dsh-hyperliquid 0.1.0 → 0.2.0

package/lib/chart-drawings.d.ts

@@ -0,0 +1,23 @@
+export type DrawingKind = 'level' | 'hray' | 'vline' | 'text' | 'trend' | 'ray' | 'extended' | 'fib' | 'rect' | 'measure' | 'channel' | 'long' | 'short' | 'fibext' | 'fibchannel' | 'fibtime' | 'gannfan' | 'pitchfork' | 'regression' | 'arrow' | 'callout' | 'circle' | 'triangle' | 'brush' | 'crossline' | 'pricelabel' | 'infoline' | 'trendangle' | 'pricerange' | 'daterange' | 'elliott' | 'elliottabc' | 'xabcd' | 'abcd' | 'headshoulders' | 'gannbox' | 'gannsquare' | 'schiff' | 'modschiff' | 'icon'
+export type LineStyleName = 'solid' | 'dashed' | 'dotted'
+export interface DrawingStyle { color?: string; lineWidth?: number; lineStyle?: LineStyleName; locked?: boolean; hidden?: boolean; shared?: boolean; alert?: boolean }
+export declare const DRAWING_POINTS: Record<DrawingKind, number>
+export declare const DRAWING_KINDS: DrawingKind[]
+export declare const DRAWING_CLICKS: Record<DrawingKind, number>
+export declare const LINE_STYLES: LineStyleName[]
+export declare function drawingStyle(request: unknown): DrawingStyle
+export declare const FIB_LEVELS: number[]
+export declare function drawingGeometry(kind: string, request: unknown, now?: number): Record<string, unknown>
+export declare const BRUSH_MIN: number
+export declare const BRUSH_MAX: number
+export declare const TEXT_KINDS: DrawingKind[]
+export declare const FIB_EXT_LEVELS: number[]
+export declare const FIB_TIME_SERIES: number[]
+export declare const GANN_RATIOS: Array<[number, number]>
+export declare const ICON_NAMES: string[]
+export declare const GANN_BOX_LEVELS: number[]
+export declare const STICKERS: Record<'trading' | 'faces' | 'symbols', string[]>
+export declare function isIconLabel(label: unknown): boolean
+export declare const ALERT_KINDS: DrawingKind[]
+export declare function linePriceAt(mark: unknown, time: number): number | null
+export declare function isSingleEmoji(value: unknown): boolean

