jcc_hyper_tool 0.1.5 → 0.1.7

package/dist/advisor/executionPolicy.js

@@ -0,0 +1,273 @@
+import { ConfigError } from "../core/errors.js";
+import { roundHyperliquidPerpPrice } from "../core/hyperliquid/rounding.js";
+import { mergeUserProfileDefaults } from "../core/state/profileStore.js";
+import { updateTradeStateFileAtomic } from "../core/state/store.js";
+import { isAdvisorBracketOpenAction } from "./actionSchema.js";
+import { applyAntiSweepSlOffset, computeAtr, computeBracketTouchProbabilities, formatTouchProbNote, parseCandlesFromSnapshot, resolveSlAntiSweepAtrFactor, } from "./touchProbability.js";
+const AUTO_DEFAULT_MIN_CONFIDENCE = 0.55;
+/** Shared size cap for bracket open and partial close. */
+export function resolveAdvisorSzCap(inputs) {
+    const maxSz = inputs.maxSz;
+    if (!Number.isFinite(maxSz) || maxSz <= 0) {
+        throw new ConfigError("advise: --max-sz must be a positive finite number.");
+    }
+    const p = mergeUserProfileDefaults(inputs.profile);
+    const by = p.maxSzByCoin?.[inputs.coin];
+    const coinCap = typeof by === "number" && Number.isFinite(by) ? by : p.defaultMaxSz;
+    return coinCap !== undefined ? Math.min(maxSz, coinCap) : maxSz;
+}
+/** Profile minimum sz for bracket open (`minSzByCoin` overrides `defaultMinSz`). */
+export function resolveAdvisorMinSz(inputs) {
+    const p = mergeUserProfileDefaults(inputs.profile);
+    const by = p.minSzByCoin?.[inputs.coin];
+    if (typeof by === "number" && Number.isFinite(by) && by > 0) {
+        return by;
+    }
+    if (p.defaultMinSz !== undefined && Number.isFinite(p.defaultMinSz) && p.defaultMinSz > 0) {
+        return p.defaultMinSz;
+    }
+    return undefined;
+}
+export function resolveAdvisorExecutionPolicy(profile, cli) {
+    const p = mergeUserProfileDefaults(profile);
+    let minConfidence = cli.minConfidence ?? p.minConfidenceToExecute ?? 0;
+    if (cli.auto &&
+        cli.minConfidence === undefined &&
+        p.minConfidenceToExecute === undefined) {
+        minConfidence = AUTO_DEFAULT_MIN_CONFIDENCE;
+    }
+    return {
+        minConfidence,
+        limitJitterPct: cli.limitJitterPct ?? p.limitPriceJitterPct ?? 0,
+        executeCooldownSec: cli.executeCooldownSec ?? p.executeCooldownSec ?? 0,
+        bracketSlEntryShift: cli.slEntryShift ?? p.bracketSlEntryShift ?? 0,
+        ambushReplaceDeviationPct: cli.ambushReplaceDeviationPct ??
+            p.ambushReplaceDeviationPct ??
