dexbot 1.3.3 → 1.4.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (736) hide show
  1. package/dist/analysis/chart_utils.d.ts +11 -9
  2. package/dist/analysis/chart_utils.d.ts.map +1 -1
  3. package/dist/analysis/chart_utils.js +21 -16
  4. package/dist/analysis/chart_utils.js.map +1 -1
  5. package/dist/analysis/math_utils.d.ts +4 -13
  6. package/dist/analysis/math_utils.d.ts.map +1 -1
  7. package/dist/analysis/math_utils.js +16 -18
  8. package/dist/analysis/math_utils.js.map +1 -1
  9. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.d.ts +3 -7
  10. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.d.ts.map +1 -1
  11. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js +38 -34
  12. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js.map +1 -1
  13. package/dist/analysis/trend_detection/hurst_analyzer.d.ts +1 -4
  14. package/dist/analysis/trend_detection/hurst_analyzer.d.ts.map +1 -1
  15. package/dist/analysis/trend_detection/hurst_analyzer.js +10 -7
  16. package/dist/analysis/trend_detection/hurst_analyzer.js.map +1 -1
  17. package/dist/analysis/trend_detection/kalman_trend_analyzer.d.ts +6 -6
  18. package/dist/analysis/trend_detection/kalman_trend_analyzer.d.ts.map +1 -1
  19. package/dist/analysis/trend_detection/kalman_trend_analyzer.js +23 -15
  20. package/dist/analysis/trend_detection/kalman_trend_analyzer.js.map +1 -1
  21. package/dist/analysis/trend_detection/kalman_velocity_smoothing.d.ts +12 -13
  22. package/dist/analysis/trend_detection/kalman_velocity_smoothing.d.ts.map +1 -1
  23. package/dist/analysis/trend_detection/kalman_velocity_smoothing.js +16 -16
  24. package/dist/analysis/trend_detection/kalman_velocity_smoothing.js.map +1 -1
  25. package/dist/analysis/trend_detection/permutation_entropy_analyzer.d.ts +1 -4
  26. package/dist/analysis/trend_detection/permutation_entropy_analyzer.d.ts.map +1 -1
  27. package/dist/analysis/trend_detection/permutation_entropy_analyzer.js +10 -7
  28. package/dist/analysis/trend_detection/permutation_entropy_analyzer.js.map +1 -1
  29. package/dist/bot.d.ts.map +1 -1
  30. package/dist/bot.js +6 -13
  31. package/dist/bot.js.map +1 -1
  32. package/dist/credential-daemon.d.ts.map +1 -1
  33. package/dist/credential-daemon.js +21 -22
  34. package/dist/credential-daemon.js.map +1 -1
  35. package/dist/dexbot.d.ts.map +1 -1
  36. package/dist/dexbot.js +16 -15
  37. package/dist/dexbot.js.map +1 -1
  38. package/dist/market_adapter/ama_signal_runner.d.ts +1 -1
  39. package/dist/market_adapter/ama_signal_runner.d.ts.map +1 -1
  40. package/dist/market_adapter/ama_signal_runner.js +8 -20
  41. package/dist/market_adapter/ama_signal_runner.js.map +1 -1
  42. package/dist/market_adapter/candle_utils.d.ts +2 -10
  43. package/dist/market_adapter/candle_utils.d.ts.map +1 -1
  44. package/dist/market_adapter/candle_utils.js +7 -8
  45. package/dist/market_adapter/candle_utils.js.map +1 -1
  46. package/dist/market_adapter/core/asymmetric_bounds.d.ts +12 -7
  47. package/dist/market_adapter/core/asymmetric_bounds.d.ts.map +1 -1
  48. package/dist/market_adapter/core/asymmetric_bounds.js +4 -5
  49. package/dist/market_adapter/core/asymmetric_bounds.js.map +1 -1
  50. package/dist/market_adapter/core/config_normalizers.d.ts +4 -9
  51. package/dist/market_adapter/core/config_normalizers.d.ts.map +1 -1
  52. package/dist/market_adapter/core/config_normalizers.js +9 -9
  53. package/dist/market_adapter/core/config_normalizers.js.map +1 -1
  54. package/dist/market_adapter/core/kibana_candles.d.ts +16 -20
  55. package/dist/market_adapter/core/kibana_candles.d.ts.map +1 -1
  56. package/dist/market_adapter/core/kibana_candles.js +16 -15
  57. package/dist/market_adapter/core/kibana_candles.js.map +1 -1
  58. package/dist/market_adapter/core/kibana_client.d.ts +8 -11
  59. package/dist/market_adapter/core/kibana_client.d.ts.map +1 -1
  60. package/dist/market_adapter/core/kibana_client.js +13 -11
  61. package/dist/market_adapter/core/kibana_client.js.map +1 -1
  62. package/dist/market_adapter/core/kibana_market_candles.d.ts +5 -12
  63. package/dist/market_adapter/core/kibana_market_candles.d.ts.map +1 -1
  64. package/dist/market_adapter/core/kibana_market_candles.js +12 -21
  65. package/dist/market_adapter/core/kibana_market_candles.js.map +1 -1
  66. package/dist/market_adapter/core/market_adapter_service.d.ts +75 -53
