dexbot 1.4.17 → 1.4.19

package/CHANGELOG.md

@@ -2,6 +2,23 @@
 
 All notable changes to this project will be documented in this file.
 
+## [1.4.19] - 2026-08-21 - COW Broadcast Op Cap, Grid Divergence Rail Fix, UI Price Feedback
+
+### 2026-08-21
+
+- **Feat(cow)**: enforce a per-broadcast operation cap — a single COW rebalance can expand one fill batch into many more order operations (4 fills → 12 creates + 4 updates = 16 ops), so `FILL_PROCESSING.MAX_FILL_BATCH_SIZE` is a weak proxy for on-chain transaction size. `COW_PERFORMANCE.MAX_OPS_PER_BROADCAST` (default 4) now caps operations per broadcast; oversized batches are split into sequential transactions via `executeChunkedWithRetryOnUncertain`, restoring the original "N fills per broadcast" intent at the op level. An uncertain chunk failure continues broadcasting the remaining chunks (no order dropped); a definitively rejected chunk aborts the rest; the first failure is rethrown enriched with `partialOnChainState`, `chunksTotal`/`chunksFailed`/`chunksAborted`, and `broadcastedOperationCount`. Configurable via the runtime settings override chain (`runtimeCowPerformance`/`marketCowPerformance`/`botCowPerformance`). Covered by the new 463-line `test_cow_ops_per_broadcast.ts` (`modules/dexbot_cow_runtime.ts`, `modules/constants.ts`, `modules/dexbot_class.ts`, `modules/runtime_settings.ts`).
+- **Fix(grid)**: exclude gap-band strays from divergence desired-window selection — a fund-driven boundary shift during `applyGridDivergenceCorrections` re-types the working grid, but the SPREAD GUARD keeps live on-chain orders inside the new spread band typed BUY/SELL, so the Phase-2 window selected "closest to market" slots purely by stored type+price and a stray SELL inside the new gap looked like the bottom of the sell rail and was never relocated, collapsing the real spread (boundary 107→110 left sells at 111–113 inside the new gap, real spread 0.5% vs the 2.0% target). New shared `MathUtils.isSlotInRail` (pure geometric rail-membership test) now filters desired-window candidates using the working boundary; the strategy window and virtual-slot selection delegate to the same helper, and gap-band strays become surplus → cancelled and relocated back onto the rail (`modules/order/utils/math.ts`, `modules/order/utils/system.ts`, `modules/order/strategy.ts`, `modules/order/grid_reconcile_internal.ts`, `tests/test_is_slot_in_rail.ts`, `tests/test_cow_divergence_correction.ts`, `tests/test_lp_chart.ts`).
+- **Tune**: lower the AMA slope grid-reset threshold from 10 to 8 — the AMA slope delta trigger resets the grid when the slope swing exceeds (`AMA_SLOPE_DELTA_THRESHOLD_PERCENT`/100) × maxSlopePct. At 10 the XRP-BTS trend reversal (DOWN baseline → UP current, delta 0.0074%/bar) stayed below the 0.0085 threshold, leaving the grid scaled for the wrong direction. Lowering to 8 (threshold 0.0068%/bar) reacts to the reversal while still ignoring small slope noise (`modules/constants.ts`).
+- **Feat(ui)**: green/red relative-scaling feedback for price inputs — the bot editor's Price Range displayed min/max as plain white, hiding whether relative scaling (x multipliers) is active. Range values now render green for "1.55x" multipliers and red for fixed prices, and `readInput` gains a colorize option so the typed input switches red → green live the moment the "x" is entered (`modules/account_bots.ts`, `modules/order/utils/system.ts`).
