dexbot 1.1.10

package/dist/market_adapter/core/kibana_market_candles.d.ts

@@ -0,0 +1,143 @@
+/**
+ * KIBANA MARKET CANDLES
+ *
+ * Fetches OHLCV candles from order book fill operations (op_type 4)
+ * for any asset pair on BitShares. Unlike kibana_source.ts which handles
+ * LP pool swaps (op_type 63), this module handles regular limit order fills.
+ *
+ * Use case: historical price candles for MPA/BTS markets where the margin
+ * trading system needs trend detection input beyond just the current
+ * on-chain feed price.
+ *
+ * Data source:
+ *   Kibana: https://kibana.bitshares.dev
+ *   Index:  bitshares-*
+ *   Operation type: 4 (fill_order)
+ *
+ * ES field paths for fill_order:
+ *   op_object.pays.amount    – integer amount paid
+ *   op_object.pays.asset_id  – asset ID paid
+ *   op_object.receives.amount     – integer amount received
+ *   op_object.receives.asset_id   – asset ID received
+ *   op_object.account_id          – whose order was filled
+ *   op_object.order_id            – the limit order that filled
+ *
+ * Output: [[timestamp_ms, open, high, low, close, volume_base], ...]
+ * Same OHLCV format as kibana_source.ts for compatibility with candle_utils.
+ */
+/**
+ * Build ES query for fill_order aggregation in one direction.
+ *
+ * Filters fills where pays.asset_id = soldAssetId, aggregates by time bucket:
+ *   sum_sold     = Σ pays.amount
+ *   sum_received = Σ receives.amount
+ *
+ * VWAP per bucket = sum_received / sum_sold (precision-adjusted externally).
+ *
+ * @param {string}      soldAssetId    – e.g. '1.3.0' (BTS)
+ * @param {string}      receivedAssetId – e.g. '1.3.5649' (HONEST.USD)
+ * @param {number}      lookbackHours
+ * @param {number}      intervalSeconds
+ * @param {Object|null} timeRange      – { gte, lte } ISO strings
+ * @returns {Object} ES query object
+ */
+declare function buildFillCandleQuery(soldAssetId: any, receivedAssetId: any, lookbackHours: any, intervalSeconds: any, timeRange?: any): {
+    size: number;
+    query: {
+        bool: {
+            filter: ({
+                term: {
+                    operation_type: number;
+                    'operation_history.op_object.pays.asset_id.keyword'?: undefined;
+                    'operation_history.op_object.receives.asset_id.keyword'?: undefined;
+                };
+                range?: undefined;
+            } | {
+                term: {
+                    'operation_history.op_object.pays.asset_id.keyword': any;
+                    operation_type?: undefined;
+                    'operation_history.op_object.receives.asset_id.keyword'?: undefined;
+                };
+                range?: undefined;
+            } | {
+                term: {
+                    'operation_history.op_object.receives.asset_id.keyword': any;
+                    operation_type?: undefined;
+                    'operation_history.op_object.pays.asset_id.keyword'?: undefined;
+                };
+                range?: undefined;
+            } | {
+                range: {
+                    'block_data.block_time': {
+                        gte: any;
+                        lte: any;
+                    };
+                };
+                term?: undefined;
+            })[];
+        };
+    };
+    aggs: {
+        by_time: {
+            date_histogram: {
+                field: string;
+                fixed_interval: any;
+                min_doc_count: number;
+            };
+            aggs: {
+                sum_sold: {
+                    sum: {
+                        field: string;
+                    };
+                };
+                sum_received: {
+                    sum: {
+                        field: string;
+                    };
+                };
+            };
+        };
+    };
+};
+declare function bucketsToCandles(buckets: any, soldPrecision: any, receivedPrecision: any): any;
+/**
+ * Fetch bidirectional fill candles for an asset pair.
+ *
+ * Queries both directions (A→B fills and B→A fills), inverts B→A to
+ * unified "B per A" pricing, merges by timestamp.
