dexbot 1.1.10

package/dist/scripts/analyze-orders.js.map

@@ -0,0 +1 @@
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package/dist/scripts/diagnose-kibana-candles.d.ts

@@ -0,0 +1,3 @@
+#!/usr/bin/env node
+export {};
+//# sourceMappingURL=diagnose-kibana-candles.d.ts.map

package/dist/scripts/diagnose-kibana-candles.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"diagnose-kibana-candles.d.ts","sourceRoot":"","sources":["../../scripts/diagnose-kibana-candles.ts"],"names":[],"mappings":";AA+FA,OAAO,EAAE,CAAC"}

package/dist/scripts/diagnose-kibana-candles.js

@@ -0,0 +1,82 @@
+#!/usr/bin/env node
+'use strict';
+Object.defineProperty(exports, "__esModule", { value: true });
+/**
+ * Diagnostic: Fetch raw Kibana LP candles for pool 1.19.133
+ * to verify whether the pool actually had trading activity.
+ */
+const kibanaSource = require('../market_adapter/inputs/kibana_source');
+async function main() {
+    const assetA = { id: '1.3.5537', precision: 4, symbol: 'IOB.XRP' };
+    const assetB = { id: '1.3.0', precision: 5, symbol: 'BTS' };
+    console.log('Fetching Kibana LP candles for pool 1.19.133...');
+    console.log('Lookback: 720h (30 days), interval: 1h');
+    console.log('');
+    const candles = await kibanaSource.getLpCandlesForPool('1.19.133', assetA, assetB, {
+        intervalSeconds: 3600,
+        lookbackHours: 720,
+        consolidateByTimestamp: true,
+        apiKey: null,
+    });
+    console.log(`Total candles returned: ${candles.length}`);
+    if (candles.length === 0) {
+        console.log('NO candles returned from Kibana.');
+        return;
+    }
+    // Count unique close prices
+    const uniqueCloses = new Set(candles.map((c) => c[4]));
+    console.log(`Unique close prices: ${uniqueCloses.size}`);
+    // Show first and last
+    const first = candles[0];
+    const last = candles[candles.length - 1];
+    console.log(`\nFirst candle: ${new Date(first[0]).toISOString()} O=${first[1]} H=${first[2]} L=${first[3]} C=${first[4]} vol=${first[5]}`);
+    console.log(`Last candle:  ${new Date(last[0]).toISOString()} O=${last[1]} H=${last[2]} L=${last[3]} C=${last[4]} vol=${last[5]}`);
+    // Find runs of identical prices
+    let maxRun = 0;
+    let currentRun = 1;
+    let maxRunPrice = null;
+    for (let i = 1; i < candles.length; i++) {
+        if (candles[i][4] === candles[i - 1][4]) {
+            currentRun++;
+            if (currentRun > maxRun) {
+                maxRun = currentRun;
+                maxRunPrice = candles[i][4];
+            }
+        }
+        else {
+            currentRun = 1;
+        }
+    }
+    console.log(`\nLongest run of identical closes: ${maxRun} candles @ ${maxRunPrice}`);
+    // Show candles with non-zero volume
+    const withVolume = candles.filter((c) => c[5] > 0);
+    console.log(`Candles with volume > 0: ${withVolume.length}`);
+    const trueOhlc = candles.filter((c) => c[5] > 0 && (c[1] !== c[2] || c[1] !== c[3] || c[1] !== c[4]));
+    console.log(`Candles with non-flat OHLC: ${trueOhlc.length}`);
+    // Show a few recent candles
+    console.log('\nLast 10 candles:');
+    candles.slice(-10).forEach((c, i) => {
+        const idx = candles.length - 10 + i;
+        console.log(`  [${idx}] ${new Date(c[0]).toISOString()} O=${c[1].toFixed(6)} H=${c[2].toFixed(6)} L=${c[3].toFixed(6)} C=${c[4].toFixed(6)} vol=${c[5].toFixed(2)}`);
+    });
+    if (trueOhlc.length > 0) {
+        console.log('\nRecent non-flat OHLC candles:');
+        trueOhlc.slice(-10).forEach((c) => {
+            console.log(`  ${new Date(c[0]).toISOString()} O=${c[1].toFixed(6)} H=${c[2].toFixed(6)} L=${c[3].toFixed(6)} C=${c[4].toFixed(6)} vol=${c[5].toFixed(2)}`);
+        });
+    }
+    // Show where price changes happened
+    console.log('\nPrice changes (first 20):');
+    let changes = 0;
+    for (let i = 1; i < candles.length && changes < 20; i++) {
+        if (candles[i][4] !== candles[i - 1][4]) {
+            changes++;
+            console.log(`  [${i}] ${new Date(candles[i][0]).toISOString()} ${candles[i - 1][4].toFixed(6)} -> ${candles[i][4].toFixed(6)}`);
+        }
+    }
+}
+main().catch(err => {
+    console.error('Fatal:', err);
+    process.exit(1);
+});
+//# sourceMappingURL=diagnose-kibana-candles.js.map

