dexbot 1.4.20 → 1.4.22

package/analysis/results/bot_fitting_results_lp_pool_133_1h.json

@@ -0,0 +1,218 @@
+{
+  "meta": {
+    "generatedAt": "2026-08-26T15:40:53.423Z",
+    "dataPath": "market_adapter/data/lp/1_3_5537_1_3_0/lp_pool_133_1h.json",
+    "resultsPath": "analysis/ama_fitting/optimization_results_lp_pool_133_1h.json",
+    "candles": 26281,
+    "activeOrders": "all",
+    "feeRoundtripPct": 0.2,
+    "btsCreateFee": 0.4826,
+    "btsCancelFee": 0.00482,
+    "makerCreateFactor": 0.1,
+    "txFeePrice": 1,
+    "btsFeeCapital": 10000,
+    "search": {
+      "spreadValues": [
+        2,
+        4
+      ],
+      "incrementValues": [
+        0.5,
+        1
+      ],
+      "ratioValues": [
+        2,
+        3
+      ],
+      "minSpreadFactor": 2.1,
+      "repositionPct": 1,
+      "asymmetricBounds": false,
+      "combosPerAma": 8
+    },
+    "scoring": {
+      "baseScore": "totalNetCaptureAfterFeesPct * (fillEfficiency / 100)",
+      "gridModel": "persistent fixed chain prices (createOrderGrid port): master rail at sqrt(1±inc) offsets bounded by [center/ratio, center*ratio], gapSlots spread zone centered on center; prices never follow AMA after placement",
+      "spreadParam": "targetSpreadPercent for calculateGapSlots (floored at increment * MIN_SPREAD_FACTOR)",
+      "resetTriggers": "(A) AMA drift >= 1% from recorded center (ratchet) (trigger B gated off — asymmetricBounds whitelist)",
+      "gridPriceOffset": "disabled (asymmetricBounds whitelist)",
+      "repositionAccounting": "unfilled orders canceled + counted (incl armed refills/rebids); bought-and-held base carries across resets in a weighted-average-entry inventory pool (resync never market-sells); end-of-run inventory mark is informational and excluded from scoring",
+      "cycleEconomics": "slot rotation: filled buy re-offers one rail step up; that refill selling books ~increment% minus round-trip fee and the freed quote re-bids one step down; unlinked initial-grid sells only execute against held inventory at weighted-average entry (no shorting)",
+      "totalGrossCapturePct": "sum of realized per-rotation gross from actual fixed prices (linked rotations + inventory sales)",
+      "totalNetCapturePct": "realized gross - roundtrip fee per completed disposition; excludes the end-of-run inventory mark",
+      "btsFees": "every order placement (initial grid + armed refills/rebids) pays maker create (0.4826*0.1 BTS), every reset cancel pays 0.00482 BTS; btsFeePts = total BTS * txFeePrice / btsFeeCapital * 100 deducted from net before scoring",
+      "warmup": "getAmaWarmupBars(er, slow, 0, fast)",
+      "riskPenalty": "avgOpenDurationBars*1 + peakOpenOrders*2 + avgImbalance*1.2 + canceledOnReposition*0.15",
+      "finalScore": "baseScore - riskPenalty"
+    }
+  },
+  "results": [
+    {
+      "strategy": {
+        "id": "AMA1",
+        "name": "AMA1",
+        "er": 500,
+        "fast": 2,
+        "slow": 50
+      },
+      "best": {
+        "spreadPct": 4,
+        "incrementPct": 0.01,
+        "maxMinRatio": 2,
+        "touchedOrders": 17118,
+        "matchedPairs": 4463,
+        "cyclesTotal": 4463,
+        "rotationCount": 1911,
+        "inventorySaleCount": 2552,
+        "avgCyclesPerSlot": 32.81617647058823,
+        "fillEfficiency": 26.071971024652413,
+        "totalGrossCapturePct": 74380.64032509834,
+        "totalNetCapturePct": 73488.04032508115,
+        "btsFeePts": 73.45986739997919,
+        "btsFeesBts": 7345.986739997918,
+        "totalNetCaptureAfterFeesPct": 73414.58045768116,
+        "avgNetPerPair": 16.46606325903678,
+        "canceledOnReposition": 129640,
+        "repositionCount": 972,
+        "driftTriggerCount": 972,
+        "slopeTriggerCount": 0,
+        "inventoryUnits": 567,
+        "inventoryAvgEntry": 1480.717680275907,
+        "inventoryNetPts": -8250.559317877065,
+        "offsetAppliedCount": 0,
+        "avgOpenDurationBars": 7.108843537414966,
+        "peakOpenOrders": 136,
+        "avgImbalance": 4.6666405484818805,
+        "riskPenalty": 19730.708812195593,
+        "baseScore": 19140.628144796767,
+        "utilization": 67.06103580662854,
+        "score": -590.0806673988263
+      }
+    },
