dexbot 1.5.1 → 1.5.3

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/tradingview/README.md

@@ -33,7 +33,8 @@ The sections below cover manual usage (explicit candle files, direct runner flag
 - Candle timeframe buttons: `1h`, `4h`, `1d`, `1w`
 - Pair-orientation switcher for `A/B` and `B/A`
 - SMA overlay
-- AMA overlay with explicit `erPeriod`, `fastPeriod`, and `slowPeriod` inputs
+- Bot-grid range highlight (the bot's min/max around AMA with live asymmetric tilt; green above AMA when up, red below when down)
+- Range-scale switch: fit the price axis to the range band
 - VWMA overlay
 - Bottom volume panel
 - Crosshair legend with current candle values
@@ -181,6 +182,9 @@ market_adapter/data/lp/<pair>/lp_pool_<id>_<interval>.json
 | `--no-sma` | Disable SMA | — |
 | `--no-ama` | Disable AMA | — |
 | `--no-vwap` | Disable VWMA | — |
+| `--no-range` | Disable range highlight | — |
+| `--range-scale` | Range Scaling: size the band by AMA slope like the grid build + fit price axis to it | — |
+| `--range-span <mult>` | x-range around AMA, 1.25–2 (default: bot grid setting) | bot grid |
 | `--quiet` | Suppress progress logs | — |
 
 ## Notes

package/analysis/tradingview/analyze_tradingview.ts

@@ -35,6 +35,9 @@ function parseArgs() {
         amaEnabled: boolean;
         vwapEnabled: boolean;
         vwapBars: number;
+        rangeEnabled: boolean;
+        rangeScaleEnabled: boolean;
+        rangeSpan: number | undefined;
         quiet: boolean;
         listBots: boolean;
     } = {
@@ -50,6 +53,9 @@ function parseArgs() {
         amaEnabled: true,
         vwapEnabled: false,
         vwapBars: 500,
+        rangeEnabled: true,
+        rangeScaleEnabled: false,
+        rangeSpan: undefined,
         quiet: false,
         listBots: false,
     };
@@ -72,7 +78,9 @@ function parseArgs() {
         else if (arg === '--no-sma') config.smaEnabled = false;
         else if (arg === '--no-ama') config.amaEnabled = false;
         else if (arg === '--no-vwap') config.vwapEnabled = false;
-        else if (arg === '--vwap-bars') config.vwapBars = Math.max(24, parseInt(args[++i], 10) || 500);
+        else if (arg === '--no-range') config.rangeEnabled = false;
+        else if (arg === '--range-scale') config.rangeScaleEnabled = true;
+        else if (arg === '--range-span') config.rangeSpan = parseFloat(args[++i]);
         else if (arg === '--list-bots') config.listBots = true;
         else if (arg === '--quiet') config.quiet = true;
     }
@@ -125,6 +133,20 @@ async function main() {
         const hasAmaGridPrice = AMA_KEYWORDS.has(String(botMeta?.gridPrice || '').trim().toLowerCase());
         const amaEnabled = hasAmaGridPrice ? config.amaEnabled : false;
 
+        // Bot grid bounds for the range highlight: mirrors the runtime grid
+        // (center = AMA, min "Nx" = center/N, max "Nx" = center*N) with the
+        // live asymmetric tilt. Null when no bot key (width% fallback in-page).
+        const grid = botMeta?.minPrice != null && botMeta?.maxPrice != null ? {
+            minPrice: botMeta.minPrice,
+            maxPrice: botMeta.maxPrice,
+            incrementPercent: Number(botMeta.incrementPercent) > 0 ? Number(botMeta.incrementPercent) : null,
+            maxAsymmetryFactor: Number.isFinite(Number(botMeta?.asymmetricBounds?.maxAsymmetryFactor))
+                ? Number(botMeta.asymmetricBounds.maxAsymmetryFactor)
+                : null,
+            minScaleSlots: Number.isFinite(Number(botMeta?.asymmetricBounds?.minScaleSlots))
+                ? Number(botMeta.asymmetricBounds.minScaleSlots)
+                : null,
+        } : null;
         const html = generateHTML({
             candles,
             meta: jsonMeta || {
@@ -141,6 +163,10 @@ async function main() {
             amaEnabled,
             vwapEnabled: config.vwapEnabled,
             vwapBars: config.vwapBars,
+            rangeEnabled: config.rangeEnabled,
+            rangeScaleEnabled: config.rangeScaleEnabled,
+            rangeSpan: config.rangeSpan,
+            grid,
             priceScale: config.priceScale === 'linear' ? 'linear' : 'log',
             defaultTimeframe: '1h',
             marketAdapter: MARKET_ADAPTER,