dexbot 1.4.21 → 1.4.23
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 +52 -0
- package/README.md +8 -5
- package/analysis/ama_fitting/analyze_ama_price_changes.ts +7 -3
- package/analysis/ama_fitting/analyze_lambda_vs_slow.ts +6 -6
- package/analysis/ama_fitting/calibrate_convergence_er.ts +7 -5
- package/analysis/ama_fitting/fetch_lp_candles.ts +8 -3
- package/analysis/ama_fitting/generate_unified_comparison_chart.ts +30 -67
- package/analysis/ama_fitting/optimizer_high_resolution.ts +26 -17
- package/analysis/ama_fitting/package.json +1 -1
- package/analysis/analyze_derivatives.ts +4 -4
- package/analysis/analyze_dynamic_weight.ts +21 -5
- package/analysis/analyze_kalman.ts +54 -25
- package/analysis/analyze_regime.ts +2 -2
- package/analysis/analyze_regime_windows.ts +27 -19
- package/analysis/analyze_risk_profile.ts +3 -3
- package/analysis/analyze_trade_heatmap.ts +3 -3
- package/analysis/analyze_volatility.ts +2 -2
- package/analysis/bot_fitting/README.md +93 -19
- package/analysis/bot_fitting/backtest_ama_sweep.ts +316 -199
- package/analysis/bot_fitting/backtest_bot_fitting.ts +520 -85
- package/analysis/bot_fitting/shared_utils.ts +15 -9
- package/analysis/bot_key_utils.ts +13 -6
- package/analysis/bot_usage/discover_bot_accounts.ts +5 -3
- package/analysis/bot_usage/kibana_bot_queries.ts +1 -1
- package/analysis/chart_css.ts +6 -4
- package/analysis/chart_ui.ts +0 -1
- package/analysis/chart_utils.ts +11 -2
- package/analysis/derivative_chart_generator.ts +2 -2
- package/analysis/price_sources.ts +8 -2
- package/analysis/resolve_source.ts +1 -1
- package/analysis/trade_profitability.ts +61 -28
- package/analysis/tradingview/README.md +24 -4
- package/analysis/tradingview/analyze_tradingview.ts +1 -1
- package/analysis/tradingview/tradingview_uplot_chart_generator.ts +356 -86
- package/analysis/trend_detection/DYNAMIC_WEIGHT_RESEARCH.md +1 -1
- package/analysis/trend_detection/derivative_analyzer.ts +12 -3
- package/analysis/trend_detection/dynamic_weight_chart_generator.ts +25 -27
- package/analysis/trend_detection/hurst_analyzer.ts +1 -1
- package/analysis/trend_detection/kalman_chart_generator.ts +42 -14
- package/analysis/trend_detection/package.json +1 -1
- package/analysis/trend_detection/regime_chart_generator.ts +39 -19
- package/analysis/trend_detection/tests/test_kalman_trend.ts +1 -1
- package/analysis/trend_detection/tests/test_kalman_velocity_smoothing.ts +1 -1
- package/analysis/trend_detection/volatility_chart_generator.ts +1 -1
- package/claw/index.ts +1 -1
- package/claw/modules/claw_bridge.ts +3 -3
- package/claw/modules/claw_catalog.ts +1 -1
- package/claw/modules/claw_launcher.ts +1 -1
- package/claw/modules/claw_skill_md.ts +7 -10
- package/claw/modules/credit_runtime_adapter.ts +1 -1
- package/claw/modules/decision_loop.ts +5 -9
- package/claw/modules/dexbot_bridge.ts +7 -7
- package/claw/modules/feed_price_source.ts +1 -1
- package/claw/modules/kibana_price_source.ts +1 -1
- package/claw/modules/launcher_mode_detector.ts +1 -1
- package/claw/modules/launcher_paths.ts +1 -1
- package/claw/modules/position_discovery.ts +1 -1
- package/claw/modules/position_health.ts +1 -1
- package/claw/package.json +3 -3
- package/claw/runtimes/openclaw-plugin/openclaw.plugin.json +1 -1
- package/claw/runtimes/openclaw-plugin/package.json +1 -1
- package/claw/skills/launcher-ops/references/launcher-workflow.md +2 -2
- package/claw/tests/package.json +1 -1
- package/claw/tests/test_claw_bridge.ts +45 -21
- package/claw/tests/test_claw_catalog_and_credentials.ts +8 -4
- package/claw/tests/test_claw_chain_layer.ts +39 -19
- package/claw/tests/test_claw_data_flow.ts +28 -20
- package/claw/tests/test_claw_domain_logic.ts +25 -19
- package/claw/tests/test_claw_manifest_and_matrix.ts +23 -3
- package/claw/tests/test_claw_mcp_transport.ts +13 -8
- package/claw/tests/test_claw_regressions.ts +254 -128
- package/claw/tests/test_claw_skill_generation.ts +1 -1
- package/claw/tests/test_nullclaw_tmp_integration.ts +2 -3
- package/claw/tests/test_position_health.ts +1 -77
- package/claw/tests/test_position_manager.ts +20 -18
- package/claw/tests/test_position_manager_watch_health.ts +39 -43
- package/claw/tests/test_short_mpa_strategy.ts +20 -17
- package/claw/tsconfig.json +4 -3
- package/dist/analysis/ama_fitting/analyze_ama_price_changes.js +7 -3
- package/dist/analysis/ama_fitting/analyze_ama_price_changes.js.map +1 -1
- package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.js +6 -6
- package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.js.map +1 -1
- package/dist/analysis/ama_fitting/calibrate_convergence_er.js +7 -5
- package/dist/analysis/ama_fitting/calibrate_convergence_er.js.map +1 -1
- package/dist/analysis/ama_fitting/fetch_lp_candles.js +8 -3
- package/dist/analysis/ama_fitting/fetch_lp_candles.js.map +1 -1
- package/dist/analysis/ama_fitting/generate_unified_comparison_chart.d.ts +2 -2
- package/dist/analysis/ama_fitting/generate_unified_comparison_chart.d.ts.map +1 -1
- package/dist/analysis/ama_fitting/generate_unified_comparison_chart.js +31 -75
- package/dist/analysis/ama_fitting/generate_unified_comparison_chart.js.map +1 -1
- package/dist/analysis/ama_fitting/optimizer_high_resolution.d.ts.map +1 -1
- package/dist/analysis/ama_fitting/optimizer_high_resolution.js +25 -17
- package/dist/analysis/ama_fitting/optimizer_high_resolution.js.map +1 -1
- package/dist/analysis/analyze_derivatives.d.ts +0 -18
- package/dist/analysis/analyze_derivatives.d.ts.map +1 -1
- package/dist/analysis/analyze_derivatives.js +4 -4
- package/dist/analysis/analyze_derivatives.js.map +1 -1
- package/dist/analysis/analyze_dynamic_weight.d.ts +0 -11
- package/dist/analysis/analyze_dynamic_weight.d.ts.map +1 -1
- package/dist/analysis/analyze_dynamic_weight.js +19 -5
- package/dist/analysis/analyze_dynamic_weight.js.map +1 -1
- package/dist/analysis/analyze_kalman.d.ts +0 -10
- package/dist/analysis/analyze_kalman.d.ts.map +1 -1
- package/dist/analysis/analyze_kalman.js +51 -26
- package/dist/analysis/analyze_kalman.js.map +1 -1
- package/dist/analysis/analyze_regime.d.ts +0 -17
- package/dist/analysis/analyze_regime.d.ts.map +1 -1
- package/dist/analysis/analyze_regime.js +2 -2
- package/dist/analysis/analyze_regime.js.map +1 -1
- package/dist/analysis/analyze_regime_windows.d.ts +0 -16
- package/dist/analysis/analyze_regime_windows.d.ts.map +1 -1
- package/dist/analysis/analyze_regime_windows.js +28 -21
- package/dist/analysis/analyze_regime_windows.js.map +1 -1
- package/dist/analysis/analyze_risk_profile.js +3 -3
- package/dist/analysis/analyze_risk_profile.js.map +1 -1
- package/dist/analysis/analyze_trade_heatmap.js +3 -3
- package/dist/analysis/analyze_trade_heatmap.js.map +1 -1
- package/dist/analysis/analyze_volatility.d.ts +0 -19
- package/dist/analysis/analyze_volatility.d.ts.map +1 -1
- package/dist/analysis/analyze_volatility.js +2 -2
- package/dist/analysis/analyze_volatility.js.map +1 -1
- package/dist/analysis/bot_fitting/backtest_ama_sweep.d.ts +30 -14
- package/dist/analysis/bot_fitting/backtest_ama_sweep.d.ts.map +1 -1
- package/dist/analysis/bot_fitting/backtest_ama_sweep.js +330 -193
- package/dist/analysis/bot_fitting/backtest_ama_sweep.js.map +1 -1
- package/dist/analysis/bot_fitting/backtest_bot_fitting.d.ts +136 -1
- package/dist/analysis/bot_fitting/backtest_bot_fitting.d.ts.map +1 -1
- package/dist/analysis/bot_fitting/backtest_bot_fitting.js +527 -83
- package/dist/analysis/bot_fitting/backtest_bot_fitting.js.map +1 -1
- package/dist/analysis/bot_fitting/shared_utils.d.ts +1 -1
- package/dist/analysis/bot_fitting/shared_utils.d.ts.map +1 -1
- package/dist/analysis/bot_fitting/shared_utils.js +14 -8
- package/dist/analysis/bot_fitting/shared_utils.js.map +1 -1
- package/dist/analysis/bot_key_utils.d.ts.map +1 -1
- package/dist/analysis/bot_key_utils.js +13 -6
