openpondai/agents/pair-trade

OpenTool app

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glucryptoFix Paragon perp market resolution
251fe3214 days ago5Commits
pair-trade/src/runtime/schedule.ts
typescript
import type { PairTradeConfig } from "../config"; export const DEFAULT_PAIR_TRADE_SCHEDULE_MINUTES = 60; export function resolvePairTradeLegAssets(config: PairTradeConfig) { const longAsset = config.longAsset.trim().toUpperCase(); const shortAsset = config.shortAsset.trim().toUpperCase(); return { longAsset, shortAsset, pairLabel: longAsset && shortAsset && longAsset !== shortAsset ? `${longAsset}/${shortAsset}` : longAsset || shortAsset, }; } export function resolvePairTradeLegMarkets(config: PairTradeConfig) { const { longAsset, shortAsset, pairLabel } = resolvePairTradeLegAssets(config); return { longAsset, shortAsset, longMarketType: config.longMarketType ?? "spot", shortMarketType: config.shortMarketType ?? "perp", pairLabel, }; } export function resolveBacktestResolution(minutes: number): "60" | "240" | "1D" { if (minutes <= 60) return "60"; if (minutes <= 240) return "240"; return "1D"; } export function resolveCronFields(cron: string | undefined) { if (!cron) return null; const fields = cron.trim().split(/\s+/).filter(Boolean); if (fields.length === 5) return fields; if (fields.length === 6) return fields.slice(1); return null; } export function resolvePairTradeScheduleMinutes(config: PairTradeConfig): number { const cronFields = resolveCronFields(config.schedule?.cron); if (!cronFields) { return DEFAULT_PAIR_TRADE_SCHEDULE_MINUTES; } const [minute, hour, dayOfMonth, month, dayOfWeek] = cronFields; if ( minute && hour && dayOfMonth && month && dayOfWeek && /^\*\/(\d+)$/.test(minute) && hour === "*" && dayOfMonth === "*" && month === "*" && dayOfWeek === "*" ) { const intervalMinutes = Number.parseInt(minute.slice(2), 10); if (Number.isFinite(intervalMinutes) && intervalMinutes > 0) { return intervalMinutes; } } if ( minute && hour && dayOfMonth && month && dayOfWeek && /^\d+$/.test(minute) && hour === "*" && dayOfMonth === "*" && month === "*" && dayOfWeek === "*" ) { return 60; } if ( minute && hour && dayOfMonth && month && dayOfWeek && /^\d+$/.test(minute) && /^\*\/(\d+)$/.test(hour) && dayOfMonth === "*" && month === "*" && dayOfWeek === "*" ) { const intervalHours = Number.parseInt(hour.slice(2), 10); if (Number.isFinite(intervalHours) && intervalHours > 0) { return intervalHours * 60; } } if ( minute && hour && dayOfMonth && month && dayOfWeek && /^\d+$/.test(minute) && /^\d+$/.test(hour) && dayOfMonth === "*" && month === "*" && dayOfWeek === "*" ) { return 24 * 60; } if ( minute && hour && dayOfMonth && month && dayOfWeek && /^\d+$/.test(minute) && /^\d+$/.test(hour) && dayOfMonth === "*" && month === "*" && dayOfWeek !== "*" ) { const weeklyRuns = dayOfWeek .split(",") .map((value) => value.trim()) .filter((value) => value.length > 0).length; return weeklyRuns > 1 ? Math.round((7 * 24 * 60) / weeklyRuns) : 7 * 24 * 60; } if ( minute && hour && dayOfMonth && month && dayOfWeek && /^\d+$/.test(minute) && /^\d+$/.test(hour) && dayOfMonth !== "*" && month === "*" && dayOfWeek === "*" ) { return 30 * 24 * 60; } return DEFAULT_PAIR_TRADE_SCHEDULE_MINUTES; } export function computePeriodsPerYear(resolution: string): number { if (resolution === "1") return 365 * 24 * 60; if (resolution === "5") return 365 * 24 * 12; if (resolution === "15") return 365 * 24 * 4; if (resolution === "30") return 365 * 24 * 2; if (resolution === "60") return 365 * 24; if (resolution === "240") return 365 * 6; if (resolution === "1D") return 365; return 52; } export function resolutionToMinutes(resolution: "5" | "15" | "30" | "60" | "240" | "1D") { if (resolution === "5") return 5; if (resolution === "15") return 15; if (resolution === "30") return 30; if (resolution === "60") return 60; if (resolution === "240") return 240; return 1440; }