dexbot 1.4.13 → 1.4.14

package/dist/market_adapter/candle_utils.js

@@ -1,4 +1,53 @@
 'use strict';
+/**
+ * Candle field accessors and transforms — canonical implementations shared by
+ * the production market adapter and the analysis tooling (via
+ * analysis/math_utils.ts). Keeps every consumer on one accessor path.
+ */
+function getCandleHigh(candle) {
+    if (!candle)
+        return null;
+    return Array.isArray(candle) ? candle[2] : candle.high;
+}
+function getCandleLow(candle) {
+    if (!candle)
+        return null;
+    return Array.isArray(candle) ? candle[3] : candle.low;
+}
+function getCandleClose(candle) {
+    if (!candle)
+        return null;
+    return Array.isArray(candle) ? candle[4] : candle.close;
+}
+function getCandleTimestamp(candle) {
+    if (!candle)
+        return null;
+    return Array.isArray(candle) ? candle[0] : candle.timestamp;
+}
+function normalizeCandle(candle) {
+    if (!candle)
+        return null;
+    if (Array.isArray(candle)) {
+        const ts = Number(candle[0]);
+        const open = Number(candle[1]);
+        const high = Number(candle[2]);
+        const low = Number(candle[3]);
+        const close = Number(candle[4]);
+        const volume = Number(candle[5] ?? 0);
+        if (![ts, open, high, low, close].every(Number.isFinite))
+            return null;
+        return { time: Math.floor(ts / 1000), open, high, low, close, volume: Number.isFinite(volume) ? volume : 0 };
+    }
+    const ts = Number(candle.timestamp ?? candle.ts ?? candle.time);
+    const open = Number(candle.open);
+    const high = Number(candle.high);
+    const low = Number(candle.low);
+    const close = Number(candle.close);
+    const volume = Number(candle.volume ?? candle.volumeA ?? 0);
+    if (![ts, open, high, low, close].every(Number.isFinite))
+        return null;
+    return { time: Math.floor(ts / 1000), open, high, low, close, volume: Number.isFinite(volume) ? volume : 0 };
+}
 function rawToHuman(rawAmount, precision) {
     if (precision === undefined || precision === null || !Number.isFinite(Number(precision))) {
         throw new Error(`Invalid precision for rawToHuman: ${precision}`);
@@ -241,5 +290,5 @@ function mergeCandles(a, b, { onCollision } = {}) {
     }
     return [...map.values()].sort((x, y) => x[0] - y[0]);
 }
-export { tradesToCandles, detectMissingCandleTimestamps, fillCandleGaps, detectStaleTail, pruneStaleTail, mergeCandles };
+export { getCandleClose, getCandleHigh, getCandleLow, getCandleTimestamp, normalizeCandle, tradesToCandles, detectMissingCandleTimestamps, fillCandleGaps, detectStaleTail, pruneStaleTail, mergeCandles };
 //# sourceMappingURL=candle_utils.js.map

package/dist/market_adapter/candle_utils.js.map

@@ -1 +1 @@
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package/dist/market_adapter/core/config_normalizers.js

@@ -5,7 +5,7 @@ function normalizeAtrPeriod(period, defaultValue = MARKET_ADAPTER.DYNAMIC_WEIGHT
     if (!Number.isFinite(value) || value <= 0)
         return defaultValue;
     const rounded = Math.round(value);
-    return Math.max(3, Math.min(30, rounded));
+    return Math.max(MARKET_ADAPTER.DYNAMIC_WEIGHT_ATR_PERIOD_MIN, Math.min(MARKET_ADAPTER.DYNAMIC_WEIGHT_ATR_PERIOD_MAX, rounded));
 }
 function normalizeMaxVolatilityOffset(value, defaultValue = MARKET_ADAPTER.DYNAMIC_WEIGHT_SYMMETRIC_SHIFT_CLAMP) {
     const numeric = Number(value);

