dexbot 1.4.10 → 1.4.12

package/dist/market_adapter/core/market_adapter_service.js

@@ -1,31 +1,21 @@
-"use strict";
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.AMA_SLOPE_PERCENT_MODE_PER_BAR = exports.MarketAdapterService = void 0;
-exports.normalizeAmaSlopePercentMode = normalizeAmaSlopePercentMode;
-exports.normalizeAmaSlopeLookbackBars = normalizeAmaSlopeLookbackBars;
-exports.convertSlopePercentToPerBar = convertSlopePercentToPerBar;
-const calculator_1 = require("./strategies/atr/calculator");
-const chain_1 = require("../utils/chain");
-const regime_gate_1 = require("./strategies/regime_gate");
-const ama_1 = require("./strategies/ama");
-const kalman_trend_analyzer_1 = require("../../analysis/trend_detection/kalman_trend_analyzer");
-const collateral_manager_1 = require("./strategies/collateral_manager");
-const constants_1 = require("../../modules/constants");
-const order_1 = require("../../modules/order/utils/order");
-const logger_1 = __importDefault(require("../../modules/logger"));
-const math_utils_1 = require("../../modules/utils/math_utils");
+import { calculateATR } from './strategies/atr/calculator.js';
+import { normalizeMarketSource, hasNumericStartPrice, resolveMarketSourceForBot } from '../utils/chain.js';
+import { computeRegimeMultiplier } from './strategies/regime_gate.js';
+import { calculateAMA, getAmaWarmupBars } from './strategies/ama.js';
+import { KalmanTrendAnalyzer } from '../../analysis/trend_detection/kalman_trend_analyzer.js';
+import { adjustCollateralRatio } from './strategies/collateral_manager.js';
+import { DEFAULT_CONFIG, MARKET_ADAPTER } from '../../modules/constants.js';
+import { resolveConfiguredPriceBound } from '../../modules/order/utils/order.js';
+import Logger from '../../modules/logger.js';
+import { roundTo } from '../../modules/utils/math_utils.js';
 'use strict';
-const ama_slope_model_js_1 = require("./strategies/ama_slope_model.js");
-const config_normalizers_js_1 = require("./config_normalizers.js");
-const kalman_velocity_smoothing_js_1 = require("../../analysis/trend_detection/kalman_velocity_smoothing.js");
-const asymmetric_bounds_js_1 = require("./asymmetric_bounds.js");
-const errors_1 = require("../../modules/utils/errors");
-const marketAdapterServiceLogger = new logger_1.default('MarketAdapterService');
+import { computeAmaSlopeWeights, computeAverageAmaSlopePct, } from './strategies/ama_slope_model.js';
+import { normalizeAtrPeriod, normalizeMaxVolatilityOffset, normalizeVolatilityThreshold, } from './config_normalizers.js';
+import { buildKalmanVelocitySeries, computeAbsolutePercentileThreshold, } from '../../analysis/trend_detection/kalman_velocity_smoothing.js';
+import { resolveMaxAsymmetryFactor, computeAsymmetricBoundsMetrics, } from './asymmetric_bounds.js';
+import { getErrorMessage } from '../../modules/utils/errors.js';
+const marketAdapterServiceLogger = new Logger('MarketAdapterService');
 const AMA_SLOPE_PERCENT_MODE_PER_BAR = 'perBar';
-exports.AMA_SLOPE_PERCENT_MODE_PER_BAR = AMA_SLOPE_PERCENT_MODE_PER_BAR;
 const AMA_SLOPE_PERCENT_MODE_WINDOW = 'window';
 function normalizeAmaSlopePercentMode(value) {
     const text = String(value || '').trim().toLowerCase();
@@ -37,7 +27,7 @@ function normalizeAmaSlopePercentMode(value) {
     }
     return null;
 }
-function normalizeAmaSlopeLookbackBars(value, fallback = constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_LOOKBACK_BARS) {
+function normalizeAmaSlopeLookbackBars(value, fallback = MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_LOOKBACK_BARS) {
     const n = Number(value);
     if (Number.isFinite(n) && n > 0)
         return Math.ceil(n);
@@ -79,7 +69,7 @@ function computeGridPriceOffsetPlan(bot, amaSlope) {
     const targetSpreadPercentRaw = Number(bot?.targetSpreadPercent);
     const targetSpreadPercent = Number.isFinite(targetSpreadPercentRaw) && targetSpreadPercentRaw > 0
         ? targetSpreadPercentRaw
-        : Number(constants_1.DEFAULT_CONFIG.targetSpreadPercent);
+        : Number(DEFAULT_CONFIG.targetSpreadPercent);
     const maxGridPriceOffsetPct = targetSpreadPercent / 2;
     const trend = amaSlope?.trend;
     const rawSlopeOffset = Number(amaSlope?.rawSlopeOffset);
@@ -91,14 +81,14 @@ function computeGridPriceOffsetPlan(bot, amaSlope) {
         ? Math.min(directionalSlope / maxSlopeOffset, 1)
