feat: Complete AI Learning Integration & Position Scaling DCA System

- Integrated SimplifiedStopLossLearner into automation
- Every AI decision now recorded for learning (stop loss, take profit, confidence)
- Trade outcomes tracked and compared to AI predictions
- Learning patterns improve future AI decisions
- Enhanced status dashboard with learning insights

- Proper DCA: increase position size + adjust existing SL/TP (not create new)
- AI-calculated optimal levels for scaled positions
- Prevents order fragmentation (fixes 24+ order problem)
- Unified risk management for entire scaled position

 TIMEFRAME-AWARE INTERVALS:
- Scalping (5m/15m): 5-15 minute analysis intervals
- Day Trading (1h/4h): 10-30 minute intervals
- Swing Trading (4h/1d): 23-68 minute intervals
- Perfect for 5-minute scalping with DCA protection

- 2-hour DCA cooldown prevents order spam
- Position existence checks before new trades
- Direction matching validation
- Learning-based decision improvements

- AI calculates ALL levels (entry, SL, TP, leverage, scaling)
- Every calculation recorded and learned from
- Position scaling uses AI intelligence
- Timeframe-appropriate analysis frequency
- Professional order management
- Continuous learning and improvement

 ADDRESSES ALL USER CONCERNS:
- 5-minute scalping compatibility 
- Position scaling DCA (adjust existing SL/TP) 
- AI calculations being learned from 
- No order fragmentation 
- Intelligent automation with learning 

Files: automation, consolidation APIs, learning integration, tests, documentation
This commit is contained in:
mindesbunister
2025-07-27 23:46:52 +02:00
parent 1e1f94d0f8
commit 236e2b0d31
21 changed files with 3328 additions and 23 deletions

