dexbot 1.4.17 → 1.4.19

package/dist/analysis/derivative_chart_generator.js.map

@@ -0,0 +1 @@
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package/dist/analysis/math_utils.d.ts

@@ -0,0 +1,22 @@
+import { getCandleClose, getCandleHigh, getCandleLow, getCandleTimestamp, normalizeCandle } from '../market_adapter/candle_utils.js';
+import { computeATRSeries } from '../market_adapter/core/strategies/atr/calculator.js';
+/**
+ * Math utilities for analysis scripts.
+ *
+ * Candle accessors and ATR series computation are centralized in
+ * market_adapter (candle_utils.ts / strategies/atr/calculator.ts) and
+ * re-exported here so analysis tooling shares one logic path with the
+ * live adapter and the browser-embedded chart scripts.
+ */
+declare function range(min: number, max: number, step: number, decimals?: any): number[];
+declare function calcStdDev(arr: any): number;
+/**
+ * Parse a candle JSON file with format detection:
+ * flat array → {candles: [...]} → {data: [...]}
+ */
+declare function loadCandleFile(filePath: any): {
+    candles: any;
+    meta: any;
+};
+export { range, calcStdDev, computeATRSeries, getCandleClose, getCandleHigh, getCandleLow, getCandleTimestamp, normalizeCandle, loadCandleFile, };
+//# sourceMappingURL=math_utils.d.ts.map

package/dist/analysis/math_utils.d.ts.map

@@ -0,0 +1 @@
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package/dist/analysis/math_utils.js

@@ -0,0 +1,43 @@
+'use strict';
+import fs from 'node:fs';
+import { getStorage } from '../modules/storage/index.js';
+const { readJSON } = getStorage();
+import { getCandleClose, getCandleHigh, getCandleLow, getCandleTimestamp, normalizeCandle, } from '../market_adapter/candle_utils.js';
+import { computeATRSeries } from '../market_adapter/core/strategies/atr/calculator.js';
+/**
+ * Math utilities for analysis scripts.
+ *
+ * Candle accessors and ATR series computation are centralized in
+ * market_adapter (candle_utils.ts / strategies/atr/calculator.ts) and
+ * re-exported here so analysis tooling shares one logic path with the
+ * live adapter and the browser-embedded chart scripts.
+ */
+function range(min, max, step, decimals = 4) {
+    const out = [];
+    for (let v = min; v <= max + 1e-9; v += step)
+        out.push(Number(v.toFixed(decimals)));
+    return [...new Set(out)];
+}
+function calcStdDev(arr) {
+    const mean = arr.reduce((a, b) => a + b, 0) / arr.length;
+    const sqDiffs = arr.reduce((sum, v) => sum + (v - mean) ** 2, 0);
+    return Math.sqrt(sqDiffs / arr.length);
+}
+/**
+ * Parse a candle JSON file with format detection:
+ * flat array → {candles: [...]} → {data: [...]}
+ */
+function loadCandleFile(filePath) {
+    if (!filePath || !fs.existsSync(filePath))
+        return { candles: [], meta: null };
+    const raw = readJSON(filePath);
+    if (Array.isArray(raw))
+        return { candles: raw, meta: null };
+    if (raw && Array.isArray(raw.candles))
+        return { candles: raw.candles, meta: raw.meta || raw };
+    if (raw && Array.isArray(raw.data))
+        return { candles: raw.data, meta: raw };
+    return { candles: [], meta: null };
+}
+export { range, calcStdDev, computeATRSeries, getCandleClose, getCandleHigh, getCandleLow, getCandleTimestamp, normalizeCandle, loadCandleFile, };
+//# sourceMappingURL=math_utils.js.map

package/dist/analysis/math_utils.js.map

@@ -0,0 +1 @@
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package/dist/analysis/price_sources.d.ts

