dexbot 1.1.10

package/dist/market_adapter/lp_chart_strategy_loader.js

@@ -0,0 +1,169 @@
+'use strict';
+const { path } = require('../modules/path_api');
+const { getStorage } = require('../modules/storage');
+const storage = getStorage();
+const { normalizeAssetSymbol, isExactPair, isSamePair } = require('./utils/chain');
+const { toIntervalLabel } = require('./interval_utils');
+const { PROJECT_ROOT } = require('./utils/paths');
+const { readJSON } = require('../modules/utils/fs_utils');
+const ANALYSIS_AMA_FITTING_DIR = path.join(PROJECT_ROOT, 'analysis', 'ama_fitting');
+const MARKET_ADAPTER_DIR = path.join(PROJECT_ROOT, 'market_adapter');
+function inferIntervalLabel(meta) {
+    const sec = Number(meta?.intervalSeconds);
+    if (!Number.isFinite(sec) || sec <= 0)
+        return null;
+    return toIntervalLabel(sec);
+}
+function buildAmaStrategy(name, ama, color, dash, lineWidth = 1.5) {
+    if (!ama)
+        return null;
+    return {
+        name,
+        erPeriod: ama.erPeriod ?? ama.er,
+        fastPeriod: ama.fastPeriod ?? ama.fast,
+        slowPeriod: ama.slowPeriod ?? ama.slow,
+        color,
+        dash,
+        lineWidth,
+    };
+}
+function loadStrategiesFromResults(resultsPath) {
+    if (!resultsPath || !storage.exists(resultsPath))
+        return null;
+    const json = readJSON(resultsPath);
+    const meta = json?.meta;
+    if (!meta)
+        return null;
+    if (meta.amas && meta.amas.AMA1 && meta.amas.AMA2 && meta.amas.AMA3 && meta.amas.AMA4) {
+        const order = [
+            ['AMA1', '#fb8c00', 'solid'],
+            ['AMA2', '#42a5f5', 'dash'],
+            ['AMA3', '#66bb6a', 'longdash'],
+            ['AMA4', '#ef5350', 'longdashdot'],
+        ];
+        const out = [];
+        for (const [k, color, dash] of order) {
+            const r = meta.amas[k];
+            if (!r)
+                continue;
+            const cleaned = String(r.label || '')
+                .replace(/^AMA\d\s*/i, '')
+                .replace(/^[-:\s]+/, '')
+                .replace(/min move,\s*/i, '')
+                .trim();
+            const name = cleaned ? `${k} - ${cleaned}` : k;
+            const strat = buildAmaStrategy(name, r, color, dash, 1.5);
+            if (strat)
+                out.push(strat);
+        }
+        return out.length ? out : null;
+    }
+    const strategies = [];
+    function add(key, label, color, dash) {
+        const r = meta[key];
+        const strat = buildAmaStrategy(label, r, color, dash, 1.5);
+        if (strat)
+            strategies.push(strat);
+    }
+    const areaCap = Number.isFinite(meta.areaCapPct) ? meta.areaCapPct : null;
+    const prodCap = Number.isFinite(meta.prodCapPct) ? meta.prodCapPct : null;
+    add('bestProdMaxDist', 'MAX PROD/MAXDIST', '#42a5f5', 'dash');
+    add('bestAreaMaxDist', 'MAX AREA/MAXDIST', '#fb8c00', 'solid');
+    add('bestAreaMaxDistCapped', areaCap === null ? 'MAX AREA/MAXDIST (cap)' : `MAX AREA/MAXDIST (<=${areaCap.toFixed(1)}%)`, '#66bb6a', 'longdash');
+    add('bestProdMaxDistCapped', prodCap === null ? 'MAX PROD/MAXDIST (cap)' : `MAX PROD/MAXDIST (<=${prodCap.toFixed(1)}%)`, '#ef5350', 'longdashdot');
+    return strategies.length ? strategies : null;
+}
+function loadStrategiesFromProfiles(profilesPath, meta) {
+    if (!profilesPath || !storage.exists(profilesPath))
+        return null;
+    if (!meta)
+        return null;
+    const json = readJSON(profilesPath);
+    const profiles = Array.isArray(json?.profiles) ? json.profiles : [];
+    if (profiles.length === 0)
+        return null;
+    const assetASymbol = normalizeAssetSymbol(meta?.assetA?.symbol);
+    const assetBSymbol = normalizeAssetSymbol(meta?.assetB?.symbol);
+    const assetAId = normalizeAssetSymbol(meta?.assetA?.id);