+    {
+      "strategy": {
+        "id": "AMA2",
+        "name": "AMA2",
+        "er": 500,
+        "fast": 2,
+        "slow": 50
+      },
+      "best": {
+        "spreadPct": 4,
+        "incrementPct": 0.01,
+        "maxMinRatio": 2,
+        "touchedOrders": 17118,
+        "matchedPairs": 4463,
+        "cyclesTotal": 4463,
+        "rotationCount": 1911,
+        "inventorySaleCount": 2552,
+        "avgCyclesPerSlot": 32.81617647058823,
+        "fillEfficiency": 26.071971024652413,
+        "totalGrossCapturePct": 74380.64032509834,
+        "totalNetCapturePct": 73488.04032508115,
+        "btsFeePts": 73.45986739997919,
+        "btsFeesBts": 7345.986739997918,
+        "totalNetCaptureAfterFeesPct": 73414.58045768116,
+        "avgNetPerPair": 16.46606325903678,
+        "canceledOnReposition": 129640,
+        "repositionCount": 972,
+        "driftTriggerCount": 972,
+        "slopeTriggerCount": 0,
+        "inventoryUnits": 567,
+        "inventoryAvgEntry": 1480.717680275907,
+        "inventoryNetPts": -8250.559317877065,
+        "offsetAppliedCount": 0,
+        "avgOpenDurationBars": 7.108843537414966,
+        "peakOpenOrders": 136,
+        "avgImbalance": 4.6666405484818805,
+        "riskPenalty": 19730.708812195593,
+        "baseScore": 19140.628144796767,
+        "utilization": 67.06103580662854,
+        "score": -590.0806673988263
+      }
+    },
+    {
+      "strategy": {
+        "id": "AMA3",
+        "name": "AMA3",
+        "er": 500,
+        "fast": 2,
+        "slow": 50
+      },
+      "best": {
+        "spreadPct": 4,
+        "incrementPct": 0.01,
+        "maxMinRatio": 2,
+        "touchedOrders": 17118,
+        "matchedPairs": 4463,
+        "cyclesTotal": 4463,
+        "rotationCount": 1911,
+        "inventorySaleCount": 2552,
+        "avgCyclesPerSlot": 32.81617647058823,
+        "fillEfficiency": 26.071971024652413,
+        "totalGrossCapturePct": 74380.64032509834,
+        "totalNetCapturePct": 73488.04032508115,
+        "btsFeePts": 73.45986739997919,
+        "btsFeesBts": 7345.986739997918,
+        "totalNetCaptureAfterFeesPct": 73414.58045768116,
+        "avgNetPerPair": 16.46606325903678,
+        "canceledOnReposition": 129640,
+        "repositionCount": 972,
+        "driftTriggerCount": 972,
+        "slopeTriggerCount": 0,
+        "inventoryUnits": 567,
+        "inventoryAvgEntry": 1480.717680275907,
+        "inventoryNetPts": -8250.559317877065,
+        "offsetAppliedCount": 0,
+        "avgOpenDurationBars": 7.108843537414966,
+        "peakOpenOrders": 136,
+        "avgImbalance": 4.6666405484818805,
+        "riskPenalty": 19730.708812195593,
+        "baseScore": 19140.628144796767,
+        "utilization": 67.06103580662854,
+        "score": -590.0806673988263
+      }
+    },
+    {
+      "strategy": {
+        "id": "AMA4",
+        "name": "AMA4",
+        "er": 500,
+        "fast": 2,
+        "slow": 50
+      },
+      "best": {
+        "spreadPct": 4,
+        "incrementPct": 0.01,
+        "maxMinRatio": 2,
+        "touchedOrders": 17118,
+        "matchedPairs": 4463,
+        "cyclesTotal": 4463,
+        "rotationCount": 1911,
+        "inventorySaleCount": 2552,
+        "avgCyclesPerSlot": 32.81617647058823,
+        "fillEfficiency": 26.071971024652413,
+        "totalGrossCapturePct": 74380.64032509834,
+        "totalNetCapturePct": 73488.04032508115,
+        "btsFeePts": 73.45986739997919,
+        "btsFeesBts": 7345.986739997918,
+        "totalNetCaptureAfterFeesPct": 73414.58045768116,
+        "avgNetPerPair": 16.46606325903678,
+        "canceledOnReposition": 129640,
+        "repositionCount": 972,
+        "driftTriggerCount": 972,
+        "slopeTriggerCount": 0,
+        "inventoryUnits": 567,
+        "inventoryAvgEntry": 1480.717680275907,
+        "inventoryNetPts": -8250.559317877065,
+        "offsetAppliedCount": 0,
+        "avgOpenDurationBars": 7.108843537414966,
+        "peakOpenOrders": 136,
+        "avgImbalance": 4.6666405484818805,
+        "riskPenalty": 19730.708812195593,
+        "baseScore": 19140.628144796767,
+        "utilization": 67.06103580662854,
+        "score": -590.0806673988263
+      }
+    }
+  ]
+}

