dexbot 1.4.17 → 1.4.19
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/CHANGELOG.md +17 -0
- package/README.md +1 -0
- package/analysis/README.md +43 -43
- package/analysis/ama_fitting/README.md +8 -8
- package/analysis/ama_fitting/package.json +1 -1
- package/analysis/bot_fitting/README.md +4 -4
- package/analysis/bot_fitting/backtest_ama_sweep.ts +1 -1
- package/analysis/bot_usage/discover_bot_accounts.ts +11 -11
- package/analysis/tradingview/README.md +4 -4
- package/analysis/trend_detection/DYNAMIC_WEIGHT_RESEARCH.md +2 -2
- package/analysis/trend_detection/SIGNAL_DOCUMENTATION.md +1 -1
- package/analysis/trend_detection/package.json +1 -1
- package/claw/README.md +45 -45
- package/claw/docs/AI_BOT_LIBRARY_API.md +6 -6
- package/claw/examples/short_mpa_bts_strategy.ts +3 -3
- package/claw/package.json +21 -21
- package/claw/runtimes/openclaw-plugin/openclaw.plugin.json +1 -1
- package/claw/runtimes/openclaw-plugin/package.json +1 -1
- package/claw/scripts/claw_bridge.ts +2 -2
- package/claw/scripts/claw_skill_md.ts +1 -1
- package/claw/skills/launcher-ops/references/launcher-workflow.md +5 -5
- package/claw/skills/margin-trading/references/honest-asset-list.md +1 -1
- package/claw/skills/memu-memory/SKILL.md +3 -3
- package/claw/tests/test_claw_mcp_transport.ts +2 -2
- package/dist/analysis/ama_fitting/analyze_ama_price_changes.d.ts +3 -0
- package/dist/analysis/ama_fitting/analyze_ama_price_changes.d.ts.map +1 -0
- package/dist/analysis/ama_fitting/analyze_ama_price_changes.js +148 -0
- package/dist/analysis/ama_fitting/analyze_ama_price_changes.js.map +1 -0
- package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.d.ts +12 -0
- package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.d.ts.map +1 -0
- package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.js +389 -0
- package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.js.map +1 -0
- package/dist/analysis/ama_fitting/calibrate_convergence_er.d.ts +3 -0
- package/dist/analysis/ama_fitting/calibrate_convergence_er.d.ts.map +1 -0
- package/dist/analysis/ama_fitting/calibrate_convergence_er.js +200 -0
- package/dist/analysis/ama_fitting/calibrate_convergence_er.js.map +1 -0
- package/dist/analysis/ama_fitting/fetch_lp_candles.d.ts +3 -0
- package/dist/analysis/ama_fitting/fetch_lp_candles.d.ts.map +1 -0
- package/dist/analysis/ama_fitting/fetch_lp_candles.js +213 -0
- package/dist/analysis/ama_fitting/fetch_lp_candles.js.map +1 -0
- package/dist/analysis/ama_fitting/generate_unified_comparison_chart.d.ts +25 -0
- package/dist/analysis/ama_fitting/generate_unified_comparison_chart.d.ts.map +1 -0
- package/dist/analysis/ama_fitting/generate_unified_comparison_chart.js +247 -0
- package/dist/analysis/ama_fitting/generate_unified_comparison_chart.js.map +1 -0
- package/dist/analysis/ama_fitting/optimizer_high_resolution.d.ts +35 -0
- package/dist/analysis/ama_fitting/optimizer_high_resolution.d.ts.map +1 -0
- package/dist/analysis/ama_fitting/optimizer_high_resolution.js +782 -0
- package/dist/analysis/ama_fitting/optimizer_high_resolution.js.map +1 -0
- package/dist/analysis/analyze_derivatives.d.ts +86 -0
- package/dist/analysis/analyze_derivatives.d.ts.map +1 -0
- package/dist/analysis/analyze_derivatives.js +285 -0
- package/dist/analysis/analyze_derivatives.js.map +1 -0
- package/dist/analysis/analyze_dynamic_weight.d.ts +14 -0
- package/dist/analysis/analyze_dynamic_weight.d.ts.map +1 -0
- package/dist/analysis/analyze_dynamic_weight.js +197 -0
- package/dist/analysis/analyze_dynamic_weight.js.map +1 -0
- package/dist/analysis/analyze_kalman.d.ts +13 -0
- package/dist/analysis/analyze_kalman.d.ts.map +1 -0
- package/dist/analysis/analyze_kalman.js +118 -0
- package/dist/analysis/analyze_kalman.js.map +1 -0
- package/dist/analysis/analyze_regime.d.ts +20 -0
- package/dist/analysis/analyze_regime.d.ts.map +1 -0
- package/dist/analysis/analyze_regime.js +139 -0
- package/dist/analysis/analyze_regime.js.map +1 -0
- package/dist/analysis/analyze_regime_windows.d.ts +19 -0
- package/dist/analysis/analyze_regime_windows.d.ts.map +1 -0
- package/dist/analysis/analyze_regime_windows.js +414 -0
- package/dist/analysis/analyze_regime_windows.js.map +1 -0
- package/dist/analysis/analyze_risk_profile.d.ts +3 -0
- package/dist/analysis/analyze_risk_profile.d.ts.map +1 -0
- package/dist/analysis/analyze_risk_profile.js +186 -0
- package/dist/analysis/analyze_risk_profile.js.map +1 -0
- package/dist/analysis/analyze_trade_heatmap.d.ts +3 -0
- package/dist/analysis/analyze_trade_heatmap.d.ts.map +1 -0
- package/dist/analysis/analyze_trade_heatmap.js +358 -0
- package/dist/analysis/analyze_trade_heatmap.js.map +1 -0
- package/dist/analysis/analyze_volatility.d.ts +22 -0
- package/dist/analysis/analyze_volatility.d.ts.map +1 -0
- package/dist/analysis/analyze_volatility.js +165 -0
- package/dist/analysis/analyze_volatility.js.map +1 -0
- package/dist/analysis/bot_fitting/backtest_ama_sweep.d.ts +91 -0
- package/dist/analysis/bot_fitting/backtest_ama_sweep.d.ts.map +1 -0
- package/dist/analysis/bot_fitting/backtest_ama_sweep.js +792 -0
