dexbot 1.1.10

package/dist/dexbot.js.map

@@ -0,0 +1 @@
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package/dist/market_adapter/ama_signal_runner.d.ts

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

package/dist/market_adapter/ama_signal_runner.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"ama_signal_runner.d.ts","sourceRoot":"","sources":["../../market_adapter/ama_signal_runner.ts"],"names":[],"mappings":""}

package/dist/market_adapter/ama_signal_runner.js

@@ -0,0 +1,175 @@
+#!/usr/bin/env node
+'use strict';
+Object.defineProperty(exports, "__esModule", { value: true });
+let _fs;
+function getFs() {
+    if (!_fs) {
+        try {
+            _fs = require('fs');
+        }
+        catch {
+            _fs = null;
+        }
+    }
+    return _fs;
+}
+const { getStorage } = require('../modules/storage');
+const storage = getStorage();
+/**
+ * AMA SIGNAL RUNNER
+ *
+ * Runs one candle-sync cycle (same logic as market_adapter), then returns
+ * machine-readable AMA outputs per bot.
+ *
+ * Usage:
+ *   tsx market_adapter/ama_signal_runner.ts
+ *   tsx market_adapter/ama_signal_runner.ts --bot XRP-BTS
+ *   tsx market_adapter/ama_signal_runner.ts --bot xrp-bts-0 --compact
+ */
+const { runOnceForAma } = require('./market_adapter');
+function printHelp() {
+    console.log('AMA signal runner (one cycle): updates candles and returns latest AMA values.');
+    console.log('');
+    console.log('Usage:');
+    console.log('  tsx market_adapter/ama_signal_runner.ts [options]');
+    console.log('');
+    console.log('Options:');
+    console.log('  --bot <name|key>           Filter output to a specific bot name or botKey');
+    console.log('  --deltaPercent <n>         Override trigger threshold percent');
+    console.log('  --bootstrapHours <n>       Kibana bootstrap lookback hours');
+    console.log('  --nativeBackfillHours <n>  Native incremental lookback hours');
+    console.log('  --maxStaleHours <n>        Max accepted candle staleness');
+    console.log('  --sourceRetries <n>        Retries for source calls');
+    console.log('  --retryDelayMs <n>         Base retry delay in milliseconds');
+    console.log('  --maxPages <n>             Max native history pages');
+    console.log('  --pageLimit <n>            Native page size (max 101)');
+    console.log('  --compact                  Print compact JSON');
+    console.log('  --help, -h                 Show this help');
+}
+function parseArgs() {
+    const args = Config.ARGS;
+    const out = {
+        bot: null,
+        compact: false,
+        overrides: {},
+    };
+    for (let i = 0; i < args.length; i++) {
+        const a = args[i];
+        const v = args[i + 1];
+        switch (a) {
+            case '--bot':
+                out.bot = v;
+                i++;
+                break;
+            case '--deltaPercent':
+                out.overrides.deltaThresholdPercent = Number(v);
+                i++;
+                break;
+            case '--gridResetFactor':
+                throw new Error('--gridResetFactor is no longer supported; use --deltaPercent <percent>');
+            case '--bootstrapHours':
+                out.overrides.bootstrapLookbackHours = Number(v);
+                i++;
+                break;
+            case '--nativeBackfillHours':
+                out.overrides.nativeBackfillHours = Number(v);
+                i++;
+                break;
+            case '--maxStaleHours':
+                out.overrides.maxStaleHours = Number(v);
+                i++;
+                break;
+            case '--sourceRetries':
+                out.overrides.sourceRetries = Number(v);
+                i++;
+                break;
+            case '--retryDelayMs':
+                out.overrides.retryDelayMs = Number(v);
+                i++;
+                break;
+            case '--maxPages':
+                out.overrides.maxPages = Number(v);
+                i++;
+                break;
+            case '--pageLimit':
+                out.overrides.pageLimit = Number(v);
+                i++;
+                break;
+            case '--compact':
+                out.compact = true;
+                break;
+            case '--help':
+            case '-h':
+                printHelp();
+                process.exit(0);
+                break;
+        }
+    }
+    return out;
+}
+function isFiniteOrNull(v) {
+    return Number.isFinite(v) ? v : null;
+}
+function buildOutput(payload, botFilter) {
+    const bots = (payload?.results || []).map((r) => ({
+        botName: r.botName,
+        botKey: r.botKey,
+        ok: !!r.ok,
+        source: r.source || null,
+        candleCount: Number.isFinite(r.candleCount) ? r.candleCount : null,
+        amaPrice: isFiniteOrNull(r.amaPrice),
+        previousCenterPrice: isFiniteOrNull(r.previousCenterPrice),
+        deltaPercent: isFiniteOrNull(r.deltaPercent),
+        thresholdPercent: isFiniteOrNull(r.thresholdPercent),
+        finalOffset: isFiniteOrNull(r.weights?.meta?.finalOffset),
+        amaSlopeGated: isFiniteOrNull(r.amaSlope?.amaSlopeGated),
+        regimeMultiplier: isFiniteOrNull(r.amaSlope?.regimeMultiplier),
+        triggered: !!r.triggered,
+        triggerPath: r.triggerPath || null,
+        reason: r.reason || null,
+    }));
+    let filtered = bots;
+    if (botFilter) {
+        const target = String(botFilter).trim().toLowerCase();
+        filtered = bots.filter((b) => String(b.botName || '').toLowerCase() === target || String(b.botKey || '').toLowerCase() === target);
+    }
+    return {
+        ok: true,
+        updatedAt: payload?.updatedAt || new Date().toISOString(),
+        metrics: payload?.metrics || null,
+        botCount: filtered.length,
+        bots: filtered,
+    };
+}
+const { Config } = require('../modules/config');
+async function main() {
+    const cli = parseArgs();
+    const fixtureRaw = Config.AMA_SIGNAL_RUNNER_FIXTURE_JSON;
+    let payload;
+    if (fixtureRaw) {
+        payload = JSON.parse(fixtureRaw);
+    }
+    else {
+        const originalStdoutWrite = process.stdout.write.bind(process.stdout);
+        process.stdout.write = () => true;
+        try {
+            payload = (await runOnceForAma(cli.overrides));
+        }
+        finally {
+            process.stdout.write = originalStdoutWrite;
+        }
+    }
+    const out = buildOutput(payload, cli.bot);
+    const json = cli.compact ? JSON.stringify(out) : JSON.stringify(out, null, 2);
+    process.stdout.write(`${json}\n`);
+    process.exit(0);
+}
+main().catch((err) => {
+    const out = {
+        ok: false,
+        error: err.message,
+    };
+    process.stdout.write(`${JSON.stringify(out, null, 2)}\n`);
+    process.exit(1);
+});
+//# sourceMappingURL=ama_signal_runner.js.map

