dexbot 1.1.10

package/dist/market_adapter/core/strategies/atr/calculator.js

@@ -0,0 +1,47 @@
+/**
+ * Average True Range (ATR) Service
+ * Computes market volatility for symmetrical weight shifts.
+ */
+'use strict';
+const { normalizeAtrPeriod } = require('../../config_normalizers');
+/**
+ * Calculates ATR from candles (High, Low, Close).
+ * @param {Array} candles - Array of [timestamp, open, high, low, close, volume]
+ * @param {number} period - ATR period
+ * @returns {number} Average True Range value
+ */
+function calculateATR(candles, period = 14) {
+    const safePeriod = normalizeAtrPeriod(period);
+    if (!Array.isArray(candles))
+        return Number.NaN;
+    if (candles.length < safePeriod + 1)
+        return 0;
+    let tr = [];
+    let prevClose = null;
+    for (let i = 0; i < candles.length; i++) {
+        const high = Number(candles[i]?.[2]);
+        const low = Number(candles[i]?.[3]);
+        const close = Number(candles[i]?.[4]);
+        if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(close)) {
+            // Break the ATR chain across missing/invalid rows so a single bad candle
+            // does not synthesize a multi-bar gap into the next valid true range.
+            prevClose = null;
+            continue;
+        }
+        if (prevClose != null) {
+            tr.push(Math.max(high - low, Math.abs(high - prevClose), Math.abs(low - prevClose)));
+        }
+        prevClose = close;
+    }
+    if (tr.length === 0)
+        return Number.NaN;
+    if (tr.length < safePeriod)
+        return 0;
+    let atr = tr.slice(0, safePeriod).reduce((a, b) => a + b, 0) / safePeriod;
+    for (let i = safePeriod; i < tr.length; i++) {
+        atr = (atr * (safePeriod - 1) + tr[i]) / safePeriod;
+    }
+    return atr;
+}
+module.exports = { calculateATR };
+//# sourceMappingURL=calculator.js.map

package/dist/market_adapter/core/strategies/atr/calculator.js.map

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package/dist/market_adapter/core/strategies/collateral_manager.d.ts

@@ -0,0 +1,32 @@
+/**
+ * Collateral Ratio Recommendation Service
+ *
+ * Recommends a target collateral ratio based on trend analysis:
+ *
+ *   UP trend   → lower CR (less defensive — expect price to rise, so collateral
+ *                 needs less cushion against margin calls)
+ *   DOWN trend → higher CR (more defensive — expect price to fall, risk increases)
+ *   NEUTRAL    → midpoint of allowed range
+ *
+ * Confidence scales the adjustment:
+ *   ratio = midpoint + direction × (confidence / 100) × halfRange
+ *
+ * The output is recommendation only. Execution is owned by the debt runtime
+ * and any CR adjustment should trigger a grid rebuild from fresh on-chain state.
+ */
+/**
+ * @param {Object}  trendData           - TrendAnalyzer output ({ trend, confidence, isReady })
+ * @param {number}  minRatio            - Floor collateral ratio (e.g. 1.5)
+ * @param {number}  maxRatio            - Ceiling collateral ratio (e.g. 2.0)
+ * @returns {{ targetRatio: number, action: string, adjustment: number }}
+ */
+declare function adjustCollateralRatio(trendData: any, minRatio?: number, maxRatio?: number): {
+    targetRatio: any;
+    action: any;
+    adjustment: any;
+};
+declare const _default: {
+    adjustCollateralRatio: typeof adjustCollateralRatio;
+};
+export = _default;
+//# sourceMappingURL=collateral_manager.d.ts.map

package/dist/market_adapter/core/strategies/collateral_manager.d.ts.map

@@ -0,0 +1 @@
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package/dist/market_adapter/core/strategies/collateral_manager.js