         : 0;
     const direction = trend === 'UP' ? 1 : trend === 'DOWN' ? -1 : 0;
-    const gridPriceOffsetPct = (0, math_utils_1.roundTo)(direction * slopeRatio * maxGridPriceOffsetPct, 1e6) || 0;
+    const gridPriceOffsetPct = roundTo(direction * slopeRatio * maxGridPriceOffsetPct, 1e6) || 0;
     return {
         trend: trend || 'NEUTRAL',
         rawSlopeOffset: Number.isFinite(rawSlopeOffset) ? rawSlopeOffset : null,
         maxSlopeOffset: Number.isFinite(maxSlopeOffset) ? maxSlopeOffset : null,
-        slopeRatio: (0, math_utils_1.roundTo)(slopeRatio, 1e6) || 0,
-        targetSpreadPercent: (0, math_utils_1.roundTo)(targetSpreadPercent, 1e6),
-        maxGridPriceOffsetPct: (0, math_utils_1.roundTo)(maxGridPriceOffsetPct, 1e6),
+        slopeRatio: roundTo(slopeRatio, 1e6) || 0,
+        targetSpreadPercent: roundTo(targetSpreadPercent, 1e6),
+        maxGridPriceOffsetPct: roundTo(maxGridPriceOffsetPct, 1e6),
         gridPriceOffsetPct,
     };
 }
@@ -172,7 +162,7 @@ class MarketAdapterService {
             : 1;
         const maxCandles = Number.isFinite(cfg?.maxNativeGapFillCandles)
             ? cfg.maxNativeGapFillCandles
-            : constants_1.MARKET_ADAPTER.STALE_TAIL_THRESHOLD_CANDLES;
+            : MARKET_ADAPTER.STALE_TAIL_THRESHOLD_CANDLES;
         // Include the candle before and after the missing run so Kibana repair
         // does not truncate a valid threshold-sized gap while still respecting
         // the configured "trust native no-trade up to N candles" threshold.
@@ -181,7 +171,7 @@ class MarketAdapterService {
     getTrustedNoTradeGapThresholdCandles(cfg) {
         return Number.isFinite(cfg?.maxNativeGapFillCandles)
             ? cfg.maxNativeGapFillCandles
-            : constants_1.MARKET_ADAPTER.STALE_TAIL_THRESHOLD_CANDLES;
+            : MARKET_ADAPTER.STALE_TAIL_THRESHOLD_CANDLES;
     }
     fillNativeIncrementalClosedGaps(candles, previousLastTs, intervalSeconds, nowMs = this.getNowMs()) {
         const deps = this.deps;
@@ -344,29 +334,29 @@ class MarketAdapterService {
             return centerPrice;
         try {
             const startPrice = Number.isFinite(ref) && ref > 0 ? ref : base;
-            const minP = (0, order_1.resolveConfiguredPriceBound)(bot?.minPrice, constants_1.DEFAULT_CONFIG.minPrice, startPrice, 'min') ?? 0;
-            const maxP = (0, order_1.resolveConfiguredPriceBound)(bot?.maxPrice, constants_1.DEFAULT_CONFIG.maxPrice, startPrice, 'max') ?? 0;
+            const minP = resolveConfiguredPriceBound(bot?.minPrice, DEFAULT_CONFIG.minPrice, startPrice, 'min') ?? 0;
+            const maxP = resolveConfiguredPriceBound(bot?.maxPrice, DEFAULT_CONFIG.maxPrice, startPrice, 'max') ?? 0;
             if (!Number.isFinite(minP) || !Number.isFinite(maxP))
                 return base;
             return Math.min(maxP, Math.max(minP, base));
         }
         catch (err) {
-            throw new Error(`clampGridPriceToBounds: failed to resolve bounds: ${(0, errors_1.getErrorMessage)(err)}`);
+            throw new Error(`clampGridPriceToBounds: failed to resolve bounds: ${getErrorMessage(err)}`);
         }
     }
     computeAppliedAsymmetryMetrics(bot, centerPrice, dynamicWeights) {
-        const maxAsymmetryFactor = (0, asymmetric_bounds_js_1.resolveMaxAsymmetryFactor)(bot?.asymmetricBounds?.maxAsymmetryFactor, dynamicWeights?.maxAsymmetryFactor, constants_1.MARKET_ADAPTER.ASYMMETRIC_BOUNDS_MAX_ASYMMETRY_FACTOR);
+        const maxAsymmetryFactor = resolveMaxAsymmetryFactor(bot?.asymmetricBounds?.maxAsymmetryFactor, dynamicWeights?.maxAsymmetryFactor, MARKET_ADAPTER.ASYMMETRIC_BOUNDS_MAX_ASYMMETRY_FACTOR);
         let minP = null;
         let maxP = null;
         try {
-            minP = (0, order_1.resolveConfiguredPriceBound)(bot?.minPrice, constants_1.DEFAULT_CONFIG.minPrice, centerPrice, 'min');
-            maxP = (0, order_1.resolveConfiguredPriceBound)(bot?.maxPrice, constants_1.DEFAULT_CONFIG.maxPrice, centerPrice, 'max');
+            minP = resolveConfiguredPriceBound(bot?.minPrice, DEFAULT_CONFIG.minPrice, centerPrice, 'min');
+            maxP = resolveConfiguredPriceBound(bot?.maxPrice, DEFAULT_CONFIG.maxPrice, centerPrice, 'max');
         }
         catch (_) {
             // Intentional: if bound resolution fails, minP/maxP stay null.