package/dist/market_adapter/ama_signal_runner.js.map

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package/dist/market_adapter/candle_utils.d.ts

@@ -0,0 +1,57 @@
+declare function tradesToCandles(trades: any, assetA: any, assetB: any, intervalSeconds?: number): any[][];
+declare function detectMissingCandleTimestamps(candles: any, intervalSeconds?: number): {
+    gapCount: number;
+    missingTimestamps: any[];
+};
+/**
+ * Fills gaps in a candle series by carrying forward the last known close price.
+ * Volume for filled candles is 0.
+ *
+ * @param {Array}  candles         - [[ts, o, h, l, c, v], ...]
+ * @param {number} intervalSeconds - bucket size in seconds
+ * @param {number} [startTs]       - optional start timestamp (ms) to stretch to the past
+ * @param {number} [endTs]         - optional end timestamp (ms) to stretch to the future
+ * @param {Object} [options]       - optional settings
+ * @param {number} [options.baselinePrice] - optional price to use for leading gaps before the first candle
+ * @returns {Array} Filled candle array with no gaps
+ */
+declare function fillCandleGaps(candles: any, intervalSeconds: any, startTs?: any, endTs?: any, options?: any): any[];
+/**
+ * Detect a stale trailing run of consecutive zero-volume candles with the
+ * same close price. Returns the tail range so callers can verify with
+ * external sources before committing to a prune.
+ *
+ * @param {Array}  candles   - [[ts, o, h, l, c, v], ...]
+ * @param {number} threshold - min consecutive identical closes to flag
+ * @returns {{ sorted: Array, runLength: number, lastClose: number } | null}
+ *          null if no stale tail detected; otherwise the sorted array,
+ *          the run length, and the tail close price so the caller can
+ *          decide whether to slice.
+ */
+declare function detectStaleTail(candles: any, threshold: any): {
+    sorted: any[];
+    runLength: number;
+    lastClose: any;
+};
+/**
+ * Prune trailing candles that appear stale — i.e. zero-volume candles carrying
+ * the same close for `threshold` consecutive buckets. This prevents gap-fill
+ * (or a previous run) from carrying a frozen price forward indefinitely
+ * without deleting real same-price trades.
+ *
+ * @param {Array}  candles   - [[ts, o, h, l, c, v], ...]
+ * @param {number} threshold - min consecutive identical closes to prune
+ * @returns {Array} candles with stale tail removed
+ */
+declare function pruneStaleTail(candles: any, threshold: any): any;
+declare function mergeCandles(a: any, b: any, { onCollision }?: any): any[];
+declare const _default: {
+    tradesToCandles: typeof tradesToCandles;
+    detectMissingCandleTimestamps: typeof detectMissingCandleTimestamps;
+    fillCandleGaps: typeof fillCandleGaps;
+    detectStaleTail: typeof detectStaleTail;
+    pruneStaleTail: typeof pruneStaleTail;
+    mergeCandles: typeof mergeCandles;
+};
+export = _default;
+//# sourceMappingURL=candle_utils.d.ts.map

