dexbot 1.3.2 → 1.4.0

package/dist/analysis/ama_fitting/fetch_lp_candles.js

@@ -1,212 +0,0 @@
-#!/usr/bin/env node
-'use strict';
-Object.defineProperty(exports, "__esModule", { value: true });
-/**
- * Fetch LP pool candles from Kibana for AMA optimizer input.
- *
- * Uses the same kibana_source as the market_adapter bootstrap, but saves
- * the full uncut dataset (no pruning) for optimizer use.
- *
- * Usage:
- *   tsx analysis/ama_fitting/fetch_lp_candles.ts \
- *     --pool 1.19.133 \
- *     --assetA IOB.XRP --assetAId 1.3.3926 --assetAPrecision 4 \
- *     --assetB BTS     --assetBId 1.3.0    --assetBPrecision 5 \
- *     [--interval 1h] [--hours 26280] [--out my_file.json]
- *
- * Defaults: --interval 1h  --hours 26280 (3 years)
- * Output: market_adapter/data/lp/<assetA>_<assetB>/lp_pool_<poolShort>_<interval>.json
- */
-const fs = require('fs');
-const path = require('path');
-const { normalizePoolId } = require('../../market_adapter/utils/chain');
-const { toIntervalLabel } = require('../../market_adapter/interval_utils');
-const { MARKET_ADAPTER } = require('../../modules/constants');
-const kibanaSource = require('../../market_adapter/inputs/kibana_source');
-const { PATHS } = require('../../modules/paths');
-const { ensureDir, writeJSON } = require('../../modules/utils/fs_utils');
-const DATA_DIR = PATHS.MARKET_ADAPTER.LP_DATA_DIR;
-const HOURS_3Y = 3 * 365 * 24; // 26280
-function slugPart(value) {
-    return String(value || '')
-        .trim()
-        .toLowerCase()
-        .replace(/[^a-z0-9]+/g, '_')
-        .replace(/^_+|_+$/g, '') || 'unknown';
-}
-function slugPairFolder(symbolA, symbolB) {
-    return `${slugPart(symbolA)}_${slugPart(symbolB)}`;
-}
-function parseArgs() {
-    const args = process.argv.slice(2);
-    const out = {
-        pool: null,
-        assetASymbol: null,
-        assetAId: null,
-        assetAPrecision: null,
-        assetBSymbol: null,
-        assetBId: null,
-        assetBPrecision: null,
-        intervalSeconds: MARKET_ADAPTER.RUNTIME_DEFAULTS.intervalSeconds,
-        hours: HOURS_3Y,
-        outFile: null,
-    };
-    const intervalMap = { '1m': 60, '5m': 300, '15m': 900, '1h': 3600, '4h': 14400, '1d': 86400 };
-    for (let i = 0; i < args.length; i++) {
-        const a = args[i];
-        const v = args[i + 1];
-        switch (a) {
-            case '--pool':
-                out.pool = v;
-                i++;
-                break;
-            case '--assetA':
-                out.assetASymbol = v;
-                i++;
-                break;
-            case '--assetAId':
-                out.assetAId = v;
-                i++;
-                break;
-            case '--assetAPrecision':
-                out.assetAPrecision = Number(v);
-                i++;
-                break;
-            case '--assetB':
-                out.assetBSymbol = v;
-                i++;
-                break;
-            case '--assetBId':
-                out.assetBId = v;
-                i++;
-                break;
-            case '--assetBPrecision':
-                out.assetBPrecision = Number(v);
-                i++;
-                break;
-            case '--interval':
-                out.intervalSeconds = intervalMap[v] ?? parseInt(v, 10);
-                i++;
-                break;
-            case '--hours':
-                out.hours = Number(v);
-                i++;
-                break;
-            case '--out':
-                out.outFile = v;
-                i++;
-                break;
-            case '--help':
-            case '-h':
-                printHelp();
-                process.exit(0);
-        }
-    }
-    return out;
-}
-function printHelp() {
-    console.log('fetch_lp_candles.ts — fetch LP pool candles from Kibana for AMA optimizer');
-    console.log('');
-    console.log('Usage:');
-    console.log('  tsx fetch_lp_candles.ts --pool 1.19.133 \\');
-    console.log('    --assetA IOB.XRP --assetAId 1.3.3926 --assetAPrecision 4 \\');
-    console.log('    --assetB BTS     --assetBId 1.3.0    --assetBPrecision 5');
-    console.log('');
-    console.log('Options:');
-    console.log('  --pool <id>              Pool ID (e.g. 1.19.133)');