+ *
+ * @param {Object} assetA  – { id: '1.3.0', precision: 5, symbol: 'BTS' }
+ * @param {Object} assetB  – { id: '1.3.5649', precision: 4, symbol: 'HONEST.USD' }
+ * @param {Object} [config]
+ * @returns {Promise<Array>} OHLCV candles in B-per-A units
+ */
+declare function getMarketCandles(assetA: any, assetB: any, config?: {}): Promise<any>;
+/**
+ * Close prices only — convenience wrapper for AMA / trend analyzer input.
+ *
+ * @param {string} assetA – First asset ID
+ * @param {string} assetB – Second asset ID
+ * @param {Object} [config] – Optional configuration overrides
+ * @returns {Promise<Object>} Parsed close price response
+ */
+declare function getMarketClosePrices(assetA: any, assetB: any, config?: {}): Promise<any>;
+/**
+ * Fetch candles for an MPA/BTS market using symbol strings.
+ * Resolves asset objects internally using chain queries if available,
+ * or accepts pre-resolved asset objects.
+ *
+ * @param {Object} baseAsset   – { id, precision, symbol } for BTS
+ * @param {Object} quoteAsset  – { id, precision, symbol } for the MPA
+ * @param {Object} [config]
+ * @returns {Promise<Array>} OHLCV candles (quote-per-base, e.g. HONEST.USD per BTS)
+ */
+declare function getMpaCandles(baseAsset: any, quoteAsset: any, config?: {}): Promise<any>;
+declare const _default: {
+    getMarketCandles: typeof getMarketCandles;
+    getMarketClosePrices: typeof getMarketClosePrices;
+    getMpaCandles: typeof getMpaCandles;
+    buildFillCandleQuery: typeof buildFillCandleQuery;
+    bucketsToCandles: typeof bucketsToCandles;
+};
+export = _default;
+//# sourceMappingURL=kibana_market_candles.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"kibana_market_candles.d.ts","sourceRoot":"","sources":["../../../market_adapter/core/kibana_market_candles.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;;GA0BG;AA0BH;;;;;;;;;;;;;;;GAeG;AACH,iBAAS,oBAAoB,CAAC,WAAW,KAAA,EAAE,eAAe,KAAA,EAAE,aAAa,KAAA,EAAE,eAAe,KAAA,EAAE,SAAS,MAAO;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EAmC3G;AAID,iBAAS,gBAAgB,CAAC,OAAO,KAAA,EAAE,aAAa,KAAA,EAAE,iBAAiB,KAAA,OAYlE;AAID;;;;;;;;;;GAUG;AACH,iBAAe,gBAAgB,CAAC,MAAM,KAAA,EAAE,MAAM,KAAA,EAAE,MAAM,KAAK,gBAQ1D;AAED;;;;;;;GAOG;AACH,iBAAe,oBAAoB,CAAC,MAAM,KAAA,EAAE,MAAM,KAAA,EAAE,MAAM,KAAK,gBAQ9D;AAED;;;;;;;;;GASG;AACH,iBAAe,aAAa,CAAC,SAAS,KAAA,EAAE,UAAU,KAAA,EAAE,MAAM,KAAK,gBAE9D;;;;;;;;AAED,kBASE"}

package/dist/market_adapter/core/kibana_market_candles.js

@@ -0,0 +1,170 @@
+/**
+ * KIBANA MARKET CANDLES
+ *
+ * Fetches OHLCV candles from order book fill operations (op_type 4)
+ * for any asset pair on BitShares. Unlike kibana_source.ts which handles
+ * LP pool swaps (op_type 63), this module handles regular limit order fills.
+ *
+ * Use case: historical price candles for MPA/BTS markets where the margin
+ * trading system needs trend detection input beyond just the current
+ * on-chain feed price.
+ *
+ * Data source:
+ *   Kibana: https://kibana.bitshares.dev
+ *   Index:  bitshares-*
+ *   Operation type: 4 (fill_order)
+ *
+ * ES field paths for fill_order:
+ *   op_object.pays.amount    – integer amount paid
+ *   op_object.pays.asset_id  – asset ID paid
+ *   op_object.receives.amount     – integer amount received
+ *   op_object.receives.asset_id   – asset ID received
+ *   op_object.account_id          – whose order was filled
+ *   op_object.order_id            – the limit order that filled
+ *
+ * Output: [[timestamp_ms, open, high, low, close, volume_base], ...]
