dsh-hyperliquid 0.1.0 → 0.3.0

package/lib/store.js

@@ -5,18 +5,22 @@
  * @module lib/store.js
  */
 
-import { readFileSync, writeFileSync, renameSync, mkdirSync, existsSync, rmSync } from 'node:fs'
+import { readFileSync, writeFileSync, renameSync, mkdirSync, existsSync, rmSync, unlinkSync } from 'node:fs'
 import { dirname, join } from 'node:path'
 import { randomUUID, createHash } from 'node:crypto'
 import { canonicalMarketCoin } from './market-symbol.js'
+import { normalizePaperCosts } from './workspace-settings.js'
 
 const PAPER_START_USD = 100_000
 const WORKSPACE_DEFAULTS = Object.freeze({
-  interval: '15m', bookGrouping: 'full', chartTab: 'chart', tapeTab: 'book', bottomTab: 'positions', indicators: ['volume'],
-  priceScale: 'normal', chartRanges: {}, chartLayers: { orders: true, fills: true, drawings: true },
+  interval: '15m', bookGrouping: 'full', chartTab: 'chart', tapeTab: 'book', bottomTab: 'positions', indicators: ['volume'], maLines: [],
+  priceScale: 'normal', chartType: 'candles', chartRanges: {}, chartLayers: { orders: true, fills: true, drawings: true },
   layout: { sessionsWidth: 232, chatWidth: 480, sessionsCollapsed: false, deskCollapsed: false, chatCollapsed: false },
 })
 
+/** Drawings per chart (session + coin, all intervals); the pan budget is verified at this size. */
+export const MAX_CHART_MARKS = 100
+
 export class HyperStore {
   constructor(dataDir, paperNetwork = 'testnet') {
     this.dataDir = dataDir
@@ -26,6 +30,7 @@ export class HyperStore {
     this.liveOrdersFile = join(dataDir, 'live-orders.json')
     this.liveDecisionsFile = join(dataDir, 'live-decisions.json')
     this.chartMarksFile = join(dataDir, 'chart-marks.json')
+    this.riskSettingsFile = join(dataDir, 'risk-settings.json')
     this.events = [] // UI event ring
     this.eventSeq = 0
     this.sessions = this.#readJson(this.sessionsFile, { sessions: {} })
@@ -109,6 +114,14 @@ export class HyperStore {
     catch { throw new Error(`会话文件损坏：${file}`) }
   }
 
+  getRiskSettings() { return this.#readArtifact(this.riskSettingsFile, null) }
+
+  saveRiskSettings(settings) { this.#writeJson(this.riskSettingsFile, settings) }
+
+  clearRiskSettings() {
+    if (existsSync(this.riskSettingsFile)) unlinkSync(this.riskSettingsFile)
+  }
+
   #migrateChartMarks() {
     if (!existsSync(this.chartMarksFile)) return
     const legacy = this.#readArtifact(this.chartMarksFile, [])
@@ -211,29 +224,95 @@ export class HyperStore {
     return this.sessions.sessions[sessionId] ?? null
   }
 
+  /**
+   * Drawings synced to every trading session of a coin (TradingView's "sync drawings"):
+   * one shared file; each drawing keeps the session that created it as `sessionId`.
+   */
+  #shared() {
+    if (!this.sharedMarks) {
+      const marks = this.#readArtifact(join(this.dataDir, 'shared-chart-marks.json'), [])
+      if (!Array.isArray(marks)) throw new Error('共享图表标注文件损坏')
+      this.sharedMarks = marks
+    }
+    return this.sharedMarks
+  }
+
+  #saveShared() { this.#writeJson(join(this.dataDir, 'shared-chart-marks.json'), this.#shared()) }
+
+  #saveSession(sessionId) { this.#writeJson(this.#sessionFile(sessionId, 'chart-marks.json'), this.#marks(sessionId)) }
+
+  #notify(mark, sessionId) {
+    this.recordEvent('chart.mark', mark.shared
+      ? { sessionId: null, shared: true, coin: mark.coin, interval: mark.interval, id: mark.id }
+      : { sessionId, coin: mark.coin, interval: mark.interval, id: mark.id })
+  }
+
   listChartMarks(sessionId, coin, interval) {
-    return this.#marks(sessionId).filter((mark) => mark.coin === coin && mark.interval === interval)
+    const match = (mark) => mark.coin === coin && (interval == null || mark.interval === interval)
+    return [...this.#marks(sessionId).filter(match), ...this.#shared().filter(match)]
+  }
+
+  /** Every drawing that lives in a session file or the shared file (for host-side watchers). */
+  allChartMarks() {
+    const sessions = Object.keys(this.sessions?.sessions ?? {})
+    return [...sessions.flatMap((id) => { try { return this.#marks(id) } catch { return [] } }), ...this.#shared()]
   }
 
