jcc_hyper_tool 0.1.5 → 0.1.6

package/dist/advisor/ambushPolicy.d.ts

@@ -0,0 +1,47 @@
+import type { BracketIntentRecord, TradeStateFile } from "../core/state/schema.js";
+import type { AdvisorAction } from "./actionSchema.js";
+export type PendingAmbushSummary = {
+    intentId: string;
+    phase: string;
+    side: "buy" | "sell";
+    limitPx: number;
+    sz: number;
+    tpPx: number;
+    slPx: number;
+    expiresAtMs: number;
+    expiresInSec: number;
+    strategy?: "scalp" | "ambush";
+};
+export declare function isAmbushBracket(intent: BracketIntentRecord): boolean;
+export declare function isActivePendingAmbush(intent: BracketIntentRecord, nowMs: number): boolean;
+export declare function listPendingAmbushIntents(state: TradeStateFile, coin: string, nowMs: number): PendingAmbushSummary[];
+export declare function hasActiveUnexpiredAmbush(state: TradeStateFile, coin: string, nowMs: number): boolean;
+export declare function priceDeviationFraction(oldPx: number, newPx: number): number;
+export declare function shouldReplaceAmbush(existingLimitPx: number, newLimitPx: number, thresholdPct: number): boolean;
+export declare function requestBracketEntryCancel(statePath: string, intentId: string, nowMs: number): Promise<void>;
+export declare function findActiveProtectionBracket(state: TradeStateFile, coin: string): BracketIntentRecord | undefined;
+export declare function resolvePositionOpenAgeSec(params: {
+    state: TradeStateFile;
+    coin: string;
+    nowMs: number;
+}): number | undefined;
+export declare function hasPriceHitTpOrSl(side: "buy" | "sell", mid: number, tp: number, sl: number): boolean;
+export type AmbushReplaceResult = {
+    cancelledIntentIds: string[];
+    skippedDuplicate: boolean;
+};
+/**
+ * Before placing a new ambush: cancel stale pending ambushes when price/side diverges;
+ * block duplicate placement when an unexpired ambush already matches the new estimate.
+ */
+export declare function reconcilePendingAmbushBeforePlace(params: {
+    statePath: string;
+    coin: string;
+    action: Extract<AdvisorAction, {
+        action: "place_limit_ambush";
+    }>;
+    replaceDeviationPct: number;
+    nowMs: number;
+}): Promise<AmbushReplaceResult>;
+export declare function ambushActionSummary(action: AdvisorAction): string | undefined;
+//# sourceMappingURL=ambushPolicy.d.ts.map

package/dist/advisor/ambushPolicy.d.ts.map

@@ -0,0 +1 @@
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package/dist/advisor/ambushPolicy.js

