dexbot 1.4.21 → 1.4.22

package/dist/analysis/bot_fitting/backtest_ama_sweep.js.map

@@ -1 +1 @@
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package/dist/analysis/bot_fitting/backtest_bot_fitting.d.ts

@@ -1,2 +1,137 @@
-export {};
+/**
+ * Spread-gap width in slots — direct port of calculateGapSlots
+ * (modules/order/utils/math.ts:1228). The effective target spread is clamped
+ * up to incrementPercent × MIN_SPREAD_FACTOR and the gap never drops below
+ * MIN_SPREAD_ORDERS slots. `incrementPercent`/`targetSpreadPercent` in PERCENT
+ * units, matching the production signature.
+ */
+declare function computeGapSlots(incrementPercent: number, targetSpreadPercent: number): number;
+/**
+ * Slope-ratio grid price offset — port of computeGridPriceOffsetPlan
+ * (market_adapter/core/market_adapter_service.ts:92-119) combined with the
+ * trend/slopeRatio semantics of computeAmaSlopeWeights
+ * (market_adapter/core/strategies/ama_slope_model.ts):
+ *
+ *   maxGridPriceOffsetPct = targetSpreadPercent / 2
+ *   slopeRatio           = min(|slopePct| / DYNAMIC_WEIGHT_AMA_MAX_SLOPE_PCT, 1)
+ *   direction            = sign(slopePct) (0 inside the neutral zone)
+ *   offsetPct            = direction × slopeRatio × maxGridPriceOffsetPct
+ *
+ * Production applies this to startPrice (grid.ts:982: startPrice × (1 +
+ * offset/100)) only for asymmetricBounds-whitelisted bots; the sim applies it
+ * to the placement center on every grid build when asymmetricBounds is on.
+ */
+declare function computeGridPriceOffsetPct(slopePct: number, targetSpreadPercent: number): number;
+/**
+ * Build a persistent grid with FIXED chain prices from a master rail —
+ * port of createOrderGrid (modules/order/grid.ts:374-505):
+ *
+ *   - Master rail: geometric progression starting at √(1±inc) × center and
+ *     expanding by (1±inc) steps outward, bounded by
+ *     [center/maxMinRatio, center×maxMinRatio] (grid.ts:428-444).
+ *   - Spread gap: gapSlots empty slots centered on the center price
+ *     (calculateIdealBoundary: boundaryIdx = splitIdx − floor(gap/2) − 1;
+ *     sells start at boundaryIdx + gapSlots + 1).
+ *   - By default every rail slot in bounds is sized (activeOrders = Infinity,
+ *     matching production); an explicit cap keeps only the slots nearest the
+ *     gap on each side.
+ *
+ * Order prices are placement-time constants — exactly like on-chain orders,
+ * they do NOT follow AMA after placement.
+ */
+declare function buildProductionGrid(center: number, spreadPct: number, incrementPctFrac: number, maxMinRatio: number, activeOrders: number): {
+    buys: number[];
+    sells: number[];
+    rail: number[];
+    buySliceStart: number;
+    sellStartIdx: number;
+};
+/**
+ * Slot-rotation simulation with FIXED chain prices, mirroring production
+ * anchor-&-refill (strategy.ts) on top of the createOrderGrid geometry:
+ *
+ *   - Initial grid built once at the post-warmup AMA (createOrderGrid geometry
+ *     via buildProductionGrid); order prices never follow AMA afterwards. When
+ *     asymmetricBounds is enabled the placement center is shifted by the
+ *     slope-ratio offset (#3) exactly like the live startPrice offset.
+ *   - Rotation economics (#1/#2/#15): a FILLED BUY at rail node k instantly
+ *     re-offers that base at the ADJACENT MASTER-RAIL NODE k+1; when that
+ *     refill sells, the rotation books exactly one rail hop minus the
+ *     round-trip fee, and the freed quote re-bids the node k-1 below. Slots
+ *     cycle on small oscillations between resets — the earnings model of a
+ *     refilled live slot, not a cross-gap differential.
+ *   - Inventory-funded selling: an INITIAL (unlinked) sell can only execute
+ *     against held inventory — it books its proceeds against the weighted
