dexbot 1.1.10

package/dist/market_adapter/lp_chart_core.js.map

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package/dist/market_adapter/lp_chart_runner.d.ts

@@ -0,0 +1,135 @@
+type NormalizedLpCandle = [number, number, number, number, number, number];
+interface LpCandleObject {
+    timestamp: number;
+    open: number;
+    high: number;
+    low: number;
+    close: number;
+    volume: number;
+}
+interface LpMeta {
+    pool?: string;
+    assetA?: {
+        symbol?: string;
+    };
+    assetB?: {
+        symbol?: string;
+    };
+    intervalSeconds?: number;
+    [key: string]: unknown;
+}
+interface AmaConfig {
+    name: string;
+    erPeriod: number;
+    fastPeriod: number;
+    slowPeriod: number;
+    color?: string;
+    dash?: string;
+    lineWidth?: number;
+}
+interface AmaResult extends AmaConfig {
+    values: number[];
+}
+interface LpDataBundle {
+    dataFile: string;
+    meta: LpMeta | null;
+    candleArrays: NormalizedLpCandle[];
+    candleObjects: LpCandleObject[];
+}
+interface CliArgOptions {
+    dataFlags?: string[];
+    allowPositional?: boolean;
+    includeNoOpen?: boolean;
+}
+interface MarketChartOptions {
+    dataFile?: string;
+    logger?: {
+        log: (...args: any[]) => void;
+    };
+    profilesFile?: string;
+    outFile?: string;
+    noOpen?: boolean;
+}
+interface ComparisonChartOptions {
+    dataFile?: string;
+    logger?: {
+        log: (...args: any[]) => void;
+    };
+    defaultStrategies?: AmaConfig[];
+    profilesFile?: string | null;
+    outFile?: string;
+    noOpen?: boolean;
+}
+interface BundleChartOptions {
+    dataFile?: string;
+    logger?: {
+        log: (...args: any[]) => void;
+    };
+    profilesFile?: string;
+    defaultStrategies?: AmaConfig[];
+    comparisonProfilesFile?: string | null;
+    openComparison?: boolean;
+    noOpen?: boolean;
+}
+interface CliOptions {
+    dataFlags?: string[];
+    logger?: {
+        log: (...args: any[]) => void;
+    };
+    profilesFile?: string;
+    comparisonProfilesFile?: string | null;
+    defaultStrategies?: AmaConfig[];
+}
+declare function parseLpChartCliArgs(argv: string[], options?: CliArgOptions): {
+    dataFile: string | null;
+    noOpen: boolean;
+};
+declare function resolveLpDataFile(dataFile?: string): string;
+declare function loadLpDataFile(dataFile?: string): LpDataBundle;
+declare function defaultMarketChartPath(meta: LpMeta | null): string;
+declare function defaultComparisonChartPath(meta: LpMeta | null, dataFile?: string): string;
+declare function generateMarketLpChart(options?: MarketChartOptions): {
+    dataFile: string;
+    outFile: string;
+    amaResults: AmaResult[];
+    meta: LpMeta | null;
+    candleArrays: NormalizedLpCandle[];
+};
+declare function generateComparisonLpChart(options?: ComparisonChartOptions): {
+    dataFile: string;
+    outFile: string;
+    amaResults: AmaResult[];
+    meta: LpMeta | null;
+    candleArrays: NormalizedLpCandle[];
+};
+declare function generateLpChartBundle(options?: BundleChartOptions): {
+    dataFile: string;
+    marketChart: ReturnType<typeof generateMarketLpChart>;
+    comparisonChart: ReturnType<typeof generateComparisonLpChart>;
+};
+declare function runLpChartCli(argv?: string[], options?: CliOptions): ReturnType<typeof generateLpChartBundle>;
+declare const _default: {
+    AMA_PROFILES_FILE: any;
+    DEFAULT_COMPARISON_STRATEGIES: {
+        name: any;
+        erPeriod: any;
+        fastPeriod: any;
+        slowPeriod: any;
+        color: string;
+        dash: string;
+    }[];
+    defaultComparisonChartPath: typeof defaultComparisonChartPath;
+    defaultMarketChartPath: typeof defaultMarketChartPath;
+    findLatestLpData: any;
+    generateComparisonLpChart: typeof generateComparisonLpChart;
+    generateLpChartBundle: typeof generateLpChartBundle;
+    generateMarketLpChart: typeof generateMarketLpChart;
+    ANALYSIS_CHARTS_DIR: any;
+    LP_DATA_DIR: any;
+    loadLpDataFile: typeof loadLpDataFile;
+    parseLpChartCliArgs: typeof parseLpChartCliArgs;
+    resolveLpDataFile: typeof resolveLpDataFile;
+    runLpChartCli: typeof runLpChartCli;
+};
+export = _default;
+//# sourceMappingURL=lp_chart_runner.d.ts.map