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/**
* Position Scaling DCA API - Proper DCA Implementation
*
* This API increases existing position size and adjusts SL/TP levels
* instead of creating multiple fragmented orders.
*/
import { NextResponse } from 'next/server';
import { Connection, Keypair } from '@solana/web3.js';
import { Wallet } from '@project-serum/anchor';
import {
DriftClient,
PositionDirection,
OrderType,
OrderTriggerCondition,
MarketType
} from '@drift-labs/sdk';
import { BN } from '@project-serum/anchor';
import { initialize } from '@drift-labs/sdk';
export async function POST(request) {
try {
const {
dcaAmount, // Additional amount to add (in USD)
analysis = null // Optional AI analysis for optimal levels
} = await request.json();
console.log('🎯 POSITION SCALING DCA STARTED');
console.log(`💰 Adding $${dcaAmount} to existing position`);
// 1. Get current position
const positionResponse = await fetch(`${process.env.INTERNAL_API_URL || 'http://localhost:9001'}/api/drift/positions`);
const positionData = await positionResponse.json();
if (!positionData.success || positionData.positions.length === 0) {
return NextResponse.json({
success: false,
error: 'No existing position found to scale'
}, { status: 400 });
}
const currentPosition = positionData.positions[0];
console.log(`📊 Current position: ${currentPosition.side} ${currentPosition.size} ${currentPosition.symbol} @ $${currentPosition.entryPrice}`);
// 2. Initialize Drift client
const connection = new Connection(process.env.HELIUS_RPC_URL);
const privateKeyArray = JSON.parse(process.env.SOLANA_PRIVATE_KEY);
const keypair = Keypair.fromSecretKey(new Uint8Array(privateKeyArray));
const wallet = new Wallet(keypair);
const sdkConfig = initialize({ env: 'mainnet-beta' });
const driftClient = new DriftClient({
connection,
wallet,
programID: sdkConfig.DRIFT_PROGRAM_ID,
opts: {
commitment: 'confirmed',
skipPreflight: false,
preflightCommitment: 'confirmed'
}
});
await driftClient.subscribe();
console.log('✅ Connected to Drift Protocol');
// 3. Get current market price and calculate DCA parameters
const marketIndex = 0; // SOL-PERP
const perpMarketAccount = driftClient.getPerpMarketAccount(marketIndex);
const currentPrice = Number(perpMarketAccount.amm.lastMarkPriceTwap) / 1e6;
console.log(`📈 Current market price: $${currentPrice.toFixed(4)}`);
// 4. Calculate new averaged position
const currentPositionValue = currentPosition.size * currentPosition.entryPrice;
const dcaPositionSize = dcaAmount / currentPrice;
const dcaPositionValue = dcaPositionSize * currentPrice;
const newTotalSize = currentPosition.size + dcaPositionSize;
const newAveragePrice = (currentPositionValue + dcaPositionValue) / newTotalSize;
console.log('🧮 Position scaling calculation:');
console.log(` Current: ${currentPosition.size.toFixed(4)} @ $${currentPosition.entryPrice.toFixed(4)} = $${currentPositionValue.toFixed(2)}`);
console.log(` DCA Add: ${dcaPositionSize.toFixed(4)} @ $${currentPrice.toFixed(4)} = $${dcaPositionValue.toFixed(2)}`);
console.log(` New Total: ${newTotalSize.toFixed(4)} @ $${newAveragePrice.toFixed(4)} = $${(newTotalSize * newAveragePrice).toFixed(2)}`);
// 5. Cancel existing stop loss and take profit orders
console.log('🧹 Canceling existing SL/TP orders...');
try {
const ordersResponse = await fetch(`${process.env.INTERNAL_API_URL || 'http://localhost:9001'}/api/drift/orders`);
const ordersData = await ordersResponse.json();
if (ordersData.success && ordersData.orders.length > 0) {
// Find and cancel reduce-only orders (SL/TP)
const reduceOnlyOrders = ordersData.orders.filter(order =>
order.reduceOnly && order.status === 'OPEN'
);
console.log(` Found ${reduceOnlyOrders.length} existing SL/TP orders to cancel`);
for (const order of reduceOnlyOrders) {
try {
await driftClient.cancelOrder(order.orderId);
console.log(` ✅ Canceled order: ${order.orderType} @ $${order.triggerPrice}`);
} catch (cancelError) {
console.warn(` ⚠️ Failed to cancel order ${order.orderId}:`, cancelError.message);
}
}
}
} catch (ordersError) {
console.warn('⚠️ Error fetching/canceling orders:', ordersError.message);
}
// 6. Place DCA order to increase position
const dcaBaseAssetAmount = Math.floor(dcaPositionSize * 1e9); // Convert to base units
const direction = currentPosition.side.toLowerCase() === 'long' ? PositionDirection.LONG : PositionDirection.SHORT;
console.log(`📈 Placing DCA order: ${direction === PositionDirection.LONG ? 'LONG' : 'SHORT'} ${dcaPositionSize.toFixed(4)} SOL`);