@@ -0,0 +1,68 @@
+"use strict";
+const { roundTo, roundToDecimals } = require('../../../modules/utils/math_utils');
+'use strict';
+/**
+ * Collateral Ratio Recommendation Service
+ *
+ * Recommends a target collateral ratio based on trend analysis:
+ *
+ *   UP trend   → lower CR (less defensive — expect price to rise, so collateral
+ *                 needs less cushion against margin calls)
+ *   DOWN trend → higher CR (more defensive — expect price to fall, risk increases)
+ *   NEUTRAL    → midpoint of allowed range
+ *
+ * Confidence scales the adjustment:
+ *   ratio = midpoint + direction × (confidence / 100) × halfRange
+ *
+ * The output is recommendation only. Execution is owned by the debt runtime
+ * and any CR adjustment should trigger a grid rebuild from fresh on-chain state.
+ */
+/**
+ * @param {Object}  trendData           - TrendAnalyzer output ({ trend, confidence, isReady })
+ * @param {number}  minRatio            - Floor collateral ratio (e.g. 1.5)
+ * @param {number}  maxRatio            - Ceiling collateral ratio (e.g. 2.0)
+ * @returns {{ targetRatio: number, action: string, adjustment: number }}
+ */
+function adjustCollateralRatio(trendData, minRatio = 1.5, maxRatio = 2.0) {
+    const min = Number.isFinite(minRatio) && minRatio > 0 ? minRatio : 1.5;
+    const max = Number.isFinite(maxRatio) && maxRatio > min ? maxRatio : min + 0.5;
+    const midpoint = (min + max) / 2;
+    const halfRange = (max - min) / 2;
+    if (!trendData || !trendData.isReady) {
+        return {
+            targetRatio: midpoint,
+            action: 'HOLD',
+            adjustment: 0,
+        };
+    }
+    const confidence = Math.min(100, Math.max(0, Number(trendData.confidence) || 0));
+    const scale = (confidence / 100) * halfRange;
+    let targetRatio;
+    let action;
+    switch (trendData.trend) {
+        case 'UP':
+            // Price rising → less risk → can run with lower collateral
+            targetRatio = midpoint - scale;
+            action = scale > 0.01 ? 'DECREASE' : 'HOLD';
+            break;
+        case 'DOWN':
+            // Price falling → more risk → increase collateral cushion
+            targetRatio = midpoint + scale;
+            action = scale > 0.01 ? 'INCREASE' : 'HOLD';
+            break;
+        default: // NEUTRAL
+            targetRatio = midpoint;
+            action = 'HOLD';
+            break;
+    }
+    // Clamp to bounds
+    targetRatio = Math.max(min, Math.min(max, targetRatio));
+    targetRatio = roundTo(targetRatio, 1000);
+    return {
+        targetRatio,
+        action,
+        adjustment: roundToDecimals(targetRatio - midpoint, 3),
+    };
+}
+module.exports = { adjustCollateralRatio };
+//# sourceMappingURL=collateral_manager.js.map

package/dist/market_adapter/core/strategies/collateral_manager.js.map

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package/dist/market_adapter/core/strategies/regime_gate.d.ts