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

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

@@ -0,0 +1,337 @@
+'use strict';
+/**
+ * LP CHART RUNNER — Shared LP chart orchestration
+ *
+ * Owns the reusable chart workflow used by:
+ * - scripts/generate_lp_chart.js
+ * - package.json `lp:chart`
+ *
+ * Responsibilities:
+ * - resolve the input LP data file
+ * - load candles and metadata
+ * - resolve AMA strategies from optimizer results and/or market profiles
+ * - calculate AMA series and comparison metrics
+ * - choose output paths
+ * - render and write HTML via `lp_chart_core`
+ *
+ * Non-responsibilities:
+ * - rendering HTML internals (`lp_chart_core.ts`)
+ * - synthetic comparison mode (kept in analysis/ama_fitting)
+ * - fetch/export of LP data (`market_adapter/inputs/fetch_lp_data.ts`)
+ */
+const { path } = require('../modules/path_api');
+const { getStorage } = require('../modules/storage');
+const storage = getStorage();
+const { exec } = require('child_process');
+const { calculateAMA } = require('./core/strategies/ama');
+const { MARKET_ADAPTER } = require('../modules/constants');
+const { generateHTML } = require('./lp_chart_core');
+const { loadStrategiesForLpChart } = require('./lp_chart_strategy_loader');
+const { findLatestLpData } = require('./utils/data_discovery');
+const { PATHS } = require('../modules/paths');
+const { ensureDir, readJSON } = require('../modules/utils/fs_utils');
+const LP_DATA_DIR = PATHS.MARKET_ADAPTER.LP_DATA_DIR;
+const ANALYSIS_CHARTS_DIR = PATHS.ANALYSIS.CHARTS_DIR;
+const AMA_PROFILES_FILE = PATHS.PROFILES.MARKET_PROFILES_JSON;
+const DEFAULT_COMPARISON_COLORS = ['#26a69a', '#fb8c00', '#5c9ee6', '#ef5350'];
+const DEFAULT_COMPARISON_DASHES = ['dot', 'solid', 'dash', 'dashdot'];
+const DEFAULT_COMPARISON_STRATEGIES = Object.keys(MARKET_ADAPTER.AMAS).map((key, index) => {
+    const ama = MARKET_ADAPTER.AMAS[key];
+    return {
+        name: ama.name || key,
+        erPeriod: ama.erPeriod,
+        fastPeriod: ama.fastPeriod,
+        slowPeriod: ama.slowPeriod,
+        color: DEFAULT_COMPARISON_COLORS[index % DEFAULT_COMPARISON_COLORS.length],
+        dash: DEFAULT_COMPARISON_DASHES[index % DEFAULT_COMPARISON_DASHES.length],
+    };
+});
+function parseLpChartCliArgs(argv, options = {}) {
+    const args = Array.isArray(argv) ? argv : [];
+    const dataFlags = new Set(options.dataFlags ?? ['--data', '--file']);
+    const allowPositional = options.allowPositional !== false;
+    const includeNoOpen = options.includeNoOpen !== false;
+    let dataFile = null;
+    let noOpen = false;
+    for (let i = 0; i < args.length; i++) {
+        const arg = args[i];
+        if (dataFlags.has(arg) && args[i + 1]) {
+            dataFile = path.resolve(args[i + 1]);
+            i++;
+            continue;
+        }
+        if (includeNoOpen && arg === '--no-open') {
+            noOpen = true;
+            continue;
+        }
+        if (allowPositional && !arg.startsWith('--') && !dataFile) {
+            dataFile = path.resolve(arg);
+        }
+    }
+    return { dataFile, noOpen };
+}
+function normalizeLpCandle(candle, index) {
+    if (Array.isArray(candle)) {
+        if (candle.length < 5) {
+            throw new Error(`Invalid candle row at index ${index}: expected at least 5 entries`);
+        }
+        return [
+            candle[0],
+            candle[1],
+            candle[2],
+            candle[3],
+            candle[4],
+            (candle[5] ?? 0),
+        ];
+    }
+    if (candle && typeof candle === 'object') {
+        const rec = candle;
+        const timestamp = rec.timestamp;
+        const open = rec.open;
+        const high = rec.high;
+        const low = rec.low;
+        const close = rec.close;
+        const volume = (rec.volume ?? 0);
+        if ([timestamp, open, high, low, close].some((value) => value == null)) {
+            throw new Error(`Invalid candle object at index ${index}: missing OHLC fields`);
+        }
+        return [timestamp, open, high, low, close, volume];
+    }
+    throw new Error(`Invalid candle row at index ${index}: unsupported format`);
+}
+function resolveLpDataFile(dataFile) {
+    const resolved = dataFile ? path.resolve(dataFile) : findLatestLpData();
+    if (!resolved) {
+        throw new Error('No LP data file found. Use --data <path> or run the fetch step first.');
+    }
+    if (!storage.exists(resolved)) {
+        throw new Error(`File not found: ${resolved}`);
+    }
+    return resolved;
+}
+function loadLpDataFile(dataFile) {
+    const resolved = resolveLpDataFile(dataFile);
+    const raw = readJSON(resolved);