@@ -0,0 +1,161 @@
+import { ConfigError } from "../core/errors.js";
+import { readOrCreateTradeStateFile, updateTradeStateFileAtomic } from "../core/state/store.js";
+import { isAdvisorBracketOpenAction } from "./actionSchema.js";
+const PENDING_ENTRY_PHASES = new Set(["planned", "entry_pending", "entry_partial"]);
+export function isAmbushBracket(intent) {
+    // undefined strategy = legacy intent, treated as ambush
+    return intent.strategy !== "scalp";
+}
+export function isActivePendingAmbush(intent, nowMs) {
+    if (!isAmbushBracket(intent)) {
+        return false;
+    }
+    if (!PENDING_ENTRY_PHASES.has(intent.phase)) {
+        return false;
+    }
+    if (intent.expiresAtMs !== undefined && nowMs > intent.expiresAtMs) {
+        return false;
+    }
+    return intent.phase !== "expired" && intent.phase !== "cancelled";
+}
+export function listPendingAmbushIntents(state, coin, nowMs) {
+    const out = [];
+    for (const [intentId, intent] of Object.entries(state.intents)) {
+        if (intent.kind !== "bracket" || intent.coin !== coin) {
+            continue;
+        }
+        if (!isActivePendingAmbush(intent, nowMs)) {
+            continue;
+        }
+        const expiresAtMs = intent.expiresAtMs ?? nowMs;
+        out.push({
+            intentId,
+            phase: intent.phase,
+            side: intent.entrySide,
+            limitPx: intent.entryLimitPx,
+            sz: intent.entrySz,
+            tpPx: intent.tpTriggerPx,
+            slPx: intent.slTriggerPx,
+            expiresAtMs,
+            expiresInSec: Math.max(0, Math.ceil((expiresAtMs - nowMs) / 1000)),
+            strategy: intent.strategy,
+        });
+    }
+    return out.sort((a, b) => a.expiresAtMs - b.expiresAtMs);
+}
+export function hasActiveUnexpiredAmbush(state, coin, nowMs) {
+    return listPendingAmbushIntents(state, coin, nowMs).length > 0;
+}
+export function priceDeviationFraction(oldPx, newPx) {
+    if (!Number.isFinite(oldPx) || oldPx <= 0) {
+        return Number.POSITIVE_INFINITY;
+    }
+    return Math.abs(newPx - oldPx) / oldPx;
+}
+export function shouldReplaceAmbush(existingLimitPx, newLimitPx, thresholdPct) {
+    return priceDeviationFraction(existingLimitPx, newLimitPx) > thresholdPct;
+}
+export async function requestBracketEntryCancel(statePath, intentId, nowMs) {
+    await updateTradeStateFileAtomic(statePath, (cur) => {
+        const row = cur.intents[intentId];
+        if (!row || row.kind !== "bracket") {
+            throw new ConfigError(`Bracket intent not found: ${intentId}`);
+        }
+        const nextB = { ...row, cancelRequested: true, updatedAtMs: nowMs };
+        return {
+            ...cur,
+            updatedAtMs: nowMs,
+            intents: { ...cur.intents, [intentId]: nextB },
+            events: [
+                ...cur.events,
+                {
+                    t: nowMs,
+                    intentId,
+                    type: "user_cancel_request",
+                    message: "cancelRequested=true (advise ambush replace)",
+                },
+            ],
+        };
+    }, nowMs);
+}
+export function findActiveProtectionBracket(state, coin) {
+    for (const intent of Object.values(state.intents)) {
+        if (intent.kind !== "bracket" || intent.coin !== coin) {
+            continue;
+        }
+        if (intent.phase === "protection_active" || intent.phase === "entry_filled") {
+            return intent;
+        }
+    }
+    return undefined;
+}
+export function resolvePositionOpenAgeSec(params) {
+    const bracket = findActiveProtectionBracket(params.state, params.coin);
+    if (bracket) {
+        for (let i = params.state.events.length - 1; i >= 0; i--) {
+            const ev = params.state.events[i];
+            if (ev.intentId !== bracket.id) {
+                continue;
+            }
+            if (ev.message?.includes("entry_filled") || ev.type === "phase" && ev.message?.includes("entry_filled")) {
+                return Math.max(0, (params.nowMs - ev.t) / 1000);
+            }
+        }
+        return Math.max(0, (params.nowMs - bracket.createdAtMs) / 1000);
+    }
+    const history = params.state.adviseExecuteHistory;
+    if (!history) {
+        return undefined;
+    }
+    let latest;
+    for (const [key, rec] of Object.entries(history)) {
+        if (!key.startsWith(`${params.coin}:`)) {
+            continue;
+        }
+        if (rec.action !== "place_limit_ambush" &&
+            rec.action !== "open_with_bracket") {
+            continue;
+        }
+        if (latest === undefined || rec.atMs > latest) {
+            latest = rec.atMs;
+        }
+    }
+    if (latest === undefined) {
+        return undefined;
+    }
+    return Math.max(0, (params.nowMs - latest) / 1000);
+}
+export function hasPriceHitTpOrSl(side, mid, tp, sl) {
+    if (side === "buy") {
+        return mid >= tp || mid <= sl;
+    }
+    return mid <= tp || mid >= sl;
+}
+/**
+ * Before placing a new ambush: cancel stale pending ambushes when price/side diverges;
+ * block duplicate placement when an unexpired ambush already matches the new estimate.
+ */
+export async function reconcilePendingAmbushBeforePlace(params) {
+    const state = await readOrCreateTradeStateFile(params.statePath, params.nowMs);
+    const pending = listPendingAmbushIntents(state, params.coin, params.nowMs);
+    const cancelledIntentIds = [];
+    for (const p of pending) {
+        const sideChanged = p.side !== params.action.side;
+        const priceDiverged = shouldReplaceAmbush(p.limitPx, params.action.limit_px, params.replaceDeviationPct);
+        if (sideChanged || priceDiverged) {
+            await requestBracketEntryCancel(params.statePath, p.intentId, params.nowMs);
+            cancelledIntentIds.push(p.intentId);
+            continue;
+        }
+        throw new ConfigError(`advise: pending ambush ${p.intentId} at ${p.limitPx} (${p.side}) matches new estimate within ${(params.replaceDeviationPct * 100).toFixed(2)}%; wait for TTL (${p.expiresInSec}s left) or choose "wait".`);
+    }
+    return { cancelledIntentIds, skippedDuplicate: false };
+}
+export function ambushActionSummary(action) {
+    if (!isAdvisorBracketOpenAction(action)) {
+        return undefined;
+    }
+    const ttl = action.action === "place_limit_ambush" ? ` TTL ${action.expires_in_min}m` : "";
+    return `${action.side} @ ${action.limit_px} sz ${action.sz} tp ${action.tp_px} sl ${action.sl_px}${ttl}`;
+}
+//# sourceMappingURL=ambushPolicy.js.map

