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
324
lib/position-consolidator.js
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324
lib/position-consolidator.js
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/**
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* Position Consolidator - Clean Order Management
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* Consolidates multiple fragmented orders into a simple 3-order structure
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*/
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class PositionConsolidator {
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/**
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* Analyze current position and create consolidation plan
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*/
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static async analyzeAndConsolidate(analysis = null) {
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console.log('🧹 ANALYZING POSITION FOR CONSOLIDATION');
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console.log('='.repeat(50));
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// Get current position
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const position = await this.getCurrentPosition();
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if (!position) {
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throw new Error('No active position found');
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}
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const symbol = position.symbol.replace('-PERP', '');
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console.log(`📊 Position: ${position.side.toUpperCase()} ${position.size} ${symbol}`);
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console.log(`💰 Entry: $${position.entryPrice.toFixed(4)}`);
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console.log(`📈 Current: $${position.currentPrice?.toFixed(4) || 'N/A'}`);
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console.log(`💸 P&L: ${position.pnl ? '$' + position.pnl.toFixed(2) : 'N/A'}`);
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// Calculate optimal consolidated levels (with AI analysis if available)
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const consolidatedPlan = this.calculateConsolidatedLevels(position, analysis);
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console.log('\n📊 CONSOLIDATED ORDER PLAN:');
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console.log('='.repeat(30));
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console.log(`Stop Loss: $${consolidatedPlan.stopLoss.toFixed(4)} (${consolidatedPlan.stopLossPercent.toFixed(1)}% risk)`);
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console.log(`Take Profit 1: $${consolidatedPlan.takeProfit1.toFixed(4)} (${consolidatedPlan.tp1Percent.toFixed(1)}% gain) - ${consolidatedPlan.tp1Size} ${symbol}`);
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console.log(`Take Profit 2: $${consolidatedPlan.takeProfit2.toFixed(4)} (${consolidatedPlan.tp2Percent.toFixed(1)}% gain) - ${consolidatedPlan.tp2Size} ${symbol}`);
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console.log(`Risk/Reward: ${consolidatedPlan.riskReward.toFixed(1)}:1`);
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return consolidatedPlan;
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}
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/**
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* Calculate optimal consolidated order levels
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* Priority: AI-calculated levels > Dynamic adaptive levels
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*/
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static calculateConsolidatedLevels(position, analysis = null) {
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const { side, size, entryPrice } = position;
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let stopLoss, takeProfit1, takeProfit2;
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let stopLossPercent, takeProfit1Percent, takeProfit2Percent;
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let usingAILevels = false;
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// 🧠 PRIORITY 1: Extract AI-calculated optimal levels
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if (analysis) {
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console.log('🧠 Checking AI analysis for optimal levels...');
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// Extract AI stop loss
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let aiStopLoss = null;
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if (analysis.stopLoss?.price) {
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aiStopLoss = analysis.stopLoss.price;
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} else if (analysis.stopLoss && typeof analysis.stopLoss === 'number') {
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aiStopLoss = analysis.stopLoss;
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} else if (analysis.levels?.stopLoss) {
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aiStopLoss = analysis.levels.stopLoss;
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}
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// Extract AI take profits
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let aiTakeProfit1 = null, aiTakeProfit2 = null;
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if (analysis.takeProfits?.tp1?.price) {
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aiTakeProfit1 = analysis.takeProfits.tp1.price;
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aiTakeProfit2 = analysis.takeProfits?.tp2?.price || null;
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} else if (analysis.takeProfit && typeof analysis.takeProfit === 'number') {
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aiTakeProfit1 = analysis.takeProfit;
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} else if (analysis.levels?.takeProfit) {
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aiTakeProfit1 = analysis.levels.takeProfit;
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}
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// Use AI levels if available
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if (aiStopLoss && aiTakeProfit1) {
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console.log('✅ Using AI-calculated optimal levels');
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stopLoss = aiStopLoss;
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takeProfit1 = aiTakeProfit1;
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// Calculate percentages from AI prices
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if (side.toLowerCase() === 'long') {
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stopLossPercent = ((entryPrice - stopLoss) / entryPrice) * 100;
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takeProfit1Percent = ((takeProfit1 - entryPrice) / entryPrice) * 100;
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} else {
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stopLossPercent = ((stopLoss - entryPrice) / entryPrice) * 100;
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takeProfit1Percent = ((entryPrice - takeProfit1) / entryPrice) * 100;
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}
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// If no second TP from AI, calculate based on risk/reward extension
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if (aiTakeProfit2) {
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takeProfit2 = aiTakeProfit2;
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if (side.toLowerCase() === 'long') {
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takeProfit2Percent = ((takeProfit2 - entryPrice) / entryPrice) * 100;
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} else {
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takeProfit2Percent = ((entryPrice - takeProfit2) / entryPrice) * 100;
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}
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} else {
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// Extend first TP by additional 60% distance for aggressive second target
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const tpDistance = Math.abs(takeProfit1 - entryPrice);
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takeProfit2 = side.toLowerCase() === 'long' ?