package/dist/scripts/diagnose-kibana-candles.js.map

@@ -0,0 +1 @@
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package/dist/scripts/diagnose-pool-history.d.ts

@@ -0,0 +1,3 @@
+#!/usr/bin/env node
+export {};
+//# sourceMappingURL=diagnose-pool-history.d.ts.map

package/dist/scripts/diagnose-pool-history.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"diagnose-pool-history.d.ts","sourceRoot":"","sources":["../../scripts/diagnose-pool-history.ts"],"names":[],"mappings":";AAuTA,OAAO,EAAE,CAAC"}

package/dist/scripts/diagnose-pool-history.js

@@ -0,0 +1,296 @@
+#!/usr/bin/env node
+'use strict';
+Object.defineProperty(exports, "__esModule", { value: true });
+/**
+ * Diagnostic: Inspect raw BitShares pool history API responses for pool 1.19.133.
+ *
+ * Usage: tsx scripts/diagnose-pool-history.ts [--pool <id>] [--limit <n>] [--hours <n>] [--maxPages <n>]
+ */
+const { BitShares, waitForConnected } = require('../modules/bitshares_client');
+const POOL_ID = process.argv.includes('--pool')
+    ? process.argv[process.argv.indexOf('--pool') + 1]
+    : '1.19.133';
+const LIMIT = process.argv.includes('--limit')
+    ? Number(process.argv[process.argv.indexOf('--limit') + 1])
+    : 10;
+const HOURS = process.argv.includes('--hours')
+    ? Number(process.argv[process.argv.indexOf('--hours') + 1])
+    : 24;
+const MAX_PAGES = process.argv.includes('--maxPages')
+    ? Number(process.argv[process.argv.indexOf('--maxPages') + 1])
+    : 20;
+const LP_OP_TYPE = 63;
+function fmt(obj) {
+    try {
+        return JSON.stringify(obj);
+    }
+    catch (_) {
+        return String(obj);
+    }
+}
+function parseChainTimeToMs(timeStr) {
+    if (!timeStr)
+        return Number.NaN;
+    const s = String(timeStr);
+    return Date.parse(s.endsWith('Z') ? s : `${s}Z`);
+}
+function extractReceived(row) {
+    const resultPayload = Array.isArray(row?.op?.result) ? row.op.result[1] : null;
+    return Array.isArray(resultPayload?.received)
+        ? resultPayload.received[0]
+        : (resultPayload?.received || null);
+}
+function rowHasTradePayload(row) {
+    const opPayload = Array.isArray(row?.op?.op) ? row.op.op[1] : null;
+    return !!(opPayload?.amount_to_sell && extractReceived(row));
+}
+async function collectRecentPoolHistory(poolId, sinceMs, limit, maxPages) {
+    const rows = [];
+    const seenSequences = new Set();
+    let pages = 0;
+    let startSeq = null;
+    let hitOld = false;
+    while (pages < maxPages) {
+        const page = startSeq == null
+            ? await BitShares.history.get_liquidity_pool_history(poolId, null, null, limit, LP_OP_TYPE)
+            : await BitShares.history.get_liquidity_pool_history_by_sequence(poolId, startSeq, null, limit, LP_OP_TYPE);
+        if (!Array.isArray(page) || page.length === 0)
+            break;
+        pages++;
+        for (const row of page) {
+            const seq = Number(row?.sequence);
+            if (Number.isFinite(seq)) {
+                if (seenSequences.has(seq))
+                    continue;
+                seenSequences.add(seq);
+            }
+            const tsMs = parseChainTimeToMs(row?.time || row?.op?.block_time);
+            if (!Number.isFinite(tsMs))
+                continue;
+            if (tsMs < sinceMs) {
+                hitOld = true;
+                break;
+            }
+            rows.push(row);
+        }
+        const last = page[page.length - 1];
+        const lastSeq = Number(last?.sequence);
+        if (!Number.isFinite(lastSeq) || lastSeq <= 1 || hitOld)
+            break;
+        startSeq = lastSeq - 1;
+    }
+    rows.sort((a, b) => parseChainTimeToMs(a.time) - parseChainTimeToMs(b.time));
+    return { rows, pages, hitOld, exhausted: pages >= maxPages && !hitOld };
+}
+function summarizeRows(rows) {
+    if (!Array.isArray(rows) || rows.length === 0) {
+        return {
+            count: 0,
+            validTrades: 0,
+            firstTime: null,
+            lastTime: null,
+            byHour: [],
+        };
+    }
+    const byHourMap = new Map();
+    let validTrades = 0;
+    for (const row of rows) {
+        if (rowHasTradePayload(row))
+            validTrades++;
+        const tsMs = parseChainTimeToMs(row?.time || row?.op?.block_time);
+        if (!Number.isFinite(tsMs))
+            continue;
+        const hour = new Date(Math.floor(tsMs / 3600000) * 3600000).toISOString();