+            p.priceDeviationPctMax,
+        antiRushCloseMinSec: cli.antiRushCloseMinSec ?? p.antiRushCloseMinSec ?? 0,
+        defaultAmbushExpiresMin: cli.defaultAmbushExpiresMin ?? p.defaultAmbushExpiresMin ?? 20,
+    };
+}
+export function assertAdvisorConfidenceGate(action, minConfidence) {
+    if (minConfidence <= 0 || action.action === "cancel_all") {
+        return;
+    }
+    if (action.confidence < minConfidence) {
+        throw new ConfigError(`advise: confidence ${(action.confidence * 100).toFixed(0)}% below min ${(minConfidence * 100).toFixed(0)}%.`);
+    }
+}
+export function adviseExecuteCooldownKey(coin, action) {
+    if (action.action === "wait") {
+        return null;
+    }
+    if (action.action === "open_with_bracket") {
+        return `${coin}:${action.action}:${action.side}`;
+    }
+    if (action.action === "place_limit_ambush") {
+        return `${coin}:${action.action}:${action.side}`;
+    }
+    return `${coin}:${action.action}`;
+}
+export function assertAdviseExecuteCooldown(params) {
+    const { history, coin, action, cooldownSec, nowMs } = params;
+    if (cooldownSec <= 0) {
+        return;
+    }
+    const key = adviseExecuteCooldownKey(coin, action);
+    if (!key) {
+        return;
+    }
+    const prev = history?.[key];
+    if (!prev) {
+        return;
+    }
+    const elapsedSec = (nowMs - prev.atMs) / 1000;
+    if (elapsedSec < cooldownSec) {
+        const remain = Math.ceil(cooldownSec - elapsedSec);
+        const sideHint = action.action === "open_with_bracket" || action.action === "place_limit_ambush"
+            ? ` (${action.side})`
+            : "";
+        throw new ConfigError(`advise: execute cooldown: ${action.action}${sideHint} on ${coin} ran ${Math.floor(elapsedSec)}s ago; wait ${remain}s more.`);
+    }
+}
+export async function recordAdviseExecuteCooldown(params) {
+    const key = adviseExecuteCooldownKey(params.coin, params.action);
+    if (!key) {
+        return;
+    }
+    await updateTradeStateFileAtomic(params.statePath, (cur) => {
+        const history = {
+            ...(cur.adviseExecuteHistory ?? {}),
+            [key]: { action: params.action.action, atMs: params.nowMs },
+        };
+        return {
+            ...cur,
+            updatedAtMs: params.nowMs,
+            adviseExecuteHistory: history,
+        };
+    }, params.nowMs);
+}
+/**
+ * Round advisor limit/trigger prices for exchange submission.
+ * When `szDecimals` is set, uses Hyperliquid per-asset rules (5 sig figs, 6 - szDecimals decimals).
+ */
+export function roundAdvisorLimitPx(px, szDecimals) {
+    if (!Number.isFinite(px) || px <= 0) {
+        return px;
+    }
+    if (szDecimals !== undefined) {
+        return roundHyperliquidPerpPrice(px, szDecimals);
+    }
+    if (px >= 10_000) {
+        return Math.round(px * 10) / 10;
+    }
+    if (px >= 1_000) {
+        return Math.round(px * 100) / 100;
+    }
+    if (px >= 10) {
+        return Math.round(px * 1_000) / 1_000;
+    }
+    return Math.round(px * 1_000_000) / 1_000_000;
+}
+export function jitterLimitPrice(px, jitterPct, rng = Math.random, szDecimals) {
+    if (!Number.isFinite(jitterPct) || jitterPct <= 0) {
+        return px;
+    }
+    const sign = rng() < 0.5 ? -1 : 1;
+    const magnitude = jitterPct * (0.5 + rng() * 0.5);
+    return roundAdvisorLimitPx(px * (1 + sign * magnitude), szDecimals);
+}
+export function applyLimitJitterWithinBand(px, mid, jitterPct, maxDevPct, rng = Math.random, szDecimals) {
+    if (!Number.isFinite(jitterPct) || jitterPct <= 0) {
+        return { px, applied: false };