package/dist/market_adapter/core/config_normalizers.js.map

@@ -1 +1 @@
-{"version":3,"file":"config_normalizers.js","sourceRoot":"","sources":["../../../market_adapter/core/config_normalizers.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,cAAc,EAAE,MAAM,4BAA4B,CAAC;AAC5D,YAAY,CAAC;AAGb,SAAS,kBAAkB,CAAC,MAAW,EAAE,YAAY,GAAG,cAAc,CAAC,iCAAiC;IACpG,MAAM,KAAK,GAAG,MAAM,CAAC,MAAM,CAAC,CAAC;IAC7B,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,IAAI,KAAK,IAAI,CAAC;QAAE,OAAO,YAAY,CAAC;IAE/D,MAAM,OAAO,GAAG,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC;IAClC,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,OAAO,CAAC,CAAC,CAAC;AAC9C,CAAC;AAED,SAAS,4BAA4B,CAAC,KAAU,EAAE,YAAY,GAAG,cAAc,CAAC,oCAAoC;IAChH,MAAM,OAAO,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC;IAC9B,iDAAiD;IACjD,OAAO,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,IAAI,OAAO,IAAI,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,YAAY,CAAC;AAC7E,CAAC;AAED,SAAS,4BAA4B,CAAC,KAAU,EAAE,YAAY,GAAG,cAAc,CAAC,wCAAwC;IACpH,MAAM,OAAO,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC;IAC9B,OAAO,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,IAAI,OAAO,IAAI,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,YAAY,CAAC;AAC7E,CAAC;AAED,OAAO,EAAE,kBAAkB,EAAE,4BAA4B,EAAE,4BAA4B,EAAE,CAAA"}
+{"version":3,"file":"config_normalizers.js","sourceRoot":"","sources":["../../../market_adapter/core/config_normalizers.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,cAAc,EAAE,MAAM,4BAA4B,CAAC;AAC5D,YAAY,CAAC;AAGb,SAAS,kBAAkB,CAAC,MAAW,EAAE,YAAY,GAAG,cAAc,CAAC,iCAAiC;IACpG,MAAM,KAAK,GAAG,MAAM,CAAC,MAAM,CAAC,CAAC;IAC7B,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,IAAI,KAAK,IAAI,CAAC;QAAE,OAAO,YAAY,CAAC;IAE/D,MAAM,OAAO,GAAG,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC;IAClC,OAAO,IAAI,CAAC,GAAG,CAAC,cAAc,CAAC,6BAA6B,EAAE,IAAI,CAAC,GAAG,CAAC,cAAc,CAAC,6BAA6B,EAAE,OAAO,CAAC,CAAC,CAAC;AACnI,CAAC;AAED,SAAS,4BAA4B,CAAC,KAAU,EAAE,YAAY,GAAG,cAAc,CAAC,oCAAoC;IAChH,MAAM,OAAO,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC;IAC9B,iDAAiD;IACjD,OAAO,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,IAAI,OAAO,IAAI,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,YAAY,CAAC;AAC7E,CAAC;AAED,SAAS,4BAA4B,CAAC,KAAU,EAAE,YAAY,GAAG,cAAc,CAAC,wCAAwC;IACpH,MAAM,OAAO,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC;IAC9B,OAAO,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,IAAI,OAAO,IAAI,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,YAAY,CAAC;AAC7E,CAAC;AAED,OAAO,EAAE,kBAAkB,EAAE,4BAA4B,EAAE,4BAA4B,EAAE,CAAA"}

package/dist/market_adapter/core/kibana_client.d.ts

@@ -2,8 +2,8 @@
  * KIBANA ELASTICSEARCH CLIENT
  *
  * Shared HTTP client for querying the BitShares Kibana instance.
- * Extracted from kibana_source.js and kibana_bot_queries.js to
- * eliminate duplication.
+ * Centralizes the request/response handling used by the Kibana candle
+ * sources (inputs/kibana_source.ts, core/kibana_candles.ts).
  *
  * All Kibana-consuming modules should use this client instead of
  * maintaining their own HTTP implementation.

