dexbot 1.6.2 → 1.6.3

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 (40) hide show
  1. package/CHANGELOG.md +15 -1
  2. package/analysis/README.md +2 -2
  3. package/analysis/ama_fitting/package.json +1 -1
  4. package/analysis/grid_correction_check.ts +80 -7
  5. package/analysis/results/ama_sweep_results_lp_pool_133_1h.json +2455 -0
  6. package/analysis/results/bot_fitting_results_lp_pool_133_1h.json +218 -0
  7. package/analysis/tradingview/h-bts_tradingview.html +1570 -0
  8. package/analysis/tradingview/t-bts_tradingview.html +1570 -0
  9. package/analysis/trend_detection/package.json +1 -1
  10. package/claw/package.json +1 -1
  11. package/claw/runtimes/openclaw-plugin/openclaw.plugin.json +1 -1
  12. package/claw/runtimes/openclaw-plugin/package.json +1 -1
  13. package/claw/tests/test_claw_mcp_transport.ts +2 -2
  14. package/dist/analysis/grid_correction_check.d.ts +5 -1
  15. package/dist/analysis/grid_correction_check.d.ts.map +1 -1
  16. package/dist/analysis/grid_correction_check.js +81 -7
  17. package/dist/analysis/grid_correction_check.js.map +1 -1
  18. package/dist/modules/dexbot_class.d.ts +1 -1
  19. package/dist/modules/dexbot_cow_runtime.d.ts +81 -2
  20. package/dist/modules/dexbot_cow_runtime.d.ts.map +1 -1
  21. package/dist/modules/dexbot_cow_runtime.js +482 -8
  22. package/dist/modules/dexbot_cow_runtime.js.map +1 -1
  23. package/dist/modules/dexbot_maintenance_runtime.d.ts.map +1 -1
  24. package/dist/modules/dexbot_maintenance_runtime.js +6 -1
  25. package/dist/modules/dexbot_maintenance_runtime.js.map +1 -1
  26. package/dist/modules/order/manager.d.ts.map +1 -1
  27. package/dist/modules/order/manager.js +3 -1
  28. package/dist/modules/order/manager.js.map +1 -1
  29. package/dist/modules/order/sync_engine.d.ts.map +1 -1
  30. package/dist/modules/order/sync_engine.js +17 -5
  31. package/dist/modules/order/sync_engine.js.map +1 -1
  32. package/dist/modules/order/utils/order.d.ts +45 -7
  33. package/dist/modules/order/utils/order.d.ts.map +1 -1
  34. package/dist/modules/order/utils/order.js +160 -15
  35. package/dist/modules/order/utils/order.js.map +1 -1
  36. package/docs/DEXBOT_COMPARISON.md +3 -3
  37. package/docs/EVOLUTION.md +8 -7
  38. package/docs/FUND_MOVEMENT_AND_ACCOUNTING.md +1 -1
  39. package/docs/README.md +1 -1
  40. package/package.json +1 -1
package/analysis/results/ama_sweep_results_lp_pool_133_1h.json ADDED
@@ -0,0 +1,2455 @@
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+ {
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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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+ "weightName": "valley",
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+ "spreadPct": 4,
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+ "maxMinRatio": 2,
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+ "inventorySaleCount": 3396,
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+ "touchedOrders": 30679,
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+ "fillEfficiency": 25.232243554222762,
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+ "finalInventoryAvgEntry": 1445.42333704314,
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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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+ "avgImbalance": 7.652732615083251,
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+ "canceledOnReposition": 35484,
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+ "makerCreateFeeBts": 0.04826,
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+ "estimatedFeePerRepositionBts": 2.752805432099104,
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+ "grossScore": 4063.9029428406648,
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+ "score": 4011.8761486193625
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+ },
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+ "top5": [
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+ "maxCenterDriftPct": 4.34146794508312,
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+ },
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+ }
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+ ]
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+ },
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+ {
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+ "strategy": {
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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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