- package/dist/analysis/bot_fitting/backtest_ama_sweep.js.map +1 -0
- package/dist/analysis/bot_fitting/backtest_bot_fitting.d.ts +2 -0
- package/dist/analysis/bot_fitting/backtest_bot_fitting.d.ts.map +1 -0
- package/dist/analysis/bot_fitting/backtest_bot_fitting.js +380 -0
- package/dist/analysis/bot_fitting/backtest_bot_fitting.js.map +1 -0
- package/dist/analysis/bot_fitting/shared_utils.d.ts +26 -0
- package/dist/analysis/bot_fitting/shared_utils.d.ts.map +1 -0
- package/dist/analysis/bot_fitting/shared_utils.js +42 -0
- package/dist/analysis/bot_fitting/shared_utils.js.map +1 -0
- package/dist/analysis/bot_key_utils.d.ts +11 -0
- package/dist/analysis/bot_key_utils.d.ts.map +1 -0
- package/dist/analysis/bot_key_utils.js +153 -0
- package/dist/analysis/bot_key_utils.js.map +1 -0
- package/dist/analysis/bot_usage/discover_bot_accounts.d.ts +3 -0
- package/dist/analysis/bot_usage/discover_bot_accounts.d.ts.map +1 -0
- package/dist/analysis/bot_usage/discover_bot_accounts.js +499 -0
- package/dist/analysis/bot_usage/discover_bot_accounts.js.map +1 -0
- package/dist/analysis/bot_usage/kibana_bot_queries.d.ts +531 -0
- package/dist/analysis/bot_usage/kibana_bot_queries.d.ts.map +1 -0
- package/dist/analysis/bot_usage/kibana_bot_queries.js +399 -0
- package/dist/analysis/bot_usage/kibana_bot_queries.js.map +1 -0
- package/dist/analysis/chart_css.d.ts +17 -0
- package/dist/analysis/chart_css.d.ts.map +1 -0
- package/dist/analysis/chart_css.js +49 -0
- package/dist/analysis/chart_css.js.map +1 -0
- package/dist/analysis/chart_ui.d.ts +45 -0
- package/dist/analysis/chart_ui.d.ts.map +1 -0
- package/dist/analysis/chart_ui.js +97 -0
- package/dist/analysis/chart_ui.js.map +1 -0
- package/dist/analysis/chart_utils.d.ts +27 -0
- package/dist/analysis/chart_utils.d.ts.map +1 -0
- package/dist/analysis/chart_utils.js +153 -0
- package/dist/analysis/chart_utils.js.map +1 -0
- package/dist/analysis/derivative_chart_generator.d.ts +12 -0
- package/dist/analysis/derivative_chart_generator.d.ts.map +1 -0
- package/dist/analysis/derivative_chart_generator.js +891 -0
- package/dist/analysis/derivative_chart_generator.js.map +1 -0
- package/dist/analysis/math_utils.d.ts +22 -0
- package/dist/analysis/math_utils.d.ts.map +1 -0
- package/dist/analysis/math_utils.js +43 -0
- package/dist/analysis/math_utils.js.map +1 -0
- package/dist/analysis/price_sources.d.ts +40 -0
- package/dist/analysis/price_sources.d.ts.map +1 -0
- package/dist/analysis/price_sources.js +94 -0
- package/dist/analysis/price_sources.js.map +1 -0
- package/dist/analysis/resolve_source.d.ts +25 -0
- package/dist/analysis/resolve_source.d.ts.map +1 -0
- package/dist/analysis/resolve_source.js +69 -0
- package/dist/analysis/resolve_source.js.map +1 -0
- package/dist/analysis/trade_profitability.d.ts +115 -0
- package/dist/analysis/trade_profitability.d.ts.map +1 -0
- package/dist/analysis/trade_profitability.js +1240 -0
- package/dist/analysis/trade_profitability.js.map +1 -0
- package/dist/analysis/tradingview/analyze_tradingview.d.ts +31 -0
- package/dist/analysis/tradingview/analyze_tradingview.d.ts.map +1 -0
- package/dist/analysis/tradingview/analyze_tradingview.js +146 -0
- package/dist/analysis/tradingview/analyze_tradingview.js.map +1 -0
- package/dist/analysis/tradingview/tradingview_uplot_chart_generator.d.ts +5 -0
- package/dist/analysis/tradingview/tradingview_uplot_chart_generator.d.ts.map +1 -0
- package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js +1714 -0
- package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js.map +1 -0
- package/dist/analysis/trend_detection/derivative_analyzer.d.ts +247 -0
- package/dist/analysis/trend_detection/derivative_analyzer.d.ts.map +1 -0
- package/dist/analysis/trend_detection/derivative_analyzer.js +901 -0
- package/dist/analysis/trend_detection/derivative_analyzer.js.map +1 -0
- package/dist/analysis/trend_detection/dynamic_weight_chart_generator.d.ts +3 -0
- package/dist/analysis/trend_detection/dynamic_weight_chart_generator.d.ts.map +1 -0
- package/dist/analysis/trend_detection/dynamic_weight_chart_generator.js +1361 -0
- package/dist/analysis/trend_detection/dynamic_weight_chart_generator.js.map +1 -0
- package/dist/analysis/trend_detection/hurst_analyzer.d.ts +6 -0
- package/dist/analysis/trend_detection/hurst_analyzer.d.ts.map +1 -0
- package/dist/analysis/trend_detection/hurst_analyzer.js +7 -0
- package/dist/analysis/trend_detection/hurst_analyzer.js.map +1 -0
- package/dist/analysis/trend_detection/kalman_chart_generator.d.ts +3 -0
- package/dist/analysis/trend_detection/kalman_chart_generator.d.ts.map +1 -0
- package/dist/analysis/trend_detection/kalman_chart_generator.js +360 -0
- package/dist/analysis/trend_detection/kalman_chart_generator.js.map +1 -0
- package/dist/analysis/trend_detection/kalman_trend_analyzer.d.ts +8 -0
- package/dist/analysis/trend_detection/kalman_trend_analyzer.d.ts.map +1 -0
- package/dist/analysis/trend_detection/kalman_trend_analyzer.js +8 -0
- package/dist/analysis/trend_detection/kalman_trend_analyzer.js.map +1 -0