package/analysis/trade_profitability.ts

@@ -16,15 +16,15 @@ const { kibanaSearch, DEFAULT_CONFIG: BASE_CONFIG } = KC;
  * FIFO or sequential (LIFO) inventory tracking per asset pair.
  *
  * Usage:
- *   tsx analysis/trade_profitability.ts 1.2.3 --start 2025-01-01 --end 2025-06-01
- *   tsx analysis/trade_profitability.ts 1.2.3 --hours 720
- *   tsx analysis/trade_profitability.ts 1.2.3 --start 2025-01-01T00:00:00Z --end 2025-06-01T00:00:00Z
- *   tsx analysis/trade_profitability.ts 1.2.3 --hours 168 --asset 1.3.113
- *   tsx analysis/trade_profitability.ts 1.2.3 --hours 168 --csv trades.csv
- *   tsx analysis/trade_profitability.ts 1.2.3 --hours 168 --json results.json
- *   tsx analysis/trade_profitability.ts "account-name" --lookup
- *   tsx analysis/trade_profitability.ts 1.2.3 --hours 168 --trades
- *   tsx analysis/trade_profitability.ts 1.2.3 --hours 168 --match-mode fifo
+ *   node dist/analysis/trade_profitability.js 1.2.3 --start 2025-01-01 --end 2025-06-01
+ *   node dist/analysis/trade_profitability.js 1.2.3 --hours 720
+ *   node dist/analysis/trade_profitability.js 1.2.3 --start 2025-01-01T00:00:00Z --end 2025-06-01T00:00:00Z
+ *   node dist/analysis/trade_profitability.js 1.2.3 --hours 168 --asset 1.3.113
+ *   node dist/analysis/trade_profitability.js 1.2.3 --hours 168 --csv trades.csv
+ *   node dist/analysis/trade_profitability.js 1.2.3 --hours 168 --json results.json
+ *   node dist/analysis/trade_profitability.js "account-name" --lookup
+ *   node dist/analysis/trade_profitability.js 1.2.3 --hours 168 --trades
+ *   node dist/analysis/trade_profitability.js 1.2.3 --hours 168 --match-mode fifo
  */
 
 // ─── Constants ────────────────────────────────────────────────────────────────
@@ -188,7 +188,7 @@ interface PairAnalysis {
 
 function printHelp() {
     console.log(`\
-Usage: tsx analysis/trade_profitability.ts <accountId> [options]
+Usage: node dist/analysis/trade_profitability.js <accountId> [options]
 