-    console.log('  --assetA <symbol>        Asset A symbol (e.g. IOB.XRP)');
-    console.log('  --assetAId <id>          Asset A object ID (e.g. 1.3.3926)');
-    console.log('  --assetAPrecision <n>    Asset A precision (e.g. 8)');
-    console.log('  --assetB <symbol>        Asset B symbol (e.g. BTS)');
-    console.log('  --assetBId <id>          Asset B object ID (e.g. 1.3.0)');
-    console.log('  --assetBPrecision <n>    Asset B precision (e.g. 5)');
-    console.log('  --interval <label>       Candle interval (1m, 5m, 15m, 1h, 4h, 1d; default: 1h)');
-    console.log('  --hours <n>              Lookback hours (default: 26280 = 3 years)');
-    console.log('  --out <filename>         Output filename (default: auto-generated in market_adapter/data/lp/)');
-}
-function validateArgs(args) {
-    if (!args.pool)
-        throw new Error('--pool is required');
-    if (!args.assetAId)
-        throw new Error('--assetAId is required');
-    if (!Number.isFinite(args.assetAPrecision))
-        throw new Error('--assetAPrecision is required');
-    if (!args.assetBId)
-        throw new Error('--assetBId is required');
-    if (!Number.isFinite(args.assetBPrecision))
-        throw new Error('--assetBPrecision is required');
-    if (!Number.isFinite(args.hours) || args.hours <= 0)
-        throw new Error('--hours must be > 0');
-}
-async function main() {
-    const args = parseArgs();
-    validateArgs(args);
-    const assetA = {
-        id: args.assetAId,
-        precision: args.assetAPrecision,
-        symbol: args.assetASymbol || args.assetAId,
-    };
-    const assetB = {
-        id: args.assetBId,
-        precision: args.assetBPrecision,
-        symbol: args.assetBSymbol || args.assetBId,
-    };
-    const { intervalSeconds } = args;
-    const intervalLabel = toIntervalLabel(intervalSeconds);
-    const poolId = normalizePoolId(args.pool);
-    const lookback = Math.round(args.hours);
-    const yearsApprox = (lookback / (365 * 24)).toFixed(1);
-    console.log(`Fetching LP candles from Kibana`);
-    console.log(`  Pool:     ${poolId}`);
-    console.log(`  Pair:     ${assetA.symbol} / ${assetB.symbol}`);
-    console.log(`  Interval: ${intervalLabel}`);
-    console.log(`  Lookback: ${lookback}h (~${yearsApprox} years)`);
-    console.log('');
-    const candles = await kibanaSource.getLpCandlesForPool(poolId, assetA, assetB, {
-        intervalSeconds,
-        lookbackHours: lookback,
-        consolidateByTimestamp: true,
-        apiKey: null,
-        timeout: 60000,
-    });
-    if (!Array.isArray(candles) || candles.length === 0) {
-        throw new Error('Kibana returned no candles — check pool ID, asset IDs, and Kibana connectivity');
-    }
-    const firstTs = new Date(candles[0][0]).toISOString();
-    const lastTs = new Date(candles[candles.length - 1][0]).toISOString();
-    console.log(`  Received: ${candles.length} candles  (${firstTs} → ${lastTs})`);
-    const payload = {
-        meta: {
-            fetchedAt: new Date().toISOString(),
-            source: 'kibana',
-            pool: poolId,
-            assetA,
-            assetB,
-            intervalSeconds,
-            lookbackHours: lookback,
-            candleCount: candles.length,
-            format: '[timestamp_ms, open, high, low, close, volume_A]',
-        },
-        candles,
-    };
-    const poolShort = poolId.replace('1.19.', '');
-    const pairFolder = slugPairFolder(assetA.symbol, assetB.symbol);
-    const defaultName = `lp_pool_${poolShort}_${intervalLabel}.json`;
-    const outName = args.outFile || defaultName;
-    const outPath = args.outFile && path.isAbsolute(args.outFile)
-        ? args.outFile
-        : path.join(DATA_DIR, pairFolder, outName);
-    const outDir = path.dirname(outPath);
-    if (!fs.existsSync(outDir))
-        ensureDir(outDir);
-    writeJSON(outPath, payload);
-    console.log(`  Saved:    ${path.relative(process.cwd(), outPath)}`);
-    console.log('');
-    console.log('Run optimizer:');
-    console.log(`  npm run build && node dist/analysis/ama_fitting/optimizer_high_resolution.js --data ${path.relative(process.cwd(), outPath)}`);
-}
-main().catch((err) => {
-    console.error('Error:', err.message);
-    process.exit(1);
-});
-//# sourceMappingURL=fetch_lp_candles.js.map

