feat: Complete Phase 2 - Autonomous Trading System
- Add Pyth Network price monitoring (WebSocket + polling fallback) - Add Position Manager with automatic exit logic (TP1/TP2/SL) - Implement dynamic stop-loss adjustment (breakeven + profit lock) - Add real-time P&L tracking and multi-position support - Create comprehensive test suite (3 test scripts) - Add 5 detailed documentation files (2500+ lines) - Update configuration to $50 position size for safe testing - All Phase 2 features complete and tested Core Components: - v4/lib/pyth/price-monitor.ts - Real-time price monitoring - v4/lib/trading/position-manager.ts - Autonomous position management - v4/app/api/trading/positions/route.ts - Query positions endpoint - v4/test-*.ts - Comprehensive testing suite Documentation: - PHASE_2_COMPLETE_REPORT.md - Implementation summary - v4/PHASE_2_SUMMARY.md - Detailed feature overview - v4/TESTING.md - Testing guide - v4/QUICKREF_PHASE2.md - Quick reference - install-phase2.sh - Automated installation script
This commit is contained in:
mindesbunister
286
v4/lib/drift/client.ts
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286
v4/lib/drift/client.ts
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@@ -0,0 +1,286 @@
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/**
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* Drift Protocol Client
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*
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* Handles connection to Drift Protocol and basic operations
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*/
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import { Connection, PublicKey, Keypair } from '@solana/web3.js'
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import { Wallet } from '@coral-xyz/anchor'
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import { DriftClient, initialize, User, PerpMarkets } from '@drift-labs/sdk'
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export interface DriftConfig {
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rpcUrl: string
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walletPrivateKey: string
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env: 'mainnet-beta' | 'devnet'
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}
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export class DriftService {
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private connection: Connection
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private wallet: Wallet
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private driftClient: DriftClient | null = null
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private user: User | null = null
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private isInitialized: boolean = false
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constructor(private config: DriftConfig) {
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this.connection = new Connection(config.rpcUrl, 'confirmed')
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// Create wallet from private key
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const keypair = Keypair.fromSecretKey(
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Buffer.from(config.walletPrivateKey, 'base58')
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)
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this.wallet = new Wallet(keypair)
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console.log('✅ Drift service created for wallet:', this.wallet.publicKey.toString())
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}
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/**
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* Initialize Drift client and subscribe to account updates
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*/
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async initialize(): Promise<void> {
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if (this.isInitialized) {
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console.log('⚠️ Drift service already initialized')
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return
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}
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try {
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console.log('🚀 Initializing Drift Protocol client...')
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// Initialize Drift SDK
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await initialize(this.config.env === 'devnet' ? 'devnet' : 'mainnet-beta')
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// Create Drift client
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this.driftClient = new DriftClient({
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connection: this.connection,
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wallet: this.wallet,
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env: this.config.env,
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// Optional: add subaccount ID if using multiple accounts
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// subAccountId: 0,
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})
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// Subscribe to Drift account updates
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await this.driftClient.subscribe()
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console.log('✅ Drift client subscribed to account updates')
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// Get user account
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this.user = this.driftClient.getUser()
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this.isInitialized = true
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console.log('✅ Drift service initialized successfully')
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} catch (error) {
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console.error('❌ Failed to initialize Drift service:', error)
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throw error
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}
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}
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/**
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* Get current USDC balance
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*/
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async getUSDCBalance(): Promise<number> {
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this.ensureInitialized()
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try {
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const accountData = this.user!.getUserAccount()
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// USDC spot balance (in quote currency)
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const spotBalance = this.user!.getSpotMarketAssetValue(0) // 0 = USDC market
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return Number(spotBalance) / 1e6 // USDC has 6 decimals
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} catch (error) {
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console.error('❌ Failed to get USDC balance:', error)
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throw error
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}
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}
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/**
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* Get current position for a market
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*/
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async getPosition(marketIndex: number): Promise<{
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size: number
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entryPrice: number
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unrealizedPnL: number
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side: 'long' | 'short' | 'none'
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} | null> {
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this.ensureInitialized()
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try {
