superacli 1.1.0 → 1.1.2

package/ref-btcbot/src/strategy/indicators.js

@@ -1,56 +0,0 @@
-function sma(values, window) {
-  if (values.length < window) return null
-  const slice = values.slice(-window)
-  return slice.reduce((sum, value) => sum + value, 0) / window
-}
-
-function stddev(values, window) {
-  if (values.length < window) return null
-  const slice = values.slice(-window)
-  const mean = sma(values, window)
-  const variance = slice.reduce((sum, value) => sum + (value - mean) ** 2, 0) / window
-  return Math.sqrt(variance)
-}
-
-function atr(candles, window) {
-  if (candles.length < window + 1) return null
-  const ranges = []
-  for (let i = candles.length - window; i < candles.length; i += 1) {
-    const current = candles[i]
-    const previous = candles[i - 1]
-    const tr = Math.max(
-      current.high - current.low,
-      Math.abs(current.high - previous.close),
-      Math.abs(current.low - previous.close)
-    )
-    ranges.push(tr)
-  }
-  return ranges.reduce((sum, value) => sum + value, 0) / ranges.length
-}
-
-function zscore(values, window) {
-  if (values.length < window) return null
-  const latest = values[values.length - 1]
-  const mean = sma(values, window)
-  const sigma = stddev(values, window)
-  if (!sigma) return 0
-  return (latest - mean) / sigma
-}
-
-function realizedVol(values, window) {
-  if (values.length < window + 1) return null
-  const returns = []
-  for (let i = values.length - window; i < values.length; i += 1) {
-    returns.push(Math.log(values[i] / values[i - 1]))
-  }
-  const sigma = stddev(returns, returns.length)
-  return sigma ? sigma * Math.sqrt(96) : null
-}
-
-module.exports = {
-  sma,
-  stddev,
-  atr,
-  zscore,
-  realizedVol
-}

package/ref-btcbot/src/web/api.js

@@ -1,50 +0,0 @@
-const express = require("express")
-const { runCycle } = require("../core/bot-runner")
-const { loadCandles, runBacktest } = require("../services/backtest-service")
-
-function createApiRouter(config, repository) {
-  const router = express.Router()
-
-  router.get("/health", (req, res) => {
-    res.json({ ok: true, service: "ref-btcbot" })
-  })
-
-  router.get("/status", (req, res) => {
-    res.json({
-      ok: true,
-      state: repository.getState(),
-      snapshot: repository.getSnapshot(),
-      orders: repository.listOrders().slice(0, 20),
-      runs: repository.listRuns().slice(0, 20)
-    })
-  })
-
-  router.post("/run-once", async (req, res, next) => {
-    try {
-      const report = await runCycle(config, repository)
-      res.json({ ok: true, report })
-    } catch (error) {
-      next(error)
-    }
-  })
-
-  router.post("/backtest", (req, res, next) => {
-    try {
-      if (!req.body || !req.body.file) {
-        res.status(400).json({ ok: false, error: "file is required" })
-        return
-      }
-      const candles = loadCandles(req.body.file)
-      const result = runBacktest(config, candles)
-      res.json(result)
-    } catch (error) {
-      next(error)
-    }
-  })
-
-  return router
-}
-
-module.exports = {
-  createApiRouter
-}

package/ref-btcbot/src/web/app.js

@@ -1,51 +0,0 @@
-const { createApp } = Vue
-
-createApp({
-  data() {
-    return {
-      data: {
-        state: null,
-        snapshot: null,
-        orders: [],
-        runs: []
-      },
-      loading: false
-    }
-  },
-  computed: {
-    cards() {
-      const snapshot = this.data.snapshot || {}
-      const state = this.data.state || {}
-      return [
-        { label: "Mode", value: state.mode || "paper" },
-        { label: "Spot BTC", value: state.position ? state.position.spotQty : "-" },
-        { label: "Perp BTC", value: state.position ? state.position.perpQty : "-" },
-        { label: "Hedge Ratio", value: snapshot.signal ? snapshot.signal.hedgeRatio : "-" },
-        { label: "Net Delta BTC", value: snapshot.mark ? snapshot.mark.netDeltaBtc : "-" },
-        { label: "Equity", value: snapshot.mark ? snapshot.mark.equityEstimate : "-" },
-        { label: "Volatility", value: snapshot.signal ? snapshot.signal.volatility : "-" },
-        { label: "Last Run", value: state.runtime ? state.runtime.lastRunAt || "never" : "never" }
-      ]
-    }
-  },
-  methods: {
-    pretty(value) {
-      return JSON.stringify(value || {}, null, 2)
-    },
-    async refresh() {
-      this.loading = true
-      const response = await fetch("/api/status")
-      this.data = await response.json()
-      this.loading = false
-    },
-    async runOnce() {
-      this.loading = true
-      await fetch("/api/run-once", { method: "POST", headers: { "Content-Type": "application/json" } })
-      await this.refresh()
-      this.loading = false
-    }
-  },
-  async mounted() {
-    await this.refresh()
-  }
-}).mount("#app")