+    }
+    if (mid === null || mid <= 0) {
+        const jittered = jitterLimitPrice(px, jitterPct, rng, szDecimals);
+        return { px: jittered, applied: jittered !== px };
+    }
+    for (let attempt = 0; attempt < 6; attempt++) {
+        const candidate = jitterLimitPrice(px, jitterPct, rng, szDecimals);
+        const dev = Math.abs(candidate - mid) / mid;
+        if (dev <= maxDevPct) {
+            return { px: candidate, applied: candidate !== px };
+        }
+    }
+    return { px, applied: false };
+}
+/**
+ * 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 function applyBracketSlEntryShift(action, factor, szDecimals) {
+    if (!Number.isFinite(factor) || factor <= 0 || !isAdvisorBracketOpenAction(action)) {
+        return { action, notes: [] };
+    }
+    const f = Math.min(1, Math.max(0, factor));
+    if (!Number.isFinite(action.tp_px) || !Number.isFinite(action.sl_px)) {
+        return { action, notes: [] };
+    }
+    const fullDelta = action.sl_px - action.limit_px;
+    if (fullDelta === 0) {
+        return { action, notes: [] };
+    }
+    const delta = fullDelta * f;
+    const newLimit = roundAdvisorLimitPx(action.limit_px + delta, szDecimals);
+    const newTp = roundAdvisorLimitPx(action.tp_px + delta, szDecimals);
+    const newSl = roundAdvisorLimitPx(action.sl_px + delta, szDecimals);
+    let protection_limit_px = action.protection_limit_px;
+    if (protection_limit_px !== undefined) {
+        protection_limit_px = roundAdvisorLimitPx(protection_limit_px + delta, szDecimals);
+    }
+    if (action.side === "buy") {
+        if (!(newSl < newLimit && newLimit < newTp)) {
+            throw new ConfigError(`advise: sl-entry-shift produced invalid buy bracket (sl ${newSl}, entry ${newLimit}, tp ${newTp}).`);
+        }
+    }
+    else if (!(newTp < newLimit && newLimit < newSl)) {
+        throw new ConfigError(`advise: sl-entry-shift produced invalid sell bracket (tp ${newTp}, entry ${newLimit}, sl ${newSl}).`);
+    }
+    const notes = [
+        `sl-entry-shift ×${f}: limit ${action.limit_px}→${newLimit}, tp ${action.tp_px}→${newTp}, sl ${action.sl_px}→${newSl}`,
+    ];
+    return {
+        action: {
+            ...action,
+            limit_px: newLimit,
+            tp_px: newTp,
+            sl_px: newSl,
+            protection_limit_px,
+        },
+        notes,
+    };
+}
+export function prepareAdvisorActionForExecution(action, options) {
+    const notes = [];
+    let working = action;
+    if (isAdvisorBracketOpenAction(working) && options.kline1h !== undefined) {
+        const atr1h = computeAtr(parseCandlesFromSnapshot(options.kline1h));
+        const antiSweep = applyAntiSweepSlOffset(working, atr1h, resolveSlAntiSweepAtrFactor(options.profile), options.szDecimals);
+        notes.push(...antiSweep.notes);
+        working = antiSweep.action;
+    }
+    const shifted = applyBracketSlEntryShift(working, options.slEntryShift, options.szDecimals);
+    notes.push(...shifted.notes);
+    const jittered = applyAdvisorExecutionJitter(shifted.action, options.mid, options.limitJitterPct, options.maxDevPct, options.rng, options.szDecimals);
+    notes.push(...jittered.notes);
+    let touchProbs;
+    if (isAdvisorBracketOpenAction(jittered.action) && options.kline1h !== undefined) {
+        touchProbs = computeBracketTouchProbabilities({
+            action: jittered.action,
+            spot: options.mid,
+            kline1h: options.kline1h,
+            analysis: jittered.action.analysis,
+            profile: options.profile,
+        });
+        notes.push(formatTouchProbNote(touchProbs));