+ * Same OHLCV format as kibana_source.ts for compatibility with candle_utils.
+ */
+'use strict';
+const { DEFAULT_CONFIG: BASE_CONFIG } = require('./kibana_client');
+const { toIntervalLabel } = require('../interval_utils');
+const { fetchKibanaCandles, fetchKibanaClosePrices } = require('./kibana_candles');
+const OP_FILL_ORDER = 4;
+const DEFAULT_CONFIG = {
+    ...BASE_CONFIG,
+    intervalSeconds: 3600, // 1h candles
+    lookbackHours: 500, // ~20 days
+    consolidateByTimestamp: true,
+};
+const FILL_FIELD_MAP = {
+    soldAssetField: 'operation_history.op_object.pays.asset_id.keyword',
+    receivedAssetField: 'operation_history.op_object.receives.asset_id.keyword',
+    soldAmountField: 'operation_history.op_object.pays.amount',
+    receivedAmountField: 'operation_history.op_object.receives.amount',
+};
+// ─── Query Builders ──────────────────────────────────────────────────────────
+/**
+ * Build ES query for fill_order aggregation in one direction.
+ *
+ * Filters fills where pays.asset_id = soldAssetId, aggregates by time bucket:
+ *   sum_sold     = Σ pays.amount
+ *   sum_received = Σ receives.amount
+ *
+ * VWAP per bucket = sum_received / sum_sold (precision-adjusted externally).
+ *
+ * @param {string}      soldAssetId    – e.g. '1.3.0' (BTS)
+ * @param {string}      receivedAssetId – e.g. '1.3.5649' (HONEST.USD)
+ * @param {number}      lookbackHours
+ * @param {number}      intervalSeconds
+ * @param {Object|null} timeRange      – { gte, lte } ISO strings
+ * @returns {Object} ES query object
+ */
+function buildFillCandleQuery(soldAssetId, receivedAssetId, lookbackHours, intervalSeconds, timeRange = null) {
+    const rangeValue = timeRange
+        ? { gte: timeRange.gte, lte: timeRange.lte }
+        : { gte: `now-${lookbackHours}h`, lte: 'now' };
+    return {
+        size: 0,
+        query: {
+            bool: {
+                filter: [
+                    { term: { operation_type: OP_FILL_ORDER } },
+                    { term: { 'operation_history.op_object.pays.asset_id.keyword': soldAssetId } },
+                    { term: { 'operation_history.op_object.receives.asset_id.keyword': receivedAssetId } },
+                    { range: { 'block_data.block_time': rangeValue } },
+                ],
+            },
+        },
+        aggs: {
+            by_time: {
+                date_histogram: {
+                    field: 'block_data.block_time',
+                    fixed_interval: toIntervalLabel(intervalSeconds),
+                    min_doc_count: 1,
+                },
+                aggs: {
+                    sum_sold: {
+                        sum: { field: 'operation_history.op_object.pays.amount' },
+                    },
+                    sum_received: {
+                        sum: { field: 'operation_history.op_object.receives.amount' },
+                    },
+                },
+            },
+        },
+    };
+}
+// ─── Bucket → Candle ─────────────────────────────────────────────────────────
+function bucketsToCandles(buckets, soldPrecision, receivedPrecision) {
+    const soldScale = Math.pow(10, soldPrecision);
+    const recvScale = Math.pow(10, receivedPrecision);
+    return buckets
+        .filter((b) => b.sum_sold.value > 0 && b.sum_received.value > 0)
+        .map((b) => {
+        const soldAmt = b.sum_sold.value / soldScale;
+        const recvAmt = b.sum_received.value / recvScale;
+        const vwap = recvAmt / soldAmt;
+        return [b.key, vwap, vwap, vwap, vwap, soldAmt];
+    });
+}
+// ─── Public API ──────────────────────────────────────────────────────────────
+/**
+ * Fetch bidirectional fill candles for an asset pair.
+ *
+ * Queries both directions (A→B fills and B→A fills), inverts B→A to
+ * unified "B per A" pricing, merges by timestamp.