             // computeAsymmetricBoundsMetrics handles null bounds with safe defaults.
         }
-        return (0, asymmetric_bounds_js_1.computeAsymmetricBoundsMetrics)({
+        return computeAsymmetricBoundsMetrics({
             centerPrice,
             minPrice: minP,
             maxPrice: maxP,
@@ -536,16 +526,16 @@ class MarketAdapterService {
     }
     _computeDynamicWeights(params) {
         const { closes, amaValues, lookbackBars, botAma, weightVariance, nowIso, cfg, bot, atrPeriod } = params;
-        const clipPercentile = cfg.clipPercentile ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_CLIP_PERCENTILE;
-        const nz = cfg.amaSlope?.neutralZonePct ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_NEUTRAL_ZONE_PCT;
-        const amaMaxS = cfg.amaSlope?.maxSlopePct ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_MAX_SLOPE_PCT;
+        const clipPercentile = cfg.clipPercentile ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_CLIP_PERCENTILE;
+        const nz = cfg.amaSlope?.neutralZonePct ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_NEUTRAL_ZONE_PCT;
+        const amaMaxS = cfg.amaSlope?.maxSlopePct ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_MAX_SLOPE_PCT;
         const kalMaxS = cfg.kalmanSlope?.maxSlopePct
-            ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_MAX_SLOPE_PCT;
-        const mo = cfg.maxSlopeOffset ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_OFFSET_CLAMP;
-        const volatilityClamp = (0, config_normalizers_js_1.normalizeMaxVolatilityOffset)(cfg.maxVolatilityOffset);
-        const volatilityThreshold = (0, config_normalizers_js_1.normalizeVolatilityThreshold)(cfg.volatilityThreshold);
-        const volatilityExponent = cfg.volatilityExponent ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_EXPONENT;
-        const volatilityScaleX = cfg.volatilityScaleX ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_SCALE_X_DEFAULT;
+            ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_MAX_SLOPE_PCT;
+        const mo = cfg.maxSlopeOffset ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_OFFSET_CLAMP;
+        const volatilityClamp = normalizeMaxVolatilityOffset(cfg.maxVolatilityOffset);
+        const volatilityThreshold = normalizeVolatilityThreshold(cfg.volatilityThreshold);
+        const volatilityExponent = cfg.volatilityExponent ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_EXPONENT;
+        const volatilityScaleX = cfg.volatilityScaleX ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_SCALE_X_DEFAULT;
         // Compute separate clip thresholds for AMA (slopes) and Kalman (velocities)
         let amaClipThreshold = Infinity;
         let kalClipThreshold = Infinity;
@@ -557,7 +547,7 @@ class MarketAdapterService {
             for (let i = amaSlopeReadyBars; i < amaValues.length; i++) {
                 const last = amaValues[i];
                 const past = amaValues[i - lookbackBars];
-                const slopePct = (0, ama_slope_model_js_1.computeAverageAmaSlopePct)(last, past, lookbackBars);
+                const slopePct = computeAverageAmaSlopePct(last, past, lookbackBars);
                 if (Number.isFinite(slopePct))
                     amaSlopes.push(Math.abs(slopePct));
             }
@@ -581,12 +571,12 @@ class MarketAdapterService {
             clipPercentile,
             clipThreshold: amaClipThreshold,
         };
-        const slopeResult = (0, ama_slope_model_js_1.computeAmaSlopeWeights)(amaValues, weightVariance, slopeCfg);
+        const slopeResult = computeAmaSlopeWeights(amaValues, weightVariance, slopeCfg);
         // Kalman filter computation - collect per-bar results in single pass
-        const kalman = new kalman_trend_analyzer_1.KalmanTrendAnalyzer({
-            rNoise: cfg.kalman?.rNoise ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_R_NOISE_DEFAULT,
-            qTactical: cfg.kalman?.qTactical ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_Q_TACTICAL_DEFAULT,
-            qModal: cfg.kalman?.qModal ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_Q_MODAL_DEFAULT,
+        const kalman = new KalmanTrendAnalyzer({
+            rNoise: cfg.kalman?.rNoise ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_R_NOISE_DEFAULT,
+            qTactical: cfg.kalman?.qTactical ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_Q_TACTICAL_DEFAULT,