+    const meta = (raw.meta ?? null);
+    const candles = Array.isArray(raw?.candles) ? raw.candles : (Array.isArray(raw) ? raw : []);
+    if (!Array.isArray(candles) || candles.length === 0) {
+        throw new Error('No candles in data file.');
+    }
+    return {
+        dataFile: resolved,
+        meta,
+        candleArrays: candles.map((c, index) => normalizeLpCandle(c, index)),
+        candleObjects: candles.map((c, index) => {
+            const normalized = normalizeLpCandle(c, index);
+            return {
+                timestamp: normalized[0],
+                open: normalized[1],
+                high: normalized[2],
+                low: normalized[3],
+                close: normalized[4],
+                volume: normalized[5] ?? 0,
+            };
+        }),
+    };
+}
+function openInBrowser(filePath) {
+    const url = `file://${filePath}`;
+    const cmd = process.platform === 'darwin'
+        ? `open "${url}"`
+        : process.platform === 'win32'
+            ? `start "" "${url}"`
+            : `xdg-open "${url}"`;
+    exec(cmd, (err) => {
+        if (err)
+            console.warn(`  Could not auto-open browser: ${err.message}`);
+    });
+}
+function defaultMarketChartPath(meta) {
+    const suffix = meta?.pool
+        ? `pool_${String(meta.pool).replace('1.19.', '')}`
+        : `${meta?.assetA?.symbol || '?'}_${meta?.assetB?.symbol || '?'}`;
+    return path.join(ANALYSIS_CHARTS_DIR, `lp_AMA_chart_${suffix}.html`).replace(/\./g, '_').replace('_html', '.html');
+}
+function defaultComparisonChartPath(meta, dataFile) {
+    if (meta?.pool) {
+        const suffix = String(meta.pool).replace('1.19.', '');
+        return path.join(ANALYSIS_CHARTS_DIR, `lp_chart_pool_${suffix}.comparison.html`);
+    }
+    const fromMetaA = String(meta?.assetA?.symbol || '').trim();
+    const fromMetaB = String(meta?.assetB?.symbol || '').trim();
+    if (fromMetaA && fromMetaB) {
+        return path.join(ANALYSIS_CHARTS_DIR, `lp_chart_${fromMetaA}_${fromMetaB}.comparison.html`)
+            .replace(/\./g, '_')
+            .replace('_html', '.html');
+    }
+    return path.join(ANALYSIS_CHARTS_DIR, `lp_chart_${path.basename(dataFile || 'comparison', '.json')}.comparison.html`)
+        .replace(/\./g, '_')
+        .replace('_html', '.html');
+}
+function calculateMetrics(amaValues, candles) {
+    let maxDriftUp = 0;
+    let maxDriftDown = 0;
+    let cumDevAbove = 0;
+    let cumDevBelow = 0;
+    const skip = Math.max(20, Math.floor(candles.length * 0.1));
+    for (let i = skip; i < candles.length; i++) {
+        const ama = amaValues[i];
+        const driftUp = (candles[i].high - ama) / ama;
+        const driftDown = (ama - candles[i].low) / ama;
+        if (driftUp > maxDriftUp)
+            maxDriftUp = driftUp;
+        if (driftDown > maxDriftDown)
+            maxDriftDown = driftDown;
+        if (candles[i].high > ama)
+            cumDevAbove += driftUp;
+        if (candles[i].low < ama)
+            cumDevBelow += driftDown;
+    }
+    return {
+        maxDriftUp,
+        maxDriftDown,
+        cumDevAbove,
+        cumDevBelow,
+        totalDeviation: cumDevAbove + cumDevBelow,
+        maxDistance: Math.max(maxDriftUp, maxDriftDown),
+    };
+}
+function writeChartHtml({ meta, candleArrays, amaResults, outFile }) {
+    const html = generateHTML(meta, candleArrays, amaResults);
+    ensureDir(path.dirname(outFile));
+    storage.writeFile(outFile, html);
+}
+function generateMarketLpChart(options = {}) {
+    const logger = options.logger ?? console;
+    const { dataFile, meta, candleArrays } = loadLpDataFile(options.dataFile);
+    logger.log(`Reading: ${path.relative(process.cwd(), dataFile)}`);
+    const poolLabel = meta?.pool ? `pool ${meta.pool}` : `${meta?.assetA?.symbol || '?'}\/${meta?.assetB?.symbol || '?'}`;
+    logger.log(`  ${candleArrays.length} candles · ${poolLabel}`);
+    const closes = candleArrays.map((c) => c[4]);
+    const amaConfigs = loadStrategiesForLpChart({
+        dataFile,
+        meta,
+        profilesFile: options.profilesFile ?? AMA_PROFILES_FILE,
+    });
+    if (!amaConfigs) {
+        const pair = `${meta?.assetA?.symbol || '?'} / ${meta?.assetB?.symbol || '?'}`;
+        throw new Error(`AMA profile not found for pair ${pair}`);
+    }
+    const amaResults = amaConfigs.map((cfg) => ({
+        ...cfg,
+        values: calculateAMA(closes, cfg),
+    }));
+    const lastClose = closes[closes.length - 1];
+    for (const ama of amaResults) {
+        const lastAma = ama.values[ama.values.length - 1];
+        const deviation = ((lastClose - lastAma) / lastAma) * 100;
