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Shared types for the multi-broker auto-trading bot.\n\nexport interface Candle {\n time: number; // unix seconds\n open: number;\n high: number;\n low: number;\n close: number;\n volume: number;\n}\n\nexport type Direction = \"BUY\" | \"SELL\" | \"NEUTRAL\";\n\nexport interface AnalysisFactor {\n name: string;\n side: \"bullish\" | \"bearish\" | \"neutral\";\n weight: number;\n detail: string;\n}\n\nexport interface AnalysisResult {\n direction: Direction;\n confidence: number; // 0-100\n entry: number;\n stopLoss: number;\n takeProfits: [number, number, number]; // 1.5R, 2.5R, 4.0R\n riskRewardRatios: [number, number, number];\n atr: number;\n bullishScore: number;\n bearishScore: number;\n factors: AnalysisFactor[];\n session: TradingSession;\n reasoning: string[];\n symbol: string;\n timestamp: number;\n}\n\nexport type TradingSession =\n | \"London\"\n | \"NY-London Overlap\"\n | \"New York\"\n | \"Asian/Low Liquidity\";\n\n// ---------- Broker types ----------\n\nexport type BrokerType =\n | \"alpaca\"\n | \"binance\"\n | \"bybit\"\n | \"oanda\"\n | \"deriv\"\n | \"ibkr\"\n | \"mt5\";\n\nexport interface BrokerConfig {\n type: BrokerType;\n displayName: string;\n description: string;\n fields: BrokerField[];\n defaultSymbols: string[];\n supportsPaperTrading: boolean;\n available: boolean; // false for brokers needing external gateway\n icon: string;\n}\n\nexport interface BrokerField {\n key: string;\n label: string;\n type: \"text\" | \"password\";\n required: boolean;\n placeholder?: string;\n}\n\n// ---------- Trade types ----------\n\nexport type TradeStatus =\n | \"pending\"\n | \"open\"\n | \"closed\"\n | \"cancelled\"\n | \"rejected\";\n\nexport interface Trade {\n id: number;\n brokerId: number;\n brokerType: BrokerType;\n symbol: string;\n direction: Direction;\n quantity: number;\n entryPrice: number;\n exitPrice: number | null;\n stopLoss: number;\n takeProfit: number;\n status: TradeStatus;\n pnl: number | null;\n confidence: number;\n reasoning: string;\n brokerOrderId: string | null;\n createdAt: number;\n closedAt: number | null;\n}\n\n// ---------- Broker adapter interface ----------\n\nexport interface BrokerAccount {\n balance: number;\n currency: string;\n buyingPower?: number;\n equity?: number;\n status: string;\n}\n\nexport interface PlaceOrderParams {\n symbol: string;\n side: \"buy\" | \"sell\";\n quantity: number;\n orderType: \"market\" | \"limit\";\n limitPrice?: number;\n stopLoss?: number;\n takeProfit?: number;\n}\n\nexport interface PlaceOrderResult {\n ok: boolean;\n orderId?: string;\n error?: string;\n filledPrice?: number;\n}\n\nexport interface BrokerAdapter {\n type: BrokerType;\n getAccount(): Promise;\n getCandles(symbol: string, interval: string, limit: number): Promise;\n getQuote(symbol: string): Promise<{ price: number; bid?: number; ask?: number }>;\n placeOrder(params: PlaceOrderParams): Promise;\n closePosition(symbol: string): Promise;\n testConnection(): Promise<{ ok: boolean; 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Candlestick pattern detection (11 patterns) on the most recent candles.\nimport type { Candle } from \"./types.ts\";\n\nexport interface PatternHit {\n name: string;\n side: \"bullish\" | \"bearish\";\n}\n\nconst body = (c: Candle) => Math.abs(c.close - c.open);\nconst range = (c: Candle) => c.high - c.low || 1e-9;\nconst upperWick = (c: Candle) => c.high - Math.max(c.open, c.close);\nconst lowerWick = (c: Candle) => Math.min(c.open, c.close) - c.low;\nconst isBull = (c: Candle) => c.close > c.open;\nconst isBear = (c: Candle) => c.close < c.open;\n\n// Evaluate patterns ending at the last candle.