dexbot 1.3.2 → 1.4.0

package/dist/analysis/derivative_chart_generator.js.map

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

@@ -1,34 +0,0 @@
-interface JsonFileConfig {
-    filePath: string;
-}
-declare class JsonFileSource {
-    filePath: string;
-    name: string;
-    constructor(config: JsonFileConfig);
-    fetchCandles(): Promise<any[]>;
-    extractMarketPrice(candle: any): {
-        marketPrice: any;
-        timestamp: any;
-    };
-}
-interface MarketAdapterConfig {
-    stateDir?: string;
-    botKey: string;
-}
-declare class MarketAdapterSource {
-    stateDir: string;
-    botKey: string;
-    name: string;
-    constructor(config: MarketAdapterConfig);
-    fetchCandles(): Promise<any[]>;
-    extractMarketPrice(candle: any): {
-        marketPrice: any;
-        timestamp: any;
-    };
-}
-declare function createSource(type: string, config: JsonFileConfig | MarketAdapterConfig): JsonFileSource | MarketAdapterSource;
-declare const _default: {
-    createSource: typeof createSource;
-};
-export = _default;
-//# sourceMappingURL=price_sources.d.ts.map

package/dist/analysis/price_sources.d.ts.map

@@ -1 +0,0 @@
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package/dist/analysis/price_sources.js

@@ -1,103 +0,0 @@
-'use strict';
-/**
- * Price Source Abstraction
- *
- * Unified interface for fetching market prices from multiple sources:
- * - JSON candle files
- * - Market adapter state
- *
- * Each source returns: { marketPrice, timestamp }
- */
-const fs = require('fs');
-const path = require('path');
-const { fillCandleGaps } = require('../market_adapter/candle_utils');
-const { getCandleClose, getCandleTimestamp, loadCandleFile } = require('./math_utils');
-const { PATHS } = require('../modules/paths');
-const { readJSON } = require('../modules/utils/fs_utils');
-class JsonFileSource {
-    filePath;
-    name;
-    constructor(config) {
-        this.filePath = config.filePath;
-        this.name = `json:${path.basename(this.filePath)}`;
-        if (!fs.existsSync(this.filePath)) {
-            throw new Error(`[JsonFileSource] File not found: ${this.filePath}`);
-        }
-    }
-    async fetchCandles() {
-        try {
-            const { candles, meta } = loadCandleFile(this.filePath);
-            if (!Array.isArray(candles) || candles.length === 0) {
-                throw new Error('Expected JSON array or object with .candles or .data property');
-            }
-            const intervalSeconds = meta?.intervalSeconds || 3600;
-            const lookbackHours = meta?.lookbackHours;
-            if (lookbackHours && candles.length > 0) {
-                const nowMs = new Date(meta.fetchedAt || Date.now()).getTime();
-                const startTs = nowMs - (lookbackHours * 3600 * 1000);
-                return fillCandleGaps(candles, intervalSeconds, startTs, nowMs);
-            }
-            return candles;
-        }
-        catch (err) {
-            throw new Error(`[JsonFileSource] Failed to read ${this.filePath}: ${err.message}`);
-        }
-    }
-    extractMarketPrice(candle) {
-        return { marketPrice: getCandleClose(candle), timestamp: getCandleTimestamp(candle) };
-    }
-}
-class MarketAdapterSource {
-    stateDir;
-    botKey;
-    name;
-    constructor(config) {
-        this.stateDir = config.stateDir || PATHS.MARKET_ADAPTER.STATE_DIR;
-        this.botKey = config.botKey;
-        this.name = `market_adapter:${this.botKey}`;
-    }
-    async fetchCandles() {
-        const centersFile = path.join(this.stateDir, 'market_adapter_centers.json');
-        if (!fs.existsSync(centersFile)) {
-            throw new Error(`[MarketAdapterSource] Centers file not found: ${centersFile}`);
-        }
-        try {
-            const data = readJSON(centersFile);
-            let botData = data[this.botKey];
-            if (!botData && data.bots && data.bots[this.botKey]) {
-                botData = data.bots[this.botKey];
-            }
-            if (!botData) {
-                throw new Error(`Bot '${this.botKey}' not found in centers file`);
-            }
-            return botData.history?.map((entry) => ({
-                timestamp: entry.timestamp,
-                open: entry.center,
-                high: entry.center,
-                low: entry.center,
-                close: entry.center,
-                volume: 0,
-            })) || [];
-        }
-        catch (err) {
-            throw new Error(`[MarketAdapterSource] Failed to read: ${err.message}`);
-        }
-    }
-    extractMarketPrice(candle) {
-        return { marketPrice: candle.close, timestamp: candle.timestamp };
-    }
-}
-function createSource(type, config) {
-    switch (type.toLowerCase()) {
-        case 'json':
-            return new JsonFileSource(config);
-        case 'market_adapter':
-            return new MarketAdapterSource(config);
-        default:
-            throw new Error(`[PriceSource] Unknown type: ${type}`);
-    }
-}
-module.exports = {
-    createSource,
-};
-//# sourceMappingURL=price_sources.js.map

