direkturcrypto
112 lines
3.3 KiB
JavaScript
112 lines
3.3 KiB
JavaScript
/**
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* Telemetry.js
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* Structured JSONL logger for the OneShot engine.
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*
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* Every decision tick, order lifecycle event, position exit, and state
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* transition is recorded to data/oneshot_telemetry.jsonl — one JSON object
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* per line — for offline analysis and strategy tuning.
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*/
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import fs from 'fs';
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import path from 'path';
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import logger from '../utils/logger.js';
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const DATA_DIR = path.resolve('data');
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const LOG_FILE = path.join(DATA_DIR, 'oneshot_telemetry.jsonl');
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export class Telemetry {
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constructor() {
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// Ensure data/ directory exists
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if (!fs.existsSync(DATA_DIR)) {
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fs.mkdirSync(DATA_DIR, { recursive: true });
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}
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}
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// ── Public log methods ───────────────────────────────────────────────────
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/**
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* Log a per-decision-tick evaluation record.
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* Called for every signal evaluation, whether entry is taken or not.
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*
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* @param {Object} d
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* @param {string} d.marketSlug
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* @param {number} d.ts
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* @param {number} d.tteSec
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* @param {number} d.spread
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* @param {number} d.imbalance
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* @param {number} d.slope
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* @param {number} d.retrace
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* @param {number} d.depth
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* @param {boolean} d.gatePass
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* @param {string} d.reasonCode
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* @param {number} d.score
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* @param {string} d.action
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*/
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logDecision(d) {
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this._write({ type: 'decision', ...d });
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}
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/**
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* Log an order lifecycle event (submit → ack → fill / cancel).
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*
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* @param {Object} d
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* @param {string} d.clientOrderId
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* @param {string} d.side
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* @param {string} d.marketSlug
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* @param {number} d.px
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* @param {number} d.qty
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* @param {number} d.ackMs
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* @param {number} d.fillMs
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* @param {string} d.status
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*/
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logOrder(d) {
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this._write({ type: 'order', ...d });
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}
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/**
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* Log a position exit event.
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*
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* @param {Object} d
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* @param {string} d.marketSlug
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* @param {string} d.exitReason
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* @param {number} d.entryPx
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* @param {number} d.exitPx
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* @param {number} d.pnl
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* @param {number} d.shares
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*/
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logExit(d) {
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this._write({ type: 'exit', ...d });
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const pnlStr = d.pnl == null
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? 'pending(on-chain)'
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: d.pnl >= 0
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? `+$${d.pnl.toFixed(4)}`
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: `-$${Math.abs(d.pnl).toFixed(4)}`;
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logger.money(`[Telemetry] exit ${d.marketSlug} | ${d.exitReason} | pnl=${pnlStr}`);
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}
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/**
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* Log a state machine transition.
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*
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* @param {Object} d
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* @param {string} d.marketSlug
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* @param {string} d.from
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* @param {string} d.to
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* @param {string} d.reason
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* @param {number} d.ts
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*/
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logTransition(d) {
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this._write({ type: 'transition', ...d });
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}
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// ── Internal ─────────────────────────────────────────────────────────────
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_write(record) {
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const line = JSON.stringify({ ...record, ts: record.ts ?? Date.now() }) + '\n';
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fs.appendFile(LOG_FILE, line, (err) => {
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if (err) logger.warn(`[Telemetry] write error: ${err.message}`);
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});
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}
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}
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