+        byHourMap.set(hour, (byHourMap.get(hour) || 0) + 1);
+    }
+    return {
+        count: rows.length,
+        validTrades,
+        firstTime: rows[0]?.time || null,
+        lastTime: rows[rows.length - 1]?.time || null,
+        byHour: [...byHourMap.entries()],
+    };
+}
+function inspectRow(row, index) {
+    if (!row) {
+        console.log(`  [${index}] NULL/undefined row`);
+        return;
+    }
+    console.log(`\n  [${index}] ──────────────────────────────────────`);
+    console.log(`    sequence: ${row.sequence}`);
+    console.log(`    time:     ${row.time}`);
+    console.log(`    op_type:  ${row.op?.op?.[0] || row.op_type || 'n/a'}`);
+    if (Array.isArray(row.op?.op)) {
+        const opPayload = row.op.op[1];
+        console.log(`    op.payload: ${fmt(opPayload)}`);
+    }
+    else if (row.op?.op) {
+        console.log(`    op.op format: ${typeof row.op.op} => ${fmt(row.op.op)}`);
+    }
+    else {
+        console.log('    op.op:  MISSING');
+    }
+    if (Array.isArray(row.op?.result)) {
+        const resultPayload = row.op.result[1];
+        console.log(`    op.result: ${fmt(resultPayload)}`);
+    }
+    else if (row.op?.result) {
+        console.log(`    op.result format: ${typeof row.op.result} => ${fmt(row.op.result)}`);
+    }
+    else {
+        console.log('    op.result: MISSING');
+    }
+    // Full row dump (compact)
+    console.log(`    FULL: ${fmt(row).slice(0, 500)}`);
+}
+async function main() {
+    console.log('══════════════════════════════════════════════');
+    console.log(` Pool History Diagnostic — pool ${POOL_ID}`);
+    console.log(` Limit: ${LIMIT} rows per call`);
+    console.log(` Paged summary window: last ${HOURS}h, maxPages=${MAX_PAGES}`);
+    console.log('══════════════════════════════════════════════');
+    const start = Date.now();
+    console.log('\nConnecting to BitShares...');
+    await waitForConnected(30000);
+    console.log(`Connected (${Date.now() - start}ms)`);
+    // ── Test 1: get_liquidity_pool_history (with op_type filter) ─────
+    console.log(`\n\n═══ TEST 1: get_liquidity_pool_history(poolId, null, null, ${LIMIT}, 63) ═══`);
+    try {
+        const rows = await BitShares.history.get_liquidity_pool_history(POOL_ID, null, null, LIMIT, LP_OP_TYPE);
+        console.log(`Result: ${Array.isArray(rows) ? `Array[${rows.length}]` : typeof rows}`);
+        if (Array.isArray(rows)) {
+            rows.slice(0, 5).forEach((r, i) => inspectRow(r, i));
+        }
+        else {
+            console.log(`  Raw: ${fmt(rows).slice(0, 500)}`);
+        }
+    }
+    catch (err) {
+        console.log(`ERROR: ${err.message}`);
+    }
+    // ── Test 2: get_liquidity_pool_history (without op_type filter) ──
+    console.log(`\n\n═══ TEST 2: get_liquidity_pool_history(poolId, null, null, ${LIMIT}) — no op_type ═══`);
+    try {
+        const rows = await BitShares.history.get_liquidity_pool_history(POOL_ID, null, null, LIMIT);
+        console.log(`Result: ${Array.isArray(rows) ? `Array[${rows.length}]` : typeof rows}`);
+        if (Array.isArray(rows)) {
+            rows.slice(0, 5).forEach((r, i) => inspectRow(r, i));
+        }
+        else {
+            console.log(`  Raw: ${fmt(rows).slice(0, 500)}`);
+        }
+    }
+    catch (err) {
+        console.log(`ERROR: ${err.message}`);
+    }
+    // ── Test 3: Try reversed args order (if applicable) ───────────────
+    console.log(`\n\n═══ TEST 3: get_liquidity_pool_history with different arg combos ═══`);
+    // Some APIs expect different parameter order
+    try {
+        // Try the method signature lookup
+        const historyApis = Object.keys(BitShares.history || {})
+            .filter(k => typeof BitShares.history[k] === 'function');
+        console.log(`Available BitShares.history methods:`);
+        historyApis.forEach(m => console.log(`  - ${m}`));
+    }
+    catch (err) {
+        console.log(`Could not list methods: ${err.message}`);
+    }
+    // ── Test 4: Try get_account_history for pool account ───────────
+    console.log(`\n\n═══ TEST 4: get_account_history_by_operations for pool account ═══`);
+    try {
+        // Pool "account" is 1.19.133 — try account history API
+        if (typeof BitShares.history.get_account_history_by_operations === 'function') {
+            const rows = await BitShares.history.get_account_history_by_operations(POOL_ID, [LP_OP_TYPE], '1.19.0', '1.19.999', LIMIT);