\nexport function detectPatterns(candles: Candle[]): PatternHit[] {\n const hits: PatternHit[] = [];\n const n = candles.length;\n if (n < 3) return hits;\n const c = candles[n - 1];\n const p = candles[n - 2];\n const p2 = candles[n - 3];\n const b = body(c);\n const r = range(c);\n\n // Doji\n if (b <= r * 0.1) hits.push({ name: \"Doji\", side: isBull(c) ? \"bullish\" : \"bearish\" });\n\n // Hammer (bullish): small body up top, long lower wick\n if (lowerWick(c) >= b * 2 && upperWick(c) <= b * 0.6 && b > 0) {\n hits.push({ name: \"Hammer\", side: \"bullish\" });\n }\n\n // Shooting Star (bearish): small body down low, long upper wick\n if (upperWick(c) >= b * 2 && lowerWick(c) <= b * 0.6 && b > 0) {\n hits.push({ name: \"Shooting Star\", side: \"bearish\" });\n }\n\n // Pin Bar (either side) — wick >= 66% of range\n if (lowerWick(c) >= r * 0.66) hits.push({ name: \"Bullish Pin Bar\", side: \"bullish\" });\n if (upperWick(c) >= r * 0.66) hits.push({ name: \"Bearish Pin Bar\", side: \"bearish\" });\n\n // Marubozu — body is nearly the whole range\n if (b >= r * 0.9) {\n hits.push({ name: \"Marubozu\", side: isBull(c) ? \"bullish\" : \"bearish\" });\n }\n\n // Bullish Engulfing\n if (isBear(p) && isBull(c) && c.close >= p.open && c.open <= p.close) {\n hits.push({ name: \"Bullish Engulfing\", side: \"bullish\" });\n }\n // Bearish Engulfing\n if (isBull(p) && isBear(c) && c.open >= p.close && c.close <= p.open) {\n hits.push({ name: \"Bearish Engulfing\", side: \"bearish\" });\n }\n\n // Morning Star (bullish reversal): big bear, small body, big bull\n if (\n isBear(p2) && body(p2) > range(p2) * 0.5 &&\n body(p) < range(p) * 0.4 &&\n isBull(c) && body(c) > range(c) * 0.5 &&\n c.close > (p2.open + p2.close) / 2\n ) {\n hits.push({ name: \"Morning Star\", side: \"bullish\" });\n }\n // Evening Star (bearish reversal)\n if (\n isBull(p2) && body(p2) > range(p2) * 0.5 &&\n body(p) < range(p) * 0.4 &&\n isBear(c) && body(c) > range(c) * 0.5 &&\n c.close < (p2.open + p2.close) / 2\n ) {\n hits.push({ name: \"Evening Star\", side: \"bearish\" });\n }\n\n return hits;\n}\n",[],[137,167,169],"f2f8eaa1-2d3b-4aaf-af3b-bd7920ca0f81","indicators.ts","019f698d-f7c7-70da-a4dd-2d44b75b159b",["D",1784182339533],"// Pure technical-indicator math. No I/O, fully unit-testable.\nimport type { Candle } from \"./types.ts\";\n\nexport function sma(values: number[], period: number): number[] {\n const out: number[] = [];\n for (let i = 0; i < values.length; i++) {\n if (i < period - 1) {\n out.push(NaN);\n continue;\n }\n let sum = 0;\n for (let j = i - period + 1; j <= i; j++) sum += values[j];\n out.push(sum / period);\n }\n return out;\n}\n\nexport function ema(values: number[], period: number): number[] {\n const out: number[] = [];\n const k = 2 / (period + 1);\n let prev = NaN;\n for (let i = 0; i < values.length; i++) {\n if (i < period - 1) {\n out.push(NaN);\n continue;\n }\n if (Number.isNaN(prev)) {\n // seed with SMA of first `period` values\n let sum = 0;\n for (let j = i - period + 1; j <= i; j++) sum += values[j];\n prev = sum / period;\n } else {\n prev = values[i] * k + prev * (1 - k);\n }\n out.push(prev);\n }\n return out;\n}\n\nexport function rsi(values: number[], period = 14): number[] {\n const out: number[] = new Array(values.length).fill(NaN);\n if (values.length <= period) return out;\n let gain = 0;\n let loss = 0;\n for (let i = 1; i <= period; i++) {\n const diff = values[i] - values[i - 1];\n if (diff >= 0) gain += diff;\n else loss -= diff;\n }\n let avgGain = gain / period;\n let avgLoss = loss / period;\n out[period] = avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss);\n for (let i = period + 1; i < values.length; i++) {\n const diff = values[i] - values[i - 1];\n const up = diff >= 0 ? diff : 0;\n const down = diff < 0 ? -diff : 0;\n avgGain = (avgGain * (period - 1) + up) / period;\n avgLoss = (avgLoss * (period - 1) + down) / period;\n out[i] = avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss);\n }\n return out;\n}\n\nexport interface MacdPoint {\n macd: number;\n signal: number;\n histogram: number;\n}\n\nexport function macd(\n values: number[],\n fast = 12,\n slow = 26,\n signalPeriod = 9,\n): MacdPoint[] {\n const emaFast = ema(values, fast);\n const emaSlow = ema(values, slow);\n const macdLine = values.map((_, i) => emaFast[i] - emaSlow[i]);\n // signal = EMA of macdLine (ignoring leading NaNs)\n const cleanIdx = macdLine.findIndex((v) => !Number.isNaN(v));\n const signalRaw = ema(\n macdLine.map((v) => (Number.isNaN(v) ? 