@@ -0,0 +1,66 @@
+declare function resolveHNodes(hurstZoneBand?: any): any[];
+declare function resolvePeNodes(peNodes?: any): any;
+declare function classifyHurstRegime(h: any, hurstZoneBand?: any): "TRENDING" | "MEAN_REVERTING" | "RANDOM";
+declare function classifyPeRegime(pe: any, peNodes?: any): "STRUCTURED" | "NOISE" | "MIXED";
+/**
+ * Bilinear interpolation over the 3×3 regime table.
+ *
+ * For a given (h, pe), find the enclosing cell in the node grid, compute the
+ * fractional position within that cell, and blend the four corner values.
+ * Inputs outside the node range are clamped to the table boundary.
+ *
+ * @param {number} h  - Hurst exponent [0, 1]
+ * @param {number} pe - Normalized permutation entropy [0, 1]
+ * @param {Array}  [regimeTable] - Optional override for regime table
+ * @param {Object} [opts]        - Optional threshold overrides for interpolation
+ * @param {number} [opts.hurstZoneBand] – Override Hurst neutral-zone width
+ * @param {Array}  [opts.peNodes]       – Override entropy thresholds
+ * @returns {number}  - Interpolated multiplier
+ */
+declare function bilinearInterpolate(h: any, pe: any, regimeTable?: any, opts?: any): number;
+/**
+ * Compute the Hurst+PE regime multiplier from a price series.
+ *
+ * Feeds all prices through HurstAnalyzer and PermutationEntropyAnalyzer,
+ * then bilinear-interpolates the regime table to produce a multiplier that
+ * gates the AMA slope offset in production weight computation.
+ *
+ * @param {number[]} closes          - Full close price series (same array used for AMA)
+ * @param {Object}   [opts]
+ * @param {number}   [opts.regimeSensitivity=1.0] - Exponent on the base multiplier (0=off, 1=default)
+ * @param {Array}    [opts.regimeTable]           - Custom 3x3 regime multiplier table
+ * @param {number}   [opts.hurstZoneBand]         - Override Hurst neutral-zone width
+ * @param {Array}    [opts.peNodes]               - Override entropy thresholds
+ * @param {Object}   [opts.hurstConfig]           - Override for HurstAnalyzer config
+ * @param {Object}   [opts.peConfig]              - Override for PermutationEntropyAnalyzer config
+ * @returns {{ multiplier: number, hurst: number|null, pe: number|null,
+ *             hurstRegime: string|null, peRegime: string|null, isReady: boolean,
+ *             series: number[] }}
+ */
+declare function computeRegimeMultiplier(closes: any, opts?: any): {
+    multiplier: number;
+    hurst: any;
+    pe: any;
+    hurstRegime: any;
+    peRegime: any;
+    isReady: boolean;
+    series: any[];
+} | {
+    multiplier: any;
+    hurst: any;
+    pe: any;
+    hurstRegime: string;
+    peRegime: string;
+    isReady: boolean;
+    series: any[];
+};
+declare const _default: {
+    computeRegimeMultiplier: typeof computeRegimeMultiplier;
+    bilinearInterpolate: typeof bilinearInterpolate;
+    classifyHurstRegime: typeof classifyHurstRegime;
+    classifyPeRegime: typeof classifyPeRegime;
+    resolveHNodes: typeof resolveHNodes;
+    resolvePeNodes: typeof resolvePeNodes;
+};
+export = _default;
+//# sourceMappingURL=regime_gate.d.ts.map

package/dist/market_adapter/core/strategies/regime_gate.d.ts.map

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package/dist/market_adapter/core/strategies/regime_gate.js