package/lib/chart-drawings.js

@@ -0,0 +1,159 @@
+/**
+ * dsh-hyperliquid — chart drawing kinds shared by the host (validation, the
+ * hyper_chart tool) and the browser chart (tools menu, rendering).
+ *
+ * level / trend keep their original flat fields (price; fromTime…toPrice);
+ * every other kind stores `points: [{ time, price }]` in click order.
+ * @module lib/chart-drawings
+ */
+
+/** kind → number of anchor points (level: a price only). */
+export const DRAWING_POINTS = {
+  level: 1, hray: 1, vline: 1, text: 1, trend: 2, ray: 2, extended: 2, fib: 2, rect: 2, measure: 2, channel: 3,
+  // Positions store [entry, stop, target]; the desk creates them with 2 clicks (target defaults to 2R).
+  long: 3, short: 3,
+  // Fibonacci family, Gann, pitchfork, regression.
+  fibext: 3, fibchannel: 3, fibtime: 2, gannfan: 2, pitchfork: 3, regression: 2,
+  // Annotation and shapes. brush is freehand: 0 = variable (BRUSH_MIN..BRUSH_MAX points).
+  arrow: 2, callout: 2, circle: 2, triangle: 3, brush: 0,
+  // More lines and measures: cross line, price label, info line, trend angle, price-only and date-only ranges.
+  crossline: 1, pricelabel: 1, infoline: 2, trendangle: 2, pricerange: 2, daterange: 2,
+  // Advanced: Elliott waves, harmonic / chart patterns, Gann box & square, pitchfork variants, icons.
+  elliott: 6, elliottabc: 4, xabcd: 5, abcd: 4, headshoulders: 7,
+  gannbox: 2, gannsquare: 2, schiff: 3, modschiff: 3, icon: 1,
+}
+/** Icon stickers (the drawing's label holds the icon name). */
+export const ICON_NAMES = ['flag', 'star', 'up', 'down', 'warning', 'check', 'cross', 'fire', 'target', 'bell', 'pin', 'clock', 'dollar', 'shield', 'bolt', 'heart', 'question', 'info']
+/** Sticker library (TradingView's emoji stickers): category → emoji. An icon label is a name or `emoji:<char>`. */
+export const STICKERS = {
+  trading: ['📈', '📉', '💰', '💸', '🚀', '🎯', '🔥', '💎', '🐂', '🐻', '🐋', '🚨', '🔔', '⏰', '📌', '🧭', '🛑', '🏦', '⚖️', '🪙'],
+  faces: ['😀', '😂', '😎', '🤔', '😱', '😭', '😡', '🥳', '🤯', '🙏', '👍', '👎', '👀', '💪', '🫡', '🤝'],
+  symbols: ['⭐', '❗', '❓', '💡', '🔒', '🔓', '⛔', '🟢', '🔴', '🟡', '⬆️', '⬇️', '↗️', '↘️', '🏁', '🎉', '✅', '❌', '⚠️', '♻️', '⏸️', '▶️'],
+}
+const STICKER_SET = new Set(Object.values(STICKERS).flat())
+/** Whether an icon drawing's label names a built-in icon or a library sticker. */
+export function isIconLabel(label) {
+  if (ICON_NAMES.includes(label)) return true
+  if (typeof label !== 'string' || !label.startsWith('emoji:')) return false
+  const emoji = label.slice(6)
+  return STICKER_SET.has(emoji) || isSingleEmoji(emoji)
+}
+
+/** Any one emoji (a single grapheme that is pictographic, or a regional-indicator flag), so the whole emoji set works as stickers. */
+export function isSingleEmoji(value) {
+  if (typeof value !== 'string' || !value || value.length > 32 || !/\p{Extended_Pictographic}|\p{Regional_Indicator}/u.test(value)) return false
+  return [...new Intl.Segmenter(undefined, { granularity: 'grapheme' }).segment(value)].length === 1
+}
+/** Gann box divisions on both axes (TradingView defaults). */
+export const GANN_BOX_LEVELS = [0, 0.25, 0.382, 0.5, 0.618, 0.75, 1]
+/** Drawings a price can cross: alerts fire when the mid price crosses them (once, like TradingView). */
+export const ALERT_KINDS = ['level', 'hray', 'trend', 'ray', 'extended']
+
+/** The line's price at `time`, or null when the drawing does not exist at that time. */
+export function linePriceAt(mark, time) {
+  if (mark.kind === 'level') return Number(mark.price)
+  const [a, b] = mark.kind === 'trend'
+    ? [{ time: mark.fromTime, price: mark.fromPrice }, { time: mark.toTime, price: mark.toPrice }]
+    : mark.points ?? []
+  if (!a) return null
+  if (mark.kind === 'hray') return time >= a.time ? a.price : null
+  if (!b || b.time === a.time) return null
+  if (mark.kind === 'trend' && (time < Math.min(a.time, b.time) || time > Math.max(a.time, b.time))) return null
+  if (mark.kind === 'ray' && (time - a.time) * (b.time - a.time) < 0) return null
+  return a.price + (b.price - a.price) * (time - a.time) / (b.time - a.time)
+}
+
+export const BRUSH_MIN = 2
+export const BRUSH_MAX = 500
+/** Kinds whose label is free text shown on the chart (up to 200 characters). */
+export const TEXT_KINDS = ['text', 'callout']
+/** Clicks that create a drawing when they differ from its stored anchor count. */
+export const DRAWING_CLICKS = { ...Object.fromEntries(Object.entries(DRAWING_POINTS)), long: 2, short: 2 }
+export const DRAWING_KINDS = Object.keys(DRAWING_POINTS)