  67. package/dist/market_adapter/core/market_adapter_service.d.ts.map +1 -1
  68. package/dist/market_adapter/core/market_adapter_service.js +102 -98
  69. package/dist/market_adapter/core/market_adapter_service.js.map +1 -1
  70. package/dist/market_adapter/core/strategies/ama.d.ts +21 -1
  71. package/dist/market_adapter/core/strategies/ama.d.ts.map +1 -1
  72. package/dist/market_adapter/core/strategies/ama.js +10 -10
  73. package/dist/market_adapter/core/strategies/ama.js.map +1 -1
  74. package/dist/market_adapter/core/strategies/ama_slope_model.d.ts +7 -11
  75. package/dist/market_adapter/core/strategies/ama_slope_model.d.ts.map +1 -1
  76. package/dist/market_adapter/core/strategies/ama_slope_model.js +23 -30
  77. package/dist/market_adapter/core/strategies/ama_slope_model.js.map +1 -1
  78. package/dist/market_adapter/core/strategies/atr/calculator.d.ts +5 -4
  79. package/dist/market_adapter/core/strategies/atr/calculator.d.ts.map +1 -1
  80. package/dist/market_adapter/core/strategies/atr/calculator.js +5 -3
  81. package/dist/market_adapter/core/strategies/atr/calculator.js.map +1 -1
  82. package/dist/market_adapter/core/strategies/collateral_manager.d.ts +4 -7
  83. package/dist/market_adapter/core/strategies/collateral_manager.d.ts.map +1 -1
  84. package/dist/market_adapter/core/strategies/collateral_manager.js +5 -4
  85. package/dist/market_adapter/core/strategies/collateral_manager.js.map +1 -1
  86. package/dist/market_adapter/core/strategies/regime_gate.d.ts +11 -19
  87. package/dist/market_adapter/core/strategies/regime_gate.d.ts.map +1 -1
  88. package/dist/market_adapter/core/strategies/regime_gate.js +22 -22
  89. package/dist/market_adapter/core/strategies/regime_gate.js.map +1 -1
  90. package/dist/market_adapter/index.d.ts +24 -2
  91. package/dist/market_adapter/index.d.ts.map +1 -1
  92. package/dist/market_adapter/index.js +82 -56
  93. package/dist/market_adapter/index.js.map +1 -1
  94. package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js +26 -37
  95. package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js.map +1 -1
  96. package/dist/market_adapter/inputs/fetch_lp_data.d.ts +4 -12
  97. package/dist/market_adapter/inputs/fetch_lp_data.d.ts.map +1 -1
  98. package/dist/market_adapter/inputs/fetch_lp_data.js +100 -66
  99. package/dist/market_adapter/inputs/fetch_lp_data.js.map +1 -1
  100. package/dist/market_adapter/inputs/kibana_source.d.ts +4 -9
  101. package/dist/market_adapter/inputs/kibana_source.d.ts.map +1 -1
  102. package/dist/market_adapter/inputs/kibana_source.js +17 -18
  103. package/dist/market_adapter/inputs/kibana_source.js.map +1 -1
  104. package/dist/market_adapter/interval_utils.d.ts +1 -4
  105. package/dist/market_adapter/interval_utils.d.ts.map +1 -1
  106. package/dist/market_adapter/interval_utils.js +2 -3
  107. package/dist/market_adapter/interval_utils.js.map +1 -1
  108. package/dist/market_adapter/log_format.d.ts +1 -9
  109. package/dist/market_adapter/log_format.d.ts.map +1 -1
  110. package/dist/market_adapter/log_format.js +7 -8
  111. package/dist/market_adapter/log_format.js.map +1 -1
  112. package/dist/market_adapter/lp_chart_core.d.ts +1 -4
  113. package/dist/market_adapter/lp_chart_core.d.ts.map +1 -1
  114. package/dist/market_adapter/lp_chart_core.js +22 -20
  115. package/dist/market_adapter/lp_chart_core.js.map +1 -1
  116. package/dist/market_adapter/lp_chart_runner.d.ts +13 -24
  117. package/dist/market_adapter/lp_chart_runner.d.ts.map +1 -1
  118. package/dist/market_adapter/lp_chart_runner.js +58 -56
  119. package/dist/market_adapter/lp_chart_runner.js.map +1 -1
  120. package/dist/market_adapter/lp_chart_strategy_loader.d.ts +4 -17
  121. package/dist/market_adapter/lp_chart_strategy_loader.d.ts.map +1 -1
  122. package/dist/market_adapter/lp_chart_strategy_loader.js +36 -36
  123. package/dist/market_adapter/lp_chart_strategy_loader.js.map +1 -1
  124. package/dist/market_adapter/market_adapter.d.ts +51 -72
  125. package/dist/market_adapter/market_adapter.d.ts.map +1 -1
  126. package/dist/market_adapter/market_adapter.js +227 -192
  127. package/dist/market_adapter/market_adapter.js.map +1 -1
  128. package/dist/market_adapter/merge_lp_data.js +17 -16
  129. package/dist/market_adapter/merge_lp_data.js.map +1 -1
  130. package/dist/market_adapter/test_helpers.d.ts +9 -13