+- **Fix(ui)**: clarify the GridPrice label in the bot editor — the Price section displayed the gridPrice reference as bare "Grid:", which was ambiguous next to "Start:"/"Pool:" and collided with the section "4) Grid". Renamed to "GridPrice:" (one word, matching the `gridPrice` config field name) to reflect the values it accepts (pool/book/ama/number/none) (`modules/account_bots.ts`).
+- **Docs**: add an end-to-end lifecycle walkthrough — new `docs/LIFECYCLE.md` consolidates the startup, fill-driven (reactive), and maintenance/AMA-driven (periodic) flows into one newcomer-facing map with mermaid system-context and sequence diagrams (fill → `_incomingFillQueue` → `processFilledOrders` → Accounting SSOT → WorkingGrid COW → single atomic broadcast → persist; `_performPeriodicGridChecks` → `performPeriodicGridChecks` → `runGridMaintenance` → `executeMaintenanceLogic`), plus a cross-cutting invariants table and file map. Surfaced as the first read from README and the docs index, and added to the npm `files` array (`docs/LIFECYCLE.md`, `docs/developer_guide.md`, `docs/README.md`, `README.md`, `package.json`).
+
+## [1.4.18] - 2026-08-19 - Compile-First Runtime Migration (tsx to dist)
+
+### 2026-08-19
+
+- **Refactor(build)**: drop the tsx runtime dependency and run compiled `dist/` everywhere — `tsx` moves from `dependencies` to `devDependencies`; the root shims (`bot.js`, `dexbot.js`, `pm2.js`, `unlock.js`, `credential-daemon.js`, `scripts/update.js`) and launcher wrappers (`scripts/{bots,dexbot,keys,pm2,unlock}`) now hard-error on a missing `dist/` build instead of falling back to tsx. The published npm package never shipped the root `.ts` entrypoints, so the tsx fallback was dead for consumers while forcing tsx into production installs. The research toolset now compiles into the shipped tarball (`analysis/` is added to the tsconfig build and `.npmignore` no longer excludes `dist/analysis`); npm scripts (`lp:chart`, `market-adapter:*`, `analysis:*`, `ama:chart:lp-local`, `native:*`, `test:credit-renewal`, `version:sync`, `verify:browser-bundle`, and all `claw/*` commands) run the compiled `node dist/...` output. Every doc, skill file, and in-tool usage string is converted from `tsx <file>.ts` to the compiled form or the matching `npm run *` shortcut. Tests are intentionally untouched — they still run via tsx (`node --import tsx` / `npx tsx tests/...`) since `tests/` is not compiled (`package.json`, `claw/package.json`, `tsconfig.json`, `.npmignore`, `scripts/README.md`, `market_adapter/README.md`, all analysis READMEs, `claw/README.md`, `claw/docs/*`, `claw/skills/*`, `docs/GRID_RECALCULATION.md`, `bot.ts`, `claw/scripts/claw_bridge.ts`, `claw/scripts/claw_skill_md.ts`, `claw/examples/short_mpa_bts_strategy.ts`, `market_adapter/ama_signal_runner.ts`, `market_adapter/inputs/fetch_cex_synthetic_data.ts`, `scripts/test-credit-renewal.ts`, `scripts/generate_lp_chart.ts`, `scripts/clear-market-adapter.sh`, `analysis/bot_usage/discover_bot_accounts.ts`, `analysis/bot_fitting/backtest_ama_sweep.ts`).
+
 ## [1.4.17] - 2026-08-19 - Duplicate-Code Consolidation, Dead Export Purge, Analysis Source Centralization
 