   addChartMark(mark) {
-    const related = this.listChartMarks(mark.sessionId, mark.coin, mark.interval)
-    if (related.length >= 30) throw new Error('当前图表最多保留 30 条标注，请先删除旧线')
-    const marks = this.#marks(mark.sessionId)
+    // The chart shows a coin's drawings from every interval, so the cap counts them all.
+    const related = this.listChartMarks(mark.sessionId, mark.coin)
+    if (related.length >= MAX_CHART_MARKS) throw new Error(`当前图表最多保留 ${MAX_CHART_MARKS} 条标注，请先删除旧线`)
+    const marks = mark.shared ? this.#shared() : this.#marks(mark.sessionId)
     if (marks.length >= 300) throw new Error('当前会话最多保留 300 条图表标注，请先删除旧线')
     const saved = { ...mark, id: randomUUID(), createdAt: Date.now() }
     marks.push(saved)
-    this.#writeJson(this.#sessionFile(mark.sessionId, 'chart-marks.json'), marks)
-    this.recordEvent('chart.mark', { sessionId: mark.sessionId, coin: mark.coin, interval: mark.interval, id: saved.id })
+    if (mark.shared) this.#saveShared(); else this.#saveSession(mark.sessionId)
+    this.#notify(saved, mark.sessionId)
     return saved
   }
 
+  getChartMark(sessionId, id) {
+    const mark = this.#marks(sessionId).find((row) => row.id === id) ?? this.#shared().find((row) => row.id === id)
+    if (!mark) throw new Error('图表标注不存在或不属于当前会话')
+    return mark
+  }
+
+  /** Patch one drawing; toggling `shared` moves it between the session file and the shared file. */
+  updateChartMark(sessionId, id, fields) {
+    const own = this.#marks(sessionId), shared = this.#shared()
+    const inShared = !own.some((row) => row.id === id)
+    const list = inShared ? shared : own
+    const index = list.findIndex((row) => row.id === id)
+    if (index < 0) throw new Error('图表标注不存在或不属于当前会话')
+    const next = { ...list[index], ...fields, updatedAt: Date.now() }
+    // Cleared fields (undefined) are removed, so stored and returned drawings stay lossless JSON.
+    for (const [key, value] of Object.entries(next)) if (value === undefined) delete next[key]
+    if (!next.shared) delete next.shared
+    const moving = Boolean(next.shared) !== inShared
+    if (moving) {
+      list.splice(index, 1)
+      if (next.shared) shared.push(next); else own.push({ ...next, sessionId })
+      this.#saveShared(); this.#saveSession(sessionId)
+      // Both the old and the new owners must reload.
+      this.recordEvent('chart.mark', { sessionId: null, shared: true, coin: next.coin, interval: next.interval, id })
+      this.recordEvent('chart.mark', { sessionId, coin: next.coin, interval: next.interval, id })
+      return next.shared ? next : { ...next, sessionId }
+    }
+    list[index] = next
+    if (inShared) this.#saveShared(); else this.#saveSession(sessionId)
+    this.#notify(next, sessionId)
+    return next
+  }
+
   removeChartMark(sessionId, id) {
-    const marks = this.#marks(sessionId)
-    const mark = marks.find((row) => row.id === id)
+    const own = this.#marks(sessionId)
+    const inShared = !own.some((row) => row.id === id)
+    const list = inShared ? this.#shared() : own
+    const mark = list.find((row) => row.id === id)
     if (!mark) throw new Error('图表标注不存在或不属于当前会话')
-    this.chartMarksBySession.set(sessionId, marks.filter((row) => row !== mark))
-    this.#writeJson(this.#sessionFile(sessionId, 'chart-marks.json'), this.#marks(sessionId))
-    this.recordEvent('chart.mark', { sessionId, coin: mark.coin, interval: mark.interval, id })
+    list.splice(list.indexOf(mark), 1)
+    if (inShared) this.#saveShared(); else this.#saveSession(sessionId)
+    this.#notify(mark, sessionId)
     return mark
   }
 