  131. package/dist/market_adapter/test_helpers.d.ts.map +1 -1
  132. package/dist/market_adapter/test_helpers.js +14 -14
  133. package/dist/market_adapter/test_helpers.js.map +1 -1
  134. package/dist/market_adapter/utils/adapter_client.d.ts +6 -14
  135. package/dist/market_adapter/utils/adapter_client.d.ts.map +1 -1
  136. package/dist/market_adapter/utils/adapter_client.js +16 -15
  137. package/dist/market_adapter/utils/adapter_client.js.map +1 -1
  138. package/dist/market_adapter/utils/atomic_write.d.ts +2 -5
  139. package/dist/market_adapter/utils/atomic_write.d.ts.map +1 -1
  140. package/dist/market_adapter/utils/atomic_write.js +5 -5
  141. package/dist/market_adapter/utils/atomic_write.js.map +1 -1
  142. package/dist/market_adapter/utils/chain.d.ts +19 -21
  143. package/dist/market_adapter/utils/chain.d.ts.map +1 -1
  144. package/dist/market_adapter/utils/chain.js +15 -16
  145. package/dist/market_adapter/utils/chain.js.map +1 -1
  146. package/dist/market_adapter/utils/data_discovery.d.ts +1 -4
  147. package/dist/market_adapter/utils/data_discovery.d.ts.map +1 -1
  148. package/dist/market_adapter/utils/data_discovery.js +10 -10
  149. package/dist/market_adapter/utils/data_discovery.js.map +1 -1
  150. package/dist/market_adapter/utils/dynamic_grid_snapshot.d.ts +1 -6
  151. package/dist/market_adapter/utils/dynamic_grid_snapshot.d.ts.map +1 -1
  152. package/dist/market_adapter/utils/dynamic_grid_snapshot.js +14 -14
  153. package/dist/market_adapter/utils/dynamic_grid_snapshot.js.map +1 -1
  154. package/dist/market_adapter/utils/file_lock.d.ts +1 -7
  155. package/dist/market_adapter/utils/file_lock.d.ts.map +1 -1
  156. package/dist/market_adapter/utils/file_lock.js +21 -25
  157. package/dist/market_adapter/utils/file_lock.js.map +1 -1
  158. package/dist/market_adapter/utils/native_history.d.ts +12 -12
  159. package/dist/market_adapter/utils/native_history.d.ts.map +1 -1
  160. package/dist/market_adapter/utils/native_history.js +15 -15
  161. package/dist/market_adapter/utils/native_history.js.map +1 -1
  162. package/dist/market_adapter/utils/paths.d.ts +2 -4
  163. package/dist/market_adapter/utils/paths.d.ts.map +1 -1
  164. package/dist/market_adapter/utils/paths.js +6 -5
  165. package/dist/market_adapter/utils/paths.js.map +1 -1
  166. package/dist/modules/account_bots.d.ts +7 -8
  167. package/dist/modules/account_bots.d.ts.map +1 -1
  168. package/dist/modules/account_bots.js +92 -114
  169. package/dist/modules/account_bots.js.map +1 -1
  170. package/dist/modules/account_orders.d.ts +5 -9
  171. package/dist/modules/account_orders.d.ts.map +1 -1
  172. package/dist/modules/account_orders.js +69 -32
  173. package/dist/modules/account_orders.js.map +1 -1
  174. package/dist/modules/authority_resolver.d.ts +32 -1
  175. package/dist/modules/authority_resolver.d.ts.map +1 -1
  176. package/dist/modules/authority_resolver.js +18 -12
  177. package/dist/modules/authority_resolver.js.map +1 -1
  178. package/dist/modules/bitshares-native/chain_client.d.ts +3 -8
  179. package/dist/modules/bitshares-native/chain_client.d.ts.map +1 -1
  180. package/dist/modules/bitshares-native/chain_client.js +21 -16
  181. package/dist/modules/bitshares-native/chain_client.js.map +1 -1
  182. package/dist/modules/bitshares-native/crypto/ecc.browser.d.ts +21 -29
  183. package/dist/modules/bitshares-native/crypto/ecc.browser.d.ts.map +1 -1
  184. package/dist/modules/bitshares-native/crypto/ecc.browser.js +72 -38
  185. package/dist/modules/bitshares-native/crypto/ecc.browser.js.map +1 -1
  186. package/dist/modules/bitshares-native/crypto/ecc.d.ts +9 -36
  187. package/dist/modules/bitshares-native/crypto/ecc.d.ts.map +1 -1
  188. package/dist/modules/bitshares-native/crypto/ecc.js +40 -83
  189. package/dist/modules/bitshares-native/crypto/ecc.js.map +1 -1
  190. package/dist/modules/bitshares-native/crypto/ecc_selector.d.ts +14 -1
  191. package/dist/modules/bitshares-native/crypto/ecc_selector.d.ts.map +1 -1
  192. package/dist/modules/bitshares-native/crypto/ecc_selector.js +5 -3
  193. package/dist/modules/bitshares-native/crypto/ecc_selector.js.map +1 -1
  194. package/dist/modules/bitshares-native/index.d.ts +10 -2
  195. package/dist/modules/bitshares-native/index.d.ts.map +1 -1
  196. package/dist/modules/bitshares-native/index.js +68 -31