+    }
+    return { action: jittered.action, notes, touchProbs };
+}
+export function applyAdvisorExecutionJitter(action, mid, jitterPct, maxDevPct, rng = Math.random, szDecimals) {
+    if (jitterPct <= 0 || action.action === "wait" || action.action === "cancel_all") {
+        return { action, notes: [] };
+    }
+    const notes = [];
+    if (isAdvisorBracketOpenAction(action)) {
+        const lim = applyLimitJitterWithinBand(action.limit_px, mid, jitterPct, maxDevPct, rng, szDecimals);
+        if (lim.applied) {
+            notes.push(`limit_px ${action.limit_px} → ${lim.px}`);
+        }
+        let protection_limit_px = action.protection_limit_px;
+        if (protection_limit_px !== undefined) {
+            const prot = applyLimitJitterWithinBand(protection_limit_px, mid, jitterPct, maxDevPct, rng, szDecimals);
+            protection_limit_px = prot.px;
+            if (prot.applied) {
+                notes.push(`protection_limit_px ${action.protection_limit_px} → ${prot.px}`);
+            }
+        }
+        return {
+            action: { ...action, limit_px: lim.px, protection_limit_px },
+            notes,
+        };
+    }
+    if (action.action === "close_position" && action.method === "limit" && action.limit_px !== undefined) {
+        const lim = applyLimitJitterWithinBand(action.limit_px, mid, jitterPct, maxDevPct, rng, szDecimals);
+        if (lim.applied) {
+            notes.push(`close limit_px ${action.limit_px} → ${lim.px}`);
+        }
+        return { action: { ...action, limit_px: lim.px }, notes };
+    }
+    return { action, notes };
+}
+export function resolveCloseSz(positionSignedSz, szCap) {
+    const pos = positionSignedSz;
+    if (pos === undefined || !Number.isFinite(pos) || pos === 0) {
+        throw new ConfigError("close_position: no open position for this coin.");
+    }
+    const positionAbs = Math.abs(pos);
+    const sz = Math.min(positionAbs, szCap);
+    return { sz, capped: positionAbs > szCap, positionAbs };
+}
+export function readAdviseExecuteHistory(state) {
+    return state?.adviseExecuteHistory;
+}
+//# sourceMappingURL=executionPolicy.js.map

package/dist/advisor/executionPolicy.js.map

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package/dist/advisor/guards.d.ts

@@ -1,4 +1,5 @@
 import type { UserProfile } from "../core/state/schema.js";
+import type { JsonValue } from "../core/hyperliquid/types.js";
 import type { AdvisorAction } from "./actionSchema.js";
 export type AdvisorGuardInputs = {
     coin: string;
@@ -9,6 +10,19 @@ export type AdvisorGuardInputs = {
     /** Signed position for `coin` (positive = long). */
     positionSignedSz: number | undefined;
     profile: UserProfile | undefined;
+    /** Per-asset size decimals from HL meta (enables min $10 notional check). */
+    szDecimals?: number;
+    /** When true, skip limit_px vs mid deviation (e.g. sl-entry-shift places entry at former SL). */
+    skipEntryMidDeviation?: boolean;
+    /** When true, skip SL touch/sweep probability guard (first pass before anti-sweep / shift). */
+    skipTouchProb?: boolean;
+    /** 1h candles for ATR-based touch probability (from market snapshot). */
+    kline1h?: JsonValue;
+    /** Trade state for ambush / anti-rush guards (optional when --no-state). */
+    tradeState?: import("../core/state/schema.js").TradeStateFile;
+    nowMs?: number;
+    /** Exchange-reported entry px for `coin` (from clearinghouse snapshot). */
+    positionEntryPx?: number;
 };
 /**
  * Hard execution guards (do not rely on the model). Throws `ConfigError` when blocked.