@@ -0,0 +1,189 @@
+'use strict';
+const { HurstAnalyzer } = require('../../../analysis/trend_detection/hurst_analyzer');
+const { PermutationEntropyAnalyzer } = require('../../../analysis/trend_detection/permutation_entropy_analyzer');
+const { MARKET_ADAPTER } = require('../../../modules/constants');
+const { roundTo } = require('../../../modules/utils/math_utils');
+const HURST_CONFIG = MARKET_ADAPTER.HURST_CONFIG;
+const PE_CONFIG = MARKET_ADAPTER.PE_CONFIG;
+function resolveHNodes(hurstZoneBand = null) {
+    const band = Number.isFinite(hurstZoneBand) ? hurstZoneBand : MARKET_ADAPTER.HURST_ZONE_BAND;
+    return [0.5 + band, 0.5, 0.5 - band];
+}
+function resolvePeNodes(peNodes = null) {
+    if (Array.isArray(peNodes) && peNodes.length === 3 && peNodes.every(Number.isFinite)) {
+        return peNodes;
+    }
+    return MARKET_ADAPTER.PE_NODES;
+}
+function classifyHurstRegime(h, hurstZoneBand = null) {
+    const [upper, , lower] = resolveHNodes(hurstZoneBand);
+    if (h >= upper)
+        return 'TRENDING';
+    if (h <= lower)
+        return 'MEAN_REVERTING';
+    return 'RANDOM';
+}
+function classifyPeRegime(pe, peNodes = null) {
+    const [low, , high] = resolvePeNodes(peNodes);
+    if (pe < low)
+        return 'STRUCTURED';
+    if (pe > high)
+        return 'NOISE';
+    return 'MIXED';
+}
+/**
+ * Bilinear interpolation over the 3×3 regime table.
+ *
+ * For a given (h, pe), find the enclosing cell in the node grid, compute the
+ * fractional position within that cell, and blend the four corner values.
+ * Inputs outside the node range are clamped to the table boundary.
+ *
+ * @param {number} h  - Hurst exponent [0, 1]
+ * @param {number} pe - Normalized permutation entropy [0, 1]
+ * @param {Array}  [regimeTable] - Optional override for regime table
+ * @param {Object} [opts]        - Optional threshold overrides for interpolation
+ * @param {number} [opts.hurstZoneBand] – Override Hurst neutral-zone width
+ * @param {Array}  [opts.peNodes]       – Override entropy thresholds
+ * @returns {number}  - Interpolated multiplier
+ */
+function bilinearInterpolate(h, pe, regimeTable = null, opts = {}) {
+    const table = regimeTable ?? MARKET_ADAPTER.REGIME_TABLE;
+    const H_NODES = resolveHNodes(opts.hurstZoneBand);
+    const PE_NODES = resolvePeNodes(opts.peNodes);
+    // --- Hurst axis (H_NODES derived from HURST_ZONE_BAND, decreasing) ---
+    // Find which interval h falls in: row r0, r1 = r0+1, fraction tRow toward r1
+    let r0, tRow;
+    if (h >= H_NODES[0]) {
+        r0 = 0;
+        tRow = 0; // at or above top node
+    }
+    else if (h <= H_NODES[2]) {
+        r0 = 1;
+        tRow = 1; // at or below bottom node
+    }
+    else if (h >= H_NODES[1]) {
+        r0 = 0;
+        tRow = (H_NODES[0] - h) / (H_NODES[0] - H_NODES[1]); // between nodes 0 and 1
+    }
+    else {
+        r0 = 1;
+        tRow = (H_NODES[1] - h) / (H_NODES[1] - H_NODES[2]); // between nodes 1 and 2
+    }
+    const r1 = Math.min(2, r0 + 1);
+    // --- PE axis (PE_NODES from constants, increasing) ---
+    // Find which interval pe falls in: col c0, c1 = c0+1, fraction tCol toward c1
+    let c0, tCol;
+    if (pe <= PE_NODES[0]) {
+        c0 = 0;
+        tCol = 0;
+    }
+    else if (pe >= PE_NODES[2]) {
+        c0 = 1;
+        tCol = 1;
+    }
+    else if (pe <= PE_NODES[1]) {
+        c0 = 0;
+        tCol = (pe - PE_NODES[0]) / (PE_NODES[1] - PE_NODES[0]);
+    }
+    else {
+        c0 = 1;
+        tCol = (pe - PE_NODES[1]) / (PE_NODES[2] - PE_NODES[1]);
+    }
+    const c1 = Math.min(2, c0 + 1);
+    // --- Bilinear blend ---
+    const v00 = table[r0][c0];
+    const v01 = table[r0][c1];
+    const v10 = table[r1][c0];
+    const v11 = table[r1][c1];
+    const top = v00 * (1 - tCol) + v01 * tCol;
+    const bottom = v10 * (1 - tCol) + v11 * tCol;
+    return top * (1 - tRow) + bottom * tRow;
