dexbot 1.1.10

package/dist/analysis/derivative_chart_generator.js.map

@@ -0,0 +1 @@
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package/dist/analysis/math_utils.d.ts

@@ -0,0 +1,35 @@
+/**
+ * Math utilities for analysis scripts.
+ */
+declare function range(min: any, max: any, step: any, decimals?: number): any[];
+declare function calcStdDev(arr: any): number;
+declare function computeATR(candles: any, period?: number): any[];
+declare function getCandleClose(candle: any): any;
+declare function getCandleTimestamp(candle: any): any;
+declare function normalizeCandle(candle: any): {
+    time: number;
+    open: number;
+    high: number;
+    low: number;
+    close: number;
+    volume: number;
+};
+/**
+ * Parse a candle JSON file with format detection:
+ * flat array → {candles: [...]} → {data: [...]}
+ */
+declare function loadCandleFile(filePath: any): {
+    candles: any;
+    meta: any;
+};
+declare const _default: {
+    range: typeof range;
+    calcStdDev: typeof calcStdDev;
+    computeATR: typeof computeATR;
+    getCandleClose: typeof getCandleClose;
+    getCandleTimestamp: typeof getCandleTimestamp;
+    normalizeCandle: typeof normalizeCandle;
+    loadCandleFile: typeof loadCandleFile;
+};
+export = _default;
+//# sourceMappingURL=math_utils.d.ts.map

package/dist/analysis/math_utils.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"math_utils.d.ts","sourceRoot":"","sources":["../../analysis/math_utils.ts"],"names":[],"mappings":"AAKA;;GAEG;AAEH,iBAAS,KAAK,CAAC,GAAG,KAAA,EAAE,GAAG,KAAA,EAAE,IAAI,KAAA,EAAE,QAAQ,SAAI,SAI1C;AAED,iBAAS,UAAU,CAAC,GAAG,KAAA,UAItB;AAED,iBAAS,UAAU,CAAC,OAAO,KAAA,EAAE,MAAM,SAAK,SA6BvC;AAiBD,iBAAS,cAAc,CAAC,MAAM,KAAA,OAG7B;AAED,iBAAS,kBAAkB,CAAC,MAAM,KAAA,OAGjC;AAED,iBAAS,eAAe,CAAC,MAAM,KAAA;;;;;;;EAqB9B;AAED;;;GAGG;AACH,iBAAS,cAAc,CAAC,QAAQ,KAAA;;;EAO/B;;;;;;;;;;AAED,kBAQE"}