@@ -0,0 +1,40 @@
+/**
+ * Price Source Abstraction
+ *
+ * Unified interface for fetching market prices from multiple sources:
+ * - JSON candle files
+ * - Market adapter state
+ *
+ * Each source returns: { marketPrice, timestamp }
+ */
+interface JsonFileConfig {
+    filePath: string;
+}
+declare class JsonFileSource {
+    filePath: string;
+    name: string;
+    constructor(config: JsonFileConfig);
+    fetchCandles(): Promise<any[]>;
+    extractMarketPrice(candle: any): {
+        marketPrice: any;
+        timestamp: any;
+    };
+}
+interface MarketAdapterConfig {
+    stateDir?: string;
+    botKey: string;
+}
+declare class MarketAdapterSource {
+    stateDir: string;
+    botKey: string;
+    name: string;
+    constructor(config: MarketAdapterConfig);
+    fetchCandles(): Promise<any[]>;
+    extractMarketPrice(candle: any): {
+        marketPrice: any;
+        timestamp: any;
+    };
+}
+declare function createSource(type: string, config: JsonFileConfig | MarketAdapterConfig): JsonFileSource | MarketAdapterSource;
+export { createSource };
+//# sourceMappingURL=price_sources.d.ts.map

package/dist/analysis/price_sources.d.ts.map

@@ -0,0 +1 @@
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package/dist/analysis/price_sources.js

@@ -0,0 +1,94 @@
+import fs from 'node:fs';
+import path from 'node:path';
+import { fillCandleGaps } from '../market_adapter/candle_utils.js';
+import { getCandleClose, getCandleTimestamp, loadCandleFile } from './math_utils.js';
+import { PATHS } from '../modules/paths.js';
+import { getStorage } from '../modules/storage/index.js';
+const { readJSON } = getStorage();
+import { getErrorMessage } from '../modules/utils/errors.js';
+'use strict';
+class JsonFileSource {
+    filePath;
+    name;
+    constructor(config) {
+        this.filePath = config.filePath;
+        this.name = `json:${path.basename(this.filePath)}`;
+        if (!fs.existsSync(this.filePath)) {
+            throw new Error(`[JsonFileSource] File not found: ${this.filePath}`);
+        }
+    }
+    async fetchCandles() {
+        try {
+            const { candles, meta } = loadCandleFile(this.filePath);
+            if (!Array.isArray(candles) || candles.length === 0) {
+                throw new Error('Expected JSON array or object with .candles or .data property');
+            }
+            const intervalSeconds = meta?.intervalSeconds || 3600;
+            const lookbackHours = meta?.lookbackHours;
+            if (lookbackHours && candles.length > 0) {
+                const nowMs = new Date(meta.fetchedAt || Date.now()).getTime();
+                const startTs = nowMs - (lookbackHours * 3600 * 1000);
+                return fillCandleGaps(candles, intervalSeconds, startTs, nowMs);
+            }
+            return candles;
+        }
+        catch (err) {
+            throw new Error(`[JsonFileSource] Failed to read ${this.filePath}: ${getErrorMessage(err)}`);
+        }
+    }
+    extractMarketPrice(candle) {
+        return { marketPrice: getCandleClose(candle), timestamp: getCandleTimestamp(candle) };
+    }
+}
+class MarketAdapterSource {
+    stateDir;
+    botKey;
+    name;
+    constructor(config) {
+        this.stateDir = config.stateDir || PATHS.MARKET_ADAPTER.STATE_DIR;
+        this.botKey = config.botKey;
+        this.name = `market_adapter:${this.botKey}`;
+    }
+    async fetchCandles() {
+        const centersFile = path.join(this.stateDir, 'market_adapter_centers.json');
+        if (!fs.existsSync(centersFile)) {
+            throw new Error(`[MarketAdapterSource] Centers file not found: ${centersFile}`);
+        }
+        try {
+            const data = readJSON(centersFile);
+            let botData = data[this.botKey];
+            if (!botData && data.bots && data.bots[this.botKey]) {
+                botData = data.bots[this.botKey];
+            }
+            if (!botData) {
+                throw new Error(`Bot '${this.botKey}' not found in centers file`);
+            }
+            return botData.history?.map((entry) => ({
+                timestamp: entry.timestamp,
+                open: entry.center,
+                high: entry.center,
+                low: entry.center,
+                close: entry.center,
+                volume: 0,
+            })) || [];
+        }
+        catch (err) {
+            throw new Error(`[MarketAdapterSource] Failed to read: ${getErrorMessage(err)}`);
+        }
+    }
+    extractMarketPrice(candle) {
+        return { marketPrice: candle.close, timestamp: candle.timestamp };
+    }
+}
+function createSource(type, config) {
+    switch (type.toLowerCase()) {
+        case 'json':
+            return new JsonFileSource(config);
+        case 'market_adapter':
+            return new MarketAdapterSource(config);
+        default:
+            throw new Error(`[PriceSource] Unknown type: ${type}`);
+    }
+}
+export { createSource };
+//# sourceMappingURL=price_sources.js.map

package/dist/analysis/price_sources.js.map

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package/dist/analysis/resolve_source.d.ts