+            qModal: cfg.kalman?.qModal ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_Q_MODAL_DEFAULT,
             warmupBars: cfg.kalman?.warmupBars ?? 20,
         });
         const kalmanHistory = [];
@@ -597,13 +587,13 @@ class MarketAdapterService {
         const kalmanResult = kalmanHistory[kalmanHistory.length - 1];
         const kalmanWarmupBars = kalman.warmupBars ?? 20;
         // Regime gate (Hurst + PE bilinear multiplier)
-        const regimeSensitivity = cfg.regimeSensitivity ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_REGIME_SENSITIVITY;
-        const absoluteThreshold = cfg.absoluteThreshold ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_ABSOLUTE_THRESHOLD_DEFAULT;
+        const regimeSensitivity = cfg.regimeSensitivity ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_REGIME_SENSITIVITY;
+        const absoluteThreshold = cfg.absoluteThreshold ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_ABSOLUTE_THRESHOLD_DEFAULT;
         let regimeResult = null;
         let regimeMultiplier = 1.0;
         const regimeMultipliers = new Array(closes.length).fill(1.0);
         if (regimeSensitivity > 0) {
-            regimeResult = (0, regime_gate_1.computeRegimeMultiplier)(closes, {
+            regimeResult = computeRegimeMultiplier(closes, {
                 regimeSensitivity,
                 regimeTable: cfg.regimeTable,
                 hurstZoneBand: cfg.hurstZoneBand,
@@ -619,17 +609,17 @@ class MarketAdapterService {
                 }
             }
         }
-        const alpha = cfg.alpha ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_ALPHA;
-        const dw = cfg.dw ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_DW;
-        const gain = cfg.gain ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_GAIN;
-        const kalmanSmoothPct = cfg.kalmanSmoothPct ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_SMOOTH_PCT_DEFAULT;
-        const kalmanDispScaleMult = cfg.kalmanDispScaleMult ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_DISP_SCALE_MULT_DEFAULT;
-        const kalmanDispThresholdMult = cfg.kalmanDispThresholdMult ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_DISP_THRESHOLD_MULT_DEFAULT;
-        const kalmanSmoothSpanPct = cfg.kalmanSmoothSpanPct ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_SMOOTH_SPAN_PCT_DEFAULT;
-        const signalConfirmBars = cfg.signalConfirmBars ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_SIGNAL_CONFIRM_BARS_DEFAULT;
+        const alpha = cfg.alpha ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_ALPHA;
+        const dw = cfg.dw ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_DW;
+        const gain = cfg.gain ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_GAIN;
+        const kalmanSmoothPct = cfg.kalmanSmoothPct ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_SMOOTH_PCT_DEFAULT;
+        const kalmanDispScaleMult = cfg.kalmanDispScaleMult ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_DISP_SCALE_MULT_DEFAULT;
+        const kalmanDispThresholdMult = cfg.kalmanDispThresholdMult ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_DISP_THRESHOLD_MULT_DEFAULT;
+        const kalmanSmoothSpanPct = cfg.kalmanSmoothSpanPct ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_SMOOTH_SPAN_PCT_DEFAULT;
+        const signalConfirmBars = cfg.signalConfirmBars ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_SIGNAL_CONFIRM_BARS_DEFAULT;
         const minOutputThreshold = cfg.minOutputThreshold
-            ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_TREND_THRESHOLD;
-        const dispScaleMinPct = cfg.dispScaleMinPct ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_DISP_SCALE_MIN_PCT;
+            ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_TREND_THRESHOLD;
+        const dispScaleMinPct = cfg.dispScaleMinPct ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_DISP_SCALE_MIN_PCT;
         const hasDirectionalOffset = mo > 0;
         const useAmaBlend = hasDirectionalOffset && alpha !== 0;
         const useKalmanBlend = hasDirectionalOffset && alpha !== 1;
@@ -640,14 +630,14 @@ class MarketAdapterService {
         let amaOffsets = new Array(closes.length).fill(0);
         let kalmanOffsets = new Array(closes.length).fill(0);
         if (useKalmanBlend) {