package/dist/analysis/math_utils.js

@@ -0,0 +1,121 @@
+'use strict';
+const fs = require('fs');
+const { readJSON } = require('../modules/utils/fs_utils');
+/**
+ * Math utilities for analysis scripts.
+ */
+function range(min, max, step, decimals = 4) {
+    const out = [];
+    for (let v = min; v <= max + 1e-9; v += step)
+        out.push(Number(v.toFixed(decimals)));
+    return [...new Set(out)];
+}
+function calcStdDev(arr) {
+    const mean = arr.reduce((a, b) => a + b, 0) / arr.length;
+    const sqDiffs = arr.reduce((sum, v) => sum + (v - mean) ** 2, 0);
+    return Math.sqrt(sqDiffs / arr.length);
+}
+function computeATR(candles, period = 14) {
+    const atrs = [];
+    if (!Array.isArray(candles) || candles.length === 0)
+        return atrs;
+    const safePeriod = Math.max(1, Math.round(period));
+    let prevClose = Number(getCandleClose(candles[0]) ?? 0);
+    let atrVal = 0;
+    for (let i = 0; i < candles.length; i++) {
+        const c = candles[i];
+        const high = Number(getCandleHigh(c) ?? 0);
+        const low = Number(getCandleLow(c) ?? 0);
+        const close = Number(getCandleClose(c) ?? 0);
+        if (i === 0) {
+            atrs.push(0);
+            prevClose = close;
+            continue;
+        }
+        const tr = Math.max(high - low, Math.abs(high - prevClose), Math.abs(low - prevClose));
+        if (i <= safePeriod) {
+            atrVal = atrVal === 0 ? tr : (atrVal * (i - 1) + tr) / i;
+        }
+        else {
+            atrVal = (atrVal * (safePeriod - 1) + tr) / safePeriod;
+        }
+        atrs.push(atrVal);
+        prevClose = close;
+    }
+    return atrs;
+}
+function getCandleOpen(candle) {
+    if (!candle)
+        return null;
+    return Array.isArray(candle) ? candle[1] : candle.open;
+}
+function getCandleHigh(candle) {
+    if (!candle)
+        return null;
+    return Array.isArray(candle) ? candle[2] : candle.high;
+}
+function getCandleLow(candle) {
+    if (!candle)
+        return null;
+    return Array.isArray(candle) ? candle[3] : candle.low;
+}
+function getCandleClose(candle) {
+    if (!candle)
+        return null;
+    return Array.isArray(candle) ? candle[4] : candle.close;
+}
+function getCandleTimestamp(candle) {
+    if (!candle)
+        return null;
+    return Array.isArray(candle) ? candle[0] : candle.timestamp;
+}
+function normalizeCandle(candle) {
+    if (!candle)
+        return null;
+    if (Array.isArray(candle)) {
+        const ts = Number(candle[0]);
+        const open = Number(candle[1]);
+        const high = Number(candle[2]);
+        const low = Number(candle[3]);
+        const close = Number(candle[4]);
+        const volume = Number(candle[5] ?? 0);
+        if (![ts, open, high, low, close].every(Number.isFinite))
+            return null;
+        return { time: Math.floor(ts / 1000), open, high, low, close, volume: Number.isFinite(volume) ? volume : 0 };
+    }
+    const ts = Number(candle.timestamp ?? candle.ts ?? candle.time);
+    const open = Number(candle.open);
+    const high = Number(candle.high);
+    const low = Number(candle.low);
+    const close = Number(candle.close);
+    const volume = Number(candle.volume ?? candle.volumeA ?? 0);
+    if (![ts, open, high, low, close].every(Number.isFinite))
+        return null;
+    return { time: Math.floor(ts / 1000), open, high, low, close, volume: Number.isFinite(volume) ? volume : 0 };
+}
+/**
+ * Parse a candle JSON file with format detection:
+ * flat array → {candles: [...]} → {data: [...]}
+ */
+function loadCandleFile(filePath) {
+    if (!filePath || !fs.existsSync(filePath))
+        return { candles: [], meta: null };
+    const raw = readJSON(filePath);
+    if (Array.isArray(raw))
+        return { candles: raw, meta: null };
+    if (raw && Array.isArray(raw.candles))
+        return { candles: raw.candles, meta: raw.meta || raw };
+    if (raw && Array.isArray(raw.data))
+        return { candles: raw.data, meta: raw };
+    return { candles: [], meta: null };
+}
+module.exports = {
+    range,
+    calcStdDev,
+    computeATR,
+    getCandleClose,
+    getCandleTimestamp,
+    normalizeCandle,
+    loadCandleFile,
+};
+//# sourceMappingURL=math_utils.js.map

package/dist/analysis/math_utils.js.map

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package/dist/analysis/price_sources.d.ts

@@ -0,0 +1,34 @@
+interface JsonFileConfig {
+    filePath: string;
+}
+declare class JsonFileSource {
+    filePath: string;
+    name: string;
+    constructor(config: JsonFileConfig);
+    fetchCandles(): Promise<any[]>;
+    extractMarketPrice(candle: any): {
+        marketPrice: any;
+        timestamp: any;
+    };
+}
+interface MarketAdapterConfig {
+    stateDir?: string;
+    botKey: string;
+}
+declare class MarketAdapterSource {
+    stateDir: string;
+    botKey: string;
+    name: string;
+    constructor(config: MarketAdapterConfig);
+    fetchCandles(): Promise<any[]>;
+    extractMarketPrice(candle: any): {
+        marketPrice: any;
+        timestamp: any;
+    };
+}
+declare function createSource(type: string, config: JsonFileConfig | MarketAdapterConfig): JsonFileSource | MarketAdapterSource;
+declare const _default: {
+    createSource: typeof createSource;
+};
+export = _default;
+//# sourceMappingURL=price_sources.d.ts.map

package/dist/analysis/price_sources.d.ts.map

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package/dist/analysis/price_sources.js