package/dist/advisor/ambushPolicy.js.map

@@ -0,0 +1 @@
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package/dist/advisor/contextBuilder.d.ts

@@ -1,5 +1,7 @@
 import type { HyperliquidInfoClient } from "../core/hyperliquid/client.js";
 import type { JsonValue } from "../core/hyperliquid/types.js";
+import type { CompactCandle, IndicatorSummary } from "./indicatorCompute.js";
+import type { ContextVersion } from "./promptTemplate.js";
 export type AdvisorPositionRow = {
     signed_sz: number;
     entry_px?: number;
@@ -11,11 +13,25 @@ export type AdvisorMarketSnapshot = {
     network: string;
     now_ms: number;
     mid: number | null;
+    /** Per-asset size decimals from HL meta (drives price rounding: max 6 - szDecimals decimal places). */
+    sz_decimals: number;
+    /** HL minimum order notional (USD). */
+    min_order_notional_usd: number;
+    /** Smallest sz at current mid meeting min notional; null when mid unknown. */
+    min_order_sz: number | null;
     positions: Record<string, AdvisorPositionRow>;
     kline_5m: JsonValue;
     kline_1h: JsonValue;
     kline_1d: JsonValue;
     user_note?: string;
+    /** Prompt context version controlling K-line vs pre-computed indicators. */
+    context_version: ContextVersion;
+    /** Pre-computed indicator summary (v2 only). */
+    indicator_summary?: IndicatorSummary;
+    /** Compact h/l/o/c/v candles for wave/Chan theory (v2 only). */
+    kline_5m_compact?: CompactCandle[];
+    kline_1h_compact?: CompactCandle[];
+    kline_1d_compact?: CompactCandle[];
 };
 export declare function readMidFromAllMids(mids: JsonValue, coin: string): number | null;
 /** Best-effort per-coin row from `clearinghouseState` (wire shapes vary). */
@@ -30,5 +46,6 @@ export declare function buildAdvisorMarketSnapshot(params: {
     kline5mBars: number;
     kline1hBars: number;
     kline1dBars: number;
+    contextVersion: ContextVersion;
 }): Promise<AdvisorMarketSnapshot>;
 //# sourceMappingURL=contextBuilder.d.ts.map