package/dist/market_adapter/core/kibana_client.js

@@ -2,8 +2,8 @@
  * KIBANA ELASTICSEARCH CLIENT
  *
  * Shared HTTP client for querying the BitShares Kibana instance.
- * Extracted from kibana_source.js and kibana_bot_queries.js to
- * eliminate duplication.
+ * Centralizes the request/response handling used by the Kibana candle
+ * sources (inputs/kibana_source.ts, core/kibana_candles.ts).
  *
  * All Kibana-consuming modules should use this client instead of
  * maintaining their own HTTP implementation.

package/dist/market_adapter/core/kibana_market_candles.d.ts

@@ -25,81 +25,6 @@
  * Output: [[timestamp_ms, open, high, low, close, volume_base], ...]
  * Same OHLCV format as kibana_source.ts for compatibility with candle_utils.
  */
-/**
- * Build ES query for fill_order aggregation in one direction.
- *
- * Filters fills where pays.asset_id = soldAssetId, aggregates by time bucket:
- *   sum_sold     = Σ pays.amount
- *   sum_received = Σ receives.amount
- *
- * VWAP per bucket = sum_received / sum_sold (precision-adjusted externally).
- *
- * @param {string}      soldAssetId    – e.g. '1.3.0' (BTS)
- * @param {string}      receivedAssetId – e.g. '1.3.5649' (HONEST.USD)
- * @param {number}      lookbackHours
- * @param {number}      intervalSeconds
- * @param {Object|null} timeRange      – { gte, lte } ISO strings
- * @returns {Object} ES query object
- */
-declare function buildFillCandleQuery(soldAssetId: any, receivedAssetId: any, lookbackHours: any, intervalSeconds: any, timeRange?: any): {
-    size: number;
-    query: {
-        bool: {
-            filter: ({
-                term: {
-                    operation_type: number;
-                    'operation_history.op_object.pays.asset_id.keyword'?: undefined;
-                    'operation_history.op_object.receives.asset_id.keyword'?: undefined;
-                };
-                range?: undefined;
-            } | {
-                term: {
-                    'operation_history.op_object.pays.asset_id.keyword': any;
-                    operation_type?: undefined;
-                    'operation_history.op_object.receives.asset_id.keyword'?: undefined;
-                };
-                range?: undefined;
-            } | {
-                term: {
-                    'operation_history.op_object.receives.asset_id.keyword': any;
-                    operation_type?: undefined;
-                    'operation_history.op_object.pays.asset_id.keyword'?: undefined;
-                };
-                range?: undefined;
-            } | {
-                range: {
-                    'block_data.block_time': {
-                        gte: any;
-                        lte: any;
-                    };
-                };
-                term?: undefined;
-            })[];
-        };
-    };
-    aggs: {
-        by_time: {
-            date_histogram: {
-                field: string;
-                fixed_interval: string;
-                min_doc_count: number;
-            };
-            aggs: {
-                sum_sold: {
-                    sum: {
-                        field: string;
-                    };
-                };
-                sum_received: {
-                    sum: {
-                        field: string;
-                    };
-                };
-            };
-        };
-    };
-};
-declare function bucketsToCandles(buckets: any, soldPrecision: any, receivedPrecision: any): any;
 /**
  * Fetch bidirectional fill candles for an asset pair.
  *
@@ -121,16 +46,5 @@ declare function getMarketCandles(assetA: any, assetB: any, config?: any): Promi
  * @returns {Promise<Object>} Parsed close price response
  */
 declare function getMarketClosePrices(assetA: any, assetB: any, config?: any): Promise<any[]>;
-/**
- * Fetch candles for an MPA/BTS market using symbol strings.
- * Resolves asset objects internally using chain queries if available,
- * or accepts pre-resolved asset objects.
- *
- * @param {Object} baseAsset   – { id, precision, symbol } for BTS
- * @param {Object} quoteAsset  – { id, precision, symbol } for the MPA
- * @param {Object} [config]
- * @returns {Promise<Array>} OHLCV candles (quote-per-base, e.g. HONEST.USD per BTS)
- */
-declare function getMpaCandles(baseAsset: any, quoteAsset: any, config?: any): Promise<any[]>;
-export { getMarketCandles, getMarketClosePrices, getMpaCandles, buildFillCandleQuery, bucketsToCandles };
+export { getMarketCandles, getMarketClosePrices };
 //# sourceMappingURL=kibana_market_candles.d.ts.map