@@ -254,16 +333,39 @@ export class HyperStore {
     return JSON.parse(JSON.stringify(this.paper))
   }
 
+  paperCosts() {
+    const file = join(this.dataDir, 'paper-costs.json')
+    return normalizePaperCosts(existsSync(file) ? JSON.parse(readFileSync(file, 'utf8')) : undefined)
+  }
+  setPaperCosts(input) {
+    const costs = normalizePaperCosts(input)
+    this.#writeJson(join(this.dataDir, 'paper-costs.json'), costs)
+    return costs
+  }
+  indicatorTemplates() { return this.#readJson(join(this.dataDir, 'indicator-templates.json'), []) }
+  saveIndicatorTemplate(template) {
+    const rows = this.indicatorTemplates()
+    if (!rows.some((row) => row.id === template.id) && rows.length >= 20) throw Error('最多保存 20 个指标模板')
+    const next = { ...template, id: template.id || randomUUID(), updatedAt: Date.now() }
+    this.#writeJson(join(this.dataDir, 'indicator-templates.json'), [...rows.filter((row) => row.id !== next.id), next])
+    return next
+  }
+  removeIndicatorTemplate(id) {
+    this.#writeJson(join(this.dataDir, 'indicator-templates.json'), this.indicatorTemplates().filter((row) => row.id !== id))
+  }
+
   /**
    * Fill a paper order against the given mid with a simple slippage model.
    * @returns the fill record
    */
-  paperFill({ coin, isBuy, sz, px, time = Date.now(), reason = 'order' }) {
+  paperFill({ coin, isBuy, sz, px, time = Date.now(), reason = 'order', sessionId = null, feeBps = 0, referencePx = null, slippageBps = null }) {
     const szNum = Number(sz)
     const pxNum = Number(px)
     if (!Number.isFinite(szNum) || szNum <= 0) throw new Error('paper: 无效数量')
     if (!Number.isFinite(pxNum) || pxNum <= 0) throw new Error('paper: 无效价格')
     const notional = szNum * pxNum
+    if (!Number.isFinite(feeBps) || feeBps < 0 || feeBps > 100) throw Error('paper: 无效手续费')
+    const fee = notional * feeBps / 10_000
     const pos = this.paper.positions[coin] ?? { size: 0, entryPx: pxNum, leverage: this.paper.leverageByCoin?.[coin] ?? 1 }
     const signed = isBuy ? szNum : -szNum
     const prevSize = pos.size
@@ -286,10 +388,13 @@ export class HyperStore {
       pos.size = newSize
       this.paper.positions[coin] = pos
     }
-    this.paper.usd += realized // realized PnL settles into cash; margin tracked conceptually
-    const fill = { coin, isBuy, sz: szNum, px: pxNum, notional, realized, time, reason }
+    this.paper.usd += realized - fee
+    // sessionId: the trading conversation whose decision produced this fill.
+    const fill = { oid: `paper-${randomUUID()}`, coin, isBuy, sz: szNum, px: pxNum, notional, realized, closedPnl: realized,
+      fee, feeToken: 'USDC', netPnl: realized - fee, feeBps, referencePx, slippageBps,
+      closedSize: Math.min(Math.abs(prevSize), Math.sign(prevSize) !== Math.sign(signed) ? szNum : 0), startPosition: prevSize, time, reason, sessionId }
     this.paper.fills.unshift(fill)
-    if (this.paper.fills.length > 200) this.paper.fills.length = 200
+    if (this.paper.fills.length > 5000) this.paper.fills.length = 5000
     this.#writeJson(this.paperFile, this.paper)
     this.recordEvent('paper.fill', fill)
     return fill
@@ -298,7 +403,7 @@ export class HyperStore {
   paperOrderRecord(order) {
     const row = { ...order, time: Date.now(), status: 'filled' }
     this.paper.orders.unshift(row)
-    if (this.paper.orders.length > 200) this.paper.orders.length = 200
+    if (this.paper.orders.length > 5000) this.paper.orders.length = 5000
     this.#writeJson(this.paperFile, this.paper)
     this.recordEvent('paper.order', row)
   }