package/dist/advisor/contextBuilder.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"contextBuilder.d.ts","sourceRoot":"","sources":["../../src/advisor/contextBuilder.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,qBAAqB,EAAE,MAAM,+BAA+B,CAAC;AAW3E,OAAO,KAAK,EAAE,SAAS,EAAE,MAAM,8BAA8B,CAAC;AAE9D,OAAO,KAAK,EAAE,aAAa,EAAE,gBAAgB,EAAE,MAAM,uBAAuB,CAAC;AAE7E,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,qBAAqB,CAAC;AAM1D,MAAM,MAAM,kBAAkB,GAAG;IAC/B,SAAS,EAAE,MAAM,CAAC;IAClB,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,cAAc,CAAC,EAAE,MAAM,CAAC;CACzB,CAAC;AAEF,MAAM,MAAM,qBAAqB,GAAG;IAClC,IAAI,EAAE,MAAM,CAAC;IACb,OAAO,EAAE,MAAM,CAAC;IAChB,MAAM,EAAE,MAAM,CAAC;IACf,GAAG,EAAE,MAAM,GAAG,IAAI,CAAC;IACnB,uGAAuG;IACvG,WAAW,EAAE,MAAM,CAAC;IACpB,uCAAuC;IACvC,sBAAsB,EAAE,MAAM,CAAC;IAC/B,8EAA8E;IAC9E,YAAY,EAAE,MAAM,GAAG,IAAI,CAAC;IAC5B,SAAS,EAAE,MAAM,CAAC,MAAM,EAAE,kBAAkB,CAAC,CAAC;IAC9C,QAAQ,EAAE,SAAS,CAAC;IACpB,QAAQ,EAAE,SAAS,CAAC;IACpB,QAAQ,EAAE,SAAS,CAAC;IACpB,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,4EAA4E;IAC5E,eAAe,EAAE,cAAc,CAAC;IAChC,gDAAgD;IAChD,iBAAiB,CAAC,EAAE,gBAAgB,CAAC;IACrC,gEAAgE;IAChE,gBAAgB,CAAC,EAAE,aAAa,EAAE,CAAC;IACnC,gBAAgB,CAAC,EAAE,aAAa,EAAE,CAAC;IACnC,gBAAgB,CAAC,EAAE,aAAa,EAAE,CAAC;CACpC,CAAC;AASF,wBAAgB,kBAAkB,CAAC,IAAI,EAAE,SAAS,EAAE,IAAI,EAAE,MAAM,GAAG,MAAM,GAAG,IAAI,CAa/E;AAED,6EAA6E;AAC7E,wBAAgB,qBAAqB,CACnC,OAAO,EAAE,SAAS,EAClB,IAAI,EAAE,MAAM,GACX,kBAAkB,GAAG,SAAS,CAuDhC;AAED,wBAAsB,0BAA0B,CAAC,MAAM,EAAE;IACvD,IAAI,EAAE,qBAAqB,CAAC;IAC5B,IAAI,EAAE,MAAM,CAAC;IACb,OAAO,EAAE,MAAM,CAAC;IAChB,WAAW,EAAE,KAAK,MAAM,EAAE,CAAC;IAC3B,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,KAAK,EAAE,MAAM,CAAC;IACd,WAAW,EAAE,MAAM,CAAC;IACpB,WAAW,EAAE,MAAM,CAAC;IACpB,WAAW,EAAE,MAAM,CAAC;IACpB,cAAc,EAAE,cAAc,CAAC;CAChC,GAAG,OAAO,CAAC,qBAAqB,CAAC,CAqEjC"}