+ *     average entry of the position (the live bot funds sells from real
+ *     balances; unfundable sells stay open and retry, never shorting). Base
+ *     bought in the SAME bar does not fund unlinked sales until the next bar
+ *     (live balance updates propagate on the next maintenance tick).
+ *   - Same-bar guard: newly armed/refill orders carry a one-bar cooldown, so
+ *     a slot that just cycled cannot fill again inside the completion bar.
+ *   - Grid reset fires on EITHER production trigger:
+ *       (A) |AMA − recordedCenter| / recordedCenter ≥ repositionThresholdPct
+ *           (ratchet: recordedCenter updates only when the trigger fires),
+ *       (B) slope-delta reset, ONLY when asymmetricBounds (whitelist gate):
+ *           |slopePct_now − slopeBaseline| ≥ slopeDeltaThresholdPct
+ *           (= AMA_SLOPE_DELTA_THRESHOLD_PERCENT/100 ×
+ *              DYNAMIC_WEIGHT_AMA_MAX_SLOPE_PCT), where slopePct is the
+ *           DYNAMIC_WEIGHT_AMA_LOOKBACK_BARS average-slope series and
+ *           slopeBaseline mirrors botState.gridRangeScalingAmaSlope — seeded
+ *           at start and re-seeded on every reset.
+ *     On reset ALL unfilled orders are canceled (counted); bought-and-held
+ *     base REMAINS as inventory (live resync never market-sells) and merges
+ *     into the weighted-average-entry pool; a fresh grid is placed at the
+ *     new center.
+ *   - Scoring uses REALIZED rotations and op fees ONLY. The end-of-run
+ *     inventory position (units × mark-vs-avg-entry) is reported as an
+ *     informational field — it is real carried risk, but including unrealized
+ *     bag marks in the ranking objective let trend-following combos dump
+ *     phantom paper profit into the score.
+ *   - BTS operation fees (#9): every order placement (initial grid + every
+ *     armed refill/rebid) pays makerCreateFee × btsCreateFee, every reset
+ *     cancel pays btsCancelFee; totals are converted to percentage points
+ *     against the --bts-fee-capital reference and deducted from net capture.
+ *
+ * Differences from production (by design, documented):
+ *   #6 bar-granularity triggers and reset-vs-fill ordering (OHLC sim);
+ *   #7 all-or-nothing fills on raw hi/lo touch (no partial fills/dust/queue);
+ *   #8 unit sizes / percentage-point accounting instead of capital-weighted
+ *      dynamic sizing;
+ *   #10 pool-price fills (no book depth/slippage);
+ *   #11 no consolidation/dust-cancel/COW/collision mechanics.
+ */
+declare function simulateForParams(candles: any, amaValues: any, params: any): {
+    spreadPct: any;
+    incrementPct: any;
+    maxMinRatio: any;
+    touchedOrders: number;
+    matchedPairs: number;
+    cyclesTotal: number;
+    rotationCount: number;
+    inventorySaleCount: number;
+    avgCyclesPerSlot: number;
+    fillEfficiency: number;
+    totalGrossCapturePct: number;
+    totalNetCapturePct: number;
+    btsFeePts: number;
+    btsFeesBts: number;
+    totalNetCaptureAfterFeesPct: number;
+    avgNetPerPair: number;
+    canceledOnReposition: number;
+    repositionCount: number;
+    driftTriggerCount: number;
+    slopeTriggerCount: number;
+    inventoryUnits: number;
+    inventoryAvgEntry: number;
+    inventoryNetPts: number;
+    offsetAppliedCount: number;
+    avgOpenDurationBars: number;
+    peakOpenOrders: number;
+    avgImbalance: number;
+    riskPenalty: number;
+    baseScore: number;
+    utilization: number;
+    score: number;
+};
+export { computeGapSlots, computeGridPriceOffsetPct, buildProductionGrid, simulateForParams };
 //# sourceMappingURL=backtest_bot_fitting.d.ts.map

package/dist/analysis/bot_fitting/backtest_bot_fitting.d.ts.map

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