- package/dist/analysis/bot_key_utils.js.map +1 -1
- package/dist/analysis/bot_usage/discover_bot_accounts.js +5 -3
- package/dist/analysis/bot_usage/discover_bot_accounts.js.map +1 -1
- package/dist/analysis/bot_usage/kibana_bot_queries.d.ts.map +1 -1
- package/dist/analysis/bot_usage/kibana_bot_queries.js +1 -1
- package/dist/analysis/bot_usage/kibana_bot_queries.js.map +1 -1
- package/dist/analysis/chart_css.d.ts +3 -1
- package/dist/analysis/chart_css.d.ts.map +1 -1
- package/dist/analysis/chart_css.js +6 -3
- package/dist/analysis/chart_css.js.map +1 -1
- package/dist/analysis/chart_ui.d.ts.map +1 -1
- package/dist/analysis/chart_ui.js.map +1 -1
- package/dist/analysis/chart_utils.d.ts.map +1 -1
- package/dist/analysis/chart_utils.js +15 -2
- package/dist/analysis/chart_utils.js.map +1 -1
- package/dist/analysis/derivative_chart_generator.js +2 -2
- package/dist/analysis/derivative_chart_generator.js.map +1 -1
- package/dist/analysis/price_sources.d.ts +1 -0
- package/dist/analysis/price_sources.d.ts.map +1 -1
- package/dist/analysis/price_sources.js +8 -2
- package/dist/analysis/price_sources.js.map +1 -1
- package/dist/analysis/resolve_source.d.ts.map +1 -1
- package/dist/analysis/resolve_source.js +1 -1
- package/dist/analysis/resolve_source.js.map +1 -1
- package/dist/analysis/trade_profitability.d.ts.map +1 -1
- package/dist/analysis/trade_profitability.js +58 -29
- package/dist/analysis/trade_profitability.js.map +1 -1
- package/dist/analysis/tradingview/analyze_tradingview.js +1 -1
- package/dist/analysis/tradingview/analyze_tradingview.js.map +1 -1
- package/dist/analysis/tradingview/tradingview_uplot_chart_generator.d.ts.map +1 -1
- package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js +356 -86
- package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js.map +1 -1
- package/dist/analysis/trend_detection/derivative_analyzer.d.ts +1 -0
- package/dist/analysis/trend_detection/derivative_analyzer.d.ts.map +1 -1
- package/dist/analysis/trend_detection/derivative_analyzer.js +12 -3
- package/dist/analysis/trend_detection/derivative_analyzer.js.map +1 -1
- package/dist/analysis/trend_detection/dynamic_weight_chart_generator.d.ts.map +1 -1
- package/dist/analysis/trend_detection/dynamic_weight_chart_generator.js +26 -27
- package/dist/analysis/trend_detection/dynamic_weight_chart_generator.js.map +1 -1
- package/dist/analysis/trend_detection/hurst_analyzer.d.ts +1 -1
- package/dist/analysis/trend_detection/hurst_analyzer.d.ts.map +1 -1
- package/dist/analysis/trend_detection/hurst_analyzer.js +1 -1
- package/dist/analysis/trend_detection/hurst_analyzer.js.map +1 -1
- package/dist/analysis/trend_detection/kalman_chart_generator.d.ts.map +1 -1
- package/dist/analysis/trend_detection/kalman_chart_generator.js +41 -13
- package/dist/analysis/trend_detection/kalman_chart_generator.js.map +1 -1
- package/dist/analysis/trend_detection/regime_chart_generator.d.ts.map +1 -1
- package/dist/analysis/trend_detection/regime_chart_generator.js +38 -19
- package/dist/analysis/trend_detection/regime_chart_generator.js.map +1 -1
- package/dist/analysis/trend_detection/tests/test_kalman_trend.js +1 -1
- package/dist/analysis/trend_detection/tests/test_kalman_trend.js.map +1 -1
- package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.js +1 -1
- package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.js.map +1 -1
- package/dist/analysis/trend_detection/volatility_chart_generator.js +1 -1
- package/dist/analysis/trend_detection/volatility_chart_generator.js.map +1 -1
- package/dist/bot.js +1 -1
- package/dist/bot.js.map +1 -1
- package/dist/credential-daemon.d.ts +1 -1
- package/dist/credential-daemon.js +1 -1
- package/dist/dexbot.d.ts.map +1 -1
- package/dist/dexbot.js +7 -8
- package/dist/dexbot.js.map +1 -1
- package/dist/market_adapter/ama_signal_runner.js +3 -1
- package/dist/market_adapter/ama_signal_runner.js.map +1 -1
- package/dist/market_adapter/candle_utils.d.ts +1 -3
- package/dist/market_adapter/candle_utils.d.ts.map +1 -1
- package/dist/market_adapter/candle_utils.js +1 -11
- package/dist/market_adapter/candle_utils.js.map +1 -1
- package/dist/market_adapter/core/asymmetric_bounds.d.ts.map +1 -1
- package/dist/market_adapter/core/asymmetric_bounds.js +33 -30
- package/dist/market_adapter/core/asymmetric_bounds.js.map +1 -1
- package/dist/market_adapter/core/config_normalizers.d.ts.map +1 -1
- package/dist/market_adapter/core/config_normalizers.js +10 -1
- package/dist/market_adapter/core/config_normalizers.js.map +1 -1
- package/dist/market_adapter/core/kibana_candles.d.ts +18 -42
- package/dist/market_adapter/core/kibana_candles.d.ts.map +1 -1
- package/dist/market_adapter/core/kibana_candles.js +101 -7
- package/dist/market_adapter/core/kibana_candles.js.map +1 -1
- package/dist/market_adapter/core/kibana_client.d.ts +0 -14
- package/dist/market_adapter/core/kibana_client.d.ts.map +1 -1
- package/dist/market_adapter/core/kibana_client.js +39 -6
- package/dist/market_adapter/core/kibana_client.js.map +1 -1
- package/dist/market_adapter/core/kibana_market_candles.d.ts +0 -27
- package/dist/market_adapter/core/kibana_market_candles.d.ts.map +1 -1
- package/dist/market_adapter/core/kibana_market_candles.js +1 -1
- package/dist/market_adapter/core/kibana_market_candles.js.map +1 -1
- package/dist/market_adapter/core/market_adapter_service.d.ts +21 -11
- package/dist/market_adapter/core/market_adapter_service.d.ts.map +1 -1
- package/dist/market_adapter/core/market_adapter_service.js +95 -37
- package/dist/market_adapter/core/market_adapter_service.js.map +1 -1
- package/dist/market_adapter/core/signals/hurst_analyzer.d.ts +10 -1
- package/dist/market_adapter/core/signals/hurst_analyzer.d.ts.map +1 -1
- package/dist/market_adapter/core/signals/hurst_analyzer.js +28 -17
- package/dist/market_adapter/core/signals/hurst_analyzer.js.map +1 -1
- package/dist/market_adapter/core/signals/kalman_trend_analyzer.d.ts +5 -0
- package/dist/market_adapter/core/signals/kalman_trend_analyzer.d.ts.map +1 -1
- package/dist/market_adapter/core/signals/kalman_trend_analyzer.js +24 -24
- package/dist/market_adapter/core/signals/kalman_trend_analyzer.js.map +1 -1
- package/dist/market_adapter/core/signals/kalman_velocity_smoothing.d.ts.map +1 -1
- package/dist/market_adapter/core/signals/kalman_velocity_smoothing.js +5 -1
- package/dist/market_adapter/core/signals/kalman_velocity_smoothing.js.map +1 -1
- package/dist/market_adapter/core/signals/permutation_entropy_analyzer.d.ts.map +1 -1
- package/dist/market_adapter/core/signals/permutation_entropy_analyzer.js +20 -3
- package/dist/market_adapter/core/signals/permutation_entropy_analyzer.js.map +1 -1
- package/dist/market_adapter/core/strategies/ama.js +1 -1
- package/dist/market_adapter/core/strategies/ama.js.map +1 -1
- package/dist/market_adapter/core/strategies/ama_slope_model.d.ts +2 -2
- package/dist/market_adapter/core/strategies/ama_slope_model.d.ts.map +1 -1
- package/dist/market_adapter/core/strategies/ama_slope_model.js +16 -4
- package/dist/market_adapter/core/strategies/ama_slope_model.js.map +1 -1
- package/dist/market_adapter/core/strategies/atr/calculator.d.ts +4 -3
- package/dist/market_adapter/core/strategies/atr/calculator.d.ts.map +1 -1
- package/dist/market_adapter/core/strategies/atr/calculator.js +16 -8
- package/dist/market_adapter/core/strategies/atr/calculator.js.map +1 -1
- package/dist/market_adapter/core/strategies/collateral_manager.d.ts.map +1 -1
- package/dist/market_adapter/core/strategies/collateral_manager.js +8 -3
- package/dist/market_adapter/core/strategies/collateral_manager.js.map +1 -1
- package/dist/market_adapter/core/strategies/dynamic_weight_series.d.ts +40 -1
- package/dist/market_adapter/core/strategies/dynamic_weight_series.d.ts.map +1 -1
- package/dist/market_adapter/core/strategies/dynamic_weight_series.js +116 -2