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const position = this.user!.getPerpPosition(marketIndex)
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if (!position || position.baseAssetAmount.eq(0)) {
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return null
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}
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const baseAssetAmount = Number(position.baseAssetAmount) / 1e9 // 9 decimals
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const quoteAssetAmount = Number(position.quoteAssetAmount) / 1e6 // 6 decimals
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// Calculate entry price
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const entryPrice = Math.abs(quoteAssetAmount / baseAssetAmount)
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// Get unrealized P&L
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const unrealizedPnL = Number(this.user!.getUnrealizedPNL(false, marketIndex)) / 1e6
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const side = baseAssetAmount > 0 ? 'long' : baseAssetAmount < 0 ? 'short' : 'none'
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return {
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size: Math.abs(baseAssetAmount),
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entryPrice,
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unrealizedPnL,
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side,
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}
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} catch (error) {
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console.error(`❌ Failed to get position for market ${marketIndex}:`, error)
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return null
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}
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}
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/**
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* Get all active positions
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*/
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async getAllPositions(): Promise<Array<{
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marketIndex: number
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symbol: string
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size: number
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entryPrice: number
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unrealizedPnL: number
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side: 'long' | 'short'
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}>> {
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this.ensureInitialized()
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const positions = []
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// Check common markets (SOL, BTC, ETH)
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const markets = [
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{ index: 0, symbol: 'SOL-PERP' },
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{ index: 1, symbol: 'BTC-PERP' },
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{ index: 2, symbol: 'ETH-PERP' },
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]
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for (const market of markets) {
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const position = await this.getPosition(market.index)
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if (position && position.side !== 'none') {
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positions.push({
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marketIndex: market.index,
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symbol: market.symbol,
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...position,
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side: position.side as 'long' | 'short',
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})
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}
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}
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return positions
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}
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/**
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* Get current oracle price for a market
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*/
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async getOraclePrice(marketIndex: number): Promise<number> {
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this.ensureInitialized()
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try {
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const oracleData = this.driftClient!.getOracleDataForPerpMarket(marketIndex)
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return Number(oracleData.price) / 1e6
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} catch (error) {
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console.error(`❌ Failed to get oracle price for market ${marketIndex}:`, error)
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throw error
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}
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}
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/**
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* Get account health (margin ratio)
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*/
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async getAccountHealth(): Promise<{
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totalCollateral: number
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totalLiability: number
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freeCollateral: number
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marginRatio: number
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}> {
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this.ensureInitialized()
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try {
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const totalCollateral = Number(this.user!.getTotalCollateral()) / 1e6
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const totalLiability = Number(this.user!.getTotalLiability()) / 1e6
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const freeCollateral = Number(this.user!.getFreeCollateral()) / 1e6
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const marginRatio = totalLiability > 0
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? totalCollateral / totalLiability
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: Infinity
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return {
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totalCollateral,
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totalLiability,
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freeCollateral,
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marginRatio,
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}
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} catch (error) {
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console.error('❌ Failed to get account health:', error)
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throw error
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}
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}
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/**
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* Get Drift client instance
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*/
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getClient(): DriftClient {
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this.ensureInitialized()
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return this.driftClient!
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}
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/**
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* Get user instance
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*/
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getUser(): User {
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this.ensureInitialized()
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return this.user!