package/dist/advisor/contextBuilder.js

@@ -1,6 +1,9 @@
+import { perpSzDecimalsFromMeta } from "../core/hyperliquid/asset.js";
+import { HL_MIN_ORDER_NOTIONAL_USD, minPerpOrderSzForNotional, } from "../core/hyperliquid/rounding.js";
 import { assertPerpKlineCoinInMeta, resolvePerpKlineCoinArg, } from "../core/hyperliquid/klineCoin.js";
 import { inferHlDexFromPrefixedPerpCoin } from "../core/hyperliquid/prefixedPerpCoin.js";
 import { signedPositionSizeForCoin } from "../core/state/snapshot.js";
+import { buildCompactKlines, computeIndicatorSummary } from "./indicatorCompute.js";
 const MINUTE_MS = 60_000;
 const HOUR_MS = 60 * MINUTE_MS;
 const DAY_MS = 24 * HOUR_MS;
@@ -87,10 +90,11 @@ export function extractPositionDetail(chState, coin) {
 export async function buildAdvisorMarketSnapshot(params) {
     const resolvedCoin = resolvePerpKlineCoinArg(params.coin);
     const dexForMeta = inferHlDexFromPrefixedPerpCoin(resolvedCoin);
+    const meta = await params.info.meta(dexForMeta);
     if (dexForMeta) {
-        const meta = await params.info.meta(dexForMeta);
         assertPerpKlineCoinInMeta(meta, resolvedCoin);
     }
+    const szDecimals = perpSzDecimalsFromMeta(meta, resolvedCoin);
     const endTime = params.nowMs;
     const s5 = endTime - params.kline5mBars * 5 * MINUTE_MS;
     const s1h = endTime - params.kline1hBars * HOUR_MS;
@@ -114,21 +118,36 @@ export async function buildAdvisorMarketSnapshot(params) {
             startTime: s1d,
             endTime,
         }),
-        params.info.clearinghouseState(params.userAddress),
+        params.info.clearinghouseState(params.userAddress, dexForMeta),
         params.info.allMids(dexForMeta),
     ]);
     const pos = extractPositionDetail(ch, resolvedCoin);
     const positions = pos ? { [resolvedCoin]: pos } : {};
+    const mid = readMidFromAllMids(mids, resolvedCoin);
+    const trimmed5m = trimCandles(raw5m, params.kline5mBars);
+    const trimmed1h = trimCandles(raw1h, params.kline1hBars);
+    const trimmed1d = trimCandles(raw1d, params.kline1dBars);
+    const isV2 = params.contextVersion === "precomputed_indicators";
     return {
         coin: resolvedCoin,
         network: params.network,
         now_ms: params.nowMs,
-        mid: readMidFromAllMids(mids, resolvedCoin),
+        mid,
+        sz_decimals: szDecimals,
+        min_order_notional_usd: HL_MIN_ORDER_NOTIONAL_USD,
+        min_order_sz: mid !== null && mid > 0 ? minPerpOrderSzForNotional(mid, szDecimals) : null,
         positions,
-        kline_5m: trimCandles(raw5m, params.kline5mBars),
-        kline_1h: trimCandles(raw1h, params.kline1hBars),
-        kline_1d: trimCandles(raw1d, params.kline1dBars),
+        kline_5m: trimmed5m,
+        kline_1h: trimmed1h,
+        kline_1d: trimmed1d,
         user_note: params.userNote,
+        context_version: params.contextVersion,
+        indicator_summary: isV2
+            ? computeIndicatorSummary(trimmed5m, trimmed1h, trimmed1d)
+            : undefined,
+        kline_5m_compact: isV2 ? buildCompactKlines(trimmed5m, params.kline5mBars) : undefined,
+        kline_1h_compact: isV2 ? buildCompactKlines(trimmed1h, params.kline1hBars) : undefined,
+        kline_1d_compact: isV2 ? buildCompactKlines(trimmed1d, params.kline1dBars) : undefined,
     };
 }
 //# sourceMappingURL=contextBuilder.js.map

package/dist/advisor/contextBuilder.js.map

@@ -1 +1 @@
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package/dist/advisor/executionPolicy.d.ts