package/dist/analysis/price_sources.js.map

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package/dist/analysis/trade_profitability.d.ts

@@ -1,115 +0,0 @@
-#!/usr/bin/env node
-interface AssetAmount {
-    amount: number;
-    asset_id: string;
-}
-interface FillRecord {
-    time: string;
-    blockNum: number;
-    opNum: number;
-    orderId: string;
-    accountId: string;
-    pays: AssetAmount;
-    receives: AssetAmount;
-    fee: AssetAmount;
-    isMaker: boolean;
-    sort: any[];
-}
-interface TradeFill {
-    time: string;
-    orderId: string;
-    direction: 'buy' | 'sell';
-    baseAsset: string;
-    quoteAsset: string;
-    baseAmount: number;
-    quoteAmount: number;
-    price: number;
-    isMaker: boolean;
-    sequence: number;
-    marketFeeReal: number;
-    marketFeeAsset: string;
-}
-interface RealizedPnl {
-    sellPrice: number;
-    buyPrice: number;
-    amount: number;
-    pnl: number;
-    pnlPct: number;
-    effPrice: number;
-    marketFeeEntry: number;
-    marketFeeExit: number;
-    feeBts: number;
-    pnlNet: number;
-    pnlNetPct: number;
-    entryTime: string;
-    exitTime: string;
-    entryOrderId: string;
-    exitOrderId: string;
-    entryIsMaker: boolean;
-    exitIsMaker: boolean;
-}
-interface PairAnalysis {
-    baseAsset: string;
-    quoteAsset: string;
-    buys: TradeFill[];
-    sells: TradeFill[];
-    realizedPnls: RealizedPnl[];
-    totalBuyBase: number;
-    totalSellBase: number;
-    totalBuyQuote: number;
-    totalSellQuote: number;
-    unmatchedSellBase: number;
-    totalRealizedPnl: number;
-    totalMarketFees: number;
-    totalBlockchainFees: number;
-    totalRealizedPnlNet: number;
-    netPosition: number;
-}
-declare function classifyFills(fills: FillRecord[], filterAsset: string | null): {
-    trades: TradeFill[];
-    pairs: Set<string>;
-};
-declare function analyzePair(trades: TradeFill[], matchMode?: 'fifo' | 'sequential'): PairAnalysis;
-interface TradingMetrics {
-    totalLots: number;
-    winRate: number;
-    profitFactor: number;
-    avgWin: number;
-    avgLoss: number;
-    avgWinLossRatio: number;
-    expectancyBts: number;
-    expectancyPct: number;
-    expectancyR: number;
-    netExpectancyBts: number;
-    dailyPnlRatio: number;
-    dailyDownsideRatio: number;
-    maxConsecWins: number;
-    maxConsecLosses: number;
-    avgHoldHours: number;
-    limitOrderRatio: number;
-    bestTradePct: number;
-    worstTradePct: number;
-    mddPct: number;
-    mddHadStablePeak: boolean;
-    isOngoingRecovery: boolean;
-    currentDrawdownDays: number;
-    medianPnlPct: number;
-    p25PnlPct: number;
-    p75PnlPct: number;
-    feeDragPct: number;
-    maxRecoveryDays: number;
-    sellOrdersFilled: number;
-    fillsPerOrderMean: number;
-    fillsPerOrderMedian: number;
-    fillsPerOrderMax: number;
-    oneShotOrderRatio: number;
-    fillsPerDay: number;
-    avgVolumePerDay: number;
-    medianR: number;
-    pctRGreater1: number;
-    pctRGreater2: number;
-    pctRLessNeg1: number;
-}
-declare function computeMetrics(pair: PairAnalysis): TradingMetrics;
-export { analyzePair, classifyFills, computeMetrics, TradeFill, FillRecord, RealizedPnl, PairAnalysis, TradingMetrics };
-//# sourceMappingURL=trade_profitability.d.ts.map

package/dist/analysis/trade_profitability.d.ts.map

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