+ *
+ * @param {Object} assetA  – { id: '1.3.0', precision: 5, symbol: 'BTS' }
+ * @param {Object} assetB  – { id: '1.3.5649', precision: 4, symbol: 'HONEST.USD' }
+ * @param {Object} [config]
+ * @returns {Promise<Array>} OHLCV candles in B-per-A units
+ */
+async function getMarketCandles(assetA, assetB, config = {}) {
+    return fetchKibanaCandles({
+        opType: OP_FILL_ORDER,
+        fieldMap: FILL_FIELD_MAP,
+        assetA,
+        assetB,
+        config,
+    });
+}
+/**
+ * Close prices only — convenience wrapper for AMA / trend analyzer input.
+ *
+ * @param {string} assetA – First asset ID
+ * @param {string} assetB – Second asset ID
+ * @param {Object} [config] – Optional configuration overrides
+ * @returns {Promise<Object>} Parsed close price response
+ */
+async function getMarketClosePrices(assetA, assetB, config = {}) {
+    return fetchKibanaClosePrices({
+        opType: OP_FILL_ORDER,
+        fieldMap: FILL_FIELD_MAP,
+        assetA,
+        assetB,
+        config,
+    });
+}
+/**
+ * Fetch candles for an MPA/BTS market using symbol strings.
+ * Resolves asset objects internally using chain queries if available,
+ * or accepts pre-resolved asset objects.
+ *
+ * @param {Object} baseAsset   – { id, precision, symbol } for BTS
+ * @param {Object} quoteAsset  – { id, precision, symbol } for the MPA
+ * @param {Object} [config]
+ * @returns {Promise<Array>} OHLCV candles (quote-per-base, e.g. HONEST.USD per BTS)
+ */
+async function getMpaCandles(baseAsset, quoteAsset, config = {}) {
+    return getMarketCandles(baseAsset, quoteAsset, config);
+}
+module.exports = {
+    // Primary API
+    getMarketCandles,
+    getMarketClosePrices,
+    getMpaCandles,
+    // Low-level (testing / custom queries)
+    buildFillCandleQuery,
+    bucketsToCandles,
+};
+//# sourceMappingURL=kibana_market_candles.js.map

package/dist/market_adapter/core/kibana_market_candles.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"kibana_market_candles.js","sourceRoot":"","sources":["../../../market_adapter/core/kibana_market_candles.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;;GA0BG;AAEH,YAAY,CAAC;AAEb,MAAM,EAAE,cAAc,EAAE,WAAW,EAAE,GAAG,OAAO,CAAC,iBAAiB,CAAC,CAAC;AACnE,MAAM,EAAE,eAAe,EAAE,GAAG,OAAO,CAAC,mBAAmB,CAAC,CAAC;AACzD,MAAM,EAAE,kBAAkB,EAAE,sBAAsB,EAAE,GAAG,OAAO,CAAC,kBAAkB,CAAC,CAAC;AAEnF,MAAM,aAAa,GAAG,CAAC,CAAC;AAExB,MAAM,cAAc,GAAG;IACrB,GAAG,WAAW;IACd,eAAe,EAAE,IAAI,EAAI,aAAa;IACtC,aAAa,EAAI,GAAG,EAAK,WAAW;IACpC,sBAAsB,EAAE,IAAI;CAC7B,CAAC;AAEF,MAAM,cAAc,GAAG;IACrB,cAAc,EAAE,mDAAmD;IACnE,kBAAkB,EAAE,uDAAuD;IAC3E,eAAe,EAAE,yCAAyC;IAC1D,mBAAmB,EAAE,6CAA6C;CACnE,CAAC;AAEF,gFAAgF;AAEhF;;;;;;;;;;;;;;;GAeG;AACH,SAAS,oBAAoB,CAAC,WAAW,EAAE,eAAe,EAAE,aAAa,EAAE,eAAe,EAAE,SAAS,GAAG,IAAI;IAC1G,MAAM,UAAU,GAAG,SAAS;QAC1B,CAAC,CAAC,EAAE,GAAG,EAAE,SAAS,CAAC,GAAG,EAAE,GAAG,EAAE,SAAS,CAAC,GAAG,EAAE;QAC5C,CAAC,CAAC,EAAE,GAAG,EAAE,OAAO,aAAa,GAAG,EAAE,GAAG,EAAE,KAAK,EAAE,CAAC;IAEjD,OAAO;QACL,IAAI,EAAE,CAAC;QACP,KAAK,EAAE;YACL,IAAI,EAAE;gBACJ,MAAM,EAAE;oBACN,EAAE,IAAI,EAAG,EAAE,cAAc,EAAE,aAAa,EAAE,EAAE;oBAC5C,EAAE,IAAI,EAAG,EAAE,mDAAmD,EAAE,WAAW,EAAE,EAAE;oBAC/E,EAAE,IAAI,EAAG,EAAE,uDAAuD,EAAE,eAAe,EAAE,EAAE;oBACvF,EAAE,KAAK,EAAE,EAAE,uBAAuB,EAAE,UAAU,EAAE,EAAE;iBACnD;aACF;SACF;QACD,IAAI,EAAE;YACJ,OAAO,EAAE;gBACP,cAAc,EAAE;oBACd,KAAK,EAAW,uBAAuB;oBACvC,cAAc,EAAE,eAAe,CAAC,eAAe,CAAC;oBAChD,aAAa,EAAG,CAAC;iBAClB;gBACD,IAAI,EAAE;oBACJ,QAAQ,EAAE;wBACR,GAAG,EAAE,EAAE,KAAK,EAAE,yCAAyC,EAAE;qBAC1D;oBACD,YAAY,EAAE;wBACZ,GAAG,EAAE,EAAE,KAAK,EAAE,6CAA6C,EAAE;qBAC9D;iBACF;aACF;SACF;KACF,CAAC;AACJ,CAAC;AAED,gFAAgF;AAEhF,SAAS,gBAAgB,CAAC,OAAO,EAAE,aAAa,EAAE,iBAAiB;IACjE,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,aAAa,CAAC,CAAC;IAC9C,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,iBAAiB,CAAC,CAAC;IAElD,OAAO,OAAO;SACX,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,QAAQ,CAAC,KAAK,GAAG,CAAC,IAAI,CAAC,CAAC,YAAY,CAAC,KAAK,GAAG,CAAC,CAAC;SAC/D,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE;QACT,MAAM,OAAO,GAAG,CAAC,CAAC,QAAQ,CAAC,KAAK,GAAG,SAAS,CAAC;QAC7C,MAAM,OAAO,GAAG,CAAC,CAAC,YAAY,CAAC,KAAK,GAAG,SAAS,CAAC;QACjD,MAAM,IAAI,GAAG,OAAO,GAAG,OAAO,CAAC;QAC/B,OAAO,CAAC,CAAC,CAAC,GAAG,EAAE,IAAI,EAAE,IAAI,EAAE,IAAI,EAAE,IAAI,EAAE,OAAO,CAAC,CAAC;IAClD,CAAC,CAAC,CAAC;AACP,CAAC;AAED,gFAAgF;AAEhF;;;;;;;;;;GAUG;AACH,KAAK,UAAU,gBAAgB,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,EAAE;IACzD,OAAO,kBAAkB,CAAC;QACxB,MAAM,EAAE,aAAa;QACrB,QAAQ,EAAE,cAAc;QACxB,MAAM;QACN,MAAM;QACN,MAAM;KACP,CAAC,CAAC;AACL,CAAC;AAED;;;;;;;GAOG;AACH,KAAK,UAAU,oBAAoB,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,EAAE;IAC7D,OAAO,sBAAsB,CAAC;QAC5B,MAAM,EAAE,aAAa;QACrB,QAAQ,EAAE,cAAc;QACxB,MAAM;QACN,MAAM;QACN,MAAM;KACP,CAAC,CAAC;AACL,CAAC;AAED;;;;;;;;;GASG;AACH,KAAK,UAAU,aAAa,CAAC,SAAS,EAAE,UAAU,EAAE,MAAM,GAAG,EAAE;IAC7D,OAAO,gBAAgB,CAAC,SAAS,EAAE,UAAU,EAAE,MAAM,CAAC,CAAC;AACzD,CAAC;AAED,iBAAS;IACP,cAAc;IACd,gBAAgB;IAChB,oBAAoB;IACpB,aAAa;IAEb,uCAAuC;IACvC,oBAAoB;IACpB,gBAAgB;CACjB,CAAC"}

package/dist/market_adapter/core/market_adapter_service.d.ts

@@ -0,0 +1,210 @@
+declare function normalizeAmaSlopePercentMode(value: any): "perBar" | "window";
+declare function normalizeAmaSlopeLookbackBars(value: any, fallback?: any): any;
+declare function convertSlopePercentToPerBar(value: any, lookbackBars: any, mode: any): number;
+declare class MarketAdapterService {
+    deps: any;
+    constructor(deps?: any);
+    static isRetryableClosedCandleFailure(reason: any): boolean;
+    getNowMs(): any;
+    selectClosedCandles(candles: any, intervalSeconds: any, nowMs?: any): {
+        closedCandles: any[];
+        currentBucketStartMs: number;
+    };
+    buildBotContextSignature(bot: any): string;
+    buildGapRepairTimeRange(missingTimestamps: any, intervalSeconds: any, maxGapHours?: any): {
+        gte: string;
+        lte: string;
+    };
+    getMissingTimestampsWithinTimeRange(missingTimestamps: any, timeRange: any): any[];
+    getGapRepairMaxHours(cfg: any): number;
