dexbot 1.4.19 → 1.4.21

package/analysis/bot_usage/kibana_bot_queries.ts

@@ -34,7 +34,6 @@
  */
 
 
-import { toIntervalLabel } from '../../market_adapter/interval_utils.js';
 import { kibanaSearch, DEFAULT_CONFIG as BASE_CONFIG } from '../../market_adapter/core/kibana_client.js';
 'use strict';
 
@@ -49,159 +48,6 @@ const DEFAULT_CONFIG = {
     timeout: 25000,
 };
 
-// ─── Aggregation query builders (size:0, for counts & timelines) ───────────────
-
-/**
- * Time-bucketed count of limit_order_create ops for an account.
- * Optionally filtered to orders selling a specific asset.
- */
-function buildOrderCreateQuery(accountId: string, lookbackHours: number, intervalSeconds: number = 3600, sellAssetId: string | null = null) {
-    const filters = [
-        { term:  { operation_type: OP_LIMIT_ORDER_CREATE } },
-        { term:  { 'operation_history.op_object.seller.keyword': accountId } },
-        { range: { 'block_data.block_time': { gte: `now-${lookbackHours}h`, lte: 'now' } } },
-    ];
-    if (sellAssetId) {
-        filters.push({ term: { 'operation_history.op_object.amount_to_sell.asset_id.keyword': sellAssetId } } as any);
-    }
-    return {
-        size: 0,
-        query: { bool: { filter: filters } },
-        aggs: {
-            by_time: {
-                date_histogram: {
-                    field:          'block_data.block_time',
-                    fixed_interval: toIntervalLabel(intervalSeconds),
-                    min_doc_count:  1,
-                },
-            },
-            total: { value_count: { field: 'operation_type' } },
-        },
-    };
-}
-
-/**
- * Time-bucketed count of fill_order ops for an account.
- * Optionally filtered to fills where account pays a specific asset.
- */
-function buildFillOrderQuery(accountId: string, lookbackHours: number, intervalSeconds: number = 3600, paysAssetId: string | null = null) {
-    const filters = [
-        { term:  { operation_type: OP_FILL_ORDER } },
-        { term:  { 'operation_history.op_object.account_id.keyword': accountId } },
-        { range: { 'block_data.block_time': { gte: `now-${lookbackHours}h`, lte: 'now' } } },
-    ];
-    if (paysAssetId) {
-        filters.push({ term: { 'operation_history.op_object.pays.asset_id.keyword': paysAssetId } } as any);
-    }
-    return {
-        size: 0,
-        query: { bool: { filter: filters } },
-        aggs: {
-            by_time: {
-                date_histogram: {
-                    field:          'block_data.block_time',
-                    fixed_interval: toIntervalLabel(intervalSeconds),
-                    min_doc_count:  1,
-                },
-            },
-            total: { value_count: { field: 'operation_type' } },
-        },
-    };
-}
-
-/**
- * Time-bucketed count of limit_order_cancel ops for an account.
- */
-function buildOrderCancelQuery(accountId: string, lookbackHours: number, intervalSeconds: number = 3600) {
-    return {
-        size: 0,
-        query: {
-            bool: {
-                filter: [
-                    { term:  { operation_type: OP_LIMIT_ORDER_CANCEL } },
-                    { term:  { 'operation_history.op_object.fee_paying_account.keyword': accountId } },
-                    { range: { 'block_data.block_time': { gte: `now-${lookbackHours}h`, lte: 'now' } } },
-                ],
-            },
-        },
-        aggs: {
-            by_time: {
-                date_histogram: {
-                    field:          'block_data.block_time',
-                    fixed_interval: toIntervalLabel(intervalSeconds),
-                    min_doc_count:  1,
-                },
-            },
-            total: { value_count: { field: 'operation_type' } },
-        },
-    };
-}
-
-/**
- * Daily activity breakdown by operation type for an account.
- * Merges creates (by seller), fills (by account_id), cancels (by fee_paying_account)
- * into one aggregation using a filter per op type.
- */
-function buildDailyActivityQuery(accountId: string, lookbackHours: number) {
-    return {
-        size: 0,
-        query: {
-            bool: {
-                filter: [
-                    { range: { 'block_data.block_time': { gte: `now-${lookbackHours}h`, lte: 'now' } } },
-                ],
-            },
-        },
-        aggs: {
-            creates: {
-                filter: {
-                    bool: {
-                        filter: [
-                            { term: { operation_type: OP_LIMIT_ORDER_CREATE } },
-                            { term: { 'operation_history.op_object.seller.keyword': accountId } },
-                        ],
-                    },
-                },
-                aggs: {
-                    by_day: {
-                        date_histogram: { field: 'block_data.block_time', fixed_interval: '1d', min_doc_count: 1 },
-                    },
-                },
-            },
-            fills: {
-                filter: {
-                    bool: {
-                        filter: [
-                            { term: { operation_type: OP_FILL_ORDER } },
-                            { term: { 'operation_history.op_object.account_id.keyword': accountId } },
-                        ],
-                    },
-                },
-                aggs: {
-                    by_day: {
-                        date_histogram: { field: 'block_data.block_time', fixed_interval: '1d', min_doc_count: 1 },
-                    },
-                },
-            },
-            cancels: {
-                filter: {
-                    bool: {
-                        filter: [
-                            { term: { operation_type: OP_LIMIT_ORDER_CANCEL } },
-                            { term: { 'operation_history.op_object.fee_paying_account.keyword': accountId } },
-                        ],
-                    },
-                },
-                aggs: {
-                    by_day: {
-                        date_histogram: { field: 'block_data.block_time', fixed_interval: '1d', min_doc_count: 1 },
-                    },
-                },
-            },
-        },
-    };
-}
-
 // ─── Raw document query builders (size>0, for price/grid analysis) ────────────
 