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

@@ -1 +1 @@
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+{"version":3,"file":"kibana_market_candles.d.ts","sourceRoot":"","sources":["../../../market_adapter/core/kibana_market_candles.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;;GA0BG;AAkBH;;;;;;;;;;GAUG;AACH,iBAAe,gBAAgB,CAAC,MAAM,EAAE,GAAG,EAAE,MAAM,EAAE,GAAG,EAAE,MAAM,GAAE,GAAQ,kBAQzE;AAED;;;;;;;GAOG;AACH,iBAAe,oBAAoB,CAAC,MAAM,EAAE,GAAG,EAAE,MAAM,EAAE,GAAG,EAAE,MAAM,GAAE,GAAQ,kBAQ7E;AAED,OAAO,EAAE,gBAAgB,EAAE,oBAAoB,EAAE,CAAA"}

package/dist/market_adapter/core/kibana_market_candles.js

@@ -25,7 +25,6 @@
  * Output: [[timestamp_ms, open, high, low, close, volume_base], ...]
  * Same OHLCV format as kibana_source.ts for compatibility with candle_utils.
  */
-import { toIntervalLabel } from '../interval_utils.js';
 import { fetchKibanaCandles, fetchKibanaClosePrices } from './kibana_candles.js';
 'use strict';
 const OP_FILL_ORDER = 4;
@@ -35,71 +34,6 @@ const FILL_FIELD_MAP = {
     soldAmountField: 'operation_history.op_object.pays.amount',
     receivedAmountField: 'operation_history.op_object.receives.amount',
 };
-// ─── Query Builders ──────────────────────────────────────────────────────────
-/**
- * Build ES query for fill_order aggregation in one direction.
- *
- * Filters fills where pays.asset_id = soldAssetId, aggregates by time bucket:
- *   sum_sold     = Σ pays.amount
- *   sum_received = Σ receives.amount
- *
- * VWAP per bucket = sum_received / sum_sold (precision-adjusted externally).
- *
- * @param {string}      soldAssetId    – e.g. '1.3.0' (BTS)
- * @param {string}      receivedAssetId – e.g. '1.3.5649' (HONEST.USD)
- * @param {number}      lookbackHours
- * @param {number}      intervalSeconds
- * @param {Object|null} timeRange      – { gte, lte } ISO strings
- * @returns {Object} ES query object
- */
-function buildFillCandleQuery(soldAssetId, receivedAssetId, lookbackHours, intervalSeconds, timeRange = null) {
-    const rangeValue = timeRange
-        ? { gte: timeRange.gte, lte: timeRange.lte }
-        : { gte: `now-${lookbackHours}h`, lte: 'now' };
-    return {
-        size: 0,
-        query: {
-            bool: {
-                filter: [
-                    { term: { operation_type: OP_FILL_ORDER } },
-                    { term: { 'operation_history.op_object.pays.asset_id.keyword': soldAssetId } },
-                    { term: { 'operation_history.op_object.receives.asset_id.keyword': receivedAssetId } },
-                    { range: { 'block_data.block_time': rangeValue } },
-                ],
-            },
-        },
-        aggs: {
-            by_time: {
-                date_histogram: {
-                    field: 'block_data.block_time',
-                    fixed_interval: toIntervalLabel(intervalSeconds),
-                    min_doc_count: 1,
-                },
-                aggs: {
-                    sum_sold: {
-                        sum: { field: 'operation_history.op_object.pays.amount' },
-                    },
-                    sum_received: {
-                        sum: { field: 'operation_history.op_object.receives.amount' },
-                    },
-                },
-            },
-        },
-    };
-}
-// ─── Bucket → Candle ─────────────────────────────────────────────────────────
-function bucketsToCandles(buckets, soldPrecision, receivedPrecision) {
-    const soldScale = Math.pow(10, soldPrecision);
-    const recvScale = Math.pow(10, receivedPrecision);
-    return buckets
-        .filter((b) => b.sum_sold.value > 0 && b.sum_received.value > 0)
-        .map((b) => {
-        const soldAmt = b.sum_sold.value / soldScale;
-        const recvAmt = b.sum_received.value / recvScale;
-        const vwap = recvAmt / soldAmt;
-        return [b.key, vwap, vwap, vwap, vwap, soldAmt];
-    });
-}
 // ─── Public API ──────────────────────────────────────────────────────────────
 /**
  * Fetch bidirectional fill candles for an asset pair.
@@ -138,18 +72,5 @@ async function getMarketClosePrices(assetA, assetB, config = {}) {
         config,
     });
 }
-/**
- * Fetch candles for an MPA/BTS market using symbol strings.
- * Resolves asset objects internally using chain queries if available,
- * or accepts pre-resolved asset objects.
- *
- * @param {Object} baseAsset   – { id, precision, symbol } for BTS
- * @param {Object} quoteAsset  – { id, precision, symbol } for the MPA
- * @param {Object} [config]
- * @returns {Promise<Array>} OHLCV candles (quote-per-base, e.g. HONEST.USD per BTS)
- */
-async function getMpaCandles(baseAsset, quoteAsset, config = {}) {
-    return getMarketCandles(baseAsset, quoteAsset, config);
-}
-export { getMarketCandles, getMarketClosePrices, getMpaCandles, buildFillCandleQuery, bucketsToCandles };
+export { getMarketCandles, getMarketClosePrices };
 //# sourceMappingURL=kibana_market_candles.js.map