 ### 2026-08-19

package/README.md

@@ -293,6 +293,7 @@ Logs are written to `logs/` in the profiles directory in all modes: the monolith
 - **[Docs Index](docs/README.md)** - Main documentation hub
 - **[Claw API Boundary](claw/docs/AI_BOT_LIBRARY_API.md)** - Responsibility split between the AI layer and the DEXBot2 execution layer
 - **[Architecture](docs/architecture.md)** - System design, fill processing pipeline, and testing strategy
+- **[Lifecycle](docs/LIFECYCLE.md)** - End-to-end walkthrough: startup, fill-driven, and AMA-driven flows with diagrams
 - **[Developer Guide](docs/developer_guide.md)** - Development guide, environment variables, examples, and glossary
 - **[Copy-on-Write Plan](docs/COPY_ON_WRITE_MASTER_PLAN.md)** - Copy-on-Write grid architecture
 - **[Fund Movement & Accounting](docs/FUND_MOVEMENT_AND_ACCOUNTING.md)** - Fund accounting, grid topology, and rotation mechanics

package/analysis/README.md

@@ -21,15 +21,15 @@ Tools that inspect DEXBot trading behavior and the market data it operates on. O
 | Tool | Ask this when… | One-line command |
 |------|----------------|------------------|
 | [`trade_profitability.ts`](#trade-profitability-analyzer-trade_profitabilityts) | "Is my bot making money?" — PnL, R-multiples, drawdown | `npm run analysis:trade-pnl -- <account-id>` |
-| [`analyze_risk_profile.ts`](#risk-profile-analyzer-analyze_risk_profilets) | "How wide should my Safe Range clamps be?" | `tsx analysis/analyze_risk_profile.ts --bot-key <bot-key>` |
-| [`analyze_trade_heatmap.ts`](#trade-heatmap-analyze_trade_heatmapts) | "Where did trade volume cluster vs the AMA?" | `tsx analysis/analyze_trade_heatmap.ts --bot-key <bot-key>` |
+| [`analyze_risk_profile.ts`](#risk-profile-analyzer-analyze_risk_profilets) | "How wide should my Safe Range clamps be?" | `node dist/analysis/analyze_risk_profile.js --bot-key <bot-key>` |
+| [`analyze_trade_heatmap.ts`](#trade-heatmap-analyze_trade_heatmapts) | "Where did trade volume cluster vs the AMA?" | `node dist/analysis/analyze_trade_heatmap.js --bot-key <bot-key>` |
 | [`tradingview/analyze_tradingview.ts`](#tradingview-chart-tradingviewanalyze_tradingviewts) | "Just give me a candle chart" | `npm run analysis:tradingview -- --source market_adapter --bot-key <bot-key>` |
-| [`analyze_dynamic_weight.ts`](#dynamic-weight-research-analyze_dynamic_weightts) | "Are buy/sell weights tuned for this regime?" | `tsx analysis/analyze_dynamic_weight.ts --bot-key <bot-key>` |
-| [`analyze_volatility.ts`](#volatility-analyze_volatilityts) | "Both weights clipped too hard / not enough?" | `tsx analysis/analyze_volatility.ts --bot-key <bot-key>` |
-| [`analyze_regime.ts`](#supporting-sub-signals) | "Is the trend/chaos gate too aggressive?" | `tsx analysis/analyze_regime.ts --bot-key <bot-key>` |
-| [`analyze_kalman.ts`](#supporting-sub-signals) | "Is Kalman's contribution to the blend right?" | `tsx analysis/analyze_kalman.ts --bot-key <bot-key>` |
-| [`ama_fitting/`](#ama-fitting) | "Which AMA preset fits this market?" | `tsx analysis/ama_fitting/optimizer_high_resolution.ts --data <lp-file>` |
-| [`bot_fitting/`](#bot-fitting) | "What spread / increment / ratio for my grid?" | `tsx analysis/bot_fitting/backtest_ama_sweep.ts --data <lp-file>` |
+| [`analyze_dynamic_weight.ts`](#dynamic-weight-research-analyze_dynamic_weightts) | "Are buy/sell weights tuned for this regime?" | `node dist/analysis/analyze_dynamic_weight.js --bot-key <bot-key>` |
+| [`analyze_volatility.ts`](#volatility-analyze_volatilityts) | "Both weights clipped too hard / not enough?" | `node dist/analysis/analyze_volatility.js --bot-key <bot-key>` |
+| [`analyze_regime.ts`](#supporting-sub-signals) | "Is the trend/chaos gate too aggressive?" | `node dist/analysis/analyze_regime.js --bot-key <bot-key>` |
+| [`analyze_kalman.ts`](#supporting-sub-signals) | "Is Kalman's contribution to the blend right?" | `node dist/analysis/analyze_kalman.js --bot-key <bot-key>` |
+| [`ama_fitting/`](#ama-fitting) | "Which AMA preset fits this market?" | `node dist/analysis/ama_fitting/optimizer_high_resolution.js --data <lp-file>` |
+| [`bot_fitting/`](#bot-fitting) | "What spread / increment / ratio for my grid?" | `node dist/analysis/bot_fitting/backtest_ama_sweep.js --data <lp-file>` |
 
 > `analyze_derivatives.ts` (SMA / MACD / RSI derivative layer, uses `derivative_chart_generator.ts`) is a legacy tool surfaced via `npm run analysis:derivatives` — kept for reference.
 
@@ -67,7 +67,7 @@ Two entry points, depending on what you're asking:
 
 ```bash
 npm run analysis:tradingview -- --source market_adapter --bot-key <bot-key>
-tsx analysis/analyze_dynamic_weight.ts --bot-key <bot-key>
+node dist/analysis/analyze_dynamic_weight.js --bot-key <bot-key>
 ```
 
 **"How much money did my bot make?"** — pass a BitShares account ID or name:
@@ -77,7 +77,7 @@ npm run analysis:trade-pnl -- 1.2.123456 --hours 168
 ```
 
 > The market adapter source reads from `market_adapter/state/market_adapter_centers.json` — run the bot first to populate state.
-> Prefer the `npm run analysis:*` shortcuts; they wrap the `tsx ...` runners with the same flags (see [npm Script Shortcuts](#npm-script-shortcuts) for the full mapping).
+> Prefer the `npm run analysis:*` shortcuts; they wrap the compiled runners with the same flags (see [npm Script Shortcuts](#npm-script-shortcuts) for the full mapping).
 
 ## Data Prerequisites
 
@@ -89,10 +89,10 @@ Most runners expect candle data. Two paths to get it:
 
