAAC;AAC5C,MAAM,kBAAkB,GAAG,cAAc,CAAC,iCAAiC,CAAC;AAC5E,MAAM,UAAU,GAAG,cAAc,CAAC,yBAAyB,CAAC;AAC5D,MAAM,UAAU,GAAG,cAAc,CAAC,yBAAyB,CAAC;AAC5D,MAAM,iBAAiB,GAAG,cAAc,CAAC,wCAAwC,CAAC;AAClF,MAAM,aAAa,GAAG,cAAc,CAAC,oCAAoC,CAAC;AAC1E,MAAM,cAAc,GAAG,CAAC,CAAC;AACzB,MAAM,cAAc,GAAG,EAAE,CAAC;AAC1B,MAAM,iBAAiB,GAAG,IAAI,CAAC,IAAI,CAAC,SAAS,EAAE,QAAQ,CAAC,CAAC;AACzD,MAAM,kBAAkB,GAAG,IAAI,CAAC,IAAI,CAAC,iBAAiB,EAAE,uBAAuB,CAAC,CAAC;AAEjF,SAAS,kBAAkB,CAAC,MAAM;IAC9B,MAAM,CAAC,GAAG,IAAI,CAAC,KAAK,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC;IACrC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC;QAAE,OAAO,kBAAkB,CAAC;IACnD,OAAO,IAAI,CAAC,GAAG,CAAC,cAAc,EAAE,IAAI,CAAC,GAAG,CAAC,cAAc,EAAE,CAAC,CAAC,CAAC,CAAC;AACjE,CAAC;AAED,SAAS,gBAAgB,CAAC,OAAO,EAAE,MAAM,GAAG,kBAAkB;IAC1D,OAAO,UAAU,CAAC,OAAO,EAAE,kBAAkB,CAAC,MAAM,CAAC,CAAC,CAAC;AAC3D,CAAC;AAED,SAAS,SAAS;IACd,MAAM,IAAI,GAAG,OAAO,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;IACnC,MAAM,MAAM,GASR;QACA,MAAM,EAAE,EAAE,IAAI,EAAE,gBAAgB,EAAE,MAAM,EAAE,EAAE,MAAM,EAAE,SAAS,EAAE,EAAE;QACjE,SAAS,EAAE,kBAAkB;QAC7B,SAAS,EAAE,iBAAiB;QAC5B,SAAS,EAAE,kBAAkB;QAC7B,QAAQ,EAAE,cAAc,CAAC,kCAAkC;QAC3D,MAAM,EAAE,cAAc,CAAC,yCAAyC;QAChE,KAAK,EAAE,aAAa;QACpB,KAAK,EAAE,KAAK;KACf,CAAC;IAEF,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QACnC,MAAM,GAAG,GAAG,IAAI,CAAC,CAAC,CAAC,CAAC;QACpB,IAAI,GAAG,KAAK,UAAU;YAAE,MAAM,CAAC,MAAM,CAAC,IAAI,GAAG,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC;aAClD,IAAI,GAAG,KAAK,WAAW;YAAE,MAAM,CAAC,MAAM,CAAC,MAAM,CAAC,MAAM,GAAG,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC;aACjE,IAAI,GAAG,KAAK,QAAQ,EAAE,CAAC;YACxB,MAAM,CAAC,MAAM,CAAC,MAAM,CAAC,QAAQ,GAAG,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC;YAC1C,MAAM,CAAC,MAAM,CAAC,IAAI,GAAG,MAAM,CAAC;QAChC,CAAC;aACI,IAAI,GAAG,KAAK,SAAS;YAAE,MAAM,CAAC,SAAS,GAAG,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC;aACpD,IAAI,GAAG,KAAK,aAAa;YAAE,MAAM,CAAC,SAAS,GAAG,UAAU,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;aACpE,IAAI,GAAG,KAAK,cAAc,EAAE,CAAC;YAC9B,MAAM,IAAI,GAAG,QAAQ,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;YACrC,IAAI,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC;gBAAE,MAAM,CAAC,SAAS,GAAG,kBAAkB,CAAC,IAAI,CAAC,CAAC;QAC3E,CAAC;aACI,IAAI,GAAG,KAAK,OAAO;YAAE,MAAM,CAAC,QAAQ,GAAG,UAAU,