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

@@ -1 +1 @@
-{"version":3,"file":"guards.d.ts","sourceRoot":"","sources":["../../src/advisor/guards.ts"],"names":[],"mappings":"AACA,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,yBAAyB,CAAC;AAG3D,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,mBAAmB,CAAC;AAEvD,MAAM,MAAM,kBAAkB,GAAG;IAC/B,IAAI,EAAE,MAAM,CAAC;IACb,KAAK,EAAE,MAAM,CAAC;IACd,0CAA0C;IAC1C,WAAW,CAAC,EAAE,OAAO,CAAC;IACtB,GAAG,EAAE,MAAM,GAAG,IAAI,CAAC;IACnB,oDAAoD;IACpD,gBAAgB,EAAE,MAAM,GAAG,SAAS,CAAC;IACrC,OAAO,EAAE,WAAW,GAAG,SAAS,CAAC;CAClC,CAAC;AAsBF;;GAEG;AACH,wBAAgB,+BAA+B,CAC7C,MAAM,EAAE,aAAa,EACrB,MAAM,EAAE,kBAAkB,GACzB,IAAI,CA0DN"}
+{"version":3,"file":"guards.d.ts","sourceRoot":"","sources":["../../src/advisor/guards.ts"],"names":[],"mappings":"AACA,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,yBAAyB,CAAC;AAI3D,OAAO,KAAK,EAAE,SAAS,EAAE,MAAM,8BAA8B,CAAC;AAE9D,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,mBAAmB,CAAC;AAgBvD,MAAM,MAAM,kBAAkB,GAAG;IAC/B,IAAI,EAAE,MAAM,CAAC;IACb,KAAK,EAAE,MAAM,CAAC;IACd,0CAA0C;IAC1C,WAAW,CAAC,EAAE,OAAO,CAAC;IACtB,GAAG,EAAE,MAAM,GAAG,IAAI,CAAC;IACnB,oDAAoD;IACpD,gBAAgB,EAAE,MAAM,GAAG,SAAS,CAAC;IACrC,OAAO,EAAE,WAAW,GAAG,SAAS,CAAC;IACjC,6EAA6E;IAC7E,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,iGAAiG;IACjG,qBAAqB,CAAC,EAAE,OAAO,CAAC;IAChC,+FAA+F;IAC/F,aAAa,CAAC,EAAE,OAAO,CAAC;IACxB,yEAAyE;IACzE,OAAO,CAAC,EAAE,SAAS,CAAC;IACpB,4EAA4E;IAC5E,UAAU,CAAC,EAAE,OAAO,yBAAyB,EAAE,cAAc,CAAC;IAC9D,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,2EAA2E;IAC3E,eAAe,CAAC,EAAE,MAAM,CAAC;CAC1B,CAAC;AA8HF;;GAEG;AACH,wBAAgB,+BAA+B,CAC7C,MAAM,EAAE,aAAa,EACrB,MAAM,EAAE,kBAAkB,GACzB,IAAI,CA2HN"}

package/dist/advisor/guards.js

@@ -1,21 +1,95 @@
 import { ConfigError } from "../core/errors.js";
 import { mergeUserProfileDefaults } from "../core/state/profileStore.js";
+import { assertMinPerpOrderNotional } from "../core/hyperliquid/rounding.js";
+import { isAdvisorBracketOpenAction } from "./actionSchema.js";
+import { findActiveProtectionBracket, hasActiveUnexpiredAmbush, resolvePositionOpenAgeSec, } from "./ambushPolicy.js";
+import { buildActivePositionPlan, unrealizedPnlPct } from "./positionPlan.js";
+import { resolveAdvisorMinSz, resolveAdvisorSzCap } from "./executionPolicy.js";
+import { assertBracketTpslGeometry, assertBracketTouchProbability } from "./tpslPolicy.js";
+import { computeAtr, computeBracketTouchProbabilities, parseCandlesFromSnapshot, } from "./touchProbability.js";
 function effectiveRequireTpsl(inputs) {
     if (inputs.requireTpsl !== undefined) {
         return inputs.requireTpsl;
     }
     return mergeUserProfileDefaults(inputs.profile).requireTpsl;
 }
-function effectiveDeviationMax(inputs) {
-    return mergeUserProfileDefaults(inputs.profile).priceDeviationPctMax;
+function defaultProtectionGraceSec(profile) {
+    return mergeUserProfileDefaults(profile).protectionGraceSec ?? 360;
 }
-function perCoinMaxSz(inputs) {
+function defaultMinClosePnlPct(profile) {
+    return mergeUserProfileDefaults(profile).minClosePnlPct ?? 0.01;
+}
+function assertClosePositionDiscipline(action, inputs) {
+    const pos = inputs.positionSignedSz;
     const p = mergeUserProfileDefaults(inputs.profile);
-    const by = p.maxSzByCoin?.[inputs.coin];
-    if (typeof by === "number" && Number.isFinite(by)) {
-        return by;
+    const graceSec = defaultProtectionGraceSec(inputs.profile);
+    const minPnlPct = defaultMinClosePnlPct(inputs.profile);
+    const antiRushSec = p.antiRushCloseMinSec ?? 0;
+    const mid = inputs.mid;
+    const posRow = inputs.positionEntryPx;
+    const plan = inputs.tradeState && inputs.nowMs !== undefined
+        ? buildActivePositionPlan({
+            state: inputs.tradeState,
+            coin: inputs.coin,
+            nowMs: inputs.nowMs,
+            mid,
+            positionSignedSz: pos,
+            positionEntryPx: inputs.positionEntryPx,
+        })
+        : undefined;
+    const openAgeSec = plan?.open_age_sec ??