+}
+/**
+ * Compute the Hurst+PE regime multiplier from a price series.
+ *
+ * Feeds all prices through HurstAnalyzer and PermutationEntropyAnalyzer,
+ * then bilinear-interpolates the regime table to produce a multiplier that
+ * gates the AMA slope offset in production weight computation.
+ *
+ * @param {number[]} closes          - Full close price series (same array used for AMA)
+ * @param {Object}   [opts]
+ * @param {number}   [opts.regimeSensitivity=1.0] - Exponent on the base multiplier (0=off, 1=default)
+ * @param {Array}    [opts.regimeTable]           - Custom 3x3 regime multiplier table
+ * @param {number}   [opts.hurstZoneBand]         - Override Hurst neutral-zone width
+ * @param {Array}    [opts.peNodes]               - Override entropy thresholds
+ * @param {Object}   [opts.hurstConfig]           - Override for HurstAnalyzer config
+ * @param {Object}   [opts.peConfig]              - Override for PermutationEntropyAnalyzer config
+ * @returns {{ multiplier: number, hurst: number|null, pe: number|null,
+ *             hurstRegime: string|null, peRegime: string|null, isReady: boolean,
+ *             series: number[] }}
+ */
+function computeRegimeMultiplier(closes, opts = {}) {
+    const sensitivity = Number.isFinite(opts.regimeSensitivity) ? opts.regimeSensitivity : 1.0;
+    const regimeTable = opts.regimeTable ?? null;
+    const hurstZoneBand = Number.isFinite(opts.hurstZoneBand) ? opts.hurstZoneBand : null;
+    const peNodes = Array.isArray(opts.peNodes) ? opts.peNodes : null;
+    const hurstCfg = opts.hurstConfig ?? HURST_CONFIG;
+    const peCfg = opts.peConfig ?? PE_CONFIG;
+    const notReady = {
+        multiplier: 1.0,
+        hurst: null,
+        pe: null,
+        hurstRegime: null,
+        peRegime: null,
+        isReady: false,
+        series: [],
+    };
+    if (!Array.isArray(closes) || closes.length === 0)
+        return notReady;
+    const hurst = new HurstAnalyzer(hurstCfg);
+    const pe = new PermutationEntropyAnalyzer(peCfg);
+    let hurstResult = null;
+    let peResult = null;
+    const series = new Array(closes.length).fill(1.0);
+    for (let i = 0; i < closes.length; i++) {
+        const price = closes[i];
+        if (!Number.isFinite(price) || price <= 0)
+            continue;
+        try {
+            hurstResult = hurst.update(price);
+            peResult = pe.update(price);
+            if (hurstResult?.isReady && peResult?.isReady) {
+                const h = hurstResult.hurst;
+                const ne = peResult.normalizedEntropy;
+                const baseMult = bilinearInterpolate(h, ne, regimeTable, { hurstZoneBand, peNodes });
+                const rawMult = sensitivity === 1.0 ? baseMult : Math.pow(baseMult, sensitivity);
+                series[i] = Math.min(rawMult, 1.0);
+            }
+        }
+        catch (_) {
+            // skip invalid prices
+        }
+    }
+    if (!hurstResult?.isReady || !peResult?.isReady)
+        return notReady;
+    const h = hurstResult.hurst;
+    const ne = peResult.normalizedEntropy;
+    const baseMult = bilinearInterpolate(h, ne, regimeTable, { hurstZoneBand, peNodes });
+    // Clamp to 1.0 max: regime only dampens, never amplifies
+    const rawMult = sensitivity === 1.0 ? baseMult : Math.pow(baseMult, sensitivity);
+    const finalMult = Math.min(rawMult, 1.0);
+    return {
+        multiplier: roundTo(finalMult, 1000),
+        hurst: h,
+        pe: roundTo(ne, 10000),
+        hurstRegime: classifyHurstRegime(h, hurstZoneBand),
+        peRegime: classifyPeRegime(ne, peNodes),
+        isReady: true,
+        series: series.map((value) => roundTo(value, 1000)),
+    };
+}
+module.exports = {
+    computeRegimeMultiplier,
+    bilinearInterpolate,
+    classifyHurstRegime,
+    classifyPeRegime,
+    resolveHNodes,
+    resolvePeNodes,
+};
+//# sourceMappingURL=regime_gate.js.map