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;aAC7D,IAAI,GAAG,KAAK,WAAW;YAAE,MAAM,CAAC,MAAM,GAAG,UAAU,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;aAC/D,IAAI,GAAG,KAAK,SAAS;YAAE,MAAM,CAAC,KAAK,GAAG,UAAU,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;aAC5D,IAAI,GAAG,KAAK,SAAS;YAAE,MAAM,CAAC,KAAK,GAAG,IAAI,CAAC;IACpD,CAAC;IAED,OAAO,MAAM,CAAC;AAClB,CAAC;AAED,SAAS,YAAY,CAAC,cAAc,EAAE,QAAQ,EAAE,MAAM,EAAE,SAAS,EAAE,UAAU;IACzE,MAAM,YAAY,GAAG,MAAM,CAAC,QAAQ,CAAC,cAAc,CAAC,IAAI,cAAc,GAAG,CAAC,CAAC,CAAC,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,CAAC;IAChG,MAAM,YAAY,GAAG,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,IAAI,QAAQ,IAAI,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,cAAc,CAAC,kCAAkC,CAAC;IAC/H,MAAM,UAAU,GAAG,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,IAAI,MAAM,IAAI,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,cAAc,CAAC,yCAAyC,CAAC;IAC9H,MAAM,aAAa,GAAG,MAAM,CAAC,QAAQ,CAAC,SAAS,CAAC,IAAI,SAAS,IAAI,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,iBAAiB,CAAC;IACnG,MAAM,SAAS,GAAG,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC,IAAI,UAAU,IAAI,CAAC,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC,aAAa,CAAC;IAC9F,MAAM,iBAAiB,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,YAAY,CAAC,CAAC,CAAC;IACrE,MAAM,eAAe,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,IAAI,CAAC,GAAG,CAAC,KAAK,EAAE,UAAU,CAAC,CAAC,CAAC;IAEnE,MAAM,QAAQ,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,EAAE,iBAAiB,CAAC,GAAG,eAAe,CAAC;IAC9E,MAAM,eAAe,GAAG,IAAI,CAAC,GAAG,CAAC,SAAS,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,QAAQ,CAAC,CAAC,CAAC;IACxE,MAAM,cAAc,GAAG,IAAI,CAAC,GAAG,CAAC,eAAe,CAAC,GAAG,aAAa,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,eAAe,CAAC;IACvF,MAAM,eAAe,GAAG,IAAI,CAAC,GAAG,CAAC,UAAU,EAAE,IAAI,CAAC,GAAG,CAAC,UAAU,EAAE,GAAG,GAAG,cAAc,CAAC,CAAC,CAAC;IAEzF,OAAO;QACH,iBAAiB,EAAE,eAAe;QAClC,cAAc;QACd,eAAe;QACf,KAAK,EAAE,eAAe;QACtB,IAAI,EAAE,eAAe;KACxB,CAAC;AACN,CAAC;AAED,KAAK,UAAU,IAAI;IACf,IAAI,CAAC;QACD,MAAM,MAAM,GAAG,SAAS,EAAE,CAAC;QAC3B,MAAM,SAAS,GAAG,MAAM,CAAC,MAAM,CAAC,MAAM,CAAC;QACvC,IAAI,MAAM,CAAC,MAAM,CAAC,IAAI,KAAK,gBAAgB,IAAI,CAAC,SAAS,CAAC,QAAQ,EAAE,CAAC;YACjE,SAAS,CAAC,QAAQ,GAAG,KAAK,CAAC,cAAc,CAAC,SAAS,CAAC;QACxD,CAAC;QAED,MAAM,MAAM,GAAG,YAAY,CAAC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