+        (inputs.tradeState && inputs.nowMs !== undefined
+            ? resolvePositionOpenAgeSec({
+                state: inputs.tradeState,
+                coin: inputs.coin,
+                nowMs: inputs.nowMs,
+            })
+            : undefined);
+    if (plan?.protection_pending && openAgeSec !== undefined && openAgeSec < graceSec) {
+        throw new ConfigError(`advise: close_position blocked (protection grace): bracket ${plan.intent_id} phase ${plan.phase}; TP/SL will be placed by reconcile (~${Math.ceil(graceSec - openAgeSec)}s grace left). Wait — do not treat as "裸仓".`);
+    }
+    if (!plan && openAgeSec !== undefined && openAgeSec < graceSec && inputs.tradeState) {
+        const maybeBracket = findActiveProtectionBracket(inputs.tradeState, inputs.coin);
+        if (maybeBracket) {
+            throw new ConfigError(`advise: close_position blocked (protection grace): wait for bracket ${maybeBracket.id} to finish reconcile before closing.`);
+        }
+    }
+    const tpUnreachable = action.tp_unreachable === true;
+    const refEntry = plan ? (posRow ?? plan.entry_limit_px) : posRow;
+    const pnlPct = plan && mid !== null && mid > 0 && refEntry !== undefined
+        ? unrealizedPnlPct(pos, refEntry, mid)
+        : undefined;
+    if (plan?.protection_active &&
+        !plan.tp_sl_hit &&
+        mid !== null &&
+        mid > 0 &&
+        pnlPct !== undefined &&
+        Math.abs(pnlPct) < minPnlPct) {
+        throw new ConfigError(`advise: close_position blocked (SL active): unrealized ${(pnlPct * 100).toFixed(2)}% below min ${(minPnlPct * 100).toFixed(2)}%; SL ${plan.sl_px} defines max loss — wait for TP/SL, do not close on small noise (tp_unreachable ignored).`);
+    }
+    if (plan && mid !== null && mid > 0 && !tpUnreachable) {
+        if (plan.tp_sl_hit) {
+            return;
+        }
+        if (antiRushSec > 0 && openAgeSec !== undefined && openAgeSec < antiRushSec) {
+            throw new ConfigError(`advise: close_position blocked (anti-rush): open ~${Math.floor(openAgeSec)}s < ${antiRushSec}s; TP ${plan.tp_px} / SL ${plan.sl_px} at mid ${mid}.`);
+        }
+        if (plan.trend_toward_tp) {
+            throw new ConfigError(`advise: close_position blocked: price trending toward TP ${plan.tp_px} (progress ${plan.progress_to_tp !== null ? (plan.progress_to_tp * 100).toFixed(0) : "?"}%); use wait, or set tp_unreachable=true with thesis that TP will not be reached.`);
+        }
+        if (pnlPct !== undefined &&
+            Math.abs(pnlPct) < minPnlPct &&
+            openAgeSec !== undefined &&
+            (antiRushSec <= 0 || openAgeSec < antiRushSec)) {
+            throw new ConfigError(`advise: close_position blocked: unrealized move ${(pnlPct * 100).toFixed(2)}% below min ${(minPnlPct * 100).toFixed(2)}%; wait for TP/SL or mark tp_unreachable=true if thesis broken.`);
+        }
+    }
+    if (plan && tpUnreachable && plan.trend_toward_tp && plan.progress_to_tp !== null && plan.progress_to_tp > 0.25) {
+        throw new ConfigError(`advise: close_position blocked: tp_unreachable contradicts plan (already ${(plan.progress_to_tp * 100).toFixed(0)}% toward TP ${plan.tp_px}); revise thesis or choose wait.`);
     }
-    return p.defaultMaxSz;
+}
+function effectiveDeviationMax(inputs) {
+    return mergeUserProfileDefaults(inputs.profile).priceDeviationPctMax;
 }
 /**
  * Hard execution guards (do not rely on the model). Throws `ConfigError` when blocked.