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takeProfit1 + (tpDistance * 0.6) :
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takeProfit1 - (tpDistance * 0.6);
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takeProfit2Percent = takeProfit1Percent * 1.6; // 60% more than first TP
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}
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usingAILevels = true;
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}
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}
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// 🎯 FALLBACK: Dynamic adaptive levels when AI levels unavailable
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if (!usingAILevels) {
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console.log('📊 Using dynamic adaptive levels (AI levels not available)...');
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// Adaptive percentages based on position size and performance
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const baseStopLossPercent = 2.0; // Base 2% stop loss
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const baseTp1Percent = 3.5; // Base 3.5% first take profit
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const baseTp2Percent = 6.0; // Base 6% second take profit
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// Adjust based on position size (tighter for larger positions)
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const positionValue = size * entryPrice;
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const sizeMultiplier = Math.min(positionValue / 2000, 1.5); // Cap at 1.5x
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stopLossPercent = baseStopLossPercent / sizeMultiplier;
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takeProfit1Percent = baseTp1Percent * Math.min(sizeMultiplier, 1.2);
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takeProfit2Percent = baseTp2Percent * Math.min(sizeMultiplier, 1.2);
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if (side.toLowerCase() === 'long') {
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stopLoss = entryPrice * (1 - stopLossPercent / 100);
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takeProfit1 = entryPrice * (1 + takeProfit1Percent / 100);
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takeProfit2 = entryPrice * (1 + takeProfit2Percent / 100);
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} else {
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stopLoss = entryPrice * (1 + stopLossPercent / 100);
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takeProfit1 = entryPrice * (1 - takeProfit1Percent / 100);
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takeProfit2 = entryPrice * (1 - takeProfit2Percent / 100);
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}
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}
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// Position sizing: 70% at TP1, 30% at TP2
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const tp1Size = Math.floor(size * 0.7 * 100) / 100; // 70% of position
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const tp2Size = size - tp1Size; // Remaining 30%
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const riskReward = takeProfit1Percent / stopLossPercent;
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return {
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stopLoss,
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takeProfit1,
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takeProfit2,
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stopLossPercent,
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tp1Percent: takeProfit1Percent,
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tp2Percent: takeProfit2Percent,
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tp1Size,
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tp2Size,
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riskReward,
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totalOrders: 3 // Much cleaner than 24!