 Analyzes filled orders for a BitShares account, computing realized PnL
 via FIFO or sequential (LIFO) inventory tracking.
@@ -212,11 +212,11 @@ Options:
   --help, -h             Show this help
 
 Examples:
-  tsx analysis/trade_profitability.ts 1.2.123456 --hours 720
-  tsx analysis/trade_profitability.ts 1.2.123456 --start 2025-01-01 --end 2025-06-01
-  tsx analysis/trade_profitability.ts "my-bot-account" --lookup --hours 168
-  tsx analysis/trade_profitability.ts 1.2.123456 --hours 720 --asset 1.3.113 --csv trades.csv
-  tsx analysis/trade_profitability.ts 1.2.123456 --hours 720 --match-mode sequential`);
+  node dist/analysis/trade_profitability.js 1.2.123456 --hours 720
+  node dist/analysis/trade_profitability.js 1.2.123456 --start 2025-01-01 --end 2025-06-01
+  node dist/analysis/trade_profitability.js "my-bot-account" --lookup --hours 168
+  node dist/analysis/trade_profitability.js 1.2.123456 --hours 720 --asset 1.3.113 --csv trades.csv
+  node dist/analysis/trade_profitability.js 1.2.123456 --hours 720 --match-mode sequential`);
 }
 
 function parseArgs() {
@@ -239,7 +239,7 @@ function parseArgs() {
         matchMode: 'sequential',
         showPnlDetail: false,
         verbose: false,
-        feePerOrder: BLOCKCHAIN_FEE_PER_FILL,
+        feePerOrder: null as number | null,
     };
 
     for (let i = 1; i < args.length; i++) {
@@ -423,6 +423,16 @@ async function fetchAllFills(config: any, accountId: string, gte: string, lte: s
 
 // ─── Fill Classification ─────────────────────────────────────────────────────
 
+/**
+ * A fill needs strictly positive, finite amounts on both legs. A zero base
+ * amount would produce an infinite price (quoteAmount / 0) that poisons
+ * downstream inventory lots and PnL aggregates.
+ */
+function isValidFillAmounts(baseAmount: number, quoteAmount: number): boolean {
+    return Number.isFinite(baseAmount) && Number.isFinite(quoteAmount)
+        && baseAmount > 0 && quoteAmount > 0;
+}
+
 function classifyFills(fills: FillRecord[], filterAsset: string | null): { trades: TradeFill[]; pairs: Set<string> } {
     const trades: TradeFill[] = [];
     const pairs = new Set<string>();
@@ -450,7 +460,7 @@ function classifyFills(fills: FillRecord[], filterAsset: string | null): { trade
             quoteAsset = BTS_ID;
             baseAmount = toReal(f.receives.amount, rAsset);
             quoteAmount = toReal(f.pays.amount, BTS_ID);
-            if (isNaN(baseAmount) || isNaN(quoteAmount)) { skipped++; continue; }
+            if (!isValidFillAmounts(baseAmount, quoteAmount)) { skipped++; continue; }
             price = quoteAmount / baseAmount;
             marketFeeReal = feeReal;
             marketFeeAsset = f.fee.asset_id;
@@ -460,7 +470,7 @@ function classifyFills(fills: FillRecord[], filterAsset: string | null): { trade
             quoteAsset = BTS_ID;
             baseAmount = toReal(f.pays.amount, pAsset);
             quoteAmount = toReal(f.receives.amount, BTS_ID);
-            if (isNaN(baseAmount) || isNaN(quoteAmount)) { skipped++; continue; }
+            if (!isValidFillAmounts(baseAmount, quoteAmount)) { skipped++; continue; }
             price = quoteAmount / baseAmount;
             marketFeeReal = feeReal;
             marketFeeAsset = f.fee.asset_id;
@@ -476,7 +486,7 @@ function classifyFills(fills: FillRecord[], filterAsset: string | null): { trade
             quoteAsset = isSell ? rAsset : pAsset;
             baseAmount = toReal(isSell ? f.pays.amount : f.receives.amount, baseAsset);
             quoteAmount = toReal(isSell ? f.receives.amount : f.pays.amount, quoteAsset);
-            if (isNaN(baseAmount) || isNaN(quoteAmount)) { skipped++; continue; }
+            if (!isValidFillAmounts(baseAmount, quoteAmount)) { skipped++; continue; }
             price = quoteAmount / baseAmount;
             marketFeeReal = feeReal;
             marketFeeAsset = f.fee.asset_id;
@@ -1295,6 +1305,26 @@ function exportJson(accountId: string, start: string, end: string, pairs: PairAn
 