- package/dist/market_adapter/core/strategies/dynamic_weight_series.js.map +1 -1
- package/dist/market_adapter/core/strategies/regime_gate.d.ts.map +1 -1
- package/dist/market_adapter/core/strategies/regime_gate.js +26 -20
- package/dist/market_adapter/core/strategies/regime_gate.js.map +1 -1
- package/dist/market_adapter/core/strategies/volatility_shift.d.ts.map +1 -1
- package/dist/market_adapter/core/strategies/volatility_shift.js +3 -0
- package/dist/market_adapter/core/strategies/volatility_shift.js.map +1 -1
- package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js +69 -55
- package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js.map +1 -1
- package/dist/market_adapter/inputs/fetch_lp_data.d.ts +0 -26
- package/dist/market_adapter/inputs/fetch_lp_data.d.ts.map +1 -1
- package/dist/market_adapter/inputs/fetch_lp_data.js +67 -14
- package/dist/market_adapter/inputs/fetch_lp_data.js.map +1 -1
- package/dist/market_adapter/inputs/kibana_source.d.ts +4 -28
- package/dist/market_adapter/inputs/kibana_source.d.ts.map +1 -1
- package/dist/market_adapter/inputs/kibana_source.js +5 -2
- package/dist/market_adapter/inputs/kibana_source.js.map +1 -1
- package/dist/market_adapter/lp_chart_core.js +1 -1
- package/dist/market_adapter/lp_chart_core.js.map +1 -1
- package/dist/market_adapter/lp_chart_runner.d.ts +10 -1
- package/dist/market_adapter/lp_chart_runner.d.ts.map +1 -1
- package/dist/market_adapter/lp_chart_runner.js +2 -2
- package/dist/market_adapter/lp_chart_runner.js.map +1 -1
- package/dist/market_adapter/lp_chart_strategy_loader.js +1 -1
- package/dist/market_adapter/lp_chart_strategy_loader.js.map +1 -1
- package/dist/market_adapter/market_adapter.d.ts +1 -2
- package/dist/market_adapter/market_adapter.d.ts.map +1 -1
- package/dist/market_adapter/market_adapter.js +9 -8
- package/dist/market_adapter/market_adapter.js.map +1 -1
- package/dist/market_adapter/test_helpers.d.ts +3 -3
- package/dist/market_adapter/test_helpers.d.ts.map +1 -1
- package/dist/market_adapter/test_helpers.js +3 -3
- package/dist/market_adapter/test_helpers.js.map +1 -1
- package/dist/market_adapter/utils/adapter_client.js +1 -1
- package/dist/market_adapter/utils/adapter_client.js.map +1 -1
- package/dist/market_adapter/utils/atomic_write.js +1 -1
- package/dist/market_adapter/utils/atomic_write.js.map +1 -1
- package/dist/market_adapter/utils/chain.d.ts +0 -2
- package/dist/market_adapter/utils/chain.d.ts.map +1 -1
- package/dist/market_adapter/utils/chain.js +2 -3
- package/dist/market_adapter/utils/chain.js.map +1 -1
- package/dist/market_adapter/utils/data_discovery.d.ts.map +1 -1
- package/dist/market_adapter/utils/data_discovery.js +24 -8
- package/dist/market_adapter/utils/data_discovery.js.map +1 -1
- package/dist/market_adapter/utils/dynamic_grid_snapshot.d.ts.map +1 -1
- package/dist/market_adapter/utils/dynamic_grid_snapshot.js +2 -5
- package/dist/market_adapter/utils/dynamic_grid_snapshot.js.map +1 -1
- package/dist/market_adapter/utils/file_lock.d.ts +4 -1
- package/dist/market_adapter/utils/file_lock.d.ts.map +1 -1
- package/dist/market_adapter/utils/file_lock.js +89 -25
- package/dist/market_adapter/utils/file_lock.js.map +1 -1
- package/dist/market_adapter/utils/native_history.d.ts.map +1 -1
- package/dist/market_adapter/utils/native_history.js +5 -1
- package/dist/market_adapter/utils/native_history.js.map +1 -1
- package/dist/modules/account_bots.d.ts.map +1 -1
- package/dist/modules/account_bots.js +47 -12
- package/dist/modules/account_bots.js.map +1 -1
- package/dist/modules/authority_resolver.js +1 -1
- package/dist/modules/authority_resolver.js.map +1 -1
- package/dist/modules/bitshares-native/chain_client.js +1 -1
- package/dist/modules/bitshares-native/chain_client.js.map +1 -1
- package/dist/modules/bitshares-native/crypto/ecc.browser.d.ts +0 -12
- package/dist/modules/bitshares-native/crypto/ecc.browser.d.ts.map +1 -1
- package/dist/modules/bitshares-native/crypto/ecc.browser.js +1 -1
- package/dist/modules/bitshares-native/crypto/ecc.browser.js.map +1 -1
- package/dist/modules/bitshares-native/crypto/ecc_selector.js +1 -1
- package/dist/modules/bitshares-native/crypto/ecc_selector.js.map +1 -1
- package/dist/modules/bitshares-native/index.d.ts.map +1 -1
- package/dist/modules/bitshares-native/index.js +1 -1
- package/dist/modules/bitshares-native/index.js.map +1 -1
- package/dist/modules/bitshares-native/lru_cache.js +1 -1
- package/dist/modules/bitshares-native/lru_cache.js.map +1 -1
- package/dist/modules/bitshares-native/resolvers.d.ts +0 -2
- package/dist/modules/bitshares-native/resolvers.d.ts.map +1 -1
- package/dist/modules/bitshares-native/resolvers.js +18 -4
- package/dist/modules/bitshares-native/resolvers.js.map +1 -1
- package/dist/modules/bitshares-native/serial/chain_constants.js +1 -1
- package/dist/modules/bitshares-native/serial/chain_constants.js.map +1 -1
- package/dist/modules/bitshares-native/serial/index.d.ts.map +1 -1
- package/dist/modules/bitshares-native/serial/index.js +1 -1
- package/dist/modules/bitshares-native/serial/index.js.map +1 -1
- package/dist/modules/bitshares-native/serial/operations.js +1 -1
- package/dist/modules/bitshares-native/serial/operations.js.map +1 -1
- package/dist/modules/bitshares-native/serial/serializer.js +1 -1
- package/dist/modules/bitshares-native/serial/serializer.js.map +1 -1
- package/dist/modules/bitshares-native/serial/types.js +1 -1
- package/dist/modules/bitshares-native/serial/types.js.map +1 -1
- package/dist/modules/bitshares-native/signing_client.js +2 -2
- package/dist/modules/bitshares-native/signing_client.js.map +1 -1
- package/dist/modules/bitshares-native/subscriptions.d.ts.map +1 -1
- package/dist/modules/bitshares-native/subscriptions.js +5 -14
- package/dist/modules/bitshares-native/subscriptions.js.map +1 -1
- package/dist/modules/bitshares-native/transport.js +1 -1
- package/dist/modules/bitshares-native/transport.js.map +1 -1
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- package/dist/modules/bitshares-native/tx/builder.js.map +1 -1
- package/dist/modules/bitshares-native/tx/tx_cache.d.ts +3 -2
- package/dist/modules/bitshares-native/tx/tx_cache.d.ts.map +1 -1
- package/dist/modules/bitshares-native/tx/tx_cache.js +7 -4
- package/dist/modules/bitshares-native/tx/tx_cache.js.map +1 -1
- package/dist/modules/bitshares_client.js +10 -10
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- package/dist/modules/bot_settings.js +11 -18
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- package/dist/modules/broadcast_failure.d.ts +13 -0
- package/dist/modules/broadcast_failure.d.ts.map +1 -1
- package/dist/modules/broadcast_failure.js +0 -13
- package/dist/modules/broadcast_failure.js.map +1 -1
- package/dist/modules/chain_orders.d.ts.map +1 -1
- package/dist/modules/chain_orders.js +15 -17
- package/dist/modules/chain_orders.js.map +1 -1
- package/dist/modules/config.js +1 -1
- package/dist/modules/config.js.map +1 -1
- package/dist/modules/constants.d.ts +21 -20
- package/dist/modules/constants.d.ts.map +1 -1
- package/dist/modules/constants.js +60 -63
- package/dist/modules/constants.js.map +1 -1
- package/dist/modules/cr_planner.d.ts +1 -7
- package/dist/modules/cr_planner.d.ts.map +1 -1
- package/dist/modules/cr_planner.js +3 -77
- package/dist/modules/cr_planner.js.map +1 -1
- package/dist/modules/credential_policy.d.ts +0 -4
- package/dist/modules/credential_policy.d.ts.map +1 -1
- package/dist/modules/credential_policy.js +17 -2
- package/dist/modules/credential_policy.js.map +1 -1
- package/dist/modules/credit_runtime.d.ts +0 -7
- package/dist/modules/credit_runtime.d.ts.map +1 -1
- package/dist/modules/credit_runtime.js +21 -60
- package/dist/modules/credit_runtime.js.map +1 -1
- package/dist/modules/crypto/index.d.ts +0 -2
- package/dist/modules/crypto/index.d.ts.map +1 -1
- package/dist/modules/crypto/index.js +0 -2