package/ref-btcbot/src/web/index.html

@@ -1,70 +0,0 @@
-<!doctype html>
-<html lang="en">
-  <head>
-    <meta charset="UTF-8" />
-    <meta name="viewport" content="width=device-width, initial-scale=1.0" />
-    <title>ref-btcbot</title>
-    <script src="https://cdn.tailwindcss.com"></script>
-    <script src="https://unpkg.com/vue@3/dist/vue.global.prod.js"></script>
-  </head>
-  <body class="bg-slate-950 text-slate-100 min-h-screen">
-    <div id="app" class="max-w-7xl mx-auto p-6 space-y-6">
-      <header class="flex flex-col gap-3 md:flex-row md:items-center md:justify-between">
-        <div>
-          <h1 class="text-3xl font-bold">BTC 15m Hedging Bot</h1>
-          <p class="text-slate-400">Paper-first hedge orchestration with dcli operator integration.</p>
-        </div>
-        <div class="flex gap-3">
-          <button @click="refresh" class="px-4 py-2 rounded bg-slate-800 hover:bg-slate-700">Refresh</button>
-          <button @click="runOnce" class="px-4 py-2 rounded bg-emerald-600 hover:bg-emerald-500">Run Once</button>
-        </div>
-      </header>
-
-      <section class="grid md:grid-cols-4 gap-4">
-        <article class="bg-slate-900 rounded p-4" v-for="card in cards" :key="card.label">
-          <p class="text-sm text-slate-400">{{ card.label }}</p>
-          <p class="text-2xl font-semibold mt-2">{{ card.value }}</p>
-        </article>
-      </section>
-
-      <section class="grid lg:grid-cols-2 gap-6">
-        <article class="bg-slate-900 rounded p-4 space-y-3">
-          <h2 class="text-xl font-semibold">Latest Signal</h2>
-          <pre class="text-xs overflow-auto text-emerald-300">{{ pretty(data.snapshot?.signal) }}</pre>
-        </article>
-        <article class="bg-slate-900 rounded p-4 space-y-3">
-          <h2 class="text-xl font-semibold">Position & Mark</h2>
-          <pre class="text-xs overflow-auto text-cyan-300">{{ pretty({ position: data.state?.position, mark: data.snapshot?.mark }) }}</pre>
-        </article>
-      </section>
-
-      <section class="grid lg:grid-cols-2 gap-6">
-        <article class="bg-slate-900 rounded p-4">
-          <h2 class="text-xl font-semibold mb-3">Recent Orders</h2>
-          <div class="space-y-3 max-h-96 overflow-auto">
-            <div class="border border-slate-800 rounded p-3" v-for="order in data.orders" :key="order.id">
-              <div class="flex justify-between text-sm">
-                <span class="uppercase font-semibold" :class="order.side === 'sell' ? 'text-rose-400' : 'text-emerald-400'">{{ order.side }}</span>
-                <span class="text-slate-400">{{ order.ts }}</span>
-              </div>
-              <div class="text-sm mt-2">Qty: {{ order.qty }} | Price: {{ order.price }} | Realized PnL: {{ order.realizedPnl }}</div>
-            </div>
-          </div>
-        </article>
-        <article class="bg-slate-900 rounded p-4">
-          <h2 class="text-xl font-semibold mb-3">Recent Runs</h2>
-          <div class="space-y-3 max-h-96 overflow-auto">
-            <div class="border border-slate-800 rounded p-3" v-for="run in data.runs" :key="run.ts">
-              <div class="flex justify-between text-sm">
-                <span>{{ run.signal?.reasons?.join(', ') || 'n/a' }}</span>
-                <span class="text-slate-400">{{ run.ts }}</span>
-              </div>
-              <div class="text-sm mt-2">Target perp: {{ run.signal?.targetPerpBtc }} | Delta: {{ run.signal?.deltaBtc }} | Risk: {{ run.risk?.violations?.join(', ') || 'ok' }}</div>
-            </div>
-          </div>
-        </article>
-      </section>
-    </div>
-    <script src="/app.js"></script>
-  </body>
-</html>

package/ref-btcbot/src/web/server.js

@@ -1,33 +0,0 @@
-const path = require("path")
-const express = require("express")
-const { createApiRouter } = require("./api")
-
-function createServer(config, repository) {
-  const app = express()
-  const webDir = path.join(__dirname)
-
-  app.use(express.json())
-  app.use("/api", createApiRouter(config, repository))
-  app.get("/", (req, res) => {
-    res.sendFile(path.join(webDir, "index.html"))
-  })
-  app.get("/app.js", (req, res) => {
-    res.sendFile(path.join(webDir, "app.js"))
-  })
-  app.use((error, req, res, next) => {
-    res.status(500).json({ ok: false, error: error.message })
-  })
-
-  return {
-    app,
-    start() {
-      return new Promise((resolve) => {
-        const server = app.listen(config.port, () => resolve(server))
-      })
-    }
-  }
-}
-
-module.exports = {
-  createServer
-}