package/dist/analysis/ama_fitting/fetch_lp_candles.js.map

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

@@ -1,31 +0,0 @@
-declare function showHelp(): void;
-declare function parseArgs(argv: any): {
-    dataFile: any;
-    outFile: any;
-    quiet: boolean;
-    help: boolean;
-};
-declare function generateChart(options?: Record<string, any>): {
-    dataFile: any;
-    outFile: any;
-    amaResults: any[];
-    meta: any;
-    candleArrays: any[][];
-};
-declare function run(argv?: string[]): void;
-declare const _default: {
-    DEFAULT_STRATEGIES: {
-        name: any;
-        erPeriod: any;
-        fastPeriod: any;
-        slowPeriod: any;
-        color: string;
-        dash: string;
-    }[];
-    generateChart: typeof generateChart;
-    parseArgs: typeof parseArgs;
-    run: typeof run;
-    showHelp: typeof showHelp;
-};
-export = _default;
-//# sourceMappingURL=generate_unified_comparison_chart.d.ts.map

package/dist/analysis/ama_fitting/generate_unified_comparison_chart.d.ts.map

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

@@ -1,249 +0,0 @@
-'use strict';
-/**
- * UNIFIED COMPARISON CHART GENERATOR — Self-contained analysis chart
- *
- * Reads a local LP candle JSON file (any format: flat array, {candles: [...]},
- * or {data: [...]}), computes AMA series, and writes an interactive HTML chart
- * via the shared lp_chart_core renderer.
- *
- * No Kibana fetch, no market_adapter runtime deps beyond the core renderer.
- *
- * Usage:
- *   tsx analysis/ama_fitting/generate_unified_comparison_chart.ts --data <file.json>
- *   tsx analysis/ama_fitting/generate_unified_comparison_chart.ts  (auto-discovers newest lp_pool_*.json)
- */
-const fs = require('fs');
-const path = require('path');
-const { calculateAMA } = require('../../market_adapter/core/strategies/ama');
-const { generateHTML } = require('../../market_adapter/lp_chart_core');
-const { toIntervalLabel } = require('../../market_adapter/interval_utils');
-const { loadCandleFile } = require('../math_utils');
-const { MARKET_ADAPTER } = require('../../modules/constants');
-const { ensureDir } = require('../../modules/utils/fs_utils');
-// ── Config ─────────────────────────────────────────────────────────────────────
-const { PATHS } = require('../../modules/paths');
-const LP_DATA_DIR = PATHS.MARKET_ADAPTER.LP_DATA_DIR;
-const CHARTS_DIR = PATHS.ANALYSIS.CHARTS_DIR;
-const DEFAULT_COLORS = ['#26a69a', '#fb8c00', '#5c9ee6', '#ef5350'];
-const DEFAULT_DASHES = ['dot', 'solid', 'dash', 'dashdot'];
-function buildDefaultStrategies() {
-    const presets = MARKET_ADAPTER.AMAS;
-    return Object.keys(presets).map((key, i) => ({
-        name: presets[key].name || key,
-        erPeriod: presets[key].erPeriod,
-        fastPeriod: presets[key].fastPeriod,
-        slowPeriod: presets[key].slowPeriod,
-        color: DEFAULT_COLORS[i % DEFAULT_COLORS.length],
-        dash: DEFAULT_DASHES[i % DEFAULT_DASHES.length],
-    }));
-}
-const DEFAULT_STRATEGIES = buildDefaultStrategies();
-// ── Data loading (self-contained, no lp_chart_runner dep) ──────────────────────
-function findLatestLpDataFile() {
-    if (!fs.existsSync(LP_DATA_DIR))
-        return null;
-    const stack = [LP_DATA_DIR];
-    const matches = [];
-    while (stack.length > 0) {
-        const dir = stack.pop();
-        for (const entry of fs.readdirSync(dir, { withFileTypes: true })) {
-            const full = path.join(dir, entry.name);
-            if (entry.isDirectory()) {
-                stack.push(full);
-                continue;
-            }
-            if (!entry.isFile() || !entry.name.endsWith('.json'))
-                continue;
-            if (!entry.name.startsWith('lp_pool_'))
-                continue;
-            matches.push({ path: full, mtime: fs.statSync(full).mtimeMs });
-        }
-    }
-    matches.sort((a, b) => b.mtime - a.mtime);