- package/dist/modules/crypto/index.js.map +1 -1
- package/dist/modules/crypto/sync.js.map +1 -1
- package/dist/modules/daemon_node_health.js +1 -1
- package/dist/modules/daemon_node_health.js.map +1 -1
- package/dist/modules/dexbot_class.d.ts +8 -134
- package/dist/modules/dexbot_class.d.ts.map +1 -1
- package/dist/modules/dexbot_class.js +36 -197
- package/dist/modules/dexbot_class.js.map +1 -1
- package/dist/modules/dexbot_credential_client.js +1 -1
- package/dist/modules/dexbot_credential_client.js.map +1 -1
- package/dist/modules/dexbot_fill_runtime.d.ts.map +1 -1
- package/dist/modules/dexbot_fill_runtime.js +3 -6
- package/dist/modules/dexbot_fill_runtime.js.map +1 -1
- package/dist/modules/dexbot_maintenance_runtime.d.ts +6 -34
- package/dist/modules/dexbot_maintenance_runtime.d.ts.map +1 -1
- package/dist/modules/dexbot_maintenance_runtime.js +27 -19
- package/dist/modules/dexbot_maintenance_runtime.js.map +1 -1
- package/dist/modules/dexbot_startup_runtime.d.ts.map +1 -1
- package/dist/modules/dexbot_startup_runtime.js +31 -15
- package/dist/modules/dexbot_startup_runtime.js.map +1 -1
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- package/dist/modules/dexbot_state_recovery.d.ts.map +1 -1
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- package/dist/modules/dexbot_state_recovery.js.map +1 -1
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- package/dist/modules/fund_registry.js.map +1 -1
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- package/dist/modules/general_settings.d.ts.map +1 -1
- package/dist/modules/general_settings.js +1 -2
- package/dist/modules/general_settings.js.map +1 -1
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- package/dist/modules/graceful_shutdown.js +10 -1
- package/dist/modules/graceful_shutdown.js.map +1 -1
- package/dist/modules/grid_price_source.d.ts +19 -0
- package/dist/modules/grid_price_source.d.ts.map +1 -0
- package/dist/modules/grid_price_source.js +23 -0
- package/dist/modules/grid_price_source.js.map +1 -0
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- package/dist/modules/key_store.d.ts.map +1 -1
- package/dist/modules/key_store.js +1 -14
- package/dist/modules/key_store.js.map +1 -1
- package/dist/modules/launcher/bot_supervisor.d.ts.map +1 -1
- package/dist/modules/launcher/bot_supervisor.js +9 -19
- package/dist/modules/launcher/bot_supervisor.js.map +1 -1
- package/dist/modules/launcher/child_env.d.ts +1 -2
- package/dist/modules/launcher/child_env.d.ts.map +1 -1
- package/dist/modules/launcher/child_env.js +1 -1
- package/dist/modules/launcher/child_env.js.map +1 -1
- package/dist/modules/launcher/foreign_cred_daemon.d.ts.map +1 -1
- package/dist/modules/launcher/foreign_cred_daemon.js +2 -14
- package/dist/modules/launcher/foreign_cred_daemon.js.map +1 -1
- package/dist/modules/launcher/market_adapter_runtime.d.ts +1 -1
- package/dist/modules/launcher/market_adapter_runtime.d.ts.map +1 -1
- package/dist/modules/launcher/market_adapter_runtime.js +3 -14
- package/dist/modules/launcher/market_adapter_runtime.js.map +1 -1
- package/dist/modules/launcher/market_adapter_watchdog.d.ts.map +1 -1
- package/dist/modules/launcher/market_adapter_watchdog.js +3 -2
- package/dist/modules/launcher/market_adapter_watchdog.js.map +1 -1
- package/dist/modules/launcher/monolithic_runtime.d.ts +0 -1
- package/dist/modules/launcher/monolithic_runtime.d.ts.map +1 -1
- package/dist/modules/launcher/monolithic_runtime.js +3 -18
- package/dist/modules/launcher/monolithic_runtime.js.map +1 -1
- package/dist/modules/launcher/runtime_entry.d.ts.map +1 -1
- package/dist/modules/launcher/runtime_entry.js +4 -5
- package/dist/modules/launcher/runtime_entry.js.map +1 -1
- package/dist/modules/launcher/status_reporting.js +1 -1
- package/dist/modules/launcher/status_reporting.js.map +1 -1
- package/dist/modules/launcher/supervisor_control.js +1 -1
- package/dist/modules/launcher/supervisor_control.js.map +1 -1
- package/dist/modules/market_adapter_whitelist.d.ts +2 -2
- package/dist/modules/market_adapter_whitelist.d.ts.map +1 -1
- package/dist/modules/market_adapter_whitelist.js +12 -6
- package/dist/modules/market_adapter_whitelist.js.map +1 -1
- package/dist/modules/node_failure_ledger.d.ts +23 -0
- package/dist/modules/node_failure_ledger.d.ts.map +1 -1
- package/dist/modules/node_failure_ledger.js +0 -23
- package/dist/modules/node_failure_ledger.js.map +1 -1
- package/dist/modules/node_manager.d.ts.map +1 -1
- package/dist/modules/node_manager.js +3 -3
- package/dist/modules/node_manager.js.map +1 -1
- package/dist/modules/order/accounting.js +1 -1
- package/dist/modules/order/accounting.js.map +1 -1
- package/dist/modules/order/async_lock.d.ts +6 -0
- package/dist/modules/order/async_lock.d.ts.map +1 -1
- package/dist/modules/order/async_lock.js +11 -0
- package/dist/modules/order/async_lock.js.map +1 -1
- package/dist/modules/order/export.d.ts +1 -1
- package/dist/modules/order/export.js +10 -10
- package/dist/modules/order/export.js.map +1 -1
- package/dist/modules/order/format.d.ts +1 -0
- package/dist/modules/order/format.d.ts.map +1 -1
- package/dist/modules/order/format.js +0 -6
- package/dist/modules/order/format.js.map +1 -1
- package/dist/modules/order/grid.d.ts +2 -12
- package/dist/modules/order/grid.d.ts.map +1 -1
- package/dist/modules/order/grid.js +40 -27
- package/dist/modules/order/grid.js.map +1 -1
- package/dist/modules/order/grid_reconcile.d.ts +1 -1
- package/dist/modules/order/grid_reconcile.js +1 -1
- package/dist/modules/order/grid_reconcile_internal.js +1 -1
- package/dist/modules/order/grid_reconcile_internal.js.map +1 -1
- package/dist/modules/order/logger.d.ts +3 -0
- package/dist/modules/order/logger.d.ts.map +1 -1
- package/dist/modules/order/logger.js +22 -13
- package/dist/modules/order/logger.js.map +1 -1
- package/dist/modules/order/logger_state.d.ts +4 -9
- package/dist/modules/order/logger_state.d.ts.map +1 -1
- package/dist/modules/order/logger_state.js +5 -14
- package/dist/modules/order/logger_state.js.map +1 -1
- package/dist/modules/order/manager.d.ts +1 -4
- package/dist/modules/order/manager.d.ts.map +1 -1
- package/dist/modules/order/manager.js +34 -33
- package/dist/modules/order/manager.js.map +1 -1
- package/dist/modules/order/processed_fill_store.d.ts.map +1 -1
- package/dist/modules/order/processed_fill_store.js +9 -3
- package/dist/modules/order/processed_fill_store.js.map +1 -1
- package/dist/modules/order/strategy.d.ts +6 -4
- package/dist/modules/order/strategy.d.ts.map +1 -1
- package/dist/modules/order/strategy.js +6 -4
- package/dist/modules/order/strategy.js.map +1 -1
- package/dist/modules/order/sync_engine.js +7 -7
- package/dist/modules/order/sync_engine.js.map +1 -1
- package/dist/modules/order/utils/math.d.ts +29 -3
- package/dist/modules/order/utils/math.d.ts.map +1 -1
- package/dist/modules/order/utils/math.js +54 -10
- package/dist/modules/order/utils/math.js.map +1 -1
- package/dist/modules/order/utils/order.d.ts.map +1 -1
- package/dist/modules/order/utils/order.js +14 -2
- package/dist/modules/order/utils/order.js.map +1 -1
- package/dist/modules/order/utils/system.d.ts +3 -8
- package/dist/modules/order/utils/system.d.ts.map +1 -1
- package/dist/modules/order/utils/system.js +14 -4
- package/dist/modules/order/utils/system.js.map +1 -1
- package/dist/modules/order/utils/validate.js +1 -1
- package/dist/modules/order/utils/validate.js.map +1 -1
- package/dist/modules/path_api.js +1 -1
- package/dist/modules/path_api.js.map +1 -1
- package/dist/modules/paths.d.ts +1 -7
- package/dist/modules/paths.d.ts.map +1 -1
- package/dist/modules/paths.js +1 -1
- package/dist/modules/paths.js.map +1 -1
- package/dist/modules/process_discovery.d.ts +3 -0
- package/dist/modules/process_discovery.d.ts.map +1 -1
- package/dist/modules/process_discovery.js +15 -1