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}
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/**
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* Disconnect from Drift
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*/
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async disconnect(): Promise<void> {
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if (this.driftClient) {
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await this.driftClient.unsubscribe()
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console.log('✅ Drift client disconnected')
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}
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this.isInitialized = false
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}
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/**
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* Ensure service is initialized
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*/
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private ensureInitialized(): void {
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if (!this.isInitialized || !this.driftClient || !this.user) {
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throw new Error('Drift service not initialized. Call initialize() first.')
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}
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}
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}
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// Singleton instance
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let driftServiceInstance: DriftService | null = null
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export function getDriftService(): DriftService {
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if (!driftServiceInstance) {
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const config: DriftConfig = {
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rpcUrl: process.env.SOLANA_RPC_URL || 'https://api.mainnet-beta.solana.com',
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walletPrivateKey: process.env.DRIFT_WALLET_PRIVATE_KEY || '',
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env: (process.env.DRIFT_ENV as 'mainnet-beta' | 'devnet') || 'mainnet-beta',
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}
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if (!config.walletPrivateKey) {
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throw new Error('DRIFT_WALLET_PRIVATE_KEY not set in environment')
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}
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driftServiceInstance = new DriftService(config)
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}
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return driftServiceInstance
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}
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export async function initializeDriftService(): Promise<DriftService> {
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const service = getDriftService()
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await service.initialize()
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return service
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}
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280
v4/lib/drift/orders.ts
Normal file
280
v4/lib/drift/orders.ts
Normal file
@@ -0,0 +1,280 @@
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/**
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* Drift Order Execution
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*
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* Handles opening and closing positions with market orders
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*/
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import { getDriftService } from './client'
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import { getMarketConfig } from '../../config/trading'
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import {
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MarketType,
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PositionDirection,
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OrderType,
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OrderParams,
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} from '@drift-labs/sdk'
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export interface OpenPositionParams {
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symbol: string // e.g., 'SOL-PERP'
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direction: 'long' | 'short'
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sizeUSD: number // USD notional size
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slippageTolerance: number // Percentage (e.g., 1.0 for 1%)
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}
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export interface OpenPositionResult {
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success: boolean
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transactionSignature?: string
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fillPrice?: number
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fillSize?: number
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slippage?: number
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error?: string
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}
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export interface ClosePositionParams {
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symbol: string
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percentToClose: number // 0-100
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slippageTolerance: number
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}
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export interface ClosePositionResult {
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success: boolean
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transactionSignature?: string
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closePrice?: number
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closedSize?: number
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realizedPnL?: number
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error?: string
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}
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/**
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* Open a position with a market order
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*/
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export async function openPosition(
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params: OpenPositionParams
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): Promise<OpenPositionResult> {
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try {
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console.log('📊 Opening position:', params)
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const driftService = getDriftService()
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const marketConfig = getMarketConfig(params.symbol)
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const driftClient = driftService.getClient()
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// Get current oracle price
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const oraclePrice = await driftService.getOraclePrice(marketConfig.driftMarketIndex)
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console.log(`💰 Current ${params.symbol} price: $${oraclePrice.toFixed(4)}`)
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// Calculate position size in base asset
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const baseAssetSize = params.sizeUSD / oraclePrice
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// Validate minimum order size
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if (baseAssetSize < marketConfig.minOrderSize) {
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throw new Error(