package/dist/market_adapter/candle_utils.d.ts.map

@@ -0,0 +1 @@
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package/dist/market_adapter/candle_utils.js

@@ -0,0 +1,252 @@
+'use strict';
+function rawToHuman(rawAmount, precision) {
+    if (precision === undefined || precision === null || !Number.isFinite(Number(precision))) {
+        throw new Error(`Invalid precision for rawToHuman: ${precision}`);
+    }
+    return Number(rawAmount || 0) / Math.pow(10, Number(precision));
+}
+function tradeToBPerA(trade, assetA, assetB) {
+    const sell = trade.sell || {};
+    const recv = trade.received || {};
+    const sellId = sell.asset_id;
+    const recvId = recv.asset_id;
+    if (!sellId || !recvId)
+        return null;
+    if (sellId === assetA.id && recvId === assetB.id) {
+        const a = rawToHuman(sell.amount, assetA.precision);
+        const b = rawToHuman(recv.amount, assetB.precision);
+        if (a <= 0 || b <= 0)
+            return null;
+        return { price: b / a, volumeA: a };
+    }
+    if (sellId === assetB.id && recvId === assetA.id) {
+        const b = rawToHuman(sell.amount, assetB.precision);
+        const a = rawToHuman(recv.amount, assetA.precision);
+        if (a <= 0 || b <= 0)
+            return null;
+        return { price: b / a, volumeA: a };
+    }
+    return null;
+}
+function tradesToCandles(trades, assetA, assetB, intervalSeconds = 3600) {
+    const bucketMs = intervalSeconds * 1000;
+    const sorted = trades.slice().sort((a, b) => {
+        const tsDelta = a.tsMs - b.tsMs;
+        if (tsDelta !== 0)
+            return tsDelta;
+        const aSeq = Number(a.sequence);
+        const bSeq = Number(b.sequence);
+        if (Number.isFinite(aSeq) && Number.isFinite(bSeq))
+            return aSeq - bSeq;
+        return 0;
+    });
+    const map = new Map();
+    for (const t of sorted) {
+        if (!Number.isFinite(t.tsMs))
+            continue;
+        const converted = tradeToBPerA(t, assetA, assetB);
+        if (!converted)
+            continue;
+        const key = Math.floor(t.tsMs / bucketMs) * bucketMs;
+        const p = converted.price;
+        const vA = converted.volumeA;
+        const cur = map.get(key);
+        if (!cur) {
+            map.set(key, { open: p, high: p, low: p, close: p, volumeA: vA });
+        }
+        else {
+            cur.high = Math.max(cur.high, p);
+            cur.low = Math.min(cur.low, p);
+            cur.close = p;
+            cur.volumeA += vA;
+        }
+    }
+    return [...map.entries()]
+        .sort((a, b) => a[0] - b[0])
+        .map(([ts, c]) => [ts, c.open, c.high, c.low, c.close, c.volumeA]);
+}
+function detectMissingCandleTimestamps(candles, intervalSeconds = 3600) {
+    const bucketMs = Number(intervalSeconds) * 1000;
+    if (!Number.isFinite(bucketMs) || bucketMs <= 0) {
+        return { gapCount: 0, missingTimestamps: [] };
+    }
+    const sorted = (Array.isArray(candles) ? candles : [])
+        .filter((c) => Array.isArray(c) && Number.isFinite(c[0]))
+        .slice()
+        .sort((a, b) => a[0] - b[0]);
+    if (sorted.length === 0) {
+        return { gapCount: 0, missingTimestamps: [] };
+    }
+    const missingTimestamps = [];
+    for (let i = 1; i < sorted.length; i++) {
+        const prevTs = sorted[i - 1][0];
+        const nextTs = sorted[i][0];
+        let expectedTs = prevTs + bucketMs;
+        while (nextTs > expectedTs) {
+            missingTimestamps.push(expectedTs);
+            expectedTs += bucketMs;
+        }
+    }
+    return {
+        gapCount: missingTimestamps.length,
+        missingTimestamps,
+    };
+}
+/**
+ * Fills gaps in a candle series by carrying forward the last known close price.
+ * Volume for filled candles is 0.
+ *
+ * @param {Array}  candles         - [[ts, o, h, l, c, v], ...]
+ * @param {number} intervalSeconds - bucket size in seconds
+ * @param {number} [startTs]       - optional start timestamp (ms) to stretch to the past
+ * @param {number} [endTs]         - optional end timestamp (ms) to stretch to the future
+ * @param {Object} [options]       - optional settings
+ * @param {number} [options.baselinePrice] - optional price to use for leading gaps before the first candle
+ * @returns {Array} Filled candle array with no gaps
+ */
+function fillCandleGaps(candles, intervalSeconds, startTs = null, endTs = null, options = {}) {
+    const bucketMs = Number(intervalSeconds) * 1000;
+    if (!candles || !Array.isArray(candles))
+        return [];
+    if (!Number.isFinite(bucketMs) || bucketMs <= 0)
+        return candles;
+    const sorted = candles
+        .filter((c) => Array.isArray(c) && Number.isFinite(c[0]))
+        .slice()
+        .sort((a, b) => a[0] - b[0]);
+    if (sorted.length === 0) {
+        // If we have no data, we can't really fill unless we have a baseline price.
+        if (options.baselinePrice != null && startTs != null && endTs != null) {
+            const filled = [];