- package/dist/modules/process_discovery.js.map +1 -1
- package/dist/modules/runtime_settings.js +1 -1
- package/dist/modules/runtime_settings.js.map +1 -1
- package/dist/modules/settings_merge.d.ts +5 -1
- package/dist/modules/settings_merge.d.ts.map +1 -1
- package/dist/modules/settings_merge.js +14 -3
- package/dist/modules/settings_merge.js.map +1 -1
- package/dist/modules/socket_json_client.d.ts.map +1 -1
- package/dist/modules/socket_json_client.js +12 -2
- package/dist/modules/socket_json_client.js.map +1 -1
- package/dist/modules/storage/browser_adapter.d.ts.map +1 -1
- package/dist/modules/storage/browser_adapter.js +5 -3
- package/dist/modules/storage/browser_adapter.js.map +1 -1
- package/dist/modules/storage/index.d.ts +1 -1
- package/dist/modules/storage/index.js +1 -1
- package/dist/modules/types.d.ts +1 -1
- package/dist/modules/types.d.ts.map +1 -1
- package/dist/modules/validate_profiles.d.ts.map +1 -1
- package/dist/modules/validate_profiles.js +6 -8
- package/dist/modules/validate_profiles.js.map +1 -1
- package/dist/pm2.d.ts.map +1 -1
- package/dist/pm2.js +2 -3
- package/dist/pm2.js.map +1 -1
- package/dist/scripts/analyze-git.d.ts +1 -1
- package/dist/scripts/analyze-git.js +1 -1
- package/dist/scripts/analyze-orders.d.ts.map +1 -1
- package/dist/scripts/analyze-orders.js +61 -18
- package/dist/scripts/analyze-orders.js.map +1 -1
- package/dist/scripts/diagnose-pool-history.js +1 -1
- package/dist/scripts/divergence-calc.d.ts +1 -1
- package/dist/scripts/divergence-calc.js +3 -3
- package/dist/scripts/native_release_gates.js +4 -2
- package/dist/scripts/native_release_gates.js.map +1 -1
- package/dist/scripts/print_grid.d.ts +1 -1
- package/dist/scripts/print_grid.js +1 -1
- package/dist/scripts/run-tests.js +38 -19
- package/dist/scripts/run-tests.js.map +1 -1
- package/dist/scripts/runner.d.ts +3 -5
- package/dist/scripts/runner.d.ts.map +1 -1
- package/dist/scripts/runner.js +3 -5
- package/dist/scripts/runner.js.map +1 -1
- package/dist/scripts/sync-version.d.ts +2 -2
- package/dist/scripts/sync-version.js +7 -4
- package/dist/scripts/sync-version.js.map +1 -1
- package/dist/scripts/update.d.ts +1 -1
- package/dist/scripts/update.js +1 -1
- package/dist/scripts/validate_bots.d.ts +1 -1
- package/dist/scripts/validate_bots.js +1 -1
- package/dist/scripts/verify-browser-bundle.d.ts +1 -1
- package/dist/scripts/verify-browser-bundle.js +1 -1
- package/dist/unlock.js +4 -4
- package/dist/unlock.js.map +1 -1
- package/docs/BITSHARES_ONBOARDING.md +15 -10
- package/docs/COPY_ON_WRITE_MASTER_PLAN.md +9 -9
- package/docs/DEXBOT_COMPARISON.md +19 -19
- package/docs/EVOLUTION.md +18 -44
- package/docs/FUND_MOVEMENT_AND_ACCOUNTING.md +1 -1
- package/docs/GRID_RECALCULATION.md +1 -1
- package/docs/README.md +3 -3
- package/docs/architecture.md +5 -5
- package/docs/developer_guide.md +6 -6
- package/market_adapter/README.md +13 -8
- package/package.json +22 -14
- package/scripts/README.md +33 -7
- package/scripts/clean-dist.js +10 -2
- package/tests/README.md +4 -3
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}
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195
|
function testCrZonesConstant() {
|
|
@@ -402,11 +331,6 @@ function main() {
|
|
|
402
331
|
testAssessTrendOpposed();
|
|
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332
|
testAssessTrendAligned();
|
|
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333
|
testAssessTrendLowConfidence();
|
|
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|
-
testCollateralForTargetCr();
|
|
406
|
-
testCollateralDelta();
|
|
407
|
-
testDebtForTargetCr();
|
|
408
|
-
testDebtDeltaForTargetCr();
|
|
409
|
-
testPlanCrAdjustment();
|
|
410
334
|
testTrendWeight();
|
|
411
335
|
testCrWeight();
|
|
412
336
|
testComputeOrderWeightBias();
|
|
@@ -4,18 +4,16 @@ const assert = require('assert');
|
|
|
4
4
|
const fs = require('fs/promises');
|
|
5
5
|
const os = require('os');
|
|
6
6
|
const path = require('path');
|
|
7
|
+
const { runEsmMockStages, defineEsmMockAbs } = require('../../tests/helpers/esm_mocks');
|
|
7
8
|
|
|
8
|
-
|
|
9
|
-
|
|
9
|
+
// Compiled ESM graphs cannot be mocked via require.cache; the helper installs
|
|
10
|
+
// loader hooks (one child process per stage so fresh module instances load).
|
|
11
|
+
function clearModule(_modulePath: string) {
|
|
12
|
+
/* no-op under ESM hooks */
|
|
10
13
|
}
|
|
11
14
|
|
|
12
15
|
function registerMock(modulePath: string, exports: any) {
|
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|
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|
|
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|
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id: modulePath,
|
|
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filename: modulePath,
|
|
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loaded: true,
|
|
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|
-
exports
|
|
18
|
-
} as any;
|
|
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|
+
defineEsmMockAbs(modulePath, Object.keys(exports), exports);
|
|
19
17
|
}
|
|
20
18
|
|
|
21
19
|
const { clone } = require('../modules/utils');
|
|
@@ -415,13 +413,17 @@ async function testPositionManagerExitFillAndSyncTransitions() {
|
|
|
415
413
|
console.log(' PASS');
|
|
416
414
|
}
|
|
417
415
|
|
|
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|
-
|
|
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|
-
|
|
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|
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|
|
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|
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|
|
422
|
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|
|
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|
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|
|
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|
-
|
|
425
|
-
|
|
426
|
-
|
|
427
|
-
|
|
416
|
+
runEsmMockStages(
|
|
417
|
+
['lifecycle', 'exit-fill-and-sync-transitions'],
|
|
418
|
+
async (stage: string) => {
|
|
419
|
+
if (stage === 'lifecycle') {
|
|
420
|
+
await testPositionManagerLifecycle();
|
|
421
|
+
return;
|
|
422
|
+
}
|
|
423
|
+
if (stage === 'exit-fill-and-sync-transitions') {
|
|
424
|
+
await testPositionManagerExitFillAndSyncTransitions();
|
|
425
|
+
return;
|
|
426
|
+
}
|
|
427
|
+
throw new Error(`Unknown stage: ${stage}`);
|
|
428
|
+
}
|
|
429
|
+
);
|
|
@@ -4,41 +4,24 @@ const assert = require('assert');
|
|
|
4
4
|
const fs = require('fs/promises');
|
|
5
5
|
const os = require('os');
|
|
6
6
|
const path = require('path');
|
|
7
|
-
const
|
|
7
|
+
const { runEsmMockStages, defineEsmMockAbs } = require('../../tests/helpers/esm_mocks');
|
|
8
8
|
|
|
9
|
-
|
|
10
|
-
|
|
11
|
-
|
|
12
|
-
|
|
13
|
-
|
|
14
|
-
|
|
15
|
-
delete require.cache[watcherModulePath];
|
|
16
|
-
delete require.cache[positionManagerPath];
|
|
17
|
-
delete require.cache[bitsharesClientPath];
|
|
18
|
-
|
|
19
|
-
Module._load = function(request: any, parent: any, isMain: any) {
|
|
20
|
-
if (['./position_manager', './position_manager.js'].includes(request) && parent?.filename === watcherModulePath) {
|
|
21
|
-
return {
|
|
22
|
-
DEFAULT_STATE_PATH: path.join(os.tmpdir(), 'unused-positions.json'),
|
|
23
|
-
PositionManager: mockPositionManager
|
|
24
|
-
};
|
|
25
|
-
}
|
|
26
|
-
if (['./bitshares_client', './bitshares_client.js'].includes(request) && parent?.filename === watcherModulePath) {
|
|
27
|
-
return {
|
|
28
|
-
waitForConnected
|
|
29
|
-
};
|
|
30
|
-
}
|
|
31
|
-
return originalLoad.call(this, request, parent, isMain);
|
|
32
|
-
};
|
|
9
|
+
// Compiled ESM graphs cannot be mocked via require.cache or Module._load; the
|
|
10
|
+
// helper installs loader hooks so position_manager_watch links against the
|
|
11
|
+
// mock exports instead of running real chain code.