0 : v)),\n signalPeriod,\n );\n return values.map((_, i) => {\n const m = macdLine[i];\n const s = i >= cleanIdx ? signalRaw[i] : NaN;\n return { macd: m, signal: s, histogram: m - s };\n });\n}\n\nexport function atr(candles: Candle[], period = 14): number[] {\n const out: number[] = new Array(candles.length).fill(NaN);\n if (candles.length < 2) return out;\n const trs: number[] = [0];\n for (let i = 1; i < candles.length; i++) {\n const h = candles[i].high;\n const l = candles[i].low;\n const pc = candles[i - 1].close;\n trs.push(Math.max(h - l, Math.abs(h - pc), Math.abs(l - pc)));\n }\n let sum = 0;\n for (let i = 1; i <= period && i < trs.length; i++) sum += trs[i];\n let prev = sum / period;\n out[period] = prev;\n for (let i = period + 1; i < candles.length; i++) {\n prev = (prev * (period - 1) + trs[i]) / period;\n out[i] = prev;\n }\n return out;\n}\n\nexport interface SwingPoint {\n index: number;\n price: number;\n type: \"high\" | \"low\";\n}\n\n// Find swing highs/lows using a left/right window (fractal-style).\nexport function swingPoints(candles: Candle[], window = 2): SwingPoint[] {\n const out: SwingPoint[] = [];\n for (let i = window; i < candles.length - window; i++) {\n let isHigh = true;\n let isLow = true;\n for (let j = i - window; j <= i + window; j++) {\n if (j === i) continue;\n if (candles[j].high >= candles[i].high) isHigh = false;\n if (candles[j].low <= candles[i].low) isLow = false;\n }\n if (isHigh) out.push({ index: i, price: candles[i].high, type: \"high\" });\n if (isLow) out.push({ index: i, price: candles[i].low, type: \"low\" });\n }\n return out;\n}\n\nexport const last = (arr: T[]): T => arr[arr.length - 1];\n",[],[137,167,176],"6dab4a14-5c48-409b-a51f-75ce42158d2a",["D",1784182339533],[158,159,160],[137,167],["D",1784182339533],[157],[137],["D",1784180422629],["D",1789525843977],{"_105":104,"_112":108},{"_105":104,"_106":104,"_107":108,"_19":60,"_109":110,"_111":30},{"_13":94,"_37":95,"_48":47,"_96":49,"_97":-5,"_98":-5,"_99":-5,"_100":-5,"_101":-5,"_102":50,"_103":104},"ctx",{"_87":-5,"_132":227,"_228":229,"_230":231,"_232":30,"_233":30,"_234":30,"_235":64,"_236":-5,"_237":-7,"_238":-7,"_239":68,"_240":30,"_241":30,"_242":-5,"_243":30,"_244":30,"_245":30,"_246":-5},"ENV",{"_198":199,"_200":201,"_202":95,"_203":204,"_205":206,"_207":208,"_209":210,"_211":212,"_213":214,"_215":216,"_217":218,"_219":220,"_221":222,"_223":224,"_225":226},"REACT_APP_SENTRY_DSN","https://586020d86f05489db63a554690acf1e9@o1398359.ingest.sentry.io/6724499","RENDER_GIT_COMMIT","811aa22498c9b0b5a47e8d778de579cdb990f332","RENDER_GIT_BRANCH","POSTHOG_API_TOKEN","phc_nmoyuAkStEZuUp69rYlg1DZgrIt19Gx0Y4Hwf8tGgJP","POSTHOG_API_HOST","https://wart.val.town","WEB_API_TEMPLATE","https://{val}.web.val.run","APP_URL","https://www.val.town","MODULE_URL","https://esm.town","VANITY_WEB_API_TEMPLATE","https://{label}.val.run/","DENOLS_URL","https://lsp.val.town","NODE_ENV","production","CLOUDFLARE_TURNSTILE_SITE_KEY","0x4AAAAAACtaIZJH7s9rBMZ6","GOOGLE_CLIENT_ID","875989696899-jtsqkhlbdv5jrlsk8631p7ipjg3c6o62.apps.googleusercontent.com","STRIPE_PUBLISHABLE_KEY","pk_live_51N2zvWEpZTTLipIkVEwXrUG9AT0yeOOEYxszarZT1jpsZV58Ly6wlg3SltZpHN26CUalOBmUSY7adQRQiSkCZz2500qSXNkf8Y","API_URL","https://api.val.town",[],"preferencesKeybindings","default","preferencesTheme","light","preferencesFixers","preferencesCopilot","preferencesSelectionAi","preferencesCloseBrackets","preferencesChatPanelState","preferencesDprint","preferencesDenofmt","notificationCount","flagDenols","isBusinessOrgMember","businessOrgHandle","isBusinessOrgAdmin","isHigherTownieTier","navCollapsed","currentOrgId"]

Diff · v2