dexbot 1.4.22 → 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.
Files changed (53) hide show
  1. package/CHANGELOG.md +22 -0
  2. package/README.md +7 -4
  3. package/analysis/ama_fitting/analyze_lambda_vs_slow.ts +3 -3
  4. package/analysis/ama_fitting/optimizer_high_resolution.ts +4 -4
  5. package/analysis/ama_fitting/package.json +1 -1
  6. package/analysis/tradingview/README.md +24 -4
  7. package/analysis/tradingview/tradingview_uplot_chart_generator.ts +84 -42
  8. package/analysis/trend_detection/package.json +1 -1
  9. package/claw/package.json +1 -1
  10. package/claw/runtimes/openclaw-plugin/openclaw.plugin.json +1 -1
  11. package/claw/runtimes/openclaw-plugin/package.json +1 -1
  12. package/claw/tests/test_claw_mcp_transport.ts +2 -2
  13. package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.js +3 -3
  14. package/dist/analysis/ama_fitting/optimizer_high_resolution.js +4 -4
  15. package/dist/analysis/ama_fitting/optimizer_high_resolution.js.map +1 -1
  16. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.d.ts.map +1 -1
  17. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js +84 -42
  18. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js.map +1 -1
  19. package/dist/market_adapter/market_adapter.d.ts.map +1 -1
  20. package/dist/market_adapter/market_adapter.js +6 -2
  21. package/dist/market_adapter/market_adapter.js.map +1 -1
  22. package/dist/modules/account_bots.d.ts.map +1 -1
  23. package/dist/modules/account_bots.js +46 -11
  24. package/dist/modules/account_bots.js.map +1 -1
  25. package/dist/modules/constants.js +7 -7
  26. package/dist/modules/constants.js.map +1 -1
  27. package/dist/modules/order/grid.d.ts.map +1 -1
  28. package/dist/modules/order/grid.js +17 -3
  29. package/dist/modules/order/grid.js.map +1 -1
  30. package/dist/modules/order/utils/math.d.ts +29 -3
  31. package/dist/modules/order/utils/math.d.ts.map +1 -1
  32. package/dist/modules/order/utils/math.js +54 -10
  33. package/dist/modules/order/utils/math.js.map +1 -1
  34. package/dist/modules/order/utils/order.d.ts.map +1 -1
  35. package/dist/modules/order/utils/order.js +13 -0
  36. package/dist/modules/order/utils/order.js.map +1 -1
  37. package/dist/scripts/analyze-orders.d.ts.map +1 -1
  38. package/dist/scripts/analyze-orders.js +26 -2
  39. package/dist/scripts/analyze-orders.js.map +1 -1
  40. package/dist/scripts/sync-version.js +5 -2
  41. package/dist/scripts/sync-version.js.map +1 -1
  42. package/docs/BITSHARES_ONBOARDING.md +15 -10
  43. package/docs/DEXBOT_COMPARISON.md +18 -18
  44. package/docs/EVOLUTION.md +9 -8
  45. package/docs/FUND_MOVEMENT_AND_ACCOUNTING.md +1 -1
  46. package/docs/GRID_RECALCULATION.md +1 -1
  47. package/docs/README.md +3 -3
  48. package/market_adapter/README.md +13 -8
  49. package/package.json +1 -1
  50. package/analysis/results/ama_sweep_results_lp_pool_133_1h.json +0 -2455
  51. package/analysis/results/bot_fitting_results_lp_pool_133_1h.json +0 -218
  52. package/analysis/tradingview/h-bts_tradingview.html +0 -1570
  53. package/analysis/tradingview/t-bts_tradingview.html +0 -1570
package/analysis/results/ama_sweep_results_lp_pool_133_1h.json DELETED
@@ -1,2455 +0,0 @@
1
- {
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- "meta": {
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- "generatedAt": "2026-08-26T15:41:03.913Z",
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- "dataPath": "market_adapter/data/lp/1_3_5537_1_3_0/lp_pool_133_1h.json",
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- "resultsPath": "analysis/ama_fitting/optimization_results_lp_pool_133_1h.json",
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- "candles": 26281,
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- "days": 1095.0416666666667,
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- "maxOrders": 20,
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- "capitalPerSide": 10000,
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- "feeRoundtripPct": 0.2,
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- "repositionPct": 1,
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- "asymmetricBounds": false,
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- "btsCreateFee": 0.4826,
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- "btsCancelFee": 0.00482,
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- "makerCreateFactor": 0.1,
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- "txFeePrice": 1,
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- "weightProfiles": {
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- "valley": -0.8,
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- "neutral": 0,
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- "mountain": 1.5
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- },
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- "search": {
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- "spreadValues": [
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- 2,
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- 4
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- ],
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- "incrementValues": [
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- 0.5,
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- 1
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- ],
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- "ratioValues": [
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- 2,
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- 3
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- ],
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- "minSpreadFactor": 2.1,
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- "combosPerAma": 24,
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- "totalCombos": 96
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- },
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- "scoring": "netProfitPerCapital * 100 * log10(max(1, matchedPairs)) - maxDrawdownPct * 0.5",
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- "gridModel": "production createOrderGrid port (shared with bot_fitting): master rail sqrt(1±inc) + gapSlots spread zone; slot rotation (filled buy re-offers one rail step up, freed quote re-bids one step down, ~increment% per completed rotation); unlinked sells execute only against held inventory at weighted-average entry; bought base carries across resets and the end-of-run inventory mark is informational (excluded from scoring); exact per-op BTS fees"
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- },
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- "strategies": [
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- {
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- "id": "AMA1",
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- "name": "AMA1 (min move, cap 25%)",
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- "er": 500,
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- "fast": 2,
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- "slow": 50
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- },
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- {
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- "id": "AMA2",
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- "name": "AMA2 (min move, cap 30%)",
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- "er": 500,
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- "fast": 2,
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- "slow": 50
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- },
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- {
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- "id": "AMA3",
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- "name": "AMA3 (min move, cap 35%)",
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- "er": 500,