 ```bash
 # Via the market adapter LP exporter (recommended for blockchain-backed candles)
-tsx market_adapter/inputs/fetch_lp_data.ts --pool 133 --precA 4 --precB 5 --interval 1h --lookback 26280h
+node dist/market_adapter/inputs/fetch_lp_data.js --pool 133 --precA 4 --precB 5 --interval 1h --lookback 26280h
 
 # Via the analysis fetcher (uses Kibana source directly)
-tsx analysis/ama_fitting/fetch_lp_candles.ts --pool 1.19.133 \
+node dist/analysis/ama_fitting/fetch_lp_candles.js --pool 1.19.133 \
   --assetA <ASSET_A> --assetAId <asset_a_id> --assetAPrecision <n> \
   --assetB <ASSET_B> --assetBId <asset_b_id> --assetBPrecision <n>
 ```
@@ -113,10 +113,10 @@ See [ama_fitting/README.md](ama_fitting/README.md) for full fetch options and da
 Measures inventory risk by calculating empirical divergence quantiles (based on price-to-AMA deviation). Use this to calibrate 'Safe Range' clamping tiers for your liquidity strategy.
 
 ```bash
-tsx analysis/analyze_risk_profile.ts --bot-key <bot-key>
+node dist/analysis/analyze_risk_profile.js --bot-key <bot-key>
 
 # From explicit LP candle file
-tsx analysis/analyze_risk_profile.ts \
+node dist/analysis/analyze_risk_profile.js \
   --file market_adapter/data/lp/<pair>/lp_pool_<id>_1h.json \
   --ama AMA3 \
   --output analysis/charts/risk_report.html
@@ -135,21 +135,21 @@ Fetches `fill_order` operations for a BitShares account from Kibana within a spe
 
 ```bash
 # Account by ID, last 7 days (default)
-tsx analysis/trade_profitability.ts 1.2.123456
+node dist/analysis/trade_profitability.js 1.2.123456
 
 # Account by name with on-chain resolution
-tsx analysis/trade_profitability.ts "my-account-name" --lookup --hours 720
+node dist/analysis/trade_profitability.js "my-account-name" --lookup --hours 720
 
 # Absolute window with asset filter
-tsx analysis/trade_profitability.ts 1.2.123456 \
+node dist/analysis/trade_profitability.js 1.2.123456 \
   --start 2026-07-01 --end 2026-07-07 --asset 1.3.3291
 
 # Export trade log and full analysis
-tsx analysis/trade_profitability.ts 1.2.123456 \
+node dist/analysis/trade_profitability.js 1.2.123456 \
   --hours 168 --csv trades.csv --json results.json
 
 # Conservative accounting (FIFO)
-tsx analysis/trade_profitability.ts 1.2.123456 \
+node dist/analysis/trade_profitability.js 1.2.123456 \
   --hours 168 --match-mode fifo
 ```
 
@@ -226,10 +226,10 @@ tsx analysis/trade_profitability.ts 1.2.123456 \
 Generates a 2D heatmap + summed histogram showing where trade volume concentrates relative to AMA deviation. Time-slice rows show how the distribution evolved; the bottom histogram shows the aggregate bell-curve shape with threshold annotations.
 
 ```bash
-tsx analysis/analyze_trade_heatmap.ts --bot-key <bot-key>
+node dist/analysis/analyze_trade_heatmap.js --bot-key <bot-key>
 
 # From explicit LP candle file
-tsx analysis/analyze_trade_heatmap.ts \
+node dist/analysis/analyze_trade_heatmap.js \
   --file market_adapter/data/lp/<pair>/lp_pool_<id>_<interval>.json \
   --ama AMA3 \
   --output analysis/charts/trade_heatmap.html \
@@ -269,7 +269,7 @@ Generates a standalone TradingView-style HTML chart with candle OHLC, SMA, AMA,
 npm run analysis:tradingview -- --source market_adapter --bot-key <bot-key>
 
 # From an explicit candle file
-tsx analysis/tradingview/analyze_tradingview.ts \
+node dist/analysis/tradingview/analyze_tradingview.js \
   --file market_adapter/data/market_adapter_<bot-key>_1h.json \
   --chart analysis/charts/<pair>_tradingview.html
 ```
@@ -286,10 +286,10 @@ Two weight-tuning paths feed into the market adapter:
 Interactive 4-panel chart for the asymmetric path: AMA slope plus Kalman confirmation, gated by Hurst Exponent and Permutation Entropy. Use this when tuning buy/sell weight bias, AMA slope offset behavior, and regime damping.
 
 ```bash
-tsx analysis/analyze_dynamic_weight.ts --bot-key <bot-key>
+node dist/analysis/analyze_dynamic_weight.js --bot-key <bot-key>
 
 # From LP candle file with custom parameters
-tsx analysis/analyze_dynamic_weight.ts \
+node dist/analysis/analyze_dynamic_weight.js \
   --file market_adapter/data/lp/<pair>/lp_pool_<id>_<interval>.json \
   --alpha 0.6 --gain 0.25 --clip 20
 ```
@@ -301,7 +301,7 @@ Full research docs: [DYNAMIC_WEIGHT_RESEARCH.md](trend_detection/DYNAMIC_WEIGHT_
 ATR-based symmetric volatility penalty. Use when both buy and sell weights are being reduced too much or too little.
 
 ```bash
-tsx analysis/analyze_volatility.ts --bot-key <bot-key>
+node dist/analysis/analyze_volatility.js --bot-key <bot-key>
 ```
 