  197. package/dist/modules/bitshares-native/index.js.map +1 -1
  198. package/dist/modules/bitshares-native/lru_cache.d.ts +1 -4
  199. package/dist/modules/bitshares-native/lru_cache.d.ts.map +1 -1
  200. package/dist/modules/bitshares-native/lru_cache.js +6 -3
  201. package/dist/modules/bitshares-native/lru_cache.js.map +1 -1
  202. package/dist/modules/bitshares-native/resolvers.d.ts +3 -6
  203. package/dist/modules/bitshares-native/resolvers.d.ts.map +1 -1
  204. package/dist/modules/bitshares-native/resolvers.js +11 -9
  205. package/dist/modules/bitshares-native/resolvers.js.map +1 -1
  206. package/dist/modules/bitshares-native/serial/chain_constants.d.ts +53 -55
  207. package/dist/modules/bitshares-native/serial/chain_constants.d.ts.map +1 -1
  208. package/dist/modules/bitshares-native/serial/chain_constants.js +28 -27
  209. package/dist/modules/bitshares-native/serial/chain_constants.js.map +1 -1
  210. package/dist/modules/bitshares-native/serial/index.d.ts +5 -9
  211. package/dist/modules/bitshares-native/serial/index.d.ts.map +1 -1
  212. package/dist/modules/bitshares-native/serial/index.js +46 -12
  213. package/dist/modules/bitshares-native/serial/index.js.map +1 -1
  214. package/dist/modules/bitshares-native/serial/operations.d.ts +102 -100
  215. package/dist/modules/bitshares-native/serial/operations.d.ts.map +1 -1
  216. package/dist/modules/bitshares-native/serial/operations.js +473 -471
  217. package/dist/modules/bitshares-native/serial/operations.js.map +1 -1
  218. package/dist/modules/bitshares-native/serial/serializer.d.ts +2 -7
  219. package/dist/modules/bitshares-native/serial/serializer.d.ts.map +1 -1
  220. package/dist/modules/bitshares-native/serial/serializer.js +8 -3
  221. package/dist/modules/bitshares-native/serial/serializer.js.map +1 -1
  222. package/dist/modules/bitshares-native/serial/types.d.ts +26 -41
  223. package/dist/modules/bitshares-native/serial/types.d.ts.map +1 -1
  224. package/dist/modules/bitshares-native/serial/types.js +76 -42
  225. package/dist/modules/bitshares-native/serial/types.js.map +1 -1
  226. package/dist/modules/bitshares-native/signing_client.d.ts +1 -5
  227. package/dist/modules/bitshares-native/signing_client.d.ts.map +1 -1
  228. package/dist/modules/bitshares-native/signing_client.js +49 -11
  229. package/dist/modules/bitshares-native/signing_client.js.map +1 -1
  230. package/dist/modules/bitshares-native/subscriptions.d.ts +1 -4
  231. package/dist/modules/bitshares-native/subscriptions.d.ts.map +1 -1
  232. package/dist/modules/bitshares-native/subscriptions.js +47 -84
  233. package/dist/modules/bitshares-native/subscriptions.js.map +1 -1
  234. package/dist/modules/bitshares-native/transport.d.ts +1 -8
  235. package/dist/modules/bitshares-native/transport.d.ts.map +1 -1
  236. package/dist/modules/bitshares-native/transport.js +22 -15
  237. package/dist/modules/bitshares-native/transport.js.map +1 -1
  238. package/dist/modules/bitshares-native/tx/builder.d.ts +3 -8
  239. package/dist/modules/bitshares-native/tx/builder.d.ts.map +1 -1
  240. package/dist/modules/bitshares-native/tx/builder.js +61 -23
  241. package/dist/modules/bitshares-native/tx/builder.js.map +1 -1
  242. package/dist/modules/bitshares-native/tx/tx_cache.d.ts +1 -8
  243. package/dist/modules/bitshares-native/tx/tx_cache.d.ts.map +1 -1
  244. package/dist/modules/bitshares-native/tx/tx_cache.js +21 -17
  245. package/dist/modules/bitshares-native/tx/tx_cache.js.map +1 -1
  246. package/dist/modules/bitshares_client.d.ts +12 -23
  247. package/dist/modules/bitshares_client.d.ts.map +1 -1
  248. package/dist/modules/bitshares_client.js +109 -56
  249. package/dist/modules/bitshares_client.js.map +1 -1
  250. package/dist/modules/bot_settings.d.ts +1 -13
  251. package/dist/modules/bot_settings.d.ts.map +1 -1
  252. package/dist/modules/bot_settings.js +34 -34
  253. package/dist/modules/bot_settings.js.map +1 -1
  254. package/dist/modules/bots_file_lock.d.ts +3 -9
  255. package/dist/modules/bots_file_lock.d.ts.map +1 -1
  256. package/dist/modules/bots_file_lock.js +8 -9
  257. package/dist/modules/bots_file_lock.js.map +1 -1
  258. package/dist/modules/chain_keys.d.ts +7 -39
  259. package/dist/modules/chain_keys.d.ts.map +1 -1
  260. package/dist/modules/chain_keys.js +126 -90
  261. package/dist/modules/chain_keys.js.map +1 -1