+        logger.log(`  ${ama.name.padEnd(24)} AMA: ${lastAma.toFixed(6)}  dev: ${deviation >= 0 ? '+' : ''}${deviation.toFixed(3)}%`);
+    }
+    const outFile = options.outFile ? path.resolve(options.outFile) : defaultMarketChartPath(meta);
+    writeChartHtml({ meta, candleArrays, amaResults, outFile });
+    logger.log(`\nChart saved: ${path.relative(process.cwd(), outFile)}`);
+    if (!options.noOpen) {
+        logger.log('Opening in browser...');
+        openInBrowser(outFile);
+    }
+    else {
+        logger.log(`Open manually: file://${outFile}`);
+    }
+    return { dataFile, outFile, amaResults, meta, candleArrays };
+}
+function generateComparisonLpChart(options = {}) {
+    const logger = options.logger ?? console;
+    const { dataFile, meta, candleArrays, candleObjects } = loadLpDataFile(options.dataFile);
+    const defaultStrategies = options.defaultStrategies ?? DEFAULT_COMPARISON_STRATEGIES;
+    const strategies = loadStrategiesForLpChart({
+        dataFile,
+        meta,
+        profilesFile: options.profilesFile ?? null,
+    }) ?? defaultStrategies;
+    logger.log(`Data:        ${path.basename(dataFile)}  (${candleObjects.length} candles)`);
+    if (strategies.length && strategies !== defaultStrategies) {
+        logger.log('Strategies:  loaded from shared strategy loader');
+        strategies.forEach((s) => logger.log(`  ${s.name.padEnd(28)} ER=${s.erPeriod}  Fast=${s.fastPeriod}  Slow=${s.slowPeriod}`));
+    }
+    else {
+        logger.log('Strategies:  results file not found — using defaults');
+    }
+    const closes = candleObjects.map((c) => c.close);
+    const amaResults = [];
+    logger.log('');
+    for (const [index, strategy] of strategies.entries()) {
+        const values = calculateAMA(closes, strategy);
+        const metrics = calculateMetrics(values, candleObjects);
+        amaResults.push({ ...strategy, lineWidth: index === 0 ? 2 : 1.5, values });
+        logger.log(`${strategy.name}`);
+        logger.log(`   ├─ Total Deviation: ${metrics.totalDeviation.toFixed(2)}%`);
+        logger.log(`   ├─ Max UP:         ${(metrics.maxDriftUp * 100).toFixed(2)}%`);
+        logger.log(`   ├─ Max DOWN:       ${(metrics.maxDriftDown * 100).toFixed(2)}%`);
+        logger.log(`   └─ Band Factor:    ${(metrics.maxDistance * 200).toFixed(2)}%\n`);
+    }
+    const outFile = options.outFile ? path.resolve(options.outFile) : defaultComparisonChartPath(meta, dataFile);
+    logger.log(`Generating chart (${amaResults.length} AMAs)...`);
+    writeChartHtml({ meta, candleArrays, amaResults, outFile });
+    logger.log(`\nChart saved: ${path.relative(process.cwd(), outFile)}`);
+    if (!options.noOpen) {
+        logger.log('Opening in browser...');
+        openInBrowser(outFile);
+    }
+    else {
+        logger.log(`Open:        file://${outFile}`);
+    }
+    return { dataFile, outFile, amaResults, meta, candleArrays };
+}
+function generateLpChartBundle(options = {}) {
+    const logger = options.logger ?? console;
+    const dataFile = resolveLpDataFile(options.dataFile);
+    logger.log(`Generating LP charts from ${path.relative(process.cwd(), dataFile)}`);
+    const marketChart = generateMarketLpChart({
+        dataFile,
+        noOpen: options.noOpen,
+        logger,
+        profilesFile: options.profilesFile,
+    });
+    const comparisonChart = generateComparisonLpChart({
+        dataFile,
+        noOpen: options.openComparison === true ? !!options.noOpen : true,
+        logger,
+        defaultStrategies: options.defaultStrategies ?? DEFAULT_COMPARISON_STRATEGIES,
+        profilesFile: options.comparisonProfilesFile ?? null,
+    });
+    return {
+        dataFile,
+        marketChart,
+        comparisonChart,
+    };
+}
+function runLpChartCli(argv = process.argv.slice(2), options = {}) {
+    const { dataFile, noOpen } = parseLpChartCliArgs(argv, {
+        dataFlags: options.dataFlags ?? ['--data', '--file'],
+    });
+    return generateLpChartBundle({
+        dataFile,
+        noOpen,
+        logger: options.logger ?? console,
+        profilesFile: options.profilesFile,
+        comparisonProfilesFile: options.comparisonProfilesFile,
+        defaultStrategies: options.defaultStrategies,
+    });
+}
+module.exports = {
+    AMA_PROFILES_FILE,
+    DEFAULT_COMPARISON_STRATEGIES,
+    defaultComparisonChartPath,
+    defaultMarketChartPath,
+    findLatestLpData,
+    generateComparisonLpChart,
+    generateLpChartBundle,
+    generateMarketLpChart,
+    ANALYSIS_CHARTS_DIR,
+    LP_DATA_DIR,
+    loadLpDataFile,
+    parseLpChartCliArgs,
+    resolveLpDataFile,
+    runLpChartCli,
+};
+//# sourceMappingURL=lp_chart_runner.js.map