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- "fast": 2,
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- "slow": 50
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- },
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- {
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- "id": "AMA4",
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- "name": "AMA4 (min move, cap 40%)",
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- "er": 500,
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- "fast": 2,
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- "slow": 50
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- }
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- ],
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- "perAma": [
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- {
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- "strategy": {
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- "id": "AMA1",
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- "name": "AMA1 (min move, cap 25%)",
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- "er": 500,
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- "fast": 2,
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- "slow": 50
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- },
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- "evaluated": 18,
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- "best": {
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- "weightName": "valley",
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- "spreadPct": 4,
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- "incrementPct": 0.5,
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- "maxMinRatio": 2,
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- "matchedPairs": 7741,
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- "cyclesTotal": 7741,
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- "rotationCount": 4345,
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- "inventorySaleCount": 3396,
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- "touchedOrders": 30679,
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- "fillEfficiency": 25.232243554222762,
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- "totalProfitUnits": 209350.23993791422,
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- "totalGrossUnits": 217033.56692040063,
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- "finalInventoryUnits": 441232.7210454563,
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- "finalInventoryAvgEntry": 1445.42333704314,
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- "finalInventoryMarkUnits": -79480709.95092954,
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- "profitPerCapital": 10.46751199689571,
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- "pairsPerDay": 7.2785112634671885,
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- "avgOpenDurationBars": 5.2055235903337165,
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- "avgProfitPerPair": 27.04434051645966,
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- "peakOpenOrders": 40,
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- "avgImbalance": 7.652732615083251,
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- "canceledOnReposition": 35484,
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- "repositionCount": 972,
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- "driftTriggerCount": 972,
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- "slopeTriggerCount": 0,
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- "maxDrawdown": 2680.0211475606484,
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- "maxDrawdownPct": 13.400105737803242,
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- "avgCenterDriftPct": 0.4818442680773222,
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- "avgTriggerDriftPct": 1.1640835489793093,
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- "offsetAppliedCount": 0,
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- "makerCreateFeeBts": 0.04826,
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- "avgCancelOrdersPerReposition": 36.50617283950617,
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- "estimatedFeePerRepositionBts": 2.752805432099104,
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- "netProfitPerCapital": 10.333725652895694,
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- "ordersPerSide": 20,
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- "grossScore": 4063.9029428406648,
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- "netScore": 4011.8761486193625,
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- "score": 4011.8761486193625
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- },
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- "top5": [
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- {
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- "spreadPct": 4,
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- "incrementPct": 0.5,
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- "maxMinRatio": 2,
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- "matchedPairs": 7741,
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- "rotationCount": 4345,
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- "fillEfficiency": 25.232243554222762,
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- "finalInventoryAvgEntry": 1445.42333704314,
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- "finalInventoryMarkUnits": -79480709.95092954,
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- "profitPerCapital": 10.46751199689571,
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- "pairsPerDay": 7.2785112634671885,
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- "avgProfitPerPair": 27.04434051645966,
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- "avgImbalance": 7.652732615083251,
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- "maxDrawdown": 2680.0211475606484,
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- "avgCenterDriftPct": 0.4818442680773222,
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- "maxCenterDriftPct": 4.34146794508312,
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- "avgTriggerDriftPct": 1.1640835489793093,
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- "offsetAppliedCount": 0,
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- "makerCreateFeeBts": 0.04826,
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- "avgCancelOrdersPerReposition": 36.50617283950617,
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- "estimatedFeePerRepositionBts": 2.752805432099104,
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- "feePerDayBts": 2.5158646472089283,
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- "netProfitUnits": 206674.5130579139,
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- "netProfitPerCapital": 10.333725652895694,
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- "ordersPerSide": 20,
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- "grossScore": 4063.9029428406648,
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- "score": 4011.8761486193625
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- },
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- "weightName": "valley",
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- "spreadPct": 4,
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- "inventorySaleCount": 3396,
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- },
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- {
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- "strategy": {
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- "name": "AMA2 (min move, cap 30%)",
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