+            console.log(`Result: ${Array.isArray(rows) ? `Array[${rows.length}]` : typeof rows}`);
+            if (Array.isArray(rows)) {
+                rows.slice(0, 3).forEach((r, i) => inspectRow(r, i));
+            }
+        }
+        else {
+            console.log('get_account_history_by_operations NOT available');
+        }
+    }
+    catch (err) {
+        console.log(`ERROR: ${err.message}`);
+    }
+    // ── Test 5: Try get_relative_account_history ─────────────────
+    console.log(`\n\n═══ TEST 5: get_relative_account_history ═══`);
+    try {
+        if (typeof BitShares.history.get_relative_account_history === 'function') {
+            const rows = await BitShares.history.get_relative_account_history(POOL_ID, 0, LIMIT, 0);
+            console.log(`Result: ${Array.isArray(rows) ? `Array[${rows.length}]` : typeof rows}`);
+            if (Array.isArray(rows)) {
+                rows.slice(0, 3).forEach((r, i) => inspectRow(r, i));
+            }
+        }
+        else {
+            console.log('get_relative_account_history NOT available');
+        }
+    }
+    catch (err) {
+        console.log(`ERROR: ${err.message}`);
+    }
+    // ── Test 6: Last 24h of trades — try to query recent only ─────
+    console.log(`\n\n═══ TEST 6: Last 100 results with larger limit ═══`);
+    try {
+        const rows = await BitShares.history.get_liquidity_pool_history(POOL_ID, null, null, 100, LP_OP_TYPE);
+        console.log(`Result: ${Array.isArray(rows) ? `Array[${rows.length}]` : typeof rows}`);
+        if (Array.isArray(rows) && rows.length > 0) {
+            // Show first, last, and total count
+            console.log(`  First row time: ${rows[0]?.time || 'n/a'}`);
+            console.log(`  Last row time:  ${rows[rows.length - 1]?.time || 'n/a'}`);
+            // Check how many have valid op data
+            let withSell = 0, withReceived = 0;
+            for (const r of rows) {
+                const opPayload = Array.isArray(r?.op?.op) ? r.op.op[1] : null;
+                if (opPayload?.amount_to_sell)
+                    withSell++;
+                const resultPayload = Array.isArray(r?.op?.result) ? r.op.result[1] : null;
+                const received = Array.isArray(resultPayload?.received)
+                    ? resultPayload.received[0]
+                    : (resultPayload?.received || null);
+                if (received)
+                    withReceived++;
+            }
+            console.log(`  Rows with amount_to_sell: ${withSell}`);
+            console.log(`  Rows with received:      ${withReceived}`);
+        }
+    }
+    catch (err) {
+        console.log(`ERROR: ${err.message}`);
+    }
+    // ── Test 7: Paged recent summary ──────────────────────────────
+    console.log(`\n\n═══ TEST 7: Paged LP history summary, last ${HOURS}h ═══`);
+    try {
+        const sinceMs = Date.now() - (HOURS * 3600 * 1000);
+        const collected = await collectRecentPoolHistory(POOL_ID, sinceMs, Math.min(101, LIMIT), MAX_PAGES);
+        const summary = summarizeRows(collected.rows);
+        console.log(`  Pages fetched:     ${collected.pages}`);
+        console.log(`  Reached ${HOURS}h boundary: ${collected.hitOld ? 'yes' : 'no'}`);
+        console.log(`  Exhausted maxPages: ${collected.exhausted ? 'yes' : 'no'}`);
+        console.log(`  Rows/trades:       ${summary.count}`);
+        console.log(`  Valid trade rows:  ${summary.validTrades}`);
+        console.log(`  Timeframe:         ${summary.firstTime || 'n/a'} → ${summary.lastTime || 'n/a'}`);
+        if (summary.byHour.length > 0) {
+            console.log('  Trades by hour:');
+            for (const [hour, count] of summary.byHour.slice(-Math.min(summary.byHour.length, 30))) {
+                console.log(`    ${hour}: ${count}`);
+            }
+        }
+    }
+    catch (err) {
+        console.log(`ERROR: ${err.message}`);
+    }
+    console.log('\n══════════════════════════════════════════════');
+    console.log('Diagnostic complete.');
+    console.log('══════════════════════════════════════════════');
+    if (typeof BitShares.disconnect === 'function') {
+        BitShares.disconnect();
+    }
+}
+main().catch(err => {
+    console.error(`Fatal: ${err.message}`);
+    process.exit(1);
+});
+//# sourceMappingURL=diagnose-pool-history.js.map