 /**
@@ -236,107 +82,6 @@ function buildOrderPriceQuery(accountId: string, lookbackHours: number, sellAsse
     };
 }
 
-/**
- * Fetch raw fill_order documents for fill-price analysis.
- *
- * @param {string}  accountId
- * @param {number}  lookbackHours
- * @param {string}  [paysAssetId]
- * @param {number}  [maxResults]
- * @returns {Object} Elasticsearch query object
- */
-function buildFillPriceQuery(accountId: string, lookbackHours: number, paysAssetId: string | null = null, maxResults: number = 500) {
-    const filters = [
-        { term:  { operation_type: OP_FILL_ORDER } },
-        { term:  { 'operation_history.op_object.account_id.keyword': accountId } },
-        { range: { 'block_data.block_time': { gte: `now-${lookbackHours}h`, lte: 'now' } } },
-    ];
-    if (paysAssetId) {
-        filters.push({ term: { 'operation_history.op_object.pays.asset_id.keyword': paysAssetId } } as any);
-    }
-    return {
-        size: maxResults,
-        _source: [
-            'block_data.block_time',
-            'operation_history.op_object.pays',
-            'operation_history.op_object.receives',
-            'operation_history.op_object.order_id',
-        ],
-        query: { bool: { filter: filters } },
-        sort:  [{ 'block_data.block_time': { order: 'desc' } }],
-    };
-}
-
-/**
- * Discover which asset pairs an account trades by aggregating the sell asset IDs.
- * Returns top asset IDs by order count.
- */
-function buildAssetDiscoveryQuery(accountId: string, lookbackHours: number) {
-    return {
-        size: 0,
-        query: {
-            bool: {
-                filter: [
-                    { term:  { operation_type: OP_LIMIT_ORDER_CREATE } },
-                    { term:  { 'operation_history.op_object.seller.keyword': accountId } },
-                    { range: { 'block_data.block_time': { gte: `now-${lookbackHours}h`, lte: 'now' } } },
-                ],
-            },
-        },
-        aggs: {
-            sell_assets: {
-                terms: {
-                    field: 'operation_history.op_object.amount_to_sell.asset_id.keyword',
-                    size:  10,
-                },
-            },
-            recv_assets: {
-                terms: {
-                    field: 'operation_history.op_object.min_to_receive.asset_id.keyword',
-                    size:  10,
-                },
-            },
-        },
-    };
-}
-
-// ─── Fetch helpers ────────────────────────────────────────────────────────────
-
-async function fetchOrderCreate(accountId: string, lookbackHours: number, config: any = {}, sellAssetId: string | null = null, intervalSeconds: number = 3600) {
-    const cfg = { ...DEFAULT_CONFIG, ...config };
-    return kibanaSearch(cfg, buildOrderCreateQuery(accountId, lookbackHours, intervalSeconds, sellAssetId));
-}
-