+/** Fibonacci retracement levels (0 = second point, 1 = first point, as in TradingView). */
+export const FIB_LEVELS = [0, 0.236, 0.382, 0.5, 0.618, 0.786, 1]
+/** Trend-based Fibonacci extension levels (projected from the third point, TradingView defaults). */
+export const FIB_EXT_LEVELS = [0, 0.382, 0.618, 1, 1.272, 1.618, 2, 2.618]
+/** Fibonacci time zones: bar multiples of the first two points' spacing. */
+export const FIB_TIME_SERIES = [0, 1, 2, 3, 5, 8, 13, 21, 34, 55, 89]
+/** Gann fan angles as price/time ratios relative to the 1×1 line. */
+export const GANN_RATIOS = [[1, 8], [1, 4], [1, 3], [1, 2], [1, 1], [2, 1], [3, 1], [4, 1], [8, 1]]
+
+const OLDEST = Date.UTC(2015, 0, 1)
+
+/**
+ * Validate the geometry of one drawing request (throws on invalid input).
+ * @returns the geometry fields to persist for that kind.
+ */
+export function drawingGeometry(kind, request, now = Date.now()) {
+  if (!DRAWING_KINDS.includes(kind)) throw new Error(`画线类型必须为 ${DRAWING_KINDS.join('/')}`)
+  const latest = now + 365 * 86_400_000
+  const point = (time, price, label) => {
+    const t = Number(time), p = Number(price)
+    if (!Number.isFinite(t) || t < OLDEST || t > latest) throw new Error(`${label}时间必须为 2015 年至今后一年内的毫秒时间戳`)
+    if (!Number.isFinite(p) || p <= 0) throw new Error(`${label}价格必须为正数`)
+    return { time: t, price: p }
+  }
+  if (kind === 'level') {
+    const price = Number(request?.price)
+    if (!Number.isFinite(price) || price <= 0) throw new Error('水平线 price 必须为正数')
+    return { price }
+  }
+  if (kind === 'trend') {
+    const from = point(request?.fromTime, request?.fromPrice, '趋势线起点')
+    const to = point(request?.toTime, request?.toPrice, '趋势线终点')
+    if (to.time <= from.time) throw new Error('趋势线终点时间必须晚于起点')
+    return { fromTime: from.time, fromPrice: from.price, toTime: to.time, toPrice: to.price }
+  }
+  const need = DRAWING_POINTS[kind]
+  const raw = request?.points
+  if (kind === 'brush') {
+    if (!Array.isArray(raw) || raw.length < BRUSH_MIN || raw.length > BRUSH_MAX) throw new Error(`brush 需要 ${BRUSH_MIN}-${BRUSH_MAX} 个 points`)
+  } else if (!Array.isArray(raw) || raw.length !== need) throw new Error(`${kind} 需要 ${need} 个 points（{ time, price }）`)
+  const points = raw.map((item, index) => point(item?.time, item?.price, `第 ${index + 1} 个点`))
+  if (['trend', 'ray', 'extended', 'channel', 'fibchannel', 'gannfan', 'regression', 'fibtime', 'infoline', 'trendangle'].includes(kind) && points[0].time === points[1].time) throw new Error('前两个点的时间不能相同')
+  if ((kind === 'regression' || kind === 'fibtime' || kind === 'gannfan') && points[1].time < points[0].time) throw new Error('第二个点必须晚于第一个点')
+  if (kind === 'long' || kind === 'short') {
+    const [entry, stop, target] = points.map((item) => item.price)
+    const ok = kind === 'long' ? stop < entry && entry < target : target < entry && entry < stop
+    if (!ok) throw new Error(kind === 'long' ? '多头头寸需要 止损 < 入场 < 止盈' : '空头头寸需要 止盈 < 入场 < 止损')
+    if (points[1].time <= points[0].time) throw new Error('头寸右边界时间必须晚于入场时间')
+  }
+  return { points }
+}
+
+const COLOR = /^#[0-9a-fA-F]{6}$/
+export const LINE_STYLES = ['solid', 'dashed', 'dotted']
+
+/** Validate optional appearance fields; absent keys are left untouched. */
+export function drawingStyle(request) {
+  const style = {}
+  if (request?.color != null) {
+    if (typeof request.color !== 'string' || !COLOR.test(request.color)) throw new Error('画线颜色必须为 #RRGGBB')
+    style.color = request.color.toLowerCase()
+  }
+  if (request?.lineWidth != null) {
+    const width = Number(request.lineWidth)
+    if (!Number.isInteger(width) || width < 1 || width > 4) throw new Error('线宽必须为 1-4 的整数')
+    style.lineWidth = width
+  }
+  if (request?.lineStyle != null) {
+    if (!LINE_STYLES.includes(request.lineStyle)) throw new Error(`线型必须为 ${LINE_STYLES.join('/')}`)
+    style.lineStyle = request.lineStyle
+  }
+  for (const flag of ['shared', 'alert']) {
+    if (request?.[flag] == null) continue
+    if (typeof request[flag] !== 'boolean') throw new Error(`${flag} 必须为布尔值`)
+    style[flag] = request[flag]
+  }
+  if (style.alert && request?.kind != null && !ALERT_KINDS.includes(request.kind)) throw new Error(`只有 ${ALERT_KINDS.join('/')} 支持价格提醒`)
+  if (request?.hidden != null) {
+    if (typeof request.hidden !== 'boolean') throw new Error('hidden 必须为布尔值')
+    style.hidden = request.hidden
+  }
+  if (request?.locked != null) {
+    if (typeof request.locked !== 'boolean') throw new Error('locked 必须为布尔值')
+    style.locked = request.locked
+  }
+  return style
+}