@@ -0,0 +1,25 @@
+import { createSource } from './price_sources.js';
+interface SourceConfig {
+    type?: string;
+    botKey?: string;
+    filePath?: string;
+    stateDir?: string;
+}
+interface SourceResolution {
+    source: ReturnType<typeof createSource>;
+    botKey?: string;
+    amaConfig: {
+        erPeriod: number;
+        fastPeriod: number;
+        slowPeriod: number;
+        erSmoothPeriod: number;
+    };
+    amaKey: string;
+}
+declare function listAvailableBots(): void;
+declare function resolveSource(config: SourceConfig, options?: {
+    quiet?: boolean;
+}): SourceResolution;
+export { resolveSource, listAvailableBots };
+export type { SourceConfig, SourceResolution };
+//# sourceMappingURL=resolve_source.d.ts.map

package/dist/analysis/resolve_source.d.ts.map

@@ -0,0 +1 @@
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package/dist/analysis/resolve_source.js

@@ -0,0 +1,69 @@
+import path from 'node:path';
+import { PATHS } from '../modules/paths.js';
+import { MARKET_ADAPTER } from '../modules/constants.js';
+import { createSource } from './price_sources.js';
+import { resolveCandleFile, resolveAmaConfig, resolveAmaKey, loadBotSettings, computeBotKey } from './bot_key_utils.js';
+import { findLatestLpData } from '../market_adapter/utils/data_discovery.js';
+'use strict';
+const INTERVAL_LABEL = MARKET_ADAPTER.RUNTIME_DEFAULTS.intervalLabel;
+function listAvailableBots() {
+    const settings = loadBotSettings();
+    if (!settings?.bots?.length) {
+        console.log('No bots found in profiles/bots.json');
+        return;
+    }
+    console.log('Available bot keys:');
+    settings.bots.forEach((bot, i) => {
+        const key = computeBotKey(bot, i);
+        console.log(`  ${key}  (name: ${bot.name})`);
+    });
+}
+function resolveSource(config, options = {}) {
+    const { quiet = false } = options;
+    if (config.type === 'market_adapter') {
+        if (!config.botKey) {
+            throw new Error("No --bot-key provided. Use --list-bots to see available keys, or --file to specify a data file directly.");
+        }
+        const candleFile = resolveCandleFile(config.botKey, INTERVAL_LABEL);
+        if (candleFile) {
+            if (!quiet)
+                console.log(`[Source] Resolved bot '${config.botKey}' → ${path.basename(candleFile)}`);
+            const source = createSource('json', { filePath: candleFile });
+            return {
+                source,
+                botKey: config.botKey,
+                amaConfig: resolveAmaConfig(config.botKey),
+                amaKey: resolveAmaKey(config.botKey),
+            };
+        }
+        if (!quiet)
+            console.log(`[Source] No candle cache for '${config.botKey}', using centers file`);
+        const stateDir = config.stateDir || PATHS.MARKET_ADAPTER.STATE_DIR;
+        const source = createSource('market_adapter', { botKey: config.botKey, stateDir });
+        return {
+            source,
+            botKey: config.botKey,
+            amaConfig: resolveAmaConfig(config.botKey),
+            amaKey: resolveAmaKey(config.botKey),
+        };
+    }
+    if (config.type === 'json') {
+        let filePath = config.filePath;
+        if (!filePath) {
+            const autoFile = findLatestLpData();
+            if (autoFile) {
+                filePath = autoFile;
+                if (!quiet)
+                    console.log(`[Source] Auto-discovered LP data: ${autoFile}`);
+            }
+            else {
+                throw new Error('No --file provided and no LP data auto-discovered in market_adapter/data/lp');
+            }
+        }
+        const source = createSource('json', { filePath: filePath });
+        return { source, amaConfig: resolveAmaConfig(''), amaKey: 'AMA3' };
+    }
+    throw new Error(`[Source] Unknown source type: ${config.type}. Use 'market_adapter' or 'json'.`);
+}
+export { resolveSource, listAvailableBots };
+//# sourceMappingURL=resolve_source.js.map

package/dist/analysis/resolve_source.js.map

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package/dist/analysis/trade_profitability.d.ts