|
|
12
|
+
function clearModule(_modulePath: string) {
|
|
13
|
+
/* no-op under ESM hooks */
|
|
14
|
+
}
|
|
33
15
|
|
|
34
|
-
|
|
35
|
-
|
|
36
|
-
} finally {
|
|
37
|
-
Module._load = originalLoad;
|
|
38
|
-
}
|
|
16
|
+
function registerMock(modulePath: string, exports: any) {
|
|
17
|
+
defineEsmMockAbs(modulePath, Object.keys(exports), exports);
|
|
39
18
|
}
|
|
40
19
|
|
|
41
20
|
async function testHealthWritesStayOrdered() {
|
|
21
|
+
const watcherModulePath = require.resolve('../modules/position_manager_watch');
|
|
22
|
+
const positionManagerPath = require.resolve('../modules/position_manager');
|
|
23
|
+
const bitsharesClientPath = require.resolve('../modules/bitshares_client');
|
|
24
|
+
|
|
42
25
|
const tmpDir = await fs.mkdtemp(path.join(os.tmpdir(), 'pm-watch-'));
|
|
43
26
|
const healthPath = path.join(tmpDir, 'watcher-health.json');
|
|
44
27
|
|
|
@@ -63,7 +46,19 @@ async function testHealthWritesStayOrdered() {
|
|
|
63
46
|
}
|
|
64
47
|
}
|
|
65
48
|
|
|
66
|
-
|
|
49
|
+
// ESM hooks turn mock keys into synthetic named re-exports, so every name
|
|
50
|
+
// position_manager_watch statically imports must exist here.
|
|
51
|
+
registerMock(positionManagerPath, {
|
|
52
|
+
DEFAULT_STATE_PATH: path.join(os.tmpdir(), 'unused-positions.json'),
|
|
53
|
+
PositionManager: MockPositionManager
|
|
54
|
+
});
|
|
55
|
+
|
|
56
|
+
registerMock(bitsharesClientPath, {
|
|
57
|
+
waitForConnected: async () => {}
|
|
58
|
+
});
|
|
59
|
+
|
|
60
|
+
clearModule(watcherModulePath);
|
|
61
|
+
const { createPositionManagerWatcher } = require('../modules/position_manager_watch');
|
|
67
62
|
|
|
68
63
|
try {
|
|
69
64
|
const watcher = createPositionManagerWatcher({
|
|
@@ -87,18 +82,19 @@ async function testHealthWritesStayOrdered() {
|
|
|
87
82
|
assert.strictEqual(health.consecutiveFailures, 0, 'health should reset after a later success');
|
|
88
83
|
assert.ok(syncCount >= 3, 'test should exercise the initial sync plus failure and recovery');
|
|
89
84
|
} finally {
|
|
90
|
-
|
|
91
|
-
|
|
92
|
-
|
|
85
|
+
clearModule(watcherModulePath);
|
|
86
|
+
clearModule(positionManagerPath);
|
|
87
|
+
clearModule(bitsharesClientPath);
|
|
93
88
|
}
|
|
94
89
|
}
|
|
95
90
|
|
|
96
|
-
|
|
97
|
-
|
|
98
|
-
|
|
99
|
-
|
|
100
|
-
|
|
101
|
-
|
|
102
|
-
|
|
103
|
-
|
|
104
|
-
}
|
|
91
|
+
runEsmMockStages(
|
|
92
|
+
['health-writes-stay-ordered'],
|
|
93
|
+
async (stage: string) => {
|
|
94
|
+
if (stage === 'health-writes-stay-ordered') {
|
|
95
|
+
await testHealthWritesStayOrdered();
|
|
96
|
+
return;
|
|
97
|
+
}
|
|
98
|
+
throw new Error(`Unknown stage: ${stage}`);
|
|
99
|
+
}
|
|
100
|
+
);
|
|
@@ -1,18 +1,16 @@
|
|
|
1
1
|
'use strict';
|
|
2
2
|
|
|
3
3
|
const assert = require('assert');
|
|
4
|
+
const { runEsmMockStages, defineEsmMockAbs } = require('../../tests/helpers/esm_mocks');
|
|
4
5
|
|
|
5
|
-
|
|
6
|
-
|
|
6
|
+
// Compiled ESM graphs cannot be mocked via require.cache; the helper installs
|
|
7
|
+
// loader hooks (one child process per stage so fresh module instances load).
|
|
8
|
+
function clearModule(_modulePath: string) {
|
|
9
|
+
/* no-op under ESM hooks */
|
|
7
10
|
}
|
|
8
11
|
|
|
9
12
|
function registerMock(modulePath: string, exports: any) {
|
|
10
|
-
|
|
11
|
-
id: modulePath,
|
|
12
|
-
filename: modulePath,
|
|
13
|
-
loaded: true,
|
|
14
|
-
exports
|
|
15
|
-
} as any;
|
|
13
|
+
defineEsmMockAbs(modulePath, Object.keys(exports), exports);
|
|
16
14
|
}
|
|
17
15
|
|
|
18
16
|
function createStrategyHarness() {
|
|
@@ -218,12 +216,17 @@ async function testExecutionWrappersForwardPlanValues() {
|
|
|
218
216
|
console.log(' PASS');
|
|
219
217
|
}
|
|
220
218
|
|
|
221
|
-
|
|
222
|
-
|
|
223
|
-
|
|
224
|
-
|
|
225
|
-
|
|
226
|
-
|
|
227
|
-
|
|
228
|
-
|
|
229
|
-
|
|
219
|
+
runEsmMockStages(
|
|
220
|
+
['build-plans', 'execution-wrappers-forward-plan-values'],
|
|
221
|
+
async (stage: string) => {
|
|
222
|
+
if (stage === 'build-plans') {
|
|
223
|
+
await testBuildPlans();
|
|
224
|
+
return;
|
|
225
|
+
}
|
|
226
|
+
if (stage === 'execution-wrappers-forward-plan-values') {
|
|
227
|
+
await testExecutionWrappersForwardPlanValues();
|
|
228
|
+
return;
|
|
229
|
+
}
|
|
230
|
+
throw new Error(`Unknown stage: ${stage}`);
|
|
231
|
+
}
|
|
232
|
+
);
|
package/claw/tsconfig.json
CHANGED
|
@@ -22,13 +22,14 @@
|
|
|
22
22
|
"sourceMap": true,
|
|
23
23
|
"moduleResolution": "node16",
|
|
24
24
|
"allowJs": false,
|
|
25
|
-
"types": ["node"]
|
|
25
|
+
"types": ["node"],
|
|
26
|
+
"incremental": true,
|
|
27
|
+
"tsBuildInfoFile": "../node_modules/.cache/tsc-claw.tsbuildinfo"
|
|
26
28
|
},
|
|
27
29
|
"include": [
|
|
28
30
|
"**/*.ts"
|
|
29
31
|
],
|
|
30
32
|
"exclude": [
|
|
31
|
-
"node_modules"
|
|
32
|
-
"tests"
|
|
33
|
+
"node_modules"
|
|
33
34
|
]
|
|
34
35
|
}
|
|
@@ -1,10 +1,11 @@
|
|
|
1
1
|
#!/usr/bin/env node
|
|
2
|
+
'use strict';
|
|
2
3
|
import path from 'node:path';
|
|
3
4
|
import { calculateAMA } from '../../market_adapter/core/strategies/ama.js';
|
|
4
5
|
import { getStorage } from '../../modules/storage/index.js';
|
|
5
6
|
const { readJSON } = getStorage();
|
|
7
|
+
import { normalizeCandle } from '../math_utils.js';
|
|
6
8
|
import { MARKET_ADAPTER } from '../../modules/constants.js';
|
|
7
|
-
'use strict';
|
|
8
9
|
/**
|
|
9
10
|
* AMA REPOSITION FREQUENCY ANALYSIS
|
|
10
11
|
*
|
|
@@ -15,7 +16,7 @@ import { MARKET_ADAPTER } from '../../modules/constants.js';
|
|
|
15
16
|
* (modules/constants.ts).