package/dist/market_adapter/core/strategies/regime_gate.js.map

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

@@ -0,0 +1,10 @@
+/**
+ * market_adapter/index.ts — Barrel export for the market adapter subsystem.
+ * Consumers import from this index instead of targeting internal file paths.
+ *
+ * CLI-only scripts (merge_lp_data, ama_signal_runner) are NOT exported here
+ * since they are standalone entry points, not library modules.
+ */
+declare const _default: any;
+export = _default;
+//# sourceMappingURL=index.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../market_adapter/index.ts"],"names":[],"mappings":"AAAA;;;;;;GAMG;;AAwCH,kBAoCE"}

package/dist/market_adapter/index.js

@@ -0,0 +1,71 @@
+"use strict";
+/**
+ * market_adapter/index.ts — Barrel export for the market adapter subsystem.
+ * Consumers import from this index instead of targeting internal file paths.
+ *
+ * CLI-only scripts (merge_lp_data, ama_signal_runner) are NOT exported here
+ * since they are standalone entry points, not library modules.
+ */
+// ── Main adapter ───────────────────────────────────────────────────────────────
+const adapter = require('./market_adapter');
+const { MarketAdapterService } = require('./core/market_adapter_service');
+// ── Candle / interval utils ────────────────────────────────────────────────────
+const candleUtils = require('./candle_utils');
+const intervalUtils = require('./interval_utils');
+// ── Kibana / data sources ──────────────────────────────────────────────────────
+const kibanaClient = require('./core/kibana_client');
+const kibanaMarketCandles = require('./core/kibana_market_candles');
+const kibanaCandles = require('./core/kibana_candles');
+const kibanaSource = require('./inputs/kibana_source');
+const fetchLpData = require('./inputs/fetch_lp_data');
+// ── AMA & strategy core ────────────────────────────────────────────────────────
+const ama = require('./core/strategies/ama');
+const amaSlope = require('./core/strategies/ama_slope_model');
+const regimeGate = require('./core/strategies/regime_gate');
+const atrCalc = require('./core/strategies/atr/calculator');
+const asymBounds = require('./core/asymmetric_bounds');
+const configNormalizers = require('./core/config_normalizers');
+// ── Charting ────────────────────────────────────────────────────────────────────
+const lpChartCore = require('./lp_chart_core');
+const lpChartRunner = require('./lp_chart_runner');
+const lpChartStrategyLoader = require('./lp_chart_strategy_loader');
+// ── Utilities ───────────────────────────────────────────────────────────────────
+const adapterClient = require('./utils/adapter_client');
+const chainUtils = require('./utils/chain');
+const nativeHistory = require('./utils/native_history');
+const fileLock = require('./utils/file_lock');
+const dataDiscovery = require('./utils/data_discovery');
+const dynamicGridSnapshot = require('./utils/dynamic_grid_snapshot');
+module.exports = {
+    // Main adapter
+    MarketAdapterService,
+    ...adapter,
+    // Candle / interval utils
+    candle_utils: candleUtils,
+    interval_utils: intervalUtils,
+    // Kibana / data sources
+    kibana_client: kibanaClient,
+    kibana_market_candles: kibanaMarketCandles,
+    kibana_candles: kibanaCandles,
+    kibana_source: kibanaSource,
+    fetch_lp_data: fetchLpData,
+    // AMA & strategy core
+    ama,
+    ama_slope_model: amaSlope,
+    regime_gate: regimeGate,
+    atr_calculator: atrCalc,
+    asymmetric_bounds: asymBounds,
+    config_normalizers: configNormalizers,
+    // Charting
+    lp_chart_core: lpChartCore,
+    lp_chart_runner: lpChartRunner,
+    lp_chart_strategy_loader: lpChartStrategyLoader,
+    // Utilities
+    adapter_client: adapterClient,
+    chain: chainUtils,
+    native_history: nativeHistory,
+    file_lock: fileLock,
+    data_discovery: dataDiscovery,
+    dynamic_grid_snapshot: dynamicGridSnapshot,
+};
+//# sourceMappingURL=index.js.map

package/dist/market_adapter/index.js.map

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

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

package/dist/market_adapter/inputs/fetch_cex_synthetic_data.d.ts.map

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