- package/dist/analysis/trend_detection/kalman_velocity_smoothing.d.ts +6 -0
- package/dist/analysis/trend_detection/kalman_velocity_smoothing.d.ts.map +1 -0
- package/dist/analysis/trend_detection/kalman_velocity_smoothing.js +7 -0
- package/dist/analysis/trend_detection/kalman_velocity_smoothing.js.map +1 -0
- package/dist/analysis/trend_detection/permutation_entropy_analyzer.d.ts +6 -0
- package/dist/analysis/trend_detection/permutation_entropy_analyzer.d.ts.map +1 -0
- package/dist/analysis/trend_detection/permutation_entropy_analyzer.js +7 -0
- package/dist/analysis/trend_detection/permutation_entropy_analyzer.js.map +1 -0
- package/dist/analysis/trend_detection/regime_chart_generator.d.ts +3 -0
- package/dist/analysis/trend_detection/regime_chart_generator.d.ts.map +1 -0
- package/dist/analysis/trend_detection/regime_chart_generator.js +310 -0
- package/dist/analysis/trend_detection/regime_chart_generator.js.map +1 -0
- package/dist/analysis/trend_detection/tests/test_kalman_trend.d.ts +2 -0
- package/dist/analysis/trend_detection/tests/test_kalman_trend.d.ts.map +1 -0
- package/dist/analysis/trend_detection/tests/test_kalman_trend.js +128 -0
- package/dist/analysis/trend_detection/tests/test_kalman_trend.js.map +1 -0
- package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.d.ts +2 -0
- package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.d.ts.map +1 -0
- package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.js +37 -0
- package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.js.map +1 -0
- package/dist/analysis/trend_detection/volatility_chart_generator.d.ts +3 -0
- package/dist/analysis/trend_detection/volatility_chart_generator.d.ts.map +1 -0
- package/dist/analysis/trend_detection/volatility_chart_generator.js +646 -0
- package/dist/analysis/trend_detection/volatility_chart_generator.js.map +1 -0
- package/dist/bot.js +1 -1
- package/dist/bot.js.map +1 -1
- package/dist/market_adapter/ama_signal_runner.js +1 -1
- package/dist/market_adapter/ama_signal_runner.js.map +1 -1
- package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js +1 -1
- package/dist/modules/account_bots.d.ts +1 -0
- package/dist/modules/account_bots.d.ts.map +1 -1
- package/dist/modules/account_bots.js +27 -5
- package/dist/modules/account_bots.js.map +1 -1
- package/dist/modules/constants.d.ts +1 -0
- package/dist/modules/constants.d.ts.map +1 -1
- package/dist/modules/constants.js +12 -3
- package/dist/modules/constants.js.map +1 -1
- package/dist/modules/dexbot_class.d.ts +22 -0
- package/dist/modules/dexbot_class.d.ts.map +1 -1
- package/dist/modules/dexbot_class.js +27 -1
- package/dist/modules/dexbot_class.js.map +1 -1
- package/dist/modules/dexbot_cow_runtime.d.ts +48 -1
- package/dist/modules/dexbot_cow_runtime.d.ts.map +1 -1
- package/dist/modules/dexbot_cow_runtime.js +168 -4
- package/dist/modules/dexbot_cow_runtime.js.map +1 -1
- package/dist/modules/order/grid_reconcile_internal.d.ts.map +1 -1
- package/dist/modules/order/grid_reconcile_internal.js +6 -27
- package/dist/modules/order/grid_reconcile_internal.js.map +1 -1
- package/dist/modules/order/strategy.d.ts.map +1 -1
- package/dist/modules/order/strategy.js +6 -15
- package/dist/modules/order/strategy.js.map +1 -1
- package/dist/modules/order/utils/math.d.ts +29 -1
- package/dist/modules/order/utils/math.d.ts.map +1 -1
- package/dist/modules/order/utils/math.js +46 -1
- package/dist/modules/order/utils/math.js.map +1 -1
- package/dist/modules/order/utils/system.d.ts +2 -0
- package/dist/modules/order/utils/system.d.ts.map +1 -1
- package/dist/modules/order/utils/system.js +30 -2
- package/dist/modules/order/utils/system.js.map +1 -1
- package/dist/modules/runtime_settings.d.ts +1 -0
- package/dist/modules/runtime_settings.d.ts.map +1 -1
- package/dist/modules/runtime_settings.js +13 -2
- package/dist/modules/runtime_settings.js.map +1 -1
- package/dist/scripts/generate_lp_chart.js +1 -1
- package/dist/scripts/test-credit-renewal.js +1 -1
- package/docs/DEXBOT_COMPARISON.md +3 -3
- package/docs/EVOLUTION.md +26 -95
- package/docs/FUND_MOVEMENT_AND_ACCOUNTING.md +1 -1
- package/docs/GRID_RECALCULATION.md +2 -2
- package/docs/LIFECYCLE.md +207 -0
- package/docs/README.md +9 -1
- package/docs/developer_guide.md +4 -3
- package/market_adapter/README.md +23 -23
- package/package.json +18 -21
- package/scripts/README.md +12 -12
- package/scripts/bots +5 -7
- package/scripts/clear-market-adapter.sh +1 -1
- package/scripts/dexbot +5 -7
- package/scripts/keys +5 -7
- package/scripts/pm2 +5 -7
- package/scripts/unlock +5 -7
- package/scripts/update.js +6 -7
- package/scripts/repo-stats.html +0 -480
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/**
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* KIBANA BOT QUERIES
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*
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* Elasticsearch query builders for analyzing DEXBot / DEXBot2 order activity
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* on the BitShares blockchain via the public Kibana instance.