+    const assetBId = normalizeAssetSymbol(meta?.assetB?.id);
+    const intervalSeconds = Number(meta?.intervalSeconds);
+    const intervalLabel = inferIntervalLabel(meta);
+    const matches = profiles.map((p) => {
+        const pA = normalizeAssetSymbol(p?.assetA);
+        const pB = normalizeAssetSymbol(p?.assetB);
+        const pAId = normalizeAssetSymbol(p?.assetAId);
+        const pBId = normalizeAssetSymbol(p?.assetBId);
+        const exactBySymbol = assetASymbol && assetBSymbol && isExactPair(assetASymbol, assetBSymbol, pA, pB);
+        const exactById = assetAId && assetBId && isExactPair(assetAId, assetBId, pAId, pBId);
+        const symmetricBySymbol = assetASymbol && assetBSymbol && isSamePair(assetASymbol, assetBSymbol, pA, pB);
+        const symmetricById = assetAId && assetBId && isSamePair(assetAId, assetBId, pAId, pBId);
+        const matchRank = (exactBySymbol || exactById) ? 2 : ((symmetricBySymbol || symmetricById) ? 1 : 0);
+        return { profile: p, matchRank };
+    }).filter((entry) => entry.matchRank > 0);
+    if (matches.length === 0)
+        return null;
+    const exactMatches = matches.filter((entry) => entry.matchRank === 2);
+    const matchedProfiles = (exactMatches.length > 0 ? exactMatches : matches)
+        .map((entry) => entry.profile);
+    const sameInterval = matchedProfiles.filter((p) => {
+        if (Number.isFinite(intervalSeconds) && intervalSeconds > 0 && Number(p?.intervalSeconds) === intervalSeconds) {
+            return true;
+        }
+        if (intervalLabel && String(p?.intervalLabel || '').toLowerCase() === intervalLabel.toLowerCase()) {
+            return true;
+        }
+        return false;
+    });
+    const candidates = sameInterval.length > 0 ? sameInterval : matchedProfiles;
+    const profile = [...candidates].sort((a, b) => {
+        const aTs = Date.parse(String(a?.updatedAt || 0)) || 0;
+        const bTs = Date.parse(String(b?.updatedAt || 0)) || 0;
+        return bTs - aTs;
+    })[0];
+    const ama1 = profile?.amas?.AMA1;
+    const ama2 = profile?.amas?.AMA2;
+    const ama3 = profile?.amas?.AMA3;
+    const ama4 = profile?.amas?.AMA4;
+    if (!ama1 || !ama2 || !ama3 || !ama4)
+        return null;
+    return [
+        buildAmaStrategy(ama1.name || 'AMA1', ama1, '#fb8c00', 'solid'),
+        buildAmaStrategy(ama2.name || 'AMA2', ama2, '#42a5f5', 'dash', 2),
+        buildAmaStrategy(ama3.name || 'AMA3', ama3, '#66bb6a', 'longdash'),
+        buildAmaStrategy(ama4.name || 'AMA4', ama4, '#ef5350', 'longdashdot'),
+    ].filter(Boolean);
+}
+function candidateResultsPaths(dataFile, extraSearchDirs = []) {
+    const base = path.basename(dataFile, '.json');
+    const dirs = [
+        path.dirname(dataFile),
+        path.dirname(path.dirname(dataFile)),
+        ANALYSIS_AMA_FITTING_DIR,
+        MARKET_ADAPTER_DIR,
+        ...extraSearchDirs,
+    ].filter(Boolean);
+    const seen = new Set();
+    const out = [];
+    for (const dir of dirs) {
+        const resolved = path.resolve(dir);
+        if (seen.has(resolved))
+            continue;
+        seen.add(resolved);
+        out.push(path.join(resolved, `optimization_results_${base}.json`));
+    }
+    return out;
+}
+function loadStrategiesForLpChart({ dataFile, meta, profilesFile = null, extraSearchDirs = [] }) {
+    for (const resultsPath of candidateResultsPaths(dataFile, extraSearchDirs)) {
+        const fromResults = loadStrategiesFromResults(resultsPath);
+        if (fromResults)
+            return fromResults;
+    }
+    return loadStrategiesFromProfiles(profilesFile, meta);
+}
+module.exports = {
+    loadStrategiesForLpChart,
+    loadStrategiesFromProfiles,
+    loadStrategiesFromResults,
+};
+//# sourceMappingURL=lp_chart_strategy_loader.js.map