,SAAS,CAAC,CAAC;QAC3D,IAAI,CAAC,MAAM,CAAC,KAAK;YAAE,OAAO,CAAC,GAAG,CAAC,qCAAqC,MAAM,CAAC,IAAI,KAAK,CAAC,CAAC;QAEtF,MAAM,OAAO,GAAG,MAAM,MAAM,CAAC,YAAY,EAAE,CAAC;QAC5C,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;YAClD,MAAM,IAAI,KAAK,CAAC,iCAAiC,CAAC,CAAC;QACvD,CAAC;QAED,MAAM,MAAM,GAAG,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,cAAc,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC;QACxD,MAAM,UAAU,GAAG,YAAY,CAAC,MAAM,EAAE,UAAU,CAAC,CAAC;QACpD,MAAM,SAAS,GAAG,kBAAkB,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC;QACvD,MAAM,IAAI,GAAG,gBAAgB,CAAC,OAAO,EAAE,SAAS,CAAC,CAAC;QAElD,MAAM,UAAU,GAAG,EAAE,CAAC;QACtB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,OAAO,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;YACtC,MAAM,EAAE,WAAW,EAAE,SAAS,EAAE,GAAG,MAAM,CAAC,kBAAkB,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC;YACzE,MAAM,QAAQ,GAAG,UAAU,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC;YACvC,MAAM,GAAG,GAAG,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC;YACzB,MAAM,cAAc,GAAG,QAAQ,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,GAAG,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC;YACzD,MAAM,KAAK,GAAG,YAAY,CAAC,cAAc,EAAE,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,SAAS,EAAE,MAAM,CAAC,KAAK,CAAC,CAAC;YAE3G,UAAU,CAAC,IAAI,CAAC;gBACZ,SAAS;gBACT,KAAK,EAAE,WAAW;gBAClB,SAAS,EAAE,QAAQ;gBACnB,GAAG;gBACH,cAAc;gBACd,iBAAiB,EAAE,KAAK,CAAC,iBAAiB;gBAC1C,cAAc,EAAE,KAAK,CAAC,cAAc;gBACpC,eAAe,EAAE,KAAK,CAAC,eAAe;gBACtC,KAAK,EAAE,KAAK,CAAC,KAAK;gBAClB,IAAI,EAAE,KAAK,CAAC,IAAI;aACnB,CAAC,CAAC;QACP,CAAC;QAED,MAAM,IAAI,GAAG,YAAY,CAAC;YACtB,UAAU;YACV,OAAO;YACP,mBAAmB,EAAE,MAAM,CAAC,SAAS;YACrC,kBAAkB,EAAE,MAAM,CAAC,QAAQ;YACnC,gBAAgB,EAAE,MAAM,CAAC,MAAM;YAC/B,eAAe,EAAE,MAAM,CAAC,KAAK;YAC7B,SAAS;YACT,SAAS,EAAE,UAAU;YACrB,SAAS,EAAE,UAAU;YACrB,aAAa,EAAE,cAAc;SAChC,EAAE,yBAAyB,CAAC,CAAC;QAE9B,cAAc,CAAC,MAAM,CAAC,SAAS,EAAE,IAAI,CAAC,CAAC;QAEvC,IAAI,CAAC,MAAM,CAAC,KAAK;YAAE,OAAO,CAAC,GAAG,CAAC,iCAAiC,MAAM,CAAC,SAAS,EAAE,CAAC,CAAC;IACxF,CAAC;IAAC,OAAO,GAAG,EAAE,CAAC;QACX,OAAO,CAAC,KAAK,CAAC,uBAAuB,GAAG,CAAC,OAAO,EAAE,CAAC,CAAC;QACpD,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IACpB,CAAC;AACL,CAAC;AAED,IAAI,EAAE,CAAC,KAAK,CAAC,GAAG,CAAC,EAAE,GAAG,OAAO,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC"}