-            kalmanSmoothedVelocityPct = (0, kalman_velocity_smoothing_js_1.buildKalmanVelocitySeries)(kalmanHistory, {
+            kalmanSmoothedVelocityPct = buildKalmanVelocitySeries(kalmanHistory, {
                 kalmanSmoothPct,
                 kalmanDispScaleMult,
                 kalmanDispThresholdMult,
                 kalmanSmoothSpanPct,
             });
             kalClipThreshold = useClipThreshold
-                ? (0, kalman_velocity_smoothing_js_1.computeAbsolutePercentileThreshold)(kalmanSmoothedVelocityPct.slice(kalmanWarmupBars), clipPercentile, Infinity)
+                ? computeAbsolutePercentileThreshold(kalmanSmoothedVelocityPct.slice(kalmanWarmupBars), clipPercentile, Infinity)
                 : Infinity;
             for (let i = 0; i < kalmanHistory.length; i++) {
                 const kr = kalmanHistory[i];
@@ -673,7 +663,7 @@ class MarketAdapterService {
                 const past = amaValues[i - lookbackBars];
                 if (!Number.isFinite(last) || !Number.isFinite(past) || past === 0)
                     continue;
-                const sp = (0, ama_slope_model_js_1.computeAverageAmaSlopePct)(last, past, lookbackBars);
+                const sp = computeAverageAmaSlopePct(last, past, lookbackBars);
                 if (!Number.isFinite(sp))
                     continue;
                 const csp = Math.max(-amaClipThreshold, Math.min(amaClipThreshold, sp));
@@ -682,7 +672,7 @@ class MarketAdapterService {
                     : 0;
             }
         }
-        const offsetClamp = cfg.maxSlopeOffset ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_OFFSET_CLAMP;
+        const offsetClamp = cfg.maxSlopeOffset ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_OFFSET_CLAMP;
         const channelNorm = Math.max(Math.abs(offsetClamp), 1e-9);
         const outputThreshold = minOutputThreshold;
         const outputThresholdIsZero = zeroOutputThreshold;
@@ -708,7 +698,7 @@ class MarketAdapterService {
                 : (Math.abs(regimeAdjusted) < outputThreshold ? 0 : regimeAdjusted);
             const off = Math.max(-offsetClamp, Math.min(offsetClamp, gatedOff * gain));
             gatedOffSeries[i] = gatedOff;
-            combinedOffSeries[i] = (0, math_utils_1.roundTo)(off, 1000);
+            combinedOffSeries[i] = roundTo(off, 1000);
         }
         const confirmBars = Math.max(0, Math.min(5, Math.round(signalConfirmBars)));
         let echoedOffSeries = new Array(closes.length).fill(0);
@@ -758,7 +748,7 @@ class MarketAdapterService {
         const finalOff = echoedOffSeries[echoedOffSeries.length - 1] ?? rawFinalOff;
         const lastAmaOffset = useAmaBlend ? (amaOffsets[amaOffsets.length - 1] ?? 0) : 0;
         const amaSlopeGated = slopeResult.isReady
-            ? (0, math_utils_1.roundTo)(alpha * (lastAmaOffset / channelNorm) * gain * regimeMultiplier, 1000)
+            ? roundTo(alpha * (lastAmaOffset / channelNorm) * gain * regimeMultiplier, 1000)
             : 0;
         const amaSlope = {
             trend: slopeResult.trend,
@@ -792,14 +782,14 @@ class MarketAdapterService {
         };
         const staticSell = bot.weightDistribution.sell;
         const staticBuy = bot.weightDistribution.buy;
-        const MIN_W = constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_MIN_WEIGHT;
-        const MAX_W = constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_MAX_WEIGHT;
+        const MIN_W = MARKET_ADAPTER.DYNAMIC_WEIGHT_MIN_WEIGHT;
+        const MAX_W = MARKET_ADAPTER.DYNAMIC_WEIGHT_MAX_WEIGHT;
         const clamp = (v, lo, hi) => Math.max(lo, Math.min(hi, v));
         const belowMinOutputThreshold = Math.abs(finalPreGainOff) < outputThreshold;
         const volPenalty = slopeResult.isReady ? (slopeResult.symmetricDelta ?? 0) : 0;
         const trendOff = belowMinOutputThreshold ? 0 : finalOff;
-        const effectiveSell = (0, math_utils_1.roundTo)(clamp(staticSell - trendOff + volPenalty, MIN_W, MAX_W), 100);
-        const effectiveBuy = (0, math_utils_1.roundTo)(clamp(staticBuy + trendOff + volPenalty, MIN_W, MAX_W), 100);
+        const effectiveSell = roundTo(clamp(staticSell - trendOff + volPenalty, MIN_W, MAX_W), 100);
+        const effectiveBuy = roundTo(clamp(staticBuy + trendOff + volPenalty, MIN_W, MAX_W), 100);
         const weights = {
             sell: effectiveSell,
             buy: effectiveBuy,
@@ -829,6 +819,9 @@ class MarketAdapterService {