@@ -0,0 +1,92 @@
+import type { JsonValue } from "../core/hyperliquid/types.js";
+import type { TradeStateFile, UserProfile } from "../core/state/schema.js";
+import type { AdvisorAction } from "./actionSchema.js";
+import type { AdvisorGuardInputs } from "./guards.js";
+import { type BracketTouchProbabilities } from "./touchProbability.js";
+export type AdvisorExecutionPolicy = {
+    minConfidence: number;
+    limitJitterPct: number;
+    executeCooldownSec: number;
+    /** 0=off, 1=place entry at model SL (TP/SL shift by same delta). */
+    bracketSlEntryShift: number;
+    ambushReplaceDeviationPct: number;
+    antiRushCloseMinSec: number;
+    defaultAmbushExpiresMin: number;
+};
+export type AdvisorExecutionPolicyCli = {
+    minConfidence?: number;
+    limitJitterPct?: number;
+    executeCooldownSec?: number;
+    slEntryShift?: number;
+    ambushReplaceDeviationPct?: number;
+    antiRushCloseMinSec?: number;
+    defaultAmbushExpiresMin?: number;
+    auto?: boolean;
+};
+export type AdviseExecuteRecord = {
+    action: string;
+    atMs: number;
+};
+/** Shared size cap for bracket open and partial close. */
+export declare function resolveAdvisorSzCap(inputs: AdvisorGuardInputs): number;
+/** Profile minimum sz for bracket open (`minSzByCoin` overrides `defaultMinSz`). */
+export declare function resolveAdvisorMinSz(inputs: AdvisorGuardInputs): number | undefined;
+export declare function resolveAdvisorExecutionPolicy(profile: UserProfile | undefined, cli: AdvisorExecutionPolicyCli): AdvisorExecutionPolicy;
+export declare function assertAdvisorConfidenceGate(action: AdvisorAction, minConfidence: number): void;
+export declare function adviseExecuteCooldownKey(coin: string, action: AdvisorAction): string | null;
+export declare function assertAdviseExecuteCooldown(params: {
+    history: Record<string, AdviseExecuteRecord> | undefined;
+    coin: string;
+    action: AdvisorAction;
+    cooldownSec: number;
+    nowMs: number;
+}): void;
+export declare function recordAdviseExecuteCooldown(params: {
+    statePath: string;
+    coin: string;
+    action: AdvisorAction;
+    nowMs: number;
+}): Promise<void>;
+/**
+ * Round advisor limit/trigger prices for exchange submission.
+ * When `szDecimals` is set, uses Hyperliquid per-asset rules (5 sig figs, 6 - szDecimals decimals).
+ */
+export declare function roundAdvisorLimitPx(px: number, szDecimals?: number): number;
+export declare function jitterLimitPrice(px: number, jitterPct: number, rng?: () => number, szDecimals?: number): number;
+export declare function applyLimitJitterWithinBand(px: number, mid: number | null, jitterPct: number, maxDevPct: number, rng?: () => number, szDecimals?: number): {
+    px: number;
+    applied: boolean;
+};
+/**
+ * Shift bracket entry toward the model stop: delta = factor × (sl_px − limit_px).
+ * factor=1 → entry at SL; TP/SL and optional protection_limit_px move by the same delta.
+ */
+export declare function applyBracketSlEntryShift(action: AdvisorAction, factor: number, szDecimals?: number): {
+    action: AdvisorAction;
+    notes: string[];
+};
+export declare function prepareAdvisorActionForExecution(action: AdvisorAction, options: {
+    slEntryShift: number;
+    limitJitterPct: number;
+    mid: number | null;
+    maxDevPct: number;
+    szDecimals?: number;
+    rng?: () => number;
+    kline1h?: JsonValue;
+    profile?: UserProfile;
+}): {
+    action: AdvisorAction;
+    notes: string[];
+    touchProbs?: BracketTouchProbabilities;
+};
+export declare function applyAdvisorExecutionJitter(action: AdvisorAction, mid: number | null, jitterPct: number, maxDevPct: number, rng?: () => number, szDecimals?: number): {
+    action: AdvisorAction;
+    notes: string[];
+};
+export declare function resolveCloseSz(positionSignedSz: number | undefined, szCap: number): {
+    sz: number;
+    capped: boolean;
+    positionAbs: number;
+};
+export declare function readAdviseExecuteHistory(state: TradeStateFile | undefined): Record<string, AdviseExecuteRecord> | undefined;
+//# sourceMappingURL=executionPolicy.d.ts.map

package/dist/advisor/executionPolicy.d.ts.map

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