@@ -0,0 +1,103 @@
+'use strict';
+/**
+ * Price Source Abstraction
+ *
+ * Unified interface for fetching market prices from multiple sources:
+ * - JSON candle files
+ * - Market adapter state
+ *
+ * Each source returns: { marketPrice, timestamp }
+ */
+const fs = require('fs');
+const path = require('path');
+const { fillCandleGaps } = require('../market_adapter/candle_utils');
+const { getCandleClose, getCandleTimestamp, loadCandleFile } = require('./math_utils');
+const { PATHS } = require('../modules/paths');
+const { readJSON } = require('../modules/utils/fs_utils');
+class JsonFileSource {
+    filePath;
+    name;
+    constructor(config) {
+        this.filePath = config.filePath;
+        this.name = `json:${path.basename(this.filePath)}`;
+        if (!fs.existsSync(this.filePath)) {
+            throw new Error(`[JsonFileSource] File not found: ${this.filePath}`);
+        }
+    }
+    async fetchCandles() {
+        try {
+            const { candles, meta } = loadCandleFile(this.filePath);
+            if (!Array.isArray(candles) || candles.length === 0) {
+                throw new Error('Expected JSON array or object with .candles or .data property');
+            }
+            const intervalSeconds = meta?.intervalSeconds || 3600;
+            const lookbackHours = meta?.lookbackHours;
+            if (lookbackHours && candles.length > 0) {
+                const nowMs = new Date(meta.fetchedAt || Date.now()).getTime();
+                const startTs = nowMs - (lookbackHours * 3600 * 1000);
+                return fillCandleGaps(candles, intervalSeconds, startTs, nowMs);
+            }
+            return candles;
+        }
+        catch (err) {
+            throw new Error(`[JsonFileSource] Failed to read ${this.filePath}: ${err.message}`);
+        }
+    }
+    extractMarketPrice(candle) {
+        return { marketPrice: getCandleClose(candle), timestamp: getCandleTimestamp(candle) };
+    }
+}
+class MarketAdapterSource {
+    stateDir;
+    botKey;
+    name;
+    constructor(config) {
+        this.stateDir = config.stateDir || PATHS.MARKET_ADAPTER.STATE_DIR;
+        this.botKey = config.botKey;
+        this.name = `market_adapter:${this.botKey}`;
+    }
+    async fetchCandles() {
+        const centersFile = path.join(this.stateDir, 'market_adapter_centers.json');
+        if (!fs.existsSync(centersFile)) {
+            throw new Error(`[MarketAdapterSource] Centers file not found: ${centersFile}`);
+        }
+        try {
+            const data = readJSON(centersFile);
+            let botData = data[this.botKey];
+            if (!botData && data.bots && data.bots[this.botKey]) {
+                botData = data.bots[this.botKey];
+            }
+            if (!botData) {
+                throw new Error(`Bot '${this.botKey}' not found in centers file`);
+            }
+            return botData.history?.map((entry) => ({
+                timestamp: entry.timestamp,
+                open: entry.center,
+                high: entry.center,
+                low: entry.center,
+                close: entry.center,
+                volume: 0,
+            })) || [];
+        }
+        catch (err) {
+            throw new Error(`[MarketAdapterSource] Failed to read: ${err.message}`);
+        }
+    }
+    extractMarketPrice(candle) {
+        return { marketPrice: candle.close, timestamp: candle.timestamp };
+    }
+}
+function createSource(type, config) {
+    switch (type.toLowerCase()) {
+        case 'json':
+            return new JsonFileSource(config);
+        case 'market_adapter':
+            return new MarketAdapterSource(config);
+        default:
+            throw new Error(`[PriceSource] Unknown type: ${type}`);
+    }
+}
+module.exports = {
+    createSource,
+};
+//# sourceMappingURL=price_sources.js.map

package/dist/analysis/price_sources.js.map

@@ -0,0 +1 @@
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package/dist/analysis/trade_profitability.d.ts