 // ─── Main ────────────────────────────────────────────────────────────────────
 
+/**
+ * Normalize a user-supplied time bound into an ES-compatible ISO string.
+ *
+ * Parsing goes through `new Date()` so offset-bearing ISO strings
+ * (e.g. 2026-07-07T12:00:00+02:00) are honored instead of being corrupted by a
+ * blind 'Z' append (+02:00Z). A date-only --end expands to the end of that UTC
+ * day (T23:59:59.999Z) — treating it as midnight silently dropped the final day.
+ */
+function normalizeTimeBound(raw: string, isEnd: boolean): string {
+    const parsed = new Date(raw);
+    if (isNaN(parsed.getTime())) {
+        throw new Error(`Invalid ${isEnd ? '--end' : '--start'} time: ${raw}`);
+    }
+    let ms = parsed.getTime();
+    if (isEnd && /^\d{4}-\d{2}-\d{2}$/.test(raw.trim())) {
+        ms += 24 * 3600 * 1000 - 1;
+    }
+    return new Date(ms).toISOString();
+}
+
 async function run() {
     const opts = parseArgs();
     let accountId = opts.accountId;
@@ -1313,10 +1343,10 @@ async function run() {
     let gte: string, lte: string;
 
     if (opts.start && opts.end) {
-        gte = opts.start;
-        lte = opts.end;
+        gte = normalizeTimeBound(opts.start, false);
+        lte = normalizeTimeBound(opts.end, true);
     } else if (opts.start) {
-        gte = opts.start;
+        gte = normalizeTimeBound(opts.start, false);
         lte = now.toISOString();
     } else {
         const hours = opts.hours || 168;
@@ -1325,10 +1355,6 @@ async function run() {
         lte = now.toISOString();
     }
 
-    // Ensure times end with Z for ES
-    if (!gte.endsWith('Z')) gte += gte.includes('T') ? 'Z' : 'T00:00:00Z';
-    if (!lte.endsWith('Z')) lte += lte.includes('T') ? 'Z' : 'T00:00:00Z';
-
     const KIBANA_CFG = { timeout: 60000 };
 
     const fills = await fetchAllFills(KIBANA_CFG, accountId, gte, lte);
@@ -1358,8 +1384,15 @@ async function run() {
     }
     console.log('');
 
-    // Override blockchain fee from CLI if provided
-    if (opts.feePerOrder) BLOCKCHAIN_FEE_PER_FILL = opts.feePerOrder;
+    // Override blockchain fee from CLI if provided. Explicit --fee-per-order 0
+    // is valid (free-fee account) and must not be dropped by a falsy check.
+    if (opts.feePerOrder != null) {
+        if (!Number.isFinite(opts.feePerOrder) || opts.feePerOrder < 0) {
+            console.error(`Invalid --fee-per-order: ${opts.feePerOrder}`);
+            process.exit(1);
+        }
+        BLOCKCHAIN_FEE_PER_FILL = opts.feePerOrder;
+    }
 
     // Analyze each pair
     const pairMap = new Map<string, TradeFill[]>();

package/analysis/tradingview/analyze_tradingview.ts

@@ -1,4 +1,5 @@
 #!/usr/bin/env node
+'use strict';
 
 
 import fs from 'node:fs';
@@ -12,7 +13,6 @@ import { loadBotMeta } from '../bot_key_utils.js';
 import { resolveSource, listAvailableBots } from '../resolve_source.js';
 import { writeChartFile } from '../chart_utils.js';
 import { PATHS } from '../../modules/paths.js';
-'use strict';
 
 
 const DEFAULT_CHART_DIR = PATHS.ANALYSIS.CHARTS_DIR;