  262. package/dist/modules/chain_orders.d.ts +46 -52
  263. package/dist/modules/chain_orders.d.ts.map +1 -1
  264. package/dist/modules/chain_orders.js +152 -104
  265. package/dist/modules/chain_orders.js.map +1 -1
  266. package/dist/modules/config.d.ts +50 -57
  267. package/dist/modules/config.d.ts.map +1 -1
  268. package/dist/modules/config.js +28 -24
  269. package/dist/modules/config.js.map +1 -1
  270. package/dist/modules/constants.d.ts +492 -494
  271. package/dist/modules/constants.d.ts.map +1 -1
  272. package/dist/modules/constants.js +69 -39
  273. package/dist/modules/constants.js.map +1 -1
  274. package/dist/modules/cr_planner.d.ts +1 -13
  275. package/dist/modules/cr_planner.d.ts.map +1 -1
  276. package/dist/modules/cr_planner.js +28 -28
  277. package/dist/modules/cr_planner.js.map +1 -1
  278. package/dist/modules/credential_policy.d.ts +18 -33
  279. package/dist/modules/credential_policy.d.ts.map +1 -1
  280. package/dist/modules/credential_policy.js +114 -87
  281. package/dist/modules/credential_policy.js.map +1 -1
  282. package/dist/modules/credential_runtime.d.ts +11 -21
  283. package/dist/modules/credential_runtime.d.ts.map +1 -1
  284. package/dist/modules/credential_runtime.js +40 -40
  285. package/dist/modules/credential_runtime.js.map +1 -1
  286. package/dist/modules/credential_session_cache.d.ts +8 -8
  287. package/dist/modules/credential_session_cache.d.ts.map +1 -1
  288. package/dist/modules/credential_session_cache.js +41 -8
  289. package/dist/modules/credential_session_cache.js.map +1 -1
  290. package/dist/modules/credit_runtime.d.ts +51 -316
  291. package/dist/modules/credit_runtime.d.ts.map +1 -1
  292. package/dist/modules/credit_runtime.js +257 -183
  293. package/dist/modules/credit_runtime.js.map +1 -1
  294. package/dist/modules/crypto/browser_provider.js +6 -6
  295. package/dist/modules/crypto/browser_provider.js.map +1 -1
  296. package/dist/modules/crypto/index.d.ts.map +1 -1
  297. package/dist/modules/crypto/index.js +2 -0
  298. package/dist/modules/crypto/index.js.map +1 -1
  299. package/dist/modules/crypto/sync.js +3 -3
  300. package/dist/modules/crypto/sync.js.map +1 -1
  301. package/dist/modules/dexbot_class.d.ts +262 -81
  302. package/dist/modules/dexbot_class.d.ts.map +1 -1
  303. package/dist/modules/dexbot_class.js +156 -123
  304. package/dist/modules/dexbot_class.js.map +1 -1
  305. package/dist/modules/dexbot_cow_runtime.d.ts +12 -9
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package/dist/modules/order/processed_fill_store.d.ts CHANGED
@@ -1,3 +1,8 @@
1
+ declare const PROCESSED_FILL_PERSISTENCE_MODES: {
2
+ readonly IMMEDIATE: string;
3
+ readonly BATCHED: string;
4
+ readonly MANUAL: string;
5
+ };
1
6
  /**
2
7
  * Resolve the processed fill persistence mode from options.
3
8
  * @param {Object} [options] - Options object
@@ -122,14 +127,5 @@ declare class ProcessedFillStore {
122
127
  */
123
128
  _schedule(): void;
124
129
  }
125
- declare const _default: {
126
- ProcessedFillStore: typeof ProcessedFillStore;
127
- PROCESSED_FILL_PERSISTENCE_MODES: {
128
- readonly IMMEDIATE: string;
129
- readonly BATCHED: string;
130
- readonly MANUAL: string;
131
- };
132
- resolveProcessedFillPersistenceMode: typeof resolveProcessedFillPersistenceMode;
133
- };
134
- export = _default;
130
+ export { ProcessedFillStore, PROCESSED_FILL_PERSISTENCE_MODES, resolveProcessedFillPersistenceMode };
135
131
  //# sourceMappingURL=processed_fill_store.d.ts.map
package/dist/modules/order/processed_fill_store.d.ts.map CHANGED
@@ -1 +1 @@
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package/dist/modules/order/processed_fill_store.js CHANGED
@@ -1,12 +1,17 @@
1
1
  "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.PROCESSED_FILL_PERSISTENCE_MODES = exports.ProcessedFillStore = void 0;
4
+ exports.resolveProcessedFillPersistenceMode = resolveProcessedFillPersistenceMode;
2
5
  /**
3
6
  * @enum {string}
4
7
  */
8
+ const { getErrorMessage } = require('../utils/errors');
5
9
  const PROCESSED_FILL_PERSISTENCE_MODES = Object.freeze({
6
10
  IMMEDIATE: 'immediate',
7
11
  BATCHED: 'batched',
8
12
  MANUAL: 'manual'
9
13
  });
14
+ exports.PROCESSED_FILL_PERSISTENCE_MODES = PROCESSED_FILL_PERSISTENCE_MODES;
10
15
  /**
11
16
  * Resolve the processed fill persistence mode from options.