package/lib/indicators.js

@@ -46,13 +46,18 @@ function closeTime(row, interval) {
   return minutes ? row.t + minutes * 60_000 - 1 : row.t
 }
 
-export function computeIndicators(candles, { now = Date.now(), interval } = {}) {
+/** Valid, de-duplicated, ascending candles split into closed rows and the count of still-forming ones. */
+export function closedCandles(candles, { now = Date.now(), interval } = {}) {
   const valid = (candles ?? []).map((c) => ({ t: Number(c.t), T: c.T, o: Number(c.o), h: Number(c.h), l: Number(c.l), c: Number(c.c), v: Number(c.v) }))
     .filter((c) => [c.t, c.o, c.h, c.l, c.c, c.v].every(Number.isFinite) && c.t > 0 && c.h >= c.l && c.c > 0)
     .sort((a, b) => a.t - b.t)
   const unique = [...new Map(valid.map((row) => [row.t, row])).values()]
   const rows = unique.filter((row) => closeTime(row, interval) < now)
-  const excludedOpen = unique.length - rows.length
+  return { rows, excludedOpen: unique.length - rows.length, closeTime: (row) => closeTime(row, interval) }
+}
+
+export function computeIndicators(candles, { now = Date.now(), interval } = {}) {
+  const { rows, excludedOpen } = closedCandles(candles, { now, interval })
   if (rows.length < 50) return { ready: false, candlesUsed: rows.length, excludedOpen, reason: '至少需要 50 根已收盘的有效 K 线' }
   const close = rows.map((c) => c.c)
   const volume = rows.map((c) => c.v)

