import getDepth from './get_depth.js';
import { ensurePair, createMeta } from '../lib/validate.js';
import { ok, fail } from '../lib/result.js';
import { formatSummary, formatTimestampJST } from '../lib/formatter.js';
import { getErrorMessage } from '../lib/error.js';
import { GetOrderbookPressureOutputSchema } from '../src/schemas.js';
type SideLevels = Array<[string, string]>; // [price, size]
function midFromDepth(asks: SideLevels, bids: SideLevels): number | null {
const bestAsk = Number(asks?.[0]?.[0] ?? NaN);
const bestBid = Number(bids?.[0]?.[0] ?? NaN);
if (!Number.isFinite(bestAsk) || !Number.isFinite(bestBid)) return null;
return (bestAsk + bestBid) / 2;
}
export default async function getOrderbookPressure(pair: string = 'btc_jpy', _delayMs: number = 0, bandsPct: number[] = [0.001, 0.005, 0.01]) {
const chk = ensurePair(pair);
if (!chk.ok) return GetOrderbookPressureOutputSchema.parse(fail(chk.error.message, chk.error.type)) as any;
try {
// 単一スナップショットから帯域内の厚みを評価（静的）
const snap: any = await getDepth(chk.pair, { maxLevels: 200 });
if (!snap?.ok) return GetOrderbookPressureOutputSchema.parse(fail(snap?.summary || 'failed', (snap?.meta as any)?.errorType || 'internal')) as any;
const timestamp = snap?.data?.timestamp ?? Date.now();
const asks = snap.data.asks as SideLevels;
const bids = snap.data.bids as SideLevels;
const baseMid = midFromDepth(asks, bids);
function sumInBand(levels: SideLevels, low: number, high: number) {
let s = 0;
for (const [p, q] of levels) {
const price = Number(p), qty = Number(q);
if (Number.isFinite(price) && Number.isFinite(qty) && price >= low && price <= high) s += qty;
}
return s;
}
const eps = 1e-9;
const bands = bandsPct.map((w) => {
if (!Number.isFinite(baseMid as any)) {
return { widthPct: w, baseMid: null, baseBidSize: 0, baseAskSize: 0, bidDelta: 0, askDelta: 0, netDelta: 0, netDeltaPct: null as number | null, tag: null as any };
}
const bidLow = (baseMid as number) * (1 - w);
const bidHigh = baseMid as number;
const askLow = baseMid as number;
const askHigh = (baseMid as number) * (1 + w);
const buyVol = sumInBand(bids, bidLow, bidHigh);
const sellVol = sumInBand(asks, askLow, askHigh);
const net = Number((buyVol - sellVol).toFixed(8));
const pressure = Number(((buyVol - sellVol) / (buyVol + sellVol + eps)).toFixed(4));
const absZ = (() => {
// 簡易タグ付け: パーセンタイル相当の擬似z（閾値固定）
const v = Math.abs(pressure ?? 0);
if (v >= 0.2) return 3; // strong 相当
if (v >= 0.1) return 2; // warning
if (v >= 0.05) return 1.5; // notice
return 0;
})();
const tag = absZ >= 3 ? 'strong' : absZ >= 2 ? 'warning' : absZ >= 1.5 ? 'notice' : null;
// 互換のためフィールド名は従来を流用
return {
widthPct: w,
baseMid: baseMid as number,
baseBidSize: Number(buyVol.toFixed(8)),
baseAskSize: Number(sellVol.toFixed(8)),
bidDelta: Number(buyVol.toFixed(8)),
askDelta: Number((-sellVol).toFixed(8)),
netDelta: net,
netDeltaPct: pressure,
tag,
};
});
const strongestTag = ((): 'notice' | 'warning' | 'strong' | null => {
if (bands.some((b: any) => b.tag === 'strong')) return 'strong';
if (bands.some((b: any) => b.tag === 'warning')) return 'warning';
if (bands.some((b: any) => b.tag === 'notice')) return 'notice';
return null;
})();
const summary = formatSummary({ pair: chk.pair, latest: baseMid ?? undefined, extra: `bands=${bandsPct.join(',')}; tag=${strongestTag ?? 'none'}` });
// タイムスタンプ付きテキスト出力
const text = [
`📸 ${formatTimestampJST(timestamp)}`,
'',
summary,
'',
'📊 板圧力分析:',
...bands.map((b: any) =>
`±${(b.widthPct * 100).toFixed(2)}%: 買い ${b.baseBidSize.toFixed(2)} BTC / 売り ${b.baseAskSize.toFixed(2)} BTC (圧力: ${(b.netDeltaPct * 100).toFixed(1)}%)${b.tag ? ` [${b.tag}]` : ''}`
),
'',
`💡 総合評価: ${strongestTag ?? '均衡'}`,
].filter(Boolean).join('\n');
const data = { bands, aggregates: { netDelta: Number(bands.reduce((s: number, b: any) => s + b.netDelta, 0).toFixed(8)), strongestTag } };
const meta = createMeta(chk.pair, { delayMs: 0 });
return GetOrderbookPressureOutputSchema.parse(ok(text, data as any, meta as any)) as any;
} catch (e: unknown) {
return GetOrderbookPressureOutputSchema.parse(fail(getErrorMessage(e) || 'internal error', 'internal')) as any;
}
}
