dexbot 1.5.3 → 1.6.1

package/dist/market_adapter/inputs/kibana_feed_source.js.map

@@ -0,0 +1 @@
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package/dist/market_adapter/inputs/kibana_source.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"kibana_source.d.ts","sourceRoot":"","sources":["../../../market_adapter/inputs/kibana_source.ts"],"names":[],"mappings":"AAgFA;;;;;;;;;;GAUG;AACH,iBAAe,kBAAkB,CAAC,MAAM,EAAE,GAAG,EAAE,MAAM,GAAE,GAAQ,gBAQ9D;AAUD;;;;;;;;;;;;GAYG;AACH,iBAAe,mBAAmB,CAAC,MAAM,EAAE,GAAG,EAAE,MAAM,EAAE,GAAG,EAAE,MAAM,EAAE,GAAG,EAAE,MAAM,GAAE,GAAQ,kBAUzF;AAED;;;;;;;;GAQG;AACH,iBAAe,uBAAuB,CAAC,MAAM,EAAE,GAAG,EAAE,MAAM,EAAE,GAAG,EAAE,MAAM,EAAE,GAAG,EAAE,MAAM,GAAE,GAAQ,kBAU7F;AAED,OAAO,EAAE,kBAAkB,EAAE,mBAAmB,EAAE,uBAAuB,EAAE,CAAA"}

package/dist/market_adapter/inputs/kibana_source.js

@@ -36,13 +36,17 @@ const DEFAULT_CONFIG = {
     ...BASE_CONFIG,
     intervalSeconds: 3600, // bucket size (3600=1h, 14400=4h, 86400=1d)
     lookbackHours: 500, // how far back (~20 days at 1h)
-    consolidateByTimestamp: true,
 };
 /**
  * Build a discovery query: find the asset IDs that have been sold into a pool.
  * Returns a terms aggregation on amount_to_sell.asset_id — should yield exactly 2 buckets.
+ * An explicit timeRange makes discovery reproducible for backtests; otherwise
+ * it falls back to the relative now-lookback window.
  */
-function buildDiscoveryQuery(poolId, lookbackHours) {
+function buildDiscoveryQuery(poolId, lookbackHours, timeRange = null) {
+    const rangeValue = timeRange?.gte && timeRange?.lte
+        ? { gte: timeRange.gte, lte: timeRange.lte }
+        : { gte: `now-${lookbackHours}h`, lte: 'now' };
     return {
         size: 0,
         query: {
@@ -50,7 +54,7 @@ function buildDiscoveryQuery(poolId, lookbackHours) {
                 filter: [
                     { term: { operation_type: OP_TYPE_LP } },
                     { term: { 'operation_history.op_object.pool.keyword': poolId } },
-                    { range: { 'block_data.block_time': { gte: `now-${lookbackHours}h`, lte: 'now' } } },
+                    { range: { 'block_data.block_time': rangeValue } },
                 ],
             },
         },
@@ -79,8 +83,9 @@ function buildDiscoveryQuery(poolId, lookbackHours) {
 async function discoverPoolAssets(poolId, config = {}) {
     const cfg = { ...DEFAULT_CONFIG, ...config };
     const fullId = normalizePoolId(poolId);
-    const query = buildDiscoveryQuery(fullId, cfg.lookbackHours);
-    const result = await kibanaSearch(cfg, query);
+    const query = buildDiscoveryQuery(fullId, cfg.lookbackHours, cfg.timeRange ?? null);
+    const search = typeof cfg.kibanaSearch === 'function' ? cfg.kibanaSearch : kibanaSearch;
+    const result = await search(cfg, query);
     const buckets = result.aggregations?.sold_assets?.buckets ?? [];
     return buckets.map((b) => b.key);
 }

package/dist/market_adapter/inputs/kibana_source.js.map

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package/dist/market_adapter/inputs/window_cache.d.ts