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`Order size ${baseAssetSize.toFixed(4)} is below minimum ${marketConfig.minOrderSize}`
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)
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}
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// Calculate worst acceptable price (with slippage)
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const slippageMultiplier = params.direction === 'long'
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? 1 + (params.slippageTolerance / 100)
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: 1 - (params.slippageTolerance / 100)
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const worstPrice = oraclePrice * slippageMultiplier
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console.log(`📝 Order details:`)
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console.log(` Size: ${baseAssetSize.toFixed(4)} ${params.symbol.split('-')[0]}`)
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console.log(` Notional: $${params.sizeUSD.toFixed(2)}`)
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console.log(` Oracle price: $${oraclePrice.toFixed(4)}`)
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console.log(` Worst price (${params.slippageTolerance}% slippage): $${worstPrice.toFixed(4)}`)
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// Prepare order parameters
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const orderParams: OrderParams = {
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orderType: OrderType.MARKET,
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marketIndex: marketConfig.driftMarketIndex,
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marketType: MarketType.PERP,
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direction: params.direction === 'long'
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? PositionDirection.LONG
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: PositionDirection.SHORT,
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baseAssetAmount: BigInt(Math.floor(baseAssetSize * 1e9)), // 9 decimals
|
||||
// Optional: add price limit for protection
|
||||
// price: BigInt(Math.floor(worstPrice * 1e6)), // 6 decimals
|
||||
}
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||||
// Place market order
|
||||
console.log('🚀 Placing market order...')
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||||
const txSig = await driftClient.placeAndTakePerpOrder(orderParams)
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||||
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||||
console.log(`✅ Order placed! Transaction: ${txSig}`)
|
||||
|
||||
// Wait for confirmation
|
||||
await driftClient.txSender.confirmTransaction(txSig)
|
||||
console.log('✅ Transaction confirmed')
|
||||
|
||||
// Get actual fill price from position
|
||||
const position = await driftService.getPosition(marketConfig.driftMarketIndex)
|
||||
|
||||
if (!position) {
|
||||
throw new Error('Position not found after order execution')
|
||||
}
|
||||
|
||||
const fillPrice = position.entryPrice
|
||||
const slippage = Math.abs((fillPrice - oraclePrice) / oraclePrice) * 100
|
||||
|
||||
console.log(`💰 Fill details:`)
|
||||
console.log(` Fill price: $${fillPrice.toFixed(4)}`)
|
||||
console.log(` Slippage: ${slippage.toFixed(3)}%`)
|
||||
|
||||
return {
|
||||
success: true,
|
||||
transactionSignature: txSig,
|
||||
fillPrice,
|
||||
fillSize: baseAssetSize,
|
||||
slippage,
|
||||
}
|
||||
|
||||
} catch (error) {
|
||||
console.error('❌ Failed to open position:', error)
|
||||
return {
|
||||
success: false,
|
||||
error: error instanceof Error ? error.message : 'Unknown error',
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Close a position (partially or fully) with a market order
|
||||
*/
|
||||
export async function closePosition(
|
||||
params: ClosePositionParams
|
||||
): Promise<ClosePositionResult> {
|
||||
try {
|
||||
console.log('📊 Closing position:', params)
|
||||
|
||||
const driftService = getDriftService()
|
||||
const marketConfig = getMarketConfig(params.symbol)
|
||||
const driftClient = driftService.getClient()
|
||||
|
||||
// Get current position
|
||||
const position = await driftService.getPosition(marketConfig.driftMarketIndex)
|
||||
|
||||
if (!position || position.side === 'none') {
|
||||
throw new Error(`No active position for ${params.symbol}`)
|
||||
}
|
||||
|
||||
// Calculate size to close
|
||||
const sizeToClose = position.size * (params.percentToClose / 100)
|
||||
|
||||
console.log(`📝 Close order details:`)
|
||||
console.log(` Current position: ${position.size.toFixed(4)} ${position.side}`)
|
||||
console.log(` Closing: ${params.percentToClose}% (${sizeToClose.toFixed(4)})`)
|
||||
console.log(` Entry price: $${position.entryPrice.toFixed(4)}`)
|
||||
console.log(` Unrealized P&L: $${position.unrealizedPnL.toFixed(2)}`)
|
||||
|
||||
// Get current oracle price
|
||||
const oraclePrice = await driftService.getOraclePrice(marketConfig.driftMarketIndex)
|
||||
console.log(` Current price: $${oraclePrice.toFixed(4)}`)
|
||||
|
||||
// Prepare close order (opposite direction)
|
||||
const orderParams: OrderParams = {
|
||||
orderType: OrderType.MARKET,
|
||||
marketIndex: marketConfig.driftMarketIndex,
|
||||
marketType: MarketType.PERP,
|
||||
direction: position.side === 'long'
|
||||
? PositionDirection.SHORT
|
||||
: PositionDirection.LONG,
|
||||
baseAssetAmount: BigInt(Math.floor(sizeToClose * 1e9)), // 9 decimals
|
||||
reduceOnly: true, // Important: only close existing position
|
||||
}
|
||||
|
||||
// Place market close order
|
||||
console.log('🚀 Placing market close order...')
|
||||
const txSig = await driftClient.placeAndTakePerpOrder(orderParams)
|
||||
|
||||
console.log(`✅ Close order placed! Transaction: ${txSig}`)
|
||||
|
||||
// Wait for confirmation
|
||||
await driftClient.txSender.confirmTransaction(txSig)
|
||||
console.log('✅ Transaction confirmed')
|
||||
|
||||
// Calculate realized P&L
|
||||
const pnlPerUnit = oraclePrice - position.entryPrice
|
||||
const realizedPnL = pnlPerUnit * sizeToClose * (position.side === 'long' ? 1 : -1)
|
||||
|
||||
console.log(`💰 Close details:`)
|
||||
console.log(` Close price: $${oraclePrice.toFixed(4)}`)
|
||||
console.log(` Realized P&L: $${realizedPnL.toFixed(2)}`)
|
||||
|
||||
return {
|
||||
success: true,
|
||||
transactionSignature: txSig,
|
||||
closePrice: oraclePrice,
|
||||
closedSize: sizeToClose,
|
||||
realizedPnL,
|
||||
}
|
||||
|
||||
} catch (error) {
|
||||
console.error('❌ Failed to close position:', error)
|
||||
return {
|
||||
success: false,
|
||||
error: error instanceof Error ? error.message : 'Unknown error',
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Close entire position for a market
|
||||
*/
|
||||
export async function closeEntirePosition(
|
||||
symbol: string,
|
||||
slippageTolerance: number = 1.0
|
||||
): Promise<ClosePositionResult> {
|
||||
return closePosition({
|
||||
symbol,
|
||||
percentToClose: 100,
|
||||
slippageTolerance,
|
||||
})
|
||||
}
|
||||
|
||||
/**
|
||||
* Emergency close all positions
|
||||
*/
|
||||
export async function emergencyCloseAll(): Promise<{
|
||||
success: boolean
|
||||
results: Array<{
|
||||
symbol: string
|
||||
result: ClosePositionResult
|
||||
}>
|
||||
}> {
|
||||
console.log('🚨 EMERGENCY: Closing all positions')
|
||||
|
||||
try {
|
||||
const driftService = getDriftService()
|
||||
const positions = await driftService.getAllPositions()
|
||||
|
||||
if (positions.length === 0) {
|
||||
console.log('✅ No positions to close')
|
||||
return { success: true, results: [] }
|
||||
}
|
||||
|
||||
const results = []
|
||||
|
||||
for (const position of positions) {
|
||||
console.log(`🔴 Emergency closing ${position.symbol}...`)
|
||||
const result = await closeEntirePosition(position.symbol, 2.0) // Allow 2% slippage
|
||||
results.push({
|
||||
symbol: position.symbol,
|
||||
result,
|
||||
})
|
||||
}
|
||||
|
||||
console.log('✅ Emergency close complete')
|
||||
|
||||
return {
|
||||
success: true,
|
||||
results,
|
||||
}
|
||||
|
||||
} catch (error) {
|
||||
console.error('❌ Emergency close failed:', error)
|
||||
return {
|
||||
success: false,
|
||||
results: [],
|
||||
}
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user