+    getTrustedNoTradeGapThresholdCandles(cfg: any): any;
+    fillNativeIncrementalClosedGaps(candles: any, previousLastTs: any, intervalSeconds: any, nowMs?: any): any;
+    buildIncrementalCandleCollision(existing: any, incoming: any): any;
+    fillVerifiedInternalNoTradeGaps(candles: any, missingTimestamps: any, intervalSeconds: any, maxGapCandles: any): {
+        candles: any;
+        filledTimestamps: any[];
+    };
+    getNativeRecentTradeSequences(trades: any, limit?: any): number[];
+    filterTimeBasedNativeNewTrades(trades: any, knownSequences: any, nativeLastTradeTs: any, lastCandleTs: any, intervalSeconds: any): any[];
+    clampGridPriceToBounds(centerPrice: any, referencePrice: any, bot: any): any;
+    computeAppliedAsymmetryMetrics(bot: any, centerPrice: any, dynamicWeights: any): any;
+    buildDefaultBotState(bot: any, overrides?: any): any;
+    buildDefaultResult(bot: any, overrides?: any): any;
+    resolveAmaSlopeDeltaThresholdPercent(cfg: any): number;
+    buildAmaSlopeResetDetails(currentAmaSlope: any, previousAmaSlope: any, cfg: any): {
+        thresholdPercent: number;
+        currentSlopePct: number;
+        previousSlopePct: number;
+        deltaPercent: number;
+        thresholdCrossed: boolean;
+        shouldTrigger: boolean;
+    };
+    normalizePersistedBotState(botState: any, lookbackBars: any): any;
+    extractPersistedDynamicGridState(snapshot: any, lookbackBars: any): {
+        gridCenterPrice: number;
+        centerPrice: number;
+        amaCenterPrice: number;
+        amaSlope: any;
+        gridRangeScalingAmaSlope: any;
+        amaSlopeDeltaPercent: any;
+        amaSlopeThresholdPercent: any;
+        amaSlopePercentMode: string;
+        gridPriceOffsetPct: number;
+        lastGridResetAt: any;
+        lastGridResetSource: any;
+    };
+    _computeDynamicWeights(params: any): {
+        weights: {
+            sell: any;
+            buy: any;
+            profile: string;
+            meta: {
+                source: string;
+                staticSell: any;
+                staticBuy: any;
+                trend: any;
+                confidence: any;
+                slopePct: any;
+                slopeOffset: any;
+                rawSlopeOffset: any;
+                amaSlopeGated: any;
+                regimeMultiplier: number;
+                regimeSensitivity: any;
+                absoluteThreshold: any;
+                volatilityPenalty: any;
+                alpha: any;
+                dw: any;
+                gain: any;
+                atrPeriod: any;
+                maxSlopeOffset: any;
+                maxAsymmetryFactor: any;
+                clipPercentile: any;
+                neutralZonePct: any;
+                volatilityThreshold: any;
+                volatilityExponent: any;
+                volatilityScaleX: any;
+                amaSlope: {
+                    maxSlopePct: any;
+                };
+                kalmanSlope: {