package/dist/market_adapter/core/kibana_market_candles.js.map

@@ -1 +1 @@
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package/dist/market_adapter/core/market_adapter_service.d.ts

@@ -178,14 +178,6 @@ declare class MarketAdapterService {
             kalmanReady: any;
         };
         slopeResult: {
-            isReady: boolean;
-            slopeOffset: number;
-            symmetricDelta: number;
-            slopePct: number;
-            clippedSlopePct: number;
-            confidence: number;
-            trend: string;
-        } | {
             slopeOffset: number;
             rawSlopeOffset: number;
             symmetricDelta: number;

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

@@ -1 +1 @@
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package/dist/market_adapter/core/market_adapter_service.js

@@ -2,7 +2,8 @@ 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 { computeDynamicWeightSeries } from './strategies/dynamic_weight_series.js';
+import { KalmanTrendAnalyzer } from './signals/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';
@@ -11,7 +12,7 @@ import { roundTo } from '../../modules/utils/math_utils.js';
 'use strict';
 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 { buildKalmanVelocitySeries, computeAbsolutePercentileThreshold, } from './signals/kalman_velocity_smoothing.js';
 import { resolveMaxAsymmetryFactor, computeAsymmetricBoundsMetrics, } from './asymmetric_bounds.js';
 import { getErrorMessage } from '../../modules/utils/errors.js';
 const marketAdapterServiceLogger = new Logger('MarketAdapterService');
@@ -560,15 +561,12 @@ class MarketAdapterService {
         const slopeCfg = {
             ...(cfg.amaSlope || {}),
             erPeriod: botAma.erPeriod,
-            slowPeriod: botAma.slowPeriod,
-            fastPeriod: botAma.fastPeriod,
             maxSlopeOffset: cfg.maxSlopeOffset,
             maxVolatilityOffset: volatilityClamp,
             volatilityExponent,
             volatilityScaleX,
             volatilityThreshold,
             neutralZonePct: nz,
-            clipPercentile,
             clipThreshold: amaClipThreshold,
         };
         const slopeResult = computeAmaSlopeWeights(amaValues, weightVariance, slopeCfg);
@@ -623,12 +621,8 @@ class MarketAdapterService {
         const hasDirectionalOffset = mo > 0;
         const useAmaBlend = hasDirectionalOffset && alpha !== 0;
         const useKalmanBlend = hasDirectionalOffset && alpha !== 1;
-        const useNeutralZone = nz > 0;
         const useClipThreshold = clipPercentile > 0;
-        const zeroOutputThreshold = minOutputThreshold === 0;
         let kalmanSmoothedVelocityPct = new Array(kalmanHistory.length).fill(null);
-        let amaOffsets = new Array(closes.length).fill(0);
-        let kalmanOffsets = new Array(closes.length).fill(0);
         if (useKalmanBlend) {
             kalmanSmoothedVelocityPct = buildKalmanVelocitySeries(kalmanHistory, {
                 kalmanSmoothPct,
@@ -639,109 +633,35 @@ class MarketAdapterService {
             kalClipThreshold = useClipThreshold
                 ? computeAbsolutePercentileThreshold(kalmanSmoothedVelocityPct.slice(kalmanWarmupBars), clipPercentile, Infinity)
                 : Infinity;
-            for (let i = 0; i < kalmanHistory.length; i++) {
-                const kr = kalmanHistory[i];
-                const vp = kalmanSmoothedVelocityPct[i];
-                if (!kr.isReady || vp == null || kr.displacementRawPct == null)
-                    continue;