                 maxAsymmetryFactor: (cfg.asymmetricBounds?.maxAsymmetryFactor != null)
                     ? cfg.asymmetricBounds.maxAsymmetryFactor
                     : null,
+                minScaleSlots: (cfg.asymmetricBounds?.minScaleSlots != null)
+                    ? cfg.asymmetricBounds.minScaleSlots
+                    : null,
                 clipPercentile,
                 neutralZonePct: nz,
                 volatilityThreshold,
@@ -891,6 +884,9 @@ class MarketAdapterService {
             maxAsymmetryFactor: (cfg.asymmetricBounds?.maxAsymmetryFactor != null)
                 ? cfg.asymmetricBounds.maxAsymmetryFactor
                 : null,
+            minScaleSlots: (cfg.asymmetricBounds?.minScaleSlots != null)
+                ? cfg.asymmetricBounds.minScaleSlots
+                : null,
             amaChannelContribution: amaSlopeGated,
             trend: slopeResult.trend,
             confidence: slopeResult.confidence,
@@ -922,7 +918,7 @@ class MarketAdapterService {
         if ((!bot.assetA && !bot.assetAId) || (!bot.assetB && !bot.assetBId)) {
             return { ok: false, reason: 'missing asset pair' };
         }
-        if ((0, chain_1.hasNumericStartPrice)(bot?.startPrice)) {
+        if (hasNumericStartPrice(bot?.startPrice)) {
             const nowIso = new Date().toISOString();
             const thresholdPercent = typeof deps.calculateBotThreshold === 'function'
                 ? deps.calculateBotThreshold(cfg)
@@ -963,12 +959,12 @@ class MarketAdapterService {
         const existing = deps.loadJson(filePath, null);
         const existingMeta = existing?.meta && typeof existing.meta === 'object' ? existing.meta : {};
         let existingCandles = Array.isArray(existing?.candles) ? existing.candles : [];
-        const existingMarketSource = (0, chain_1.normalizeMarketSource)(existingMeta.marketSource);
-        const marketSource = (0, chain_1.resolveMarketSourceForBot)(bot) || 'pool';
+        const existingMarketSource = normalizeMarketSource(existingMeta.marketSource);
+        const marketSource = resolveMarketSourceForBot(bot) || 'pool';
         const isBookSource = marketSource === 'book';
         const kibanaRequestTimeoutMs = Number.isFinite(cfg.kibanaRequestTimeoutMs) && cfg.kibanaRequestTimeoutMs > 0
             ? cfg.kibanaRequestTimeoutMs
-            : constants_1.MARKET_ADAPTER.KIBANA_REQUEST_TIMEOUT_MS;
+            : MARKET_ADAPTER.KIBANA_REQUEST_TIMEOUT_MS;
         const fetchKibanaCandles = async (options = {}) => {
             const kibanaOptions = {
                 timeout: kibanaRequestTimeoutMs,
@@ -976,7 +972,7 @@ class MarketAdapterService {
             };
             if (isBookSource) {
                 if (!deps.kibanaMarketSource || typeof deps.kibanaMarketSource.getMarketCandles !== 'function') {
-                    throw new Error('orderbook candle source unavailable');
+                    throw new Error('order book candle source unavailable');
                 }
                 return deps.kibanaMarketSource.getMarketCandles(ctx.assetA, ctx.assetB, kibanaOptions);
             }
@@ -1057,7 +1053,7 @@ class MarketAdapterService {
         if (existingCandles.length > 0) {
             const staleThreshold = Number.isFinite(cfg.staleTailThreshold)
                 ? cfg.staleTailThreshold
-                : constants_1.MARKET_ADAPTER.STALE_TAIL_THRESHOLD_CANDLES;
+                : MARKET_ADAPTER.STALE_TAIL_THRESHOLD_CANDLES;
             const verified = await verifyAndPruneStaleTail(existingCandles, staleThreshold, staleTailVerifiedRangeFromMeta());
             existingCandles = verified.candles;
             applyStaleTailVerificationMeta(verified);
@@ -1074,7 +1070,7 @@ class MarketAdapterService {
             existingMeta.staleTailVerifiedEndTs = null;
         }
         const needBootstrap = existingCandles.length === 0;
-        const amaWarmupBars = (0, ama_1.getAmaWarmupBars)(botAma.erPeriod, botAma.slowPeriod, lookbackBars, botAma.fastPeriod, botAma.erSmoothPeriod ?? 0);
+        const amaWarmupBars = getAmaWarmupBars(botAma.erPeriod, botAma.slowPeriod, lookbackBars, botAma.fastPeriod, botAma.erSmoothPeriod ?? 0);
         const analysisKeepCount = amaWarmupBars + 1;
         // Retain one extra raw candle so the closed-candle analysis window still keeps a
         // full warmup/history set when the newest bucket is the current in-progress bar.