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*
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* Data source:
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* https://kibana.bitshares.dev / bitshares-* index
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* Time field: block_data.block_time
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*
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* BitShares operation types used here:
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* 1 = limit_order_create (field: op_object.seller)
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* 2 = limit_order_cancel (field: op_object.fee_paying_account)
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* 4 = fill_order (field: op_object.account_id)
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*
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* Relevant ES field paths:
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* limit_order_create:
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* op_object.seller — account that placed the order
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* op_object.amount_to_sell.amount — integer sell amount
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* op_object.amount_to_sell.asset_id — sell asset ID (e.g. '1.3.0' = BTS)
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* op_object.min_to_receive.amount — integer min-receive (= limit price numerator)
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* op_object.min_to_receive.asset_id — receive asset ID
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* op_object.expiration — ISO datetime
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*
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* fill_order:
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* op_object.account_id — whose order was filled
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* op_object.pays.amount / .asset_id — what was paid
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* op_object.receives.amount / .asset_id — what was received
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* op_object.order_id — the limit order that filled
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*
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* limit_order_cancel:
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* op_object.fee_paying_account — account that cancelled
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* op_object.order — the order ID cancelled
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*/
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import { kibanaSearch } from '../../market_adapter/core/kibana_client.js';
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declare const OP_LIMIT_ORDER_CREATE = 1;
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declare const OP_LIMIT_ORDER_CANCEL = 2;
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declare const OP_FILL_ORDER = 4;
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declare const DEFAULT_CONFIG: {
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timeout: number;
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kibanaUrl: "https://kibana.bitshares.dev";
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apiKey: null;
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};
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/**
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* Time-bucketed count of limit_order_create ops for an account.
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* Optionally filtered to orders selling a specific asset.
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*/
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declare function buildOrderCreateQuery(accountId: string, lookbackHours: number, intervalSeconds?: number, sellAssetId?: string | null): {
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size: number;
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query: {
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bool: {
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filter: ({
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term: {
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operation_type: number;
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'operation_history.op_object.seller.keyword'?: undefined;
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};
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range?: undefined;
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} | {
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term: {
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'operation_history.op_object.seller.keyword': string;
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operation_type?: undefined;
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};
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range?: undefined;
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} | {
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range: {
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'block_data.block_time': {
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gte: string;
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lte: string;
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};
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};
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term?: undefined;
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})[];
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};
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};
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aggs: {
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by_time: {
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date_histogram: {
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field: string;
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fixed_interval: string;
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min_doc_count: number;
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};
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};
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total: {
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value_count: {
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field: string;
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};
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};
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+
};
|
|
89
|
+
};
|
|
90
|
+
/**
|
|
91
|
+
* Time-bucketed count of fill_order ops for an account.
|
|
92
|
+
* Optionally filtered to fills where account pays a specific asset.
|
|
93
|
+
*/
|
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94
|
+
declare function buildFillOrderQuery(accountId: string, lookbackHours: number, intervalSeconds?: number, paysAssetId?: string | null): {
|
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95
|
+
size: number;
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96
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query: {
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bool: {
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filter: ({
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term: {
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operation_type: number;
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'operation_history.op_object.account_id.keyword'?: undefined;
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};
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range?: undefined;
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} | {
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term: {
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'operation_history.op_object.account_id.keyword': string;
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operation_type?: undefined;
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};
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range?: undefined;
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} | {
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range: {
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'block_data.block_time': {
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gte: string;
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lte: string;
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};
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};
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term?: undefined;
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})[];
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};
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};
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aggs: {
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by_time: {
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date_histogram: {
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field: string;
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fixed_interval: string;
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min_doc_count: number;
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};
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};
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total: {
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value_count: {
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field: string;
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};
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};
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+
};
|
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135
|
+
};
|
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136
|
+
/**
|
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137
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* Time-bucketed count of limit_order_cancel ops for an account.
|
|
138
|
+
*/
|
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139
|
+
declare function buildOrderCancelQuery(accountId: string, lookbackHours: number, intervalSeconds?: number): {
|
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|
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size: number;
|
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|
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query: {
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bool: {
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|
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filter: ({
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|
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term: {
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|
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operation_type: number;
|
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|
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'operation_history.op_object.fee_paying_account.keyword'?: undefined;
|
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|
+
};
|
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|
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range?: undefined;
|
|
149
|
+
} | {
|
|
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|
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term: {
|
|
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|
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'operation_history.op_object.fee_paying_account.keyword': string;
|
|
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|
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operation_type?: undefined;
|
|
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|
+
};
|
|
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|
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range?: undefined;
|
|
155
|
+
} | {
|
|
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|
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range: {
|
|
157
|
+
'block_data.block_time': {
|
|
158
|
+
gte: string;
|
|
159
|
+
lte: string;
|
|
160
|
+
};
|
|
161
|
+
};
|
|
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|
+
term?: undefined;
|
|
163
|
+
})[];
|
|
164
|
+
};
|
|
165
|
+
};
|
|
166
|
+
aggs: {
|
|
167
|
+
by_time: {
|
|
168
|
+
date_histogram: {
|
|
169
|
+
field: string;
|
|
170
|
+
fixed_interval: string;
|
|
171
|
+
min_doc_count: number;
|
|
172
|
+
};
|
|
173
|
+
};
|
|
174
|
+
total: {
|
|
175
|
+
value_count: {
|
|
176
|
+
field: string;
|
|
177
|
+
};
|
|
178
|
+
};
|
|
179
|
+
};
|
|
180
|
+
};
|
|
181
|
+
/**
|
|
182
|
+
* Daily activity breakdown by operation type for an account.