-                const dp = kr.displacementRawPct;
-                const clippedV = Math.max(-kalClipThreshold, Math.min(kalClipThreshold, vp));
-                if (useNeutralZone && Math.abs(clippedV) < nz)
-                    continue;
-                const dispScale = Math.max(1e-6, dispScaleMinPct);
-                const dispConf = Math.min(Math.abs(dp) / dispScale, 1.0);
-                const momAlign = Math.max(0, (clippedV * dp) / (Math.abs(clippedV) * Math.abs(dp) + 1e-10));
-                const composite = clippedV * (1 - dw + dw * dispConf * momAlign);
-                kalmanOffsets[i] = Math.max(-mo, Math.min(mo, (composite / kalMaxS) * mo));
-            }
-        }
-        if (useAmaBlend) {
-            for (let i = 0; i < closes.length; i++) {
-                if (!slopeResult.isReady || i < amaSlopeReadyBars)
-                    continue;
-                const last = amaValues[i];
-                const past = amaValues[i - lookbackBars];
-                if (!Number.isFinite(last) || !Number.isFinite(past) || past === 0)
-                    continue;
-                const sp = computeAverageAmaSlopePct(last, past, lookbackBars);
-                if (!Number.isFinite(sp))
-                    continue;
-                const csp = Math.max(-amaClipThreshold, Math.min(amaClipThreshold, sp));
-                amaOffsets[i] = (!useNeutralZone || Math.abs(csp) >= nz)
-                    ? Math.max(-mo, Math.min(mo, (csp / amaMaxS) * mo))
-                    : 0;
-            }
         }
         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;
-        const combinedOffSeries = new Array(closes.length).fill(0);
-        const gatedOffSeries = new Array(closes.length).fill(0);
-        for (let i = 0; i < closes.length; i++) {
-            let blendedOff;
-            if (useAmaBlend && useKalmanBlend) {
-                blendedOff = (alpha * (amaOffsets[i] / channelNorm) + (1 - alpha) * (kalmanOffsets[i] / channelNorm));
-            }
-            else if (useAmaBlend) {
-                blendedOff = amaOffsets[i] / channelNorm;
-            }
-            else if (useKalmanBlend) {
-                blendedOff = kalmanOffsets[i] / channelNorm;
-            }
-            else {
-                blendedOff = 0;
-            }
-            const regimeAdjusted = blendedOff * regimeMultipliers[i];
-            const gatedOff = outputThresholdIsZero
-                ? regimeAdjusted
-                : (Math.abs(regimeAdjusted) < outputThreshold ? 0 : regimeAdjusted);
-            const off = Math.max(-offsetClamp, Math.min(offsetClamp, gatedOff * gain));
-            gatedOffSeries[i] = gatedOff;
-            combinedOffSeries[i] = roundTo(off, 1000);
-        }
-        const confirmBars = Math.max(0, Math.min(5, Math.round(signalConfirmBars)));
-        let echoedOffSeries = new Array(closes.length).fill(0);
-        let echoedGatedOffSeries = new Array(closes.length).fill(0);
-        if (confirmBars === 0) {
-            echoedOffSeries = combinedOffSeries;
-            echoedGatedOffSeries = gatedOffSeries;
-        }
-        else {
-            let latchedSign = 0;
-            let pendingSign = 0;
-            let pendingCount = 0;
-            let latchedOff = 0;
-            let latchedGatedOff = 0;
-            for (let i = 0; i < closes.length; i++) {
-                const raw = combinedOffSeries[i];
-                const sign = raw > 0 ? 1 : raw < 0 ? -1 : 0;
-                if (sign === latchedSign) {
-                    pendingSign = 0;