 ### Supporting sub-signals
@@ -315,16 +315,16 @@ The asymmetric path depends on three more filters; each ships as a standalone an
 | `analyze_kalman.ts` | Kalman velocity / displacement | Isolating the Kalman side of the AMA / Kalman blend |
 
 ```bash
-tsx analysis/analyze_regime.ts --bot-key <bot-key>
-tsx analysis/analyze_regime_windows.ts --bot-key <bot-key>
-tsx analysis/analyze_kalman.ts --bot-key <bot-key>
+node dist/analysis/analyze_regime.js --bot-key <bot-key>
+node dist/analysis/analyze_regime_windows.js --bot-key <bot-key>
+node dist/analysis/analyze_kalman.js --bot-key <bot-key>
 
 # All also accept explicit LP candle files
-tsx analysis/analyze_volatility.ts \
+node dist/analysis/analyze_volatility.js \
   --file market_adapter/data/lp/<pair>/lp_pool_<id>_<interval>.json
-tsx analysis/analyze_regime.ts \
+node dist/analysis/analyze_regime.js \
   --file market_adapter/data/lp/<pair>/lp_pool_<id>_<interval>.json
-tsx analysis/analyze_kalman.ts \
+node dist/analysis/analyze_kalman.js \
   --file market_adapter/data/lp/<pair>/lp_pool_<id>_<interval>.json
 ```
 
@@ -357,11 +357,11 @@ Shared analyzers and chart renderers for the dynamic-weight signal path. Core en
 **Tests:**
 
 ```bash
-tsx analysis/trend_detection/tests/test_kalman_trend.ts
-tsx analysis/trend_detection/tests/test_kalman_velocity_smoothing.ts
+node dist/analysis/trend_detection/tests/test_kalman_trend.js
+node dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.js
 ```
 
-**Note:** `trend_detection/` has no external dependencies — runs directly with `tsx`.
+**Note:** `trend_detection/` has no external dependencies — runs directly from the compiled build (`node dist/...`).
 
 ### `ama_fitting/`
 
@@ -387,15 +387,15 @@ The current fetched 3-year pool 133 1h dataset calibrates `AMA_CONVERGENCE_ER_AV
 
 ```bash
 # Default data file (pool 133 1h)
-tsx analysis/ama_fitting/calibrate_convergence_er.ts
+node dist/analysis/ama_fitting/calibrate_convergence_er.js
 
 # Custom data, specific AMAs
-tsx analysis/ama_fitting/calibrate_convergence_er.ts \
+node dist/analysis/ama_fitting/calibrate_convergence_er.js \
   --data market_adapter/data/lp/<path>/<file>.json \
   --amas AMA1,AMA3
 ```
 
-**Note:** `ama_fitting/` has no external dependencies — runs directly via `tsx`.
+**Note:** `ama_fitting/` has no external dependencies — runs directly from the compiled build (`node dist/...`).
 
 ### `bot_fitting/`
 
@@ -408,12 +408,12 @@ Parameter sweep backtests that simulate grid fills for the AMA winners from `ama
 | `shared_utils.ts` | Candle normalization and shared backtest utilities |
 
 ```bash
-tsx analysis/bot_fitting/backtest_bot_fitting.ts \
+node dist/analysis/bot_fitting/backtest_bot_fitting.js \
   --data market_adapter/data/lp/<pair>/lp_pool_<id>_<interval>.json
 ```
 
 ```bash
-tsx analysis/bot_fitting/backtest_ama_sweep.ts \
+node dist/analysis/bot_fitting/backtest_ama_sweep.js \
   --data market_adapter/data/lp/<pair>/lp_pool_<id>_<interval>.json \
   --spread 4:16:1 --increment 0.5:4:0.25
 ```
@@ -443,10 +443,10 @@ These npm scripts wrap common analysis runners:
 