package/dist/scripts/diagnose-pool-history.js.map

@@ -0,0 +1 @@
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package/dist/scripts/divergence-calc.d.ts

@@ -0,0 +1,26 @@
+/**
+ * Quadratic Divergence Calculator
+ *
+ * Analyzes order grid divergence between persisted and calculated values.
+ * Calculates a quadratic divergence metric to measure grid consistency.
+ *
+ * Input: Order data in format: [Buy|Sell] [buy|sell]-[id] @ [price]: [persisted] → [calculated] [[state]]
+ * Source: Can read from file (argument) or stdin
+ *
+ * Output: Divergence metrics including:
+ * - Sum of squared relative differences
+ * - Normalized metric in promille (‰) units
+ * - Real average error percentage
+ * - Min/max errors with order details
+ * - Threshold comparison
+ *
+ * Order states:
+ * - 'active': Normal grid orders
+ * - 'virtual': Simulated orders
+ * - 'partial': Temporarily filled orders (excluded from calculation)
+ *
+ * Usage: tsx scripts/divergence-calc.ts [file] or pipe: cat orders.txt | tsx scripts/divergence-calc.ts
+ * Exit code: 0 on success, 1 on error
+ */
+export {};
+//# sourceMappingURL=divergence-calc.d.ts.map

package/dist/scripts/divergence-calc.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"divergence-calc.d.ts","sourceRoot":"","sources":["../../scripts/divergence-calc.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AAoGH,OAAO,EAAE,CAAC"}