package/dist/market_adapter/lp_chart_strategy_loader.js.map

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

@@ -0,0 +1,133 @@
+#!/usr/bin/env node
+declare function _resetCycleCache(): void;
+declare function loadMarketAdapterSettings(): any;
+declare function findPairForBot(bot: any, pairs: any): any;
+declare function resolveBotCfg(bot: any, globalCfg: any): any;
+declare function usesAmaGridPrice(bot: any): boolean;
+declare function usesOrderbookMarketSource(bot: any): boolean;
+declare function sleepUntilAlignedBoundary(pollSeconds: any, referenceNowMs?: number, nowMs?: number): number;
+declare function resolveDeltaThresholdPercentFromGeneralSettings(settings: any): number;
+declare function applyRuntimeDefaultsFromGeneralSettings(cfg: any, provided?: {
+    deltaThresholdPercent?: boolean;
+}, settingsOverride?: any): any;
+declare function calculateBotThreshold(cfg: any): number;
+declare function computeCandleStaleness(lastCandleTs: any, maxStaleHours: any): {
+    staleData: boolean;
+    staleAgeHours: number;
+};
+declare function resolveAmaForBot(bot: any, ctx?: any, cfg?: any): any;
+declare function calcAmaComparison(candles: any, bot?: any, ctx?: any): any[];
+declare function fetchNativeMarketHistorySince(assetA: any, assetB: any, sinceMs: any, untilMs: any, intervalSeconds: any, options?: {
+    fillCandleGaps?: Function;
+}): Promise<any>;
+declare function writeGridResetTrigger(bot: any, payload: any): any;
+/**
+ * Atomically write the dynamic grid snapshot for a bot to profiles/orders/<botKey>.dynamicgrid.json.
+ * Contains AMA-derived center price and any computed effective weight offsets.
+ * The bot reads this snapshot before every rebalance so fresh weights are applied to new orders.
+ * Uses write-then-rename to prevent partial reads by the dexbot process.
+ */
+declare function writeBotDynamicGrid(botKey: string, gridCenterPrice: number, options?: {
+    amaCenterPrice?: number;
+    amaSlope?: any;
+    gridRangeScalingAmaSlope?: any;
+    amaSlopeDeltaPercent?: number;
+    amaSlopeThresholdPercent?: number;
+    gridPriceOffsetPct?: number;
+    dynamicWeights?: any;
+    observedLastGridResetAt?: string;
+    asymmetricBounds?: {
+        rawAsymmetryFactor: number | null;
+        appliedAsymmetryFactor: number;
+        trend: string;
+    };
+}): any;
+declare function writeCenterSnapshot(state: any): void;
+declare function mergeGridResetMetadataFromDynamicGrid(state: any): any;
+declare function runOnceForAma(overrides?: {}): Promise<{
+    state: any;
+    results: any[];
+    metrics: {
+        startedAt: string;
+        finishedAt: string;
+        durationMs: number;
+        totalActiveBots: any;
+        processedBots: any;
+        successBots: number;
+        failedBots: number;
+        triggeredBots: number;
+        staleBots: number;
+        kibanaPatchedBots: number;