+            let currentTs = Math.floor(Number(startTs) / bucketMs) * bucketMs;
+            const finalTs = Math.floor(Number(endTs) / bucketMs) * bucketMs;
+            const p = options.baselinePrice;
+            while (currentTs <= finalTs) {
+                filled.push([currentTs, p, p, p, p, 0]);
+                currentTs += bucketMs;
+            }
+            return filled;
+        }
+        return [];
+    }
+    const filled = [];
+    // Determine absolute timeline range
+    const firstKnownTs = sorted[0][0];
+    const lastKnownTs = sorted[sorted.length - 1][0];
+    let currentTs = startTs != null
+        ? Math.floor(Number(startTs) / bucketMs) * bucketMs
+        : firstKnownTs;
+    const finalTs = endTs != null
+        ? Math.floor(Number(endTs) / bucketMs) * bucketMs
+        : lastKnownTs;
+    let sourceIdx = 0;
+    let lastKnownPrice = options.baselinePrice ?? null;
+    // Advance sourceIdx to the first candle at or after currentTs
+    // and initialize lastKnownPrice if it's still null.
+    while (sourceIdx < sorted.length && sorted[sourceIdx][0] < currentTs) {
+        lastKnownPrice = sorted[sourceIdx][4];
+        sourceIdx++;
+    }
+    while (currentTs <= finalTs) {
+        if (sourceIdx < sorted.length && sorted[sourceIdx][0] === currentTs) {
+            lastKnownPrice = sorted[sourceIdx][4];
+            filled.push(sorted[sourceIdx]);
+            sourceIdx++;
+        }
+        else if (lastKnownPrice !== null) {
+            // Gap: carry forward lastKnownPrice
+            const p = lastKnownPrice;
+            // Format: [ts, open, high, low, close, volume]
+            filled.push([currentTs, p, p, p, p, 0]);
+        }
+        else {
+            // Leading gap with no baseline: skip this bucket
+        }
+        currentTs += bucketMs;
+    }
+    return filled;
+}
+/**
+ * Detect a stale trailing run of consecutive zero-volume candles with the
+ * same close price. Returns the tail range so callers can verify with
+ * external sources before committing to a prune.
+ *
+ * @param {Array}  candles   - [[ts, o, h, l, c, v], ...]
+ * @param {number} threshold - min consecutive identical closes to flag
+ * @returns {{ sorted: Array, runLength: number, lastClose: number } | null}
+ *          null if no stale tail detected; otherwise the sorted array,
+ *          the run length, and the tail close price so the caller can
+ *          decide whether to slice.
+ */
+function detectStaleTail(candles, threshold) {
+    if (!Number.isFinite(threshold) || threshold <= 0)
+        throw new Error('detectStaleTail: threshold must be a positive number');
+    if (!candles || !Array.isArray(candles) || candles.length === 0)
+        return null;
+    const sorted = candles
+        .filter((c) => Array.isArray(c) && Number.isFinite(c[0]))
+        .slice()
+        .sort((a, b) => a[0] - b[0]);
+    if (sorted.length < threshold)
+        return null;
+    const lastClose = sorted[sorted.length - 1][4];
+    if (Number(sorted[sorted.length - 1][5] || 0) !== 0)
+        return null;
+    let runLength = 1;
+    for (let i = sorted.length - 2; i >= 0; i--) {
+        if (sorted[i][4] === lastClose && Number(sorted[i][5] || 0) === 0) {
+            runLength++;
+        }
+        else {
+            break;
+        }
+    }
+    if (runLength < threshold)
+        return null;
+    return { sorted, runLength, lastClose };
+}
+/**
+ * Prune trailing candles that appear stale — i.e. zero-volume candles carrying
+ * the same close for `threshold` consecutive buckets. This prevents gap-fill
+ * (or a previous run) from carrying a frozen price forward indefinitely
+ * without deleting real same-price trades.
+ *
+ * @param {Array}  candles   - [[ts, o, h, l, c, v], ...]
+ * @param {number} threshold - min consecutive identical closes to prune
+ * @returns {Array} candles with stale tail removed
+ */
+function pruneStaleTail(candles, threshold) {
+    const detected = detectStaleTail(candles, threshold);
+    if (!detected)
+        return candles;
+    const { sorted, runLength } = detected;
+    const keepCount = sorted.length - runLength;
+    return keepCount > 0 ? sorted.slice(0, keepCount) : [];
+}
+function mergeCandles(a, b, { onCollision } = {}) {
+    const map = new Map();
+    for (const c of [...(a || []), ...(b || [])]) {
+        if (!Array.isArray(c))
+            continue;
+        const ts = c[0];
+        if (!map.has(ts)) {
+            map.set(ts, c);
+        }
+        else if (typeof onCollision === 'function') {
+            map.set(ts, onCollision(map.get(ts), c));
+        }
+        else {
+            map.set(ts, c);
+        }
+    }
+    return [...map.values()].sort((x, y) => x[0] - y[0]);
+}
+module.exports = {
+    tradesToCandles,
+    detectMissingCandleTimestamps,
+    fillCandleGaps,
+    detectStaleTail,
+    pruneStaleTail,
+    mergeCandles,
+};
+//# sourceMappingURL=candle_utils.js.map