12
17
  * @param {Object} [options] - Options object
@@ -30,7 +35,7 @@ function resolveProcessedFillPersistenceMode(options = {}) {
30
35
  */
31
36
  class ProcessedFillStore {
32
37
  tracker;
33
- pendingWrites;
38
+ pendingWrites = new Map();
34
39
  _batchMs;
35
40
  _batchSize;
36
41
  _warn;
@@ -176,7 +181,7 @@ class ProcessedFillStore {
176
181
  this.pendingWrites.set(fillKey, timestamp);
177
182
  }
178
183
  }
179
- this._warn(`[FILL-DEDUP] Failed to flush ${batch.size} processed fill record(s) (${reason}): ${err.message}`);
184
+ this._warn(`[FILL-DEDUP] Failed to flush ${batch.size} processed fill record(s) (${reason}): ${getErrorMessage(err)}`);
180
185
  this._schedule();
181
186
  }
182
187
  };
@@ -225,7 +230,7 @@ class ProcessedFillStore {
225
230
  this.pendingWrites.set(fillKey, timestamp);
226
231
  }
227
232
  }
228
- this._warn(`[FILL-DEDUP] Failed to flush ${batch.size} selected processed fill record(s) (${reason}): ${err.message}`);
233
+ this._warn(`[FILL-DEDUP] Failed to flush ${batch.size} selected processed fill record(s) (${reason}): ${getErrorMessage(err)}`);
229
234
  this._schedule();
230
235
  }
231
236
  };
@@ -261,7 +266,7 @@ class ProcessedFillStore {
261
266
  }
262
267
  if (!schedule)
263
268
  return;
264
- if (this.pendingWrites.size >= this._batchSize) {
269
+ if ((this.pendingWrites?.size ?? 0) >= (this._batchSize ?? 0)) {
265
270
  void this.flush('batch-size');
266
271
  return;
267
272
  }
@@ -280,9 +285,5 @@ class ProcessedFillStore {
280
285
  }, this._batchMs);
281
286
  }
282
287
  }
283
- module.exports = {
284
- ProcessedFillStore,
285
- PROCESSED_FILL_PERSISTENCE_MODES,
286
- resolveProcessedFillPersistenceMode
287
- };
288
+ exports.ProcessedFillStore = ProcessedFillStore;
288
289
  //# sourceMappingURL=processed_fill_store.js.map
package/dist/modules/order/processed_fill_store.js.map CHANGED
@@ -1 +1 @@
1
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package/dist/modules/order/strategy.d.ts CHANGED
@@ -84,7 +84,7 @@ declare class StrategyEngine {
84
84
  * @returns {Promise<boolean>} True if processing completed successfully
85
85
  * @async
86
86
  */
87
- processFillsOnly(filledOrders: any, excludeOrderIds?: Set<unknown>): Promise<boolean>;
87
+ processFillsOnly(filledOrders: any, excludeOrderIds?: any): Promise<boolean>;
88
88
  /**
89
89
  * UNIFIED PURE TARGET CALCULATION
90
90
  * Calculates the "Ideal State" grid based on current fills and market conditions.
@@ -142,8 +142,8 @@ declare class StrategyEngine {
142
142
  currentBoundaryIdx: number;
143
143
  }): {
144
144
  targetGrid: Map<any, any>;
145
- boundaryIdx: any;
145
+ boundaryIdx: number;
146
146
  };
147
147
  }
148
- export = StrategyEngine;
148
+ export default StrategyEngine;
149
149
  //# sourceMappingURL=strategy.d.ts.map
package/dist/modules/order/strategy.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"strategy.d.ts","sourceRoot":"","sources":["../../../modules/order/strategy.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA+CG;AAUH,cAAM,cAAc;IAChB,OAAO,EAAE,GAAG,CAAC;IAEb;;OAEG;gBACS,OAAO,EAAE,GAAG;IAMxB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;OA+BG;IACG,gBAAgB,CAAC,YAAY,KAAA,EAAE,eAAe,eAAY;IAyChE;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;OA+CG;IACH,mBAAmB,CAAC,MAAM,EAAE;QACxB,gBAAgB,EAAE,GAAG,CAAC,MAAM,EAAE,GAAG,CAAC,CAAC;QACnC,MAAM,EAAE,GAAG,CAAC;QACZ,aAAa,EAAE,GAAG,CAAC;QACnB,KAAK,EAAE,GAAG,CAAC;QACX,KAAK,EAAE,GAAG,EAAE,CAAC;QACb,kBAAkB,EAAE,MAAM,CAAC;KAC9B;;;;CA0IJ;AAED,SAAS,cAAc,CAAC"}
1
+ {"version":3,"file":"strategy.d.ts","sourceRoot":"","sources":["../../../modules/order/strategy.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA+CG;AAaH,cAAM,cAAc;IAChB,OAAO,EAAE,GAAG,CAAC;IAEb;;OAEG;gBACS,OAAO,EAAE,GAAG;IAMxB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;OA+BG;IACG,gBAAgB,CAAC,YAAY,EAAE,GAAG,EAAE,eAAe,GAAE,GAAe;IAyC1E;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;OA+CG;IACH,mBAAmB,CAAC,MAAM,EAAE;QACxB,gBAAgB,EAAE,GAAG,CAAC,MAAM,EAAE,GAAG,CAAC,CAAC;QACnC,MAAM,EAAE,GAAG,CAAC;QACZ,aAAa,EAAE,GAAG,CAAC;QACnB,KAAK,EAAE,GAAG,CAAC;QACX,KAAK,EAAE,GAAG,EAAE,CAAC;QACb,kBAAkB,EAAE,MAAM,CAAC;KAC9B;;;;CAwIJ;AAED,eAAe,cAAc,CAAA"}
package/dist/modules/order/strategy.js CHANGED
@@ -47,9 +47,12 @@
47
47
  *
48
48
  * ===============================================================================
49
49
  */
50
- const { ORDER_TYPES, ORDER_STATES } = require("../constants");
51
- const { virtualizeOrder, hasOnChainId, isOrderPlaced } = require("./utils/order");
52
- const { calculateGapSlots } = require('./grid');
50
+ Object.defineProperty(exports, "__esModule", { value: true });
51
+ const constants_1 = require("../constants");
52
+ const grid_1 = require("./grid");
53
+ const order_1 = require("./utils/order");
54
+ const order_2 = require("./utils/order");