package/lib/moving-average.d.ts

@@ -0,0 +1,21 @@
+export type MaKind = 'sma' | 'ema' | 'smma' | 'wma'
+export type MaSource = 'close' | 'open' | 'high' | 'low' | 'hl2' | 'hlc3' | 'ohlc4'
+export interface MaLine {
+  id: string
+  kind: MaKind
+  period: number
+  source: MaSource
+  smoothing: { kind: MaKind; period: number } | null
+  color?: string
+}
+export interface MaCandle { o: number; h: number; l: number; c: number }
+export declare const MA_KINDS: MaKind[]
+export declare const MA_SOURCES: MaSource[]
+export declare const MA_MAX_LINES: number
+export declare const MA_MAX_PERIOD: number
+export declare function normalizeMaLine(input: unknown): MaLine
+export declare function normalizeMaLines(list: unknown): MaLine[]
+export declare function maLabel(line: MaLine): string
+export declare function movingAverage(values: Array<number | null>, kind: MaKind, period: number): Array<number | null>
+export declare function maSeries(candles: MaCandle[], line: MaLine): { values: Array<number | null>; smoothed: Array<number | null> | null }
+export declare function maLatest(candles: MaCandle[], lines: MaLine[]): Array<{ id: string; label: string; value: number | null; smoothed: number | null; line: MaLine }>