package/dist/market_adapter/candle_utils.js.map

@@ -0,0 +1 @@
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package/dist/market_adapter/core/asymmetric_bounds.d.ts

@@ -0,0 +1,20 @@
+declare function resolveMaxAsymmetryFactor(primaryValue: any, secondaryValue: any, defaultValue: any): number;
+declare function computeAsymmetricBoundsMetrics({ centerPrice, minPrice, maxPrice, trend, slopeOffset, maxSlopeOffset, maxAsymmetryFactor, }: any): {
+    rawAsymmetryFactor: number;
+    appliedAsymmetryFactor: number;
+    maxAsymmetryFactor: number;
+};
+declare function applyAsymmetricBounds(params: any): {
+    resolvedMinPrice: number;
+    resolvedMaxPrice: number;
+    rawAsymmetryFactor: number;
+    appliedAsymmetryFactor: number;
+    maxAsymmetryFactor: number;
+};
+declare const _default: {
+    resolveMaxAsymmetryFactor: typeof resolveMaxAsymmetryFactor;
+    computeAsymmetricBoundsMetrics: typeof computeAsymmetricBoundsMetrics;
+    applyAsymmetricBounds: typeof applyAsymmetricBounds;
+};
+export = _default;
+//# sourceMappingURL=asymmetric_bounds.d.ts.map

package/dist/market_adapter/core/asymmetric_bounds.d.ts.map

@@ -0,0 +1 @@
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