package/lib/studies.d.ts

@@ -0,0 +1,13 @@
+export interface IndicatorSettings {
+  rsi: { period: number; lower: number; upper: number }
+  macd: { fast: number; slow: number; signal: number }
+  bollinger: { period: number; multiplier: number }
+  stochastic: { period: number; smoothK: number; smoothD: number; lower: number; upper: number }
+  adx: { period: number; smoothing: number }
+}
+export type StudyKey = 'sma20' | 'sma60' | 'ema20' | 'ema50' | 'basis' | 'upper' | 'lower' | 'rsi14' | 'macd' | 'signal' | 'histogram' | 'atr14' | 'vwap' | 'stochK' | 'stochD' | 'adx' | 'plusDI' | 'minusDI' | 'obv'
+export declare const INDICATOR_IDS: string[]
+export declare const DEFAULT_INDICATOR_SETTINGS: IndicatorSettings
+export declare function normalizeIndicatorSettings(input?: unknown): IndicatorSettings
+export declare function computeStudies(candles: readonly {t: number; o: number; h: number; l: number; c: number; v: number}[], input?: IndicatorSettings): Record<StudyKey, Array<{ time: number; value: number }>>
+export declare function studyDefinitions(input?: IndicatorSettings): Array<[string, StudyKey, string]>