@@ -25,33 +99,76 @@ export function assertAdvisorActionPassesGuards(action, inputs) {
     if (!Number.isFinite(maxSz) || maxSz <= 0) {
         throw new ConfigError("advise: --max-sz must be a positive finite number.");
     }
-    const coinCap = perCoinMaxSz(inputs);
-    const szCap = coinCap !== undefined ? Math.min(maxSz, coinCap) : maxSz;
-    if (action.action === "open_with_bracket") {
+    const szCap = resolveAdvisorSzCap(inputs);
+    const minSz = resolveAdvisorMinSz(inputs);
+    if (isAdvisorBracketOpenAction(action)) {
         if (effectiveRequireTpsl(inputs)) {
             if (!Number.isFinite(action.tp_px) || !Number.isFinite(action.sl_px)) {
-                throw new ConfigError("advise: bracket action blocked (--require-tpsl): missing tp/sl.");
+                throw new ConfigError(`advise: ${action.action} blocked (--require-tpsl): missing tp/sl.`);
+            }
+        }
+        if (action.action === "place_limit_ambush") {
+            if (!Number.isFinite(action.expires_in_min) || action.expires_in_min <= 0) {
+                throw new ConfigError("advise: place_limit_ambush requires positive expires_in_min.");
+            }
+            if (action.expires_in_min < 5 || action.expires_in_min > 120) {
+                throw new ConfigError("advise: place_limit_ambush expires_in_min should be between 5 and 120 minutes.");
             }
         }
+        if (minSz !== undefined && minSz > szCap) {
+            throw new ConfigError(`advise: profile min sz ${minSz} for ${inputs.coin} exceeds cap ${szCap} (--max-sz / profile).`);
+        }
+        if (minSz !== undefined && action.sz < minSz) {
+            throw new ConfigError(`advise: bracket sz ${action.sz} below profile min ${minSz} for ${inputs.coin}.`);
+        }
         if (action.sz > szCap) {
             throw new ConfigError(`advise: bracket sz ${action.sz} exceeds cap ${szCap} ( --max-sz / profile ).`);
         }
-        if (inputs.mid !== null && inputs.mid > 0) {
+        const atr1h = inputs.kline1h !== undefined
+            ? computeAtr(parseCandlesFromSnapshot(inputs.kline1h))
+            : null;
+        if (inputs.szDecimals !== undefined) {
+            assertMinPerpOrderNotional({
+                sz: action.sz,
+                px: action.limit_px,
+                szDecimals: inputs.szDecimals,
+                label: `advise: ${action.action}`,
+            });
+        }
+        if (!inputs.skipEntryMidDeviation && inputs.mid !== null && inputs.mid > 0) {
             const dev = Math.abs(action.limit_px - inputs.mid) / inputs.mid;
             if (dev > effectiveDeviationMax(inputs)) {
                 throw new ConfigError(`advise: limit_px ${action.limit_px} deviates ${(dev * 100).toFixed(2)}% from mid ${inputs.mid}; max ${(effectiveDeviationMax(inputs) * 100).toFixed(2)}%.`);
             }
         }
+        assertBracketTpslGeometry(action, inputs.profile, inputs.mid, atr1h);
+        if (!inputs.skipTouchProb &&
+            action.action !== "place_limit_ambush" &&
+            inputs.kline1h !== undefined &&
+            inputs.mid !== null) {
+            const probs = computeBracketTouchProbabilities({
+                action,
+                spot: inputs.mid,
+                kline1h: inputs.kline1h,
+                analysis: action.analysis,
+                profile: inputs.profile,
+            });
+            assertBracketTouchProbability(action, probs, inputs.profile);
+        }
+    }
+    if (action.action === "cancel_all") {
+        const p = mergeUserProfileDefaults(inputs.profile);