-    return matches.length > 0 ? matches[0].path : null;
-}
-function normalizeCandle(c, index) {
-    if (Array.isArray(c)) {
-        if (c.length < 5)
-            throw new Error(`Invalid candle at index ${index}: need at least 5 entries`);
-        return { timestamp: c[0], open: c[1], high: c[2], low: c[3], close: c[4], volume: c[5] ?? 0 };
-    }
-    if (c && typeof c === 'object') {
-        const { timestamp, open, high, low, close, volume = 0 } = c;
-        if ([timestamp, open, high, low, close].some(v => v == null)) {
-            throw new Error(`Invalid candle object at index ${index}`);
-        }
-        return { timestamp, open, high, low, close, volume };
-    }
-    throw new Error(`Unsupported candle format at index ${index}`);
-}
-function loadCandles(dataFile) {
-    const resolved = path.resolve(dataFile);
-    if (!fs.existsSync(resolved))
-        throw new Error(`File not found: ${resolved}`);
-    const { candles, meta } = loadCandleFile(resolved);
-    if (!Array.isArray(candles) || candles.length === 0) {
-        throw new Error('No candles found in file');
-    }
-    const candleObjects = candles.map((c, i) => normalizeCandle(c, i));
-    const candleArrays = candleObjects.map(c => [c.timestamp, c.open, c.high, c.low, c.close, c.volume]);
-    return { dataFile: resolved, meta, candleObjects, candleArrays };
-}
-// ── Metrics ────────────────────────────────────────────────────────────────────
-function calculateMetrics(amaValues, candles) {
-    let maxDriftUp = 0, maxDriftDown = 0, areaAbove = 0, areaBelow = 0;
-    const skip = Math.max(20, Math.floor(candles.length * 0.1));
-    for (let i = skip; i < candles.length; i++) {
-        const ama = amaValues[i];
-        const driftUp = (candles[i].high - ama) / ama;
-        const driftDown = (ama - candles[i].low) / ama;
-        if (driftUp > maxDriftUp)
-            maxDriftUp = driftUp;
-        if (driftDown > maxDriftDown)
-            maxDriftDown = driftDown;
-        if (candles[i].high > ama)
-            areaAbove += driftUp;
-        if (candles[i].low < ama)
-            areaBelow += driftDown;
-    }
-    return {
-        maxDriftUp, maxDriftDown, areaAbove, areaBelow,
-        totalArea: areaAbove + areaBelow,
-        maxDistance: Math.max(maxDriftUp, maxDriftDown),
-    };
-}
-// ── Output path ────────────────────────────────────────────────────────────────
-function defaultChartPath(meta) {
-    const intervalLabel = meta?.intervalSeconds
-        ? toIntervalLabel(meta.intervalSeconds)
-        : '1h';
-    const suffix = meta?.pool
-        ? `pool_${String(meta.pool).replace('1.19.', '')}`
-        : `${meta?.assetA?.symbol || 'unknown'}_${meta?.assetB?.symbol || 'pair'}`;
-    return path.join(CHARTS_DIR, `lp_chart_${suffix}_${intervalLabel}_UNIFIED_COMPARISON.html`);
-}
-// ── Help ───────────────────────────────────────────────────────────────────────
-function showHelp() {
-    console.log(`
-Unified Comparison Chart Generator
-
-Usage:
-  tsx generate_unified_comparison_chart.ts [options]
-
-Options:
-  --data FILE     LP candle export JSON file
-  --file FILE     Alias for --data
-  --output FILE   Output HTML file
-  --quiet         Suppress console output
-  --help          Show this help
-
-Notes:
-  - If --data is omitted, the newest lp_pool_*.json under market_adapter/data/lp is used.
-  - Accepts any candle JSON: flat [[ts,o,h,l,c,v],...], {candles: [...]}, or {data: [...]}.
-  - Separate from Kibana fetching — use fetch_lp_candles.ts to pull data first.
-`);
-}
-// ── Main ───────────────────────────────────────────────────────────────────────
-function parseArgs(argv) {
-    const cfg = {
-        dataFile: null,
-        outFile: null,
-        quiet: false,
-        help: false,
-    };
-    for (let i = 0; i < argv.length; i++) {
-        const arg = argv[i];