package/lib/studies.js

@@ -0,0 +1,157 @@
+/** Shared chart/agent study definitions. All values are derived from the supplied candle window. */
+export const INDICATOR_IDS = ['volume', 'sma20', 'sma60', 'ema20', 'ema50', 'bollinger20', 'rsi14', 'macd', 'atr14', 'vwap', 'stochastic', 'adx', 'obv']
+export const DEFAULT_INDICATOR_SETTINGS = {
+  rsi: { period: 14, lower: 30, upper: 70 }, macd: { fast: 12, slow: 26, signal: 9 },
+  bollinger: { period: 20, multiplier: 2 }, stochastic: { period: 14, smoothK: 3, smoothD: 3, lower: 20, upper: 80 },
+  adx: { period: 14, smoothing: 14 },
+}
+export function normalizeIndicatorSettings(input = {}) {
+  if (!input || typeof input !== 'object' || Array.isArray(input) || Object.keys(input).some((key) => !Object.hasOwn(DEFAULT_INDICATOR_SETTINGS, key))) throw Error('指标参数无效')
+  const result = {}
+  for (const [section, defaults] of Object.entries(DEFAULT_INDICATOR_SETTINGS)) {
+    const supplied = input[section] ?? {}
+    if (typeof supplied !== 'object' || Array.isArray(supplied) || Object.keys(supplied).some((key) => !Object.hasOwn(defaults, key))) throw Error('指标参数字段无效')
+    const values = { ...defaults, ...supplied }
+    for (const [key, value] of Object.entries(values)) {
+      if (typeof value !== 'number' || !Number.isFinite(value)) throw Error(`${section}.${key} 必须为数值`)
+      if (key === 'multiplier') { if (value <= 0 || value > 10) throw Error('布林带倍数必须大于 0 且不超过 10') }
+      else if (key === 'lower' || key === 'upper') { if (value < 0 || value > 100) throw Error('指标阈值必须为 0–100') }
+      else if (!Number.isInteger(value) || value < 1 || value > 500) throw Error('指标周期必须为 1–500 的整数')
+    }
+    if ('lower' in values && values.lower >= values.upper) throw Error('指标下阈值必须小于上阈值')
+    result[section] = values
+  }
+  if (result.macd.fast >= result.macd.slow) throw Error('MACD 快线周期必须小于慢线周期')
+  return result
+}
+function nullableSma(values, period) {
+  return values.map((_, i) => {
+    if (i < period - 1) return null
+    const window = values.slice(i - period + 1, i + 1)
+    return window.some((value) => value == null) ? null : window.reduce((sum, value) => sum + value, 0) / period
+  })
+}
+function rma(values, period) {
+  let prior = null, seed = []
+  return values.map((value) => {
+    if (value == null) return null
+    if (prior == null) { seed.push(value); if (seed.length < period) return null; prior = seed.reduce((sum, item) => sum + item, 0) / period }
+    else prior = (prior * (period - 1) + value) / period
+    return prior
+  })
+}
+export function studyDefinitions(input) {
+  const p = normalizeIndicatorSettings(input)
+  return [
+    ['sma20', 'sma20', 'SMA20'], ['sma60', 'sma60', 'MA60'], ['ema20', 'ema20', 'EMA20'], ['ema50', 'ema50', 'EMA50'],
+    ['bollinger20', 'basis', `BOLL ${p.bollinger.period} × ${p.bollinger.multiplier}`], ['bollinger20', 'upper', 'BOLL upper'], ['bollinger20', 'lower', 'BOLL lower'],
+    ['rsi14', 'rsi14', `RSI${p.rsi.period}`], ['macd', 'macd', p.macd.fast === 12 && p.macd.slow === 26 && p.macd.signal === 9 ? 'MACD' : `MACD ${p.macd.fast}/${p.macd.slow}/${p.macd.signal}`], ['macd', 'signal', 'Signal'], ['macd', 'histogram', 'Hist'],
+    ['atr14', 'atr14', 'ATR14'], ['vwap', 'vwap', 'VWAP (UTC HLC3)'], ['stochastic', 'stochK', `Stoch %K ${p.stochastic.period}/${p.stochastic.smoothK}`], ['stochastic', 'stochD', `Stoch %D ${p.stochastic.smoothD}`],
+    ['adx', 'adx', `ADX ${p.adx.period}/${p.adx.smoothing}`], ['adx', 'plusDI', '+DI'], ['adx', 'minusDI', '-DI'], ['obv', 'obv', 'OBV'],
+  ]
+}
+function points(rows, values) {
+  return values.flatMap((value, index) => value == null || !Number.isFinite(value)
+    ? [] : [{ time: Math.floor(rows[index].t / 1000), value }])
+}
+
+function sma(values, period) {
+  let sum = 0
+  return values.map((value, index) => {
+    sum += value
+    if (index >= period) sum -= values[index - period]
+    return index >= period - 1 ? sum / period : null
+  })
+}
+
+function ema(values, period) {
+  const result = Array(values.length).fill(null)
+  const alpha = 2 / (period + 1)
+  let seed = []
+  let prior = null
+  for (let i = 0; i < values.length; i += 1) {
+    const value = values[i]
+    if (value == null) continue
+    if (prior == null) {
+      seed.push(value)
+      if (seed.length < period) continue
+      prior = seed.reduce((total, current) => total + current, 0) / period
+    } else prior = value * alpha + prior * (1 - alpha)
+    result[i] = prior
+  }
+  return result
+}
+
+export function computeStudies(candles, input) {
+  const settings = normalizeIndicatorSettings(input)
+  const rows = candles.filter((row) => Number.isFinite(row.c) && row.c > 0 && Number.isFinite(row.t))
+  const closes = rows.map((row) => row.c)
+  const mean = sma(closes, settings.bollinger.period)