|
|
183
|
+
* Merges creates (by seller), fills (by account_id), cancels (by fee_paying_account)
|
|
184
|
+
* into one aggregation using a filter per op type.
|
|
185
|
+
*/
|
|
186
|
+
declare function buildDailyActivityQuery(accountId: string, lookbackHours: number): {
|
|
187
|
+
size: number;
|
|
188
|
+
query: {
|
|
189
|
+
bool: {
|
|
190
|
+
filter: {
|
|
191
|
+
range: {
|
|
192
|
+
'block_data.block_time': {
|
|
193
|
+
gte: string;
|
|
194
|
+
lte: string;
|
|
195
|
+
};
|
|
196
|
+
};
|
|
197
|
+
}[];
|
|
198
|
+
};
|
|
199
|
+
};
|
|
200
|
+
aggs: {
|
|
201
|
+
creates: {
|
|
202
|
+
filter: {
|
|
203
|
+
bool: {
|
|
204
|
+
filter: ({
|
|
205
|
+
term: {
|
|
206
|
+
operation_type: number;
|
|
207
|
+
'operation_history.op_object.seller.keyword'?: undefined;
|
|
208
|
+
};
|
|
209
|
+
} | {
|
|
210
|
+
term: {
|
|
211
|
+
'operation_history.op_object.seller.keyword': string;
|
|
212
|
+
operation_type?: undefined;
|
|
213
|
+
};
|
|
214
|
+
})[];
|
|
215
|
+
};
|
|
216
|
+
};
|
|
217
|
+
aggs: {
|
|
218
|
+
by_day: {
|
|
219
|
+
date_histogram: {
|
|
220
|
+
field: string;
|
|
221
|
+
fixed_interval: string;
|
|
222
|
+
min_doc_count: number;
|
|
223
|
+
};
|
|
224
|
+
};
|
|
225
|
+
};
|
|
226
|
+
};
|
|
227
|
+
fills: {
|
|
228
|
+
filter: {
|
|
229
|
+
bool: {
|
|
230
|
+
filter: ({
|
|
231
|
+
term: {
|
|
232
|
+
operation_type: number;
|
|
233
|
+
'operation_history.op_object.account_id.keyword'?: undefined;
|
|
234
|
+
};
|
|
235
|
+
} | {
|
|
236
|
+
term: {
|
|
237
|
+
'operation_history.op_object.account_id.keyword': string;
|
|
238
|
+
operation_type?: undefined;
|
|
239
|
+
};
|
|
240
|
+
})[];
|
|
241
|
+
};
|
|
242
|
+
};
|
|
243
|
+
aggs: {
|
|
244
|
+
by_day: {
|
|
245
|
+
date_histogram: {
|
|
246
|
+
field: string;
|
|
247
|
+
fixed_interval: string;
|
|
248
|
+
min_doc_count: number;
|
|
249
|
+
};
|
|
250
|
+
};
|
|
251
|
+
};
|
|
252
|
+
};
|
|
253
|
+
cancels: {
|
|
254
|
+
filter: {
|
|
255
|
+
bool: {
|
|
256
|
+
filter: ({
|
|
257
|
+
term: {
|
|
258
|
+
operation_type: number;
|
|
259
|
+
'operation_history.op_object.fee_paying_account.keyword'?: undefined;
|
|
260
|
+
};
|
|
261
|
+
} | {
|
|
262
|
+
term: {
|
|
263
|
+
'operation_history.op_object.fee_paying_account.keyword': string;
|
|
264
|
+
operation_type?: undefined;
|
|
265
|
+
};
|
|
266
|
+
})[];
|
|
267
|
+
};
|
|
268
|
+
};
|
|
269
|
+
aggs: {
|
|
270
|
+
by_day: {
|
|
271
|
+
date_histogram: {
|
|
272
|
+
field: string;
|
|
273
|
+
fixed_interval: string;
|
|
274
|
+
min_doc_count: number;
|
|
275
|
+
};
|
|
276
|
+
};
|
|
277
|
+
};
|
|
278
|
+
};
|
|
279
|
+
};
|
|
280
|
+
};
|
|
281
|
+
/**
|
|
282
|
+
* Fetch raw limit_order_create documents for grid spacing analysis.
|
|
283
|
+
* Returns the price-relevant fields plus timestamps.