package/dist/market_adapter/lp_chart_runner.js.map

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package/dist/market_adapter/lp_chart_strategy_loader.d.ts

@@ -0,0 +1,23 @@
+declare function loadStrategiesFromResults(resultsPath: any): any[];
+declare function loadStrategiesFromProfiles(profilesPath: any, meta: any): {
+    name: any;
+    erPeriod: any;
+    fastPeriod: any;
+    slowPeriod: any;
+    color: any;
+    dash: any;
+    lineWidth: number;
+}[];
+declare function loadStrategiesForLpChart({ dataFile, meta, profilesFile, extraSearchDirs }: {
+    dataFile: any;
+    meta: any;
+    profilesFile?: any;
+    extraSearchDirs?: any[];
+}): any[];
+declare const _default: {
+    loadStrategiesForLpChart: typeof loadStrategiesForLpChart;
+    loadStrategiesFromProfiles: typeof loadStrategiesFromProfiles;
+    loadStrategiesFromResults: typeof loadStrategiesFromResults;
+};
+export = _default;
+//# sourceMappingURL=lp_chart_strategy_loader.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"lp_chart_strategy_loader.d.ts","sourceRoot":"","sources":["../../market_adapter/lp_chart_strategy_loader.ts"],"names":[],"mappings":"AAiCA,iBAAS,yBAAyB,CAAC,WAAW,KAAA,SA6C7C;AAED,iBAAS,0BAA0B,CAAC,YAAY,KAAA,EAAE,IAAI,KAAA;;;;;;;;IA8DrD;AAwBD,iBAAS,wBAAwB,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,YAAmB,EAAE,eAAoB,EAAE;;;;;CAAA,SAO9F;;;;;;AAED,kBAIE"}