 | Script | Command |
 |--------|---------|
-| `npm run analysis:tradingview` | `tsx analysis/tradingview/analyze_tradingview.ts` |
-| `npm run analysis:trade-pnl` | `tsx analysis/trade_profitability.ts` |
-| `npm run analysis:derivatives` | `tsx analysis/analyze_derivatives.ts` (legacy SMA/MACD/RSI layer, reference only) |
-| `npm run ama:chart:lp-local` | `tsx analysis/ama_fitting/generate_unified_comparison_chart.ts` (chart also auto-generated by optimizer) |
+| `npm run analysis:tradingview` | `node dist/analysis/tradingview/analyze_tradingview.js` |
+| `npm run analysis:trade-pnl` | `node dist/analysis/trade_profitability.js` |
+| `npm run analysis:derivatives` | `node dist/analysis/analyze_derivatives.js` (legacy SMA/MACD/RSI layer, reference only) |
+| `npm run ama:chart:lp-local` | `node dist/analysis/ama_fitting/generate_unified_comparison_chart.js` (chart also auto-generated by optimizer) |
 
 All accept `--` forwarded flags.
 

package/analysis/ama_fitting/README.md

@@ -34,7 +34,7 @@ bootstrap (gaps filled via `candle_utils.fillCandleGaps`), but without pruning.
 
 **`<ASSET_A>`/`<ASSET_B>` pool (3 years):**
 ```bash
-tsx analysis/ama_fitting/fetch_lp_candles.ts \
+node dist/analysis/ama_fitting/fetch_lp_candles.js \
   --pool 1.19.133 \
   --assetA <ASSET_A> --assetAId <asset_a_id> --assetAPrecision <n> \
   --assetB <ASSET_B>     --assetBId <asset_b_id>    --assetBPrecision <n> \
@@ -73,20 +73,20 @@ to `profiles/market_profiles.json`.
 
 **Run on the fetched LP data:**
 ```bash
-tsx analysis/ama_fitting/optimizer_high_resolution.ts \
+node dist/analysis/ama_fitting/optimizer_high_resolution.js \
   --data market_adapter/data/lp/<pair>/lp_pool_<id>_<interval>.json
 ```
 
 **Export winners to the market adapter profile file:**
 ```bash
-tsx analysis/ama_fitting/optimizer_high_resolution.ts \
+node dist/analysis/ama_fitting/optimizer_high_resolution.js \
   --data market_adapter/data/lp/<pair>/lp_pool_<id>_<interval>.json \
   --write-profiles
 ```
 
 Override ranges via CLI:
 ```bash
-tsx analysis/ama_fitting/optimizer_high_resolution.ts \
+node dist/analysis/ama_fitting/optimizer_high_resolution.js \
   --data market_adapter/data/lp/<pair>/lp_pool_<id>_<interval>.json \
   --erMin 100 --erMax 600 \
   --slowMin 800 --slowMax 6000
@@ -118,7 +118,7 @@ override any individually:
 --ama1Weight 0.0031  --ama2Weight 0.0025  --ama3Weight 0.00185  --ama4Weight 0.0013
 
 # Override only AMA1 and AMA4, keeping AMA2/AMA3 defaults
-tsx analysis/ama_fitting/optimizer_high_resolution.ts \
+node dist/analysis/ama_fitting/optimizer_high_resolution.js \
   --data market_adapter/data/lp/<pair>/lp_pool_<id>_<interval>.json \
   --ama1Weight 0.003 --ama4Weight 0.002
 ```
@@ -206,7 +206,7 @@ real LP candle data. Accounts for Jensen's inequality: the average smoothing
 constant is not the smoothing constant of the average ER.
 
 ```bash
-tsx analysis/ama_fitting/calibrate_convergence_er.ts --data <lp-file.json> --amas AMA3
+node dist/analysis/ama_fitting/calibrate_convergence_er.js --data <lp-file.json> --amas AMA3
 ```
 
 ### `analyze_lambda_vs_slow.ts`
@@ -221,7 +221,7 @@ values land on the curve — differences of ±1–2 slow units vs the 3-D optimi
 are expected since the optimizer also tunes ER and Fast simultaneously.
 