+  const ema12 = ema(closes, settings.macd.fast)
+  const ema26 = ema(closes, settings.macd.slow)
+  const macd = ema12.map((value, index) => value == null || ema26[index] == null ? null : value - ema26[index])
+  const signal = ema(macd, settings.macd.signal)
+  const deviation = mean.map((value, index) => value == null ? null : Math.sqrt(
+    closes.slice(index - settings.bollinger.period + 1, index + 1).reduce((total, close) => total + (close - value) ** 2, 0) / settings.bollinger.period,
+  ))
+  const rsi = Array(rows.length).fill(null)
+  let gain = 0; let loss = 0
+  for (let i = 1; i < rows.length; i += 1) {
+    const delta = closes[i] - closes[i - 1]
+    const up = Math.max(delta, 0); const down = Math.max(-delta, 0)
+    if (i <= settings.rsi.period) { gain += up; loss += down }
+    else { gain = (gain * (settings.rsi.period - 1) + up) / settings.rsi.period; loss = (loss * (settings.rsi.period - 1) + down) / settings.rsi.period }
+    if (i === settings.rsi.period) { gain /= settings.rsi.period; loss /= settings.rsi.period }
+    if (i >= settings.rsi.period) rsi[i] = loss === 0 ? gain === 0 ? 50 : 100 : 100 - 100 / (1 + gain / loss)
+  }
+  const point = (values) => points(rows, values)
+  const atr = Array(rows.length).fill(null)
+  let rangeSum = 0
+  for (let i = 1; i < rows.length; i += 1) {
+    const range = Math.max(rows[i].h - rows[i].l, Math.abs(rows[i].h - rows[i - 1].c), Math.abs(rows[i].l - rows[i - 1].c))
+    if (i <= 14) rangeSum += range
+    if (i === 14) atr[i] = rangeSum / 14
+    if (i > 14) atr[i] = (atr[i - 1] * 13 + range) / 14
+  }
+  // UTC sessions, HLC3 weighted by base volume. A partial first day is omitted.
+  let day = -1, weighted = 0, volume = 0, complete = false
+  const vwap = rows.map((row) => {
+    const nextDay = Math.floor(row.t / 86_400_000)
+    if (nextDay !== day) {
+      // After the first observed day, the exchange can legitimately skip empty
+      // midnight bars (e.g. closed HIP-3 markets); the next available bar starts it.
+      complete = day >= 0 || row.t % 86_400_000 === 0
+      day = nextDay; weighted = 0; volume = 0
+    }
+    if (!Number.isFinite(row.v) || row.v < 0) return null
+    weighted += (row.h + row.l + row.c) / 3 * row.v
+    volume += row.v
+    return complete && volume > 0 ? weighted / volume : null
+  })
+  const rawK = rows.map((row, index) => {
+    if (index < settings.stochastic.period - 1) return null
+    const window = rows.slice(index - settings.stochastic.period + 1, index + 1)
+    const low = Math.min(...window.map((bar) => bar.l)), high = Math.max(...window.map((bar) => bar.h))
+    return high === low ? null : 100 * (row.c - low) / (high - low)
+  })
+  const stochK = nullableSma(rawK, settings.stochastic.smoothK)
+  const stochD = nullableSma(stochK, settings.stochastic.smoothD)
+  const tr = rows.map((row, i) => i === 0 ? null : Math.max(row.h - row.l, Math.abs(row.h - rows[i - 1].c), Math.abs(row.l - rows[i - 1].c)))
+  const plus = rows.map((row, i) => { if (!i) return null; const up = row.h - rows[i - 1].h, down = rows[i - 1].l - row.l; return up > down && up > 0 ? up : 0 })
+  const minus = rows.map((row, i) => { if (!i) return null; const up = row.h - rows[i - 1].h, down = rows[i - 1].l - row.l; return down > up && down > 0 ? down : 0 })
+  const atrDm = rma(tr, settings.adx.period), plusRma = rma(plus, settings.adx.period), minusRma = rma(minus, settings.adx.period)
+  const di = (values) => values.map((value, i) => value == null || atrDm[i] == null ? null : atrDm[i] === 0 ? 0 : 100 * value / atrDm[i])
+  const plusDI = di(plusRma), minusDI = di(minusRma)
+  const dx = plusDI.map((value, i) => value == null || minusDI[i] == null ? null : value + minusDI[i] === 0 ? 0 : 100 * Math.abs(value - minusDI[i]) / (value + minusDI[i]))
+  let balance = 0
+  const obv = rows.map((row, i) => { if (i) balance += Math.sign(row.c - rows[i - 1].c) * row.v; return balance })
+  return {
+    stochK: point(stochK), stochD: point(stochD), adx: point(rma(dx, settings.adx.smoothing)), plusDI: point(plusDI), minusDI: point(minusDI), obv: point(obv),
+    sma20: point(sma(closes, 20)), basis: point(mean), sma60: point(sma(closes, 60)), ema20: point(ema(closes, 20)), ema50: point(ema(closes, 50)),
+    upper: point(mean.map((value, index) => value == null ? null : value + settings.bollinger.multiplier * deviation[index])),
+    lower: point(mean.map((value, index) => value == null ? null : value - settings.bollinger.multiplier * deviation[index])),
+    rsi14: point(rsi), macd: point(macd), signal: point(signal),
+    histogram: point(macd.map((value, index) => value == null || signal[index] == null ? null : value - signal[index])),
+    atr14: point(atr), vwap: point(vwap),
+  }
+}