Trend Detection Service

Scope

This is the shared DEXBot/Claw trend service. It is independent of margin-trading and should be used for any bot that needs signal generation, parameter tuning, and bot-setting updates.

Signal Flow

1. claw/modules/feed_price_source.ts fetches the order-book mid price (get_order_book) and the feed price for a market, computing the premium/discount.
2. claw/modules/decision_loop.ts feeds those prices into KalmanTrendAnalyzer (per market) and uses the resulting trend for position health assessment.
3. market_adapter/core/signals/kalman_trend_analyzer.ts is the canonical analyzer implementation; analysis/trend_detection/kalman_trend_analyzer.ts re-exports it so production, analysis tooling, and tests resolve one shared module.
4. Claw applies supported setting changes through bot-settings-preview and bot-settings-apply.

Note: the analyzer input is the live order-book mid price plus the feed price — not candles.

Inputs

• Order-book mid price from fetchMidPrice('BTS', mpaSymbol)
• Feed price / settlement reference (fetchFeedPrice)
• Trend analyzer configuration (KalmanTrendConfig):
  • rNoise — measurement noise (default 0.05)
  • qTactical — tactical filter process noise (default qNoise or 0.01)
  • qModal — modal filter process noise (default qNoise or 0.0001)
  • qNoise — shared process-noise fallback for both filters
  • beamCount — max projected trajectory beams (default 100)
  • dt — time step per update (default 1)
  • warmupBars — warmup updates before isReady (default 20)
• Bot settings fields that the signal may update:
  • weightDistribution

Outputs

• trend: UP, DOWN, or FLAT (from tactical velocity sign)
• signal: BULLISH_DISPLACEMENT, BEARISH_DISPLACEMENT, EQUILIBRIUM, or NEUTRAL
• confidence: 0–100 (warmup progress + velocity magnitude)
• velocityPct / velocityFilteredPct — raw and smoothed velocity
• displacementPct — price offset from the modal (long-term) estimate
• Premium / discount signal
• Oscillation / range context (beams + projections)
• Proposed bot-setting patch for the next cycle

Control Surfaces

• General settings: profiles/general.settings.json (auto-generated on first run; may not exist until then)
• Per-bot settings: profiles/bots.json
• Recalc triggers: profiles/recalculate.<botKey>.trigger
• Signal state: market_adapter/state/market_adapter_state.json
• Center snapshot: market_adapter/state/market_adapter_centers.json

Operating Rule

Treat the trend signal as configuration input, not as trading logic. The shared service can tune bot settings and trigger recalculation, but it should not own order placement or margin-position policy.