 ```bash
-tsx analysis/ama_fitting/analyze_lambda_vs_slow.ts \
+node dist/analysis/ama_fitting/analyze_lambda_vs_slow.js \
   --data <lp-file.json> --maxSlow 250 --lambdaEnd 0.0045 --lambdaSteps 50
 ```
 
@@ -232,7 +232,7 @@ AMA series on LP candle data. Reports reposition counts and inter-reposition
 step distributions.
 
 ```bash
-tsx analysis/ama_fitting/analyze_ama_price_changes.ts \
+node dist/analysis/ama_fitting/analyze_ama_price_changes.js \
   --data <lp-file.json> --results <optimization-results.json>
 ```
 

package/analysis/ama_fitting/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ama_fitting",
-  "version": "1.4.17",
+  "version": "1.4.19",
   "description": "Tools for fitting AMA parameters to market data",
   "main": "../../dist/analysis/ama_fitting/optimizer_high_resolution.js",
   "scripts": {

package/analysis/bot_fitting/README.md

@@ -27,11 +27,11 @@ Both scripts require:
 
 ```bash
 # Lightweight sweep
-tsx analysis/bot_fitting/backtest_bot_fitting.ts \
+node dist/analysis/bot_fitting/backtest_bot_fitting.js \
   --data <path-to-lp-candles.json>
 
 # Persistent grid simulation with AMA winners
-tsx analysis/bot_fitting/backtest_ama_sweep.ts \
+node dist/analysis/bot_fitting/backtest_ama_sweep.js \
   --data <path-to-lp-candles.json> \
   --results <path-to-optimization-results.json>
 ```
@@ -45,7 +45,7 @@ tsx analysis/bot_fitting/backtest_ama_sweep.ts \
 Optional tuning (values shown are examples, not defaults):
 
 ```bash
-tsx analysis/bot_fitting/backtest_bot_fitting.ts \
+node dist/analysis/bot_fitting/backtest_bot_fitting.js \
   --data <path-to-lp-candles.json> \
   --spread 0.4:1.6:0.1 \
   --increment 0.2:0.8:0.1 \
@@ -117,7 +117,7 @@ All parameters above are tunable via CLI flags. Additional tuning flags:
 The sweep parallelizes across combos using worker threads (one per CPU core). Use `--help` for the complete option list.
 
 ```bash
-tsx analysis/bot_fitting/backtest_ama_sweep.ts \
+node dist/analysis/bot_fitting/backtest_ama_sweep.js \
   --data <path-to-lp-candles.json> \
   --results <path-to-optimization-results.json> \
   --spread 4:16:1 --increment 0.5:4:0.25

package/analysis/bot_fitting/backtest_ama_sweep.ts

@@ -127,7 +127,7 @@ function printHelp() {
     console.log('AMA Sweep Backtest — persistent grid simulation with weight profiles');
     console.log('');
     console.log('Usage:');
-    console.log('  tsx analysis/bot_fitting/backtest_ama_sweep.ts [options]');
+    console.log('  node dist/analysis/bot_fitting/backtest_ama_sweep.js [options]');
     console.log('');
     console.log('Options:');
     console.log('  --data <path>           LP candle JSON');

package/analysis/bot_usage/discover_bot_accounts.ts

@@ -26,12 +26,12 @@ const { writeJSON } = getStorage();
  *   5. Rank by DEX score and print table
  *
  * Usage:
- *   tsx analysis/bot_usage/discover_bot_accounts.ts
- *   tsx analysis/bot_usage/discover_bot_accounts.ts --days 14
- *   tsx analysis/bot_usage/discover_bot_accounts.ts --days 7 --min-creates 10 --top 50
- *   tsx analysis/bot_usage/discover_bot_accounts.ts --no-grid   (fast: counts only)
- *   tsx analysis/bot_usage/discover_bot_accounts.ts --output-json results.json
- *   tsx analysis/bot_usage/discover_bot_accounts.ts --cv-threshold 0.25
+ *   node dist/analysis/bot_usage/discover_bot_accounts.js
+ *   node dist/analysis/bot_usage/discover_bot_accounts.js --days 14
+ *   node dist/analysis/bot_usage/discover_bot_accounts.js --days 7 --min-creates 10 --top 50
+ *   node dist/analysis/bot_usage/discover_bot_accounts.js --no-grid   (fast: counts only)
+ *   node dist/analysis/bot_usage/discover_bot_accounts.js --output-json results.json
+ *   node dist/analysis/bot_usage/discover_bot_accounts.js --cv-threshold 0.25
  *
  * Options:
  *   --days <n>         Lookback window in days (default: 14)
@@ -122,7 +122,7 @@ function parseArgs() {
 
 function printHelpAndExit() {
     console.log(`\
-Usage: tsx analysis/bot_usage/discover_bot_accounts.ts [options]
+Usage: node dist/analysis/bot_usage/discover_bot_accounts.js [options]
 
 Scans BitShares chain activity via Kibana to identify likely DEXBot/DEXBot2
 staggered-orders strategy accounts. Works in phases: discovery queries ->
@@ -141,10 +141,10 @@ Options:
   --help, -h         Show this help
 
 Examples:
-  tsx analysis/bot_usage/discover_bot_accounts.ts
-  tsx analysis/bot_usage/discover_bot_accounts.ts --days 30 --top 50
-  tsx analysis/bot_usage/discover_bot_accounts.ts --no-grid
-  tsx analysis/bot_usage/discover_bot_accounts.ts --output-json results.json`);
+  node dist/analysis/bot_usage/discover_bot_accounts.js
+  node dist/analysis/bot_usage/discover_bot_accounts.js --days 30 --top 50
+  node dist/analysis/bot_usage/discover_bot_accounts.js --no-grid
+  node dist/analysis/bot_usage/discover_bot_accounts.js --output-json results.json`);
     process.exit(0);
 }
 

package/analysis/tradingview/README.md

@@ -64,7 +64,7 @@ npm run analysis:tradingview -- \
 CLI direct equivalent:
 