+        if (p.forbidCancelAllWithActiveAmbush && inputs.tradeState && inputs.nowMs !== undefined) {
+            if (hasActiveUnexpiredAmbush(inputs.tradeState, inputs.coin, inputs.nowMs)) {
+                throw new ConfigError("advise: cancel_all blocked while unexpired TTL ambush entry is pending; wait for TTL or let reconcile replace stale orders.");
+            }
+        }
     }
     if (action.action === "close_position") {
         const pos = inputs.positionSignedSz;
         if (pos === undefined || !Number.isFinite(pos) || pos === 0) {
             throw new ConfigError("advise: close_position blocked: no open position for this coin.");
         }
-        const absz = Math.abs(pos);
-        if (absz > szCap) {
-            throw new ConfigError(`advise: close_position blocked: position size ${absz} exceeds cap ${szCap}.`);
-        }
         if (action.method === "limit") {
             if (action.limit_px === undefined || !Number.isFinite(action.limit_px)) {
                 throw new ConfigError("advise: close_position limit method requires limit_px.");
@@ -66,6 +183,16 @@ export function assertAdvisorActionPassesGuards(action, inputs) {
         if (action.method === "market" && inputs.mid === null) {
             throw new ConfigError("advise: close_position market needs a valid mid price.");
         }
+        assertClosePositionDiscipline(action, inputs);
+        if (inputs.szDecimals !== undefined && inputs.mid !== null && inputs.mid > 0) {
+            const closeSz = Math.min(Math.abs(pos), szCap);
+            assertMinPerpOrderNotional({
+                sz: closeSz,
+                px: inputs.mid,
+                szDecimals: inputs.szDecimals,
+                label: "advise: close_position",
+            });
+        }
     }
 }
 //# sourceMappingURL=guards.js.map

package/dist/advisor/guards.js.map

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package/dist/advisor/indicatorCompute.d.ts

@@ -0,0 +1,45 @@
+import type { JsonValue } from "../core/hyperliquid/types.js";
+export type IndicatorSummary = {
+    atr_5m: number | null;
+    atr_1h: number | null;
+    atr_1d: number | null;
+    /** ATR as % of current close (scale-invariant volatility). */
+    atr_pct_5m: string;
+    atr_pct_1h: string;
+    atr_pct_1d: string;
+    ema_5m: string;
+    ema_1h: string;
+    ema_1d: string;
+    macd_5m: string;
+    macd_1h: string;
+    macd_1d: string;
+    rsi_5m: number | null;
+    rsi_1h: number | null;
+    rsi_1d: number | null;
+    bollinger_5m: string;
+    bollinger_1h: string;
+    bollinger_1d: string;
+    /** Std of log-returns (per-candle), with per-period and annualised pct. */
+    log_return_vol_5m: string;
+    log_return_vol_1h: string;
+    log_return_vol_1d: string;
+    /** Price distance from SMA20 in standard deviations. */
+    zscore_5m: string;
+    zscore_1h: string;
+    zscore_1d: string;
+    volume_5m: string;
+    volume_1h: string;
+    volume_1d: string;
+};
+/** Compact candle for v2 prompt — h/l/o/c/v to support pattern + volume-price analysis. */
+export type CompactCandle = {
+    h: number;
+    l: number;
+    o: number;
+    c: number;
+    v: number;
+};
+export declare function computeIndicatorSummary(raw5m: JsonValue, raw1h: JsonValue, raw1d: JsonValue): IndicatorSummary;
+/** Build compact h/l/c candles for wave/Chan theory analysis in v2 mode. */
+export declare function buildCompactKlines(raw: JsonValue, maxBars: number): CompactCandle[];
+//# sourceMappingURL=indicatorCompute.d.ts.map

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

@@ -0,0 +1 @@
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