@@ -1219,11 +1215,11 @@ class MarketAdapterService {
                             consolidateByTimestamp: true,
                             fillGapsToRequestedRange: false,
                             apiKey: null,
-                        }), cfg.sourceRetries, cfg.retryDelayMs, 'kibana orderbook bootstrap failed');
+                        }), cfg.sourceRetries, cfg.retryDelayMs, 'kibana order book bootstrap failed');
                     }
                     catch (_) {
                         if (typeof deps.logger?.warn === 'function')
-                            deps.logger.warn(`[market_adapter] ${ctx.botKey}: kibana orderbook bootstrap failed`);
+                            deps.logger.warn(`[market_adapter] ${ctx.botKey}: kibana order book bootstrap failed`);
                     }
                     if (Array.isArray(kibanaCandles) && kibanaCandles.length > 0) {
                         nextCandles = kibanaCandles;
@@ -1248,7 +1244,7 @@ class MarketAdapterService {
                             sourceLabel = 'native-book-bootstrap';
                         }
                         else {
-                            throw new Error('both kibana and native orderbook bootstrap failed');
+                            throw new Error('both kibana and native order book bootstrap failed');
                         }
                     }
                 }
@@ -1284,7 +1280,7 @@ class MarketAdapterService {
                         : 0;
                     const maxNativeGapFill = Number.isFinite(cfg.maxNativeGapFillCandles)
                         ? cfg.maxNativeGapFillCandles
-                        : constants_1.MARKET_ADAPTER.STALE_TAIL_THRESHOLD_CANDLES;
+                        : MARKET_ADAPTER.STALE_TAIL_THRESHOLD_CANDLES;
                     if (gapBuckets > maxNativeGapFill) {
                         const verifiedSilence = await verifyAndFillLongSilence(nextCandles, lastTs, latestClosedBucketTs, sourceLabel, nativeCandles);
                         nextCandles = verifiedSilence.candles;
@@ -1298,7 +1294,7 @@ class MarketAdapterService {
                 if (nextCandles.length > 0) {
                     const staleThreshold = Number.isFinite(cfg.staleTailThreshold)
                         ? cfg.staleTailThreshold
-                        : constants_1.MARKET_ADAPTER.STALE_TAIL_THRESHOLD_CANDLES;
+                        : MARKET_ADAPTER.STALE_TAIL_THRESHOLD_CANDLES;
                     const verified = await verifyAndPruneStaleTail(nextCandles, staleThreshold, staleTailVerifiedRangeFromMeta());
                     nextCandles = verified.candles;
                     applyStaleTailVerificationMeta(verified);
@@ -1412,7 +1408,7 @@ class MarketAdapterService {
                         }
                         catch (overlapErr) {
                             if (typeof deps.logger?.log === 'function') {
-                                deps.logger.log(`[market_adapter] ${bot.botKey}: overlap fetch exhausted (${(0, errors_1.getErrorMessage)(overlapErr)}), falling back to time-based`, 'warn');
+                                deps.logger.log(`[market_adapter] ${bot.botKey}: overlap fetch exhausted (${getErrorMessage(overlapErr)}), falling back to time-based`, 'warn');
                             }
                             // Fall through to time-based path below
                         }
@@ -1465,7 +1461,7 @@ class MarketAdapterService {
                 }
                 catch (err) {
                     if (typeof deps.logger?.warn === 'function') {
-                        deps.logger.warn(`[market_adapter] Native fetch failed for ${bot.botKey}; continuing with cached candles (${(0, errors_1.getErrorMessage)(err)})`);
+                        deps.logger.warn(`[market_adapter] Native fetch failed for ${bot.botKey}; continuing with cached candles (${getErrorMessage(err)})`);
                     }
                     nativePagesFetched = 0;
                     nativeOverlapCount = null;
@@ -1477,7 +1473,7 @@ class MarketAdapterService {
                 // Verifies with Kibana first to avoid removing genuinely flat market periods.