|
|
284
|
+
*
|
|
285
|
+
* @param {string} accountId
|
|
286
|
+
* @param {number} lookbackHours
|
|
287
|
+
* @param {string} [sellAssetId] - optional: filter to one sell-side asset
|
|
288
|
+
* @param {number} [maxResults]
|
|
289
|
+
* @returns {Object} Elasticsearch query object
|
|
290
|
+
*/
|
|
291
|
+
declare function buildOrderPriceQuery(accountId: string, lookbackHours: number, sellAssetId?: string | null, maxResults?: number): {
|
|
292
|
+
size: number;
|
|
293
|
+
_source: string[];
|
|
294
|
+
query: {
|
|
295
|
+
bool: {
|
|
296
|
+
filter: ({
|
|
297
|
+
term: {
|
|
298
|
+
operation_type: number;
|
|
299
|
+
'operation_history.op_object.seller.keyword'?: undefined;
|
|
300
|
+
};
|
|
301
|
+
range?: undefined;
|
|
302
|
+
} | {
|
|
303
|
+
term: {
|
|
304
|
+
'operation_history.op_object.seller.keyword': string;
|
|
305
|
+
operation_type?: undefined;
|
|
306
|
+
};
|
|
307
|
+
range?: undefined;
|
|
308
|
+
} | {
|
|
309
|
+
range: {
|
|
310
|
+
'block_data.block_time': {
|
|
311
|
+
gte: string;
|
|
312
|
+
lte: string;
|
|
313
|
+
};
|
|
314
|
+
};
|
|
315
|
+
term?: undefined;
|
|
316
|
+
})[];
|
|
317
|
+
};
|
|
318
|
+
};
|
|
319
|
+
sort: {
|
|
320
|
+
'block_data.block_time': {
|
|
321
|
+
order: string;
|
|
322
|
+
};
|
|
323
|
+
}[];
|
|
324
|
+
};
|
|
325
|
+
/**
|
|
326
|
+
* Fetch raw fill_order documents for fill-price analysis.
|
|
327
|
+
*
|
|
328
|
+
* @param {string} accountId
|
|
329
|
+
* @param {number} lookbackHours
|
|
330
|
+
* @param {string} [paysAssetId]
|
|
331
|
+
* @param {number} [maxResults]
|
|
332
|
+
* @returns {Object} Elasticsearch query object
|
|
333
|
+
*/
|
|
334
|
+
declare function buildFillPriceQuery(accountId: string, lookbackHours: number, paysAssetId?: string | null, maxResults?: number): {
|
|
335
|
+
size: number;
|
|
336
|
+
_source: string[];
|
|
337
|
+
query: {
|
|
338
|
+
bool: {
|
|
339
|
+
filter: ({
|
|
340
|
+
term: {
|
|
341
|
+
operation_type: number;
|
|
342
|
+
'operation_history.op_object.account_id.keyword'?: undefined;
|
|
343
|
+
};
|
|
344
|
+
range?: undefined;
|
|
345
|
+
} | {
|
|
346
|
+
term: {
|
|
347
|
+
'operation_history.op_object.account_id.keyword': string;
|
|
348
|
+
operation_type?: undefined;
|
|
349
|
+
};
|
|
350
|
+
range?: undefined;
|
|
351
|
+
} | {
|
|
352
|
+
range: {
|
|
353
|
+
'block_data.block_time': {
|
|
354
|
+
gte: string;
|
|
355
|
+
lte: string;
|
|
356
|
+
};
|
|
357
|
+
};
|
|
358
|
+
term?: undefined;
|
|
359
|
+
})[];
|
|
360
|
+
};
|
|
361
|
+
};
|
|
362
|
+
sort: {
|
|
363
|
+
'block_data.block_time': {
|
|
364
|
+
order: string;
|
|
365
|
+
};
|
|
366
|
+
}[];
|
|
367
|
+
};
|
|
368
|
+
/**
|
|
369
|
+
* Discover which asset pairs an account trades by aggregating the sell asset IDs.
|
|
370
|
+
* Returns top asset IDs by order count.
|
|
371
|
+
*/
|
|
372
|
+
declare function buildAssetDiscoveryQuery(accountId: string, lookbackHours: number): {
|
|
373
|
+
size: number;
|
|
374
|
+
query: {
|
|
375
|
+
bool: {
|
|
376
|
+
filter: ({
|
|
377
|
+
term: {
|
|
378
|
+
operation_type: number;
|
|
379
|
+
'operation_history.op_object.seller.keyword'?: undefined;
|
|
380
|
+
};
|
|
381
|
+
range?: undefined;
|
|
382
|
+
} | {
|
|
383
|
+
term: {
|
|
384
|
+
'operation_history.op_object.seller.keyword': string;
|
|
385
|
+
operation_type?: undefined;
|
|
386
|
+
};
|
|
387
|
+
range?: undefined;
|
|
388
|
+
} | {
|
|
389
|
+
range: {
|
|
390
|
+
'block_data.block_time': {
|
|
391
|
+
gte: string;
|
|
392
|
+
lte: string;
|
|
393
|
+
};
|
|
394
|
+
};
|
|
395
|
+
term?: undefined;
|
|
396
|
+
})[];
|
|
397
|
+
};
|
|
398
|
+
};
|
|
399
|
+
aggs: {
|
|
400
|
+
sell_assets: {
|
|
401
|
+
terms: {
|
|
402
|
+
field: string;
|
|
403
|
+
size: number;
|
|
404
|
+
};
|
|
405
|
+
};
|
|
406
|
+
recv_assets: {
|
|
407
|
+
terms: {
|
|
408
|
+
field: string;
|
|
409
|
+
size: number;
|
|
410
|
+
};
|
|
411
|
+
};
|
|
412
|
+
};
|
|
413
|
+
};
|
|
414
|
+
declare function fetchOrderCreate(accountId: string, lookbackHours: number, config?: any, sellAssetId?: string | null, intervalSeconds?: number): Promise<unknown>;
|
|
415
|
+
declare function fetchFillOrder(accountId: string, lookbackHours: number, config?: any, paysAssetId?: string | null, intervalSeconds?: number): Promise<unknown>;
|
|
416
|
+
declare function fetchOrderCancel(accountId: string, lookbackHours: number, config?: any, intervalSeconds?: number): Promise<unknown>;
|
|
417
|
+
declare function fetchOrderPrices(accountId: string, lookbackHours: number, config?: any, sellAssetId?: string | null, maxResults?: number): Promise<unknown>;
|
|
418
|
+
declare function fetchFillPrices(accountId: string, lookbackHours: number, config?: any, paysAssetId?: string | null, maxResults?: number): Promise<unknown>;
|
|
419
|
+
declare function fetchDailyActivity(accountId: string, lookbackHours: number, config?: any): Promise<unknown>;
|
|
420
|
+
declare function fetchAssetDiscovery(accountId: string, lookbackHours: number, config?: any): Promise<unknown>;
|
|
421
|
+
/**
|
|
422
|
+
* Top N accounts by limit_order_create count (seller field).