-async function fetchFillOrder(accountId: string, lookbackHours: number, config: any = {}, paysAssetId: string | null = null, intervalSeconds: number = 3600) {
-    const cfg = { ...DEFAULT_CONFIG, ...config };
-    return kibanaSearch(cfg, buildFillOrderQuery(accountId, lookbackHours, intervalSeconds, paysAssetId));
-}
-
-async function fetchOrderCancel(accountId: string, lookbackHours: number, config: any = {}, intervalSeconds: number = 3600) {
-    const cfg = { ...DEFAULT_CONFIG, ...config };
-    return kibanaSearch(cfg, buildOrderCancelQuery(accountId, lookbackHours, intervalSeconds));
-}
-
-async function fetchOrderPrices(accountId: string, lookbackHours: number, config: any = {}, sellAssetId: string | null = null, maxResults: number = 1000) {
-    const cfg = { ...DEFAULT_CONFIG, ...config };
-    return kibanaSearch(cfg, buildOrderPriceQuery(accountId, lookbackHours, sellAssetId, maxResults));
-}
-
-async function fetchFillPrices(accountId: string, lookbackHours: number, config: any = {}, paysAssetId: string | null = null, maxResults: number = 500) {
-    const cfg = { ...DEFAULT_CONFIG, ...config };
-    return kibanaSearch(cfg, buildFillPriceQuery(accountId, lookbackHours, paysAssetId, maxResults));
-}
-
-async function fetchDailyActivity(accountId: string, lookbackHours: number, config: any = {}) {
-    const cfg = { ...DEFAULT_CONFIG, ...config };
-    return kibanaSearch(cfg, buildDailyActivityQuery(accountId, lookbackHours));
-}
-
-async function fetchAssetDiscovery(accountId: string, lookbackHours: number, config: any = {}) {
-    const cfg = { ...DEFAULT_CONFIG, ...config };
-    return kibanaSearch(cfg, buildAssetDiscoveryQuery(accountId, lookbackHours));
-}
-
 // ─── Discovery query builders ─────────────────────────────────────────────────
 
 /**
@@ -423,5 +168,5 @@ function buildTopFilledAccountsQuery(lookbackHours: number, topN: number = 100,
 
 // ─── Exports ──────────────────────────────────────────────────────────────────
 
-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 }
+export { DEFAULT_CONFIG, kibanaSearch, buildOrderPriceQuery, buildTopSellerAccountsQuery, buildTopCancellerAccountsQuery, buildTopFilledAccountsQuery }
 

package/analysis/chart_css.ts

@@ -57,4 +57,4 @@ function sharedChartCSS(): string {
     ].join('\n        ');
 }
 
-export { baseResetCSS, headerCSS, panelsCSS, uplotBgCSS, dotCSS, cursorCSS, sectionLabelCSS, legendCSS, sharedChartCSS }
+export { sharedChartCSS }

package/analysis/chart_utils.ts

@@ -2,6 +2,7 @@
 import fs from 'node:fs';
 import path from 'node:path';
 import { getStorage } from '../modules/storage/index.js';
+import { PATHS } from '../modules/paths.js';
 const { ensureDir } = getStorage();
 'use strict';
 
@@ -9,6 +10,28 @@ const { ensureDir } = getStorage();
  * Chart utilities for analysis HTML generators.
  */
 