+                    maxSlopePct: any;
+                };
+                maxVolatilityOffset: any;
+                kalmanSmoothPct: any;
+                kalmanDispScaleMult: any;
+                kalmanDispThresholdMult: any;
+                kalmanSmoothSpanPct: any;
+                signalConfirmBars: any;
+                amaChannelContribution: any;
+                rawFinalOffset: any;
+                trendOffset: any;
+                finalOffset: any;
+                minOutputThreshold: any;
+                outputThreshold: any;
+                belowMinOutputThreshold: boolean;
+                kalmanReady: any;
+                isReady: any;
+            };
+        };
+        dynamicWeightsPayload: {
+            isReady: boolean;
+            updatedAt: any;
+            hurst?: any;
+            pe?: any;
+            hurstRegime?: any;
+            peRegime?: any;
+            regimeReady?: any;
+            effectiveWeights: {
+                sell: any;
+                buy: any;
+            };
+            baseWeights: {
+                sell: any;
+                buy: any;
+            };
+            slopeOffset: any;
+            rawSlopeOffset: any;
+            amaSlopeGated: any;
+            volatilityPenalty: any;
+            finalOffset: any;
+            alpha: any;
+            dw: any;
+            gain: any;
+            atrPeriod: any;
+            maxSlopeOffset: any;
+            amaSlope: {
+                maxSlopePct: any;
+            };
+            kalmanSlope: {
+                maxSlopePct: any;
+            };
+            clipPercentile: any;
+            neutralZonePct: any;
+            volatilityThreshold: any;
+            volatilityExponent: any;
+            volatilityScaleX: any;
+            maxVolatilityOffset: any;
+            kalmanSmoothPct: any;
+            kalmanDispScaleMult: any;
+            kalmanDispThresholdMult: any;
+            kalmanSmoothSpanPct: any;
+            signalConfirmBars: any;
+            rawFinalOffset: any;
+            maxAsymmetryFactor: any;
+            amaChannelContribution: any;
+            trend: any;
+            confidence: any;
+            slopePct: any;
+            regimeMultiplier: number;
+            regimeSensitivity: any;
+            absoluteThreshold: any;
+            minOutputThreshold: any;
+            outputThreshold: any;
+            belowMinOutputThreshold: boolean;
+            kalmanReady: any;
+        };
+        slopeResult: any;
+        regimeResult: any;
+        kalmanResult: any;
+        amaSlope: {
+            trend: any;
+            confidence: any;
+            slopePct: any;
+            slopeOffset: any;
+            rawSlopeOffset: any;
+            amaSlopeGated: any;
+            regimeMultiplier: number;
+            symmetricDelta: any;
+            weightVariance: any;
+            isReady: any;
+            kalmanReady: any;
+            alpha: any;
+            dw: any;
+            gain: any;
