@barfinex/types/dist/signal.interface.d.ts

Core TypeScript type definitions and shared interfaces for the Barfinex ecosystem. Provides strongly-typed contracts for modules, services, and plugins.

import { ConnectorType, MarketType } from './connector.interface';
import { HorizontalVolumeProfileSummary } from './horizontal-volume-profile.interface';
import { LiquidityMapSummaryByScope } from './liquidity-map.interface';
export declare enum DataMaturity {
    INSUFFICIENT = "INSUFFICIENT",
    FAST = "FAST",
    INTRADAY = "INTRADAY",
    FULL = "FULL"
}
export declare enum DetectorRole {
    CONTEXT = "CONTEXT",
    ZONE = "ZONE",
    TRIGGER = "TRIGGER"
}
export declare enum DetectorDecision {
    TRADE = "TRADE",
    NO_TRADE = "NO_TRADE"
}
export type SignalDirection = 'LONG' | 'SHORT';
export type EntryType = 'limit' | 'market';
export type StrategyKind = 'OrderFlowReversal' | 'LiquidityGrab' | 'VWAPReversion' | 'RegimeTrendContinuation' | 'HtfBiasLtfOrderFlow' | 'LiquiditySweepReversal' | 'TrendPullback';
export interface InstrumentIdentity {
    symbol: string;
    marketType: MarketType;
    connectorType: ConnectorType;
}
export interface CandlePoint {
    time: number;
    close: number;
    open?: number;
    high?: number;
    low?: number;
    volume?: number;
}
export interface CandlesContext {
    cacheKey: string;
    h1?: CandlePoint[];
    h4?: CandlePoint[];
    d1?: CandlePoint[];
}
export interface OrderFlowSnapshot {
    snapshotKey: string;
    shortWindowSec: number;
    longWindowSec: number;
    deltaRatio: number;
    cvd: number;
    aggressiveBuyVolume: number;
    aggressiveSellVolume: number;
    absorptionScore?: number;
    tradeCount?: number;
    avgTradeSize?: number;
    maxTradeSize?: number;
    buyVolume?: number;
    sellVolume?: number;
    delta?: number;
    vwap?: number | null;
    horizontalVolumeProfile?: HorizontalVolumeProfileSummary;
    liquidityMap?: LiquidityMapSummaryByScope;
}
export interface OrderBookSnapshot {
    snapshotKey: string;
    depth: number;
    imbalance: number;
    bestBid: number;
    bestAsk: number;
    mid?: number;
    spread?: number;
    spreadPct?: number;
    bidWallUsd?: number;
    askWallUsd?: number;
    walls?: {
        bid: Array<{
            price: number;
            volume: number;
        }>;
        ask: Array<{
            price: number;
            volume: number;
        }>;
    };
}
export interface DetectorInput {
    instrument: InstrumentIdentity;
    dataContext: {
        maturity: DataMaturity;
        windows: {
            candlesDays: number;
            flowMinutes: number;
            bookMinutes: number;
        };
    };
    candles: CandlesContext;
    orderFlow: OrderFlowSnapshot;
    orderBook: OrderBookSnapshot;
}
export interface SignalSchema {
    decision: DetectorDecision | 'TRADE' | 'NO_TRADE';
    symbol: string;
    market: MarketType;
    direction?: SignalDirection;
    confidence: number;
    strategy?: StrategyKind;
    entry?: {
        price: number;
        type: EntryType;
        reason: string;
    };
    stop?: {
        price: number;
        reason: string;
    };
    targets: Array<{
        price: number;
        reason: string;
    }>;
    context: {
        regime?: string;
        bias?: SignalDirection | 'NEUTRAL';
        delta: string | number;
        orderBookImbalance: number;
        dataMaturity: DataMaturity;
    };
    audit: {
        detectorsFired: string[];
        rejectedBy: string[];
        inputsRef: {
            candlesKey: string;
            flowKey: string;
            bookKey: string;
        };
    };
}
export interface ContextDetectorResult {
    fired: boolean;
    detector: string;
    regime?: string;
    bias?: SignalDirection | 'NEUTRAL';
    levels?: number[];
    zones?: string[];
    levelsDetailed?: Record<string, number>;
    zonesDetailed?: Array<{
        type: string;
        range: [number, number];
        timeframe?: 'h1' | 'h4' | 'd1';
        score?: number;
    }>;
}
export interface TriggerDetectorResult {
    fired: boolean;
    detector: string;
    strategy: StrategyKind;
    direction?: SignalDirection;
    confidence: number;
    reason?: string;
    entryPrice?: number;
    stopPrice?: number;
    targets?: Array<{
        price: number;
        reason: string;
    }>;
}
export interface DetectorNode<T> {
    name: string;
    role: DetectorRole;
    evaluate(input: DetectorInput): T;
}
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