+        kibanaPatchedCandles: any;
+        kibanaBackfilledBots: number;
+        kibanaBackfilledCandles: any;
+        unresolvedGapBots: number;
+        unresolvedGapCandles: any;
+    };
+    updatedAt: any;
+}>;
+declare function main(): Promise<0 | 1>;
+declare const _default: {
+    main: typeof main;
+    runOnceForAma: typeof runOnceForAma;
+    DEFAULT_AMA: any;
+    DEFAULTS: {
+        pollSeconds: any;
+        deltaThresholdPercent: any;
+        amaSlopeDeltaThresholdPercent: any;
+        absoluteThreshold: any;
+        intervalSeconds: any;
+        bootstrapLookbackHours: any;
+        nativeBackfillHours: any;
+        maxStaleHours: any;
+        sourceRetries: any;
+        retryDelayMs: any;
+        kibanaRequestTimeoutMs: any;
+        metricsJson: boolean;
+        quiet: boolean;
+        dryRun: boolean;
+        whitelistAll: boolean;
+        maxPages: any;
+        pageLimit: any;
+        once: boolean;
+        maxNativeGapFillCandles: any;
+        staleTailThreshold: any;
+        amaSlope: {
+            lookbackBars: any;
+            maxSlopePct: any;
+            neutralZonePct: any;
+            deltaThresholdPct: any;
+        };
+        kalmanSlope: {
+            maxSlopePct: any;
+        };
+        atrPeriod: any;
+    };
+    calculateBotThreshold: typeof calculateBotThreshold;
+    calcAmaComparison: typeof calcAmaComparison;
+    computeCandleStaleness: typeof computeCandleStaleness;
+    normalizeMarketSource: any;
+    sleepUntilAlignedBoundary: typeof sleepUntilAlignedBoundary;
+    resolveAmaForBot: typeof resolveAmaForBot;
+    resolveDeltaThresholdPercentFromGeneralSettings: typeof resolveDeltaThresholdPercentFromGeneralSettings;
+    applyRuntimeDefaultsFromGeneralSettings: typeof applyRuntimeDefaultsFromGeneralSettings;
+    resolveBotCfg: typeof resolveBotCfg;
+    usesAmaGridPrice: typeof usesAmaGridPrice;
+    usesOrderbookMarketSource: typeof usesOrderbookMarketSource;
+    isBotWhitelisted: any;
+    isBotDynamicWeightWhitelisted: any;
+    isBotAsymmetricBoundsWhitelisted: any;
+    isBotGridRangeScalingWhitelisted: any;
+    _resetCycleCache: typeof _resetCycleCache;
+    writeCenterSnapshot: typeof writeCenterSnapshot;
+    writeBotDynamicGrid: typeof writeBotDynamicGrid;
+    writeGridResetTrigger: typeof writeGridResetTrigger;
+    mergeGridResetMetadataFromDynamicGrid: typeof mergeGridResetMetadataFromDynamicGrid;
+    normalizeNativeMarketHistoryCandles: any;
+    fetchNativeMarketHistorySince: typeof fetchNativeMarketHistorySince;
+    _setBitsharesClientForTests: any;
+    loadMarketAdapterSettings: typeof loadMarketAdapterSettings;
+    findPairForBot: typeof findPairForBot;
+};
+export = _default;
+//# sourceMappingURL=market_adapter.d.ts.map

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

@@ -0,0 +1 @@
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