@@ -0,0 +1,166 @@
+declare const TAIL_REFRESH_HOURS = 48;
+declare const IMMUTABLE_WINDOW_AGE_MS: number;
+declare function siblingChunkFiles(outPath: any): string[];
+declare function chunkPathFor(outPath: any, index: any, window: any): string;
+declare function readCacheChunk(chunkFile: any, requestKey: any, isMatch: (meta: any, requestKey: any) => boolean): {
+    candles: any;
+    fetchedAt: any;
+    file: any;
+    rangeGte: number | null;
+    rangeLte: number | null;
+    queried: any;
+} | null;
+declare function priorQueriedInWindow(chunkFile: any, requestKey: any, isMatch: (meta: any, requestKey: any) => boolean, gteMs: number, lteMs: number): any;
+declare function loadBucketCache(outPath: any, requestKey: any, isMatch: (meta: any, requestKey: any) => boolean): {
+    byTs: Map<any, any>;
+    files: number;
+    fileCover: {
+        gte: number | null;
+        lte: number | null;
+        count: number;
+        queried: {
+            gte: number;
+            lte: number;
+        }[];
+    }[];
+};
+declare function cachedCandlesInRange(localCache: any, gteMs: number, lteMs: number): any[];
+declare function addUtcMonths(date: any, months: any): Date;
+declare function normalizeDateInput(raw: any, label: any): Date;
+declare function buildFetchWindowsFromRange(timeRange: any, chunkMonths: any): any[];
+declare function findMissingBucketRanges(gteMs: number, lteMs: number, bucketMs: number, haveTs: Set<number>): {
+    gte: number;
+    lte: number;
+    hours: number;
+}[];
+declare function pruneImmutableGaps(missing: {
+    gte: number;
+    lte: number;
+    hours: number;
+}[], lteMs: number, fileCover: {
+    gte: number | null;
+    lte: number | null;
+    count: number;
+    queried: {
+        gte: number;
+        lte: number;
+    }[];
+}[], nowMs?: number): {
+    gte: number;
+    lte: number;
+    hours: number;
+}[];
+declare function persistCacheChunk(chunkFile: any, meta: any, candles: any): void;
+declare function cleanupOrphanCacheChunks(outPath: any, requestKey: any, isMatch: (meta: any, requestKey: any) => boolean, activeFiles: Set<string>): string[];
+/**
+ * Reuse plan for one window: buckets already on disk + the ranges that still
+ * need querying. When `allowSubFetch` is false (data with cross-range state
+ * such as forward-filled crosses), the tail widening is skipped and the
+ * caller must take full-window fetches — reuse (zero queries) still applies.
+ */
+declare function planWindowReuse(localCache: any, opts: {
+    gteMs: number;
+    lteMs: number;
+    bucketMs: number;
+    isTail: boolean;
+    allowSubFetch?: boolean;
+    nowMs?: number;
+}): {
+    reusable: any[];
+    missing: {
+        gte: number;
+        lte: number;
+        hours: number;
+    }[];
+    missingHours: number;
+    windowHours: number;
+    inputsValid: boolean;
+};
+declare function formatWindowLine(unit: string, index: number, total: number, gte: string, lte: string, detail?: string): string;
+/**
+ * Per-range fetch budget shared by every cached candle fetcher (pool, book,
+ * feed). Retries a failing range up to `attempts` times with linear backoff
+ * and an optional per-attempt timeout (aborted via signal passed as the 4th
+ * fetchRange argument — fetchers that ignore it simply get no abort).
+ * Defaults (attempts 1, no timeout) preserve the old single-shot behavior.
+ */
+declare function fetchRangeWithRetry(fetchRange: (gteIso: string, lteIso: string, window: any, signal?: AbortSignal) => Promise<any>, opts: {
+    gte: string;
+    lte: string;
+    window: any;
+    label: string;
+    attempts?: number;
+    backoffBaseMs?: number;
+    timeoutMs?: number;
+    onRetry?: (info: {
+        attempt: number;
+        attempts: number;
+        backoffMs: number;
+        error: any;
+        gte: string;
+        lte: string;
+    }) => void;
+}): Promise<{
+    candles: any;
+    attempts: number;
+}>;
+declare function fetchRangeLogged(fetchRange: (gteIso: string, lteIso: string, window?: any, signal?: AbortSignal) => Promise<any[] | {
+    candles: any[];
+    complete?: boolean;
+}>, opts: {
+    unit: string;
+    index: number;
+    total: number;
+    gte: string;
+    lte: string;
+    note?: string;
+    window?: any;
+    retry?: {
+        attempts?: number;
+        backoffBaseMs?: number;
+        timeoutMs?: number;
+        onRetry?: (info: any) => void;
+    };
+}): Promise<{
+    candles: any;
+    complete: boolean;
+}>;
+/**
+ * Run windows with bucket-level reuse. `windows` entries are
+ * `{ index, gte, lte, file }` (1-based index). Returns merged candles.
+ *
+ * Fetch policy per window: exact reuse when nothing is missing, sub-range
+ * queries merged over local when gaps are small (and `allowSubFetch`), else
+ * one full-window fetch merged over local. Fresh data wins collisions by
+ * volume/count, output is clamped to the window and sorted. A window whose
+ * fetch reports partial (`{ candles, complete: false }`) is merged into
+ * this run's output but NOT persisted, so the missing side is re-queried
+ * on the next run instead of being baked in as gap-filled zeros.
+ */
+declare function runCachedWindows(opts: {
+    windows: any[];
+    outPath: any;
+    requestKey: any;
+    isMatch: (meta: any, requestKey: any) => boolean;
+    metaForWindow: (window: any) => any;
+    fetchRange: (gteIso: string, lteIso: string, window: any, signal?: AbortSignal) => Promise<any[] | {
+        candles: any[];
+        complete?: boolean;
+    }>;
+    bucketMs: number;
+    allowSubFetch?: boolean;
+    nowMs?: number;
+    fetchAttempts?: number;
+    fetchBackoffBaseMs?: number;
+    fetchTimeoutMs?: number;
+    onFetchRetry?: (info: {
+        attempt: number;
+        attempts: number;
+        backoffMs: number;
+        error: any;
+        gte: string;
+        lte: string;
+    }) => void;
+}): Promise<any[]>;
+export { TAIL_REFRESH_HOURS, IMMUTABLE_WINDOW_AGE_MS, siblingChunkFiles, chunkPathFor, readCacheChunk, priorQueriedInWindow, loadBucketCache, cachedCandlesInRange, addUtcMonths, normalizeDateInput, buildFetchWindowsFromRange, findMissingBucketRanges, pruneImmutableGaps, persistCacheChunk, cleanupOrphanCacheChunks, planWindowReuse, formatWindowLine, fetchRangeLogged, fetchRangeWithRetry, runCachedWindows, };
+//# sourceMappingURL=window_cache.d.ts.map

package/dist/market_adapter/inputs/window_cache.d.ts.map

@@ -0,0 +1 @@
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