+// Runtime assets every generated chart references as ../uplot/* relative to
+// its own directory (charts live in <root>/charts, assets in <root>/uplot).
+const UPLOT_RUNTIME_FILES = ['uPlot.iife.min.js', 'uPlot.min.css'];
+
+/**
+ * Generated HTML loads uPlot from a sibling `uplot/` dir next to the charts
+ * dir. In a source checkout that dir is the vendored original; anywhere else
+ * (relocated analysis root under npm/home profiles, or a custom --chart path)
+ * materialize a copy so the relative refs keep resolving.
+ */
+function ensureSiblingUplotAssets(chartDir: any) {
+    const targetDir = path.join(path.dirname(path.resolve(chartDir)), 'uplot');
+    const sourceDir = PATHS.ANALYSIS.ASSETS_DIR;
+    if (targetDir === path.resolve(sourceDir)) return;
+    if (UPLOT_RUNTIME_FILES.every((f) => fs.existsSync(path.join(targetDir, f)))) return;
+    if (!fs.existsSync(sourceDir)) return;
+    fs.mkdirSync(targetDir, { recursive: true });
+    for (const f of UPLOT_RUNTIME_FILES) {
+        fs.copyFileSync(path.join(sourceDir, f), path.join(targetDir, f));
+    }
+}
+
 
 function escapeHtml(str: string) {
     const map: Record<string, string> = {
@@ -34,6 +57,7 @@ function toEpochSeconds(ts: any, fallbackIdx: any) {
 function writeChartFile(filePath: any, html: any) {
     const chartDir = path.dirname(filePath);
     if (!fs.existsSync(chartDir)) ensureDir(chartDir);
+    ensureSiblingUplotAssets(chartDir);
     fs.writeFileSync(filePath, html, 'utf8');
 }
 

package/analysis/derivative_chart_generator.ts

@@ -8,11 +8,12 @@ import { getStorage } from '../modules/storage/index.js';
 const { ensureDir, readJSON } = getStorage();
 import { fixedTo } from '../modules/order/utils/math.js';
 import { bindHoverStateFn, zoomResetScript } from './chart_ui.js';
+import { PATHS } from '../modules/paths.js';
 'use strict';
 function parseArgs(argv = process.argv.slice(2)) {
     const cfg: { inputFile: string | null; outputFile: string; title: string; quiet: boolean } = {
         inputFile: null,
-        outputFile: 'analysis/charts/derivative_chart.html',
+        outputFile: path.join(PATHS.ANALYSIS.CHARTS_DIR, 'derivative_chart.html'),
         title: 'Derivative Trend Analysis',
         quiet: false,
     };
@@ -40,7 +41,7 @@ Derivative Chart Generator (uPlot)
 Usage:
   tsx analysis/derivative_chart_generator.ts --input <file.json> [options]
 Options:
-  --output FILE   Output HTML (default: analysis/charts/derivative_chart.html)
+  --output FILE   Output HTML (default: <analysis charts dir>/derivative_chart.html)
   --title TEXT    Chart title
   --quiet         Suppress output
     `);

package/analysis/math_utils.ts

@@ -5,19 +5,15 @@ 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
+ * Candle accessors are centralized in market_adapter (candle_utils.ts) and
  * re-exported here so analysis tooling shares one logic path with the
  * live adapter and the browser-embedded chart scripts.
  */
@@ -50,10 +46,7 @@ function loadCandleFile(filePath: any) {
 export {
     range,
     calcStdDev,
-    computeATRSeries,
     getCandleClose,
-    getCandleHigh,
-    getCandleLow,
     getCandleTimestamp,
     normalizeCandle,
     loadCandleFile,

package/analysis/trend_detection/DYNAMIC_WEIGHT_RESEARCH.md

@@ -160,7 +160,7 @@ All panels share aligned vertical time grid lines, and the bottom output panel s
 | **nz%** | 0–1 | 0.00 | Neutral zone: dead-band below which offset is forced to 0 |
 | **lb** | 1–32 | 9 | Logarithmic. Lookback bars for AMA slope calculation |
 | **amaS%** | 0.04–0.12 | 0.085 | Logarithmic. Gear ratio for average per-bar AMA slope saturation |
-| **kalS%** | 0.15–1.5 | 0.8 | Logarithmic. Gear ratio for Kalman composite saturation |
+| **kalS%** | 0.5–1.5 | 1.0 | Logarithmic. Gear ratio for Kalman composite saturation |
 | **clip%** | 0–55 | 10 | Percentile clip: filters extreme inputs (0 = off) |
 
 ### Output Controls