-                    pendingCount = 0;
-                    latchedOff = raw;
-                    latchedGatedOff = gatedOffSeries[i];
-                }
-                else {
-                    if (pendingSign !== sign) {
-                        pendingSign = sign;
-                        pendingCount = 1;
-                    }
-                    else {
-                        pendingCount++;
-                    }
-                    if (pendingCount >= confirmBars) {
-                        latchedSign = sign;
-                        pendingSign = 0;
-                        pendingCount = 0;
-                        latchedOff = raw;
-                        latchedGatedOff = gatedOffSeries[i];
-                    }
-                }
-                echoedOffSeries[i] = latchedOff;
-                echoedGatedOffSeries[i] = latchedGatedOff;
-            }
-        }
+        // Per-bar directional offset series — canonical implementation shared
+        // with the research chart and test harness (see dynamic_weight_series.ts).
+        const seriesResult = computeDynamicWeightSeries({
+            amaValues,
+            kalmanVelocityPct: kalmanSmoothedVelocityPct,
+            kalmanDisplacementPct: kalmanHistory.map((kr) => kr.displacementRawPct),
+            kalmanIsReady: kalmanHistory.map((kr) => kr.isReady),
+            regimeMultipliers,
+            lookbackBars,
+            amaErPeriod: botAma.erPeriod,
+            amaClipThreshold,
+            kalClipThreshold,
+            neutralZonePct: nz,
+            amaMaxSlopePct: amaMaxS,
+            kalmanMaxSlopePct: kalMaxS,
+            offsetClamp,
+            dispScaleMinPct,
+            alpha,
+            dw,
+            gain,
+            minOutputThreshold,
+            signalConfirmBars,
+            clampFinalOutput: true,
+        });
+        const { amaOffsets, combinedOffSeries, gatedOffSeries, echoedOffSeries, echoedGatedOffSeries, } = seriesResult;
         const rawFinalOff = combinedOffSeries[combinedOffSeries.length - 1] ?? 0;
         const rawFinalPreGainOff = gatedOffSeries[gatedOffSeries.length - 1] ?? 0;
         const finalPreGainOff = echoedGatedOffSeries[echoedGatedOffSeries.length - 1] ?? rawFinalPreGainOff;
@@ -1837,8 +1757,6 @@ class MarketAdapterService {
             && deps.isBotDynamicWeightWhitelisted(bot.botKey));
         const isDynamicWeightWhitelisted = isAmaWhitelisted && isDynamicWeightFlagWhitelisted;
         const isGridRangeScalingWhitelisted = forceWhitelistAll
-            || (typeof deps.isBotGridRangeScalingWhitelisted === 'function'
-                && deps.isBotGridRangeScalingWhitelisted(bot.botKey))
             || (typeof deps.isBotAsymmetricBoundsWhitelisted === 'function'
                 && deps.isBotAsymmetricBoundsWhitelisted(bot.botKey));
         const isAsymmetricBoundsWhitelisted = isGridRangeScalingWhitelisted;
@@ -1858,19 +1776,14 @@ class MarketAdapterService {
         let dynamicWeightsPayload = null;
         if (shouldComputeDynamicWeightSignal) {
             const dwResult = this._computeDynamicWeights({
-                analysisCandles,
                 closes,
                 amaValues,
-                amaWarmupBars,
                 lookbackBars,
                 botAma,
                 weightVariance,
-                amaPrice,
                 nowIso,
                 cfg,
                 bot,
-                ctx,
-                deps,
                 atrPeriod,
             });
             slopeResult = dwResult.slopeResult;