|
|
16
17
|
*
|
|
17
18
|
* Usage:
|
|
18
|
-
*
|
|
19
|
+
* node dist/analysis/ama_fitting/analyze_ama_price_changes.js --data <path-to-lp-candles.json> --results <path-to-optimization-results.json>
|
|
19
20
|
*/
|
|
20
21
|
const REPOS_THRESHOLD_PCT = MARKET_ADAPTER.AMA_DELTA_THRESHOLD_PERCENT;
|
|
21
22
|
/**
|
|
@@ -53,7 +54,10 @@ function loadData(filePath) {
|
|
|
53
54
|
const json = readJSON(filePath);
|
|
54
55
|
const candles = json.candles ?? json;
|
|
55
56
|
return {
|
|
56
|
-
candles: candles
|
|
57
|
+
candles: candles
|
|
58
|
+
.map((c) => normalizeCandle(c))
|
|
59
|
+
.filter(Boolean)
|
|
60
|
+
.map((c) => ({ timestamp: c.time * 1000, close: c.close })),
|
|
57
61
|
meta: json.meta ?? null,
|
|
58
62
|
};
|
|
59
63
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"analyze_ama_price_changes.js","sourceRoot":"","sources":["../../../analysis/ama_fitting/analyze_ama_price_changes.ts"],"names":[],"mappings":";AACA,OAAO,IAAI,MAAM,WAAW,CAAC;AAC7B,OAAO,EAAE,YAAY,EAAE,MAAM,6CAA6C,CAAC;AAC3E,OAAO,EAAE,UAAU,EAAE,MAAM,gCAAgC,CAAC;AAC5D,MAAM,EAAE,QAAQ,EAAE,GAAG,UAAU,EAAE,CAAC;AAClC,OAAO,EAAE,
|
|
1
|
+
{"version":3,"file":"analyze_ama_price_changes.js","sourceRoot":"","sources":["../../../analysis/ama_fitting/analyze_ama_price_changes.ts"],"names":[],"mappings":";AACA,YAAY,CAAC;AACb,OAAO,IAAI,MAAM,WAAW,CAAC;AAC7B,OAAO,EAAE,YAAY,EAAE,MAAM,6CAA6C,CAAC;AAC3E,OAAO,EAAE,UAAU,EAAE,MAAM,gCAAgC,CAAC;AAC5D,MAAM,EAAE,QAAQ,EAAE,GAAG,UAAU,EAAE,CAAC;AAClC,OAAO,EAAE,eAAe,EAAE,MAAM,kBAAkB,CAAC;AACnD,OAAO,EAAE,cAAc,EAAE,MAAM,4BAA4B,CAAC;AAE5D;;;;;;;;;;;GAWG;AACH,MAAM,mBAAmB,GAAG,cAAc,CAAC,2BAA2B,CAAC;AAEvE;;;;;;GAMG;AACH,SAAS,gBAAgB,CAAC,SAAc,EAAE,YAAiB,EAAE,MAAW;IACpE,IAAI,MAAM,GAAG,CAAC,CAAC;IACf,MAAM,KAAK,GAAa,EAAE,CAAC;IAC3B,IAAI,QAAQ,GAAG,SAAS,CAAC,MAAM,CAAC,CAAC;IACjC,IAAI,WAAW,GAAG,CAAC,CAAC;IACpB,KAAK,IAAI,CAAC,GAAG,MAAM,GAAG,CAAC,EAAE,CAAC,GAAG,SAAS,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QACjD,MAAM,IAAI,GAAG,SAAS,CAAC,CAAC,CAAC,CAAC;QAC1B,IAAI,QAAQ,KAAK,CAAC;YAAE,SAAS;QAC7B,WAAW,EAAE,CAAC;QACd,MAAM,QAAQ,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,IAAI,GAAG,QAAQ,CAAC,GAAG,QAAQ,CAAC,GAAG,GAAG,CAAC;QAC9D,IAAI,QAAQ,IAAI,YAAY,EAAE,CAAC;YAC3B,MAAM,EAAE,CAAC;YACT,KAAK,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC;YACxB,QAAQ,GAAG,IAAI,CAAC;YAChB,WAAW,GAAG,CAAC,CAAC;QACpB,CAAC;IACL,CAAC;IACD,MAAM,GAAG,GAAG,KAAK,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IACtD,MAAM,GAAG,GAAG,KAAK,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IACtD,MAAM,GAAG,GAAG,KAAK,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,GAAG,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IACnF,OAAO,EAAE,MAAM,EAAE,KAAK,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC;AAC5C,CAAC;AAED,iFAAiF;AACjF,SAAS,QAAQ,CAAC,QAAa;IAC3B,MAAM,IAAI,GAAM,QAAQ,CAAC,QAAQ,CAAC,CAAC;IACnC,MAAM,OAAO,GAAG,IAAI,CAAC,OAAO,IAAI,IAAI,CAAC;IACrC,OAAO;QACH,OAAO,EAAE,OAAO;aACX,GAAG,CAAC,CAAC,CAAM,EAAE,EAAE,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC;aACnC,MAAM,CAAC,OAAO,CAAC;aACf,GAAG,CAAC,CAAC,CAAM,EAAE,EAAE,CAAC,CAAC,EAAE,SAAS,EAAE,CAAC,CAAC,IAAI,GAAG,IAAI,EAAE,KAAK,EAAE,CAAC,CAAC,KAAK,EAAE,CAAC,CAAC;QACpE,IAAI,EAAE,IAAI,CAAC,IAAI,IAAI,IAAI;KAC1B,CAAC;AACN,CAAC;AACD,SAAS,aAAa,CAAC,WAAgB;IACnC,MAAM,IAAI,GAAG,QAAQ,CAAC,WAAW,CAAC,CAAC;IACnC,MAAM,IAAI,GAAG,IAAI,CAAC,IAAI,EAAE,IAAI,CAAC;IAC7B,IAAI,CAAC,IAAI;QAAE,MAAM,IAAI,KAAK,CAAC,+BAA+B,CAAC,CAAC;IAC5D,OAAO;QACH,EAAE,GAAG,EAAE,MAAM,EAAE,KAAK,EAAE,IAAI,CAAC,IAAI,CAAC,KAAK,EAAE,EAAE,EAAE,IAAI,CAAC,IAAI,CAAC,EAAE,EAAE,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE;QACrG,EAAE,GAAG,EAAE,MAAM,EAAE,KAAK,EAAE,IAAI,CAAC,IAAI,CAAC,KAAK,EAAE,EAAE,EAAE,IAAI,CAAC,IAAI,CAAC,EAAE,EAAE,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE;QACrG,EAAE,GAAG,EAAE,MAAM,EAAE,KAAK,EAAE,IAAI,CAAC,IAAI,CAAC,KAAK,EAAE,EAAE,EAAE,IAAI,CAAC,IAAI,CAAC,EAAE,EAAE,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE;QACrG,EAAE,GAAG,EAAE,MAAM,EAAE,KAAK,EAAE,IAAI,CAAC,IAAI,CAAC,KAAK,EAAE,EAAE,EAAE,IAAI,CAAC,IAAI,CAAC,EAAE,EAAE,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE;KACxG,CAAC;AACN,CAAC;AACD,iFAAiF;AAEjF,iFAAiF;AACjF,SAAS,GAAG;IACR,MAAM,UAAU,GAAM,OAAO,CAAC,IAAI,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC;IACrD,MAAM,aAAa,GAAG,OAAO,CAAC,IAAI,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC;IACxD,IAAI,UAAU,KAAK,CAAC,CAAC,EAAE,CAAC;QACpB,MAAM,IAAI,KAAK,CAAC,8CAA8C,CAAC,CAAC;IACpE,CAAC;IACD,IAAI,aAAa,KAAK,CAAC,CAAC,EAAE,CAAC;QACvB,MAAM,IAAI,KAAK,CAAC,2DAA2D,CAAC,CAAC;IACjF,CAAC;IACD,MAAM,QAAQ,GAAM,IAAI,CAAC,OAAO,CAAC,OAAO,CAAC,IAAI,CAAC,UAAU,GAAG,CAAC,CAAC,CAAC,CAAC;IAC/D,MAAM,WAAW,GAAG,IAAI,CAAC,OAAO,CAAC,OAAO,CAAC,IAAI,CAAC,aAAa,GAAG,CAAC,CAAC,CAAC,CAAC;IAClE,MAAM,EAAE,OAAO,EAAE,IAAI,EAAE,GAAG,QAAQ,CAAC,QAAQ,CAAC,CAAC;IAC7C,MAAM,SAAS,GAAW,aAAa,CAAC,WAAW,CAAC,CAAC;IACrD,MAAM,MAAM,GAAc,OAAO,CAAC,GAAG,CAAC,CAAC,CAAM,EAAE,EAAE,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC;IAC3D,MAAM,UAAU,GAAU,MAAM,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,+BAA+B;IAC5E,MAAM,KAAK,GAAG,IAAI,EAAE,IAAI;QACpB,CAAC,CAAC,WAAW,IAAI,CAAC,IAAI,EAAE;QACxB,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,QAAQ,EAAE,OAAO,CAAC,CAAC;IACvC,MAAM,QAAQ,GAAG,IAAI,EAAE,eAAe;QAClC,CAAC,CAAC,GAAG,IAAI,CAAC,eAAe,GAAG,IAAI,GAAG;QACnC,CAAC,CAAC,IAAI,CAAC;IACX,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC;IAChB,OAAO,CAAC,GAAG,CAAC,kFAAkF,CAAC,CAAC;IAChG,OAAO,CAAC,GAAG,CAAC,8EAA8E,CAAC,CAAC;IAC5F,OAAO,CAAC,GAAG,CAAC,kFAAkF,CAAC,CAAC;IAChG,OAAO,CAAC,GAAG,CAAC,gBAAgB,KAAK,MAAM,QAAQ,WAAW,CAAC,CAAC;IAC5D,OAAO,CAAC,GAAG,CAAC,gBAAgB,OAAO,CAAC,MAAM,QAAQ,UAAU,cAAc,CAAC,CAAC;IAC5E,OAAO,CAAC,GAAG,CAAC,iBAAiB,mBAAmB,sDAAsD,CAAC,CAAC;IACxG,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC;IAChB,OAAO,CAAC,GAAG,CAAC,+EAA+E,CAAC,CAAC;IAC7F,OAAO,CAAC,GAAG,CAAC,2EAA2E,CAAC,CAAC;IACzF,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC;IAChB,MAAM,OAAO,GAAU,EAAE,CAAC;IAC1B,KAAK,MAAM,MAAM,IAAI,SAAS,EAAE,CAAC;QAC7B,MAAM,MAAM,GAAG,YAAY,CAAC,MAAM,EAAE;YAChC,QAAQ,EAAI,MAAM,CAAC,EAAE;YACrB,UAAU,EAAE,MAAM,CAAC,IAAI;YACvB,UAAU,EAAE,MAAM,CAAC,IAAI;SAC1B,CAAC,CAAC;QACH,MAAM,CAAC,GAAG,gBAAgB,CAAC,MAAM,EAAE,mBAAmB,EAAE,MAAM,CAAC,EAAE,CAAC,CAAC;QACnE,MA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import { PATHS } from '../../modules/paths.js';
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import { MARKET_ADAPTER } from '../../modules/constants.js';
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import { getErrorMessage } from '../../modules/utils/errors.js';
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'use strict';
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/**
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* LAMBDA vs SLOW ANALYSIS
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*
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* Defaults: ER/Fast from MARKET_ADAPTER.AMAS.AMA1 (constants.ts).