const dcaOrderParams = {
orderType: OrderType.MARKET,
marketType: MarketType.PERP,
direction,
baseAssetAmount: new BN(dcaBaseAssetAmount),
marketIndex,
};
const dcaTxSig = await driftClient.placeAndTakePerpOrder(dcaOrderParams);
console.log('✅ DCA position increase executed:', dcaTxSig);
// Wait for order to settle
await new Promise(resolve => setTimeout(resolve, 3000));
// 7. Calculate new stop loss and take profit levels
let newStopLoss, newTakeProfit;
if (analysis && analysis.stopLoss && analysis.takeProfits) {
// Use AI-calculated levels if available
console.log('🧠 Using AI-calculated optimal levels');
newStopLoss = analysis.stopLoss.price || analysis.stopLoss;
newTakeProfit = analysis.takeProfits.tp1?.price || analysis.takeProfits.tp1 || analysis.takeProfit;
} else {
// Calculate adaptive levels based on new average price
console.log('📊 Calculating adaptive levels for new average price');
const stopLossPercent = 2.0; // 2% stop loss
const takeProfitPercent = 4.0; // 4% take profit
if (direction === PositionDirection.LONG) {
newStopLoss = newAveragePrice * (1 - stopLossPercent / 100);
newTakeProfit = newAveragePrice * (1 + takeProfitPercent / 100);
} else {
newStopLoss = newAveragePrice * (1 + stopLossPercent / 100);
newTakeProfit = newAveragePrice * (1 - takeProfitPercent / 100);
}
}
console.log('🎯 New risk management levels:');
console.log(` Stop Loss: $${newStopLoss.toFixed(4)}`);
console.log(` Take Profit: $${newTakeProfit.toFixed(4)}`);
// 8. Place new stop loss order for entire scaled position
let stopLossTx = null;
if (newStopLoss) {
try {
console.log('🛡️ Placing new stop loss for scaled position...');
const stopLossParams = {
orderType: OrderType.TRIGGER_LIMIT,
marketType: MarketType.PERP,
direction: direction === PositionDirection.LONG ? PositionDirection.SHORT : PositionDirection.LONG,
baseAssetAmount: new BN(Math.floor(newTotalSize * 1e9)), // Full position size
price: new BN(Math.floor(newStopLoss * 0.995 * 1e6)), // 0.5% slippage buffer
marketIndex,
triggerPrice: new BN(Math.floor(newStopLoss * 1e6)),
triggerCondition: direction === PositionDirection.LONG ? OrderTriggerCondition.BELOW : OrderTriggerCondition.ABOVE,
reduceOnly: true,
};
stopLossTx = await driftClient.placePerpOrder(stopLossParams);
console.log('✅ New stop loss placed:', stopLossTx);
} catch (slError) {
console.warn('⚠️ Stop loss placement failed:', slError.message);
}
}
// 9. Place new take profit order for entire scaled position
let takeProfitTx = null;
if (newTakeProfit) {
try {
console.log('🎯 Placing new take profit for scaled position...');
const takeProfitParams = {
orderType: OrderType.TRIGGER_LIMIT,
marketType: MarketType.PERP,
direction: direction === PositionDirection.LONG ? PositionDirection.SHORT : PositionDirection.LONG,
baseAssetAmount: new BN(Math.floor(newTotalSize * 1e9)), // Full position size
price: new BN(Math.floor(newTakeProfit * 1.005 * 1e6)), // 0.5% slippage buffer
marketIndex,
triggerPrice: new BN(Math.floor(newTakeProfit * 1e6)),
triggerCondition: direction === PositionDirection.LONG ? OrderTriggerCondition.ABOVE : OrderTriggerCondition.BELOW,
reduceOnly: true,
};
takeProfitTx = await driftClient.placePerpOrder(takeProfitParams);
console.log('✅ New take profit placed:', takeProfitTx);
} catch (tpError) {
console.warn('⚠️ Take profit placement failed:', tpError.message);
}
}
await driftClient.unsubscribe();
// 10. Return success result
return NextResponse.json({
success: true,
message: 'Position successfully scaled with DCA',
scalingResult: {
dcaTxId: dcaTxSig,
stopLossTxId: stopLossTx,
takeProfitTxId: takeProfitTx,
// Original position
originalSize: currentPosition.size,
originalEntryPrice: currentPosition.entryPrice,
originalValue: currentPositionValue,
// DCA addition
dcaSize: dcaPositionSize,
dcaPrice: currentPrice,
dcaValue: dcaPositionValue,
// New scaled position
newTotalSize: newTotalSize,
newAveragePrice: newAveragePrice,
newTotalValue: newTotalSize * newAveragePrice,
// New risk management
newStopLoss: newStopLoss,
newTakeProfit: newTakeProfit,
// AI data
usedAILevels: !!(analysis && analysis.stopLoss && analysis.takeProfits),
aiAnalysis: analysis ? {
confidence: analysis.confidence,
reasoning: analysis.reasoning || analysis.summary
} : null
}
});
} catch (error) {
console.error('❌ Position scaling DCA failed:', error.message);
return NextResponse.json({
success: false,
error: `Position scaling failed: ${error.message}`,
details: error.stack
}, { status: 500 });
}
}