package/lib/moving-average.js

@@ -0,0 +1,133 @@
+/**
+ * dsh-hyperliquid — configurable moving-average lines, shared by the host
+ * (hyper_market / hyper_chart) and the browser chart so both compute the
+ * exact same values.
+ *
+ * Definitions follow TradingView Pine:
+ *   SMA   ta.sma   arithmetic mean of the last n values
+ *   EMA   ta.ema   alpha = 2/(n+1), seeded with the SMA of the first n values
+ *   SMMA  ta.rma   alpha = 1/n (Wilder / smoothed MA), seeded with the SMA
+ *   WMA   ta.wma   linear weights n, n-1, …, 1 (newest heaviest)
+ * An optional smoothing applies a second MA to the first line, like the
+ * "Smoothing" setting of TradingView's moving-average indicators.
+ * @module lib/moving-average
+ */
+
+export const MA_KINDS = ['sma', 'ema', 'smma', 'wma']
+export const MA_SOURCES = ['close', 'open', 'high', 'low', 'hl2', 'hlc3', 'ohlc4']
+export const MA_MAX_LINES = 8
+export const MA_MAX_PERIOD = 500
+const COLOR = /^#[0-9a-fA-F]{6}$/
+
+/**
+ * Validate and canonicalize one line definition (throws on invalid input).
+ * @param {object} input - { kind, period, source?, smoothing?: { kind, period }, color? }
+ * @returns {{ id: string, kind: string, period: number, source: string, smoothing: { kind: string, period: number } | null, color?: string }}
+ */
+export function normalizeMaLine(input) {
+  if (!input || typeof input !== 'object') throw new Error('均线定义无效')
+  const kind = String(input.kind ?? '').toLowerCase()
+  if (!MA_KINDS.includes(kind)) throw new Error(`均线类型必须为 ${MA_KINDS.join('/')}`)
+  const period = Number(input.period)
+  if (!Number.isInteger(period) || period < 1 || period > MA_MAX_PERIOD) throw new Error(`均线周期必须为 1-${MA_MAX_PERIOD} 的整数`)
+  const source = String(input.source ?? 'close').toLowerCase()
+  if (!MA_SOURCES.includes(source)) throw new Error(`均线价格源必须为 ${MA_SOURCES.join('/')}`)
+  let smoothing = null
+  if (input.smoothing != null) {
+    const sKind = String(input.smoothing.kind ?? '').toLowerCase()
+    const sPeriod = Number(input.smoothing.period)
+    if (!MA_KINDS.includes(sKind)) throw new Error(`平滑类型必须为 ${MA_KINDS.join('/')}`)
+    if (!Number.isInteger(sPeriod) || sPeriod < 1 || sPeriod > MA_MAX_PERIOD) throw new Error(`平滑周期必须为 1-${MA_MAX_PERIOD} 的整数`)
+    smoothing = { kind: sKind, period: sPeriod }
+  }
+  const id = `${kind}${period}${source === 'close' ? '' : '-' + source}${smoothing ? `-${smoothing.kind}${smoothing.period}` : ''}`
+  const line = { id, kind, period, source, smoothing }
+  if (input.color != null) {
+    if (typeof input.color !== 'string' || !COLOR.test(input.color)) throw new Error('均线颜色必须为 #RRGGBB')
+    line.color = input.color.toLowerCase()
+  }
+  return line
+}
+
+/** Validate a whole set: at most MA_MAX_LINES, de-duplicated by id (last definition wins its slot). */
+export function normalizeMaLines(list) {
+  if (!Array.isArray(list)) throw new Error('均线列表无效')
+  const byId = new Map()
+  for (const item of list) { const line = normalizeMaLine(item); byId.set(line.id, line) }
+  if (byId.size > MA_MAX_LINES) throw new Error(`最多同时显示 ${MA_MAX_LINES} 条均线`)
+  return [...byId.values()]
+}
+
+/** "SMMA 7", "EMA 21 hl2", "SMA 20 · EMA 9". */
+export function maLabel(line) {
+  return `${line.kind.toUpperCase()} ${line.period}${line.source === 'close' ? '' : ' ' + line.source}${line.smoothing ? ` · ${line.smoothing.kind.toUpperCase()} ${line.smoothing.period}` : ''}`
+}
+
+function sourceOf(candle, source) {
+  const o = Number(candle.o), h = Number(candle.h), l = Number(candle.l), c = Number(candle.c)
+  switch (source) {
+    case 'open': return o
+    case 'high': return h
+    case 'low': return l
+    case 'hl2': return (h + l) / 2
+    case 'hlc3': return (h + l + c) / 3
+    case 'ohlc4': return (o + h + l + c) / 4
+    default: return c
+  }
+}
+
+/**
+ * One MA over a series that may start with nulls (e.g. the input of a smoothing pass).
+ * @param {Array<number|null>} values
+ * @param {string} kind
+ * @param {number} period
+ * @returns {Array<number|null>} aligned with `values`; null until enough data.
+ */
+export function movingAverage(values, kind, period) {
+  const out = new Array(values.length).fill(null)
+  const window = []
+  let prior = null
+  for (let i = 0; i < values.length; i += 1) {
+    const value = values[i]
+    if (value == null || !Number.isFinite(value)) { if (kind === 'sma' || kind === 'wma') window.length = 0; continue }
+    if (kind === 'sma' || kind === 'wma') {
+      window.push(value)
+      if (window.length > period) window.shift()
+      if (window.length < period) continue
+      if (kind === 'sma') out[i] = window.reduce((sum, v) => sum + v, 0) / period
+      else { let num = 0; for (let k = 0; k < period; k += 1) num += window[k] * (k + 1); out[i] = num / (period * (period + 1) / 2) }
+      continue
+    }
+    // ema / smma: seed with the SMA of the first `period` values, then recurse.
+    if (prior == null) {
+      window.push(value)
+      if (window.length < period) continue
+      prior = window.reduce((sum, v) => sum + v, 0) / period
+    } else {
+      const alpha = kind === 'ema' ? 2 / (period + 1) : 1 / period
+      prior = alpha * value + (1 - alpha) * prior
+    }
+    out[i] = prior
+  }
+  return out
+}
+
+/**
+ * Values of one normalized line over candles (ascending by time).
+ * @returns {{ values: Array<number|null>, smoothed: Array<number|null> | null }}
+ */
+export function maSeries(candles, line) {
+  const input = candles.map((candle) => { const v = sourceOf(candle, line.source); return Number.isFinite(v) ? v : null })
+  const values = movingAverage(input, line.kind, line.period)
+  const smoothed = line.smoothing ? movingAverage(values, line.smoothing.kind, line.smoothing.period) : null
+  return { values, smoothed }
+}
+
+/** Latest defined value of each line (and its smoothing) — what the agent reads. */
+export function maLatest(candles, lines) {
+  return lines.map((line) => {
+    const { values, smoothed } = maSeries(candles, line)
+    const last = (series) => { for (let i = series.length - 1; i >= 0; i -= 1) if (series[i] != null) return series[i]; return null }
+    return { id: line.id, label: maLabel(line), value: last(values), smoothed: smoothed ? last(smoothed) : null, line }
+  })
+}