import type { Strategy, StrategyContext, StrategyAction, EnrichedSnapshot } from "../strategy-types.js";
export declare class BasisArbStrategy implements Strategy {
    readonly name = "basis-arb";
    private _config;
    describe(): {
        description: string;
        params: ({
            name: string;
            type: "number";
            required: boolean;
            default: number;
            description: string;
        } | {
            name: string;
            type: "number";
            required: boolean;
            description: string;
            default?: undefined;
        })[];
    };
    private get annualizedBasisThreshold();
    private get size();
    private get holdingPeriodHours();
    init(ctx: StrategyContext, _snapshot: EnrichedSnapshot): Promise<void>;
    onTick(ctx: StrategyContext, snapshot: EnrichedSnapshot): Promise<StrategyAction[]>;
    onStop(ctx: StrategyContext): Promise<StrategyAction[]>;
}