|
|
423
|
+
* Use this to discover the most active order-placing accounts.
|
|
424
|
+
*/
|
|
425
|
+
declare function buildTopSellerAccountsQuery(lookbackHours: number, topN?: number, minCreates?: number): {
|
|
426
|
+
size: number;
|
|
427
|
+
query: {
|
|
428
|
+
bool: {
|
|
429
|
+
filter: ({
|
|
430
|
+
term: {
|
|
431
|
+
operation_type: number;
|
|
432
|
+
};
|
|
433
|
+
range?: undefined;
|
|
434
|
+
} | {
|
|
435
|
+
range: {
|
|
436
|
+
'block_data.block_time': {
|
|
437
|
+
gte: string;
|
|
438
|
+
lte: string;
|
|
439
|
+
};
|
|
440
|
+
};
|
|
441
|
+
term?: undefined;
|
|
442
|
+
})[];
|
|
443
|
+
};
|
|
444
|
+
};
|
|
445
|
+
aggs: {
|
|
446
|
+
by_account: {
|
|
447
|
+
terms: {
|
|
448
|
+
field: string;
|
|
449
|
+
size: number;
|
|
450
|
+
min_doc_count: number;
|
|
451
|
+
order: {
|
|
452
|
+
_count: string;
|
|
453
|
+
};
|
|
454
|
+
};
|
|
455
|
+
};
|
|
456
|
+
};
|
|
457
|
+
};
|
|
458
|
+
/**
|
|
459
|
+
* Top N accounts by limit_order_cancel count (fee_paying_account field).
|
|
460
|
+
*/
|
|
461
|
+
declare function buildTopCancellerAccountsQuery(lookbackHours: number, topN?: number, minCancels?: number): {
|
|
462
|
+
size: number;
|
|
463
|
+
query: {
|
|
464
|
+
bool: {
|
|
465
|
+
filter: ({
|
|
466
|
+
term: {
|
|
467
|
+
operation_type: number;
|
|
468
|
+
};
|
|
469
|
+
range?: undefined;
|
|
470
|
+
} | {
|
|
471
|
+
range: {
|
|
472
|
+
'block_data.block_time': {
|
|
473
|
+
gte: string;
|
|
474
|
+
lte: string;
|
|
475
|
+
};
|
|
476
|
+
};
|
|
477
|
+
term?: undefined;
|
|
478
|
+
})[];
|
|
479
|
+
};
|
|
480
|
+
};
|
|
481
|
+
aggs: {
|
|
482
|
+
by_account: {
|
|
483
|
+
terms: {
|
|
484
|
+
field: string;
|
|
485
|
+
size: number;
|
|
486
|
+
min_doc_count: number;
|
|
487
|
+
order: {
|
|
488
|
+
_count: string;
|
|
489
|
+
};
|
|
490
|
+
};
|
|
491
|
+
};
|
|
492
|
+
};
|
|
493
|
+
};
|
|
494
|
+
/**
|
|
495
|
+
* Top N accounts by fill_order count (account_id field).
|
|
496
|
+
*/
|
|
497
|
+
declare function buildTopFilledAccountsQuery(lookbackHours: number, topN?: number, minFills?: number): {
|
|
498
|
+
size: number;
|
|
499
|
+
query: {
|
|
500
|
+
bool: {
|
|
501
|
+
filter: ({
|
|
502
|
+
term: {
|
|
503
|
+
operation_type: number;
|
|
504
|
+
};
|
|
505
|
+
range?: undefined;
|
|
506
|
+
} | {
|
|
507
|
+
range: {
|
|
508
|
+
'block_data.block_time': {
|
|
509
|
+
gte: string;
|
|
510
|
+
lte: string;
|
|
511
|
+
};
|
|
512
|
+
};
|
|
513
|
+
term?: undefined;
|
|
514
|
+
})[];
|
|
515
|
+
};
|
|
516
|
+
};
|
|
517
|
+
aggs: {
|
|
518
|
+
by_account: {
|
|
519
|
+
terms: {
|
|
520
|
+
field: string;
|
|
521
|
+
size: number;
|
|
522
|
+
min_doc_count: number;
|
|
523
|
+
order: {
|
|
524
|
+
_count: string;
|
|
525
|
+
};
|
|
526
|
+
};
|
|
527
|
+
};
|
|
528
|
+
};
|
|
529
|
+
};
|
|
530
|
+
export { OP_LIMIT_ORDER_CREATE, OP_LIMIT_ORDER_CANCEL, OP_FILL_ORDER, DEFAULT_CONFIG, kibanaSearch, buildOrderCreateQuery, buildFillOrderQuery, buildOrderCancelQuery, buildDailyActivityQuery, buildAssetDiscoveryQuery, buildOrderPriceQuery, buildFillPriceQuery, fetchOrderCreate, fetchFillOrder, fetchOrderCancel, fetchOrderPrices, fetchFillPrices, fetchDailyActivity, fetchAssetDiscovery, buildTopSellerAccountsQuery, buildTopCancellerAccountsQuery, buildTopFilledAccountsQuery };
