@extasyio/strategy-dsl/dist/index.js

Declarative strategy builder and event bus for extasy-trading-core-libs

"use strict";
var __defProp = Object.defineProperty;
var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
var __getOwnPropNames = Object.getOwnPropertyNames;
var __hasOwnProp = Object.prototype.hasOwnProperty;
var __export = (target, all) => {
  for (var name in all)
    __defProp(target, name, { get: all[name], enumerable: true });
};
var __copyProps = (to, from, except, desc) => {
  if (from && typeof from === "object" || typeof from === "function") {
    for (let key of __getOwnPropNames(from))
      if (!__hasOwnProp.call(to, key) && key !== except)
        __defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
  }
  return to;
};
var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);

// src/index.ts
var index_exports = {};
__export(index_exports, {
  EventBus: () => EventBus,
  StateMachine: () => StateMachine,
  StrategyBuilder: () => StrategyBuilder,
  and: () => and,
  not: () => not,
  or: () => or,
  withinHours: () => withinHours
});
module.exports = __toCommonJS(index_exports);

// src/event-bus.ts
var EventBus = class {
  listeners = {};
  on(event, handler) {
    (this.listeners[event] ||= []).push(handler);
  }
  emit(event, data) {
    this.listeners[event]?.forEach((h) => h(data));
  }
  off(event, handler) {
    this.listeners[event] = (this.listeners[event] || []).filter((h) => h !== handler);
  }
};

// src/fsm.ts
var StateMachine = class {
  state = "idle";
  get current() {
    return this.state;
  }
  enter(side) {
    if (this.state !== "idle") return;
    this.state = side;
  }
  exit() {
    if (this.state === "idle") return;
    this.state = "idle";
  }
  toggle(side) {
    if (this.state === side) this.exit();
    else this.enter(side);
  }
  reset() {
    this.state = "idle";
  }
};

// src/rules.ts
var and = (...rules) => (v, s) => rules.every((r) => r(v, s));
var or = (...rules) => (v, s) => rules.some((r) => r(v, s));
var not = (rule) => (v, s) => !rule(v, s);
var withinHours = (h) => (
  // eslint-disable-next-line @typescript-eslint/no-unused-vars
  (_, __) => {
    const now = /* @__PURE__ */ new Date();
    return now.getUTCHours() >= h[0] && now.getUTCHours() < h[1];
  }
);

// src/builder.ts
var StrategyBuilder = class {
  constructor(opts) {
    this.opts = opts;
  }
  bus = new EventBus();
  fsm = new StateMachine();
  onSignal(cb) {
    this.bus.on("signal", cb);
  }
  feed(data, price, ts) {
    const val = this.opts.indicator.update(data);
    if (val === null) return;
    const sideToEnter = this.opts.enterRule(val);
    if (sideToEnter && this.fsm.current === "idle") {
      this.fsm.enter(sideToEnter);
      this.bus.emit("signal", { side: sideToEnter, price, ts });
      return;
    }
    if (this.fsm.current !== "idle" && this.opts.exitRule(val, this.fsm.current)) {
      const exitSide = this.fsm.current === "long" ? "short" : "long";
      this.fsm.exit();
      this.bus.emit("signal", { side: exitSide, price, ts });
    }
  }
};
// Annotate the CommonJS export names for ESM import in node:
0 && (module.exports = {
  EventBus,
  StateMachine,
  StrategyBuilder,
  and,
  not,
  or,
  withinHours
});