                 const staleThreshold = Number.isFinite(cfg.staleTailThreshold)
                     ? cfg.staleTailThreshold
-                    : constants_1.MARKET_ADAPTER.STALE_TAIL_THRESHOLD_CANDLES;
+                    : MARKET_ADAPTER.STALE_TAIL_THRESHOLD_CANDLES;
                 const verified = await verifyAndPruneStaleTail(nextCandles, staleThreshold, staleTailVerifiedRangeFromMeta());
                 nextCandles = verified.candles;
                 applyStaleTailVerificationMeta(verified);
@@ -1549,7 +1545,7 @@ class MarketAdapterService {
                         }
                     }
                     catch (err) {
-                        logGapRepairEvent(`[market_adapter] ${bot.botKey}: Kibana gap repair failed (${(0, errors_1.getErrorMessage)(err) || String(err)})`, 'warn');
+                        logGapRepairEvent(`[market_adapter] ${bot.botKey}: Kibana gap repair failed (${getErrorMessage(err) || String(err)})`, 'warn');
                     }
                 }
                 gapAnalysis = typeof deps.detectMissingCandleTimestamps === 'function'
@@ -1807,14 +1803,14 @@ class MarketAdapterService {
         // 1. AMA series and closes — used for price reference and signal computation
         const analysisCandles = closedCandles;
         const closes = analysisCandles.map((c) => Number(c[4])).filter((v) => Number.isFinite(v) && v > 0);
-        const amaValues = (0, ama_1.calculateAMA)(closes, botAma);
+        const amaValues = calculateAMA(closes, botAma);
         // amaPrice is the last value of the full AMA series
         const amaPrice = amaValues[amaValues.length - 1];
         const lastCandle = latestClosedCandle || [0, 0, 0, 0, 0];
         // 2. ATR — used only for the symmetric volatility shift. The asymmetrical
         //    trend/Kalman branch stays ATR-free to match the research HTML.
-        const atrPeriod = (0, config_normalizers_js_1.normalizeAtrPeriod)(cfg.atrPeriod);
-        const atr = (0, calculator_1.calculateATR)(analysisCandles, atrPeriod);
+        const atrPeriod = normalizeAtrPeriod(cfg.atrPeriod);
+        const atr = calculateATR(analysisCandles, atrPeriod);
         const warn = (message) => {
             if (typeof deps.logger?.log === 'function') {
                 deps.logger.log(message, 'warn');
@@ -1886,7 +1882,7 @@ class MarketAdapterService {
         const amaSlopeDeltaPercent = amaSlopeResetDetails.deltaPercent;
         const amaSlopeThresholdPercent = amaSlopeResetDetails.thresholdPercent;
         // 4. Advisory collateral-ratio hint only; execution is owned by the debt runtime.
-        const collateralRecommendation = canExposeDynamicWeights ? (0, collateral_manager_1.adjustCollateralRatio)(slopeResult, 1.5, 2.0) : null;
+        const collateralRecommendation = canExposeDynamicWeights ? adjustCollateralRatio(slopeResult, 1.5, 2.0) : null;
         const amaComparison = deps.calcAmaComparison(analysisCandles, bot, ctx);
         const closedCandleTs = lastCandle[0] || null;
         const { staleData, staleAgeHours } = deps.computeCandleStaleness(closedCandleTs, cfg.maxStaleHours);
@@ -1956,6 +1952,9 @@ class MarketAdapterService {
                             rawAsymmetryFactor: asymmetryMetrics.rawAsymmetryFactor,
                             appliedAsymmetryFactor: asymmetryMetrics.appliedAsymmetryFactor,
                             trend: asymTrend,
+                            minScaleSlots: (cfg.asymmetricBounds?.minScaleSlots != null)
+                                ? cfg.asymmetricBounds.minScaleSlots
+                                : MARKET_ADAPTER.ASYMMETRIC_BOUNDS_MIN_SCALE_SLOTS,
                         };
                     }
                 }
@@ -2009,7 +2008,7 @@ class MarketAdapterService {
                     });
                 }
                 catch (err) {
-                    triggerCallbackError = (0, errors_1.getErrorMessage)(err);
+                    triggerCallbackError = getErrorMessage(err);
                 }
             }
         };
@@ -2334,5 +2333,5 @@ class MarketAdapterService {
         };
     }
 }
-exports.MarketAdapterService = MarketAdapterService;
+export { MarketAdapterService, AMA_SLOPE_PERCENT_MODE_PER_BAR, normalizeAmaSlopePercentMode, normalizeAmaSlopeLookbackBars, convertSlopePercentToPerBar };
 //# sourceMappingURL=market_adapter_service.js.map