 ```bash
-tsx analysis/tradingview/analyze_tradingview.ts \
+node dist/analysis/tradingview/analyze_tradingview.js \
   --source market_adapter \
   --bot-key <bot-key>
 ```
@@ -81,7 +81,7 @@ tsx analysis/tradingview/analyze_tradingview.ts \
 ## From an Explicit Candle File
 
 ```bash
-tsx analysis/tradingview/analyze_tradingview.ts \
+node dist/analysis/tradingview/analyze_tradingview.js \
   --file market_adapter/data/market_adapter_<bot-key>_1h.json \
   --chart analysis/charts/<pair>_tradingview.html
 ```
@@ -89,7 +89,7 @@ tsx analysis/tradingview/analyze_tradingview.ts \
 Using LP candle files directly:
 
 ```bash
-tsx analysis/tradingview/analyze_tradingview.ts \
+node dist/analysis/tradingview/analyze_tradingview.js \
   --file market_adapter/data/lp/<pair-folder>/lp_pool_<id>_<interval>.json \
   --chart analysis/charts/tradingview_chart.html
 ```
@@ -108,7 +108,7 @@ If you pass a raw JSON file, the runner normalizes the candles before rendering.
 Use the market adapter LP exporter to pull blockchain-backed candles before generating the HTML:
 
 ```bash
-tsx market_adapter/inputs/fetch_lp_data.ts --pool 133 --precA 4 --precB 5 --interval 1h --lookback 26280h
+node dist/market_adapter/inputs/fetch_lp_data.js --pool 133 --precA 4 --precB 5 --interval 1h --lookback 26280h
 ```
 
 For date range fetching, use `--start` and `--end` (e.g. `--start 2024-03-06 --end 2025-03-06`).

package/analysis/trend_detection/DYNAMIC_WEIGHT_RESEARCH.md

@@ -64,11 +64,11 @@ On top of this blend, **Hurst Exponent** and **Permutation Entropy** act as a re
 
 ```bash
 # From JSON candle file
-tsx analysis/analyze_dynamic_weight.ts \
+node dist/analysis/analyze_dynamic_weight.js \
   --file market_adapter/data/lp/<pair>/lp_pool_<id>_<interval>.json
 
 # With custom initial parameters
-tsx analysis/analyze_dynamic_weight.ts \
+node dist/analysis/analyze_dynamic_weight.js \
   --file market_adapter/data/lp/<pair>/lp_pool_<id>_<interval>.json \
   --alpha 0.6 \
   --gain 0.25 \

package/analysis/trend_detection/SIGNAL_DOCUMENTATION.md

@@ -388,7 +388,7 @@ that only need adjustment when you want to change how strict the signal is.
 ## Recommended 1h Setup
 
 ```bash
-tsx analysis/analyze_derivatives.ts \
+node dist/analysis/analyze_derivatives.js \
   --source json \
   --file market_adapter/data/lp/<pair>/lp_pool_<id>_<interval>.json \
   --sma 500 --fast-sma 100 \

package/analysis/trend_detection/package.json

@@ -1,6 +1,6 @@
 {
   "name": "trend-detection",
-  "version": "1.4.17",
+  "version": "1.4.19",
   "description": "Kalman filter trend detection with tactical/modal state tracking",
   "main": "../../dist/analysis/trend_detection/kalman_trend_analyzer.js",
   "scripts": {