|
|
531
|
+
//# sourceMappingURL=kibana_bot_queries.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"kibana_bot_queries.d.ts","sourceRoot":"","sources":["../../../analysis/bot_usage/kibana_bot_queries.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAiCG;AAIH,OAAO,EAAE,YAAY,EAAiC,MAAM,4CAA4C,CAAC;AAKzG,QAAA,MAAM,qBAAqB,IAAI,CAAC;AAChC,QAAA,MAAM,qBAAqB,IAAI,CAAC;AAChC,QAAA,MAAM,aAAa,IAAY,CAAC;AAEhC,QAAA,MAAM,cAAc;;;;CAGnB,CAAC;AAIF;;;GAGG;AACH,iBAAS,qBAAqB,CAAC,SAAS,EAAE,MAAM,EAAE,aAAa,EAAE,MAAM,EAAE,eAAe,GAAE,MAAa,EAAE,WAAW,GAAE,MAAM,GAAG,IAAW;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EAuBzI;AAED;;;GAGG;AACH,iBAAS,mBAAmB,CAAC,SAAS,EAAE,MAAM,EAAE,aAAa,EAAE,MAAM,EAAE,eAAe,GAAE,MAAa,EAAE,WAAW,GAAE,MAAM,GAAG,IAAW;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EAuBvI;AAED;;GAEG;AACH,iBAAS,qBAAqB,CAAC,SAAS,EAAE,MAAM,EAAE,aAAa,EAAE,MAAM,EAAE,eAAe,GAAE,MAAa;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EAuBtG;AAED;;;;GAIG;AACH,iBAAS,uBAAuB,CAAC,SAAS,EAAE,MAAM,EAAE,aAAa,EAAE,MAAM;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EA0DxE;AAID;;;;;;;;;GASG;AACH,iBAAS,oBAAoB,CAAC,SAAS,EAAE,MAAM,EAAE,aAAa,EAAE,MAAM,EAAE,WAAW,GAAE,MAAM,GAAG,IAAW,EAAE,UAAU,GAAE,MAAa;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EAoBnI;AAED;;;;;;;;GAQG;AACH,iBAAS,mBAAmB,CAAC,SAAS,EAAE,MAAM,EAAE,aAAa,EAAE,MAAM,EAAE,WAAW,GAAE,MAAM,GAAG,IAAW,EAAE,UAAU,GAAE,MAAY;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EAoBjI;AAED;;;GAGG;AACH,iBAAS,wBAAwB,CAAC,SAAS,EAAE,MAAM,EAAE,aAAa,EAAE,MAAM;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EA2BzE;AAID,iBAAe,gBAAgB,CAAC,SAAS,EAAE,MAAM,EAAE,aAAa,EAAE,MAAM,EAAE,MAAM,GAAE,GAAQ,EAAE,WAAW,GAAE,MAAM,GAAG,IAAW,EAAE,eAAe,GAAE,MAAa,oBAG5J;AAED,iBAAe,cAAc,CAAC,SAAS,EAAE,MAAM,EAAE,aAAa,EAAE,MAAM,EAAE,MAAM,GAAE,GAAQ,EAAE,WAAW,GAAE,MAAM,GAAG,IAAW,EAAE,eAAe,GAAE,MAAa,oBAG1J;AAED,iBAAe,gBAAgB,CAAC,SAAS,EAAE,MAAM,EAAE,aAAa,EAAE,MAAM,EAAE,MAAM,GAAE,GAAQ,EAAE,eAAe,GAAE,MAAa,oBAGzH;AAED,iBAAe,gBAAgB,CAAC,SAAS,EAAE,MAAM,EAAE,aAAa,EAAE,MAAM,EAAE,MAAM,GAAE,GAAQ,EAAE,WAAW,GAAE,MAAM,GAAG,IAAW,EAAE,UAAU,GAAE,MAAa,oBAGvJ;AAED,iBAAe,eAAe,CAAC,SAAS,EAAE,MAAM,EAAE,aAAa,EAAE,MAAM,EAAE,MAAM,GAAE,GAAQ,EAAE,WAAW,GAAE,MAAM,GAAG,IAAW,EAAE,UAAU,GAAE,MAAY,oBAGrJ;AAED,iBAAe,kBAAkB,CAAC,SAAS,EAAE,MAAM,EAAE,aAAa,EAAE,MAAM,EAAE,MAAM,GAAE,GAAQ,oBAG3F;AAED,iBAAe,mBAAmB,CAAC,SAAS,EAAE,MAAM,EAAE,aAAa,EAAE,MAAM,EAAE,MAAM,GAAE,GAAQ,oBAG5F;AAID;;;GAGG;AACH,iBAAS,2BAA2B,CAAC,aAAa,EAAE,MAAM,EAAE,IAAI,GAAE,MAAY,EAAE,UAAU,GAAE,MAAW;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EAsBtG;AAED;;GAEG;AACH,iBAAS,8BAA8B,CAAC,aAAa,EAAE,MAAM,EAAE,IAAI,GAAE,MAAY,EAAE,UAAU,GAAE,MAAU;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EAsBxG;AAED;;GAEG;AACH,iBAAS,2BAA2B,CAAC,aAAa,EAAE,MAAM,EAAE,IAAI,GAAE,MAAY,EAAE,QAAQ,GAAE,MAAU;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EAsBnG;AAID,OAAO,EAAE,qBAAqB,EAAE,qBAAqB,EAAE,aAAa,EAAE,cAAc,EAAE,YAAY,EAAE,qBAAqB,EAAE,mBAAmB,EAAE,qBAAqB,EAAE,uBAAuB,EAAE,wBAAwB,EAAE,oBAAoB,EAAE,mBAAmB,EAAE,gBAAgB,EAAE,cAAc,EAAE,gBAAgB,EAAE,gBAAgB,EAAE,eAAe,EAAE,kBAAkB,EAAE,mBAAmB,EAAE,2BAA2B,EAAE,8BAA8B,EAAE,2BAA2B,EAAE,CAAA"}
|