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*
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* Usage:
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*
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* node dist/analysis/ama_fitting/analyze_lambda_vs_slow.js \
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* --data market_adapter/data/lp/1_3_5537_1_3_0/lp_pool_133_1h_3y.json \
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* --maxSlow 1000 --lambdaEnd 0.0045 --lambdaSteps 50
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*/
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Start lambda derived from --maxSlow; only --lambdaEnd is the upper bound.
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Usage:
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node dist/analysis/ama_fitting/analyze_lambda_vs_slow.js --data <lp-file.json> [options]
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--data FILE LP candle JSON file (required)
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@@ -194,9 +194,9 @@ function generateChartHtml(results, metricCache, fixEr, fixFast, dataLabel, _cha
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const uplotCSS = fs.readFileSync(path.join(PATHS.ANALYSIS.ASSETS_DIR, 'uPlot.min.css'), 'utf8');
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const amaAnnotations = [
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{ label: 'AMA1', lambda: 0.0031, slow: 62.1, color: '#ef5350' },
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{ label: 'AMA2', lambda: 0.0025, slow:
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{ label: 'AMA3', lambda: 0.00185, slow:
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{ label: 'AMA4', lambda: 0.0013, slow:
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{ label: 'AMA2', lambda: 0.0025, slow: 72.0, color: '#fb8c00' },
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{ label: 'AMA3', lambda: 0.00185, slow: 83.6, color: '#5c9ee6' },
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{ label: 'AMA4', lambda: 0.0013, slow: 96.9, color: '#26a69a' },
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].filter(a => a.lambda >= xs[0] && a.lambda <= xs[xs.length - 1]);
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return `<!DOCTYPE html>
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<html lang="en">
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@@ -1 +1 @@
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1
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@@ -1,11 +1,12 @@
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#!/usr/bin/env node
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'use strict';
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import path from 'node:path';
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import { MARKET_ADAPTER } from '../../modules/constants.js';
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import { getStorage } from '../../modules/storage/index.js';
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const { readJSON } = getStorage();
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import { PATHS } from '../../modules/paths.js';
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import { roundTo } from '../../modules/order/utils/math.js';
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-
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import { getCandleClose } from '../math_utils.js';
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/**
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* AMA CONVERGENCE ER CALIBRATION
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*
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@@ -21,9 +22,9 @@ import { roundTo } from '../../modules/order/utils/math.js';
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* the recommended constant for modules/constants.ts.
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*
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* Usage:
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-
*
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*
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*
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* node dist/analysis/ama_fitting/calibrate_convergence_er.js
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* node dist/analysis/ama_fitting/calibrate_convergence_er.js --data <lp-file.json>
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* node dist/analysis/ama_fitting/calibrate_convergence_er.js --data <lp-file.json> --amas AMA3
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*/
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const DEFAULT_DATA = path.join(PATHS.MARKET_ADAPTER.LP_DATA_DIR, '1_3_5537_1_3_0', 'lp_pool_133_1h.json');
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const FALLBACK_ER_PERIOD = 781;
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@@ -96,7 +97,8 @@ function main() {
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}
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process.exit(1);
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}
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-
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+
// Canonical candle accessor (handles array rows and object candles alike).
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+
const closes = (data.candles || []).map((c) => Number(getCandleClose(c)))
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.filter((v) => Number.isFinite(v) && v > 0);
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if (closes.length < 100) {
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console.error(`Not enough candles (need > 100, got ${closes.length})`);
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"calibrate_convergence_er.js","sourceRoot":"","sources":["../../../analysis/ama_fitting/calibrate_convergence_er.ts"],"names":[],"mappings":";AACA,OAAO,IAAI,MAAM,WAAW,CAAC;AAC7B,OAAO,EAAE,cAAc,EAAE,MAAM,4BAA4B,CAAC;AAC5D,OAAO,EAAE,UAAU,EAAE,MAAM,gCAAgC,CAAC;AAC5D,MAAM,EAAE,QAAQ,EAAE,GAAG,UAAU,EAAE,CAAC;AAClC,OAAO,EAAE,KAAK,EAAE,MAAM,wBAAwB,CAAC;AAC/C,OAAO,EAAE,OAAO,EAAE,MAAM,mCAAmC,CAAC;
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1
|
+
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@@ -1,4 +1,5 @@
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#!/usr/bin/env node
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'use strict';
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import fs from 'node:fs';
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import path from 'node:path';
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import { normalizePoolId } from '../../market_adapter/utils/chain.js';
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@@ -9,7 +10,6 @@ import { PATHS } from '../../modules/paths.js';
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import { getStorage } from '../../modules/storage/index.js';
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const { ensureDir, writeJSON } = getStorage();
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import { getErrorMessage } from '../../modules/utils/errors.js';
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-
'use strict';
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/**
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* Fetch LP pool candles from Kibana for AMA optimizer input.
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*
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@@ -17,7 +17,7 @@ import { getErrorMessage } from '../../modules/utils/errors.js';
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* the full uncut dataset (no pruning) for optimizer use.
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*
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* Usage:
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*
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* node dist/analysis/ama_fitting/fetch_lp_candles.js \
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* --pool 1.19.133 \
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* --assetA IOB.XRP --assetAId 1.3.3926 --assetAPrecision 4 \
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* --assetB BTS --assetBId 1.3.0 --assetBPrecision 5 \
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@@ -109,7 +109,7 @@ function printHelp() {
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console.log('fetch_lp_candles.ts — fetch LP pool candles from Kibana for AMA optimizer');
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console.log('');
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console.log('Usage:');
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-
console.log('
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console.log(' node dist/analysis/ama_fitting/fetch_lp_candles.js --pool 1.19.133 \\');
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console.log(' --assetA IOB.XRP --assetAId 1.3.3926 --assetAPrecision 4 \\');
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console.log(' --assetB BTS --assetBId 1.3.0 --assetBPrecision 5');
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console.log('');
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@@ -138,6 +138,11 @@ function validateArgs(args) {
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throw new Error('--assetBPrecision is required');
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if (!Number.isFinite(args.hours) || args.hours <= 0)
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throw new Error('--hours must be > 0');
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+
// Reject unknown/NaN intervals here instead of letting NaN flow silently
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+
// into Kibana range queries (production throws on unsupported intervals).
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+
if (!Number.isFinite(args.intervalSeconds) || args.intervalSeconds <= 0) {
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+
throw new Error('Unsupported --interval: use one of 1m, 5m, 15m, 1h, 4h, 1d or a positive number of seconds');
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+
}
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146
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}
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147
|
async function main() {
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143
148
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const args = parseArgs();
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