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};
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}
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/**
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* Execute consolidated order placement
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*/
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static async executeConsolidation(analysis = null) {
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try {
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console.log('\n🎯 EXECUTING CONSOLIDATED ORDERS');
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console.log('='.repeat(40));
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// Get current position first
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const position = await this.getCurrentPosition();
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if (!position) {
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throw new Error('No active position found for consolidation');
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}
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// Calculate consolidation plan with AI analysis if provided
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const consolidatedPlan = this.calculateConsolidatedLevels(position, analysis);
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const results = [];
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// 1. Cancel all existing orders first
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console.log('1️⃣ Canceling all existing orders...');
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const cancelResult = await this.cancelAllOrders();
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console.log(` ✅ Canceled ${cancelResult.totalCanceled} orders`);
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// 2. Place consolidated stop loss
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console.log('2️⃣ Placing consolidated stop loss...');
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const stopLossResult = await this.placeConsolidatedOrder({
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type: 'STOP_LOSS',
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symbol: position.symbol,
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side: position.side === 'long' ? 'SHORT' : 'LONG',
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size: position.size,
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triggerPrice: consolidatedPlan.stopLoss,
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price: consolidatedPlan.stopLoss
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});
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results.push(stopLossResult);
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// 3. Place first take profit (70% of position)
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console.log('3️⃣ Placing primary take profit...');
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const tp1Result = await this.placeConsolidatedOrder({
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type: 'TAKE_PROFIT_1',
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symbol: position.symbol,
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side: position.side === 'long' ? 'SHORT' : 'LONG',
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size: consolidatedPlan.tp1Size,
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triggerPrice: consolidatedPlan.takeProfit1,
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price: consolidatedPlan.takeProfit1
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});
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results.push(tp1Result);
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// 4. Place second take profit (30% of position)
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console.log('4️⃣ Placing extended take profit...');
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const tp2Result = await this.placeConsolidatedOrder({
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type: 'TAKE_PROFIT_2',
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symbol: position.symbol,
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side: position.side === 'long' ? 'SHORT' : 'LONG',
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size: consolidatedPlan.tp2Size,
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triggerPrice: consolidatedPlan.takeProfit2,
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price: consolidatedPlan.takeProfit2
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});
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results.push(tp2Result);
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console.log('\n✅ CONSOLIDATION COMPLETE!');
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console.log(`📊 Orders reduced from 24 → 3`);
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console.log(`🎯 Clean risk management structure`);
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console.log(`💰 Optimized profit taking strategy`);
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return {
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success: true,
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message: 'Position successfully consolidated',
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ordersBefore: 24,
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ordersAfter: 3,
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results: results
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};
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} catch (error) {
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console.error('❌ Consolidation failed:', error.message);
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return {
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success: false,
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error: error.message
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};
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}
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}
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/**
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* Cancel all existing orders
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*/
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static async cancelAllOrders() {
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try {
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const response = await fetch('http://localhost:9001/api/drift/cancel-all-orders', {
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method: 'POST',
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headers: { 'Content-Type': 'application/json' }
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});
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const result = await response.json();
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return result;
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} catch (error) {
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console.error('Error canceling orders:', error);
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return { success: false, totalCanceled: 0 };
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}
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}
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/**
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* Place a consolidated order via Drift API
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*/
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static async placeConsolidatedOrder(orderParams) {
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try {
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const response = await fetch('http://localhost:9001/api/drift/place-order', {
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method: 'POST',
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headers: { 'Content-Type': 'application/json' },
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body: JSON.stringify({
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symbol: orderParams.symbol,
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orderType: 'TRIGGER_LIMIT',
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direction: orderParams.side,
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size: orderParams.size.toString(),
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price: orderParams.price.toString(),
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triggerPrice: orderParams.triggerPrice.toString(),
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reduceOnly: true
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})
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});
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const result = await response.json();
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if (result.success) {
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console.log(` ✅ ${orderParams.type}: ${orderParams.size} @ $${orderParams.triggerPrice.toFixed(4)}`);
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} else {
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console.log(` ❌ ${orderParams.type} failed: ${result.error}`);
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}
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return result;
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} catch (error) {
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console.error(`Error placing ${orderParams.type}:`, error);
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return { success: false, error: error.message };
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}
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}
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/**
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* Get current position from Drift API
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*/
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static async getCurrentPosition() {
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try {
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const response = await fetch('http://localhost:9001/api/drift/positions');
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const result = await response.json();
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if (result.success && result.positions.length > 0) {
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const position = result.positions[0];
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return {
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symbol: position.symbol,
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side: position.side,
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size: position.size,
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entryPrice: position.entryPrice,
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currentPrice: position.markPrice,
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pnl: position.unrealizedPnl
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};
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} else {
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return null;
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}
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} catch (error) {
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console.error('Error fetching position:', error);
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return null;
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}
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}
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}
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module.exports = PositionConsolidator;
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