+            atrPeriod: any;
+            maxSlopeOffset: any;
+            amaSlope: {
+                maxSlopePct: any;
+            };
+            kalmanSlope: {
+                maxSlopePct: any;
+            };
+            maxVolatilityOffset: any;
+            kalmanSmoothPct: any;
+            kalmanDispScaleMult: any;
+            kalmanDispThresholdMult: any;
+            kalmanSmoothSpanPct: any;
+            signalConfirmBars: any;
+        };
+    };
+    processBot(bot: any, state: any, cfg: any, contextCache: any, hooks?: any): Promise<any>;
+}
+declare const _default: {
+    MarketAdapterService: typeof MarketAdapterService;
+    AMA_SLOPE_PERCENT_MODE_PER_BAR: string;
+    normalizeAmaSlopePercentMode: typeof normalizeAmaSlopePercentMode;
+    normalizeAmaSlopeLookbackBars: typeof normalizeAmaSlopeLookbackBars;
+    convertSlopePercentToPerBar: typeof convertSlopePercentToPerBar;
+};
+export = _default;
+//# sourceMappingURL=market_adapter_service.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"market_adapter_service.d.ts","sourceRoot":"","sources":["../../../market_adapter/core/market_adapter_service.ts"],"names":[],"mappings":"AAkCA,iBAAS,4BAA4B,CAAC,KAAK,EAAE,GAAG,uBAS/C;AAED,iBAAS,6BAA6B,CAAC,KAAK,EAAE,GAAG,EAAE,QAAQ,GAAE,GAAqD,OAIjH;AAED,iBAAS,2BAA2B,CAAC,KAAK,EAAE,GAAG,EAAE,YAAY,EAAE,GAAG,EAAE,IAAI,EAAE,GAAG,UAM5E;AA4DD,cAAM,oBAAoB;IACtB,IAAI,EAAE,GAAG,CAAC;gBACE,IAAI,GAAE,GAAQ;IAI1B,MAAM,CAAC,8BAA8B,CAAC,MAAM,EAAE,GAAG;IAOjD,QAAQ;IAIR,mBAAmB,CAAC,OAAO,EAAE,GAAG,EAAE,eAAe,EAAE,GAAG,EAAE,KAAK,GAAE,GAAqB;;;;IAgBpF,wBAAwB,CAAC,GAAG,EAAE,GAAG;IAajC,uBAAuB,CAAC,iBAAiB,EAAE,GAAG,EAAE,eAAe,EAAE,GAAG,EAAE,WAAW,GAAE,GAAQ;;;;IAgB3F,mCAAmC,CAAC,iBAAiB,EAAE,GAAG,EAAE,SAAS,EAAE,GAAG;IAQ1E,oBAAoB,CAAC,GAAG,EAAE,GAAG;IAe7B,oCAAoC,CAAC,GAAG,EAAE,GAAG;IAM7C,+BAA+B,CAAC,OAAO,EAAE,GAAG,EAAE,cAAc,EAAE,GAAG,EAAE,eAAe,EAAE,GAAG,EAAE,KAAK,GAAE,GAAqB;IAwBrH,+BAA+B,CAAC,QAAQ,EAAE,GAAG,EAAE,QAAQ,EAAE,GAAG;IAqB5D,+BAA+B,CAAC,OAAO,EAAE,GAAG,EAAE,iBAAiB,EAAE,GAAG,EAAE,eAAe,EAAE,GAAG,EAAE,aAAa,EAAE,GAAG;;;;IA4D9G,6BAA6B,CAAC,MAAM,EAAE,GAAG,EAAE,KAAK,GAAE,GAAO;IAoBzD,8BAA8B,CAAC,MAAM,EAAE,GAAG,EAAE,cAAc,EAAE,GAAG,EAAE,iBAAiB,EAAE,GAAG,EAAE,YAAY,EAAE,GAAG,EAAE,eAAe,EAAE,GAAG;IA+BhI,sBAAsB,CAAC,WAAW,EAAE,GAAG,EAAE,cAAc,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG;IAetE,8BAA8B,CAAC,GAAG,EAAE,GAAG,EAAE,WAAW,EAAE,GAAG,EAAE,cAAc,EAAE,GAAG;IA4B9E,oBAAoB,CAAC,GAAG,EAAE,GAAG,EAAE,SAAS,GAAE,GAAQ;IA6ClD,kBAAkB,CAAC,GAAG,EAAE,GAAG,EAAE,SAAS,GAAE,GAAQ;IAgDhD,oCAAoC,CAAC,GAAG,EAAE,GAAG;IAU7C,yBAAyB,CAAC,eAAe,EAAE,GAAG,EAAE,gBAAgB,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG;;;;;;;;IAsB/E,0BAA0B,CAAC,QAAQ,EAAE,GAAG,EAAE,YAAY,EAAE,GAAG;IAK3D,gCAAgC,CAAC,QAAQ,EAAE,GAAG,EAAE,YAAY,EAAE,GAAG;;;;;;;;;;;;;IA+BjE,sBAAsB,CAAC,MAAM,EAAE,GAAG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;IAuZ5B,UAAU,CAAC,GAAG,EAAE,GAAG,EAAE,KAAK,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,YAAY,EAAE,GAAG,EAAE,KAAK,GAAE,GAAQ;CAohDtF;;;;;;;;AAED,kBAME"}