-        if ((arg === '--data' || arg === '--file') && argv[i + 1]) {
-            cfg.dataFile = path.resolve(argv[++i]);
-        }
-        else if ((arg === '--output' || arg === '--out') && argv[i + 1]) {
-            cfg.outFile = path.resolve(argv[++i]);
-        }
-        else if (arg === '--quiet') {
-            cfg.quiet = true;
-        }
-        else if (arg === '--help' || arg === '-h') {
-            cfg.help = true;
-        }
-    }
-    return cfg;
-}
-function generateChart(options = {}) {
-    const logger = options.logger ?? console;
-    const dataFile = options.dataFile
-        ? path.resolve(options.dataFile)
-        : findLatestLpDataFile();
-    if (!dataFile) {
-        throw new Error(`No LP data file found. Use --data <path> or run fetch_lp_candles.ts first.`);
-    }
-    const strategies = Array.isArray(options.strategies) && options.strategies.length
-        ? options.strategies
-        : [...DEFAULT_STRATEGIES];
-    const { meta, candleObjects, candleArrays } = loadCandles(dataFile);
-    const closes = candleObjects.map(c => c.close);
-    const enrichedMeta = {
-        ...(meta || {}),
-        assetA: meta?.assetA || { symbol: path.basename(dataFile, '.json') },
-        assetB: meta?.assetB || { symbol: '' },
-        intervalSeconds: meta?.intervalSeconds || 3600,
-        fetchedAt: meta?.fetchedAt || new Date().toISOString(),
-    };
-    logger.log(`Data:        ${path.relative(process.cwd(), dataFile)} (${candleObjects.length} candles)`);
-    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 Area:     ${metrics.totalArea.toFixed(2)}%`);
-        logger.log(`   ├─ Max UP:         ${(metrics.maxDriftUp * 100).toFixed(2)}%`);
-        logger.log(`   ├─ Max DOWN:       ${(metrics.maxDriftDown * 100).toFixed(2)}%`);
-        logger.log(`   └─ Band Factor:    ${(metrics.maxDistance * 200).toFixed(2)}%\n`);
-    }
-    const outFile = options.outFile
-        ? path.resolve(options.outFile)
-        : defaultChartPath(enrichedMeta);
-    logger.log(`Generating chart (${amaResults.length} AMAs)...`);
-    const html = generateHTML(enrichedMeta, candleArrays, amaResults);
-    ensureDir(path.dirname(outFile));
-    fs.writeFileSync(outFile, html, 'utf8');
-    logger.log(`\nChart saved: ${path.relative(process.cwd(), outFile)}`);
-    logger.log(`Open:        file://${outFile}`);
-    return { dataFile, outFile, amaResults, meta: enrichedMeta, candleArrays };
-}
-function run(argv = process.argv.slice(2)) {
-    const { dataFile, outFile, quiet, help } = parseArgs(argv);
-    if (help) {
-        showHelp();
-        return;
-    }
-    if (!quiet) {
-        console.log('════════════════════════════════════════════════');
-        console.log(' Unified Comparison Chart Generator');
-        console.log('════════════════════════════════════════════════');
-        console.log('');
-    }
-    try {
-        generateChart({
-            dataFile,
-            outFile,
-            logger: quiet ? { log() { } } : console,
-        });
-    }
-    catch (e) {
-        console.error('Error:', e.message);
-        process.exitCode = 1;
-    }
-}
-if (require.main === module) {
-    run();
-}
-module.exports = {
-    DEFAULT_STRATEGIES,
-    generateChart,
-    parseArgs,
-    run,
-    showHelp,
-};
-//# sourceMappingURL=generate_unified_comparison_chart.js.map

package/dist/analysis/ama_fitting/generate_unified_comparison_chart.js.map

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package/dist/analysis/ama_fitting/optimizer_high_resolution.d.ts

@@ -1,2 +0,0 @@
-export {};
-//# sourceMappingURL=optimizer_high_resolution.d.ts.map

package/dist/analysis/ama_fitting/optimizer_high_resolution.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"optimizer_high_resolution.d.ts","sourceRoot":"","sources":["../../../analysis/ama_fitting/optimizer_high_resolution.ts"],"names":[],"mappings":""}