@@ -0,0 +1,115 @@
+#!/usr/bin/env node
+interface AssetAmount {
+    amount: number;
+    asset_id: string;
+}
+interface FillRecord {
+    time: string;
+    blockNum: number;
+    opNum: number;
+    orderId: string;
+    accountId: string;
+    pays: AssetAmount;
+    receives: AssetAmount;
+    fee: AssetAmount;
+    isMaker: boolean;
+    sort: any[];
+}
+interface TradeFill {
+    time: string;
+    orderId: string;
+    direction: 'buy' | 'sell';
+    baseAsset: string;
+    quoteAsset: string;
+    baseAmount: number;
+    quoteAmount: number;
+    price: number;
+    isMaker: boolean;
+    sequence: number;
+    marketFeeReal: number;
+    marketFeeAsset: string;
+}
+interface RealizedPnl {
+    sellPrice: number;
+    buyPrice: number;
+    amount: number;
+    pnl: number;
+    pnlPct: number;
+    effPrice: number;
+    marketFeeEntry: number;
+    marketFeeExit: number;
+    feeBts: number;
+    pnlNet: number;
+    pnlNetPct: number;
+    entryTime: string;
+    exitTime: string;
+    entryOrderId: string;
+    exitOrderId: string;
+    entryIsMaker: boolean;
+    exitIsMaker: boolean;
+}
+interface PairAnalysis {
+    baseAsset: string;
+    quoteAsset: string;
+    buys: TradeFill[];
+    sells: TradeFill[];
+    realizedPnls: RealizedPnl[];
+    totalBuyBase: number;
+    totalSellBase: number;
+    totalBuyQuote: number;
+    totalSellQuote: number;
+    unmatchedSellBase: number;
+    totalRealizedPnl: number;
+    totalMarketFees: number;
+    totalBlockchainFees: number;
+    totalRealizedPnlNet: number;
+    netPosition: number;
+}
+declare function classifyFills(fills: FillRecord[], filterAsset: string | null): {
+    trades: TradeFill[];
+    pairs: Set<string>;
+};
+declare function analyzePair(trades: TradeFill[], matchMode?: 'fifo' | 'sequential'): PairAnalysis;
+interface TradingMetrics {
+    totalLots: number;
+    winRate: number;
+    profitFactor: number;
+    avgWin: number;
+    avgLoss: number;
+    avgWinLossRatio: number;
+    expectancyBts: number;
+    expectancyPct: number;
+    expectancyR: number;
+    netExpectancyBts: number;
+    dailyPnlRatio: number;
+    dailyDownsideRatio: number;
+    maxConsecWins: number;
+    maxConsecLosses: number;
+    avgHoldHours: number;
+    limitOrderRatio: number;
+    bestTradePct: number;
+    worstTradePct: number;
+    mddPct: number;
+    mddHadStablePeak: boolean;
+    isOngoingRecovery: boolean;
+    currentDrawdownDays: number;
+    medianPnlPct: number;
+    p25PnlPct: number;
+    p75PnlPct: number;
+    feeDragPct: number;
+    maxRecoveryDays: number;
+    sellOrdersFilled: number;
+    fillsPerOrderMean: number;
+    fillsPerOrderMedian: number;
+    fillsPerOrderMax: number;
+    oneShotOrderRatio: number;
+    fillsPerDay: number;
+    avgVolumePerDay: number;
+    medianR: number;
+    pctRGreater1: number;
+    pctRGreater2: number;
+    pctRLessNeg1: number;
+}
+declare function computeMetrics(pair: PairAnalysis): TradingMetrics;
+export { analyzePair, classifyFills, computeMetrics, TradeFill, FillRecord, RealizedPnl, PairAnalysis, TradingMetrics };
+//# sourceMappingURL=trade_profitability.d.ts.map

package/dist/analysis/trade_profitability.d.ts.map

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