55
+ const order_3 = require("./utils/order");
53
56
  class StrategyEngine {
54
57
  manager;
55
58
  /**
@@ -104,10 +107,10 @@ class StrategyEngine {
104
107
  mgr.logger.log(`[STRATEGY] Processing fill: id=${filledOrder.id}, type=${filledOrder.type}, price=${filledOrder.price}, size=${filledOrder.size}, partial=${isPartial}`, 'debug');
105
108
  if (!isPartial || filledOrder.isDelayedRotationTrigger) {
106
109
  const currentSlot = mgr.orders.get(filledOrder.id);
107
- const slotReused = currentSlot && hasOnChainId(currentSlot) && filledOrder.orderId && currentSlot.orderId !== filledOrder.orderId;
108
- if (currentSlot && !slotReused && isOrderPlaced(currentSlot) && currentSlot.size > 0) {
110
+ const slotReused = currentSlot && (0, order_3.hasOnChainId)(currentSlot) && filledOrder.orderId && currentSlot.orderId !== filledOrder.orderId;
111
+ if (currentSlot && !slotReused && (0, order_3.isOrderPlaced)(currentSlot) && currentSlot.size > 0) {
109
112
  mgr.logger.log(`[STRATEGY] Virtualizing filled slot ${filledOrder.id}`, 'debug');
110
- const ok = await mgr._updateOrder({ ...virtualizeOrder(currentSlot), size: 0 }, 'fill', { skipAccounting: false, fee: 0 });
113
+ const ok = await mgr._updateOrder({ ...(0, order_3.virtualizeOrder)(currentSlot), size: 0 }, 'fill', { skipAccounting: false, fee: 0 });
111
114
  if (ok === false) {
112
115
  mgr.logger.log(`[STRATEGY] Failed to virtualize filled slot ${filledOrder.id}`, 'warn');
113
116
  }
@@ -171,30 +174,28 @@ class StrategyEngine {
171
174
  calculateTargetGrid(params) {
172
175
  // Core params needed for calculation
173
176
  const { frozenMasterGrid, config, accountAssets, funds, fills, currentBoundaryIdx } = params;
174
- const { deriveTargetBoundary, getSideBudget, calculateBudgetedSizes } = require('./utils/order');
175
- const { assignGridRoles } = require('./utils/order');
176
177
  // Clone grid for local simulation (Target Grid)
177
178
  // We work with "slots" which are the potential order locations
178
179
  const allSlots = Array.from(frozenMasterGrid.values())
179
- .filter(o => o.price != null)
180
+ .filter((o) => o.price != null)
180
181
  .sort((a, b) => a.price - b.price)
181
- .map(o => ({ ...o })); // Shallow clone for simulation
182
+ .map((o) => ({ ...o })); // Shallow clone for simulation
182
183
  if (allSlots.length === 0)
183
184
  return { targetGrid: new Map(), boundaryIdx: currentBoundaryIdx };
184
185
  // 1. Determine new boundary based on fills (Boundary Crawl)
185
- const gapSlots = calculateGapSlots(config.incrementPercent, config.targetSpreadPercent, config.gridLimits);
186
- const newBoundaryIdx = deriveTargetBoundary(fills, currentBoundaryIdx, allSlots, config, gapSlots);
186
+ const gapSlots = (0, grid_1.calculateGapSlots)(config.incrementPercent, config.targetSpreadPercent, config.gridLimits);
187
+ const newBoundaryIdx = (0, order_1.deriveTargetBoundary)(fills, currentBoundaryIdx, allSlots, config, gapSlots);
187
188
  // 2. Assign Roles (Buy/Sell/Spread)
188
- const updatedSlots = assignGridRoles(allSlots, newBoundaryIdx, gapSlots, ORDER_TYPES, ORDER_STATES, { assignOnChain: true });
189
+ const updatedSlots = (0, order_2.assignGridRoles)(allSlots, newBoundaryIdx, gapSlots, constants_1.ORDER_TYPES, constants_1.ORDER_STATES, { assignOnChain: true });
189
190
  this.manager.logger.log(`[DEBUG] calculateTargetGrid: boundary=${newBoundaryIdx}, gap=${gapSlots}, allSlots=${updatedSlots.length}`, 'debug');
190
191
  updatedSlots.forEach((s) => this.manager.logger.log(` Slot ${s.id}: price=${s.price}, size=${s.size ?? 'n/a'}, type=${s.type}`, 'debug'));
191
192
  // 3. Calculate Ideal Sizes (Budgeting)
192
193
  const totalTarget = Math.max(0, config.activeOrders?.buy ?? 1) + Math.max(0, config.activeOrders?.sell ?? 1);
193
- const budgetBuy = getSideBudget('buy', funds, config, totalTarget);
194
- const budgetSell = getSideBudget('sell', funds, config, totalTarget);
194
+ const budgetBuy = (0, order_1.getSideBudget)('buy', funds, config, totalTarget);
195
+ const budgetSell = (0, order_1.getSideBudget)('sell', funds, config, totalTarget);
195
196
  // Filter slots into BUY/SELL
196
- const allBuySlots = updatedSlots.filter(o => o.type === ORDER_TYPES.BUY);
197
- const allSellSlots = updatedSlots.filter(o => o.type === ORDER_TYPES.SELL);
197
+ const allBuySlots = updatedSlots.filter((o) => o.type === constants_1.ORDER_TYPES.BUY);
198
+ const allSellSlots = updatedSlots.filter((o) => o.type === constants_1.ORDER_TYPES.SELL);
198
199
  // Apply Window Discipline (activeOrders count)
199
200
  const targetCountBuy = Math.max(1, (config.activeOrders?.buy ?? 1));
200
201
  const targetCountSell = Math.max(1, (config.activeOrders?.sell ?? 1));
@@ -211,12 +212,12 @@ class StrategyEngine {
211
212
  // slots (e.g., 3), producing absurd per-order sizes.