@@ -0,0 +1,115 @@
+#!/usr/bin/env node
+interface AssetAmount {
+    amount: number;
+    asset_id: string;
+}
+interface FillRecord {
+    time: string;
+    blockNum: number;
+    opNum: number;
+    orderId: string;
+    accountId: string;
+    pays: AssetAmount;
+    receives: AssetAmount;
+    fee: AssetAmount;
+    isMaker: boolean;
+    sort: any[];
+}
+interface TradeFill {
+    time: string;
+    orderId: string;
+    direction: 'buy' | 'sell';
+    baseAsset: string;
+    quoteAsset: string;
+    baseAmount: number;
+    quoteAmount: number;
+    price: number;
+    isMaker: boolean;
+    sequence: number;
+    marketFeeReal: number;
+    marketFeeAsset: string;
+}
+interface RealizedPnl {
+    sellPrice: number;
+    buyPrice: number;
+    amount: number;
+    pnl: number;
+    pnlPct: number;
+    effPrice: number;
+    marketFeeEntry: number;
+    marketFeeExit: number;
+    feeBts: number;
+    pnlNet: number;
+    pnlNetPct: number;
+    entryTime: string;
+    exitTime: string;
+    entryOrderId: string;
+    exitOrderId: string;
+    entryIsMaker: boolean;
+    exitIsMaker: boolean;
+}
+interface PairAnalysis {
+    baseAsset: string;
+    quoteAsset: string;
+    buys: TradeFill[];
+    sells: TradeFill[];
+    realizedPnls: RealizedPnl[];
+    totalBuyBase: number;
+    totalSellBase: number;
+    totalBuyQuote: number;
+    totalSellQuote: number;
+    unmatchedSellBase: number;
+    totalRealizedPnl: number;
+    totalMarketFees: number;
+    totalBlockchainFees: number;
+    totalRealizedPnlNet: number;
+    netPosition: number;
+}
+declare function classifyFills(fills: FillRecord[], filterAsset: string | null): {
+    trades: TradeFill[];
+    pairs: Set<string>;
+};
+declare function analyzePair(trades: TradeFill[], matchMode?: 'fifo' | 'sequential'): PairAnalysis;
+interface TradingMetrics {
+    totalLots: number;
+    winRate: number;
+    profitFactor: number;
+    avgWin: number;
+    avgLoss: number;
+    avgWinLossRatio: number;
+    expectancyBts: number;
+    expectancyPct: number;
+    expectancyR: number;
+    netExpectancyBts: number;
+    dailyPnlRatio: number;
+    dailyDownsideRatio: number;
+    maxConsecWins: number;
+    maxConsecLosses: number;
+    avgHoldHours: number;
+    limitOrderRatio: number;
+    bestTradePct: number;
+    worstTradePct: number;
+    mddPct: number;
+    mddHadStablePeak: boolean;
+    isOngoingRecovery: boolean;
+    currentDrawdownDays: number;
+    medianPnlPct: number;
+    p25PnlPct: number;
+    p75PnlPct: number;
+    feeDragPct: number;
+    maxRecoveryDays: number;
+    sellOrdersFilled: number;
+    fillsPerOrderMean: number;
+    fillsPerOrderMedian: number;
+    fillsPerOrderMax: number;
+    oneShotOrderRatio: number;
+    fillsPerDay: number;
+    avgVolumePerDay: number;
+    medianR: number;
+    pctRGreater1: number;
+    pctRGreater2: number;
+    pctRLessNeg1: number;
+}
+declare function computeMetrics(pair: PairAnalysis): TradingMetrics;
+export { analyzePair, classifyFills, computeMetrics, TradeFill, FillRecord, RealizedPnl, PairAnalysis, TradingMetrics };
+//# sourceMappingURL=trade_profitability.d.ts.map

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