212
213
  const allBuySortedForSizing = [...allBuySlots].sort((a, b) => a.price - b.price);
213
214
  const allSellSortedForSizing = [...allSellSlots].sort((a, b) => a.price - b.price);
214
- const fullBuySizes = calculateBudgetedSizes(allBuySortedForSizing, 'buy', budgetBuy, config.weightDistribution?.buy, config.incrementPercent, accountAssets);
215
- const fullSellSizes = calculateBudgetedSizes(allSellSortedForSizing, 'sell', budgetSell, config.weightDistribution?.sell, config.incrementPercent, accountAssets);
215
+ const fullBuySizes = (0, order_1.calculateBudgetedSizes)(allBuySortedForSizing, 'buy', budgetBuy, config.weightDistribution?.buy, config.incrementPercent, accountAssets);
216
+ const fullSellSizes = (0, order_1.calculateBudgetedSizes)(allSellSortedForSizing, 'sell', budgetSell, config.weightDistribution?.sell, config.incrementPercent, accountAssets);
216
217
  const buySizeById = new Map(allBuySortedForSizing.map((slot, i) => [slot.id, fullBuySizes[i] || 0]));
217
218
  const sellSizeById = new Map(allSellSortedForSizing.map((slot, i) => [slot.id, fullSellSizes[i] || 0]));
218
- const buySizes = buySlots.map(slot => buySizeById.get(slot.id) || 0);
219
- const sellSizes = sellSlots.map(slot => sellSizeById.get(slot.id) || 0);
219
+ const buySizes = buySlots.map((slot) => buySizeById.get(slot.id) || 0);
220
+ const sellSizes = sellSlots.map((slot) => sellSizeById.get(slot.id) || 0);
220
221
  // Apply sizes to target grid map
221
222
  const targetGrid = new Map();
222
223
  const applySizes = (slots, sizes) => {
@@ -229,8 +230,8 @@ class StrategyEngine {
229
230
  size: size,
230
231
  idealSize: size,
231
232
  // If size > 0, we WANT it active. If size 0, we want it VIRTUAL/SPREAD
232
- state: size > 0 ? ORDER_STATES.ACTIVE : ORDER_STATES.VIRTUAL,
233
- committedSide: (slot.type === ORDER_TYPES.BUY || slot.type === ORDER_TYPES.SELL)
233
+ state: size > 0 ? constants_1.ORDER_STATES.ACTIVE : constants_1.ORDER_STATES.VIRTUAL,
234
+ committedSide: (slot.type === constants_1.ORDER_TYPES.BUY || slot.type === constants_1.ORDER_TYPES.SELL)
234
235
  ? slot.type
235
236
  : slot.committedSide
236
237
  });
@@ -242,8 +243,8 @@ class StrategyEngine {
242
243
  // Window Discipline only controls WHICH orders are placed on-chain,
243
244
  // not the grid's fund allocation. Virtual orders must retain their
244
245
  // sizes so that funds.virtual reflects the full grid commitment.
245
- const windowIds = new Set([...buySlots, ...sellSlots].map(s => s.id));
246
- updatedSlots.forEach(slot => {
246
+ const windowIds = new Set([...buySlots, ...sellSlots].map((s) => s.id));
247
+ updatedSlots.forEach((slot) => {
247
248
  if (!windowIds.has(slot.id)) {
248
249
  // Use calculated size from full-rail sizing (preserves fund allocation)
249
250
  const calculatedSize = buySizeById.get(slot.id) ?? sellSizeById.get(slot.id) ?? slot.size ?? 0;
@@ -253,8 +254,8 @@ class StrategyEngine {
253
254
  type: slot.type,
254
255
  size: calculatedSize,
255
256
  idealSize: calculatedSize,
256
- state: ORDER_STATES.VIRTUAL,
257
- committedSide: (slot.type === ORDER_TYPES.BUY || slot.type === ORDER_TYPES.SELL)
257
+ state: constants_1.ORDER_STATES.VIRTUAL,
258
+ committedSide: (slot.type === constants_1.ORDER_TYPES.BUY || slot.type === constants_1.ORDER_TYPES.SELL)
258
259
  ? slot.type
259
260
  : slot.committedSide
260
261
  });
@@ -266,5 +267,6 @@ class StrategyEngine {
266
267
  };
267
268
  }
268
269
  }
270
+ exports.default = StrategyEngine;
269
271
  module.exports = StrategyEngine;
270
272
  //# sourceMappingURL=strategy.js.map
package/dist/modules/order/strategy.js.map CHANGED
@@ -1 +1 @@
1
- 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1
+ 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